[Famous-Q] Turtle System 1 (20/10)
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,228 bars in 9.5ms
Underperformed the market. Holding BTCUSDT returned +63.72% over the same period, against this strategy’s +22.39%.
Net P&L
+22.39%
$2,239.45
Max drawdown
-18.58%
Max run-up
+49.48%
Trades
277
33.2% win rate
Profit factor
1.17
2021-12-31drawdown · worst -18.58%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +36.14% | -8.57% | 153 | 38% |
| Validation | 2024-10-19 → 2025-09-25 | -9.11% | -15.19% | 60 | 23% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -0.49% | -10.60% | 63 | 32% |
Risk-adjusted
- Sharpe
- 0.49
- Sortino
- 0.72
- Calmar
- 0.24
- Return ÷ max drawdown
- 1.21
- CAGR
- +4.43%
- Exposure
- 61.0%
Per trade
- Expectancy
- $8.08 · +0.33%
- Average win / loss
- $168.84 / −$71.86
- Payoff ratio
- 2.35
- Largest win / loss
- $931.92 / −$160.86
- Longest losing streak(winning: 4)
- 9 trades
Drawdown over time
- Max drawdown
- -18.58%
- Longest time under water(still going at the end)
- 648 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$841.52
- Funding
- −$214.21
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 19
- Benchmark(buy and hold)
- +63.72%
Monte Carlo
1,000 alternative histories, each 277 trades drawn at random from this run’s own. The bands hold the middle 50% and 90% of them; the solid line is what actually happened.
this runmedian of the historiesmiddle 50% · 90%
| Unlucky (5%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | -14.96% | +20.79% | +82.64% |
| Max drawdown | -27.29% | -15.37% | -9.19% |
20% of histories lost money, and 31% had a deeper drawdown than this run’s -18.58%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- hh20 length
- 20
- ll20 length
- 20
- hh10 length
- 10
- ll10 length
- 10
- atr20 length
- 20
- Stop loss (× atr20)
- 2
- Leverage (×)
- 1
- Position size (% of equity)
- 25
BTCUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
277 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 20:00 @ 45,698.48 | 2022-01-01 16:00 @ 47,728.57 | 20h | −$112.84 | -4.51% | stop loss |
| 2 | short | 2022-01-05 20:00 @ 44,663.00 | 2022-01-09 20:00 @ 42,687.50 | 4d | $109.71 | +4.44% | signal |
| 3 | long | 2022-01-11 20:00 @ 42,947.14 | 2022-01-14 12:00 @ 41,974.72 | 2d 16h | −$58.75 | -2.35% | signal |
| 4 | long | 2022-01-20 16:00 @ 43,284.41 | 2022-01-20 20:00 @ 41,888.84 | 4h | −$82.80 | -3.33% | stop loss |
| 5 | short | 2022-01-21 00:00 @ 40,653.93 | 2022-01-25 00:00 @ 36,655.63 | 4d | $241.23 | +9.79% | signal |
| 6 | long | 2022-01-26 12:00 @ 38,053.53 | 2022-01-27 00:00 @ 35,825.65 | 12h | −$150.01 | -5.94% | stop loss |
| 7 | long | 2022-02-04 16:00 @ 39,489.62 | 2022-02-17 12:00 @ 43,149.67 | 12d 20h | $221.08 | +8.89% | signal |
| 8 | short | 2022-02-17 20:00 @ 41,168.86 | 2022-02-28 16:00 @ 40,800.96 | 10d 20h | $20.08 | +0.79% | signal |
| 9 | long | 2022-02-28 20:00 @ 41,314.76 | 2022-03-03 16:00 @ 42,540.99 | 2d 20h | $71.29 | +2.80% | signal |
| 10 | short | 2022-03-04 16:00 @ 40,686.46 | 2022-03-09 04:00 @ 41,206.64 | 4d 12h | −$34.00 | -1.33% | signal |
| 11 | long | 2022-03-09 08:00 @ 41,778.95 | 2022-03-10 04:00 @ 39,702.56 | 20h | −$130.30 | -5.10% | stop loss |
| 12 | short | 2022-03-14 00:00 @ 37,735.45 | 2022-03-14 20:00 @ 39,431.11 | 20h | −$116.29 | -4.61% | stop loss |
| 13 | long | 2022-03-18 20:00 @ 42,028.70 | 2022-03-20 16:00 @ 41,325.93 | 1d 20h | −$45.43 | -1.82% | signal |
| 14 | long | 2022-03-24 16:00 @ 43,979.49 | 2022-03-31 16:00 @ 46,440.81 | 7d | $132.73 | +5.35% | signal |
| 15 | short | 2022-03-31 20:00 @ 45,568.98 | 2022-04-02 00:00 @ 46,950.33 | 1d 4h | −$77.91 | -3.10% | stop loss |
| 16 | short | 2022-04-06 16:00 @ 44,150.57 | 2022-04-10 20:00 @ 43,225.84 | 4d 4h | $52.38 | +2.10% | signal |
| 17 | short | 2022-04-11 12:00 @ 41,046.89 | 2022-04-13 16:00 @ 41,142.63 | 2d 4h | −$8.73 | -0.35% | signal |
| 18 | short | 2022-04-18 08:00 @ 38,894.42 | 2022-04-18 16:00 @ 40,054.46 | 8h | −$77.92 | -3.11% | stop loss |
| 19 | long | 2022-04-19 16:00 @ 41,440.39 | 2022-04-21 20:00 @ 40,137.44 | 2d 4h | −$81.13 | -3.26% | stop loss |
| 20 | short | 2022-04-22 16:00 @ 39,406.62 | 2022-04-25 20:00 @ 40,212.04 | 3d 4h | −$54.81 | -2.22% | signal |
| 21 | short | 2022-05-01 00:00 @ 37,606.88 | 2022-05-02 04:00 @ 38,924.34 | 1d 4h | −$87.92 | -3.58% | stop loss |
| 22 | long | 2022-05-04 20:00 @ 39,863.17 | 2022-05-05 12:00 @ 38,573.09 | 16h | −$81.60 | -3.35% | stop loss |
| 23 | short | 2022-05-05 16:00 @ 36,879.12 | 2022-05-16 00:00 @ 31,330.56 | 10d 8h | $362.13 | +15.01% | signal |
| 24 | short | 2022-05-18 16:00 @ 28,966.11 | 2022-05-20 00:00 @ 30,759.08 | 1d 8h | −$156.82 | -6.27% | stop loss |
| 25 | long | 2022-05-30 04:00 @ 30,351.67 | 2022-06-01 20:00 @ 30,110.48 | 2d 16h | −$24.06 | -0.98% | signal |
| 26 | long | 2022-06-06 04:00 @ 31,241.25 | 2022-06-07 00:00 @ 30,283.78 | 20h | −$78.45 | -3.19% | stop loss |
| 27 | short | 2022-06-10 20:00 @ 28,964.81 | 2022-06-20 00:00 @ 20,568.41 | 9d 4h | $704.88 | +28.92% | signal |
| 28 | long | 2022-06-21 08:00 @ 21,112.02 | 2022-06-27 16:00 @ 20,739.85 | 6d 8h | −$50.74 | -1.94% | signal |
| 29 | short | 2022-06-28 20:00 @ 20,242.65 | 2022-07-03 20:00 @ 19,487.40 | 5d | $94.61 | +3.64% | signal |
| 30 | long | 2022-07-05 00:00 @ 20,230.35 | 2022-07-05 12:00 @ 19,339.54 | 12h | −$118.54 | -4.52% | stop loss |
| 31 | long | 2022-07-07 16:00 @ 20,886.18 | 2022-07-10 16:00 @ 20,888.32 | 3d | −$4.37 | -0.17% | signal |
| 32 | short | 2022-07-11 04:00 @ 20,535.89 | 2022-07-14 00:00 @ 20,224.14 | 2d 20h | $37.60 | +1.45% | signal |
| 33 | long | 2022-07-15 20:00 @ 21,160.93 | 2022-07-21 12:00 @ 22,600.98 | 5d 16h | $170.41 | +6.55% | signal |
| 34 | short | 2022-07-23 12:00 @ 22,222.35 | 2022-07-27 20:00 @ 22,768.35 | 4d 8h | −$65.60 | -2.48% | signal |
| 35 | long | 2022-07-28 04:00 @ 23,131.43 | 2022-08-01 00:00 @ 23,285.44 | 3d 20h | $12.00 | +0.46% | signal |
| 36 | short | 2022-08-04 20:00 @ 22,434.61 | 2022-08-05 04:00 @ 23,324.98 | 8h | −$107.13 | -4.07% | stop loss |
| 37 | long | 2022-08-08 08:00 @ 23,801.56 | 2022-08-09 12:00 @ 23,098.51 | 1d 4h | −$80.34 | -3.08% | stop loss |
| 38 | long | 2022-08-11 04:00 @ 24,318.46 | 2022-08-15 08:00 @ 24,005.90 | 4d 4h | −$36.54 | -1.41% | signal |
| 39 | short | 2022-08-17 16:00 @ 23,381.02 | 2022-08-24 20:00 @ 21,700.24 | 7d 4h | $182.89 | +7.10% | signal |
| 40 | short | 2022-08-26 16:00 @ 20,765.45 | 2022-08-29 16:00 @ 20,253.15 | 3d | $60.92 | +2.32% | signal |
| 41 | short | 2022-09-06 20:00 @ 18,809.34 | 2022-09-09 00:00 @ 19,470.31 | 2d 4h | −$95.33 | -3.61% | stop loss |
| 42 | long | 2022-09-09 08:00 @ 20,627.72 | 2022-09-13 16:00 @ 20,819.74 | 4d 8h | $18.35 | +0.70% | signal |
| 43 | short | 2022-09-13 20:00 @ 20,267.95 | 2022-09-27 04:00 @ 20,096.02 | 13d 8h | $21.94 | +0.84% | signal |
| 44 | long | 2022-10-04 08:00 @ 19,960.99 | 2022-10-07 16:00 @ 19,570.19 | 3d 8h | −$56.61 | -2.16% | signal |
| 45 | short | 2022-10-07 20:00 @ 19,449.21 | 2022-10-13 20:00 @ 19,364.77 | 6d | $11.97 | +0.46% | signal |
| 46 | long | 2022-10-14 04:00 @ 19,810.16 | 2022-10-14 16:00 @ 19,236.27 | 12h | −$78.74 | -3.01% | stop loss |
| 47 | short | 2022-10-20 04:00 @ 19,029.39 | 2022-10-23 16:00 @ 19,459.94 | 3d 12h | −$60.28 | -2.32% | stop loss |
| 48 | long | 2022-10-23 20:00 @ 19,496.20 | 2022-10-24 12:00 @ 19,145.49 | 16h | −$49.44 | -1.92% | stop loss |
| 49 | long | 2022-10-25 16:00 @ 19,744.25 | 2022-10-28 08:00 @ 20,065.89 | 2d 16h | $38.89 | +1.52% | signal |
| 50 | long | 2022-11-04 16:00 @ 20,833.37 | 2022-11-07 00:00 @ 20,895.82 | 2d 8h | $3.86 | +0.15% | signal |
| 51 | short | 2022-11-08 04:00 @ 20,136.57 | 2022-11-18 04:00 @ 16,849.07 | 10d | $410.06 | +15.92% | signal |
| 52 | short | 2022-11-21 00:00 @ 16,269.45 | 2022-11-23 04:00 @ 16,581.22 | 2d 4h | −$53.48 | -2.00% | signal |
| 53 | short | 2022-11-28 04:00 @ 16,165.77 | 2022-11-29 08:00 @ 16,539.49 | 1d 4h | −$64.19 | -2.41% | stop loss |
| 54 | long | 2022-11-30 04:00 @ 16,840.17 | 2022-12-07 08:00 @ 16,752.05 | 7d 4h | −$18.62 | -0.70% | signal |
| 55 | long | 2022-12-13 12:00 @ 17,440.39 | 2022-12-15 16:00 @ 17,420.52 | 2d 4h | −$7.27 | -0.27% | signal |
| 56 | short | 2022-12-16 12:00 @ 17,015.30 | 2022-12-20 16:00 @ 16,914.18 | 4d 4h | $14.37 | +0.54% | signal |
| 57 | short | 2022-12-27 20:00 @ 16,677.96 | 2023-01-02 04:00 @ 16,658.03 | 5d 8h | $3.70 | +0.14% | signal |
| 58 | long | 2023-01-02 08:00 @ 16,715.94 | 2023-01-06 12:00 @ 16,728.15 | 4d 4h | −$2.43 | -0.09% | signal |
| 59 | long | 2023-01-09 00:00 @ 17,128.02 | 2023-01-30 20:00 @ 22,779.04 | 21d 20h | $848.84 | +32.07% | signal |
| 60 | short | 2023-02-05 16:00 @ 23,089.58 | 2023-02-14 16:00 @ 22,037.81 | 9d | $133.94 | +4.68% | signal |
| 61 | long | 2023-02-15 12:00 @ 22,437.49 | 2023-02-22 16:00 @ 23,702.76 | 7d 4h | $153.12 | +5.29% | signal |
| 62 | short | 2023-02-24 16:00 @ 23,332.43 | 2023-02-26 20:00 @ 23,495.70 | 2d 4h | −$22.75 | -0.78% | signal |
| 63 | short | 2023-03-03 04:00 @ 22,301.94 | 2023-03-12 20:00 @ 20,774.75 | 9d 16h | $199.55 | +6.82% | signal |
| 64 | long | 2023-03-13 00:00 @ 21,990.60 | 2023-03-22 20:00 @ 26,647.97 | 9d 20h | $616.55 | +20.72% | signal |
| 65 | short | 2023-03-27 16:00 @ 26,881.92 | 2023-03-29 04:00 @ 27,958.96 | 1d 12h | −$128.15 | -4.10% | stop loss |
| 66 | long | 2023-03-29 12:00 @ 28,353.17 | 2023-04-02 16:00 @ 28,104.48 | 4d 4h | −$32.66 | -1.05% | signal |
| 67 | long | 2023-04-10 00:00 @ 28,315.06 | 2023-04-17 04:00 @ 29,960.51 | 7d 4h | $171.09 | +5.54% | signal |
| 68 | short | 2023-04-17 12:00 @ 29,552.19 | 2023-04-18 08:00 @ 30,198.37 | 20h | −$71.20 | -2.27% | stop loss |
| 69 | short | 2023-04-20 00:00 @ 28,789.24 | 2023-04-26 00:00 @ 28,292.36 | 6d | $53.72 | +1.73% | signal |
| 70 | long | 2023-04-26 12:00 @ 28,946.49 | 2023-04-26 16:00 @ 28,060.54 | 4h | −$99.10 | -3.17% | stop loss |
| 71 | short | 2023-05-01 04:00 @ 28,539.89 | 2023-05-04 00:00 @ 29,024.20 | 2d 20h | −$55.10 | -1.78% | signal |
| 72 | short | 2023-05-08 04:00 @ 28,182.46 | 2023-05-10 16:00 @ 28,146.83 | 2d 12h | $1.58 | +0.05% | signal |
| 73 | short | 2023-05-12 04:00 @ 26,569.39 | 2023-05-14 16:00 @ 27,076.81 | 2d 12h | −$61.46 | -1.99% | signal |
| 74 | long | 2023-05-15 04:00 @ 27,221.84 | 2023-05-17 08:00 @ 26,826.43 | 2d 4h | −$48.44 | -1.58% | signal |
| 75 | long | 2023-05-23 04:00 @ 27,360.17 | 2023-05-24 00:00 @ 26,813.59 | 20h | −$65.11 | -2.13% | stop loss |
| 76 | short | 2023-05-24 16:00 @ 26,301.64 | 2023-05-26 12:00 @ 26,867.95 | 1d 20h | −$67.13 | -2.20% | stop loss |
| 77 | long | 2023-05-28 04:00 @ 27,179.93 | 2023-05-31 08:00 @ 27,144.97 | 3d 4h | −$9.13 | -0.30% | signal |
| 78 | short | 2023-05-31 16:00 @ 26,894.62 | 2023-06-03 16:00 @ 27,298.26 | 3d | −$46.25 | -1.53% | signal |
| 79 | short | 2023-06-05 16:00 @ 25,986.70 | 2023-06-06 16:00 @ 26,595.84 | 1d | −$73.66 | -2.44% | stop loss |
| 80 | short | 2023-06-10 08:00 @ 25,632.17 | 2023-06-13 12:00 @ 26,320.43 | 3d 4h | −$81.94 | -2.73% | stop loss |
| 81 | short | 2023-06-15 00:00 @ 25,110.88 | 2023-06-16 12:00 @ 25,756.51 | 1d 12h | −$79.10 | -2.66% | stop loss |
| 82 | long | 2023-06-17 08:00 @ 26,593.02 | 2023-07-05 12:00 @ 30,388.92 | 18d 4h | $403.04 | +13.63% | signal |
| 83 | long | 2023-07-10 20:00 @ 30,830.66 | 2023-07-10 20:00 @ 30,190.14 | 0m | −$66.54 | -2.18% | stop loss |
| 84 | long | 2023-07-13 20:00 @ 31,606.82 | 2023-07-14 16:00 @ 30,854.03 | 20h | −$76.31 | -2.51% | stop loss |
| 85 | short | 2023-07-14 20:00 @ 30,093.88 | 2023-07-20 08:00 @ 30,201.64 | 5d 12h | −$11.67 | -0.39% | signal |
| 86 | short | 2023-07-24 12:00 @ 29,253.85 | 2023-08-02 00:00 @ 29,707.14 | 8d 12h | −$44.64 | -1.48% | signal |
| 87 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-14 00:00 @ 29,287.44 | 5d 12h | −$22.24 | -0.74% | signal |
| 88 | long | 2023-08-14 16:00 @ 29,598.72 | 2023-08-14 16:00 @ 29,246.56 | 0m | −$38.99 | -1.30% | stop loss |
| 89 | short | 2023-08-17 00:00 @ 28,708.66 | 2023-08-23 20:00 @ 26,620.52 | 6d 20h | $215.67 | +7.21% | signal |
| 90 | long | 2023-08-29 16:00 @ 27,416.88 | 2023-08-31 12:00 @ 26,826.90 | 1d 20h | −$68.95 | -2.26% | stop loss |
| 91 | long | 2023-09-08 00:00 @ 26,245.95 | 2023-09-08 08:00 @ 25,774.68 | 8h | −$57.35 | -1.89% | stop loss |
| 92 | short | 2023-09-11 16:00 @ 25,097.38 | 2023-09-12 00:00 @ 25,563.57 | 8h | −$58.89 | -1.95% | stop loss |
| 93 | long | 2023-09-12 12:00 @ 26,092.42 | 2023-09-21 12:00 @ 26,717.46 | 9d | $69.16 | +2.31% | signal |
| 94 | short | 2023-09-25 00:00 @ 26,227.15 | 2023-09-27 08:00 @ 26,644.72 | 2d 8h | −$50.29 | -1.67% | stop loss |
| 95 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 12:00 @ 26,276.25 | 0m | −$57.40 | -1.91% | stop loss |
| 96 | long | 2023-09-28 16:00 @ 27,017.70 | 2023-10-09 12:00 @ 27,450.51 | 10d 20h | $44.22 | +1.48% | signal |
| 97 | short | 2023-10-11 04:00 @ 26,995.30 | 2023-10-15 20:00 @ 27,035.51 | 4d 16h | −$5.95 | -0.20% | signal |
| 98 | long | 2023-10-16 00:00 @ 27,145.23 | 2023-10-27 20:00 @ 33,698.86 | 11d 20h | $715.41 | +23.85% | signal |
| 99 | long | 2023-11-02 00:00 @ 35,444.59 | 2023-11-02 16:00 @ 34,468.10 | 16h | −$91.65 | -2.88% | stop loss |
| 100 | long | 2023-11-07 20:00 @ 35,480.59 | 2023-11-14 00:00 @ 36,478.90 | 6d 4h | $76.66 | +2.43% | signal |
| 101 | short | 2023-11-14 16:00 @ 36,161.57 | 2023-11-15 16:00 @ 37,267.57 | 1d | −$98.91 | -3.12% | stop loss |
| 102 | long | 2023-11-15 20:00 @ 37,534.91 | 2023-11-16 12:00 @ 36,364.24 | 16h | −$102.13 | -3.24% | stop loss |
| 103 | long | 2023-11-20 00:00 @ 37,383.28 | 2023-11-21 12:00 @ 36,427.12 | 1d 12h | −$84.55 | -2.71% | stop loss |
| 104 | short | 2023-11-22 00:00 @ 35,729.85 | 2023-11-22 16:00 @ 36,893.02 | 16h | −$103.22 | -3.33% | stop loss |
| 105 | long | 2023-11-24 16:00 @ 38,224.94 | 2023-11-26 16:00 @ 37,410.52 | 2d | −$70.43 | -2.29% | signal |
| 106 | short | 2023-11-27 16:00 @ 36,735.95 | 2023-11-28 12:00 @ 37,557.90 | 20h | −$70.63 | -2.31% | stop loss |
| 107 | long | 2023-11-28 20:00 @ 38,112.32 | 2023-12-11 04:00 @ 42,304.24 | 12d 8h | $316.10 | +10.39% | signal |
| 108 | short | 2023-12-18 04:00 @ 41,098.78 | 2023-12-18 20:00 @ 42,318.92 | 16h | −$95.02 | -3.04% | stop loss |
| 109 | long | 2023-12-19 04:00 @ 43,108.72 | 2023-12-25 00:00 @ 42,999.80 | 5d 20h | −$20.94 | -0.68% | signal |
| 110 | long | 2024-01-01 20:00 @ 43,564.91 | 2024-01-03 12:00 @ 42,491.28 | 1d 16h | −$85.45 | -2.76% | stop loss |
| 111 | long | 2024-01-08 12:00 @ 44,646.13 | 2024-01-12 16:00 @ 44,486.20 | 4d 4h | −$17.90 | -0.58% | signal |
| 112 | short | 2024-01-12 20:00 @ 43,488.70 | 2024-01-26 12:00 @ 41,280.15 | 13d 16h | $164.74 | +5.37% | signal |
| 113 | long | 2024-01-26 16:00 @ 41,408.08 | 2024-02-01 04:00 @ 41,989.60 | 5d 12h | $35.79 | +1.15% | signal |
| 114 | long | 2024-02-07 20:00 @ 43,604.92 | 2024-02-17 16:00 @ 51,003.20 | 9d 20h | $515.74 | +16.55% | signal |
| 115 | long | 2024-02-26 16:00 @ 52,882.77 | 2024-03-05 20:00 @ 61,485.00 | 8d 4h | $475.12 | +14.64% | signal |
| 116 | long | 2024-03-11 08:00 @ 71,238.14 | 2024-03-14 20:00 @ 69,486.50 | 3d 12h | −$103.98 | -3.09% | signal |
| 117 | short | 2024-03-15 04:00 @ 68,252.35 | 2024-03-21 00:00 @ 67,889.98 | 5d 20h | $25.50 | +0.76% | signal |
| 118 | long | 2024-03-25 16:00 @ 69,858.47 | 2024-03-27 16:00 @ 68,908.32 | 2d | −$54.01 | -1.61% | signal |
| 119 | short | 2024-04-01 16:00 @ 68,267.24 | 2024-04-04 16:00 @ 67,645.23 | 3d | $30.79 | +0.92% | signal |
| 120 | long | 2024-04-08 08:00 @ 70,759.55 | 2024-04-09 16:00 @ 68,520.70 | 1d 8h | −$112.47 | -3.37% | stop loss |
| 121 | short | 2024-04-12 20:00 @ 66,854.23 | 2024-04-19 08:00 @ 64,532.40 | 6d 12h | $115.65 | +3.49% | signal |
| 122 | long | 2024-04-22 20:00 @ 66,508.90 | 2024-04-24 16:00 @ 64,580.58 | 1d 20h | −$100.43 | -3.01% | signal |
| 123 | short | 2024-04-24 20:00 @ 63,948.01 | 2024-05-03 04:00 @ 59,699.84 | 8d 8h | $220.97 | +6.67% | signal |
| 124 | long | 2024-05-04 00:00 @ 62,866.27 | 2024-05-08 00:00 @ 62,283.54 | 4d | −$36.35 | -1.08% | signal |
| 125 | short | 2024-05-09 00:00 @ 61,145.67 | 2024-05-09 20:00 @ 63,214.18 | 20h | −$116.55 | -3.47% | stop loss |
| 126 | long | 2024-05-15 16:00 @ 64,698.34 | 2024-05-19 20:00 @ 65,989.70 | 4d 4h | $61.78 | +1.85% | signal |
| 127 | long | 2024-05-20 20:00 @ 70,010.50 | 2024-05-23 12:00 @ 68,062.12 | 2d 16h | −$99.33 | -2.97% | stop loss |
| 128 | long | 2024-05-27 16:00 @ 70,435.48 | 2024-05-28 00:00 @ 68,596.47 | 8h | −$90.66 | -2.73% | stop loss |
| 129 | short | 2024-05-28 08:00 @ 67,698.56 | 2024-06-02 12:00 @ 68,297.66 | 5d 4h | −$26.88 | -0.81% | signal |
| 130 | long | 2024-06-03 16:00 @ 69,663.93 | 2024-06-07 20:00 @ 69,273.34 | 4d 4h | −$26.54 | -0.81% | signal |
| 131 | short | 2024-06-11 08:00 @ 67,568.58 | 2024-06-12 12:00 @ 68,945.31 | 1d 4h | −$68.96 | -2.10% | stop loss |
| 132 | short | 2024-06-14 20:00 @ 65,501.80 | 2024-06-20 08:00 @ 65,844.47 | 5d 12h | −$15.80 | -0.48% | signal |
| 133 | short | 2024-06-21 12:00 @ 63,732.35 | 2024-06-30 20:00 @ 62,029.20 | 9d 8h | $91.93 | +2.82% | signal |
| 134 | long | 2024-07-01 00:00 @ 62,778.65 | 2024-07-03 00:00 @ 61,372.77 | 2d | −$79.17 | -2.41% | stop loss |
| 135 | short | 2024-07-03 12:00 @ 60,372.82 | 2024-07-06 20:00 @ 57,846.47 | 3d 8h | $135.98 | +4.16% | signal |
| 136 | long | 2024-07-10 08:00 @ 58,959.79 | 2024-07-12 00:00 @ 56,758.71 | 1d 16h | −$128.16 | -3.88% | stop loss |
| 137 | long | 2024-07-14 08:00 @ 60,043.21 | 2024-07-18 16:00 @ 63,487.40 | 4d 8h | $183.25 | +5.60% | signal |
| 138 | long | 2024-07-19 20:00 @ 67,121.22 | 2024-07-23 20:00 @ 65,503.10 | 4d | −$84.19 | -2.54% | signal |
| 139 | short | 2024-07-25 00:00 @ 65,337.63 | 2024-07-26 00:00 @ 67,311.90 | 1d | −$101.59 | -3.08% | stop loss |
| 140 | long | 2024-07-26 16:00 @ 67,541.41 | 2024-07-30 12:00 @ 65,554.73 | 3d 20h | −$101.96 | -3.12% | stop loss |
| 141 | short | 2024-07-31 20:00 @ 65,215.05 | 2024-08-08 16:00 @ 59,403.78 | 7d 20h | $290.03 | +8.94% | signal |
| 142 | long | 2024-08-09 00:00 @ 61,672.13 | 2024-08-11 20:00 @ 59,586.18 | 2d 20h | −$115.70 | -3.49% | signal |
| 143 | short | 2024-08-15 20:00 @ 56,991.10 | 2024-08-16 16:00 @ 59,710.34 | 20h | −$160.86 | -4.89% | stop loss |
| 144 | long | 2024-08-20 04:00 @ 60,600.62 | 2024-08-20 12:00 @ 58,661.06 | 8h | −$107.17 | -3.30% | stop loss |
| 145 | long | 2024-08-21 20:00 @ 61,550.41 | 2024-08-27 00:00 @ 62,795.14 | 5d 4h | $61.92 | +1.92% | signal |
| 146 | short | 2024-08-27 12:00 @ 62,379.92 | 2024-09-03 00:00 @ 59,124.02 | 6d 12h | $166.13 | +5.13% | signal |
| 147 | short | 2024-09-04 04:00 @ 56,621.57 | 2024-09-09 00:00 @ 54,850.57 | 4d 20h | $99.11 | +3.02% | signal |
| 148 | long | 2024-09-09 20:00 @ 57,071.51 | 2024-09-16 00:00 @ 59,088.68 | 6d 4h | $114.72 | +3.47% | signal |
| 149 | long | 2024-09-17 16:00 @ 61,123.22 | 2024-09-18 12:00 @ 59,338.92 | 20h | −$100.79 | -3.03% | stop loss |
| 150 | long | 2024-09-19 00:00 @ 61,747.65 | 2024-09-30 04:00 @ 64,526.99 | 11d 4h | $140.07 | +4.24% | signal |
| 151 | short | 2024-09-30 12:00 @ 63,781.64 | 2024-10-04 16:00 @ 61,855.57 | 4d 4h | $100.37 | +3.00% | signal |
| 152 | long | 2024-10-06 16:00 @ 62,702.94 | 2024-10-09 16:00 @ 61,360.72 | 3d | −$76.93 | -2.29% | stop loss |
| 153 | short | 2024-10-09 20:00 @ 61,001.40 | 2024-10-11 16:00 @ 62,230.44 | 1d 20h | −$70.35 | -2.10% | signal |
| 154 | long | 2024-10-14 04:00 @ 64,293.66 | 2024-10-21 16:00 @ 67,340.73 | 7d 12h | $146.79 | +4.41% | signal |
| 155 | short | 2024-10-23 12:00 @ 66,392.82 | 2024-10-24 12:00 @ 67,881.54 | 1d | −$77.85 | -2.31% | stop loss |
| 156 | long | 2024-10-28 20:00 @ 69,663.93 | 2024-10-31 16:00 @ 70,624.47 | 2d 20h | $40.00 | +1.20% | signal |
| 157 | short | 2024-11-03 04:00 @ 68,353.93 | 2024-11-05 12:00 @ 70,111.29 | 2d 8h | −$87.33 | -2.60% | stop loss |
| 158 | long | 2024-11-06 04:00 @ 74,381.97 | 2024-11-24 16:00 @ 95,967.10 | 18d 12h | $931.92 | +27.95% | signal |
| 159 | short | 2024-11-26 00:00 @ 93,045.39 | 2024-11-27 16:00 @ 95,629.52 | 1d 16h | −$98.51 | -2.76% | signal |
| 160 | long | 2024-11-29 12:00 @ 97,321.66 | 2024-12-02 12:00 @ 95,172.36 | 3d | −$87.22 | -2.46% | signal |
| 161 | long | 2024-12-05 00:00 @ 98,689.53 | 2024-12-05 20:00 @ 95,363.36 | 20h | −$127.46 | -3.62% | stop loss |
| 162 | short | 2024-12-09 20:00 @ 97,107.37 | 2024-12-11 12:00 @ 100,717.41 | 1d 16h | −$131.51 | -3.77% | stop loss |
| 163 | long | 2024-12-16 00:00 @ 104,481.39 | 2024-12-18 20:00 @ 102,761.24 | 2d 20h | −$63.33 | -1.83% | signal |
| 164 | short | 2024-12-19 00:00 @ 100,161.16 | 2024-12-24 16:00 @ 98,263.15 | 5d 16h | $67.09 | +1.95% | signal |
| 165 | short | 2024-12-30 16:00 @ 92,063.08 | 2024-12-30 20:00 @ 94,798.56 | 4h | −$105.88 | -3.06% | stop loss |
| 166 | long | 2025-01-02 12:00 @ 96,734.74 | 2025-01-07 20:00 @ 96,414.01 | 5d 8h | −$19.67 | -0.57% | signal |
| 167 | short | 2025-01-08 08:00 @ 95,609.17 | 2025-01-14 12:00 @ 96,527.60 | 6d 4h | −$32.61 | -0.95% | signal |
| 168 | long | 2025-01-15 16:00 @ 98,963.09 | 2025-01-20 00:00 @ 101,291.24 | 4d 8h | $73.63 | +2.15% | signal |
| 169 | long | 2025-01-20 08:00 @ 107,200.24 | 2025-01-20 16:00 @ 102,804.48 | 8h | −$144.94 | -4.22% | stop loss |
| 170 | short | 2025-01-27 04:00 @ 101,328.83 | 2025-01-30 00:00 @ 104,787.09 | 2d 20h | −$117.25 | -3.45% | stop loss |
| 171 | short | 2025-02-02 00:00 @ 100,583.48 | 2025-02-03 20:00 @ 101,852.27 | 1d 20h | −$44.83 | -1.33% | signal |
| 172 | short | 2025-02-17 16:00 @ 95,586.38 | 2025-02-20 04:00 @ 97,036.80 | 2d 12h | −$52.42 | -1.56% | signal |
| 173 | long | 2025-02-20 20:00 @ 98,389.57 | 2025-02-21 16:00 @ 96,333.65 | 20h | −$73.31 | -2.19% | stop loss |
| 174 | short | 2025-02-24 16:00 @ 94,277.04 | 2025-03-02 16:00 @ 87,407.58 | 6d | $241.21 | +7.25% | signal |
| 175 | long | 2025-03-02 20:00 @ 93,485.89 | 2025-03-03 12:00 @ 89,357.77 | 16h | −$152.76 | -4.51% | stop loss |
| 176 | short | 2025-03-09 16:00 @ 83,013.79 | 2025-03-14 16:00 @ 84,709.04 | 5d | −$69.71 | -2.08% | signal |
| 177 | short | 2025-03-18 16:00 @ 81,551.19 | 2025-03-19 12:00 @ 84,219.05 | 20h | −$112.08 | -3.36% | stop loss |
| 178 | long | 2025-03-19 20:00 @ 85,399.68 | 2025-03-21 16:00 @ 83,509.19 | 1d 20h | −$76.87 | -2.33% | signal |
| 179 | long | 2025-03-24 04:00 @ 86,519.90 | 2025-03-28 08:00 @ 85,158.06 | 4d 4h | −$55.01 | -1.67% | signal |
| 180 | short | 2025-03-28 16:00 @ 83,994.20 | 2025-04-01 16:00 @ 85,262.55 | 4d | −$51.18 | -1.56% | signal |
| 181 | long | 2025-04-02 16:00 @ 86,726.84 | 2025-04-02 20:00 @ 84,420.28 | 4h | −$89.91 | -2.76% | stop loss |
| 182 | short | 2025-04-06 20:00 @ 79,556.69 | 2025-04-09 16:00 @ 82,296.15 | 2d 20h | −$113.40 | -3.50% | stop loss |
| 183 | long | 2025-04-11 20:00 @ 83,826.26 | 2025-04-16 00:00 @ 83,591.88 | 4d 4h | −$14.17 | -0.44% | signal |
| 184 | long | 2025-04-21 04:00 @ 87,184.03 | 2025-05-03 12:00 @ 95,876.52 | 12d 8h | $317.72 | +9.92% | signal |
| 185 | short | 2025-05-05 00:00 @ 94,211.35 | 2025-05-06 20:00 @ 95,988.92 | 1d 20h | −$65.07 | -1.98% | stop loss |
| 186 | long | 2025-05-07 00:00 @ 96,818.26 | 2025-05-12 16:00 @ 102,461.30 | 5d 16h | $183.54 | +5.62% | signal |
| 187 | short | 2025-05-12 20:00 @ 101,792.54 | 2025-05-13 16:00 @ 104,479.28 | 20h | −$90.00 | -2.72% | stop loss |
| 188 | long | 2025-05-18 16:00 @ 105,505.30 | 2025-05-18 20:00 @ 103,383.77 | 4h | −$69.76 | -2.12% | stop loss |
| 189 | long | 2025-05-19 00:00 @ 106,428.78 | 2025-05-19 00:00 @ 103,826.61 | 0m | −$83.46 | -2.55% | stop loss |
| 190 | long | 2025-05-21 16:00 @ 108,958.39 | 2025-05-28 16:00 @ 107,044.09 | 7d | −$65.10 | -2.00% | signal |
| 191 | short | 2025-05-29 20:00 @ 105,677.96 | 2025-06-01 20:00 @ 105,096.22 | 3d | $15.88 | +0.49% | signal |
| 192 | long | 2025-06-03 16:00 @ 106,577.41 | 2025-06-04 12:00 @ 104,338.73 | 20h | −$71.50 | -2.21% | stop loss |
| 193 | short | 2025-06-05 20:00 @ 101,852.63 | 2025-06-06 12:00 @ 104,195.34 | 16h | −$77.59 | -2.41% | stop loss |
| 194 | long | 2025-06-08 16:00 @ 105,938.78 | 2025-06-12 04:00 @ 107,798.94 | 3d 12h | $51.36 | +1.60% | signal |
| 195 | short | 2025-06-13 00:00 @ 105,588.28 | 2025-06-16 08:00 @ 107,045.20 | 3d 8h | −$47.14 | -1.47% | signal |
| 196 | long | 2025-06-16 16:00 @ 107,396.47 | 2025-06-17 12:00 @ 105,252.04 | 20h | −$67.48 | -2.11% | stop loss |
| 197 | short | 2025-06-17 16:00 @ 104,178.36 | 2025-06-20 08:00 @ 105,784.75 | 2d 16h | −$51.77 | -1.62% | signal |
| 198 | short | 2025-06-20 20:00 @ 103,243.15 | 2025-06-23 20:00 @ 105,579.23 | 3d | −$74.04 | -2.33% | stop loss |
| 199 | long | 2025-06-25 12:00 @ 107,157.73 | 2025-07-01 12:00 @ 106,535.49 | 6d | −$23.12 | -0.73% | signal |
| 200 | short | 2025-07-01 16:00 @ 105,887.12 | 2025-07-02 08:00 @ 107,657.74 | 16h | −$55.65 | -1.77% | stop loss |
How this was run
Orders fill at the next bar’s open, never at the close that produced the signal. When one bar’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.
Warmup history was loaded from before 2022-01-01 so the requested window is fully tradable.