[Famous-Q] Turtle System 1 (20/10)

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+36.14%-8.57%15338%
Validation2024-10-19 → 2025-09-25-9.11%-15.19%6023%
Out-of-sample2025-09-25 → 2026-08-31-0.49%-10.60%6332%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
277short2026-08-28 20:00 @ 77,530.792026-08-30 16:00 @ 78,806.961d 20h−$52.19-1.70%signal
276long2026-08-25 04:00 @ 80,473.692026-08-25 20:00 @ 77,939.5216h−$101.22-3.27%stop loss
275long2026-08-17 16:00 @ 64,182.632026-08-23 08:00 @ 76,005.005d 16h$538.38+18.17%signal
274short2026-08-10 20:00 @ 64,004.402026-08-17 04:00 @ 63,422.386d 8h$27.01+0.91%signal
273long2026-08-05 20:00 @ 64,818.662026-08-10 16:00 @ 64,255.854d 20h−$30.98-1.05%signal
272short2026-07-28 04:00 @ 63,297.342026-07-29 04:00 @ 64,468.621d−$57.63-1.93%stop loss
271short2026-07-24 16:00 @ 64,052.292026-07-26 16:00 @ 64,746.452d−$34.55-1.16%signal
270long2026-07-20 16:00 @ 65,583.212026-07-23 08:00 @ 65,392.222d 16h−$12.69-0.42%signal
269long2026-07-14 16:00 @ 64,740.352026-07-17 00:00 @ 63,788.342d 8h−$48.52-1.62%signal
268long2026-07-10 12:00 @ 64,407.082026-07-13 00:00 @ 62,783.482d 12h−$80.54-2.66%stop loss
267long2026-07-02 12:00 @ 61,341.372026-07-08 12:00 @ 62,257.556d$37.74+1.25%signal
266short2026-06-30 16:00 @ 58,344.532026-07-01 12:00 @ 60,076.8120h−$92.92-3.06%stop loss
265short2026-06-23 08:00 @ 62,836.732026-06-27 16:00 @ 60,829.464d 8h$94.17+3.13%signal
264long2026-06-22 16:00 @ 64,820.962026-06-23 04:00 @ 63,295.3312h−$74.62-2.46%stop loss
263short2026-06-18 16:00 @ 62,325.332026-06-20 12:00 @ 64,202.851d 20h−$94.53-3.09%stop loss
262long2026-06-14 00:00 @ 64,431.182026-06-17 12:00 @ 64,761.653d 12h$13.24+0.43%signal
261short2026-05-28 00:00 @ 74,403.122026-06-07 12:00 @ 62,611.3210d 12h$466.65+15.90%signal
260short2026-05-22 20:00 @ 75,811.932026-05-23 20:00 @ 77,337.981d−$62.08-2.10%stop loss
259short2026-05-16 08:00 @ 78,318.632026-05-21 04:00 @ 78,054.814d 20h$8.66+0.29%signal
258short2026-05-13 16:00 @ 78,778.942026-05-14 12:00 @ 80,435.5820h−$65.10-2.20%stop loss
257long2026-05-11 00:00 @ 82,194.142026-05-11 00:00 @ 80,577.050m−$61.76-2.07%stop loss
256long2026-05-01 16:00 @ 78,411.082026-05-07 16:00 @ 79,845.536d$52.88+1.78%signal
255short2026-04-29 20:00 @ 75,503.302026-05-01 00:00 @ 77,248.021d 4h−$72.39-2.42%stop loss
254short2026-04-28 12:00 @ 76,183.662026-04-29 08:00 @ 77,867.9520h−$69.32-2.31%stop loss
253long2026-04-22 04:00 @ 77,503.902026-04-27 16:00 @ 76,744.655d 12h−$30.95-1.03%signal
252long2026-04-14 00:00 @ 74,399.782026-04-19 08:00 @ 75,190.665d 8h$31.07+1.03%signal
251long2026-04-06 00:00 @ 69,011.702026-04-12 16:00 @ 70,841.936d 16h$75.93+2.54%signal
250long2026-04-01 08:00 @ 68,665.632026-04-02 00:00 @ 66,600.5116h−$93.51-3.11%stop loss
249short2026-03-27 12:00 @ 66,649.972026-03-30 08:00 @ 67,609.422d 20h−$47.17-1.56%signal
248short2026-03-19 08:00 @ 70,130.972026-03-25 12:00 @ 71,664.636d 4h−$69.54-2.29%signal
247long2026-03-10 12:00 @ 70,584.212026-03-18 12:00 @ 72,891.828d$97.17+3.23%signal
246short2026-03-07 20:00 @ 67,029.192026-03-09 16:00 @ 68,846.171d 20h−$85.88-2.83%signal
245long2026-03-04 12:00 @ 71,096.522026-03-06 16:00 @ 68,454.612d 4h−$117.20-3.83%signal
244long2026-03-02 16:00 @ 69,102.922026-03-03 12:00 @ 66,123.7220h−$136.56-4.41%stop loss
243long2026-02-25 20:00 @ 69,019.002026-02-26 16:00 @ 66,498.6420h−$117.26-3.75%stop loss
242short2026-02-23 04:00 @ 64,881.122026-02-25 12:00 @ 66,851.892d 8h−$98.93-3.14%stop loss
241long2026-02-21 16:00 @ 68,585.212026-02-23 00:00 @ 66,657.121d 8h−$92.86-2.93%stop loss
240short2026-02-18 20:00 @ 66,125.072026-02-21 12:00 @ 68,501.702d 16h−$118.13-3.69%stop loss
239long2026-02-14 12:00 @ 70,478.892026-02-15 20:00 @ 68,250.051d 8h−$105.28-3.26%signal
238short2026-01-29 16:00 @ 84,880.922026-02-13 16:00 @ 68,665.8315d$584.98+18.97%signal
237long2026-01-28 12:00 @ 90,054.912026-01-29 00:00 @ 88,047.9412h−$72.54-2.34%stop loss
236short2026-01-19 00:00 @ 93,595.282026-01-28 00:00 @ 89,215.649d$144.69+4.72%signal
235long2026-01-13 16:00 @ 93,426.582026-01-16 16:00 @ 94,518.693d$31.80+1.04%signal
234long2026-01-02 12:00 @ 89,476.192026-01-08 08:00 @ 90,491.705d 20h$28.75+0.94%signal
233long2025-12-29 04:00 @ 90,109.522025-12-29 08:00 @ 88,455.504h−$59.61-1.94%stop loss
232short2025-12-23 08:00 @ 87,513.792025-12-26 04:00 @ 88,813.962d 20h−$47.03-1.53%signal
231long2025-12-22 12:00 @ 89,923.182025-12-23 04:00 @ 87,699.5416h−$79.93-2.58%stop loss
230short2025-12-18 20:00 @ 84,430.112025-12-19 00:00 @ 87,343.324h−$110.83-3.55%stop loss
229short2025-12-15 00:00 @ 88,101.182025-12-17 12:00 @ 90,372.332d 12h−$83.34-2.65%stop loss
228long2025-12-09 16:00 @ 92,695.442025-12-11 00:00 @ 89,926.291d 8h−$98.35-3.10%stop loss
227long2025-12-03 04:00 @ 92,607.722025-12-05 16:00 @ 90,395.822d 12h−$80.12-2.51%signal
226short2025-12-01 16:00 @ 84,633.072025-12-02 00:00 @ 87,248.828h−$102.66-3.19%stop loss
225long2025-11-24 20:00 @ 88,294.762025-12-01 04:00 @ 86,301.846d 8h−$77.31-2.39%signal
224short2025-11-12 20:00 @ 101,225.052025-11-23 04:00 @ 86,278.2510d 8h$463.86+14.87%signal
223long2025-11-10 04:00 @ 106,011.802025-11-11 12:00 @ 103,183.821d 8h−$87.29-2.78%stop loss
222short2025-11-03 16:00 @ 105,697.662025-11-09 20:00 @ 104,785.056d 4h$27.02+0.86%signal
221short2025-10-29 20:00 @ 110,583.782025-11-02 12:00 @ 111,167.633d 16h−$17.39-0.55%signal
220long2025-10-26 12:00 @ 113,257.752025-10-29 00:00 @ 112,810.932d 12h−$17.16-0.55%signal
219long2025-10-20 04:00 @ 110,122.322025-10-22 08:00 @ 106,966.012d 4h−$93.62-2.96%stop loss
218short2025-10-16 16:00 @ 108,452.212025-10-19 12:00 @ 107,752.152d 20h$16.67+0.53%signal
217short2025-10-10 16:00 @ 118,941.412025-10-12 20:00 @ 114,311.662d 4h$119.17+3.80%signal
216long2025-09-29 00:00 @ 112,142.122025-10-07 16:00 @ 121,763.848d 16h$253.95+8.27%signal
215short2025-09-25 20:00 @ 109,298.642025-09-28 16:00 @ 110,012.002d 20h−$22.09-0.72%signal
214short2025-09-22 04:00 @ 114,579.982025-09-24 16:00 @ 113,322.662d 12h$31.81+1.04%signal
213long2025-09-10 16:00 @ 113,824.062025-09-19 20:00 @ 115,059.389d 4h$25.66+0.84%signal
212long2025-09-09 08:00 @ 112,972.792025-09-09 12:00 @ 111,078.074h−$54.91-1.79%stop loss
211long2025-09-05 08:00 @ 112,922.582025-09-05 12:00 @ 110,509.764h−$69.42-2.25%stop loss
210long2025-09-02 16:00 @ 110,812.062025-09-04 16:00 @ 109,426.112d−$42.53-1.37%signal
209short2025-08-29 16:00 @ 108,312.732025-09-02 04:00 @ 110,308.063d 12h−$58.55-1.88%signal
208short2025-08-26 00:00 @ 110,042.092025-08-28 04:00 @ 112,810.742d 4h−$81.01-2.58%stop loss
207short2025-08-18 04:00 @ 115,241.752025-08-22 16:00 @ 116,342.664d 12h−$31.17-0.99%signal
206long2025-08-07 12:00 @ 116,492.392025-08-14 16:00 @ 118,162.267d 4h$36.17+1.15%signal
205short2025-07-30 20:00 @ 116,841.832025-08-03 20:00 @ 114,281.954d$67.08+2.15%signal
204short2025-07-25 04:00 @ 115,361.622025-07-26 08:00 @ 118,174.451d 4h−$78.43-2.50%stop loss
203short2025-07-15 08:00 @ 116,753.742025-07-16 12:00 @ 119,474.581d 4h−$75.51-2.39%stop loss
202long2025-07-09 20:00 @ 111,741.142025-07-15 04:00 @ 117,185.765d 8h$144.03+4.61%signal
201long2025-07-02 20:00 @ 109,643.722025-07-04 12:00 @ 107,749.301d 16h−$58.03-1.85%stop loss
200short2025-07-01 16:00 @ 105,887.122025-07-02 08:00 @ 107,657.7416h−$55.65-1.77%stop loss
199long2025-06-25 12:00 @ 107,157.732025-07-01 12:00 @ 106,535.496d−$23.12-0.73%signal
198short2025-06-20 20:00 @ 103,243.152025-06-23 20:00 @ 105,579.233d−$74.04-2.33%stop loss
197short2025-06-17 16:00 @ 104,178.362025-06-20 08:00 @ 105,784.752d 16h−$51.77-1.62%signal
196long2025-06-16 16:00 @ 107,396.472025-06-17 12:00 @ 105,252.0420h−$67.48-2.11%stop loss
195short2025-06-13 00:00 @ 105,588.282025-06-16 08:00 @ 107,045.203d 8h−$47.14-1.47%signal
194long2025-06-08 16:00 @ 105,938.782025-06-12 04:00 @ 107,798.943d 12h$51.36+1.60%signal
193short2025-06-05 20:00 @ 101,852.632025-06-06 12:00 @ 104,195.3416h−$77.59-2.41%stop loss
192long2025-06-03 16:00 @ 106,577.412025-06-04 12:00 @ 104,338.7320h−$71.50-2.21%stop loss
191short2025-05-29 20:00 @ 105,677.962025-06-01 20:00 @ 105,096.223d$15.88+0.49%signal
190long2025-05-21 16:00 @ 108,958.392025-05-28 16:00 @ 107,044.097d−$65.10-2.00%signal
189long2025-05-19 00:00 @ 106,428.782025-05-19 00:00 @ 103,826.610m−$83.46-2.55%stop loss
188long2025-05-18 16:00 @ 105,505.302025-05-18 20:00 @ 103,383.774h−$69.76-2.12%stop loss
187short2025-05-12 20:00 @ 101,792.542025-05-13 16:00 @ 104,479.2820h−$90.00-2.72%stop loss
186long2025-05-07 00:00 @ 96,818.262025-05-12 16:00 @ 102,461.305d 16h$183.54+5.62%signal
185short2025-05-05 00:00 @ 94,211.352025-05-06 20:00 @ 95,988.921d 20h−$65.07-1.98%stop loss
184long2025-04-21 04:00 @ 87,184.032025-05-03 12:00 @ 95,876.5212d 8h$317.72+9.92%signal
183long2025-04-11 20:00 @ 83,826.262025-04-16 00:00 @ 83,591.884d 4h−$14.17-0.44%signal
182short2025-04-06 20:00 @ 79,556.692025-04-09 16:00 @ 82,296.152d 20h−$113.40-3.50%stop loss
181long2025-04-02 16:00 @ 86,726.842025-04-02 20:00 @ 84,420.284h−$89.91-2.76%stop loss
180short2025-03-28 16:00 @ 83,994.202025-04-01 16:00 @ 85,262.554d−$51.18-1.56%signal
179long2025-03-24 04:00 @ 86,519.902025-03-28 08:00 @ 85,158.064d 4h−$55.01-1.67%signal
178long2025-03-19 20:00 @ 85,399.682025-03-21 16:00 @ 83,509.191d 20h−$76.87-2.33%signal
177short2025-03-18 16:00 @ 81,551.192025-03-19 12:00 @ 84,219.0520h−$112.08-3.36%stop loss
176short2025-03-09 16:00 @ 83,013.792025-03-14 16:00 @ 84,709.045d−$69.71-2.08%signal
175long2025-03-02 20:00 @ 93,485.892025-03-03 12:00 @ 89,357.7716h−$152.76-4.51%stop loss
174short2025-02-24 16:00 @ 94,277.042025-03-02 16:00 @ 87,407.586d$241.21+7.25%signal
173long2025-02-20 20:00 @ 98,389.572025-02-21 16:00 @ 96,333.6520h−$73.31-2.19%stop loss
172short2025-02-17 16:00 @ 95,586.382025-02-20 04:00 @ 97,036.802d 12h−$52.42-1.56%signal
171short2025-02-02 00:00 @ 100,583.482025-02-03 20:00 @ 101,852.271d 20h−$44.83-1.33%signal
170short2025-01-27 04:00 @ 101,328.832025-01-30 00:00 @ 104,787.092d 20h−$117.25-3.45%stop loss
169long2025-01-20 08:00 @ 107,200.242025-01-20 16:00 @ 102,804.488h−$144.94-4.22%stop loss
168long2025-01-15 16:00 @ 98,963.092025-01-20 00:00 @ 101,291.244d 8h$73.63+2.15%signal
167short2025-01-08 08:00 @ 95,609.172025-01-14 12:00 @ 96,527.606d 4h−$32.61-0.95%signal
166long2025-01-02 12:00 @ 96,734.742025-01-07 20:00 @ 96,414.015d 8h−$19.67-0.57%signal
165short2024-12-30 16:00 @ 92,063.082024-12-30 20:00 @ 94,798.564h−$105.88-3.06%stop loss
164short2024-12-19 00:00 @ 100,161.162024-12-24 16:00 @ 98,263.155d 16h$67.09+1.95%signal
163long2024-12-16 00:00 @ 104,481.392024-12-18 20:00 @ 102,761.242d 20h−$63.33-1.83%signal
162short2024-12-09 20:00 @ 97,107.372024-12-11 12:00 @ 100,717.411d 16h−$131.51-3.77%stop loss
161long2024-12-05 00:00 @ 98,689.532024-12-05 20:00 @ 95,363.3620h−$127.46-3.62%stop loss
160long2024-11-29 12:00 @ 97,321.662024-12-02 12:00 @ 95,172.363d−$87.22-2.46%signal
159short2024-11-26 00:00 @ 93,045.392024-11-27 16:00 @ 95,629.521d 16h−$98.51-2.76%signal
158long2024-11-06 04:00 @ 74,381.972024-11-24 16:00 @ 95,967.1018d 12h$931.92+27.95%signal
157short2024-11-03 04:00 @ 68,353.932024-11-05 12:00 @ 70,111.292d 8h−$87.33-2.60%stop loss
156long2024-10-28 20:00 @ 69,663.932024-10-31 16:00 @ 70,624.472d 20h$40.00+1.20%signal
155short2024-10-23 12:00 @ 66,392.822024-10-24 12:00 @ 67,881.541d−$77.85-2.31%stop loss
154long2024-10-14 04:00 @ 64,293.662024-10-21 16:00 @ 67,340.737d 12h$146.79+4.41%signal
153short2024-10-09 20:00 @ 61,001.402024-10-11 16:00 @ 62,230.441d 20h−$70.35-2.10%signal
152long2024-10-06 16:00 @ 62,702.942024-10-09 16:00 @ 61,360.723d−$76.93-2.29%stop loss
151short2024-09-30 12:00 @ 63,781.642024-10-04 16:00 @ 61,855.574d 4h$100.37+3.00%signal
150long2024-09-19 00:00 @ 61,747.652024-09-30 04:00 @ 64,526.9911d 4h$140.07+4.24%signal
149long2024-09-17 16:00 @ 61,123.222024-09-18 12:00 @ 59,338.9220h−$100.79-3.03%stop loss
148long2024-09-09 20:00 @ 57,071.512024-09-16 00:00 @ 59,088.686d 4h$114.72+3.47%signal
147short2024-09-04 04:00 @ 56,621.572024-09-09 00:00 @ 54,850.574d 20h$99.11+3.02%signal
146short2024-08-27 12:00 @ 62,379.922024-09-03 00:00 @ 59,124.026d 12h$166.13+5.13%signal
145long2024-08-21 20:00 @ 61,550.412024-08-27 00:00 @ 62,795.145d 4h$61.92+1.92%signal
144long2024-08-20 04:00 @ 60,600.622024-08-20 12:00 @ 58,661.068h−$107.17-3.30%stop loss
143short2024-08-15 20:00 @ 56,991.102024-08-16 16:00 @ 59,710.3420h−$160.86-4.89%stop loss
142long2024-08-09 00:00 @ 61,672.132024-08-11 20:00 @ 59,586.182d 20h−$115.70-3.49%signal
141short2024-07-31 20:00 @ 65,215.052024-08-08 16:00 @ 59,403.787d 20h$290.03+8.94%signal
140long2024-07-26 16:00 @ 67,541.412024-07-30 12:00 @ 65,554.733d 20h−$101.96-3.12%stop loss
139short2024-07-25 00:00 @ 65,337.632024-07-26 00:00 @ 67,311.901d−$101.59-3.08%stop loss
138long2024-07-19 20:00 @ 67,121.222024-07-23 20:00 @ 65,503.104d−$84.19-2.54%signal
137long2024-07-14 08:00 @ 60,043.212024-07-18 16:00 @ 63,487.404d 8h$183.25+5.60%signal
136long2024-07-10 08:00 @ 58,959.792024-07-12 00:00 @ 56,758.711d 16h−$128.16-3.88%stop loss
135short2024-07-03 12:00 @ 60,372.822024-07-06 20:00 @ 57,846.473d 8h$135.98+4.16%signal
134long2024-07-01 00:00 @ 62,778.652024-07-03 00:00 @ 61,372.772d−$79.17-2.41%stop loss
133short2024-06-21 12:00 @ 63,732.352024-06-30 20:00 @ 62,029.209d 8h$91.93+2.82%signal
132short2024-06-14 20:00 @ 65,501.802024-06-20 08:00 @ 65,844.475d 12h−$15.80-0.48%signal
131short2024-06-11 08:00 @ 67,568.582024-06-12 12:00 @ 68,945.311d 4h−$68.96-2.10%stop loss
130long2024-06-03 16:00 @ 69,663.932024-06-07 20:00 @ 69,273.344d 4h−$26.54-0.81%signal
129short2024-05-28 08:00 @ 67,698.562024-06-02 12:00 @ 68,297.665d 4h−$26.88-0.81%signal
128long2024-05-27 16:00 @ 70,435.482024-05-28 00:00 @ 68,596.478h−$90.66-2.73%stop loss
127long2024-05-20 20:00 @ 70,010.502024-05-23 12:00 @ 68,062.122d 16h−$99.33-2.97%stop loss
126long2024-05-15 16:00 @ 64,698.342024-05-19 20:00 @ 65,989.704d 4h$61.78+1.85%signal
125short2024-05-09 00:00 @ 61,145.672024-05-09 20:00 @ 63,214.1820h−$116.55-3.47%stop loss
124long2024-05-04 00:00 @ 62,866.272024-05-08 00:00 @ 62,283.544d−$36.35-1.08%signal
123short2024-04-24 20:00 @ 63,948.012024-05-03 04:00 @ 59,699.848d 8h$220.97+6.67%signal
122long2024-04-22 20:00 @ 66,508.902024-04-24 16:00 @ 64,580.581d 20h−$100.43-3.01%signal
121short2024-04-12 20:00 @ 66,854.232024-04-19 08:00 @ 64,532.406d 12h$115.65+3.49%signal
120long2024-04-08 08:00 @ 70,759.552024-04-09 16:00 @ 68,520.701d 8h−$112.47-3.37%stop loss
119short2024-04-01 16:00 @ 68,267.242024-04-04 16:00 @ 67,645.233d$30.79+0.92%signal
118long2024-03-25 16:00 @ 69,858.472024-03-27 16:00 @ 68,908.322d−$54.01-1.61%signal
117short2024-03-15 04:00 @ 68,252.352024-03-21 00:00 @ 67,889.985d 20h$25.50+0.76%signal
116long2024-03-11 08:00 @ 71,238.142024-03-14 20:00 @ 69,486.503d 12h−$103.98-3.09%signal
115long2024-02-26 16:00 @ 52,882.772024-03-05 20:00 @ 61,485.008d 4h$475.12+14.64%signal
114long2024-02-07 20:00 @ 43,604.922024-02-17 16:00 @ 51,003.209d 20h$515.74+16.55%signal
113long2024-01-26 16:00 @ 41,408.082024-02-01 04:00 @ 41,989.605d 12h$35.79+1.15%signal
112short2024-01-12 20:00 @ 43,488.702024-01-26 12:00 @ 41,280.1513d 16h$164.74+5.37%signal
111long2024-01-08 12:00 @ 44,646.132024-01-12 16:00 @ 44,486.204d 4h−$17.90-0.58%signal
110long2024-01-01 20:00 @ 43,564.912024-01-03 12:00 @ 42,491.281d 16h−$85.45-2.76%stop loss
109long2023-12-19 04:00 @ 43,108.722023-12-25 00:00 @ 42,999.805d 20h−$20.94-0.68%signal
108short2023-12-18 04:00 @ 41,098.782023-12-18 20:00 @ 42,318.9216h−$95.02-3.04%stop loss
107long2023-11-28 20:00 @ 38,112.322023-12-11 04:00 @ 42,304.2412d 8h$316.10+10.39%signal
106short2023-11-27 16:00 @ 36,735.952023-11-28 12:00 @ 37,557.9020h−$70.63-2.31%stop loss
105long2023-11-24 16:00 @ 38,224.942023-11-26 16:00 @ 37,410.522d−$70.43-2.29%signal
104short2023-11-22 00:00 @ 35,729.852023-11-22 16:00 @ 36,893.0216h−$103.22-3.33%stop loss
103long2023-11-20 00:00 @ 37,383.282023-11-21 12:00 @ 36,427.121d 12h−$84.55-2.71%stop loss
102long2023-11-15 20:00 @ 37,534.912023-11-16 12:00 @ 36,364.2416h−$102.13-3.24%stop loss
101short2023-11-14 16:00 @ 36,161.572023-11-15 16:00 @ 37,267.571d−$98.91-3.12%stop loss
100long2023-11-07 20:00 @ 35,480.592023-11-14 00:00 @ 36,478.906d 4h$76.66+2.43%signal
99long2023-11-02 00:00 @ 35,444.592023-11-02 16:00 @ 34,468.1016h−$91.65-2.88%stop loss
98long2023-10-16 00:00 @ 27,145.232023-10-27 20:00 @ 33,698.8611d 20h$715.41+23.85%signal
97short2023-10-11 04:00 @ 26,995.302023-10-15 20:00 @ 27,035.514d 16h−$5.95-0.20%signal
96long2023-09-28 16:00 @ 27,017.702023-10-09 12:00 @ 27,450.5110d 20h$44.22+1.48%signal
95long2023-09-27 12:00 @ 26,761.052023-09-27 12:00 @ 26,276.250m−$57.40-1.91%stop loss
94short2023-09-25 00:00 @ 26,227.152023-09-27 08:00 @ 26,644.722d 8h−$50.29-1.67%stop loss
93long2023-09-12 12:00 @ 26,092.422023-09-21 12:00 @ 26,717.469d$69.16+2.31%signal
92short2023-09-11 16:00 @ 25,097.382023-09-12 00:00 @ 25,563.578h−$58.89-1.95%stop loss
91long2023-09-08 00:00 @ 26,245.952023-09-08 08:00 @ 25,774.688h−$57.35-1.89%stop loss
90long2023-08-29 16:00 @ 27,416.882023-08-31 12:00 @ 26,826.901d 20h−$68.95-2.26%stop loss
89short2023-08-17 00:00 @ 28,708.662023-08-23 20:00 @ 26,620.526d 20h$215.67+7.21%signal
88long2023-08-14 16:00 @ 29,598.722023-08-14 16:00 @ 29,246.560m−$38.99-1.30%stop loss
87long2023-08-08 12:00 @ 29,433.992023-08-14 00:00 @ 29,287.445d 12h−$22.24-0.74%signal
86short2023-07-24 12:00 @ 29,253.852023-08-02 00:00 @ 29,707.148d 12h−$44.64-1.48%signal
85short2023-07-14 20:00 @ 30,093.882023-07-20 08:00 @ 30,201.645d 12h−$11.67-0.39%signal
84long2023-07-13 20:00 @ 31,606.822023-07-14 16:00 @ 30,854.0320h−$76.31-2.51%stop loss
83long2023-07-10 20:00 @ 30,830.662023-07-10 20:00 @ 30,190.140m−$66.54-2.18%stop loss
82long2023-06-17 08:00 @ 26,593.022023-07-05 12:00 @ 30,388.9218d 4h$403.04+13.63%signal
81short2023-06-15 00:00 @ 25,110.882023-06-16 12:00 @ 25,756.511d 12h−$79.10-2.66%stop loss
80short2023-06-10 08:00 @ 25,632.172023-06-13 12:00 @ 26,320.433d 4h−$81.94-2.73%stop loss
79short2023-06-05 16:00 @ 25,986.702023-06-06 16:00 @ 26,595.841d−$73.66-2.44%stop loss
78short2023-05-31 16:00 @ 26,894.622023-06-03 16:00 @ 27,298.263d−$46.25-1.53%signal

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.

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