[Famous-Q] Turtle System 1 (20/10)
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,452 bars in 16.0ms
Underperformed the market. Holding BTCUSDT returned +67.13% over the same period, against this strategy’s -7.48%.
Net P&L
-7.48%
−$748.12
Max drawdown
-24.24%
Max run-up
+21.87%
Trades
572
30.4% win rate
Profit factor
0.96
2021-12-31drawdown · worst -24.24%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +6.95% | -11.07% | 323 | 33% |
| Validation | 2024-10-19 → 2025-09-25 | -13.86% | -20.12% | 132 | 25% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +0.43% | -10.75% | 116 | 31% |
Risk-adjusted
- Sharpe
- -0.12
- Sortino
- -0.17
- Calmar
- -0.07
- Return ÷ max drawdown
- -0.31
- CAGR
- -1.65%
- Exposure
- 61.3%
Per trade
- Expectancy
- −$1.31 · -0.04%
- Average win / loss
- $98.67 / −$45.02
- Payoff ratio
- 2.19
- Largest win / loss
- $742.18 / −$127.38
- Longest losing streak(winning: 4)
- 15 trades
Drawdown over time
- Max drawdown
- -24.24%
- Longest time under water(still going at the end)
- 910 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,455.42
- Funding
- −$168.90
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 19
- Benchmark(buy and hold)
- +67.13%
Monte Carlo
1,000 alternative histories, each 572 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 | -36.43% | -6.40% | +39.45% |
| Max drawdown | -42.64% | -24.56% | -13.56% |
61% of histories lost money, and 51% had a deeper drawdown than this run’s -24.24%. 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
572 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 04:00 @ 47,021.91 | 8h | −$74.68 | -2.99% | stop loss |
| 2 | short | 2022-01-03 22:00 @ 45,964.53 | 2022-01-04 12:00 @ 47,022.68 | 14h | −$59.13 | -2.38% | stop loss |
| 3 | short | 2022-01-05 20:00 @ 44,663.00 | 2022-01-09 20:00 @ 42,687.50 | 4d | $109.48 | +4.44% | signal |
| 4 | long | 2022-01-12 14:00 @ 43,890.55 | 2022-01-13 16:00 @ 43,161.37 | 1d 2h | −$43.84 | -1.76% | signal |
| 5 | short | 2022-01-14 12:00 @ 41,974.72 | 2022-01-14 14:00 @ 43,071.30 | 2h | −$67.38 | -2.71% | stop loss |
| 6 | short | 2022-01-17 18:00 @ 42,100.07 | 2022-01-20 14:00 @ 42,376.33 | 2d 20h | −$16.82 | -0.68% | signal |
| 7 | long | 2022-01-20 16:00 @ 43,284.41 | 2022-01-20 20:00 @ 42,312.80 | 4h | −$57.94 | -2.35% | stop loss |
| 8 | short | 2022-01-21 00:00 @ 40,653.93 | 2022-01-24 00:00 @ 36,237.25 | 3d | $264.53 | +10.81% | signal |
| 9 | short | 2022-01-24 12:00 @ 33,683.26 | 2022-01-24 16:00 @ 35,357.42 | 4h | −$127.38 | -5.07% | stop loss |
| 10 | long | 2022-01-24 22:00 @ 36,807.35 | 2022-01-26 22:00 @ 36,305.69 | 2d | −$36.34 | -1.46% | signal |
| 11 | short | 2022-01-27 02:00 @ 35,861.37 | 2022-01-28 20:00 @ 37,512.26 | 1d 18h | −$116.56 | -4.71% | stop loss |
| 12 | long | 2022-01-28 22:00 @ 37,787.55 | 2022-01-30 20:00 @ 37,498.23 | 1d 22h | −$21.79 | -0.89% | signal |
| 13 | short | 2022-01-31 02:00 @ 36,797.00 | 2022-01-31 16:00 @ 37,914.32 | 14h | −$76.83 | -3.15% | stop loss |
| 14 | long | 2022-01-31 18:00 @ 38,457.67 | 2022-02-02 14:00 @ 37,376.40 | 1d 20h | −$70.46 | -2.91% | stop loss |
| 15 | short | 2022-02-02 16:00 @ 37,412.05 | 2022-02-04 00:00 @ 37,294.79 | 1d 8h | $5.00 | +0.21% | signal |
| 16 | long | 2022-02-04 16:00 @ 39,489.62 | 2022-02-14 02:00 @ 41,655.44 | 9d 10h | $124.51 | +5.18% | signal |
| 17 | long | 2022-02-15 02:00 @ 43,454.15 | 2022-02-16 14:00 @ 43,627.07 | 1d 12h | $6.81 | +0.28% | signal |
| 18 | short | 2022-02-17 10:00 @ 43,206.06 | 2022-02-23 10:00 @ 38,854.37 | 6d | $243.09 | +9.98% | signal |
| 19 | short | 2022-02-24 04:00 @ 34,900.82 | 2022-02-24 18:00 @ 36,376.93 | 14h | −$108.76 | -4.36% | stop loss |
| 20 | short | 2022-02-27 20:00 @ 37,567.19 | 2022-02-28 14:00 @ 39,123.82 | 18h | −$105.57 | -4.28% | stop loss |
| 21 | long | 2022-02-28 16:00 @ 40,800.96 | 2022-03-03 04:00 @ 43,304.14 | 2d 12h | $146.06 | +5.98% | signal |
| 22 | short | 2022-03-03 16:00 @ 42,540.99 | 2022-03-09 04:00 @ 41,206.64 | 5d 12h | $77.32 | +3.12% | signal |
| 23 | long | 2022-03-09 06:00 @ 41,517.60 | 2022-03-10 02:00 @ 40,922.91 | 20h | −$39.02 | -1.56% | signal |
| 24 | short | 2022-03-14 00:00 @ 37,735.45 | 2022-03-14 04:00 @ 38,783.20 | 4h | −$71.82 | -2.89% | stop loss |
| 25 | long | 2022-03-15 00:00 @ 39,659.53 | 2022-03-15 06:00 @ 38,523.60 | 6h | −$73.34 | -2.97% | stop loss |
| 26 | long | 2022-03-18 18:00 @ 41,642.93 | 2022-03-20 14:00 @ 41,465.51 | 1d 20h | −$14.13 | -0.58% | signal |
| 27 | short | 2022-03-20 18:00 @ 41,028.99 | 2022-03-22 02:00 @ 41,901.58 | 1d 8h | −$54.09 | -2.21% | stop loss |
| 28 | long | 2022-03-22 04:00 @ 42,238.45 | 2022-03-30 02:00 @ 46,851.53 | 7d 22h | $259.52 | +10.66% | signal |
| 29 | short | 2022-03-31 16:00 @ 46,440.81 | 2022-04-01 16:00 @ 46,532.90 | 1d | −$6.79 | -0.27% | signal |
| 30 | long | 2022-04-03 22:00 @ 46,972.99 | 2022-04-04 00:00 @ 45,925.35 | 2h | −$58.44 | -2.34% | stop loss |
| 31 | short | 2022-04-04 18:00 @ 45,363.53 | 2022-04-04 20:00 @ 46,434.12 | 2h | −$61.13 | -2.46% | stop loss |
| 32 | short | 2022-04-06 14:00 @ 44,148.17 | 2022-04-10 00:00 @ 42,736.35 | 3d 10h | $78.59 | +3.18% | signal |
| 33 | long | 2022-04-10 18:00 @ 43,082.61 | 2022-04-10 22:00 @ 42,328.91 | 4h | −$46.00 | -1.85% | stop loss |
| 34 | short | 2022-04-11 00:00 @ 42,131.87 | 2022-04-13 14:00 @ 40,504.50 | 2d 14h | $93.14 | +3.76% | signal |
| 35 | long | 2022-04-13 16:00 @ 41,142.63 | 2022-04-14 14:00 @ 40,578.18 | 22h | −$36.96 | -1.48% | signal |
| 36 | short | 2022-04-18 00:00 @ 39,641.17 | 2022-04-18 16:00 @ 40,365.71 | 16h | −$48.68 | -1.95% | stop loss |
| 37 | long | 2022-04-18 20:00 @ 40,678.53 | 2022-04-21 20:00 @ 41,200.36 | 3d | $28.44 | +1.15% | signal |
| 38 | short | 2022-04-21 22:00 @ 40,698.56 | 2022-04-25 20:00 @ 40,212.04 | 3d 22h | $25.08 | +1.01% | signal |
| 39 | long | 2022-04-26 00:00 @ 40,419.08 | 2022-04-26 14:00 @ 39,405.33 | 14h | −$65.46 | -2.63% | stop loss |
| 40 | long | 2022-04-28 10:00 @ 39,756.65 | 2022-04-29 10:00 @ 38,729.43 | 1d | −$67.15 | -2.71% | stop loss |
| 41 | short | 2022-04-29 20:00 @ 38,307.54 | 2022-05-02 06:00 @ 38,997.20 | 2d 10h | −$46.17 | -1.88% | signal |
| 42 | short | 2022-05-03 20:00 @ 37,699.76 | 2022-05-04 06:00 @ 38,549.69 | 10h | −$57.40 | -2.35% | stop loss |
| 43 | long | 2022-05-04 20:00 @ 39,863.17 | 2022-05-05 12:00 @ 38,936.05 | 16h | −$59.47 | -2.44% | stop loss |
| 44 | short | 2022-05-05 16:00 @ 36,879.12 | 2022-05-13 04:00 @ 30,570.51 | 7d 12h | $411.67 | +17.03% | signal |
| 45 | long | 2022-05-15 22:00 @ 31,071.61 | 2022-05-16 06:00 @ 29,735.41 | 8h | −$111.13 | -4.41% | stop loss |
| 46 | short | 2022-05-18 14:00 @ 29,332.13 | 2022-05-19 14:00 @ 30,424.87 | 1d | −$95.22 | -3.82% | stop loss |
| 47 | long | 2022-05-22 10:00 @ 30,138.53 | 2022-05-23 18:00 @ 29,384.06 | 1d 8h | −$65.24 | -2.64% | stop loss |
| 48 | short | 2022-05-23 20:00 @ 29,056.79 | 2022-05-24 22:00 @ 29,883.80 | 1d 2h | −$72.56 | -2.96% | stop loss |
| 49 | short | 2022-05-26 14:00 @ 28,781.24 | 2022-05-26 16:00 @ 29,684.00 | 2h | −$78.83 | -3.24% | stop loss |
| 50 | long | 2022-05-29 14:00 @ 29,329.46 | 2022-06-01 16:00 @ 30,727.45 | 3d 2h | $110.35 | +4.57% | signal |
| 51 | short | 2022-06-01 18:00 @ 30,157.27 | 2022-06-03 00:00 @ 30,443.19 | 1d 6h | −$25.54 | -1.05% | signal |
| 52 | long | 2022-06-05 18:00 @ 30,017.30 | 2022-06-07 00:00 @ 29,463.16 | 1d 6h | −$48.28 | -1.98% | stop loss |
| 53 | short | 2022-06-10 02:00 @ 29,863.53 | 2022-06-16 00:00 @ 22,572.01 | 5d 22h | $590.23 | +24.35% | signal |
| 54 | short | 2022-06-18 08:00 @ 19,241.15 | 2022-06-19 12:00 @ 19,689.34 | 1d 4h | −$62.27 | -2.42% | signal |
| 55 | long | 2022-06-21 08:00 @ 21,112.02 | 2022-06-22 02:00 @ 20,400.82 | 18h | −$88.81 | -3.47% | signal |
| 56 | long | 2022-06-23 20:00 @ 20,904.58 | 2022-06-27 00:00 @ 21,024.89 | 3d 4h | $10.26 | +0.41% | signal |
| 57 | short | 2022-06-27 14:00 @ 20,725.85 | 2022-07-01 02:00 @ 20,415.48 | 3d 12h | $35.21 | +1.39% | signal |
| 58 | long | 2022-07-03 20:00 @ 19,487.40 | 2022-07-05 14:00 @ 19,390.32 | 1d 18h | −$15.99 | -0.63% | signal |
| 59 | long | 2022-07-07 16:00 @ 20,886.18 | 2022-07-10 04:00 @ 21,284.34 | 2d 12h | $44.15 | +1.74% | signal |
| 60 | short | 2022-07-10 14:00 @ 21,071.18 | 2022-07-14 00:00 @ 20,224.14 | 3d 10h | $101.23 | +3.97% | signal |
| 61 | long | 2022-07-14 18:00 @ 20,727.34 | 2022-07-16 06:00 @ 20,580.68 | 1d 12h | −$21.28 | -0.83% | signal |
| 62 | long | 2022-07-16 18:00 @ 21,244.25 | 2022-07-18 00:00 @ 20,790.24 | 1d 6h | −$58.21 | -2.26% | signal |
| 63 | long | 2022-07-18 06:00 @ 21,856.37 | 2022-07-21 04:00 @ 22,769.85 | 2d 22h | $101.95 | +3.99% | signal |
| 64 | short | 2022-07-21 12:00 @ 22,600.98 | 2022-07-22 10:00 @ 23,444.79 | 22h | −$98.29 | -3.80% | signal |
| 65 | short | 2022-07-23 12:00 @ 22,222.35 | 2022-07-24 16:00 @ 22,841.57 | 1d 4h | −$73.28 | -2.86% | signal |
| 66 | short | 2022-07-25 04:00 @ 21,853.73 | 2022-07-27 08:00 @ 21,339.27 | 2d 4h | $58.05 | +2.28% | signal |
| 67 | long | 2022-07-27 18:00 @ 21,616.92 | 2022-08-01 00:00 @ 23,285.44 | 4d 6h | $191.32 | +7.49% | signal |
| 68 | short | 2022-08-04 18:00 @ 22,620.28 | 2022-08-05 04:00 @ 23,237.97 | 10h | −$73.67 | -2.83% | stop loss |
| 69 | long | 2022-08-08 06:00 @ 23,421.18 | 2022-08-09 10:00 @ 23,460.51 | 1d 4h | $0.95 | +0.04% | signal |
| 70 | long | 2022-08-11 02:00 @ 24,433.19 | 2022-08-12 00:00 @ 23,912.52 | 22h | −$58.02 | -2.24% | signal |
| 71 | short | 2022-08-14 18:00 @ 24,208.96 | 2022-08-15 02:00 @ 24,729.84 | 8h | −$58.00 | -2.26% | stop loss |
| 72 | short | 2022-08-15 08:00 @ 24,005.90 | 2022-08-17 06:00 @ 24,155.93 | 1d 22h | −$18.37 | -0.72% | signal |
| 73 | short | 2022-08-17 14:00 @ 23,411.52 | 2022-08-21 10:00 @ 21,427.38 | 3d 20h | $214.43 | +8.41% | signal |
| 74 | short | 2022-08-26 12:00 @ 21,175.36 | 2022-08-26 12:00 @ 21,648.56 | 0m | −$60.84 | -2.34% | stop loss |
| 75 | short | 2022-08-26 16:00 @ 20,765.45 | 2022-08-29 16:00 @ 20,253.15 | 3d | $60.16 | +2.32% | signal |
| 76 | short | 2022-09-04 08:00 @ 19,614.48 | 2022-09-04 22:00 @ 19,978.42 | 14h | −$50.76 | -1.95% | stop loss |
| 77 | long | 2022-09-05 00:00 @ 19,996.70 | 2022-09-05 10:00 @ 19,628.99 | 10h | −$50.42 | -1.95% | stop loss |
| 78 | short | 2022-09-06 18:00 @ 19,084.38 | 2022-09-07 22:00 @ 19,354.37 | 1d 4h | −$39.32 | -1.52% | signal |
| 79 | long | 2022-09-09 04:00 @ 19,939.99 | 2022-09-13 14:00 @ 21,184.16 | 4d 10h | $154.27 | +6.00% | signal |
| 80 | short | 2022-09-13 16:00 @ 20,819.74 | 2022-09-17 02:00 @ 19,994.50 | 3d 10h | $101.75 | +3.90% | signal |
| 81 | long | 2022-09-17 18:00 @ 20,074.91 | 2022-09-18 16:00 @ 19,622.51 | 22h | −$62.41 | -2.37% | stop loss |
| 82 | short | 2022-09-18 18:00 @ 19,622.37 | 2022-09-21 18:00 @ 19,843.37 | 3d | −$31.60 | -1.21% | signal |
| 83 | short | 2022-09-25 22:00 @ 18,732.35 | 2022-09-26 08:00 @ 19,191.86 | 10h | −$66.58 | -2.55% | stop loss |
| 84 | long | 2022-09-27 02:00 @ 19,762.65 | 2022-09-27 16:00 @ 19,202.13 | 14h | −$76.59 | -2.95% | stop loss |
| 85 | short | 2022-09-28 04:00 @ 18,732.25 | 2022-09-28 14:00 @ 19,355.86 | 10h | −$88.34 | -3.43% | stop loss |
| 86 | long | 2022-09-30 16:00 @ 19,753.45 | 2022-10-02 10:00 @ 19,127.03 | 1d 18h | −$84.45 | -3.31% | stop loss |
| 87 | long | 2022-10-03 18:00 @ 19,543.91 | 2022-10-07 14:00 @ 19,590.58 | 3d 20h | $0.66 | +0.03% | signal |
| 88 | short | 2022-10-07 18:00 @ 19,408.12 | 2022-10-13 20:00 @ 19,364.77 | 6d 2h | $6.28 | +0.25% | signal |
| 89 | long | 2022-10-14 02:00 @ 19,858.07 | 2022-10-14 14:00 @ 19,392.12 | 12h | −$62.18 | -2.46% | stop loss |
| 90 | long | 2022-10-16 20:00 @ 19,373.67 | 2022-10-16 20:00 @ 19,092.26 | 0m | −$39.06 | -1.55% | stop loss |
| 91 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 16:00 @ 19,360.23 | 1d 4h | −$15.60 | -0.62% | signal |
| 92 | short | 2022-10-20 02:00 @ 19,032.49 | 2022-10-20 14:00 @ 19,331.92 | 12h | −$41.76 | -1.67% | stop loss |
| 93 | long | 2022-10-23 18:00 @ 19,472.59 | 2022-10-24 04:00 @ 19,265.89 | 10h | −$29.19 | -1.17% | stop loss |
| 94 | long | 2022-10-25 16:00 @ 19,744.25 | 2022-10-27 22:00 @ 20,391.62 | 2d 6h | $78.64 | +3.16% | signal |
| 95 | short | 2022-10-28 08:00 @ 20,065.89 | 2022-10-28 12:00 @ 20,484.56 | 4h | −$54.72 | -2.18% | stop loss |
| 96 | long | 2022-10-29 10:00 @ 20,948.59 | 2022-10-30 22:00 @ 20,513.35 | 1d 12h | −$54.48 | -2.19% | stop loss |
| 97 | short | 2022-10-31 14:00 @ 20,311.34 | 2022-11-01 08:00 @ 20,685.94 | 18h | −$48.22 | -1.95% | stop loss |
| 98 | short | 2022-11-02 20:00 @ 20,237.15 | 2022-11-04 06:00 @ 20,435.89 | 1d 10h | −$26.34 | -1.07% | signal |
| 99 | long | 2022-11-04 14:00 @ 20,754.05 | 2022-11-06 02:00 @ 21,180.36 | 1d 12h | $47.22 | +1.92% | signal |
| 100 | short | 2022-11-06 22:00 @ 21,113.08 | 2022-11-10 14:00 @ 17,652.83 | 3d 16h | $398.54 | +16.13% | signal |
| 101 | short | 2022-11-13 22:00 @ 16,379.62 | 2022-11-14 08:00 @ 16,816.46 | 10h | −$71.27 | -2.77% | signal |
| 102 | long | 2022-11-18 02:00 @ 16,884.58 | 2022-11-18 18:00 @ 16,585.38 | 16h | −$47.86 | -1.87% | signal |
| 103 | short | 2022-11-20 12:00 @ 16,514.30 | 2022-11-22 14:00 @ 16,165.63 | 2d 2h | $51.20 | +2.01% | signal |
| 104 | long | 2022-11-23 04:00 @ 16,581.22 | 2022-11-25 06:00 @ 16,349.83 | 2d 2h | −$38.82 | -1.52% | signal |
| 105 | short | 2022-11-28 02:00 @ 16,131.87 | 2022-11-28 16:00 @ 16,368.32 | 14h | −$39.84 | -1.57% | stop loss |
| 106 | long | 2022-11-30 02:00 @ 16,878.27 | 2022-12-05 20:00 @ 16,916.12 | 5d 18h | $1.55 | +0.06% | signal |
| 107 | short | 2022-12-07 08:00 @ 16,752.05 | 2022-12-08 16:00 @ 16,911.08 | 1d 8h | −$26.55 | -1.05% | signal |
| 108 | long | 2022-12-08 20:00 @ 17,245.35 | 2022-12-11 22:00 @ 17,101.68 | 3d 2h | −$23.84 | -0.94% | signal |
| 109 | short | 2022-12-12 00:00 @ 17,073.88 | 2022-12-12 20:00 @ 17,218.10 | 20h | −$23.75 | -0.94% | stop loss |
| 110 | long | 2022-12-13 10:00 @ 17,434.19 | 2022-12-15 02:00 @ 17,628.07 | 1d 16h | $24.17 | +0.96% | signal |
| 111 | short | 2022-12-15 14:00 @ 17,494.30 | 2022-12-18 00:00 @ 16,771.45 | 2d 10h | $102.55 | +4.07% | signal |
| 112 | short | 2022-12-19 18:00 @ 16,590.28 | 2022-12-20 02:00 @ 16,790.95 | 8h | −$33.24 | -1.30% | stop loss |
| 113 | long | 2022-12-20 16:00 @ 16,914.18 | 2022-12-22 14:00 @ 16,636.03 | 1d 22h | −$45.13 | -1.78% | stop loss |
| 114 | short | 2022-12-22 16:00 @ 16,628.17 | 2022-12-22 20:00 @ 16,835.11 | 4h | −$33.83 | -1.34% | stop loss |
| 115 | long | 2022-12-26 04:00 @ 16,890.58 | 2022-12-27 14:00 @ 16,770.47 | 1d 10h | −$20.62 | -0.82% | stop loss |
| 116 | short | 2022-12-27 18:00 @ 16,669.67 | 2023-01-01 18:00 @ 16,576.41 | 5d | $14.62 | +0.58% | signal |
| 117 | long | 2023-01-02 04:00 @ 16,658.03 | 2023-01-06 12:00 @ 16,728.15 | 4d 8h | $6.44 | +0.26% | signal |
| 118 | long | 2023-01-06 20:00 @ 16,936.09 | 2023-01-18 16:00 @ 21,031.29 | 11d 20h | $597.44 | +23.71% | signal |
| 119 | long | 2023-01-20 18:00 @ 21,353.17 | 2023-01-22 22:00 @ 22,579.78 | 2d 4h | $148.87 | +5.58% | signal |
| 120 | long | 2023-01-25 22:00 @ 23,598.02 | 2023-01-25 22:00 @ 22,967.42 | 0m | −$74.99 | -2.77% | stop loss |
| 121 | long | 2023-01-29 20:00 @ 23,901.28 | 2023-01-30 08:00 @ 23,445.71 | 12h | −$54.42 | -2.02% | stop loss |
| 122 | short | 2023-01-30 20:00 @ 22,779.04 | 2023-01-31 22:00 @ 23,275.34 | 1d 2h | −$60.16 | -2.25% | stop loss |
| 123 | long | 2023-02-01 20:00 @ 23,384.48 | 2023-02-02 22:00 @ 23,451.51 | 1d 2h | $4.14 | +0.16% | signal |
| 124 | short | 2023-02-05 14:00 @ 23,159.57 | 2023-02-07 18:00 @ 23,282.56 | 2d 4h | −$14.95 | -0.56% | signal |
| 125 | short | 2023-02-09 04:00 @ 22,507.10 | 2023-02-11 22:00 @ 21,820.06 | 2d 18h | $80.25 | +3.02% | signal |
| 126 | long | 2023-02-12 10:00 @ 21,900.88 | 2023-02-12 22:00 @ 21,723.65 | 12h | −$24.38 | -0.91% | signal |
| 127 | short | 2023-02-13 10:00 @ 21,567.99 | 2023-02-14 14:00 @ 21,910.08 | 1d 4h | −$44.24 | -1.66% | stop loss |
| 128 | long | 2023-02-14 16:00 @ 22,037.81 | 2023-02-17 00:00 @ 23,521.89 | 2d 8h | $174.42 | +6.56% | signal |
| 129 | long | 2023-02-19 16:00 @ 24,934.69 | 2023-02-19 16:00 @ 24,377.02 | 0m | −$63.38 | -2.35% | stop loss |
| 130 | short | 2023-02-19 18:00 @ 24,348.73 | 2023-02-20 08:00 @ 24,909.18 | 14h | −$64.02 | -2.38% | stop loss |
| 131 | short | 2023-02-21 22:00 @ 24,190.46 | 2023-02-23 04:00 @ 24,449.19 | 1d 6h | −$30.19 | -1.13% | signal |
| 132 | short | 2023-02-24 16:00 @ 23,332.43 | 2023-02-26 04:00 @ 23,206.44 | 1d 12h | $12.11 | +0.45% | signal |
| 133 | long | 2023-02-26 20:00 @ 23,495.70 | 2023-02-28 20:00 @ 23,081.31 | 2d | −$50.40 | -1.89% | stop loss |
| 134 | short | 2023-03-03 02:00 @ 22,132.77 | 2023-03-05 02:00 @ 22,587.22 | 2d | −$57.07 | -2.15% | signal |
| 135 | short | 2023-03-09 00:00 @ 21,690.96 | 2023-03-11 02:00 @ 20,575.81 | 2d 2h | $133.73 | +5.07% | signal |
| 136 | long | 2023-03-12 18:00 @ 20,779.05 | 2023-03-22 20:00 @ 26,647.97 | 10d 2h | $742.18 | +27.77% | signal |
| 137 | long | 2023-03-26 14:00 @ 28,145.03 | 2023-03-27 14:00 @ 27,471.59 | 1d | −$71.48 | -2.50% | stop loss |
| 138 | short | 2023-03-27 16:00 @ 26,881.92 | 2023-03-28 20:00 @ 27,417.58 | 1d 4h | −$59.28 | -2.09% | signal |
| 139 | long | 2023-03-29 08:00 @ 28,083.42 | 2023-03-30 18:00 @ 27,825.03 | 1d 10h | −$29.69 | -1.05% | signal |
| 140 | short | 2023-04-02 16:00 @ 28,104.48 | 2023-04-05 00:00 @ 28,575.69 | 2d 8h | −$49.96 | -1.77% | stop loss |
| 141 | long | 2023-04-05 02:00 @ 28,565.71 | 2023-04-05 14:00 @ 27,947.71 | 12h | −$63.72 | -2.27% | stop loss |
| 142 | long | 2023-04-09 22:00 @ 28,428.88 | 2023-04-15 18:00 @ 30,228.55 | 5d 20h | $170.12 | +6.10% | signal |
| 143 | short | 2023-04-17 02:00 @ 29,926.61 | 2023-04-18 10:00 @ 29,892.98 | 1d 8h | $0.96 | +0.03% | signal |
| 144 | short | 2023-04-20 00:00 @ 28,789.24 | 2023-04-22 18:00 @ 27,659.63 | 2d 18h | $110.12 | +3.89% | signal |
| 145 | long | 2023-04-25 22:00 @ 28,255.05 | 2023-04-26 18:00 @ 27,693.10 | 20h | −$60.19 | -2.10% | stop loss |
| 146 | long | 2023-04-30 16:00 @ 29,650.33 | 2023-04-30 20:00 @ 29,140.73 | 4h | −$51.90 | -1.82% | stop loss |
| 147 | short | 2023-05-01 02:00 @ 28,482.50 | 2023-05-02 16:00 @ 28,526.70 | 1d 14h | −$7.20 | -0.25% | signal |
| 148 | long | 2023-05-03 22:00 @ 28,920.88 | 2023-05-06 14:00 @ 28,931.61 | 2d 16h | −$3.68 | -0.13% | signal |
| 149 | short | 2023-05-06 16:00 @ 28,552.19 | 2023-05-07 00:00 @ 29,130.63 | 8h | −$59.77 | -2.11% | stop loss |
| 150 | short | 2023-05-08 02:00 @ 28,202.36 | 2023-05-10 14:00 @ 28,159.43 | 2d 12h | $2.17 | +0.08% | signal |
| 151 | short | 2023-05-12 04:00 @ 26,569.39 | 2023-05-14 16:00 @ 27,076.81 | 2d 12h | −$56.00 | -1.99% | signal |
| 152 | long | 2023-05-15 06:00 @ 27,327.86 | 2023-05-16 00:00 @ 26,880.45 | 18h | −$48.83 | -1.74% | stop loss |
| 153 | short | 2023-05-17 08:00 @ 26,826.43 | 2023-05-17 18:00 @ 27,240.36 | 10h | −$45.52 | -1.63% | stop loss |
| 154 | long | 2023-05-17 20:00 @ 27,382.48 | 2023-05-18 16:00 @ 26,908.58 | 20h | −$51.60 | -1.86% | stop loss |
| 155 | short | 2023-05-18 18:00 @ 26,469.80 | 2023-05-18 20:00 @ 26,993.75 | 2h | −$57.52 | -2.08% | stop loss |
| 156 | short | 2023-05-21 22:00 @ 26,729.85 | 2023-05-22 12:00 @ 27,044.50 | 14h | −$35.05 | -1.27% | stop loss |
| 157 | long | 2023-05-23 04:00 @ 27,360.17 | 2023-05-24 02:00 @ 26,984.12 | 22h | −$41.22 | -1.50% | stop loss |
| 158 | short | 2023-05-24 14:00 @ 26,426.71 | 2023-05-26 14:00 @ 26,832.15 | 2d | −$43.30 | -1.59% | stop loss |
| 159 | long | 2023-05-26 16:00 @ 26,742.85 | 2023-05-31 06:00 @ 27,074.98 | 4d 14h | $28.00 | +1.03% | signal |
| 160 | short | 2023-05-31 16:00 @ 26,894.62 | 2023-06-01 00:00 @ 27,341.99 | 8h | −$47.79 | -1.75% | stop loss |
| 161 | short | 2023-06-01 04:00 @ 26,763.25 | 2023-06-02 12:00 @ 27,223.25 | 1d 8h | −$48.49 | -1.79% | stop loss |
| 162 | long | 2023-06-03 16:00 @ 27,298.26 | 2023-06-03 20:00 @ 26,942.94 | 4h | −$38.02 | -1.41% | stop loss |
| 163 | short | 2023-06-05 04:00 @ 26,830.43 | 2023-06-06 16:00 @ 26,056.41 | 1d 12h | $75.26 | +2.79% | signal |
| 164 | long | 2023-06-06 20:00 @ 27,078.71 | 2023-06-07 08:00 @ 26,534.18 | 12h | −$57.77 | -2.13% | stop loss |
| 165 | short | 2023-06-10 06:00 @ 25,499.30 | 2023-06-10 16:00 @ 25,994.81 | 10h | −$54.99 | -2.04% | stop loss |
| 166 | short | 2023-06-14 22:00 @ 25,099.78 | 2023-06-15 20:00 @ 25,448.19 | 22h | −$39.71 | -1.48% | signal |
| 167 | long | 2023-06-16 16:00 @ 25,837.57 | 2023-06-19 00:00 @ 26,324.33 | 2d 8h | $46.42 | +1.74% | signal |
| 168 | long | 2023-06-20 18:00 @ 27,789.56 | 2023-06-25 20:00 @ 30,413.92 | 5d 2h | $246.82 | +9.19% | signal |
| 169 | short | 2023-06-26 02:00 @ 30,159.87 | 2023-06-27 10:00 @ 30,749.21 | 1d 8h | −$55.37 | -2.01% | stop loss |
| 170 | long | 2023-06-27 12:00 @ 30,726.24 | 2023-06-28 06:00 @ 30,175.35 | 18h | −$52.27 | -1.91% | stop loss |
| 171 | long | 2023-07-03 16:00 @ 31,074.21 | 2023-07-04 18:00 @ 30,649.62 | 1d 2h | −$40.97 | -1.51% | stop loss |
| 172 | short | 2023-07-05 12:00 @ 30,388.92 | 2023-07-06 06:00 @ 30,797.09 | 18h | −$38.59 | -1.42% | stop loss |
| 173 | long | 2023-07-10 20:00 @ 30,830.66 | 2023-07-10 20:00 @ 30,383.21 | 0m | −$41.88 | -1.55% | stop loss |
| 174 | long | 2023-07-13 20:00 @ 31,606.82 | 2023-07-13 20:00 @ 31,024.84 | 0m | −$52.21 | -1.94% | stop loss |
| 175 | short | 2023-07-14 20:00 @ 30,093.88 | 2023-07-16 16:00 @ 30,371.97 | 1d 20h | −$27.21 | -1.02% | signal |
| 176 | short | 2023-07-17 20:00 @ 29,863.93 | 2023-07-17 20:00 @ 30,275.30 | 0m | −$39.48 | -1.48% | stop loss |
| 177 | long | 2023-07-20 08:00 @ 30,201.64 | 2023-07-20 14:00 @ 29,794.95 | 6h | −$38.73 | -1.46% | stop loss |
| 178 | long | 2023-07-23 18:00 @ 30,116.12 | 2023-07-24 02:00 @ 29,832.35 | 8h | −$27.88 | -1.05% | stop loss |
| 179 | short | 2023-07-24 10:00 @ 29,156.17 | 2023-07-26 20:00 @ 29,555.65 | 2d 10h | −$37.32 | -1.41% | stop loss |
| 180 | short | 2023-07-30 20:00 @ 29,181.36 | 2023-07-31 00:00 @ 29,399.59 | 4h | −$22.29 | -0.85% | stop loss |
| 181 | short | 2023-08-01 04:00 @ 28,814.34 | 2023-08-01 18:00 @ 29,095.73 | 14h | −$27.88 | -1.06% | stop loss |
| 182 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-02 14:00 @ 29,318.84 | 14h | −$37.41 | -1.43% | stop loss |
| 183 | short | 2023-08-07 16:00 @ 28,847.43 | 2023-08-07 18:00 @ 29,088.20 | 2h | −$24.17 | -0.93% | stop loss |
| 184 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-09 18:00 @ 29,495.50 | 1d 6h | $1.98 | +0.08% | signal |
| 185 | short | 2023-08-14 00:00 @ 29,287.44 | 2023-08-14 04:00 @ 29,446.95 | 4h | −$16.55 | -0.63% | stop loss |
| 186 | long | 2023-08-14 16:00 @ 29,598.72 | 2023-08-14 18:00 @ 29,383.68 | 2h | −$21.77 | -0.84% | stop loss |
| 187 | short | 2023-08-16 22:00 @ 28,918.22 | 2023-08-23 18:00 @ 26,532.31 | 6d 20h | $212.66 | +8.19% | signal |
| 188 | long | 2023-08-23 20:00 @ 26,620.52 | 2023-08-24 14:00 @ 26,164.37 | 18h | −$48.05 | -1.81% | stop loss |
| 189 | short | 2023-08-28 06:00 @ 25,944.91 | 2023-08-28 12:00 @ 26,158.82 | 6h | −$24.29 | -0.92% | stop loss |
| 190 | long | 2023-08-29 16:00 @ 27,416.88 | 2023-08-30 14:00 @ 26,964.37 | 22h | −$46.05 | -1.75% | stop loss |
| 191 | short | 2023-08-31 16:00 @ 26,904.02 | 2023-09-07 18:00 @ 25,924.18 | 7d 2h | $94.41 | +3.60% | signal |
| 192 | long | 2023-09-07 22:00 @ 26,154.83 | 2023-09-08 10:00 @ 25,802.81 | 12h | −$38.20 | -1.44% | stop loss |
| 193 | short | 2023-09-10 18:00 @ 25,680.16 | 2023-09-10 22:00 @ 25,916.89 | 4h | −$26.94 | -1.02% | stop loss |
| 194 | short | 2023-09-11 16:00 @ 25,097.38 | 2023-09-12 02:00 @ 25,435.90 | 10h | −$37.98 | -1.44% | stop loss |
| 195 | long | 2023-09-12 12:00 @ 26,092.42 | 2023-09-15 12:00 @ 26,410.02 | 3d | $29.28 | +1.12% | signal |
| 196 | long | 2023-09-18 04:00 @ 26,651.53 | 2023-09-20 20:00 @ 26,911.12 | 2d 16h | $23.34 | +0.89% | signal |
| 197 | short | 2023-09-21 10:00 @ 26,733.15 | 2023-09-24 18:00 @ 26,666.63 | 3d 8h | $4.58 | +0.17% | signal |
| 198 | short | 2023-09-24 20:00 @ 26,427.21 | 2023-09-27 10:00 @ 26,388.58 | 2d 14h | $1.90 | +0.07% | signal |
| 199 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 14:00 @ 26,454.51 | 2h | −$32.79 | -1.24% | stop loss |
| 200 | long | 2023-09-28 16:00 @ 27,017.70 | 2023-09-29 14:00 @ 26,640.82 | 22h | −$38.94 | -1.48% | 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.