[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2023-10-01 10:00 @ 27,208.14 | 2023-10-02 22:00 @ 27,451.21 | 1d 12h | $20.67 | +0.79% | signal |
| 202 | long | 2023-10-05 14:00 @ 27,982.20 | 2023-10-05 14:00 @ 27,512.55 | 0m | −$46.59 | -1.78% | stop loss |
| 203 | short | 2023-10-08 12:00 @ 27,793.64 | 2023-10-13 22:00 @ 27,010.80 | 5d 10h | $72.99 | +2.80% | signal |
| 204 | long | 2023-10-15 20:00 @ 27,035.51 | 2023-10-26 12:00 @ 34,097.28 | 10d 16h | $680.02 | +25.88% | signal |
| 205 | short | 2023-10-27 18:00 @ 33,602.38 | 2023-10-28 10:00 @ 34,443.15 | 16h | −$72.27 | -2.58% | stop loss |
| 206 | long | 2023-11-01 22:00 @ 35,416.38 | 2023-11-02 12:00 @ 34,734.07 | 14h | −$56.86 | -2.05% | stop loss |
| 207 | short | 2023-11-03 10:00 @ 34,253.65 | 2023-11-04 06:00 @ 34,964.47 | 20h | −$59.63 | -2.16% | stop loss |
| 208 | long | 2023-11-05 04:00 @ 35,299.46 | 2023-11-05 20:00 @ 34,748.25 | 16h | −$46.23 | -1.68% | stop loss |
| 209 | long | 2023-11-07 20:00 @ 35,480.59 | 2023-11-13 04:00 @ 36,933.81 | 5d 8h | $102.54 | +3.74% | signal |
| 210 | short | 2023-11-13 22:00 @ 36,496.60 | 2023-11-15 18:00 @ 36,506.20 | 1d 20h | −$1.35 | -0.05% | signal |
| 211 | long | 2023-11-15 20:00 @ 37,534.91 | 2023-11-16 14:00 @ 36,677.32 | 18h | −$66.59 | -2.41% | stop loss |
| 212 | long | 2023-11-19 20:00 @ 36,969.39 | 2023-11-21 14:00 @ 36,429.15 | 1d 18h | −$44.27 | -1.61% | stop loss |
| 213 | short | 2023-11-22 00:00 @ 35,729.85 | 2023-11-22 08:00 @ 36,584.44 | 8h | −$67.67 | -2.47% | stop loss |
| 214 | long | 2023-11-22 22:00 @ 37,625.82 | 2023-11-26 14:00 @ 37,492.40 | 3d 16h | −$15.35 | -0.56% | signal |
| 215 | long | 2023-11-28 18:00 @ 38,210.04 | 2023-11-29 14:00 @ 37,596.83 | 20h | −$46.82 | -1.72% | stop loss |
| 216 | long | 2023-12-01 10:00 @ 38,713.84 | 2023-12-07 10:00 @ 43,367.42 | 6d | $317.13 | +11.73% | signal |
| 217 | long | 2023-12-08 22:00 @ 44,580.91 | 2023-12-09 22:00 @ 43,703.47 | 1d | −$59.16 | -2.13% | stop loss |
| 218 | short | 2023-12-11 02:00 @ 43,233.15 | 2023-12-13 16:00 @ 41,968.39 | 2d 14h | $80.18 | +2.90% | signal |
| 219 | long | 2023-12-13 18:00 @ 42,146.53 | 2023-12-15 14:00 @ 42,302.94 | 1d 20h | $6.13 | +0.22% | signal |
| 220 | short | 2023-12-18 00:00 @ 41,388.32 | 2023-12-18 20:00 @ 42,201.45 | 20h | −$56.55 | -2.03% | stop loss |
| 221 | long | 2023-12-18 22:00 @ 42,651.53 | 2023-12-25 00:00 @ 42,999.80 | 6d 2h | $10.52 | +0.38% | signal |
| 222 | short | 2023-12-26 10:00 @ 42,440.51 | 2023-12-27 10:00 @ 43,140.79 | 1d | −$46.01 | -1.66% | stop loss |
| 223 | short | 2023-12-29 18:00 @ 41,837.83 | 2023-12-30 16:00 @ 42,418.88 | 22h | −$39.09 | -1.41% | signal |
| 224 | long | 2023-12-31 10:00 @ 42,791.16 | 2024-01-03 12:00 @ 43,720.15 | 3d 2h | $47.83 | +1.73% | signal |
| 225 | short | 2024-01-03 14:00 @ 42,537.19 | 2024-01-04 14:00 @ 43,939.95 | 1d | −$93.31 | -3.37% | stop loss |
| 226 | short | 2024-01-08 04:00 @ 43,493.30 | 2024-01-08 06:00 @ 44,360.92 | 2h | −$57.56 | -2.10% | stop loss |
| 227 | long | 2024-01-08 12:00 @ 44,646.13 | 2024-01-12 16:00 @ 44,486.20 | 4d 4h | −$15.91 | -0.58% | signal |
| 228 | short | 2024-01-12 18:00 @ 43,825.33 | 2024-01-15 20:00 @ 42,998.20 | 3d 2h | $51.18 | +1.88% | signal |
| 229 | short | 2024-01-18 18:00 @ 41,805.54 | 2024-01-19 20:00 @ 41,826.96 | 1d 2h | −$3.33 | -0.12% | signal |
| 230 | short | 2024-01-22 02:00 @ 41,355.63 | 2024-01-26 12:00 @ 41,280.15 | 4d 10h | $5.70 | +0.21% | signal |
| 231 | long | 2024-01-26 18:00 @ 41,907.68 | 2024-01-28 20:00 @ 41,762.25 | 2d 2h | −$13.68 | -0.50% | signal |
| 232 | long | 2024-01-29 18:00 @ 42,989.40 | 2024-01-31 00:00 @ 42,909.72 | 1d 6h | −$8.49 | -0.31% | signal |
| 233 | short | 2024-02-01 02:00 @ 41,961.51 | 2024-02-01 14:00 @ 42,890.87 | 12h | −$63.08 | -2.31% | stop loss |
| 234 | short | 2024-02-04 20:00 @ 42,615.38 | 2024-02-05 06:00 @ 43,164.17 | 10h | −$37.49 | -1.38% | stop loss |
| 235 | long | 2024-02-05 14:00 @ 43,443.29 | 2024-02-05 14:00 @ 42,761.33 | 0m | −$45.24 | -1.67% | stop loss |
| 236 | long | 2024-02-07 18:00 @ 43,497.30 | 2024-02-13 16:00 @ 48,743.45 | 5d 22h | $318.24 | +11.79% | signal |
| 237 | long | 2024-02-14 10:00 @ 51,578.61 | 2024-02-15 22:00 @ 51,338.83 | 1d 12h | −$16.87 | -0.61% | signal |
| 238 | short | 2024-02-17 14:00 @ 51,210.86 | 2024-02-18 22:00 @ 52,190.38 | 1d 8h | −$54.03 | -1.95% | stop loss |
| 239 | long | 2024-02-19 00:00 @ 52,186.34 | 2024-02-20 02:00 @ 51,656.77 | 1d 2h | −$32.60 | -1.18% | signal |
| 240 | long | 2024-02-20 14:00 @ 52,900.48 | 2024-02-20 14:00 @ 51,907.58 | 0m | −$54.40 | -1.98% | stop loss |
| 241 | short | 2024-02-26 10:00 @ 50,974.20 | 2024-02-26 14:00 @ 51,620.28 | 4h | −$37.48 | -1.37% | stop loss |
| 242 | long | 2024-02-26 16:00 @ 52,882.77 | 2024-03-05 20:00 @ 61,485.00 | 8d 4h | $399.54 | +14.64% | signal |
| 243 | long | 2024-03-10 10:00 @ 69,916.48 | 2024-03-10 22:00 @ 68,414.72 | 12h | −$65.11 | -2.30% | stop loss |
| 244 | long | 2024-03-11 08:00 @ 71,238.14 | 2024-03-12 16:00 @ 69,507.63 | 1d 8h | −$79.16 | -2.81% | stop loss |
| 245 | long | 2024-03-13 10:00 @ 73,403.98 | 2024-03-14 14:00 @ 71,936.81 | 1d 4h | −$61.62 | -2.21% | signal |
| 246 | short | 2024-03-14 20:00 @ 69,486.50 | 2024-03-14 22:00 @ 71,717.80 | 2h | −$92.04 | -3.31% | stop loss |
| 247 | short | 2024-03-15 04:00 @ 68,252.35 | 2024-03-17 16:00 @ 68,023.50 | 2d 12h | $9.62 | +0.35% | signal |
| 248 | short | 2024-03-20 00:00 @ 61,961.71 | 2024-03-20 16:00 @ 64,678.63 | 16h | −$122.50 | -4.44% | stop loss |
| 249 | long | 2024-03-20 22:00 @ 67,730.44 | 2024-03-21 20:00 @ 65,261.25 | 22h | −$103.42 | -3.79% | signal |
| 250 | short | 2024-03-22 14:00 @ 63,084.48 | 2024-03-23 16:00 @ 65,160.43 | 1d 2h | −$90.76 | -3.36% | signal |
| 251 | long | 2024-03-24 22:00 @ 66,588.21 | 2024-03-27 16:00 @ 68,908.32 | 2d 18h | $85.11 | +3.18% | signal |
| 252 | long | 2024-03-31 14:00 @ 70,671.63 | 2024-04-01 04:00 @ 69,650.07 | 14h | −$44.69 | -1.66% | stop loss |
| 253 | short | 2024-04-01 06:00 @ 69,198.36 | 2024-04-04 14:00 @ 67,244.95 | 3d 8h | $77.14 | +2.87% | signal |
| 254 | long | 2024-04-04 16:00 @ 67,645.23 | 2024-04-05 12:00 @ 66,016.97 | 20h | −$68.67 | -2.54% | stop loss |
| 255 | long | 2024-04-07 00:00 @ 68,915.28 | 2024-04-09 08:00 @ 70,430.01 | 2d 8h | $53.49 | +1.99% | signal |
| 256 | short | 2024-04-12 16:00 @ 69,360.13 | 2024-04-15 00:00 @ 65,629.02 | 2d 8h | $144.68 | +5.35% | signal |
| 257 | short | 2024-04-17 16:00 @ 60,261.95 | 2024-04-18 10:00 @ 62,641.97 | 18h | −$110.48 | -4.03% | stop loss |
| 258 | long | 2024-04-19 08:00 @ 64,532.40 | 2024-04-24 16:00 @ 64,580.58 | 5d 8h | −$2.13 | -0.08% | signal |
| 259 | short | 2024-04-24 20:00 @ 63,948.01 | 2024-04-28 04:00 @ 64,002.70 | 3d 8h | −$3.92 | -0.14% | signal |
| 260 | short | 2024-04-29 04:00 @ 62,247.45 | 2024-04-29 22:00 @ 63,388.61 | 18h | −$52.10 | -1.92% | stop loss |
| 261 | short | 2024-04-30 10:00 @ 61,646.57 | 2024-05-03 04:00 @ 59,699.84 | 2d 18h | $83.83 | +3.11% | signal |
| 262 | long | 2024-05-03 14:00 @ 61,666.33 | 2024-05-08 00:00 @ 62,283.54 | 4d 10h | $22.81 | +0.84% | signal |
| 263 | short | 2024-05-08 22:00 @ 61,451.81 | 2024-05-09 22:00 @ 62,912.24 | 1d | −$67.07 | -2.46% | stop loss |
| 264 | long | 2024-05-10 00:00 @ 63,062.61 | 2024-05-10 14:00 @ 61,647.80 | 14h | −$63.62 | -2.35% | stop loss |
| 265 | short | 2024-05-10 18:00 @ 60,356.23 | 2024-05-11 16:00 @ 61,158.33 | 22h | −$38.14 | -1.42% | signal |
| 266 | long | 2024-05-13 08:00 @ 62,308.96 | 2024-05-14 08:00 @ 61,989.60 | 1d | −$17.17 | -0.64% | signal |
| 267 | long | 2024-05-15 14:00 @ 64,119.42 | 2024-05-16 18:00 @ 64,963.70 | 1d 4h | $32.21 | +1.20% | signal |
| 268 | long | 2024-05-17 16:00 @ 67,183.33 | 2024-05-19 20:00 @ 65,989.70 | 2d 4h | −$50.95 | -1.90% | signal |
| 269 | long | 2024-05-20 18:00 @ 68,308.26 | 2024-05-21 20:00 @ 69,305.34 | 1d 2h | $35.49 | +1.33% | signal |
| 270 | short | 2024-05-23 14:00 @ 68,049.19 | 2024-05-24 18:00 @ 68,941.69 | 1d 4h | −$36.81 | -1.37% | signal |
| 271 | short | 2024-05-26 22:00 @ 68,529.89 | 2024-05-27 14:00 @ 69,485.60 | 16h | −$39.44 | -1.48% | stop loss |
| 272 | long | 2024-05-27 16:00 @ 70,435.48 | 2024-05-27 18:00 @ 69,295.37 | 2h | −$46.02 | -1.73% | stop loss |
| 273 | short | 2024-05-28 04:00 @ 68,056.39 | 2024-05-30 14:00 @ 68,668.33 | 2d 10h | −$24.59 | -0.93% | signal |
| 274 | long | 2024-05-30 18:00 @ 69,380.37 | 2024-05-31 08:00 @ 68,040.28 | 14h | −$54.42 | -2.06% | stop loss |
| 275 | long | 2024-06-02 12:00 @ 68,297.66 | 2024-06-02 18:00 @ 67,460.52 | 6h | −$35.14 | -1.34% | stop loss |
| 276 | long | 2024-06-03 08:00 @ 68,963.79 | 2024-06-06 20:00 @ 70,511.89 | 3d 12h | $52.81 | +2.01% | signal |
| 277 | short | 2024-06-07 18:00 @ 69,820.03 | 2024-06-10 16:00 @ 70,104.92 | 2d 22h | −$11.30 | -0.43% | signal |
| 278 | short | 2024-06-11 02:00 @ 68,727.65 | 2024-06-12 10:00 @ 67,773.75 | 1d 8h | $34.97 | +1.33% | signal |
| 279 | long | 2024-06-12 16:00 @ 69,751.95 | 2024-06-12 18:00 @ 68,571.45 | 2h | −$47.61 | -1.80% | stop loss |
| 280 | short | 2024-06-13 16:00 @ 66,451.01 | 2024-06-20 08:00 @ 65,844.47 | 6d 16h | $26.08 | +0.99% | signal |
| 281 | long | 2024-06-20 12:00 @ 66,163.23 | 2024-06-20 14:00 @ 65,006.49 | 2h | −$48.72 | -1.85% | stop loss |
| 282 | short | 2024-06-21 04:00 @ 64,460.51 | 2024-06-22 08:00 @ 64,502.90 | 1d 4h | −$3.64 | -0.14% | signal |
| 283 | short | 2024-06-23 22:00 @ 63,806.24 | 2024-06-25 16:00 @ 61,788.26 | 1d 18h | $81.43 | +3.10% | signal |
| 284 | short | 2024-06-28 20:00 @ 60,120.17 | 2024-06-29 10:00 @ 61,215.34 | 14h | −$50.30 | -1.90% | stop loss |
| 285 | long | 2024-06-30 08:00 @ 61,545.91 | 2024-07-02 16:00 @ 61,932.61 | 2d 8h | $12.02 | +0.46% | signal |
| 286 | short | 2024-07-03 02:00 @ 61,605.58 | 2024-07-06 18:00 @ 57,943.99 | 3d 16h | $156.23 | +5.93% | signal |
| 287 | short | 2024-07-08 00:00 @ 55,819.83 | 2024-07-08 08:00 @ 57,377.42 | 8h | −$76.89 | -2.88% | stop loss |
| 288 | long | 2024-07-10 06:00 @ 58,963.29 | 2024-07-10 18:00 @ 57,356.66 | 12h | −$75.34 | -2.84% | stop loss |
| 289 | short | 2024-07-12 02:00 @ 56,908.52 | 2024-07-12 16:00 @ 58,200.54 | 14h | −$62.43 | -2.37% | signal |
| 290 | long | 2024-07-13 10:00 @ 58,665.83 | 2024-07-18 16:00 @ 63,487.40 | 5d 6h | $211.34 | +8.07% | signal |
| 291 | long | 2024-07-19 16:00 @ 65,804.66 | 2024-07-23 06:00 @ 66,386.72 | 3d 14h | $20.27 | +0.76% | signal |
| 292 | short | 2024-07-23 14:00 @ 66,059.59 | 2024-07-25 22:00 @ 65,828.16 | 2d 8h | $8.42 | +0.31% | signal |
| 293 | long | 2024-07-26 14:00 @ 67,876.27 | 2024-07-29 16:00 @ 66,415.52 | 3d 2h | −$62.24 | -2.32% | stop loss |
| 294 | short | 2024-07-29 18:00 @ 66,967.30 | 2024-08-06 02:00 @ 55,701.04 | 7d 8h | $449.79 | +16.88% | signal |
| 295 | long | 2024-08-07 10:00 @ 57,330.86 | 2024-08-07 18:00 @ 54,909.35 | 8h | −$120.10 | -4.32% | stop loss |
| 296 | long | 2024-08-08 16:00 @ 59,403.78 | 2024-08-11 16:00 @ 60,087.88 | 3d | $28.64 | +1.04% | signal |
| 297 | short | 2024-08-11 20:00 @ 59,586.18 | 2024-08-13 16:00 @ 61,086.47 | 1d 20h | −$71.86 | -2.61% | stop loss |
| 298 | long | 2024-08-13 18:00 @ 61,146.33 | 2024-08-14 14:00 @ 59,260.63 | 20h | −$87.07 | -3.18% | stop loss |
| 299 | short | 2024-08-15 02:00 @ 58,161.07 | 2024-08-15 16:00 @ 59,655.23 | 14h | −$72.31 | -2.66% | signal |
| 300 | short | 2024-08-15 20:00 @ 56,991.10 | 2024-08-16 12:00 @ 58,819.58 | 16h | −$89.76 | -3.33% | stop loss |
| 301 | short | 2024-08-19 00:00 @ 58,378.42 | 2024-08-19 22:00 @ 59,548.48 | 22h | −$56.62 | -2.12% | stop loss |
| 302 | long | 2024-08-20 02:00 @ 60,427.48 | 2024-08-20 14:00 @ 59,160.67 | 12h | −$58.43 | -2.20% | stop loss |
| 303 | long | 2024-08-21 20:00 @ 61,550.41 | 2024-08-22 02:00 @ 60,074.06 | 6h | −$66.00 | -2.50% | stop loss |
| 304 | long | 2024-08-23 16:00 @ 61,510.90 | 2024-08-24 22:00 @ 63,571.38 | 1d 6h | $85.37 | +3.25% | signal |
| 305 | short | 2024-08-27 12:00 @ 62,379.92 | 2024-08-29 12:00 @ 60,052.01 | 2d | $96.35 | +3.64% | signal |
| 306 | long | 2024-08-29 16:00 @ 60,763.05 | 2024-08-29 18:00 @ 59,297.64 | 2h | −$67.15 | -2.51% | stop loss |
| 307 | short | 2024-08-30 16:00 @ 58,062.09 | 2024-09-02 22:00 @ 59,028.80 | 3d 6h | −$46.78 | -1.76% | signal |
| 308 | short | 2024-09-04 02:00 @ 56,739.55 | 2024-09-04 14:00 @ 58,052.82 | 12h | −$63.88 | -2.41% | stop loss |
| 309 | short | 2024-09-06 16:00 @ 54,011.30 | 2024-09-07 14:00 @ 54,532.80 | 22h | −$28.21 | -1.07% | signal |
| 310 | long | 2024-09-09 00:00 @ 54,850.57 | 2024-09-11 06:00 @ 56,202.66 | 2d 6h | $63.00 | +2.40% | signal |
| 311 | short | 2024-09-11 14:00 @ 55,695.26 | 2024-09-11 16:00 @ 57,138.80 | 2h | −$71.20 | -2.70% | stop loss |
| 312 | long | 2024-09-12 02:00 @ 58,132.32 | 2024-09-15 22:00 @ 59,616.97 | 3d 20h | $64.61 | +2.47% | signal |
| 313 | short | 2024-09-16 00:00 @ 59,088.68 | 2024-09-17 10:00 @ 58,942.59 | 1d 10h | $4.49 | +0.17% | signal |
| 314 | long | 2024-09-17 16:00 @ 61,123.22 | 2024-09-17 18:00 @ 59,881.50 | 2h | −$56.34 | -2.14% | stop loss |
| 315 | long | 2024-09-19 00:00 @ 61,747.65 | 2024-09-22 10:00 @ 62,657.57 | 3d 10h | $34.36 | +1.31% | signal |
| 316 | long | 2024-09-23 00:00 @ 63,571.21 | 2024-09-24 02:00 @ 62,896.22 | 1d 2h | −$30.98 | -1.18% | signal |
| 317 | long | 2024-09-26 16:00 @ 65,213.04 | 2024-09-30 02:00 @ 64,724.95 | 3d 10h | −$23.80 | -0.91% | signal |
| 318 | short | 2024-09-30 04:00 @ 64,526.99 | 2024-10-04 08:00 @ 61,416.18 | 4d 4h | $126.00 | +4.81% | signal |
| 319 | long | 2024-10-04 20:00 @ 62,349.67 | 2024-10-08 00:00 @ 62,178.16 | 3d 4h | −$10.32 | -0.39% | signal |
| 320 | short | 2024-10-09 14:00 @ 61,766.04 | 2024-10-11 12:00 @ 61,152.33 | 1d 22h | $24.24 | +0.92% | signal |
| 321 | long | 2024-10-11 14:00 @ 61,662.23 | 2024-10-13 12:00 @ 62,515.89 | 1d 22h | $33.71 | +1.27% | signal |
| 322 | short | 2024-10-13 16:00 @ 62,182.76 | 2024-10-13 22:00 @ 63,050.78 | 6h | −$39.74 | -1.49% | stop loss |
| 323 | long | 2024-10-14 04:00 @ 64,293.66 | 2024-10-17 12:00 @ 66,840.13 | 3d 8h | $99.68 | +3.76% | signal |
| 324 | long | 2024-10-18 16:00 @ 68,723.74 | 2024-10-21 12:00 @ 67,464.31 | 2d 20h | −$54.11 | -2.02% | stop loss |
| 325 | short | 2024-10-21 14:00 @ 67,316.63 | 2024-10-24 14:00 @ 67,896.28 | 3d | −$23.22 | -0.87% | signal |
| 326 | long | 2024-10-24 20:00 @ 68,293.36 | 2024-10-25 16:00 @ 67,086.12 | 20h | −$50.40 | -1.90% | stop loss |
| 327 | long | 2024-10-27 14:00 @ 67,604.12 | 2024-10-31 14:00 @ 71,307.84 | 4d | $138.92 | +5.25% | signal |
| 328 | short | 2024-10-31 16:00 @ 70,624.47 | 2024-11-01 14:00 @ 71,227.44 | 22h | −$24.78 | -0.92% | signal |
| 329 | short | 2024-11-03 04:00 @ 68,353.93 | 2024-11-04 02:00 @ 69,504.27 | 22h | −$46.89 | -1.75% | stop loss |
| 330 | short | 2024-11-04 22:00 @ 67,083.68 | 2024-11-05 04:00 @ 68,462.90 | 6h | −$57.15 | -2.15% | stop loss |
| 331 | long | 2024-11-05 16:00 @ 69,629.12 | 2024-11-14 16:00 @ 87,982.30 | 9d | $681.30 | +25.73% | signal |
| 332 | short | 2024-11-17 22:00 @ 89,173.86 | 2024-11-18 06:00 @ 91,286.73 | 8h | −$69.33 | -2.46% | stop loss |
| 333 | long | 2024-11-18 08:00 @ 91,814.26 | 2024-11-18 12:00 @ 89,750.75 | 4h | −$66.73 | -2.38% | stop loss |
| 334 | long | 2024-11-19 18:00 @ 92,922.68 | 2024-11-23 18:00 @ 97,939.21 | 4d | $143.96 | +5.17% | signal |
| 335 | short | 2024-11-24 16:00 @ 95,967.10 | 2024-11-24 22:00 @ 97,700.78 | 6h | −$53.13 | -1.88% | stop loss |
| 336 | short | 2024-11-25 22:00 @ 93,821.23 | 2024-11-27 16:00 @ 95,629.52 | 1d 18h | −$53.64 | -1.91% | signal |
| 337 | long | 2024-11-27 18:00 @ 96,303.46 | 2024-11-30 12:00 @ 96,302.04 | 2d 18h | −$6.08 | -0.22% | signal |
| 338 | long | 2024-12-01 22:00 @ 97,867.77 | 2024-12-02 02:00 @ 96,483.07 | 4h | −$42.99 | -1.54% | stop loss |
| 339 | short | 2024-12-02 10:00 @ 95,526.29 | 2024-12-02 14:00 @ 97,105.98 | 4h | −$48.79 | -1.75% | stop loss |
| 340 | short | 2024-12-02 18:00 @ 94,631.97 | 2024-12-04 00:00 @ 96,594.25 | 1d 6h | −$58.07 | -2.10% | stop loss |
| 341 | long | 2024-12-04 20:00 @ 97,302.86 | 2024-12-05 22:00 @ 95,207.49 | 1d 2h | −$66.26 | -2.41% | stop loss |
| 342 | long | 2024-12-09 00:00 @ 101,220.34 | 2024-12-09 02:00 @ 99,093.02 | 2h | −$61.07 | -2.23% | stop loss |
| 343 | short | 2024-12-09 12:00 @ 98,137.87 | 2024-12-09 14:00 @ 100,307.77 | 2h | −$62.95 | -2.31% | stop loss |
| 344 | short | 2024-12-09 16:00 @ 97,836.53 | 2024-12-11 14:00 @ 98,744.64 | 1d 22h | −$26.21 | -0.97% | signal |
| 345 | long | 2024-12-11 16:00 @ 100,372.77 | 2024-12-12 20:00 @ 99,435.21 | 1d 4h | −$28.99 | -1.07% | signal |
| 346 | long | 2024-12-16 00:00 @ 104,481.39 | 2024-12-18 04:00 @ 104,695.86 | 2d 4h | $1.00 | +0.04% | signal |
| 347 | short | 2024-12-18 20:00 @ 102,761.24 | 2024-12-21 06:00 @ 98,663.73 | 2d 10h | $106.55 | +3.96% | signal |
| 348 | short | 2024-12-22 16:00 @ 95,321.93 | 2024-12-24 14:00 @ 96,088.31 | 1d 22h | −$23.02 | -0.85% | signal |
| 349 | long | 2024-12-24 16:00 @ 98,263.15 | 2024-12-26 08:00 @ 95,644.02 | 1d 16h | −$76.57 | -2.82% | stop loss |
| 350 | short | 2024-12-26 10:00 @ 95,393.42 | 2024-12-27 10:00 @ 96,762.85 | 1d | −$40.62 | -1.51% | signal |
| 351 | short | 2024-12-27 16:00 @ 94,520.99 | 2024-12-30 20:00 @ 94,418.98 | 3d 4h | $2.35 | +0.09% | signal |
| 352 | long | 2024-12-31 14:00 @ 95,586.51 | 2024-12-31 16:00 @ 93,513.32 | 2h | −$61.16 | -2.28% | stop loss |
| 353 | long | 2025-01-02 10:00 @ 96,741.24 | 2025-01-07 16:00 @ 97,895.82 | 5d 6h | $25.62 | +0.96% | signal |
| 354 | short | 2025-01-07 20:00 @ 96,414.01 | 2025-01-10 12:00 @ 95,049.51 | 2d 16h | $36.60 | +1.37% | signal |
| 355 | long | 2025-01-10 18:00 @ 95,778.35 | 2025-01-12 10:00 @ 93,840.33 | 1d 16h | −$57.54 | -2.14% | signal |
| 356 | long | 2025-01-12 16:00 @ 95,054.71 | 2025-01-13 06:00 @ 93,531.13 | 14h | −$45.78 | -1.71% | stop loss |
| 357 | short | 2025-01-13 08:00 @ 93,539.19 | 2025-01-14 02:00 @ 95,199.78 | 18h | −$49.43 | -1.86% | stop loss |
| 358 | long | 2025-01-14 10:00 @ 97,149.33 | 2025-01-20 00:00 @ 101,291.24 | 5d 14h | $106.95 | +4.04% | signal |
| 359 | long | 2025-01-20 08:00 @ 107,200.24 | 2025-01-20 16:00 @ 103,656.52 | 8h | −$91.56 | -3.42% | stop loss |
| 360 | short | 2025-01-23 04:00 @ 102,396.62 | 2025-01-23 14:00 @ 105,356.13 | 10h | −$79.05 | -2.98% | stop loss |
| 361 | short | 2025-01-27 00:00 @ 102,539.49 | 2025-01-28 06:00 @ 102,989.69 | 1d 6h | −$13.60 | -0.52% | signal |
| 362 | long | 2025-01-30 04:00 @ 105,176.63 | 2025-01-31 04:00 @ 104,265.74 | 1d | −$25.92 | -0.99% | signal |
| 363 | short | 2025-01-31 20:00 @ 102,255.24 | 2025-02-03 16:00 @ 98,822.56 | 2d 20h | $86.64 | +3.30% | signal |
| 364 | long | 2025-02-03 20:00 @ 101,852.27 | 2025-02-04 04:00 @ 98,448.42 | 8h | −$91.00 | -3.44% | stop loss |
| 365 | short | 2025-02-06 20:00 @ 95,926.81 | 2025-02-07 12:00 @ 98,384.25 | 16h | −$69.39 | -2.65% | stop loss |
| 366 | short | 2025-02-09 22:00 @ 95,101.98 | 2025-02-10 00:00 @ 96,900.32 | 2h | −$51.81 | -1.99% | stop loss |
| 367 | long | 2025-02-10 14:00 @ 98,194.94 | 2025-02-11 14:00 @ 96,712.45 | 1d | −$42.16 | -1.63% | signal |
| 368 | short | 2025-02-11 20:00 @ 94,969.00 | 2025-02-12 16:00 @ 96,768.97 | 20h | −$51.20 | -1.98% | stop loss |
| 369 | long | 2025-02-14 18:00 @ 98,507.50 | 2025-02-14 20:00 @ 96,630.33 | 2h | −$51.46 | -2.00% | stop loss |
| 370 | short | 2025-02-17 00:00 @ 96,047.79 | 2025-02-20 02:00 @ 97,201.00 | 3d 2h | −$31.44 | -1.23% | stop loss |
| 371 | long | 2025-02-20 04:00 @ 97,036.80 | 2025-02-21 18:00 @ 96,910.11 | 1d 14h | −$6.20 | -0.24% | signal |
| 372 | short | 2025-02-21 20:00 @ 95,228.35 | 2025-02-22 12:00 @ 96,923.53 | 16h | −$47.44 | -1.86% | stop loss |
| 373 | short | 2025-02-24 16:00 @ 94,277.04 | 2025-03-01 04:00 @ 85,296.16 | 4d 12h | $240.59 | +9.50% | signal |
| 374 | long | 2025-03-02 16:00 @ 87,407.58 | 2025-03-03 16:00 @ 89,991.50 | 1d | $74.23 | +2.86% | signal |
| 375 | short | 2025-03-04 02:00 @ 83,337.53 | 2025-03-04 18:00 @ 87,092.29 | 16h | −$120.30 | -4.61% | stop loss |
| 376 | long | 2025-03-06 02:00 @ 91,021.80 | 2025-03-06 18:00 @ 88,567.18 | 16h | −$72.50 | -2.81% | signal |
| 377 | short | 2025-03-09 12:00 @ 84,973.00 | 2025-03-11 20:00 @ 83,076.71 | 2d 8h | $55.55 | +2.17% | signal |
| 378 | short | 2025-03-13 18:00 @ 80,018.59 | 2025-03-14 08:00 @ 82,607.49 | 14h | −$85.72 | -3.33% | stop loss |
| 379 | long | 2025-03-14 16:00 @ 84,709.04 | 2025-03-16 10:00 @ 82,379.91 | 1d 18h | −$72.70 | -2.84% | stop loss |
| 380 | short | 2025-03-16 12:00 @ 82,351.43 | 2025-03-16 16:00 @ 83,873.92 | 4h | −$49.44 | -1.95% | stop loss |
| 381 | short | 2025-03-18 14:00 @ 81,314.03 | 2025-03-19 00:00 @ 83,054.07 | 10h | −$56.49 | -2.24% | stop loss |
| 382 | long | 2025-03-19 16:00 @ 84,710.24 | 2025-03-20 18:00 @ 84,041.39 | 1d 2h | −$22.63 | -0.90% | signal |
| 383 | long | 2025-03-23 12:00 @ 84,668.33 | 2025-03-25 04:00 @ 86,460.00 | 1d 16h | $50.29 | +2.01% | signal |
| 384 | short | 2025-03-28 08:00 @ 85,158.06 | 2025-03-31 16:00 @ 83,389.97 | 3d 8h | $50.72 | +2.01% | signal |
| 385 | long | 2025-04-01 10:00 @ 84,331.66 | 2025-04-01 14:00 @ 82,781.88 | 4h | −$49.01 | -1.94% | stop loss |
| 386 | long | 2025-04-01 16:00 @ 85,262.55 | 2025-04-02 22:00 @ 83,511.19 | 1d 6h | −$54.35 | -2.16% | stop loss |
| 387 | short | 2025-04-03 00:00 @ 82,468.60 | 2025-04-04 08:00 @ 83,984.89 | 1d 8h | −$48.04 | -1.92% | signal |
| 388 | short | 2025-04-06 14:00 @ 82,239.65 | 2025-04-09 18:00 @ 82,178.33 | 3d 4h | $0.35 | +0.01% | signal |
| 389 | long | 2025-04-09 20:00 @ 82,307.86 | 2025-04-10 14:00 @ 79,110.05 | 18h | −$99.49 | -3.99% | stop loss |
| 390 | long | 2025-04-11 18:00 @ 83,904.98 | 2025-04-13 14:00 @ 83,560.18 | 1d 20h | −$13.30 | -0.54% | signal |
| 391 | long | 2025-04-15 10:00 @ 85,972.19 | 2025-04-15 18:00 @ 84,195.13 | 8h | −$53.43 | -2.17% | stop loss |
| 392 | short | 2025-04-16 00:00 @ 83,591.88 | 2025-04-16 16:00 @ 84,828.26 | 16h | −$38.50 | -1.57% | signal |
| 393 | long | 2025-04-19 14:00 @ 85,450.69 | 2025-04-20 08:00 @ 84,464.44 | 18h | −$30.53 | -1.25% | stop loss |
| 394 | short | 2025-04-20 12:00 @ 84,067.78 | 2025-04-20 20:00 @ 84,957.84 | 8h | −$28.27 | -1.16% | stop loss |
| 395 | long | 2025-04-21 02:00 @ 87,266.35 | 2025-04-28 02:00 @ 92,879.72 | 7d | $153.68 | +6.33% | signal |
| 396 | short | 2025-04-30 14:00 @ 92,959.60 | 2025-04-30 20:00 @ 94,525.63 | 6h | −$44.11 | -1.79% | stop loss |
| 397 | long | 2025-05-01 10:00 @ 95,497.30 | 2025-05-03 12:00 @ 95,876.52 | 2d 2h | $8.31 | +0.34% | signal |
| 398 | short | 2025-05-04 00:00 @ 95,784.14 | 2025-05-07 00:00 @ 96,818.26 | 3d | −$28.66 | -1.17% | signal |
| 399 | long | 2025-05-07 02:00 @ 97,228.14 | 2025-05-07 18:00 @ 95,742.26 | 16h | −$39.89 | -1.63% | stop loss |
| 400 | long | 2025-05-08 02:00 @ 97,788.65 | 2025-05-12 16:00 @ 102,461.30 | 4d 14h | $111.56 | +4.57% | 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.