[Famous-Q] Turtle System 2 (55/20)

public
@djgambhir

BTCUSDT · 1h · 2021-12-312026-08-31 · 40,900 bars in 40.9ms

Underperformed the market. Holding BTCUSDT returned +71.25% over the same period, against this strategy’s +0.70%.

Net P&L
+0.70%
$70.06
Max drawdown
-20.62%
Max run-up
+22.78%
Trades
585
26.0% win rate
Profit factor
1.00
2021-12-31drawdown · worst -20.62%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19+10.78%-11.46%33027%
Validation2024-10-192025-09-25-9.55%-14.03%13324%
Out-of-sample2025-09-252026-08-31+0.50%-11.41%12226%

Risk-adjusted

Sharpe
0.06
Sortino
0.09
Calmar
0.01
Return ÷ max drawdown
0.03
CAGR
+0.15%
Exposure
46.9%

Per trade

Expectancy
$0.12 · +0.02%
Average win / loss
$105.87 / −$37.00
Payoff ratio
2.86
Largest win / loss
$772.01 / −$104.18
Longest losing streak(winning: 5)
17 trades

Drawdown over time

Max drawdown
-20.62%
Longest time under water(still going at the end)
1258 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$1,572.00
Funding
−$156.36
Liquidations
0
Warmup bars(loaded before the start date)
54
Benchmark(buy and hold)
+71.25%

Monte Carlo

1,000 alternative histories, each 585 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-27.18%+0.79%+42.84%
Max drawdown-34.61%-19.82%-11.11%

49% of histories lost money, and 45% had a deeper drawdown than this run’s -20.62%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

hh55 length
55
ll55 length
55
hh20 length
20
ll20 length
20
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

585 trades · 401–585 shown

#SideEntryExitHeldP&LReturnClosed by
401long2025-04-21 01:00 @ 86,617.222025-04-28 01:00 @ 93,355.037d$202.06+7.68%signal
402short2025-04-28 02:00 @ 92,879.722025-04-28 03:00 @ 93,727.841h−$27.19-1.01%stop loss
403short2025-04-30 14:00 @ 92,959.602025-04-30 14:00 @ 94,107.540m−$35.73-1.34%stop loss
404long2025-05-01 10:00 @ 95,497.302025-05-03 07:00 @ 96,116.571d 21h$15.81+0.59%signal
405short2025-05-04 00:00 @ 95,784.142025-05-05 23:00 @ 95,029.501d 23h$18.55+0.69%signal
406long2025-05-06 23:00 @ 96,225.542025-05-12 15:00 @ 102,736.655d 16h$175.32+6.55%signal
407short2025-05-12 16:00 @ 102,461.302025-05-13 12:00 @ 103,706.2420h−$35.25-1.30%signal
408long2025-05-18 14:00 @ 104,729.042025-05-18 18:00 @ 103,908.274h−$24.21-0.89%stop loss
409long2025-05-19 00:00 @ 106,428.782025-05-19 01:00 @ 104,981.431h−$39.62-1.47%stop loss
410short2025-05-19 07:00 @ 102,145.972025-05-19 14:00 @ 103,709.167h−$43.78-1.63%stop loss
411long2025-05-21 07:00 @ 107,732.142025-05-21 09:00 @ 106,115.912h−$43.11-1.61%stop loss
412long2025-05-21 15:00 @ 108,984.792025-05-21 17:00 @ 107,303.742h−$44.01-1.65%stop loss
413long2025-05-22 04:00 @ 111,778.252025-05-23 11:00 @ 109,639.631d 7h−$54.52-2.05%stop loss
414long2025-05-26 07:00 @ 109,907.282025-05-27 01:00 @ 108,707.2818h−$32.27-1.22%stop loss
415short2025-05-28 16:00 @ 107,044.092025-05-29 00:00 @ 108,208.268h−$31.14-1.18%stop loss
416short2025-05-29 18:00 @ 106,233.652025-05-31 22:00 @ 104,838.362d 4h$32.85+1.25%signal
417long2025-06-03 01:00 @ 106,253.152025-06-03 04:00 @ 105,179.263h−$29.31-1.11%stop loss
418long2025-06-03 15:00 @ 106,516.302025-06-03 20:00 @ 105,480.725h−$28.33-1.08%stop loss
419short2025-06-05 17:00 @ 103,188.162025-06-06 13:00 @ 104,331.1020h−$31.89-1.21%stop loss
420long2025-06-09 10:00 @ 106,583.312025-06-11 18:00 @ 108,911.912d 8h$53.21+2.03%signal
421short2025-06-12 04:00 @ 107,798.942025-06-14 00:00 @ 106,048.511d 20h$40.38+1.53%signal
422long2025-06-16 05:00 @ 106,370.572025-06-17 11:00 @ 105,883.521d 6h−$15.14-0.57%signal
423short2025-06-17 16:00 @ 104,178.362025-06-18 04:00 @ 105,430.9412h−$34.35-1.30%stop loss
424long2025-06-20 08:00 @ 105,784.752025-06-20 14:00 @ 104,794.926h−$27.42-1.04%stop loss
425short2025-06-20 18:00 @ 103,195.962025-06-23 14:00 @ 102,326.562d 20h$20.17+0.77%signal
426long2025-06-23 23:00 @ 105,509.402025-06-30 15:00 @ 106,743.256d 16h$26.89+1.02%signal
427short2025-07-01 10:00 @ 106,481.202025-07-02 08:00 @ 107,267.3722h−$21.92-0.83%stop loss
428long2025-07-02 15:00 @ 108,118.122025-07-04 08:00 @ 108,639.371d 17h$9.43+0.36%signal
429long2025-07-06 22:00 @ 109,183.632025-07-07 12:00 @ 108,500.2014h−$19.24-0.73%stop loss
430long2025-07-09 13:00 @ 109,308.462025-07-09 14:00 @ 108,588.981h−$19.90-0.76%stop loss
431long2025-07-09 20:00 @ 111,741.142025-07-09 20:00 @ 110,621.650m−$28.86-1.10%stop loss
432long2025-07-10 17:00 @ 112,618.922025-07-15 02:00 @ 118,467.704d 9h$129.54+4.96%signal
433short2025-07-15 15:00 @ 115,956.402025-07-15 22:00 @ 117,808.527h−$44.66-1.69%stop loss
434long2025-07-17 22:00 @ 120,278.852025-07-18 08:00 @ 118,599.9510h−$39.92-1.51%stop loss
435long2025-07-21 07:00 @ 119,182.332025-07-21 11:00 @ 118,096.924h−$26.78-1.02%stop loss
436long2025-07-22 19:00 @ 119,791.952025-07-23 09:00 @ 118,154.9014h−$38.90-1.49%stop loss
437short2025-07-25 03:00 @ 116,276.742025-07-25 23:00 @ 117,634.2620h−$32.56-1.25%stop loss
438long2025-07-27 16:00 @ 118,604.622025-07-28 14:00 @ 118,388.2222h−$8.13-0.31%signal
439short2025-07-29 16:00 @ 117,322.232025-07-30 07:00 @ 118,407.3015h−$26.12-1.01%stop loss
440short2025-07-30 19:00 @ 116,453.602025-07-30 23:00 @ 117,726.254h−$30.93-1.19%stop loss
441short2025-08-01 00:00 @ 115,674.162025-08-03 11:00 @ 113,868.772d 11h$38.43+1.49%signal
442short2025-08-05 15:00 @ 112,953.002025-08-05 23:00 @ 114,092.008h−$28.64-1.10%stop loss
443long2025-08-07 11:00 @ 116,314.762025-08-08 16:00 @ 116,138.871d 5h−$6.77-0.26%signal
444long2025-08-10 04:00 @ 118,503.702025-08-10 07:00 @ 117,654.823h−$21.09-0.82%stop loss
445long2025-08-10 15:00 @ 118,773.052025-08-14 12:00 @ 117,819.733d 21h−$26.24-1.02%stop loss
446short2025-08-18 02:00 @ 116,190.762025-08-20 23:00 @ 114,550.412d 21h$34.58+1.34%signal
447short2025-08-21 20:00 @ 112,130.372025-08-22 02:00 @ 113,355.886h−$30.62-1.19%stop loss
448long2025-08-22 15:00 @ 115,767.652025-08-23 12:00 @ 115,243.7521h−$14.88-0.58%signal
449short2025-08-25 21:00 @ 109,479.202025-08-26 20:00 @ 111,075.7123h−$39.59-1.54%signal
450long2025-08-28 05:00 @ 112,953.692025-08-29 01:00 @ 111,606.6720h−$33.63-1.31%stop loss
451short2025-08-29 08:00 @ 109,947.012025-08-29 12:00 @ 111,166.044h−$30.71-1.20%stop loss
452short2025-08-29 14:00 @ 109,034.692025-08-30 16:00 @ 108,831.561d 2h$2.61+0.10%signal
453long2025-09-01 09:00 @ 109,574.012025-09-01 10:00 @ 108,582.051h−$25.57-1.00%stop loss
454long2025-09-02 03:00 @ 110,232.042025-09-02 12:00 @ 108,932.849h−$32.67-1.29%stop loss
455long2025-09-02 14:00 @ 111,135.622025-09-04 06:00 @ 110,591.181d 16h−$15.33-0.61%signal
456long2025-09-05 08:00 @ 112,922.582025-09-05 14:00 @ 111,789.116h−$28.13-1.11%stop loss
457long2025-09-08 09:00 @ 111,662.332025-09-09 15:00 @ 110,909.021d 6h−$20.04-0.80%stop loss
458long2025-09-10 13:00 @ 113,410.682025-09-13 17:00 @ 115,263.543d 4h$37.42+1.49%signal
459short2025-09-15 01:00 @ 115,000.402025-09-15 04:00 @ 115,712.993h−$18.17-0.72%stop loss
460long2025-09-15 06:00 @ 116,497.492025-09-15 07:00 @ 115,696.701h−$19.83-0.79%stop loss
461short2025-09-15 09:00 @ 114,674.062025-09-16 05:00 @ 115,598.6720h−$22.57-0.90%stop loss
462long2025-09-18 04:00 @ 117,554.812025-09-19 10:00 @ 116,414.411d 6h−$27.21-1.08%signal
463short2025-09-22 01:00 @ 114,312.932025-09-24 15:00 @ 113,685.332d 14h$12.23+0.49%signal
464short2025-09-25 18:00 @ 108,772.142025-09-26 18:00 @ 109,869.371d−$27.40-1.09%signal
465long2025-09-28 21:00 @ 110,770.152025-10-07 08:00 @ 123,602.378d 11h$281.89+11.28%signal
466short2025-10-07 16:00 @ 121,763.842025-10-08 17:00 @ 123,343.341d 1h−$35.28-1.37%stop loss
467short2025-10-09 17:00 @ 119,728.152025-10-09 22:00 @ 121,495.975h−$40.37-1.58%stop loss
468short2025-10-10 16:00 @ 118,941.412025-10-12 15:00 @ 112,282.551d 23h$140.77+5.52%signal
469short2025-10-16 16:00 @ 108,452.212025-10-19 10:00 @ 107,370.372d 18h$22.73+0.88%signal
470long2025-10-19 15:00 @ 108,382.572025-10-21 04:00 @ 108,983.301d 13h$11.91+0.46%signal
471long2025-10-21 15:00 @ 112,150.032025-10-21 21:00 @ 110,255.066h−$46.33-1.79%stop loss
472long2025-10-26 10:00 @ 112,500.502025-10-27 22:00 @ 114,235.151d 12h$36.31+1.41%signal
473short2025-10-28 21:00 @ 112,722.052025-10-31 15:00 @ 110,772.652d 18h$42.92+1.66%signal
474short2025-11-03 03:00 @ 108,969.902025-11-05 14:00 @ 102,946.792d 11h$142.38+5.47%signal
475short2025-11-07 13:00 @ 99,588.982025-11-07 16:00 @ 101,306.873h−$47.92-1.82%stop loss
476long2025-11-09 19:00 @ 104,500.702025-11-11 13:00 @ 104,479.001d 18h−$3.74-0.14%signal
477short2025-11-11 22:00 @ 102,577.782025-11-12 08:00 @ 104,014.9810h−$39.33-1.50%stop loss
478short2025-11-12 16:00 @ 102,104.482025-11-13 06:00 @ 103,659.0514h−$42.26-1.62%stop loss
479short2025-11-13 17:00 @ 100,560.182025-11-16 10:00 @ 96,616.622d 17h$101.29+3.89%signal
480short2025-11-16 22:00 @ 93,454.312025-11-17 00:00 @ 95,001.582h−$45.91-1.75%stop loss
481short2025-11-17 18:00 @ 92,705.462025-11-18 16:00 @ 92,870.0722h−$6.75-0.26%signal
482short2025-11-20 17:00 @ 87,837.932025-11-23 02:00 @ 85,854.672d 9h$57.20+2.19%signal
483long2025-11-23 14:00 @ 86,905.282025-11-24 10:00 @ 85,896.6220h−$33.12-1.26%signal
484long2025-11-24 18:00 @ 88,332.662025-11-25 09:00 @ 86,684.4015h−$51.44-1.96%stop loss
485long2025-11-26 18:00 @ 89,810.362025-12-01 00:00 @ 90,302.444d 6h$10.98+0.42%signal
486short2025-12-01 01:00 @ 86,953.212025-12-02 14:00 @ 87,708.741d 13h−$25.16-0.96%signal
487long2025-12-03 03:00 @ 92,802.662025-12-04 15:00 @ 91,840.931d 12h−$29.87-1.15%signal
488short2025-12-05 14:00 @ 90,415.512025-12-06 15:00 @ 89,966.691d 1h$10.46+0.40%signal
489long2025-12-09 16:00 @ 92,695.442025-12-11 00:00 @ 91,188.361d 8h−$45.28-1.74%stop loss
490short2025-12-14 12:00 @ 89,290.442025-12-16 16:00 @ 87,953.892d 4h$36.57+1.41%signal
491short2025-12-18 20:00 @ 84,430.112025-12-19 03:00 @ 86,248.737h−$58.46-2.25%stop loss
492long2025-12-22 12:00 @ 89,923.182025-12-22 19:00 @ 88,968.917h−$30.16-1.17%stop loss
493short2025-12-23 07:00 @ 87,337.932025-12-24 23:00 @ 87,979.591d 16h−$20.71-0.80%signal
494long2025-12-26 03:00 @ 89,169.632025-12-26 14:00 @ 88,197.8011h−$30.72-1.19%stop loss
495long2025-12-29 01:00 @ 88,279.852025-12-29 09:00 @ 87,715.648h−$19.20-0.75%stop loss
496long2026-01-02 10:00 @ 89,447.892026-01-02 14:00 @ 88,793.004h−$21.28-0.83%stop loss
497long2026-01-02 17:00 @ 90,351.972026-01-03 07:00 @ 89,321.6714h−$31.74-1.24%stop loss
498long2026-01-04 01:00 @ 91,319.662026-01-06 17:00 @ 92,632.772d 16h$33.11+1.30%signal
499short2026-01-07 19:00 @ 90,839.232026-01-11 13:00 @ 90,907.483d 18h−$2.88-0.11%signal
500long2026-01-12 03:00 @ 92,187.232026-01-12 07:00 @ 91,429.344h−$23.53-0.92%stop loss
501long2026-01-13 16:00 @ 93,426.582026-01-16 16:00 @ 94,518.693d$26.49+1.04%signal
502short2026-01-19 00:00 @ 93,595.282026-01-21 16:00 @ 90,255.252d 16h$89.77+3.52%signal
503short2026-01-21 17:00 @ 87,544.792026-01-21 19:00 @ 89,024.542h−$46.15-1.79%stop loss
504short2026-01-25 09:00 @ 88,237.252026-01-25 13:00 @ 88,818.534h−$19.47-0.76%stop loss
505short2026-01-25 17:00 @ 88,032.292026-01-26 15:00 @ 88,698.7222h−$21.77-0.85%stop loss
506long2026-01-27 21:00 @ 89,377.872026-01-29 02:00 @ 88,543.991d 5h−$26.97-1.06%signal
507short2026-01-29 15:00 @ 86,961.402026-02-06 15:00 @ 68,162.738d$549.05+21.55%signal
508short2026-02-11 05:00 @ 67,535.292026-02-12 14:00 @ 68,353.671d 9h−$35.44-1.32%signal
509short2026-02-12 18:00 @ 65,370.722026-02-13 09:00 @ 66,891.9415h−$64.81-2.42%stop loss
510long2026-02-14 09:00 @ 69,721.242026-02-15 13:00 @ 68,751.211d 4h−$39.66-1.49%stop loss
511short2026-02-16 16:00 @ 67,492.002026-02-16 21:00 @ 68,688.405h−$49.76-1.88%stop loss
512short2026-02-17 15:00 @ 66,833.432026-02-17 16:00 @ 67,989.261h−$48.14-1.83%stop loss
513short2026-02-18 19:00 @ 66,313.932026-02-20 00:00 @ 67,492.391d 5h−$49.28-1.88%stop loss
514long2026-02-21 15:00 @ 68,430.282026-02-22 13:00 @ 67,665.8522h−$31.90-1.22%stop loss
515short2026-02-23 01:00 @ 66,692.462026-02-25 02:00 @ 65,873.572d 1h$29.39+1.13%signal
516long2026-02-25 15:00 @ 66,950.092026-02-26 17:00 @ 66,603.981d 2h−$16.11-0.62%signal
517short2026-02-28 07:00 @ 63,161.172026-02-28 13:00 @ 64,419.886h−$54.72-2.10%stop loss
518long2026-03-02 16:00 @ 69,102.922026-03-03 08:00 @ 67,352.4816h−$68.30-2.63%stop loss
519long2026-03-04 09:00 @ 71,007.902026-03-05 16:00 @ 71,597.381d 7h$18.46+0.72%signal
520short2026-03-06 18:00 @ 67,917.012026-03-09 14:00 @ 68,953.792d 20h−$42.51-1.65%signal
521long2026-03-10 03:00 @ 70,256.052026-03-11 12:00 @ 69,130.171d 9h−$43.43-1.69%signal
522long2026-03-13 01:00 @ 71,457.692026-03-13 23:00 @ 70,771.5422h−$27.23-1.06%signal
523long2026-03-16 04:00 @ 73,554.212026-03-18 12:00 @ 72,891.822d 8h−$25.39-0.99%signal
524short2026-03-18 13:00 @ 72,310.632026-03-20 04:00 @ 70,710.241d 15h$53.88+2.11%signal
525short2026-03-22 00:00 @ 68,867.722026-03-23 11:00 @ 69,731.381d 11h−$35.09-1.37%stop loss
526short2026-03-26 18:00 @ 68,442.512026-03-28 14:00 @ 66,826.761d 20h$57.12+2.24%signal
527long2026-03-30 05:00 @ 67,592.722026-03-30 17:00 @ 66,661.1912h−$37.96-1.48%stop loss
528long2026-04-01 07:00 @ 69,082.912026-04-01 13:00 @ 67,907.356h−$46.04-1.80%stop loss
529long2026-04-05 23:00 @ 68,326.662026-04-07 11:00 @ 68,182.461d 12h−$8.34-0.33%signal
530long2026-04-07 23:00 @ 71,494.202026-04-12 02:00 @ 71,584.384d 3h$1.00+0.04%signal
531short2026-04-12 13:00 @ 71,035.792026-04-13 14:00 @ 71,637.321d 1h−$24.12-0.95%signal
532long2026-04-13 23:00 @ 74,614.922026-04-15 07:00 @ 73,552.861d 8h−$38.20-1.51%stop loss
533long2026-04-17 09:00 @ 75,764.952026-04-18 11:00 @ 76,134.771d 2h$10.48+0.41%signal
534short2026-04-19 18:00 @ 74,727.352026-04-20 12:00 @ 75,584.5618h−$31.82-1.26%stop loss
535long2026-04-20 19:00 @ 76,404.582026-04-21 15:00 @ 75,349.5520h−$37.00-1.47%stop loss
536long2026-04-22 03:00 @ 77,583.512026-04-23 11:00 @ 77,347.531d 8h−$9.94-0.40%signal
537long2026-04-27 01:00 @ 79,279.952026-04-27 05:00 @ 78,440.894h−$29.08-1.16%stop loss
538short2026-04-27 16:00 @ 76,744.652026-04-29 05:00 @ 77,239.541d 13h−$18.82-0.75%signal
539short2026-04-29 19:00 @ 75,455.012026-04-30 01:00 @ 76,397.086h−$33.83-1.35%stop loss
540long2026-05-01 14:00 @ 78,707.042026-05-01 20:00 @ 77,832.486h−$30.08-1.21%stop loss
541long2026-05-04 02:00 @ 79,771.952026-05-04 10:00 @ 78,968.188h−$27.49-1.11%stop loss
542long2026-05-05 14:00 @ 81,294.562026-05-07 13:00 @ 80,377.231d 23h−$29.47-1.19%stop loss
543short2026-05-07 14:00 @ 80,441.512026-05-10 15:00 @ 81,350.333d 1h−$30.45-1.23%stop loss
544long2026-05-10 16:00 @ 81,397.782026-05-10 20:00 @ 80,913.684h−$17.24-0.70%stop loss
545long2026-05-10 23:00 @ 82,029.602026-05-11 00:00 @ 81,277.681h−$25.11-1.02%stop loss
546short2026-05-12 17:00 @ 79,951.112026-05-12 19:00 @ 80,783.522h−$27.98-1.14%stop loss
547short2026-05-13 14:00 @ 79,601.882026-05-14 14:00 @ 80,383.611d−$26.25-1.07%stop loss
548long2026-05-14 17:00 @ 81,855.572026-05-15 02:00 @ 80,864.979h−$31.82-1.31%stop loss
549short2026-05-16 08:00 @ 78,318.632026-05-17 11:00 @ 78,438.681d 3h−$5.91-0.24%signal
550short2026-05-18 00:00 @ 77,414.912026-05-20 06:00 @ 77,185.732d 6h$5.50+0.23%signal
551long2026-05-21 01:00 @ 77,944.692026-05-21 10:00 @ 77,180.299h−$26.34-1.08%stop loss
552short2026-05-22 19:00 @ 76,483.302026-05-23 20:00 @ 77,260.131d 1h−$26.80-1.11%stop loss
553short2026-05-26 18:00 @ 75,894.422026-06-07 04:00 @ 61,683.4311d 10h$454.21+18.80%signal
554long2026-06-11 18:00 @ 63,626.922026-06-14 18:00 @ 63,693.463d$0.22+0.01%signal
555long2026-06-14 22:00 @ 65,297.462026-06-17 09:00 @ 64,876.922d 11h−$18.59-0.73%signal
556short2026-06-17 11:00 @ 64,757.452026-06-17 15:00 @ 65,492.844h−$31.21-1.24%stop loss
557short2026-06-17 20:00 @ 64,258.552026-06-20 00:00 @ 63,525.202d 4h$26.63+1.06%signal
558long2026-06-21 04:00 @ 64,411.682026-06-21 20:00 @ 63,835.5916h−$25.27-1.00%stop loss
559long2026-06-22 02:00 @ 64,587.412026-06-22 03:00 @ 63,866.191h−$30.62-1.22%stop loss
560long2026-06-22 13:00 @ 65,133.022026-06-22 18:00 @ 64,340.565h−$33.15-1.32%stop loss
561short2026-06-23 07:00 @ 62,892.922026-06-27 16:00 @ 60,829.464d 9h$80.34+3.21%signal
562short2026-06-28 23:00 @ 59,028.192026-06-28 23:00 @ 59,831.320m−$36.85-1.46%stop loss
563short2026-06-30 13:00 @ 58,363.132026-06-30 14:00 @ 59,198.811h−$38.51-1.53%stop loss
564long2026-07-01 22:00 @ 60,812.062026-07-02 00:00 @ 59,803.442h−$44.19-1.77%stop loss
565long2026-07-02 13:00 @ 61,519.602026-07-06 12:00 @ 62,448.713d 23h$32.61+1.31%signal
566short2026-07-06 13:00 @ 61,721.252026-07-06 15:00 @ 62,473.212h−$32.97-1.32%stop loss
567long2026-07-06 22:00 @ 64,488.802026-07-07 02:00 @ 63,588.114h−$37.52-1.51%stop loss
568long2026-07-10 09:00 @ 64,224.342026-07-13 01:00 @ 63,450.352d 16h−$33.49-1.35%stop loss
569short2026-07-13 02:00 @ 63,369.422026-07-14 12:00 @ 63,930.031d 10h−$23.72-0.96%stop loss
570long2026-07-14 16:00 @ 64,740.352026-07-16 08:00 @ 64,187.261d 16h−$24.34-0.99%signal
571short2026-07-17 00:00 @ 63,788.342026-07-18 17:00 @ 64,291.161d 17h−$21.17-0.86%signal
572long2026-07-20 16:00 @ 65,583.212026-07-22 07:00 @ 65,893.521d 15h$8.50+0.35%signal
573short2026-07-23 13:00 @ 65,124.972026-07-24 07:00 @ 65,742.2218h−$25.38-1.03%stop loss
574short2026-07-24 14:00 @ 64,116.272026-07-25 19:00 @ 64,404.181d 5h−$13.03-0.53%signal
575long2026-07-26 23:00 @ 65,397.782026-07-27 01:00 @ 65,016.252h−$16.88-0.69%stop loss
576short2026-07-27 23:00 @ 63,742.752026-07-29 06:00 @ 64,407.031d 7h−$27.42-1.12%stop loss
577long2026-07-30 12:00 @ 64,779.852026-07-31 07:00 @ 64,061.8719h−$29.91-1.23%stop loss
578short2026-07-31 15:00 @ 62,651.372026-08-02 02:00 @ 63,360.351d 11h−$29.44-1.21%stop loss
579long2026-08-03 15:00 @ 63,940.792026-08-04 00:00 @ 63,312.039h−$26.37-1.09%stop loss
580long2026-08-04 19:00 @ 64,283.652026-08-09 02:00 @ 64,825.434d 7h$16.64+0.69%signal
581short2026-08-10 14:00 @ 64,520.692026-08-12 12:00 @ 64,220.141d 22h$9.73+0.40%signal
582short2026-08-13 17:00 @ 63,126.272026-08-16 17:00 @ 63,245.353d−$5.99-0.25%signal
583long2026-08-17 03:00 @ 63,395.482026-08-23 06:00 @ 76,049.796d 3h$477.02+19.70%signal
584long2026-08-24 13:00 @ 79,162.132026-08-24 13:00 @ 77,840.930m−$44.93-1.77%stop loss
585long2026-08-24 15:00 @ 79,497.002026-08-25 21:00 @ 78,064.221d 6h−$49.01-1.94%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.

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