[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 · 201–400 shown

#SideEntryExitHeldP&LReturnClosed by
385long2025-03-14 16:00 @ 84,709.042025-03-16 11:00 @ 83,610.071d 19h−$38.26-1.39%signal
384short2025-03-09 11:00 @ 84,799.842025-03-11 19:00 @ 83,243.052d 8h$48.43+1.77%signal
383long2025-03-06 02:00 @ 91,021.802025-03-06 17:00 @ 88,670.8015h−$74.18-2.69%stop loss
382short2025-03-04 02:00 @ 83,337.532025-03-04 18:00 @ 86,345.5316h−$103.10-3.71%stop loss
381long2025-03-02 16:00 @ 87,407.582025-03-03 15:00 @ 89,222.0523h$54.83+1.98%signal
380short2025-02-24 15:00 @ 94,619.672025-03-01 03:00 @ 85,204.444d 12h$267.75+9.92%signal
379short2025-02-21 20:00 @ 95,228.352025-02-22 12:00 @ 96,599.8016h−$41.28-1.52%stop loss
378long2025-02-20 03:00 @ 97,111.622025-02-21 18:00 @ 96,910.111d 15h−$8.68-0.32%signal
377short2025-02-18 17:00 @ 94,576.082025-02-19 00:00 @ 95,683.367h−$34.38-1.26%stop loss
376short2025-02-17 16:00 @ 95,586.382025-02-18 13:00 @ 96,475.3621h−$27.51-1.01%stop loss
375short2025-02-17 00:00 @ 96,047.792025-02-17 14:00 @ 96,776.9914h−$23.14-0.85%stop loss
374long2025-02-14 18:00 @ 98,507.502025-02-14 20:00 @ 97,180.382h−$39.66-1.45%stop loss
373long2025-02-10 09:00 @ 97,664.832025-02-11 14:00 @ 96,712.451d 5h−$30.06-1.09%signal
372short2025-02-09 22:00 @ 95,101.982025-02-09 22:00 @ 96,285.140m−$37.09-1.34%stop loss
371long2025-02-07 15:00 @ 99,692.532025-02-07 15:00 @ 97,948.510m−$51.23-1.85%stop loss
370short2025-02-01 21:00 @ 101,275.142025-02-03 16:00 @ 98,822.561d 19h$64.75+2.35%signal
369long2025-01-29 21:00 @ 104,176.232025-01-31 03:00 @ 104,279.141d 6h−$0.82-0.03%signal
368short2025-01-27 00:00 @ 102,539.492025-01-28 05:00 @ 102,885.671d 5h−$11.45-0.42%signal
367long2025-01-20 07:00 @ 107,572.812025-01-20 16:00 @ 104,370.029h−$86.06-3.10%stop loss
366long2025-01-17 02:00 @ 101,656.632025-01-19 23:00 @ 103,376.122d 21h$42.08+1.52%signal
365long2025-01-15 14:00 @ 98,935.882025-01-16 14:00 @ 97,434.031d−$45.36-1.63%stop loss
364long2025-01-14 10:00 @ 97,149.332025-01-14 16:00 @ 95,531.046h−$49.56-1.77%stop loss
363short2025-01-13 07:00 @ 93,585.182025-01-14 00:00 @ 94,720.5717h−$36.31-1.30%stop loss
362short2025-01-07 20:00 @ 96,414.012025-01-10 11:00 @ 95,179.032d 15h$34.44+1.23%signal
361long2025-01-02 10:00 @ 96,741.242025-01-07 15:00 @ 99,925.315d 5h$84.72+3.06%signal
360long2024-12-31 14:00 @ 95,586.512024-12-31 17:00 @ 94,097.533h−$46.40-1.67%stop loss
359short2024-12-27 16:00 @ 94,520.992024-12-30 19:00 @ 94,589.313d 3h−$2.59-0.09%signal
358short2024-12-27 08:00 @ 95,061.082024-12-27 09:00 @ 96,565.821h−$46.80-1.67%stop loss
357long2024-12-24 15:00 @ 97,429.682024-12-26 08:00 @ 95,668.741d 17h−$55.19-1.96%stop loss
356short2024-12-23 16:00 @ 93,199.062024-12-23 22:00 @ 95,139.316h−$61.42-2.17%stop loss
355short2024-12-18 20:00 @ 102,761.242024-12-21 06:00 @ 98,663.732d 10h$110.69+3.96%signal
354long2024-12-15 13:00 @ 102,946.992024-12-18 04:00 @ 104,695.862d 15h$42.33+1.52%signal
353long2024-12-11 20:00 @ 101,114.422024-12-12 19:00 @ 99,274.6223h−$54.57-1.95%stop loss
352short2024-12-09 16:00 @ 97,836.532024-12-11 14:00 @ 98,744.641d 22h−$27.17-0.97%signal
351short2024-12-09 12:00 @ 98,137.872024-12-09 14:00 @ 99,544.822h−$43.24-1.53%stop loss
350long2024-12-04 21:00 @ 98,823.262024-12-05 22:00 @ 97,181.831d 1h−$54.12-1.91%stop loss
349short2024-12-03 14:00 @ 93,756.252024-12-03 14:00 @ 95,213.870m−$47.08-1.66%stop loss
348short2024-12-02 18:00 @ 94,631.972024-12-02 20:00 @ 96,286.732h−$52.84-1.85%stop loss
347short2024-12-02 09:00 @ 95,104.082024-12-02 14:00 @ 96,271.175h−$38.06-1.33%stop loss
346long2024-12-02 02:00 @ 98,099.022024-12-02 03:00 @ 97,118.711h−$31.58-1.10%stop loss
345long2024-11-29 12:00 @ 97,321.662024-11-30 11:00 @ 96,182.7623h−$37.99-1.32%signal
344short2024-11-25 15:00 @ 95,425.212024-11-27 14:00 @ 94,347.271d 23h$33.65+1.17%signal
343short2024-11-24 13:00 @ 96,954.212024-11-24 22:00 @ 98,026.359h−$34.12-1.18%stop loss
342long2024-11-19 18:00 @ 92,922.682024-11-23 17:00 @ 97,731.953d 23h$140.96+4.95%signal
341long2024-11-18 07:00 @ 92,230.942024-11-18 11:00 @ 90,873.934h−$45.96-1.61%stop loss
340long2024-11-10 05:00 @ 79,289.552024-11-14 16:00 @ 87,982.304d 11h$293.68+10.54%signal
339long2024-11-06 01:00 @ 71,072.812024-11-09 17:00 @ 76,050.693d 16h$185.88+6.78%signal
338long2024-11-05 15:00 @ 69,961.392024-11-05 19:00 @ 68,938.434h−$43.23-1.57%stop loss
337short2024-11-04 22:00 @ 67,083.682024-11-05 00:00 @ 68,171.512h−$47.31-1.71%stop loss
336short2024-11-03 03:00 @ 68,186.362024-11-03 20:00 @ 68,939.9117h−$32.86-1.19%stop loss
335short2024-10-31 15:00 @ 70,750.652024-11-01 14:00 @ 71,227.4423h−$20.67-0.74%signal
334long2024-10-28 08:00 @ 68,408.982024-10-31 14:00 @ 71,307.843d 6h$110.83+4.03%signal
333long2024-10-24 14:00 @ 67,896.282024-10-25 17:00 @ 67,079.061d 3h−$37.03-1.34%stop loss
332short2024-10-21 14:00 @ 67,316.632024-10-24 01:00 @ 67,436.982d 11h−$5.50-0.20%signal
331long2024-10-20 23:00 @ 69,146.332024-10-21 03:00 @ 68,643.514h−$23.14-0.84%stop loss
330long2024-10-14 04:00 @ 64,293.662024-10-19 12:00 @ 68,057.995d 8h$152.39+5.59%signal
329long2024-10-11 18:00 @ 62,892.482024-10-13 12:00 @ 62,515.891d 18h−$19.44-0.71%signal
328short2024-10-09 19:00 @ 61,161.972024-10-11 11:00 @ 61,137.121d 16h−$1.25-0.05%signal
327long2024-10-06 15:00 @ 62,692.242024-10-07 23:00 @ 62,417.911d 8h−$14.98-0.55%signal
326short2024-09-30 02:00 @ 64,724.952024-10-04 08:00 @ 61,416.184d 6h$137.84+5.10%signal
325long2024-09-27 15:00 @ 66,216.442024-09-30 00:00 @ 65,343.342d 9h−$39.29-1.45%stop loss
324long2024-09-23 04:00 @ 64,332.962024-09-23 07:00 @ 63,444.713h−$40.27-1.48%stop loss
323long2024-09-22 23:00 @ 63,869.372024-09-23 00:00 @ 63,134.001h−$34.32-1.26%stop loss
322long2024-09-19 00:00 @ 61,747.652024-09-22 10:00 @ 62,657.573d 10h$35.63+1.31%signal
321long2024-09-17 16:00 @ 61,123.222024-09-17 19:00 @ 60,168.783h−$45.52-1.67%stop loss
320short2024-09-16 00:00 @ 59,088.682024-09-17 10:00 @ 58,942.591d 10h$4.65+0.17%signal
319long2024-09-13 16:00 @ 59,635.522024-09-15 18:00 @ 59,777.942d 2h$4.01+0.15%signal
318long2024-09-09 17:00 @ 56,402.482024-09-11 06:00 @ 56,202.661d 13h−$11.88-0.43%signal
317long2024-09-09 14:00 @ 55,663.332024-09-09 14:00 @ 54,836.660m−$43.47-1.58%stop loss
316short2024-09-06 15:00 @ 54,698.262024-09-07 13:00 @ 54,555.3122h$4.24+0.15%signal
315short2024-09-04 02:00 @ 56,739.552024-09-04 15:00 @ 57,693.8113h−$49.09-1.78%stop loss
314long2024-09-02 23:00 @ 59,327.562024-09-03 13:00 @ 58,485.9514h−$42.29-1.53%stop loss
313short2024-08-27 01:00 @ 62,677.662024-08-29 12:00 @ 60,052.012d 11h$112.11+4.10%signal
312long2024-08-23 18:00 @ 62,978.592024-08-24 22:00 @ 63,571.381d 4h$22.83+0.84%signal
311long2024-08-21 20:00 @ 61,550.412024-08-22 02:00 @ 60,448.006h−$51.82-1.89%stop loss
310long2024-08-20 01:00 @ 60,466.692024-08-20 14:00 @ 59,539.5313h−$45.03-1.63%stop loss
309short2024-08-19 01:00 @ 58,296.142024-08-19 17:00 @ 59,058.5016h−$39.20-1.42%stop loss
308long2024-08-18 03:00 @ 60,115.922024-08-18 03:00 @ 59,345.360m−$38.34-1.38%stop loss
307short2024-08-15 20:00 @ 56,991.102024-08-16 02:00 @ 58,300.966h−$67.32-2.41%stop loss
306short2024-08-15 02:00 @ 58,161.072024-08-15 12:00 @ 59,336.0710h−$59.37-2.11%stop loss
305short2024-08-11 21:00 @ 58,468.202024-08-12 11:00 @ 59,454.6214h−$50.14-1.78%stop loss
304long2024-08-08 13:00 @ 57,905.182024-08-11 16:00 @ 60,087.883d 3h$102.24+3.66%signal
303long2024-08-07 09:00 @ 57,331.962024-08-07 14:00 @ 55,718.295h−$82.00-2.91%stop loss
302short2024-07-31 20:00 @ 65,215.052024-08-06 01:00 @ 56,021.305d 5h$384.09+14.13%signal
301short2024-07-30 15:00 @ 65,766.142024-07-31 13:00 @ 66,820.6122h−$46.03-1.69%stop loss
300long2024-07-29 03:00 @ 69,541.012024-07-29 14:00 @ 68,603.6311h−$39.81-1.45%stop loss
299long2024-07-27 13:00 @ 68,384.672024-07-27 19:00 @ 67,584.216h−$35.16-1.28%stop loss
298long2024-07-26 14:00 @ 67,876.272024-07-26 14:00 @ 66,853.620m−$44.32-1.61%stop loss
297short2024-07-25 02:00 @ 64,455.012024-07-25 21:00 @ 65,540.4119h−$48.92-1.76%stop loss
296short2024-07-23 20:00 @ 65,503.102024-07-24 13:00 @ 66,603.6517h−$49.03-1.76%stop loss
295long2024-07-19 15:00 @ 65,713.942024-07-23 06:00 @ 66,386.723d 15h$24.93+0.90%signal
294long2024-07-13 23:00 @ 59,461.492024-07-18 16:00 @ 63,487.404d 17h$181.17+6.63%signal
293short2024-07-12 02:00 @ 56,908.522024-07-12 13:00 @ 57,959.5411h−$53.41-1.94%stop loss
292long2024-07-10 05:00 @ 59,335.762024-07-10 12:00 @ 58,179.987h−$56.76-2.06%stop loss
291short2024-07-08 01:00 @ 55,057.892024-07-08 08:00 @ 56,067.317h−$53.42-1.93%stop loss
290short2024-07-03 02:00 @ 61,605.582024-07-06 17:00 @ 57,841.773d 15h$166.55+6.10%signal
289long2024-06-30 19:00 @ 62,069.812024-07-02 15:00 @ 62,020.191d 20h−$6.30-0.23%signal
288short2024-06-28 20:00 @ 60,120.172024-06-29 01:00 @ 60,916.135h−$38.81-1.41%stop loss
287short2024-06-24 00:00 @ 63,182.262024-06-25 15:00 @ 61,742.951d 15h$60.53+2.22%signal
286short2024-06-21 08:00 @ 64,166.662024-06-22 08:00 @ 64,502.901d−$16.32-0.60%signal
285long2024-06-20 11:00 @ 66,205.342024-06-20 13:00 @ 65,475.642h−$32.93-1.20%stop loss
284long2024-06-17 19:00 @ 67,081.212024-06-17 20:00 @ 66,254.351h−$36.63-1.33%stop loss
283short2024-06-17 10:00 @ 65,683.162024-06-17 17:00 @ 66,272.077h−$27.21-0.99%stop loss
282short2024-06-14 17:00 @ 65,273.042024-06-14 21:00 @ 66,251.154h−$44.26-1.60%stop loss
281short2024-06-11 02:00 @ 68,727.652024-06-12 10:00 @ 67,773.751d 8h$36.63+1.33%signal
280long2024-06-10 16:00 @ 70,104.922024-06-10 19:00 @ 69,597.623h−$23.03-0.83%stop loss
279short2024-06-07 18:00 @ 69,820.032024-06-09 13:00 @ 69,748.751d 19h$1.43+0.05%signal
278long2024-06-03 07:00 @ 69,115.222024-06-06 20:00 @ 70,511.893d 13h$49.24+1.79%signal
277long2024-05-30 18:00 @ 69,380.372024-05-30 20:00 @ 68,450.642h−$39.75-1.44%stop loss
276short2024-05-28 04:00 @ 68,056.392024-05-30 14:00 @ 68,668.332d 10h−$25.67-0.93%signal
275long2024-05-27 16:00 @ 70,435.482024-05-27 19:00 @ 69,668.683h−$33.26-1.20%stop loss
274short2024-05-23 14:00 @ 68,049.192024-05-24 18:00 @ 68,941.691d 4h−$38.23-1.37%signal
273long2024-05-20 17:00 @ 68,178.032024-05-21 20:00 @ 69,305.341d 3h$42.21+1.52%signal
272long2024-05-17 16:00 @ 67,183.332024-05-17 18:00 @ 66,186.692h−$44.09-1.58%stop loss
271long2024-05-15 13:00 @ 63,747.852024-05-16 17:00 @ 65,121.071d 4h$56.54+2.04%signal
270long2024-05-13 08:00 @ 62,308.962024-05-14 06:00 @ 61,509.5722h−$39.23-1.41%stop loss
269short2024-05-08 00:00 @ 62,283.542024-05-09 22:00 @ 63,334.861d 22h−$48.98-1.75%stop loss
268long2024-05-03 14:00 @ 61,666.332024-05-06 15:00 @ 63,218.753d 1h$66.11+2.38%signal
267short2024-04-30 10:00 @ 61,646.572024-05-03 13:00 @ 60,616.823d 3h$44.68+1.62%signal
266long2024-04-30 01:00 @ 64,578.812024-04-30 01:00 @ 63,524.570m−$48.12-1.73%stop loss
265short2024-04-29 04:00 @ 62,247.452024-04-29 15:00 @ 63,038.4911h−$38.08-1.37%stop loss
264short2024-04-24 16:00 @ 64,580.582024-04-28 03:00 @ 63,932.183d 11h$26.49+0.95%signal
263long2024-04-19 07:00 @ 64,608.822024-04-24 15:00 @ 65,199.765d 8h$21.14+0.76%signal
262short2024-04-17 15:00 @ 61,250.952024-04-18 11:00 @ 62,890.3120h−$77.11-2.76%stop loss
261short2024-04-12 19:00 @ 66,509.402024-04-14 23:00 @ 65,312.062d 4h$49.00+1.76%signal
260short2024-04-10 13:00 @ 67,999.902024-04-10 16:00 @ 69,181.913h−$51.14-1.83%stop loss
259long2024-04-08 08:00 @ 70,759.552024-04-09 07:00 @ 70,804.7423h−$2.89-0.10%signal
258long2024-04-07 17:00 @ 70,121.922024-04-07 18:00 @ 69,272.211h−$36.79-1.31%stop loss
257long2024-04-04 14:00 @ 67,244.952024-04-05 12:00 @ 66,154.2522h−$49.36-1.75%stop loss
256short2024-04-02 03:00 @ 67,012.292024-04-04 13:00 @ 66,728.342d 10h$11.24+0.40%signal
255short2024-04-01 16:00 @ 68,267.242024-04-01 19:00 @ 69,234.853h−$42.12-1.49%stop loss
254short2024-04-01 06:00 @ 69,198.362024-04-01 13:00 @ 70,029.347h−$35.94-1.27%stop loss
253long2024-03-31 19:00 @ 70,988.992024-04-01 05:00 @ 70,350.5810h−$30.39-1.07%stop loss
252long2024-03-24 21:00 @ 66,220.642024-03-29 06:00 @ 70,222.954d 9h$156.47+5.58%signal
251short2024-03-20 00:00 @ 61,961.712024-03-20 12:00 @ 64,028.7412h−$96.22-3.40%stop loss
250short2024-03-19 09:00 @ 63,521.492024-03-19 17:00 @ 65,363.818h−$84.81-2.98%stop loss
249short2024-03-17 00:00 @ 65,337.932024-03-17 10:00 @ 67,171.3710h−$82.53-2.88%stop loss
248long2024-03-13 09:00 @ 73,526.102024-03-13 13:00 @ 72,139.054h−$57.26-1.99%stop loss
247long2024-03-11 08:00 @ 71,238.142024-03-12 17:00 @ 70,557.591d 9h−$38.75-1.34%signal
246long2024-03-08 15:00 @ 68,514.402024-03-08 16:00 @ 67,021.641h−$68.10-2.34%stop loss
245long2024-02-26 16:00 @ 52,882.772024-03-05 20:00 @ 61,485.008d 4h$410.89+14.63%signal
244long2024-02-20 14:00 @ 52,900.482024-02-20 14:00 @ 52,183.260m−$41.00-1.46%stop loss
243long2024-02-18 23:00 @ 52,295.862024-02-19 16:00 @ 51,729.2817h−$35.01-1.24%stop loss
242short2024-02-17 14:00 @ 51,210.862024-02-17 21:00 @ 51,825.197h−$36.42-1.28%stop loss
241long2024-02-14 09:00 @ 50,811.762024-02-15 22:00 @ 51,338.831d 13h$25.28+0.89%signal
240long2024-02-07 21:00 @ 44,122.222024-02-13 15:00 @ 48,701.465d 18h$279.04+10.11%signal
239long2024-02-05 14:00 @ 43,443.292024-02-05 15:00 @ 43,002.981h−$30.80-1.11%stop loss
238short2024-02-01 02:00 @ 41,961.512024-02-01 15:00 @ 42,670.4713h−$49.49-1.78%stop loss
237long2024-01-29 17:00 @ 43,191.142024-01-31 00:00 @ 42,909.721d 7h−$21.61-0.78%signal
236long2024-01-26 11:00 @ 40,680.532024-01-28 20:00 @ 41,762.252d 9h$69.03+2.49%signal
235short2024-01-22 04:00 @ 41,191.262024-01-24 11:00 @ 40,354.572d 7h$55.09+2.00%signal
234short2024-01-18 17:00 @ 41,945.512024-01-19 19:00 @ 41,818.961d 2h$6.36+0.23%signal
233short2024-01-12 17:00 @ 43,652.472024-01-15 19:00 @ 43,024.203d 2h$39.17+1.43%signal
232long2024-01-08 12:00 @ 44,646.132024-01-12 15:00 @ 45,453.714d 3h$43.28+1.58%signal
231short2024-01-08 03:00 @ 43,346.132024-01-08 06:00 @ 43,943.483h−$40.55-1.48%stop loss
230long2024-01-01 19:00 @ 43,156.632024-01-03 12:00 @ 43,720.151d 17h$27.41+1.00%signal
229short2023-12-29 17:00 @ 41,993.802023-12-30 16:00 @ 42,418.8823h−$28.42-1.04%signal
228short2023-12-26 10:00 @ 42,440.512023-12-27 10:00 @ 42,953.561d−$33.40-1.21%stop loss
227short2023-12-24 23:00 @ 42,985.702023-12-25 12:00 @ 43,419.6113h−$30.06-1.09%stop loss
226long2023-12-20 14:00 @ 43,825.562023-12-24 22:00 @ 43,140.124d 8h−$53.82-1.94%stop loss
225long2023-12-19 02:00 @ 43,354.772023-12-19 14:00 @ 42,611.8312h−$50.75-1.82%stop loss
224short2023-12-18 00:00 @ 41,388.322023-12-18 20:00 @ 41,929.3220h−$38.24-1.37%stop loss
223long2023-12-13 20:00 @ 42,755.252023-12-14 13:00 @ 42,034.4117h−$50.66-1.81%stop loss
222short2023-12-11 02:00 @ 43,233.152023-12-13 16:00 @ 41,968.392d 14h$80.71+2.90%signal
221long2023-12-08 21:00 @ 44,401.982023-12-09 08:00 @ 43,819.0611h−$40.65-1.45%stop loss
220long2023-11-28 17:00 @ 37,876.272023-12-07 09:00 @ 43,594.188d 16h$396.97+14.72%signal
219short2023-11-26 17:00 @ 37,204.562023-11-26 20:00 @ 37,508.143h−$24.77-0.92%stop loss
218long2023-11-24 16:00 @ 38,224.942023-11-24 16:00 @ 37,666.350m−$42.63-1.57%stop loss
217short2023-11-22 00:00 @ 35,729.852023-11-22 04:00 @ 36,450.744h−$57.53-2.11%stop loss
216long2023-11-20 00:00 @ 37,383.282023-11-20 14:00 @ 37,015.2014h−$30.21-1.10%stop loss
215long2023-11-15 19:00 @ 37,421.282023-11-16 13:00 @ 36,780.7118h−$50.47-1.84%stop loss
214short2023-11-13 22:00 @ 36,496.602023-11-15 18:00 @ 36,899.581d 20h−$31.07-1.13%stop loss
213long2023-11-09 03:00 @ 36,389.782023-11-09 16:00 @ 35,792.5813h−$49.02-1.77%stop loss
212long2023-11-07 21:00 @ 35,645.732023-11-08 06:00 @ 35,188.229h−$38.70-1.39%stop loss
211long2023-11-04 23:00 @ 35,178.832023-11-05 13:00 @ 34,834.5414h−$30.59-1.10%stop loss
210long2023-11-01 21:00 @ 35,501.602023-11-02 13:00 @ 34,914.1016h−$49.64-1.77%stop loss
209short2023-10-27 18:00 @ 33,602.382023-10-28 02:00 @ 34,119.198h−$45.77-1.63%stop loss
208long2023-10-20 04:00 @ 29,228.742023-10-26 17:00 @ 33,770.946d 13h$413.72+15.29%signal
207long2023-10-16 06:00 @ 27,908.982023-10-16 09:00 @ 27,622.623h−$30.55-1.13%stop loss
206long2023-10-15 21:00 @ 27,199.342023-10-15 23:00 @ 27,022.972h−$20.34-0.75%stop loss
205short2023-10-09 10:00 @ 27,525.492023-10-15 18:00 @ 26,974.896d 8h$53.51+1.98%signal
204short2023-10-06 13:00 @ 27,233.252023-10-06 13:00 @ 27,573.200m−$36.62-1.35%stop loss
203long2023-10-05 14:00 @ 27,982.202023-10-05 15:00 @ 27,705.961h−$29.58-1.09%stop loss
202long2023-10-01 23:00 @ 27,995.202023-10-02 18:00 @ 27,714.5719h−$30.22-1.11%stop loss
201long2023-09-28 16:00 @ 27,017.702023-09-29 14:00 @ 26,717.3822h−$32.85-1.20%stop loss
200long2023-09-27 12:00 @ 26,761.052023-09-27 14:00 @ 26,545.572h−$24.83-0.90%stop loss
199short2023-09-25 00:00 @ 26,227.152023-09-25 20:00 @ 26,426.0620h−$23.29-0.85%stop loss
198short2023-09-21 11:00 @ 26,631.372023-09-24 18:00 @ 26,666.633d 7h−$5.70-0.21%signal
197long2023-09-18 10:00 @ 26,863.872023-09-18 17:00 @ 26,637.937h−$25.75-0.93%stop loss
196long2023-09-12 11:00 @ 26,154.532023-09-12 23:00 @ 25,788.6212h−$41.38-1.49%stop loss
195short2023-09-11 15:00 @ 25,133.772023-09-12 03:00 @ 25,417.3812h−$34.00-1.22%stop loss
194long2023-09-07 22:00 @ 26,154.832023-09-08 10:00 @ 25,884.8912h−$31.48-1.13%stop loss
193short2023-09-04 22:00 @ 25,658.972023-09-05 15:00 @ 25,866.6017h−$25.33-0.91%stop loss
192short2023-09-01 18:00 @ 25,462.012023-09-01 20:00 @ 25,865.562h−$47.25-1.69%stop loss
191long2023-08-29 15:00 @ 27,490.302023-08-30 13:00 @ 27,157.9022h−$36.78-1.31%stop loss
190short2023-08-28 06:00 @ 25,944.912023-08-28 12:00 @ 26,073.546h−$16.66-0.59%stop loss
189long2023-08-23 17:00 @ 26,384.482023-08-24 14:00 @ 26,074.3921h−$36.00-1.27%stop loss
188short2023-08-22 22:00 @ 25,647.272023-08-22 23:00 @ 25,947.561h−$36.04-1.27%stop loss
187short2023-08-17 00:00 @ 28,708.662023-08-19 17:00 @ 26,245.352d 17h$236.52+8.52%signal
186long2023-08-14 15:00 @ 29,529.502023-08-14 18:00 @ 29,376.613h−$17.44-0.63%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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