[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,227 bars in 1.3ms
Underperformed the market. Holding BTCUSDT returned +63.63% over the same period, against this strategy’s +32.75%.
Net P&L
+32.75%
$3,275.21
Max drawdown
-10.02%
Max run-up
+49.54%
Trades
144
13.9% win rate
Profit factor
1.72
2021-12-31drawdown · worst -10.02%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +21.50% | -10.02% | 86 | 17% |
| Validation | 2024-10-19 → 2025-09-25 | +8.97% | -8.52% | 31 | 10% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +0.26% | -7.04% | 27 | 7% |
Risk-adjusted
- Sharpe
- 0.72
- Sortino
- 1.04
- Calmar
- 0.62
- Return ÷ max drawdown
- 3.27
- CAGR
- +6.26%
- Exposure
- 49.7%
Per trade
- Expectancy
- $22.74 · +0.87%
- Average win / loss
- $390.27 / −$36.53
- Payoff ratio
- 10.68
- Largest win / loss
- $1,546.67 / −$203.71
- Longest losing streak(winning: 3)
- 21 trades
Drawdown over time
- Max drawdown
- -10.02%
- Longest time under water(still going at the end)
- 623 days
- Worst drawdown recovered in
- 378 days
Costs and mechanics
- Fees paid
- −$412.66
- Funding
- −$743.30
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +63.63%
Monte Carlo
1,000 alternative histories, each 144 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 | -7.03% | +32.53% | +104.99% |
| Max drawdown | -19.59% | -10.56% | -6.46% |
9% of histories lost money, and 57% had a deeper drawdown than this run’s -10.02%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- sma200 length
- 200
- 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
144 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-02-04 20:00 @ 40,711.47 | 2022-02-18 12:00 @ 40,159.17 | 13d 16h | −$42.94 | -1.72% | signal |
| 2 | long | 2022-02-18 20:00 @ 40,204.24 | 2022-02-19 00:00 @ 39,958.81 | 4h | −$17.68 | -0.71% | signal |
| 3 | long | 2022-02-19 08:00 @ 40,254.15 | 2022-02-19 12:00 @ 39,814.84 | 4h | −$29.61 | -1.19% | signal |
| 4 | long | 2022-02-28 16:00 @ 40,800.96 | 2022-03-04 16:00 @ 40,686.46 | 4d | −$11.74 | -0.47% | signal |
| 5 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 04:00 @ 40,757.25 | 1d | −$30.20 | -1.22% | signal |
| 6 | long | 2022-03-16 12:00 @ 40,501.00 | 2022-04-09 00:00 @ 42,220.65 | 23d 12h | $86.98 | +3.53% | signal |
| 7 | long | 2022-04-10 20:00 @ 43,225.84 | 2022-04-11 00:00 @ 42,131.87 | 4h | −$65.44 | -2.63% | signal |
| 8 | long | 2022-06-06 04:00 @ 31,241.25 | 2022-06-07 04:00 @ 29,541.59 | 1d | −$137.63 | -5.57% | signal |
| 9 | long | 2022-06-07 20:00 @ 31,056.61 | 2022-06-08 04:00 @ 30,000.00 | 8h | −$85.58 | -3.51% | signal |
| 10 | long | 2022-06-08 08:00 @ 30,554.01 | 2022-06-08 12:00 @ 30,393.12 | 4h | −$15.38 | -0.64% | signal |
| 11 | long | 2022-06-08 16:00 @ 30,467.09 | 2022-06-08 20:00 @ 30,120.17 | 4h | −$30.11 | -1.25% | signal |
| 12 | long | 2022-06-09 08:00 @ 30,483.50 | 2022-06-09 12:00 @ 30,280.64 | 4h | −$18.62 | -0.77% | signal |
| 13 | long | 2022-06-09 16:00 @ 30,291.96 | 2022-06-09 20:00 @ 29,997.80 | 4h | −$25.94 | -1.08% | signal |
| 14 | long | 2022-07-15 08:00 @ 20,827.46 | 2022-07-16 08:00 @ 20,536.89 | 1d | −$35.99 | -1.50% | signal |
| 15 | long | 2022-07-16 12:00 @ 20,608.82 | 2022-07-26 16:00 @ 20,733.45 | 10d 4h | $5.81 | +0.24% | signal |
| 16 | long | 2022-07-27 00:00 @ 21,245.25 | 2022-08-19 04:00 @ 22,754.45 | 23d 4h | $157.09 | +6.58% | signal |
| 17 | long | 2022-09-10 20:00 @ 21,573.71 | 2022-09-13 16:00 @ 20,819.74 | 2d 20h | −$88.94 | -3.67% | signal |
| 18 | long | 2022-09-27 04:00 @ 20,096.02 | 2022-09-27 16:00 @ 19,881.32 | 12h | −$28.31 | -1.18% | signal |
| 19 | long | 2022-10-04 08:00 @ 19,960.99 | 2022-10-07 16:00 @ 19,570.19 | 3d 8h | −$51.71 | -2.16% | signal |
| 20 | long | 2022-10-14 04:00 @ 19,810.16 | 2022-10-14 08:00 @ 19,629.27 | 4h | −$24.14 | -1.01% | signal |
| 21 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 16:00 @ 19,360.23 | 1d 4h | −$14.79 | -0.62% | signal |
| 22 | long | 2022-10-23 20:00 @ 19,496.20 | 2022-10-24 08:00 @ 19,314.54 | 12h | −$24.72 | -1.04% | signal |
| 23 | long | 2022-10-24 12:00 @ 19,416.38 | 2022-10-24 16:00 @ 19,287.94 | 4h | −$18.02 | -0.76% | signal |
| 24 | long | 2022-10-24 20:00 @ 19,339.77 | 2022-10-25 00:00 @ 19,314.24 | 4h | −$5.48 | -0.23% | signal |
| 25 | long | 2022-10-25 16:00 @ 19,744.25 | 2022-11-08 08:00 @ 19,781.64 | 13d 16h | −$1.54 | -0.07% | signal |
| 26 | long | 2022-12-08 20:00 @ 17,245.35 | 2022-12-17 00:00 @ 16,620.78 | 8d 4h | −$90.06 | -3.81% | signal |
| 27 | long | 2022-12-20 16:00 @ 16,914.18 | 2022-12-21 08:00 @ 16,805.74 | 16h | −$17.49 | -0.75% | signal |
| 28 | long | 2022-12-21 12:00 @ 16,875.77 | 2022-12-21 20:00 @ 16,743.55 | 8h | −$20.79 | -0.89% | signal |
| 29 | long | 2022-12-22 04:00 @ 16,847.87 | 2022-12-22 08:00 @ 16,816.64 | 4h | −$6.65 | -0.29% | signal |
| 30 | long | 2022-12-23 08:00 @ 16,845.37 | 2022-12-23 16:00 @ 16,822.63 | 8h | −$5.70 | -0.24% | signal |
| 31 | long | 2022-12-23 20:00 @ 16,841.87 | 2022-12-24 00:00 @ 16,772.94 | 4h | −$11.84 | -0.51% | signal |
| 32 | long | 2022-12-27 00:00 @ 16,916.18 | 2022-12-27 04:00 @ 16,864.73 | 4h | −$9.59 | -0.41% | signal |
| 33 | long | 2023-01-06 20:00 @ 16,936.09 | 2023-02-10 16:00 @ 21,644.57 | 34d 20h | $612.68 | +26.40% | signal |
| 34 | long | 2023-02-10 20:00 @ 21,768.35 | 2023-02-11 00:00 @ 21,614.28 | 4h | −$19.98 | -0.81% | signal |
| 35 | long | 2023-02-15 12:00 @ 22,437.49 | 2023-02-24 20:00 @ 23,167.67 | 9d 8h | $70.73 | +2.86% | signal |
| 36 | long | 2023-02-26 12:00 @ 23,248.85 | 2023-02-28 08:00 @ 23,218.76 | 1d 20h | −$6.36 | -0.26% | signal |
| 37 | long | 2023-02-28 12:00 @ 23,386.18 | 2023-02-28 20:00 @ 23,246.45 | 8h | −$17.47 | -0.70% | signal |
| 38 | long | 2023-03-01 04:00 @ 23,436.29 | 2023-03-03 04:00 @ 22,301.94 | 2d | −$123.86 | -4.99% | signal |
| 39 | long | 2023-03-13 16:00 @ 24,013.80 | 2023-04-20 16:00 @ 28,486.70 | 38d | $434.83 | +17.75% | signal |
| 40 | long | 2023-04-26 12:00 @ 28,946.49 | 2023-04-26 20:00 @ 27,866.33 | 8h | −$98.23 | -3.84% | signal |
| 41 | long | 2023-04-27 04:00 @ 28,882.38 | 2023-05-01 04:00 @ 28,539.89 | 4d | −$34.19 | -1.35% | signal |
| 42 | long | 2023-05-04 00:00 @ 29,024.20 | 2023-05-06 16:00 @ 28,552.19 | 2d 16h | −$45.26 | -1.79% | signal |
| 43 | long | 2023-05-07 08:00 @ 28,897.58 | 2023-05-07 12:00 @ 28,820.73 | 4h | −$9.30 | -0.37% | signal |
| 44 | long | 2023-05-07 16:00 @ 28,938.89 | 2023-05-08 00:00 @ 28,413.82 | 8h | −$48.21 | -1.92% | signal |
| 45 | long | 2023-05-29 00:00 @ 28,061.41 | 2023-05-29 16:00 @ 27,616.48 | 16h | −$42.61 | -1.70% | signal |
| 46 | long | 2023-05-30 00:00 @ 27,727.64 | 2023-05-30 16:00 @ 27,659.47 | 16h | −$8.99 | -0.36% | signal |
| 47 | long | 2023-05-30 20:00 @ 27,841.97 | 2023-05-31 08:00 @ 27,144.97 | 12h | −$64.77 | -2.60% | signal |
| 48 | long | 2023-06-18 20:00 @ 26,646.93 | 2023-06-19 00:00 @ 26,324.33 | 4h | −$32.36 | -1.31% | signal |
| 49 | long | 2023-06-19 20:00 @ 26,678.13 | 2023-07-18 20:00 @ 29,702.26 | 29d | $259.52 | +10.54% | signal |
| 50 | long | 2023-07-19 00:00 @ 29,851.67 | 2023-07-20 00:00 @ 29,889.52 | 1d | $0.09 | +0.00% | signal |
| 51 | long | 2023-07-20 04:00 @ 29,942.99 | 2023-07-20 16:00 @ 29,786.94 | 12h | −$15.94 | -0.63% | signal |
| 52 | long | 2023-08-08 20:00 @ 29,872.37 | 2023-08-09 04:00 @ 29,704.06 | 8h | −$16.94 | -0.67% | signal |
| 53 | long | 2023-08-09 08:00 @ 29,813.76 | 2023-08-09 20:00 @ 29,398.42 | 12h | −$38.06 | -1.51% | signal |
| 54 | long | 2023-09-14 16:00 @ 26,685.34 | 2023-09-15 00:00 @ 26,505.00 | 8h | −$19.34 | -0.77% | signal |
| 55 | long | 2023-09-15 04:00 @ 26,608.02 | 2023-09-15 12:00 @ 26,410.02 | 8h | −$21.12 | -0.84% | signal |
| 56 | long | 2023-09-16 00:00 @ 26,596.42 | 2023-09-25 00:00 @ 26,227.15 | 9d | −$37.38 | -1.50% | signal |
| 57 | long | 2023-09-25 20:00 @ 26,323.86 | 2023-09-26 08:00 @ 26,251.05 | 12h | −$9.28 | -0.37% | signal |
| 58 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 20:00 @ 26,253.35 | 8h | −$49.71 | -2.00% | signal |
| 59 | long | 2023-09-28 00:00 @ 26,364.87 | 2023-10-11 16:00 @ 26,763.85 | 13d 16h | $33.53 | +1.35% | signal |
| 60 | long | 2023-10-12 00:00 @ 26,869.87 | 2023-10-12 08:00 @ 26,793.94 | 8h | −$9.75 | -0.39% | signal |
| 61 | long | 2023-10-14 04:00 @ 26,923.58 | 2023-10-14 08:00 @ 26,855.03 | 4h | −$8.80 | -0.35% | signal |
| 62 | long | 2023-10-14 16:00 @ 26,933.29 | 2023-10-14 20:00 @ 26,846.13 | 4h | −$10.56 | -0.43% | signal |
| 63 | long | 2023-10-15 20:00 @ 27,035.51 | 2024-01-03 20:00 @ 42,591.88 | 80d | $1,301.27 | +52.54% | signal |
| 64 | long | 2024-01-04 00:00 @ 42,858.07 | 2024-01-13 00:00 @ 42,780.44 | 9d | −$15.81 | -0.56% | signal |
| 65 | long | 2024-01-29 20:00 @ 42,995.40 | 2024-01-31 12:00 @ 42,621.67 | 1d 16h | −$28.14 | -1.01% | signal |
| 66 | long | 2024-01-31 16:00 @ 43,350.57 | 2024-02-01 00:00 @ 42,551.99 | 8h | −$54.46 | -1.95% | signal |
| 67 | long | 2024-02-01 20:00 @ 43,214.94 | 2024-02-04 08:00 @ 42,814.24 | 2d 12h | −$30.26 | -1.09% | signal |
| 68 | long | 2024-02-04 12:00 @ 43,050.21 | 2024-02-04 20:00 @ 42,615.38 | 8h | −$31.01 | -1.12% | signal |
| 69 | long | 2024-02-05 08:00 @ 43,067.51 | 2024-02-05 16:00 @ 42,621.17 | 8h | −$31.65 | -1.15% | signal |
| 70 | long | 2024-02-06 08:00 @ 42,878.57 | 2024-02-06 12:00 @ 42,805.74 | 4h | −$7.61 | -0.28% | signal |
| 71 | long | 2024-02-06 16:00 @ 43,240.65 | 2024-02-07 04:00 @ 42,774.54 | 12h | −$32.88 | -1.19% | signal |
| 72 | long | 2024-02-07 08:00 @ 42,913.48 | 2024-04-02 04:00 @ 66,720.75 | 54d 20h | $1,337.50 | +48.74% | signal |
| 73 | long | 2024-04-04 20:00 @ 68,497.60 | 2024-04-05 08:00 @ 66,924.01 | 12h | −$74.06 | -2.41% | signal |
| 74 | long | 2024-04-05 16:00 @ 68,213.64 | 2024-04-05 20:00 @ 67,386.52 | 4h | −$40.44 | -1.32% | signal |
| 75 | long | 2024-04-06 16:00 @ 68,107.62 | 2024-04-12 20:00 @ 66,854.23 | 6d 4h | −$68.37 | -2.24% | signal |
| 76 | long | 2024-05-15 16:00 @ 64,698.34 | 2024-06-11 12:00 @ 66,906.22 | 26d 20h | $76.66 | +2.53% | signal |
| 77 | long | 2024-06-11 20:00 @ 67,433.98 | 2024-06-12 00:00 @ 67,307.14 | 4h | −$8.79 | -0.29% | signal |
| 78 | long | 2024-06-12 12:00 @ 67,803.56 | 2024-06-12 20:00 @ 67,509.60 | 8h | −$16.57 | -0.54% | signal |
| 79 | long | 2024-06-13 00:00 @ 68,283.95 | 2024-06-13 04:00 @ 67,457.61 | 4h | −$40.18 | -1.32% | signal |
| 80 | long | 2024-06-13 08:00 @ 67,738.44 | 2024-06-13 16:00 @ 66,451.01 | 8h | −$61.00 | -2.01% | signal |
| 81 | long | 2024-07-15 04:00 @ 62,629.82 | 2024-08-02 20:00 @ 62,607.08 | 18d 16h | −$13.54 | -0.45% | signal |
| 82 | long | 2024-08-23 20:00 @ 63,590.12 | 2024-08-28 00:00 @ 59,372.52 | 4d 4h | −$203.71 | -6.75% | signal |
| 83 | long | 2024-09-13 16:00 @ 59,635.52 | 2024-09-16 04:00 @ 58,534.69 | 2d 12h | −$57.51 | -1.94% | signal |
| 84 | long | 2024-09-17 12:00 @ 59,066.81 | 2024-10-02 20:00 @ 60,142.97 | 15d 8h | $43.19 | +1.46% | signal |
| 85 | long | 2024-10-03 00:00 @ 60,634.82 | 2024-10-09 20:00 @ 61,001.40 | 6d 20h | $12.72 | +0.43% | signal |
| 86 | long | 2024-10-11 16:00 @ 62,230.44 | 2024-12-19 20:00 @ 97,152.77 | 69d 4h | $1,546.67 | +52.16% | signal |
| 87 | long | 2024-12-21 08:00 @ 99,007.80 | 2024-12-21 16:00 @ 97,467.10 | 8h | −$55.53 | -1.66% | signal |
| 88 | long | 2024-12-25 00:00 @ 98,646.63 | 2024-12-25 04:00 @ 97,980.50 | 4h | −$26.20 | -0.78% | signal |
| 89 | long | 2024-12-25 16:00 @ 98,513.00 | 2024-12-26 08:00 @ 97,649.97 | 16h | −$33.17 | -1.00% | signal |
| 90 | long | 2025-01-03 20:00 @ 98,565.31 | 2025-01-04 00:00 @ 98,126.07 | 4h | −$18.13 | -0.55% | signal |
| 91 | long | 2025-01-04 08:00 @ 98,263.85 | 2025-01-04 12:00 @ 97,812.23 | 4h | −$18.89 | -0.57% | signal |
| 92 | long | 2025-01-05 08:00 @ 98,244.95 | 2025-01-05 12:00 @ 97,589.98 | 4h | −$25.73 | -0.78% | signal |
| 93 | long | 2025-01-06 00:00 @ 98,359.87 | 2025-01-07 16:00 @ 97,895.82 | 1d 16h | −$20.56 | -0.62% | signal |
| 94 | long | 2025-01-15 16:00 @ 98,963.09 | 2025-02-02 04:00 @ 99,140.97 | 17d 12h | −$11.77 | -0.36% | signal |
| 95 | long | 2025-02-03 20:00 @ 101,852.27 | 2025-02-04 08:00 @ 98,385.42 | 12h | −$115.64 | -3.50% | signal |
| 96 | long | 2025-03-24 12:00 @ 87,661.13 | 2025-03-25 04:00 @ 86,460.00 | 16h | −$47.94 | -1.47% | signal |
| 97 | long | 2025-03-25 12:00 @ 87,340.86 | 2025-03-28 08:00 @ 85,158.06 | 2d 20h | −$84.60 | -2.60% | signal |
| 98 | long | 2025-04-01 16:00 @ 85,262.55 | 2025-04-02 04:00 @ 84,492.60 | 12h | −$32.51 | -1.00% | signal |
| 99 | long | 2025-04-02 16:00 @ 86,726.84 | 2025-04-03 00:00 @ 82,468.60 | 8h | −$161.73 | -5.01% | signal |
| 100 | long | 2025-04-11 20:00 @ 83,826.26 | 2025-04-12 04:00 @ 82,923.71 | 8h | −$37.62 | -1.18% | signal |
| 101 | long | 2025-04-12 08:00 @ 83,702.14 | 2025-04-16 08:00 @ 83,308.34 | 4d | −$20.08 | -0.63% | signal |
| 102 | long | 2025-04-16 12:00 @ 84,025.20 | 2025-06-05 20:00 @ 101,852.63 | 50d 8h | $650.49 | +20.49% | signal |
| 103 | long | 2025-06-06 16:00 @ 105,056.41 | 2025-06-06 20:00 @ 104,156.16 | 4h | −$31.82 | -0.95% | signal |
| 104 | long | 2025-06-07 04:00 @ 104,843.36 | 2025-06-13 00:00 @ 105,588.28 | 5d 20h | $18.04 | +0.54% | signal |
| 105 | long | 2025-06-14 00:00 @ 106,048.51 | 2025-06-14 04:00 @ 105,168.26 | 4h | −$31.06 | -0.93% | signal |
| 106 | long | 2025-06-16 08:00 @ 107,045.20 | 2025-06-17 12:00 @ 105,571.78 | 1d 4h | −$49.60 | -1.49% | signal |
| 107 | long | 2025-06-25 00:00 @ 106,056.11 | 2025-07-01 20:00 @ 105,319.03 | 6d 20h | −$28.11 | -0.85% | signal |
| 108 | long | 2025-07-02 00:00 @ 105,659.03 | 2025-08-01 20:00 @ 113,255.74 | 30d 20h | $207.69 | +6.28% | signal |
| 109 | long | 2025-08-07 12:00 @ 116,492.39 | 2025-08-10 00:00 @ 116,398.82 | 2d 12h | −$7.45 | -0.22% | signal |
| 110 | long | 2025-08-10 04:00 @ 118,503.70 | 2025-08-15 16:00 @ 117,193.36 | 5d 12h | −$45.33 | -1.35% | signal |
| 111 | long | 2025-08-16 16:00 @ 117,650.53 | 2025-08-17 00:00 @ 117,306.33 | 8h | −$13.43 | -0.40% | signal |
| 112 | long | 2025-08-17 04:00 @ 117,650.83 | 2025-08-18 00:00 @ 117,330.43 | 20h | −$12.66 | -0.38% | signal |
| 113 | long | 2025-08-23 00:00 @ 116,920.88 | 2025-08-23 04:00 @ 115,499.50 | 4h | −$44.24 | -1.32% | signal |
| 114 | long | 2025-09-10 16:00 @ 113,824.06 | 2025-09-10 20:00 @ 113,502.59 | 4h | −$13.05 | -0.39% | signal |
| 115 | long | 2025-09-11 00:00 @ 113,919.58 | 2025-09-22 08:00 @ 112,432.01 | 11d 8h | −$51.59 | -1.55% | signal |
| 116 | long | 2025-09-23 08:00 @ 113,070.71 | 2025-09-23 16:00 @ 112,806.03 | 8h | −$11.29 | -0.34% | signal |
| 117 | long | 2025-09-24 12:00 @ 113,004.60 | 2025-09-25 04:00 @ 112,463.20 | 16h | −$19.31 | -0.58% | signal |
| 118 | long | 2025-09-29 16:00 @ 113,774.75 | 2025-10-11 00:00 @ 112,692.46 | 11d 8h | −$42.51 | -1.29% | signal |
| 119 | long | 2025-10-27 00:00 @ 114,520.80 | 2025-10-28 04:00 @ 113,841.23 | 1d 4h | −$23.93 | -0.73% | signal |
| 120 | long | 2025-10-28 08:00 @ 114,151.63 | 2025-10-28 20:00 @ 113,606.27 | 12h | −$19.34 | -0.59% | signal |
| 121 | long | 2025-12-09 20:00 @ 93,780.65 | 2025-12-10 00:00 @ 92,619.77 | 4h | −$43.89 | -1.34% | signal |
| 122 | long | 2025-12-22 12:00 @ 89,923.18 | 2025-12-22 20:00 @ 87,993.40 | 8h | −$73.66 | -2.25% | signal |
| 123 | long | 2025-12-29 04:00 @ 90,109.52 | 2025-12-29 12:00 @ 87,511.59 | 8h | −$97.31 | -2.99% | signal |
| 124 | long | 2026-01-02 12:00 @ 89,476.19 | 2026-01-20 20:00 @ 89,676.16 | 18d 8h | −$4.43 | -0.14% | signal |
| 125 | long | 2026-03-04 12:00 @ 71,096.52 | 2026-03-06 16:00 @ 68,454.61 | 2d 4h | −$123.50 | -3.83% | signal |
| 126 | long | 2026-03-09 16:00 @ 68,846.17 | 2026-03-22 00:00 @ 68,867.72 | 12d 8h | −$0.14 | -0.00% | signal |
| 127 | long | 2026-03-22 04:00 @ 69,320.96 | 2026-03-22 08:00 @ 68,870.72 | 4h | −$23.95 | -0.75% | signal |
| 128 | long | 2026-03-23 12:00 @ 70,111.22 | 2026-03-26 16:00 @ 69,041.09 | 3d 4h | −$52.61 | -1.65% | signal |
| 129 | long | 2026-04-06 12:00 @ 69,597.42 | 2026-04-07 00:00 @ 68,804.14 | 12h | −$39.39 | -1.24% | signal |
| 130 | long | 2026-04-08 00:00 @ 71,904.58 | 2026-05-17 04:00 @ 77,974.60 | 39d 4h | $271.19 | +8.56% | signal |
| 131 | long | 2026-05-17 08:00 @ 78,152.93 | 2026-05-17 16:00 @ 77,991.30 | 8h | −$9.96 | -0.31% | signal |
| 132 | long | 2026-05-17 20:00 @ 78,384.57 | 2026-05-18 00:00 @ 77,414.91 | 4h | −$43.21 | -1.34% | signal |
| 133 | long | 2026-07-04 20:00 @ 63,280.65 | 2026-07-05 04:00 @ 62,726.55 | 8h | −$31.73 | -0.98% | signal |
| 134 | long | 2026-07-05 08:00 @ 63,007.70 | 2026-07-05 12:00 @ 62,617.47 | 4h | −$23.39 | -0.73% | signal |
| 135 | long | 2026-07-05 16:00 @ 62,724.44 | 2026-07-06 12:00 @ 62,448.71 | 20h | −$18.03 | -0.56% | signal |
| 136 | long | 2026-07-06 16:00 @ 63,535.70 | 2026-07-08 12:00 @ 62,257.55 | 1d 20h | −$68.85 | -2.15% | signal |
| 137 | long | 2026-07-09 08:00 @ 62,986.19 | 2026-07-13 16:00 @ 62,584.18 | 4d 8h | −$26.01 | -0.82% | signal |
| 138 | long | 2026-07-14 12:00 @ 62,822.86 | 2026-07-17 08:00 @ 62,780.24 | 2d 20h | −$7.09 | -0.22% | signal |
| 139 | long | 2026-07-17 12:00 @ 63,285.75 | 2026-07-31 16:00 @ 62,682.76 | 14d 4h | −$40.82 | -1.28% | signal |
| 140 | long | 2026-08-03 20:00 @ 63,849.67 | 2026-08-04 00:00 @ 63,484.40 | 4h | −$21.28 | -0.67% | signal |
| 141 | long | 2026-08-04 12:00 @ 63,912.98 | 2026-08-10 20:00 @ 64,004.40 | 6d 8h | −$1.69 | -0.05% | signal |
| 142 | long | 2026-08-11 12:00 @ 64,371.27 | 2026-08-11 16:00 @ 63,572.58 | 4h | −$42.38 | -1.34% | signal |
| 143 | long | 2026-08-17 20:00 @ 64,293.26 | 2026-08-18 04:00 @ 64,134.67 | 8h | −$11.08 | -0.35% | signal |
| 144 | long | 2026-08-18 12:00 @ 64,338.97 | 2026-08-31 20:00 @ 78,533.89 | 13d 8h | $678.81 | +21.56% | end of data |
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.