[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,451 bars in 2.6ms
Underperformed the market. Holding BTCUSDT returned +71.85% over the same period, against this strategy’s +18.41%.
Net P&L
+18.41%
$1,841.16
Max drawdown
-12.85%
Max run-up
+42.91%
Trades
311
13.5% win rate
Profit factor
1.24
2021-12-31drawdown · worst -12.85%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +16.73% | -10.44% | 167 | 16% |
| Validation | 2024-10-19 → 2025-09-25 | +5.44% | -8.77% | 68 | 10% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -3.79% | -10.80% | 76 | 12% |
Risk-adjusted
- Sharpe
- 0.45
- Sortino
- 0.66
- Calmar
- 0.29
- Return ÷ max drawdown
- 1.43
- CAGR
- +3.69%
- Exposure
- 51.0%
Per trade
- Expectancy
- $5.92 · +0.25%
- Average win / loss
- $223.60 / −$28.07
- Payoff ratio
- 7.97
- Largest win / loss
- $1,390.37 / −$171.58
- Longest losing streak(winning: 2)
- 22 trades
Drawdown over time
- Max drawdown
- -12.85%
- Longest time under water(still going at the end)
- 414 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$855.96
- Funding
- −$633.26
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +71.85%
Monte Carlo
1,000 alternative histories, each 311 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 | -16.32% | +16.58% | +73.57% |
| Max drawdown | -25.46% | -14.69% | -7.95% |
22% of histories lost money, and 63% had a deeper drawdown than this run’s -12.85%. 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
311 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-20 16:00 @ 43,284.41 | 2022-01-20 22:00 @ 41,311.41 | 6h | −$116.65 | -4.67% | signal |
| 2 | long | 2022-02-01 14:00 @ 38,852.62 | 2022-02-01 20:00 @ 38,348.37 | 6h | −$34.37 | -1.39% | signal |
| 3 | long | 2022-02-01 22:00 @ 38,771.16 | 2022-02-02 08:00 @ 38,261.35 | 10h | −$34.75 | -1.41% | signal |
| 4 | long | 2022-02-02 10:00 @ 38,512.70 | 2022-02-02 16:00 @ 37,412.05 | 6h | −$72.54 | -2.96% | signal |
| 5 | long | 2022-02-04 08:00 @ 37,866.57 | 2022-02-04 14:00 @ 37,408.33 | 6h | −$31.68 | -1.30% | signal |
| 6 | long | 2022-02-04 16:00 @ 39,489.62 | 2022-02-17 18:00 @ 41,723.05 | 13d 2h | $127.91 | +5.27% | signal |
| 7 | long | 2022-02-28 16:00 @ 40,800.96 | 2022-03-04 20:00 @ 39,777.34 | 4d 4h | −$66.68 | -2.71% | signal |
| 8 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 06:00 @ 39,182.36 | 1d 2h | −$123.13 | -5.04% | signal |
| 9 | long | 2022-03-11 12:00 @ 39,886.28 | 2022-03-11 14:00 @ 39,237.15 | 2h | −$41.65 | -1.73% | signal |
| 10 | long | 2022-03-16 10:00 @ 40,497.00 | 2022-04-06 12:00 @ 44,793.54 | 21d 2h | $238.90 | +9.95% | signal |
| 11 | long | 2022-04-20 12:00 @ 42,079.11 | 2022-04-20 14:00 @ 41,572.58 | 2h | −$32.08 | -1.30% | signal |
| 12 | long | 2022-04-21 08:00 @ 41,842.07 | 2022-04-21 10:00 @ 41,772.74 | 2h | −$6.39 | -0.26% | signal |
| 13 | long | 2022-04-21 12:00 @ 42,426.48 | 2022-04-21 18:00 @ 41,538.39 | 6h | −$53.88 | -2.20% | signal |
| 14 | long | 2022-04-26 06:00 @ 40,575.21 | 2022-04-26 10:00 @ 40,370.22 | 4h | −$14.99 | -0.61% | signal |
| 15 | long | 2022-04-28 18:00 @ 40,263.35 | 2022-04-28 20:00 @ 39,966.71 | 2h | −$20.36 | -0.84% | signal |
| 16 | long | 2022-05-04 20:00 @ 39,863.17 | 2022-05-05 10:00 @ 39,479.30 | 14h | −$26.29 | -1.08% | signal |
| 17 | long | 2022-05-25 04:00 @ 30,195.04 | 2022-05-25 06:00 @ 29,860.43 | 2h | −$29.26 | -1.21% | signal |
| 18 | long | 2022-05-30 02:00 @ 29,767.45 | 2022-06-01 22:00 @ 29,576.88 | 2d 20h | −$19.90 | -0.82% | signal |
| 19 | long | 2022-06-02 06:00 @ 29,865.97 | 2022-06-03 12:00 @ 29,738.05 | 1d 6h | −$12.72 | -0.53% | signal |
| 20 | long | 2022-06-04 16:00 @ 29,845.87 | 2022-06-04 18:00 @ 29,687.46 | 2h | −$15.31 | -0.64% | signal |
| 21 | long | 2022-06-05 00:00 @ 29,854.47 | 2022-06-05 02:00 @ 29,672.96 | 2h | −$17.11 | -0.71% | signal |
| 22 | long | 2022-06-05 16:00 @ 29,964.39 | 2022-06-07 02:00 @ 29,549.89 | 1d 10h | −$36.57 | -1.52% | signal |
| 23 | long | 2022-06-07 20:00 @ 31,056.61 | 2022-06-09 20:00 @ 29,997.80 | 2d | −$85.22 | -3.57% | signal |
| 24 | long | 2022-06-09 22:00 @ 30,131.83 | 2022-06-10 02:00 @ 29,863.53 | 4h | −$23.69 | -1.00% | signal |
| 25 | long | 2022-06-10 04:00 @ 30,108.02 | 2022-06-10 08:00 @ 30,035.59 | 4h | −$8.04 | -0.34% | signal |
| 26 | long | 2022-07-05 00:00 @ 20,230.35 | 2022-07-05 10:00 @ 19,754.45 | 10h | −$58.23 | -2.47% | signal |
| 27 | long | 2022-07-05 20:00 @ 20,396.98 | 2022-07-06 00:00 @ 20,166.07 | 4h | −$28.90 | -1.23% | signal |
| 28 | long | 2022-07-06 20:00 @ 20,323.86 | 2022-07-11 08:00 @ 20,425.21 | 4d 12h | $6.72 | +0.29% | signal |
| 29 | long | 2022-07-11 10:00 @ 20,547.01 | 2022-07-11 14:00 @ 20,362.93 | 4h | −$23.30 | -1.00% | signal |
| 30 | long | 2022-07-11 16:00 @ 20,434.29 | 2022-07-11 22:00 @ 20,226.25 | 6h | −$26.29 | -1.13% | signal |
| 31 | long | 2022-07-14 00:00 @ 20,224.14 | 2022-07-14 06:00 @ 20,102.78 | 6h | −$16.30 | -0.70% | signal |
| 32 | long | 2022-07-14 16:00 @ 20,383.48 | 2022-07-26 00:00 @ 21,295.74 | 11d 8h | $95.14 | +4.09% | signal |
| 33 | long | 2022-07-27 18:00 @ 21,616.92 | 2022-08-04 00:00 @ 22,796.94 | 7d 6h | $121.46 | +5.17% | signal |
| 34 | long | 2022-08-04 02:00 @ 23,133.63 | 2022-08-04 10:00 @ 22,853.43 | 8h | −$31.21 | -1.31% | signal |
| 35 | long | 2022-08-04 14:00 @ 23,020.00 | 2022-08-04 18:00 @ 22,620.28 | 4h | −$43.55 | -1.84% | signal |
| 36 | long | 2022-08-05 04:00 @ 23,163.13 | 2022-08-05 18:00 @ 22,814.54 | 14h | −$38.06 | -1.61% | signal |
| 37 | long | 2022-08-05 20:00 @ 22,927.18 | 2022-08-10 02:00 @ 22,866.13 | 4d 6h | −$10.68 | -0.45% | signal |
| 38 | long | 2022-08-10 10:00 @ 23,076.21 | 2022-08-17 14:00 @ 23,411.52 | 7d 4h | $30.47 | +1.30% | signal |
| 39 | long | 2022-09-09 06:00 @ 20,530.51 | 2022-09-13 20:00 @ 20,267.95 | 4d 14h | −$35.73 | -1.52% | signal |
| 40 | long | 2022-09-14 02:00 @ 20,294.66 | 2022-09-14 08:00 @ 20,231.35 | 6h | −$9.66 | -0.41% | signal |
| 41 | long | 2022-09-14 10:00 @ 20,343.97 | 2022-09-14 12:00 @ 20,215.86 | 2h | −$17.10 | -0.73% | signal |
| 42 | long | 2022-09-14 14:00 @ 20,301.26 | 2022-09-14 16:00 @ 20,161.57 | 2h | −$18.43 | -0.79% | signal |
| 43 | long | 2022-09-27 04:00 @ 20,096.02 | 2022-09-27 18:00 @ 18,943.21 | 14h | −$136.64 | -5.85% | signal |
| 44 | long | 2022-09-30 00:00 @ 19,586.42 | 2022-09-30 04:00 @ 19,390.12 | 4h | −$25.58 | -1.11% | signal |
| 45 | long | 2022-09-30 06:00 @ 19,443.89 | 2022-09-30 22:00 @ 19,348.23 | 16h | −$14.04 | -0.61% | signal |
| 46 | long | 2022-10-01 00:00 @ 19,415.48 | 2022-10-01 06:00 @ 19,308.94 | 6h | −$14.93 | -0.65% | signal |
| 47 | long | 2022-10-02 06:00 @ 19,326.76 | 2022-10-02 08:00 @ 19,272.64 | 2h | −$8.69 | -0.38% | signal |
| 48 | long | 2022-10-03 16:00 @ 19,333.87 | 2022-10-08 22:00 @ 19,305.54 | 5d 6h | −$8.99 | -0.39% | signal |
| 49 | long | 2022-10-09 12:00 @ 19,464.79 | 2022-10-10 00:00 @ 19,426.11 | 12h | −$6.86 | -0.30% | signal |
| 50 | long | 2022-10-10 02:00 @ 19,495.90 | 2022-10-10 04:00 @ 19,437.21 | 2h | −$9.14 | -0.40% | signal |
| 51 | long | 2022-10-14 02:00 @ 19,858.07 | 2022-10-14 16:00 @ 19,349.03 | 14h | −$60.89 | -2.67% | signal |
| 52 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 16:00 @ 19,360.23 | 1d 4h | −$14.08 | -0.62% | signal |
| 53 | long | 2022-10-23 18:00 @ 19,472.59 | 2022-11-08 04:00 @ 20,136.57 | 15d 10h | $70.42 | +3.12% | signal |
| 54 | long | 2022-11-26 02:00 @ 16,627.32 | 2022-11-26 08:00 @ 16,573.58 | 6h | −$9.64 | -0.42% | signal |
| 55 | long | 2022-11-27 22:00 @ 16,572.81 | 2022-11-28 00:00 @ 16,419.22 | 2h | −$23.35 | -1.03% | signal |
| 56 | long | 2022-11-29 10:00 @ 16,510.70 | 2022-11-29 12:00 @ 16,484.70 | 2h | −$5.84 | -0.26% | signal |
| 57 | long | 2022-11-30 02:00 @ 16,878.27 | 2022-12-16 10:00 @ 17,025.69 | 16d 8h | $13.44 | +0.59% | signal |
| 58 | long | 2023-01-02 12:00 @ 16,731.75 | 2023-01-02 14:00 @ 16,684.36 | 2h | −$8.70 | -0.38% | signal |
| 59 | long | 2023-01-02 16:00 @ 16,732.55 | 2023-01-02 18:00 @ 16,706.66 | 2h | −$5.84 | -0.26% | signal |
| 60 | long | 2023-01-02 20:00 @ 16,733.85 | 2023-01-03 00:00 @ 16,662.57 | 4h | −$11.92 | -0.53% | signal |
| 61 | long | 2023-01-03 06:00 @ 16,723.34 | 2023-01-03 16:00 @ 16,667.57 | 10h | −$10.02 | -0.44% | signal |
| 62 | long | 2023-01-04 04:00 @ 16,859.27 | 2023-02-05 18:00 @ 22,843.93 | 32d 14h | $774.32 | +34.23% | signal |
| 63 | long | 2023-02-07 18:00 @ 23,282.56 | 2023-02-07 20:00 @ 23,081.48 | 2h | −$23.65 | -0.96% | signal |
| 64 | long | 2023-02-07 22:00 @ 23,194.14 | 2023-02-08 14:00 @ 23,099.38 | 16h | −$12.94 | -0.53% | signal |
| 65 | long | 2023-02-15 16:00 @ 22,802.56 | 2023-02-24 18:00 @ 23,048.29 | 9d 2h | $16.98 | +0.69% | signal |
| 66 | long | 2023-02-26 20:00 @ 23,495.70 | 2023-02-27 06:00 @ 23,373.12 | 10h | −$15.43 | -0.63% | signal |
| 67 | long | 2023-02-27 08:00 @ 23,415.78 | 2023-02-27 10:00 @ 23,374.22 | 2h | −$6.82 | -0.28% | signal |
| 68 | long | 2023-02-27 14:00 @ 23,700.94 | 2023-02-27 18:00 @ 23,316.24 | 4h | −$42.28 | -1.73% | signal |
| 69 | long | 2023-03-01 06:00 @ 23,690.84 | 2023-03-01 20:00 @ 23,338.13 | 14h | −$39.15 | -1.61% | signal |
| 70 | long | 2023-03-13 06:00 @ 22,391.88 | 2023-03-13 10:00 @ 21,951.71 | 4h | −$50.21 | -2.07% | signal |
| 71 | long | 2023-03-13 14:00 @ 22,471.69 | 2023-04-03 02:00 @ 27,691.16 | 20d 12h | $545.37 | +22.61% | signal |
| 72 | long | 2023-04-03 08:00 @ 27,952.09 | 2023-04-03 22:00 @ 27,693.56 | 14h | −$26.22 | -1.03% | signal |
| 73 | long | 2023-04-04 04:00 @ 27,849.17 | 2023-04-06 08:00 @ 27,891.12 | 2d 4h | $0.89 | +0.03% | signal |
| 74 | long | 2023-04-06 16:00 @ 28,084.92 | 2023-04-07 08:00 @ 27,816.54 | 16h | −$26.78 | -1.05% | signal |
| 75 | long | 2023-04-08 04:00 @ 28,011.50 | 2023-04-08 18:00 @ 27,920.51 | 14h | −$10.86 | -0.43% | signal |
| 76 | long | 2023-04-09 02:00 @ 28,070.61 | 2023-04-09 08:00 @ 27,882.62 | 6h | −$19.49 | -0.77% | signal |
| 77 | long | 2023-04-09 20:00 @ 28,138.03 | 2023-04-19 22:00 @ 29,159.17 | 10d 2h | $83.66 | +3.31% | signal |
| 78 | long | 2023-04-26 14:00 @ 29,843.37 | 2023-04-26 20:00 @ 27,866.33 | 6h | −$171.58 | -6.73% | signal |
| 79 | long | 2023-04-27 16:00 @ 29,142.43 | 2023-04-28 14:00 @ 29,013.00 | 22h | −$14.22 | -0.57% | signal |
| 80 | long | 2023-04-28 16:00 @ 29,139.83 | 2023-05-01 02:00 @ 28,482.50 | 2d 10h | −$59.79 | -2.39% | signal |
| 81 | long | 2023-05-03 10:00 @ 28,659.03 | 2023-05-03 12:00 @ 28,529.29 | 2h | −$13.74 | -0.55% | signal |
| 82 | long | 2023-05-03 22:00 @ 28,920.88 | 2023-05-08 00:00 @ 28,413.82 | 4d 2h | −$48.29 | -1.94% | signal |
| 83 | long | 2023-05-23 04:00 @ 27,360.17 | 2023-05-23 18:00 @ 27,187.66 | 14h | −$18.54 | -0.75% | signal |
| 84 | long | 2023-05-24 00:00 @ 27,215.34 | 2023-05-24 02:00 @ 27,120.17 | 2h | −$11.34 | -0.46% | signal |
| 85 | long | 2023-05-28 02:00 @ 27,085.52 | 2023-05-31 16:00 @ 26,894.62 | 3d 14h | −$21.70 | -0.88% | signal |
| 86 | long | 2023-05-31 18:00 @ 27,049.81 | 2023-05-31 20:00 @ 26,994.10 | 2h | −$7.52 | -0.31% | signal |
| 87 | long | 2023-05-31 22:00 @ 27,087.32 | 2023-06-01 04:00 @ 26,763.25 | 6h | −$31.89 | -1.30% | signal |
| 88 | long | 2023-06-02 06:00 @ 27,145.63 | 2023-06-02 14:00 @ 26,891.02 | 8h | −$25.64 | -1.05% | signal |
| 89 | long | 2023-06-02 16:00 @ 27,086.72 | 2023-06-03 22:00 @ 26,984.60 | 1d 6h | −$12.45 | -0.51% | signal |
| 90 | long | 2023-06-04 00:00 @ 27,060.31 | 2023-06-05 04:00 @ 26,830.43 | 1d 4h | −$24.01 | -0.98% | signal |
| 91 | long | 2023-06-06 20:00 @ 27,078.71 | 2023-06-07 04:00 @ 26,891.52 | 8h | −$19.49 | -0.80% | signal |
| 92 | long | 2023-06-16 20:00 @ 26,376.37 | 2023-06-16 22:00 @ 26,284.74 | 2h | −$10.86 | -0.45% | signal |
| 93 | long | 2023-06-17 00:00 @ 26,341.17 | 2023-06-17 02:00 @ 26,184.26 | 2h | −$17.11 | -0.71% | signal |
| 94 | long | 2023-06-17 06:00 @ 26,684.94 | 2023-07-06 22:00 @ 30,201.26 | 19d 16h | $302.89 | +12.51% | signal |
| 95 | long | 2023-07-10 20:00 @ 30,830.66 | 2023-07-10 22:00 @ 30,276.74 | 2h | −$47.35 | -1.90% | signal |
| 96 | long | 2023-07-11 02:00 @ 30,578.21 | 2023-07-11 04:00 @ 30,454.81 | 2h | −$12.51 | -0.50% | signal |
| 97 | long | 2023-07-11 08:00 @ 30,534.71 | 2023-07-11 10:00 @ 30,429.31 | 2h | −$11.25 | -0.45% | signal |
| 98 | long | 2023-07-11 16:00 @ 30,591.62 | 2023-07-12 18:00 @ 30,427.01 | 1d 2h | −$16.36 | -0.66% | signal |
| 99 | long | 2023-07-13 10:00 @ 30,566.21 | 2023-07-14 20:00 @ 30,093.88 | 1d 10h | −$41.48 | -1.68% | signal |
| 100 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-02 08:00 @ 29,564.29 | 8h | −$14.56 | -0.59% | signal |
| 101 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-14 00:00 @ 29,287.44 | 5d 12h | −$18.21 | -0.74% | signal |
| 102 | long | 2023-08-14 04:00 @ 29,395.88 | 2023-08-15 20:00 @ 29,166.57 | 1d 16h | −$22.85 | -0.93% | signal |
| 103 | long | 2023-08-29 16:00 @ 27,416.88 | 2023-08-31 18:00 @ 26,314.04 | 2d 2h | −$101.53 | -4.14% | signal |
| 104 | long | 2023-09-07 22:00 @ 26,154.83 | 2023-09-08 10:00 @ 26,026.99 | 12h | −$14.25 | -0.59% | signal |
| 105 | long | 2023-09-12 12:00 @ 26,092.42 | 2023-09-12 18:00 @ 25,886.02 | 6h | −$21.49 | -0.89% | signal |
| 106 | long | 2023-09-12 20:00 @ 26,057.31 | 2023-09-13 00:00 @ 25,820.63 | 4h | −$24.36 | -1.01% | signal |
| 107 | long | 2023-09-13 10:00 @ 26,146.83 | 2023-09-25 00:00 @ 26,227.15 | 11d 14h | $4.65 | +0.19% | signal |
| 108 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 16:00 @ 26,288.14 | 4h | −$45.02 | -1.87% | signal |
| 109 | long | 2023-09-28 14:00 @ 26,571.41 | 2023-10-11 04:00 @ 26,995.30 | 12d 14h | $34.68 | +1.44% | signal |
| 110 | long | 2023-10-11 10:00 @ 27,280.66 | 2023-10-11 12:00 @ 27,179.56 | 2h | −$11.33 | -0.47% | signal |
| 111 | long | 2023-10-16 06:00 @ 27,908.98 | 2023-11-14 20:00 @ 35,298.94 | 29d 14h | $610.38 | +25.36% | signal |
| 112 | long | 2023-11-14 22:00 @ 35,601.32 | 2023-11-15 02:00 @ 35,437.31 | 4h | −$14.60 | -0.57% | signal |
| 113 | long | 2023-11-15 06:00 @ 35,626.42 | 2023-11-22 00:00 @ 35,729.85 | 6d 18h | −$0.61 | -0.02% | signal |
| 114 | long | 2023-11-22 08:00 @ 36,437.99 | 2023-11-27 14:00 @ 36,936.31 | 5d 6h | $28.18 | +1.10% | signal |
| 115 | long | 2023-11-27 22:00 @ 37,028.30 | 2023-11-28 06:00 @ 36,887.52 | 8h | −$12.56 | -0.49% | signal |
| 116 | long | 2023-11-28 08:00 @ 37,094.62 | 2023-12-17 06:00 @ 41,910.62 | 18d 22h | $310.50 | +12.13% | signal |
| 117 | long | 2023-12-17 10:00 @ 42,012.20 | 2023-12-17 12:00 @ 41,971.40 | 2h | −$5.20 | -0.20% | signal |
| 118 | long | 2023-12-17 18:00 @ 42,129.52 | 2023-12-17 22:00 @ 41,961.71 | 4h | −$13.13 | -0.50% | signal |
| 119 | long | 2023-12-18 22:00 @ 42,651.53 | 2023-12-19 18:00 @ 41,873.42 | 20h | −$51.43 | -1.95% | signal |
| 120 | long | 2023-12-19 22:00 @ 42,557.71 | 2023-12-20 00:00 @ 42,289.74 | 2h | −$19.11 | -0.73% | signal |
| 121 | long | 2023-12-20 06:00 @ 42,748.55 | 2023-12-26 06:00 @ 42,784.44 | 6d | −$10.85 | -0.41% | signal |
| 122 | long | 2023-12-27 10:00 @ 42,783.66 | 2023-12-28 16:00 @ 42,477.40 | 1d 6h | −$23.49 | -0.90% | signal |
| 123 | long | 2023-12-29 12:00 @ 42,917.38 | 2023-12-29 16:00 @ 42,293.14 | 4h | −$40.50 | -1.55% | signal |
| 124 | long | 2024-01-01 18:00 @ 42,855.57 | 2024-01-03 14:00 @ 42,537.19 | 1d 20h | −$27.16 | -1.05% | signal |
| 125 | long | 2024-01-04 14:00 @ 43,352.97 | 2024-01-12 18:00 @ 43,825.33 | 8d 4h | $18.89 | +0.73% | signal |
| 126 | long | 2024-01-27 22:00 @ 42,146.23 | 2024-03-16 20:00 @ 66,955.71 | 48d 22h | $1,390.37 | +53.60% | signal |
| 127 | long | 2024-03-17 16:00 @ 68,023.50 | 2024-03-18 14:00 @ 67,592.18 | 22h | −$23.81 | -0.81% | signal |
| 128 | long | 2024-03-25 14:00 @ 68,060.21 | 2024-04-02 04:00 @ 66,720.75 | 7d 14h | −$81.74 | -2.78% | signal |
| 129 | long | 2024-04-04 16:00 @ 67,645.23 | 2024-04-05 06:00 @ 66,893.92 | 14h | −$35.87 | -1.23% | signal |
| 130 | long | 2024-04-05 16:00 @ 68,213.64 | 2024-04-05 18:00 @ 67,442.31 | 2h | −$36.04 | -1.24% | signal |
| 131 | long | 2024-04-06 00:00 @ 67,839.37 | 2024-04-06 02:00 @ 67,686.46 | 2h | −$9.71 | -0.34% | signal |
| 132 | long | 2024-04-06 06:00 @ 68,042.11 | 2024-04-06 10:00 @ 67,781.34 | 4h | −$14.27 | -0.49% | signal |
| 133 | long | 2024-04-06 16:00 @ 68,107.62 | 2024-04-10 14:00 @ 68,286.24 | 3d 22h | −$0.69 | -0.02% | signal |
| 134 | long | 2024-04-10 18:00 @ 69,409.48 | 2024-04-12 18:00 @ 68,177.66 | 2d | −$57.19 | -1.98% | signal |
| 135 | long | 2024-04-22 18:00 @ 66,520.50 | 2024-04-23 04:00 @ 66,396.72 | 10h | −$8.19 | -0.28% | signal |
| 136 | long | 2024-04-23 06:00 @ 66,475.29 | 2024-04-23 08:00 @ 66,066.68 | 2h | −$20.54 | -0.71% | signal |
| 137 | long | 2024-04-23 14:00 @ 66,480.59 | 2024-04-23 22:00 @ 66,310.24 | 8h | −$10.19 | -0.36% | signal |
| 138 | long | 2024-04-24 00:00 @ 66,399.48 | 2024-04-24 14:00 @ 66,027.79 | 14h | −$19.10 | -0.67% | signal |
| 139 | long | 2024-05-04 06:00 @ 63,371.57 | 2024-05-04 08:00 @ 62,918.81 | 2h | −$23.30 | -0.81% | signal |
| 140 | long | 2024-05-04 10:00 @ 63,167.53 | 2024-05-05 06:00 @ 63,172.16 | 20h | −$3.02 | -0.11% | signal |
| 141 | long | 2024-05-05 08:00 @ 63,709.84 | 2024-05-06 18:00 @ 63,139.17 | 1d 10h | −$28.76 | -1.01% | signal |
| 142 | long | 2024-05-06 22:00 @ 63,526.70 | 2024-05-07 00:00 @ 63,130.07 | 2h | −$20.63 | -0.72% | signal |
| 143 | long | 2024-05-07 02:00 @ 63,873.87 | 2024-05-07 04:00 @ 63,191.46 | 2h | −$33.21 | -1.17% | signal |
| 144 | long | 2024-05-07 06:00 @ 63,542.71 | 2024-05-07 20:00 @ 63,022.09 | 14h | −$26.35 | -0.93% | signal |
| 145 | long | 2024-05-10 00:00 @ 63,062.61 | 2024-05-10 16:00 @ 60,881.52 | 16h | −$100.81 | -3.56% | signal |
| 146 | long | 2024-05-13 08:00 @ 62,308.96 | 2024-05-14 10:00 @ 61,755.05 | 1d 2h | −$28.77 | -1.03% | signal |
| 147 | long | 2024-05-15 04:00 @ 61,935.58 | 2024-05-31 16:00 @ 67,239.15 | 16d 12h | $224.59 | +8.03% | signal |
| 148 | long | 2024-06-02 12:00 @ 68,297.66 | 2024-06-02 14:00 @ 68,186.36 | 2h | −$7.50 | -0.26% | signal |
| 149 | long | 2024-06-03 02:00 @ 68,535.20 | 2024-06-11 02:00 @ 68,727.65 | 8d | −$2.37 | -0.08% | signal |
| 150 | long | 2024-06-12 14:00 @ 69,338.87 | 2024-06-12 20:00 @ 67,509.60 | 6h | −$78.28 | -2.75% | signal |
| 151 | long | 2024-07-01 02:00 @ 63,644.63 | 2024-07-01 04:00 @ 63,403.82 | 2h | −$13.53 | -0.48% | signal |
| 152 | long | 2024-07-01 18:00 @ 63,696.34 | 2024-07-01 20:00 @ 63,194.56 | 2h | −$25.09 | -0.89% | signal |
| 153 | long | 2024-07-14 00:00 @ 59,185.73 | 2024-07-31 12:00 @ 66,049.49 | 17d 12h | $315.99 | +11.20% | signal |
| 154 | long | 2024-07-31 14:00 @ 66,497.90 | 2024-07-31 20:00 @ 65,215.05 | 6h | −$58.92 | -2.03% | signal |
| 155 | long | 2024-08-14 12:00 @ 61,272.85 | 2024-08-14 14:00 @ 59,570.98 | 2h | −$82.98 | -2.88% | signal |
| 156 | long | 2024-08-17 18:00 @ 59,411.18 | 2024-08-17 22:00 @ 59,267.24 | 4h | −$9.80 | -0.34% | signal |
| 157 | long | 2024-08-18 00:00 @ 59,480.39 | 2024-08-19 00:00 @ 58,378.42 | 1d | −$55.84 | -1.95% | signal |
| 158 | long | 2024-08-19 18:00 @ 59,002.80 | 2024-08-27 22:00 @ 60,367.52 | 8d 4h | $62.86 | +2.21% | signal |
| 159 | long | 2024-08-29 14:00 @ 60,615.82 | 2024-08-29 18:00 @ 60,489.00 | 4h | −$8.87 | -0.31% | signal |
| 160 | long | 2024-09-12 02:00 @ 58,132.32 | 2024-09-12 14:00 @ 57,584.18 | 12h | −$29.81 | -1.04% | signal |
| 161 | long | 2024-09-12 18:00 @ 58,370.27 | 2024-10-01 14:00 @ 62,826.33 | 18d 20h | $208.07 | +7.29% | signal |
| 162 | long | 2024-10-07 02:00 @ 63,808.26 | 2024-10-07 10:00 @ 63,173.06 | 8h | −$31.79 | -1.09% | signal |
| 163 | long | 2024-10-07 14:00 @ 63,442.69 | 2024-10-08 00:00 @ 62,178.16 | 10h | −$60.69 | -2.09% | signal |
| 164 | long | 2024-10-11 20:00 @ 63,054.91 | 2024-10-11 22:00 @ 62,805.04 | 2h | −$14.30 | -0.50% | signal |
| 165 | long | 2024-10-12 12:00 @ 62,912.98 | 2024-10-13 02:00 @ 62,833.53 | 14h | −$6.49 | -0.23% | signal |
| 166 | long | 2024-10-13 22:00 @ 62,873.57 | 2024-10-14 02:00 @ 62,585.68 | 4h | −$16.20 | -0.56% | signal |
| 167 | long | 2024-10-14 04:00 @ 64,293.66 | 2024-11-03 04:00 @ 68,353.93 | 20d | $160.56 | +5.59% | signal |
| 168 | long | 2024-11-03 22:00 @ 69,153.63 | 2024-11-04 08:00 @ 68,587.28 | 10h | −$27.05 | -0.93% | signal |
| 169 | long | 2024-11-04 12:00 @ 68,791.86 | 2024-11-04 14:00 @ 68,636.17 | 2h | −$9.48 | -0.33% | signal |
| 170 | long | 2024-11-05 08:00 @ 68,889.68 | 2024-11-05 10:00 @ 68,736.35 | 2h | −$9.66 | -0.33% | signal |
| 171 | long | 2024-11-05 12:00 @ 68,802.26 | 2024-11-26 20:00 @ 91,741.65 | 21d 8h | $927.63 | +31.96% | signal |
| 172 | long | 2024-11-27 00:00 @ 92,039.90 | 2024-12-02 18:00 @ 94,631.97 | 5d 18h | $75.44 | +2.41% | signal |
| 173 | long | 2024-12-02 20:00 @ 95,893.07 | 2024-12-03 12:00 @ 95,026.89 | 16h | −$32.80 | -1.04% | signal |
| 174 | long | 2024-12-03 16:00 @ 95,763.85 | 2024-12-04 18:00 @ 95,590.58 | 1d 2h | −$11.62 | -0.37% | signal |
| 175 | long | 2024-12-04 20:00 @ 97,302.86 | 2024-12-09 20:00 @ 97,107.37 | 5d | −$20.90 | -0.67% | signal |
| 176 | long | 2024-12-10 00:00 @ 97,368.57 | 2024-12-10 04:00 @ 96,938.51 | 4h | −$17.30 | -0.55% | signal |
| 177 | long | 2024-12-10 08:00 @ 97,237.14 | 2024-12-10 16:00 @ 95,655.67 | 8h | −$54.36 | -1.74% | signal |
| 178 | long | 2024-12-11 04:00 @ 97,426.38 | 2024-12-19 00:00 @ 100,161.16 | 7d 20h | $77.10 | +2.47% | signal |
| 179 | long | 2024-12-19 04:00 @ 101,183.63 | 2024-12-19 18:00 @ 98,791.04 | 14h | −$77.92 | -2.48% | signal |
| 180 | long | 2025-01-02 20:00 @ 97,312.16 | 2025-01-03 08:00 @ 96,255.84 | 12h | −$37.26 | -1.19% | signal |
| 181 | long | 2025-01-03 12:00 @ 96,729.74 | 2025-01-08 08:00 @ 95,609.17 | 4d 20h | −$42.90 | -1.38% | signal |
| 182 | long | 2025-01-14 10:00 @ 97,149.33 | 2025-01-27 06:00 @ 100,300.64 | 12d 20h | $87.19 | +2.81% | signal |
| 183 | long | 2025-01-27 22:00 @ 101,327.06 | 2025-01-28 22:00 @ 100,278.64 | 1d | −$36.13 | -1.16% | signal |
| 184 | long | 2025-01-29 02:00 @ 101,826.36 | 2025-01-29 14:00 @ 101,768.34 | 12h | −$5.20 | -0.17% | signal |
| 185 | long | 2025-01-29 18:00 @ 102,384.07 | 2025-01-31 20:00 @ 102,255.24 | 2d 2h | −$8.56 | -0.28% | signal |
| 186 | long | 2025-02-20 04:00 @ 97,036.80 | 2025-02-20 06:00 @ 96,850.63 | 2h | −$9.07 | -0.29% | signal |
| 187 | long | 2025-02-20 10:00 @ 97,159.33 | 2025-02-20 16:00 @ 96,851.73 | 6h | −$12.93 | -0.42% | signal |
| 188 | long | 2025-02-20 18:00 @ 97,934.88 | 2025-02-21 20:00 @ 95,228.35 | 1d 2h | −$88.86 | -2.86% | signal |
| 189 | long | 2025-03-02 18:00 @ 94,058.61 | 2025-03-03 04:00 @ 92,641.47 | 10h | −$49.29 | -1.60% | signal |
| 190 | long | 2025-03-03 06:00 @ 93,309.56 | 2025-03-03 08:00 @ 92,299.54 | 2h | −$36.26 | -1.18% | signal |
| 191 | long | 2025-03-03 12:00 @ 92,718.54 | 2025-03-03 16:00 @ 89,991.50 | 4h | −$92.97 | -3.04% | signal |
| 192 | long | 2025-03-06 04:00 @ 91,581.51 | 2025-03-06 10:00 @ 90,697.96 | 6h | −$32.50 | -1.07% | signal |
| 193 | long | 2025-03-06 12:00 @ 91,337.46 | 2025-03-06 14:00 @ 89,521.09 | 2h | −$63.20 | -2.09% | signal |
| 194 | long | 2025-03-19 20:00 @ 85,399.68 | 2025-03-20 18:00 @ 84,041.39 | 22h | −$51.09 | -1.70% | signal |
| 195 | long | 2025-03-21 02:00 @ 84,750.45 | 2025-03-21 04:00 @ 84,393.12 | 2h | −$15.64 | -0.52% | signal |
| 196 | long | 2025-03-21 22:00 @ 84,373.07 | 2025-03-22 00:00 @ 84,033.49 | 2h | −$15.04 | -0.50% | signal |
| 197 | long | 2025-03-22 06:00 @ 84,298.16 | 2025-03-22 14:00 @ 84,123.27 | 8h | −$9.14 | -0.31% | signal |
| 198 | long | 2025-03-22 18:00 @ 84,218.64 | 2025-03-22 22:00 @ 83,960.80 | 4h | −$12.13 | -0.41% | signal |
| 199 | long | 2025-03-23 02:00 @ 84,040.10 | 2025-03-28 16:00 @ 83,994.20 | 5d 14h | −$4.82 | -0.16% | signal |
| 200 | long | 2025-04-01 16:00 @ 85,262.55 | 2025-04-02 04:00 @ 84,492.60 | 12h | −$29.97 | -1.00% | 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.