[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 · 201–311 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2025-04-02 10:00 @ 84,999.00 | 2025-04-02 12:00 @ 84,511.39 | 2h | −$20.05 | -0.67% | signal |
| 202 | long | 2025-04-02 14:00 @ 85,200.64 | 2025-04-03 00:00 @ 82,468.60 | 10h | −$98.25 | -3.31% | signal |
| 203 | long | 2025-04-11 14:00 @ 82,894.18 | 2025-04-11 16:00 @ 82,470.30 | 2h | −$18.01 | -0.61% | signal |
| 204 | long | 2025-04-11 18:00 @ 83,904.98 | 2025-05-29 18:00 @ 106,233.65 | 48d | $762.41 | +25.91% | signal |
| 205 | long | 2025-06-08 22:00 @ 106,292.25 | 2025-06-09 00:00 @ 105,655.36 | 2h | −$21.90 | -0.70% | signal |
| 206 | long | 2025-06-09 10:00 @ 106,583.31 | 2025-06-12 22:00 @ 105,806.23 | 3d 12h | −$27.84 | -0.89% | signal |
| 207 | long | 2025-06-14 00:00 @ 106,048.51 | 2025-06-14 02:00 @ 105,399.32 | 2h | −$22.28 | -0.71% | signal |
| 208 | long | 2025-06-15 06:00 @ 106,052.31 | 2025-06-15 08:00 @ 105,353.13 | 2h | −$23.65 | -0.76% | signal |
| 209 | long | 2025-06-16 02:00 @ 105,777.55 | 2025-06-17 12:00 @ 105,571.78 | 1d 10h | −$9.64 | -0.31% | signal |
| 210 | long | 2025-06-20 10:00 @ 105,918.98 | 2025-06-20 14:00 @ 105,586.48 | 4h | −$12.86 | -0.41% | signal |
| 211 | long | 2025-06-24 18:00 @ 106,012.90 | 2025-07-01 20:00 @ 105,319.03 | 7d 2h | −$25.07 | -0.81% | signal |
| 212 | long | 2025-07-01 22:00 @ 105,753.75 | 2025-07-25 04:00 @ 115,361.62 | 23d 6h | $260.22 | +8.40% | signal |
| 213 | long | 2025-07-26 00:00 @ 117,606.92 | 2025-07-26 02:00 @ 117,120.37 | 2h | −$16.56 | -0.52% | signal |
| 214 | long | 2025-07-26 14:00 @ 118,123.02 | 2025-07-27 00:00 @ 117,865.72 | 10h | −$10.35 | -0.33% | signal |
| 215 | long | 2025-07-27 02:00 @ 118,087.31 | 2025-07-27 08:00 @ 118,059.88 | 6h | −$3.89 | -0.12% | signal |
| 216 | long | 2025-07-27 14:00 @ 118,205.94 | 2025-07-28 16:00 @ 118,129.27 | 1d 2h | −$6.15 | -0.20% | signal |
| 217 | long | 2025-07-29 04:00 @ 118,769.35 | 2025-07-29 16:00 @ 117,322.23 | 12h | −$41.87 | -1.33% | signal |
| 218 | long | 2025-07-31 04:00 @ 118,452.69 | 2025-07-31 18:00 @ 117,688.66 | 14h | −$24.03 | -0.76% | signal |
| 219 | long | 2025-08-07 14:00 @ 116,614.02 | 2025-08-07 18:00 @ 116,427.91 | 4h | −$8.34 | -0.27% | signal |
| 220 | long | 2025-08-07 20:00 @ 117,430.98 | 2025-08-08 06:00 @ 116,460.70 | 10h | −$29.10 | -0.93% | signal |
| 221 | long | 2025-08-08 08:00 @ 116,795.35 | 2025-08-08 16:00 @ 116,138.87 | 8h | −$20.75 | -0.66% | signal |
| 222 | long | 2025-08-08 18:00 @ 116,689.23 | 2025-08-08 20:00 @ 116,361.12 | 2h | −$11.90 | -0.38% | signal |
| 223 | long | 2025-08-08 22:00 @ 116,906.48 | 2025-08-09 04:00 @ 116,308.33 | 6h | −$19.35 | -0.62% | signal |
| 224 | long | 2025-08-09 06:00 @ 116,707.94 | 2025-08-18 02:00 @ 116,190.76 | 8d 20h | −$23.74 | -0.76% | signal |
| 225 | long | 2025-08-22 18:00 @ 116,996.19 | 2025-08-22 20:00 @ 116,602.07 | 2h | −$13.58 | -0.44% | signal |
| 226 | long | 2025-08-22 22:00 @ 117,001.80 | 2025-08-23 00:00 @ 116,874.12 | 2h | −$6.49 | -0.21% | signal |
| 227 | long | 2025-09-03 16:00 @ 112,190.93 | 2025-09-03 22:00 @ 111,914.21 | 6h | −$10.83 | -0.35% | signal |
| 228 | long | 2025-09-05 08:00 @ 112,922.58 | 2025-09-05 16:00 @ 110,651.97 | 8h | −$65.73 | -2.12% | signal |
| 229 | long | 2025-09-05 20:00 @ 111,572.31 | 2025-09-05 22:00 @ 110,521.89 | 2h | −$32.11 | -1.04% | signal |
| 230 | long | 2025-09-07 12:00 @ 111,271.75 | 2025-09-07 14:00 @ 111,145.87 | 2h | −$6.56 | -0.21% | signal |
| 231 | long | 2025-09-07 16:00 @ 111,298.46 | 2025-09-07 18:00 @ 110,903.31 | 2h | −$14.20 | -0.46% | signal |
| 232 | long | 2025-09-07 20:00 @ 111,239.14 | 2025-09-07 22:00 @ 110,984.20 | 2h | −$10.11 | -0.33% | signal |
| 233 | long | 2025-09-08 08:00 @ 111,258.75 | 2025-09-09 16:00 @ 110,807.93 | 1d 8h | −$16.36 | -0.53% | signal |
| 234 | long | 2025-09-09 18:00 @ 111,007.00 | 2025-09-22 02:00 @ 114,189.06 | 12d 8h | $79.48 | +2.59% | signal |
| 235 | long | 2025-09-22 04:00 @ 114,625.82 | 2025-09-22 06:00 @ 113,592.28 | 2h | −$30.88 | -1.00% | signal |
| 236 | long | 2025-09-29 18:00 @ 114,022.90 | 2025-09-30 08:00 @ 113,639.57 | 14h | −$13.49 | -0.44% | signal |
| 237 | long | 2025-09-30 20:00 @ 114,331.96 | 2025-10-10 20:00 @ 116,581.88 | 10d | $50.51 | +1.64% | signal |
| 238 | long | 2025-10-25 14:00 @ 111,649.13 | 2025-10-25 16:00 @ 111,318.73 | 2h | −$12.21 | -0.40% | signal |
| 239 | long | 2025-10-25 20:00 @ 111,597.21 | 2025-10-29 20:00 @ 110,583.78 | 4d | −$33.03 | -1.07% | signal |
| 240 | long | 2025-10-29 22:00 @ 111,580.51 | 2025-10-30 00:00 @ 109,963.60 | 2h | −$47.61 | -1.55% | signal |
| 241 | long | 2025-10-30 08:00 @ 111,335.86 | 2025-10-30 10:00 @ 110,107.57 | 2h | −$36.94 | -1.21% | signal |
| 242 | long | 2025-10-31 12:00 @ 110,397.78 | 2025-10-31 14:00 @ 110,098.78 | 2h | −$11.32 | -0.37% | signal |
| 243 | long | 2025-11-01 16:00 @ 110,275.15 | 2025-11-01 18:00 @ 110,138.07 | 2h | −$7.14 | -0.23% | signal |
| 244 | long | 2025-11-01 20:00 @ 110,271.05 | 2025-11-01 22:00 @ 109,793.24 | 2h | −$16.25 | -0.53% | signal |
| 245 | long | 2025-11-02 06:00 @ 110,475.19 | 2025-11-02 16:00 @ 110,044.19 | 10h | −$15.17 | -0.50% | signal |
| 246 | long | 2025-11-03 00:00 @ 110,517.00 | 2025-11-03 02:00 @ 109,592.28 | 2h | −$28.66 | -0.94% | signal |
| 247 | long | 2025-11-28 14:00 @ 92,347.67 | 2025-11-28 18:00 @ 90,603.08 | 4h | −$60.27 | -1.99% | signal |
| 248 | long | 2025-11-29 22:00 @ 90,988.19 | 2025-11-30 00:00 @ 90,746.75 | 2h | −$11.03 | -0.37% | signal |
| 249 | long | 2025-11-30 02:00 @ 90,884.17 | 2025-12-01 02:00 @ 87,116.57 | 1d | −$128.32 | -4.25% | signal |
| 250 | long | 2025-12-02 16:00 @ 90,827.36 | 2025-12-11 04:00 @ 89,815.13 | 8d 12h | −$38.46 | -1.29% | signal |
| 251 | long | 2025-12-11 20:00 @ 90,811.66 | 2025-12-12 16:00 @ 89,877.02 | 20h | −$33.92 | -1.14% | signal |
| 252 | long | 2025-12-22 10:00 @ 89,803.26 | 2025-12-22 20:00 @ 87,993.40 | 10h | −$62.91 | -2.12% | signal |
| 253 | long | 2025-12-26 04:00 @ 88,813.96 | 2025-12-26 08:00 @ 88,415.31 | 4h | −$16.19 | -0.55% | signal |
| 254 | long | 2025-12-26 10:00 @ 88,800.66 | 2025-12-26 12:00 @ 88,489.90 | 2h | −$13.25 | -0.45% | signal |
| 255 | long | 2025-12-26 14:00 @ 88,976.99 | 2025-12-26 16:00 @ 87,082.58 | 2h | −$65.57 | -2.23% | signal |
| 256 | long | 2025-12-29 02:00 @ 88,436.98 | 2025-12-29 12:00 @ 87,511.59 | 10h | −$33.83 | -1.16% | signal |
| 257 | long | 2025-12-30 10:00 @ 87,972.29 | 2025-12-31 18:00 @ 87,569.68 | 1d 8h | −$16.75 | -0.57% | signal |
| 258 | long | 2025-12-31 22:00 @ 87,781.55 | 2026-01-01 00:00 @ 87,590.78 | 2h | −$9.24 | -0.32% | signal |
| 259 | long | 2026-01-01 02:00 @ 87,934.18 | 2026-01-01 06:00 @ 87,657.17 | 4h | −$12.08 | -0.41% | signal |
| 260 | long | 2026-01-01 10:00 @ 87,864.37 | 2026-01-19 02:00 @ 92,523.79 | 17d 16h | $144.00 | +4.95% | signal |
| 261 | long | 2026-01-19 08:00 @ 92,806.36 | 2026-01-20 00:00 @ 92,571.08 | 16h | −$10.54 | -0.36% | signal |
| 262 | long | 2026-02-21 16:00 @ 68,585.21 | 2026-02-22 00:00 @ 67,919.61 | 8h | −$31.57 | -1.07% | signal |
| 263 | long | 2026-02-25 18:00 @ 68,639.33 | 2026-02-26 16:00 @ 67,339.83 | 22h | −$58.36 | -1.99% | signal |
| 264 | long | 2026-02-26 20:00 @ 67,564.21 | 2026-02-26 22:00 @ 67,418.61 | 2h | −$9.21 | -0.32% | signal |
| 265 | long | 2026-02-27 00:00 @ 67,461.59 | 2026-02-27 02:00 @ 67,302.44 | 2h | −$9.77 | -0.33% | signal |
| 266 | long | 2026-02-27 04:00 @ 67,570.91 | 2026-02-27 10:00 @ 67,304.84 | 6h | −$14.15 | -0.49% | signal |
| 267 | long | 2026-03-01 02:00 @ 67,325.16 | 2026-03-01 08:00 @ 67,100.58 | 6h | −$12.62 | -0.43% | signal |
| 268 | long | 2026-03-02 16:00 @ 69,102.92 | 2026-03-03 10:00 @ 66,601.08 | 18h | −$108.14 | -3.72% | signal |
| 269 | long | 2026-03-03 16:00 @ 67,706.04 | 2026-03-07 20:00 @ 67,029.19 | 4d 4h | −$31.94 | -1.11% | signal |
| 270 | long | 2026-03-08 10:00 @ 67,676.53 | 2026-03-08 12:00 @ 67,476.60 | 2h | −$11.36 | -0.40% | signal |
| 271 | long | 2026-03-09 06:00 @ 67,883.27 | 2026-03-09 08:00 @ 67,491.40 | 2h | −$19.43 | -0.68% | signal |
| 272 | long | 2026-03-09 10:00 @ 67,959.99 | 2026-03-19 08:00 @ 70,130.97 | 9d 22h | $90.44 | +3.16% | signal |
| 273 | long | 2026-03-20 04:00 @ 70,710.24 | 2026-03-20 06:00 @ 70,556.19 | 2h | −$9.18 | -0.32% | signal |
| 274 | long | 2026-03-20 08:00 @ 70,826.16 | 2026-03-20 10:00 @ 70,530.89 | 2h | −$14.93 | -0.52% | signal |
| 275 | long | 2026-03-21 08:00 @ 70,701.54 | 2026-03-21 10:00 @ 70,619.37 | 2h | −$6.21 | -0.22% | signal |
| 276 | long | 2026-03-21 14:00 @ 70,714.44 | 2026-03-21 16:00 @ 70,584.98 | 2h | −$8.15 | -0.28% | signal |
| 277 | long | 2026-03-23 14:00 @ 71,464.19 | 2026-03-23 16:00 @ 70,098.18 | 2h | −$57.87 | -2.01% | signal |
| 278 | long | 2026-03-23 18:00 @ 71,066.81 | 2026-03-24 02:00 @ 70,465.80 | 8h | −$27.19 | -0.95% | signal |
| 279 | long | 2026-03-24 04:00 @ 70,526.20 | 2026-03-24 06:00 @ 70,235.55 | 2h | −$14.63 | -0.51% | signal |
| 280 | long | 2026-03-24 08:00 @ 71,269.45 | 2026-03-24 14:00 @ 70,052.99 | 6h | −$51.64 | -1.81% | signal |
| 281 | long | 2026-03-25 04:00 @ 70,703.34 | 2026-03-25 16:00 @ 70,778.24 | 12h | $0.14 | +0.00% | signal |
| 282 | long | 2026-03-25 20:00 @ 70,867.47 | 2026-03-26 04:00 @ 70,867.82 | 8h | −$2.90 | -0.10% | signal |
| 283 | long | 2026-04-06 00:00 @ 69,011.70 | 2026-04-29 16:00 @ 75,873.92 | 23d 16h | $285.15 | +10.04% | signal |
| 284 | long | 2026-04-30 14:00 @ 76,385.67 | 2026-04-30 18:00 @ 76,193.96 | 4h | −$10.13 | -0.35% | signal |
| 285 | long | 2026-05-01 02:00 @ 76,659.33 | 2026-05-13 16:00 @ 78,778.94 | 12d 14h | $78.00 | +2.68% | signal |
| 286 | long | 2026-05-13 18:00 @ 79,485.99 | 2026-05-14 00:00 @ 79,272.34 | 6h | −$10.79 | -0.37% | signal |
| 287 | long | 2026-05-14 02:00 @ 79,581.71 | 2026-05-14 04:00 @ 78,989.60 | 2h | −$24.68 | -0.84% | signal |
| 288 | long | 2026-05-14 06:00 @ 79,787.55 | 2026-05-14 12:00 @ 79,200.86 | 6h | −$24.46 | -0.84% | signal |
| 289 | long | 2026-05-14 14:00 @ 79,676.83 | 2026-05-15 14:00 @ 78,712.05 | 1d | −$38.11 | -1.31% | signal |
| 290 | long | 2026-06-15 00:00 @ 65,715.24 | 2026-06-15 02:00 @ 65,469.50 | 2h | −$13.84 | -0.48% | signal |
| 291 | long | 2026-06-15 04:00 @ 65,907.78 | 2026-06-17 20:00 @ 64,258.55 | 2d 16h | −$75.03 | -2.59% | signal |
| 292 | long | 2026-06-18 00:00 @ 64,485.79 | 2026-06-18 06:00 @ 63,949.11 | 6h | −$26.93 | -0.93% | signal |
| 293 | long | 2026-06-18 08:00 @ 64,483.29 | 2026-06-18 12:00 @ 63,927.31 | 4h | −$27.70 | -0.96% | signal |
| 294 | long | 2026-06-20 00:00 @ 63,525.20 | 2026-06-20 04:00 @ 63,427.81 | 4h | −$7.43 | -0.26% | signal |
| 295 | long | 2026-06-20 06:00 @ 63,658.13 | 2026-06-20 14:00 @ 63,355.33 | 8h | −$16.57 | -0.58% | signal |
| 296 | long | 2026-06-20 16:00 @ 64,152.23 | 2026-06-22 00:00 @ 63,274.54 | 1d 8h | −$42.34 | -1.48% | signal |
| 297 | long | 2026-06-22 02:00 @ 64,587.41 | 2026-06-23 06:00 @ 63,359.33 | 1d 4h | −$57.33 | -2.01% | signal |
| 298 | long | 2026-07-03 12:00 @ 62,005.20 | 2026-07-13 18:00 @ 61,864.72 | 10d 6h | −$15.42 | -0.54% | signal |
| 299 | long | 2026-07-13 20:00 @ 62,270.35 | 2026-07-13 22:00 @ 62,021.59 | 2h | −$14.14 | -0.50% | signal |
| 300 | long | 2026-07-14 00:00 @ 62,319.46 | 2026-07-17 06:00 @ 62,794.84 | 3d 6h | $16.84 | +0.60% | signal |
| 301 | long | 2026-07-17 10:00 @ 62,974.89 | 2026-07-24 14:00 @ 64,116.27 | 7d 4h | $45.67 | +1.61% | signal |
| 302 | long | 2026-07-26 02:00 @ 64,447.19 | 2026-07-26 06:00 @ 64,373.12 | 4h | −$6.11 | -0.21% | signal |
| 303 | long | 2026-07-26 10:00 @ 64,525.20 | 2026-07-28 00:00 @ 63,707.96 | 1d 14h | −$39.51 | -1.39% | signal |
| 304 | long | 2026-07-29 08:00 @ 64,552.01 | 2026-07-29 16:00 @ 63,927.41 | 8h | −$30.52 | -1.08% | signal |
| 305 | long | 2026-07-30 10:00 @ 64,562.91 | 2026-07-31 02:00 @ 64,522.29 | 16h | −$5.14 | -0.18% | signal |
| 306 | long | 2026-08-05 14:00 @ 64,399.78 | 2026-08-07 00:00 @ 64,287.04 | 1d 10h | −$8.27 | -0.29% | signal |
| 307 | long | 2026-08-07 02:00 @ 64,407.58 | 2026-08-07 04:00 @ 64,251.15 | 2h | −$9.67 | -0.34% | signal |
| 308 | long | 2026-08-07 06:00 @ 64,323.56 | 2026-08-10 18:00 @ 63,919.81 | 3d 12h | −$22.40 | -0.79% | signal |
| 309 | long | 2026-08-11 10:00 @ 64,293.76 | 2026-08-11 14:00 @ 64,161.57 | 4h | −$8.60 | -0.31% | signal |
| 310 | long | 2026-08-12 12:00 @ 64,220.14 | 2026-08-12 14:00 @ 63,793.24 | 2h | −$21.50 | -0.76% | signal |
| 311 | long | 2026-08-17 16:00 @ 64,182.63 | 2026-08-31 22:00 @ 78,533.89 | 14d 6h | $612.85 | +21.83% | 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.