[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 |
|---|---|---|---|---|---|---|---|
| 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 |
| 110 | long | 2023-10-11 10:00 @ 27,280.66 | 2023-10-11 12:00 @ 27,179.56 | 2h | −$11.33 | -0.47% | 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 |
| 108 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 16:00 @ 26,288.14 | 4h | −$45.02 | -1.87% | 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 |
| 106 | long | 2023-09-12 20:00 @ 26,057.31 | 2023-09-13 00:00 @ 25,820.63 | 4h | −$24.36 | -1.01% | 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 |
| 104 | long | 2023-09-07 22:00 @ 26,154.83 | 2023-09-08 10:00 @ 26,026.99 | 12h | −$14.25 | -0.59% | 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 |
| 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 |
| 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 |
| 100 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-02 08:00 @ 29,564.29 | 8h | −$14.56 | -0.59% | 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 |
| 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 |
| 97 | long | 2023-07-11 08:00 @ 30,534.71 | 2023-07-11 10:00 @ 30,429.31 | 2h | −$11.25 | -0.45% | 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 |
| 95 | long | 2023-07-10 20:00 @ 30,830.66 | 2023-07-10 22:00 @ 30,276.74 | 2h | −$47.35 | -1.90% | 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 |
| 93 | long | 2023-06-17 00:00 @ 26,341.17 | 2023-06-17 02:00 @ 26,184.26 | 2h | −$17.11 | -0.71% | 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 |
| 91 | long | 2023-06-06 20:00 @ 27,078.71 | 2023-06-07 04:00 @ 26,891.52 | 8h | −$19.49 | -0.80% | 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 |
| 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 |
| 88 | long | 2023-06-02 06:00 @ 27,145.63 | 2023-06-02 14:00 @ 26,891.02 | 8h | −$25.64 | -1.05% | 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 |
| 86 | long | 2023-05-31 18:00 @ 27,049.81 | 2023-05-31 20:00 @ 26,994.10 | 2h | −$7.52 | -0.31% | 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 |
| 84 | long | 2023-05-24 00:00 @ 27,215.34 | 2023-05-24 02:00 @ 27,120.17 | 2h | −$11.34 | -0.46% | 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 |
| 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 |
| 81 | long | 2023-05-03 10:00 @ 28,659.03 | 2023-05-03 12:00 @ 28,529.29 | 2h | −$13.74 | -0.55% | 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 |
| 79 | long | 2023-04-27 16:00 @ 29,142.43 | 2023-04-28 14:00 @ 29,013.00 | 22h | −$14.22 | -0.57% | 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 |
| 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 |
| 76 | long | 2023-04-09 02:00 @ 28,070.61 | 2023-04-09 08:00 @ 27,882.62 | 6h | −$19.49 | -0.77% | 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 |
| 74 | long | 2023-04-06 16:00 @ 28,084.92 | 2023-04-07 08:00 @ 27,816.54 | 16h | −$26.78 | -1.05% | 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 |
| 72 | long | 2023-04-03 08:00 @ 27,952.09 | 2023-04-03 22:00 @ 27,693.56 | 14h | −$26.22 | -1.03% | 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 |
| 70 | long | 2023-03-13 06:00 @ 22,391.88 | 2023-03-13 10:00 @ 21,951.71 | 4h | −$50.21 | -2.07% | 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 |
| 68 | long | 2023-02-27 14:00 @ 23,700.94 | 2023-02-27 18:00 @ 23,316.24 | 4h | −$42.28 | -1.73% | 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 |
| 66 | long | 2023-02-26 20:00 @ 23,495.70 | 2023-02-27 06:00 @ 23,373.12 | 10h | −$15.43 | -0.63% | 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 |
| 64 | long | 2023-02-07 22:00 @ 23,194.14 | 2023-02-08 14:00 @ 23,099.38 | 16h | −$12.94 | -0.53% | 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 |
| 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 |
| 61 | long | 2023-01-03 06:00 @ 16,723.34 | 2023-01-03 16:00 @ 16,667.57 | 10h | −$10.02 | -0.44% | 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 |
| 59 | long | 2023-01-02 16:00 @ 16,732.55 | 2023-01-02 18:00 @ 16,706.66 | 2h | −$5.84 | -0.26% | 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 |
| 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 |
| 56 | long | 2022-11-29 10:00 @ 16,510.70 | 2022-11-29 12:00 @ 16,484.70 | 2h | −$5.84 | -0.26% | 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 |
| 54 | long | 2022-11-26 02:00 @ 16,627.32 | 2022-11-26 08:00 @ 16,573.58 | 6h | −$9.64 | -0.42% | 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 |
| 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 |
| 51 | long | 2022-10-14 02:00 @ 19,858.07 | 2022-10-14 16:00 @ 19,349.03 | 14h | −$60.89 | -2.67% | 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 |
| 49 | long | 2022-10-09 12:00 @ 19,464.79 | 2022-10-10 00:00 @ 19,426.11 | 12h | −$6.86 | -0.30% | 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 |
| 47 | long | 2022-10-02 06:00 @ 19,326.76 | 2022-10-02 08:00 @ 19,272.64 | 2h | −$8.69 | -0.38% | 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 |
| 45 | long | 2022-09-30 06:00 @ 19,443.89 | 2022-09-30 22:00 @ 19,348.23 | 16h | −$14.04 | -0.61% | 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 |
| 43 | long | 2022-09-27 04:00 @ 20,096.02 | 2022-09-27 18:00 @ 18,943.21 | 14h | −$136.64 | -5.85% | 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 |
| 41 | long | 2022-09-14 10:00 @ 20,343.97 | 2022-09-14 12:00 @ 20,215.86 | 2h | −$17.10 | -0.73% | 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 |
| 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 |
| 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 |
| 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 |
| 36 | long | 2022-08-05 04:00 @ 23,163.13 | 2022-08-05 18:00 @ 22,814.54 | 14h | −$38.06 | -1.61% | 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 |
| 34 | long | 2022-08-04 02:00 @ 23,133.63 | 2022-08-04 10:00 @ 22,853.43 | 8h | −$31.21 | -1.31% | 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 |
| 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 |
| 31 | long | 2022-07-14 00:00 @ 20,224.14 | 2022-07-14 06:00 @ 20,102.78 | 6h | −$16.30 | -0.70% | 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 |
| 29 | long | 2022-07-11 10:00 @ 20,547.01 | 2022-07-11 14:00 @ 20,362.93 | 4h | −$23.30 | -1.00% | 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 |
| 27 | long | 2022-07-05 20:00 @ 20,396.98 | 2022-07-06 00:00 @ 20,166.07 | 4h | −$28.90 | -1.23% | 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 |
| 25 | long | 2022-06-10 04:00 @ 30,108.02 | 2022-06-10 08:00 @ 30,035.59 | 4h | −$8.04 | -0.34% | 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 |
| 23 | long | 2022-06-07 20:00 @ 31,056.61 | 2022-06-09 20:00 @ 29,997.80 | 2d | −$85.22 | -3.57% | 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 |
| 21 | long | 2022-06-05 00:00 @ 29,854.47 | 2022-06-05 02:00 @ 29,672.96 | 2h | −$17.11 | -0.71% | 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 |
| 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 |
| 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 |
| 17 | long | 2022-05-25 04:00 @ 30,195.04 | 2022-05-25 06:00 @ 29,860.43 | 2h | −$29.26 | -1.21% | 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 |
| 15 | long | 2022-04-28 18:00 @ 40,263.35 | 2022-04-28 20:00 @ 39,966.71 | 2h | −$20.36 | -0.84% | 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 |
| 13 | long | 2022-04-21 12:00 @ 42,426.48 | 2022-04-21 18:00 @ 41,538.39 | 6h | −$53.88 | -2.20% | 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 |
| 11 | long | 2022-04-20 12:00 @ 42,079.11 | 2022-04-20 14:00 @ 41,572.58 | 2h | −$32.08 | -1.30% | 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 |
| 9 | long | 2022-03-11 12:00 @ 39,886.28 | 2022-03-11 14:00 @ 39,237.15 | 2h | −$41.65 | -1.73% | 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 |
| 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 |
| 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 |
| 5 | long | 2022-02-04 08:00 @ 37,866.57 | 2022-02-04 14:00 @ 37,408.33 | 6h | −$31.68 | -1.30% | 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 |
| 3 | long | 2022-02-01 22:00 @ 38,771.16 | 2022-02-02 08:00 @ 38,261.35 | 10h | −$34.75 | -1.41% | 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 |
| 1 | long | 2022-01-20 16:00 @ 43,284.41 | 2022-01-20 22:00 @ 41,311.41 | 6h | −$116.65 | -4.67% | 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.