[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirBTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,899 bars in 14.2ms
Underperformed the market. Holding BTCUSDT returned +69.60% over the same period, against this strategy’s -10.31%.
Net P&L
-10.31%
−$1,031.20
Max drawdown
-21.43%
Max run-up
+33.47%
Trades
704
12.4% win rate
Profit factor
0.90
2021-12-31drawdown · worst -21.43%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -0.89% | -21.43% | 406 | 11% |
| Validation | 2024-10-19 → 2025-09-25 | -4.91% | -12.86% | 166 | 14% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -4.84% | -12.28% | 132 | 14% |
Risk-adjusted
- Sharpe
- -0.22
- Sortino
- -0.31
- Calmar
- -0.11
- Return ÷ max drawdown
- -0.48
- CAGR
- -2.31%
- Exposure
- 50.3%
Per trade
- Expectancy
- −$1.46 · -0.05%
- Average win / loss
- $111.83 / −$17.44
- Payoff ratio
- 6.41
- Largest win / loss
- $795.89 / −$114.77
- Longest losing streak(winning: 4)
- 53 trades
Drawdown over time
- Max drawdown
- -21.43%
- Longest time under water
- 1005 days
- Worst drawdown recovered in
- 1005 days
- Under water at the end
- 647 days
Costs and mechanics
- Fees paid
- −$1,618.34
- Funding
- −$481.49
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +69.60%
Monte Carlo
1,000 alternative histories, each 704 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 | -35.18% | -11.08% | +27.37% |
| Max drawdown | -39.27% | -24.68% | -13.58% |
70% of histories lost money, and 64% had a deeper drawdown than this run’s -21.43%. 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
704 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-12 13:00 @ 43,254.32 | 2022-01-14 11:00 @ 42,051.34 | 1d 22h | −$71.56 | -2.86% | signal |
| 2 | long | 2022-01-14 15:00 @ 42,953.68 | 2022-01-17 05:00 @ 42,597.73 | 2d 14h | −$23.55 | -0.95% | signal |
| 3 | long | 2022-01-17 06:00 @ 42,658.23 | 2022-01-17 08:00 @ 42,629.57 | 2h | −$4.14 | -0.17% | signal |
| 4 | long | 2022-01-17 09:00 @ 42,778.55 | 2022-01-17 12:00 @ 42,648.08 | 3h | −$10.02 | -0.40% | signal |
| 5 | long | 2022-01-20 15:00 @ 42,951.07 | 2022-01-20 22:00 @ 41,311.41 | 7h | −$97.07 | -3.93% | signal |
| 6 | long | 2022-01-26 15:00 @ 38,209.52 | 2022-01-26 16:00 @ 37,954.52 | 1h | −$18.78 | -0.77% | signal |
| 7 | long | 2022-01-26 17:00 @ 38,242.60 | 2022-01-26 18:00 @ 38,024.66 | 1h | −$16.36 | -0.67% | signal |
| 8 | long | 2022-01-28 04:00 @ 37,350.01 | 2022-01-28 07:00 @ 36,889.56 | 3h | −$32.50 | -1.33% | signal |
| 9 | long | 2022-01-28 16:00 @ 37,177.42 | 2022-01-28 18:00 @ 36,824.79 | 2h | −$25.55 | -1.05% | signal |
| 10 | long | 2022-01-28 19:00 @ 37,029.84 | 2022-02-02 16:00 @ 37,412.05 | 4d 21h | $21.97 | +0.91% | signal |
| 11 | long | 2022-02-02 20:00 @ 37,546.41 | 2022-02-02 21:00 @ 37,532.47 | 1h | −$3.33 | -0.14% | signal |
| 12 | long | 2022-02-04 06:00 @ 37,528.68 | 2022-02-04 14:00 @ 37,408.33 | 8h | −$10.01 | -0.41% | signal |
| 13 | long | 2022-02-04 15:00 @ 37,944.67 | 2022-02-11 23:00 @ 42,136.16 | 7d 8h | $262.22 | +10.80% | signal |
| 14 | long | 2022-02-12 00:00 @ 42,374.46 | 2022-02-12 04:00 @ 42,271.53 | 4h | −$8.79 | -0.35% | signal |
| 15 | long | 2022-02-12 19:00 @ 42,818.56 | 2022-02-12 20:00 @ 42,636.13 | 1h | −$13.10 | -0.53% | signal |
| 16 | long | 2022-02-15 02:00 @ 43,454.15 | 2022-02-17 10:00 @ 43,206.06 | 2d 8h | −$17.88 | -0.72% | signal |
| 17 | long | 2022-02-25 13:00 @ 39,345.97 | 2022-02-25 19:00 @ 38,637.37 | 6h | −$47.20 | -1.90% | signal |
| 18 | long | 2022-02-25 21:00 @ 39,102.02 | 2022-02-27 02:00 @ 38,219.95 | 1d 5h | −$58.99 | -2.39% | signal |
| 19 | long | 2022-02-27 03:00 @ 38,520.50 | 2022-02-27 20:00 @ 37,567.19 | 17h | −$63.25 | -2.57% | signal |
| 20 | long | 2022-02-28 08:00 @ 38,325.06 | 2022-02-28 10:00 @ 38,070.28 | 2h | −$18.44 | -0.76% | signal |
| 21 | long | 2022-02-28 11:00 @ 38,360.27 | 2022-02-28 14:00 @ 37,970.80 | 3h | −$27.16 | -1.11% | signal |
| 22 | long | 2022-02-28 15:00 @ 39,801.46 | 2022-03-04 19:00 @ 40,602.48 | 4d 4h | $43.85 | +1.81% | signal |
| 23 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 05:00 @ 39,518.49 | 1d 1h | −$103.10 | -4.23% | signal |
| 24 | long | 2022-03-11 12:00 @ 39,886.28 | 2022-03-11 14:00 @ 39,237.15 | 2h | −$41.69 | -1.73% | signal |
| 25 | long | 2022-03-14 23:00 @ 39,319.96 | 2022-03-15 02:00 @ 38,806.44 | 3h | −$33.92 | -1.41% | signal |
| 26 | long | 2022-03-15 18:00 @ 39,285.06 | 2022-03-16 01:00 @ 39,151.67 | 7h | −$10.76 | -0.45% | signal |
| 27 | long | 2022-03-16 02:00 @ 39,509.50 | 2022-03-16 04:00 @ 39,130.07 | 2h | −$25.36 | -1.06% | signal |
| 28 | long | 2022-03-16 06:00 @ 39,306.46 | 2022-04-01 00:00 @ 45,496.80 | 15d 18h | $364.08 | +15.26% | signal |
| 29 | long | 2022-04-01 15:00 @ 46,105.92 | 2022-04-02 19:00 @ 45,814.84 | 1d 4h | −$19.09 | -0.77% | signal |
| 30 | long | 2022-04-02 21:00 @ 46,168.53 | 2022-04-02 23:00 @ 46,090.78 | 2h | −$6.63 | -0.27% | signal |
| 31 | long | 2022-04-03 05:00 @ 46,359.27 | 2022-04-03 11:00 @ 46,160.87 | 6h | −$13.29 | -0.54% | signal |
| 32 | long | 2022-04-03 13:00 @ 46,368.67 | 2022-04-03 17:00 @ 46,266.74 | 4h | −$8.14 | -0.33% | signal |
| 33 | long | 2022-04-03 18:00 @ 46,389.28 | 2022-04-03 21:00 @ 46,342.63 | 3h | −$4.94 | -0.20% | signal |
| 34 | long | 2022-04-03 22:00 @ 46,972.99 | 2022-04-04 00:00 @ 46,383.02 | 2h | −$33.40 | -1.36% | signal |
| 35 | long | 2022-04-04 23:00 @ 46,667.03 | 2022-04-05 00:00 @ 46,571.58 | 1h | −$7.48 | -0.30% | signal |
| 36 | long | 2022-04-05 02:00 @ 46,634.73 | 2022-04-05 03:00 @ 46,600.78 | 1h | −$4.24 | -0.17% | signal |
| 37 | long | 2022-04-05 04:00 @ 46,639.43 | 2022-04-05 07:00 @ 46,597.68 | 3h | −$4.65 | -0.19% | signal |
| 38 | long | 2022-04-05 08:00 @ 46,714.74 | 2022-04-05 10:00 @ 46,539.79 | 2h | −$11.87 | -0.48% | signal |
| 39 | long | 2022-04-05 11:00 @ 46,652.23 | 2022-04-05 14:00 @ 46,401.42 | 3h | −$15.61 | -0.64% | signal |
| 40 | long | 2022-04-18 19:00 @ 40,648.23 | 2022-04-21 21:00 @ 40,586.58 | 3d 2h | −$7.00 | -0.29% | signal |
| 41 | long | 2022-04-21 22:00 @ 40,714.84 | 2022-04-21 23:00 @ 40,370.12 | 1h | −$23.12 | -0.95% | signal |
| 42 | long | 2022-04-22 07:00 @ 40,660.83 | 2022-04-22 09:00 @ 40,378.12 | 2h | −$18.97 | -0.78% | signal |
| 43 | long | 2022-04-25 23:00 @ 40,337.97 | 2022-04-26 13:00 @ 40,270.94 | 14h | −$6.96 | -0.29% | signal |
| 44 | long | 2022-04-28 18:00 @ 40,263.35 | 2022-04-28 22:00 @ 39,841.33 | 4h | −$27.90 | -1.15% | signal |
| 45 | long | 2022-04-29 01:00 @ 39,844.87 | 2022-04-29 02:00 @ 39,800.74 | 1h | −$5.11 | -0.21% | signal |
| 46 | long | 2022-05-04 09:00 @ 38,964.99 | 2022-05-04 14:00 @ 38,704.06 | 5h | −$18.64 | -0.77% | signal |
| 47 | long | 2022-05-04 15:00 @ 38,791.76 | 2022-05-05 15:00 @ 38,206.86 | 1d | −$39.60 | -1.64% | signal |
| 48 | long | 2022-05-16 00:00 @ 31,330.56 | 2022-05-16 02:00 @ 30,762.45 | 2h | −$46.29 | -1.92% | signal |
| 49 | long | 2022-05-17 06:00 @ 30,451.69 | 2022-05-17 15:00 @ 30,046.79 | 9h | −$34.23 | -1.43% | signal |
| 50 | long | 2022-05-17 22:00 @ 30,536.61 | 2022-05-18 04:00 @ 29,809.34 | 6h | −$59.07 | -2.47% | signal |
| 51 | long | 2022-05-19 15:00 @ 29,859.37 | 2022-05-20 15:00 @ 29,479.80 | 1d | −$33.19 | -1.40% | signal |
| 52 | long | 2022-05-22 10:00 @ 30,138.53 | 2022-05-23 20:00 @ 29,056.79 | 1d 10h | −$88.16 | -3.73% | signal |
| 53 | long | 2022-05-25 02:00 @ 29,778.65 | 2022-05-25 08:00 @ 29,689.76 | 6h | −$9.33 | -0.40% | signal |
| 54 | long | 2022-05-25 09:00 @ 29,817.36 | 2022-05-25 12:00 @ 29,397.62 | 3h | −$35.27 | -1.51% | signal |
| 55 | long | 2022-05-25 15:00 @ 29,773.65 | 2022-05-25 16:00 @ 29,610.08 | 1h | −$15.14 | -0.65% | signal |
| 56 | long | 2022-05-25 18:00 @ 29,703.94 | 2022-05-25 20:00 @ 29,578.08 | 2h | −$12.19 | -0.52% | signal |
| 57 | long | 2022-05-25 21:00 @ 29,782.16 | 2022-05-26 00:00 @ 29,530.79 | 3h | −$21.94 | -0.94% | signal |
| 58 | long | 2022-05-26 01:00 @ 29,783.46 | 2022-05-26 09:00 @ 28,985.20 | 8h | −$64.68 | -2.79% | signal |
| 59 | long | 2022-05-26 18:00 @ 29,632.73 | 2022-05-26 19:00 @ 29,589.48 | 1h | −$5.66 | -0.25% | signal |
| 60 | long | 2022-05-29 23:00 @ 29,421.68 | 2022-05-30 01:00 @ 29,312.34 | 2h | −$11.08 | -0.48% | signal |
| 61 | long | 2022-05-30 02:00 @ 29,767.45 | 2022-06-01 21:00 @ 29,617.58 | 2d 19h | −$15.81 | -0.69% | signal |
| 62 | long | 2022-06-02 08:00 @ 29,958.79 | 2022-06-02 09:00 @ 29,916.22 | 1h | −$5.61 | -0.24% | signal |
| 63 | long | 2022-06-02 11:00 @ 30,022.80 | 2022-06-02 14:00 @ 29,874.42 | 3h | −$13.62 | -0.59% | signal |
| 64 | long | 2022-06-02 15:00 @ 30,046.81 | 2022-06-03 11:00 @ 29,807.54 | 20h | −$20.46 | -0.89% | signal |
| 65 | long | 2022-06-06 01:00 @ 30,291.36 | 2022-06-07 01:00 @ 30,186.76 | 1d | −$10.87 | -0.48% | signal |
| 66 | long | 2022-06-07 20:00 @ 31,056.61 | 2022-06-08 04:00 @ 30,000.00 | 8h | −$80.13 | -3.51% | signal |
| 67 | long | 2022-06-08 06:00 @ 30,540.41 | 2022-06-08 11:00 @ 30,368.43 | 5h | −$15.22 | -0.67% | signal |
| 68 | long | 2022-06-08 14:00 @ 30,760.65 | 2022-06-08 17:00 @ 30,320.93 | 3h | −$34.75 | -1.54% | signal |
| 69 | long | 2022-06-08 22:00 @ 30,415.08 | 2022-06-08 23:00 @ 30,293.94 | 1h | −$11.21 | -0.50% | signal |
| 70 | long | 2022-06-09 06:00 @ 30,311.16 | 2022-06-09 13:00 @ 30,096.88 | 7h | −$18.33 | -0.82% | signal |
| 71 | long | 2022-06-09 16:00 @ 30,291.96 | 2022-06-09 19:00 @ 30,132.27 | 3h | −$14.28 | -0.64% | signal |
| 72 | long | 2022-06-21 07:00 @ 21,184.14 | 2022-06-21 12:00 @ 20,949.11 | 5h | −$27.18 | -1.21% | signal |
| 73 | long | 2022-06-21 13:00 @ 21,093.12 | 2022-06-22 00:00 @ 20,708.96 | 11h | −$42.91 | -1.92% | signal |
| 74 | long | 2022-06-22 14:00 @ 20,719.54 | 2022-06-22 16:00 @ 20,071.38 | 2h | −$71.68 | -3.23% | signal |
| 75 | long | 2022-06-23 07:00 @ 20,541.61 | 2022-06-23 08:00 @ 20,442.11 | 1h | −$12.87 | -0.58% | signal |
| 76 | long | 2022-06-23 09:00 @ 20,564.51 | 2022-06-23 16:00 @ 20,335.83 | 7h | −$26.66 | -1.21% | signal |
| 77 | long | 2022-06-23 20:00 @ 20,904.58 | 2022-06-27 14:00 @ 20,725.85 | 3d 18h | −$22.74 | -1.04% | signal |
| 78 | long | 2022-06-27 15:00 @ 20,810.26 | 2022-06-27 16:00 @ 20,739.85 | 1h | −$9.59 | -0.44% | signal |
| 79 | long | 2022-06-27 19:00 @ 20,816.26 | 2022-06-27 22:00 @ 20,784.94 | 3h | −$5.47 | -0.25% | signal |
| 80 | long | 2022-06-28 08:00 @ 20,872.47 | 2022-06-28 15:00 @ 20,836.33 | 7h | −$5.84 | -0.27% | signal |
| 81 | long | 2022-07-04 22:00 @ 19,950.69 | 2022-07-05 10:00 @ 19,754.45 | 12h | −$23.98 | -1.10% | signal |
| 82 | long | 2022-07-05 19:00 @ 20,111.12 | 2022-07-11 06:00 @ 20,493.90 | 5d 11h | $36.17 | +1.66% | signal |
| 83 | long | 2022-07-11 10:00 @ 20,547.01 | 2022-07-11 11:00 @ 20,518.30 | 1h | −$5.24 | -0.24% | signal |
| 84 | long | 2022-07-11 13:00 @ 20,585.12 | 2022-07-11 14:00 @ 20,362.93 | 1h | −$25.75 | -1.18% | signal |
| 85 | long | 2022-07-11 18:00 @ 20,610.02 | 2022-07-11 19:00 @ 20,556.99 | 1h | −$7.78 | -0.36% | signal |
| 86 | long | 2022-07-14 18:00 @ 20,727.34 | 2022-07-14 20:00 @ 20,598.88 | 2h | −$15.66 | -0.72% | signal |
| 87 | long | 2022-07-14 21:00 @ 20,676.63 | 2022-07-14 22:00 @ 20,466.91 | 1h | −$24.20 | -1.11% | signal |
| 88 | long | 2022-07-15 08:00 @ 20,827.46 | 2022-07-16 01:00 @ 20,674.56 | 17h | −$18.26 | -0.84% | signal |
| 89 | long | 2022-07-16 02:00 @ 20,713.64 | 2022-07-16 06:00 @ 20,580.68 | 4h | −$16.03 | -0.74% | signal |
| 90 | long | 2022-07-16 13:00 @ 20,690.24 | 2022-07-23 15:00 @ 22,137.67 | 7d 2h | $144.46 | +6.70% | signal |
| 91 | long | 2022-07-23 16:00 @ 22,214.34 | 2022-07-23 17:00 @ 22,177.26 | 1h | −$6.07 | -0.28% | signal |
| 92 | long | 2022-07-23 20:00 @ 22,270.95 | 2022-07-23 22:00 @ 22,230.95 | 2h | −$6.13 | -0.28% | signal |
| 93 | long | 2022-07-23 23:00 @ 22,459.79 | 2022-07-25 01:00 @ 22,310.24 | 1d 2h | −$17.48 | -0.80% | signal |
| 94 | long | 2022-07-27 19:00 @ 22,549.41 | 2022-08-02 04:00 @ 22,840.73 | 5d 9h | $22.57 | +1.03% | signal |
| 95 | long | 2022-08-02 05:00 @ 22,856.57 | 2022-08-02 06:00 @ 22,839.63 | 1h | −$3.82 | -0.17% | signal |
| 96 | long | 2022-08-02 07:00 @ 22,871.17 | 2022-08-02 09:00 @ 22,795.44 | 2h | −$9.66 | -0.44% | signal |
| 97 | long | 2022-08-02 12:00 @ 22,876.57 | 2022-08-02 13:00 @ 22,721.95 | 1h | −$16.97 | -0.78% | signal |
| 98 | long | 2022-08-02 15:00 @ 23,019.10 | 2022-08-03 01:00 @ 22,778.84 | 10h | −$25.11 | -1.15% | signal |
| 99 | long | 2022-08-03 07:00 @ 23,033.21 | 2022-08-03 23:00 @ 22,915.42 | 16h | −$13.32 | -0.61% | signal |
| 100 | long | 2022-08-05 12:00 @ 23,397.78 | 2022-08-05 13:00 @ 23,006.80 | 1h | −$38.50 | -1.77% | signal |
| 101 | long | 2022-08-07 18:00 @ 23,239.75 | 2022-08-07 19:00 @ 23,202.86 | 1h | −$5.60 | -0.26% | signal |
| 102 | long | 2022-08-07 21:00 @ 23,258.55 | 2022-08-08 00:00 @ 23,163.27 | 3h | −$11.02 | -0.51% | signal |
| 103 | long | 2022-08-08 01:00 @ 23,256.45 | 2022-08-09 14:00 @ 23,058.89 | 1d 13h | −$21.19 | -0.98% | signal |
| 104 | long | 2022-08-09 22:00 @ 23,182.04 | 2022-08-09 23:00 @ 23,155.07 | 1h | −$4.66 | -0.22% | signal |
| 105 | long | 2022-08-10 13:00 @ 23,973.39 | 2022-08-15 20:00 @ 23,967.41 | 5d 7h | −$3.67 | -0.17% | signal |
| 106 | long | 2022-08-15 21:00 @ 24,056.81 | 2022-08-16 05:00 @ 23,941.91 | 8h | −$12.50 | -0.58% | signal |
| 107 | long | 2022-08-16 08:00 @ 24,059.21 | 2022-08-16 09:00 @ 23,973.30 | 1h | −$9.83 | -0.46% | signal |
| 108 | long | 2022-08-16 10:00 @ 24,074.41 | 2022-08-16 11:00 @ 23,997.50 | 1h | −$9.01 | -0.42% | signal |
| 109 | long | 2022-08-17 05:00 @ 24,056.41 | 2022-08-17 08:00 @ 23,769.45 | 3h | −$27.73 | -1.29% | signal |
| 110 | long | 2022-08-26 13:00 @ 21,630.83 | 2022-08-26 15:00 @ 21,140.67 | 2h | −$50.58 | -2.36% | signal |
| 111 | long | 2022-09-02 15:00 @ 20,358.17 | 2022-09-02 17:00 @ 20,116.98 | 2h | −$27.40 | -1.29% | signal |
| 112 | long | 2022-09-05 00:00 @ 19,996.70 | 2022-09-05 01:00 @ 19,902.42 | 1h | −$12.28 | -0.58% | signal |
| 113 | long | 2022-09-06 01:00 @ 20,097.72 | 2022-09-06 02:00 @ 19,758.95 | 1h | −$37.77 | -1.78% | signal |
| 114 | long | 2022-09-06 09:00 @ 20,012.40 | 2022-09-06 10:00 @ 19,901.72 | 1h | −$13.75 | -0.65% | signal |
| 115 | long | 2022-09-09 04:00 @ 19,939.99 | 2022-09-13 19:00 @ 20,236.15 | 4d 15h | $26.12 | +1.24% | signal |
| 116 | long | 2022-09-21 18:00 @ 19,843.37 | 2022-09-21 19:00 @ 19,623.57 | 1h | −$25.47 | -1.21% | signal |
| 117 | long | 2022-09-26 09:00 @ 19,268.55 | 2022-09-26 10:00 @ 19,072.78 | 1h | −$23.47 | -1.12% | signal |
| 118 | long | 2022-09-26 14:00 @ 19,184.54 | 2022-09-26 17:00 @ 19,071.09 | 3h | −$14.59 | -0.70% | signal |
| 119 | long | 2022-09-26 18:00 @ 19,108.02 | 2022-09-27 17:00 @ 19,098.28 | 23h | −$3.61 | -0.17% | signal |
| 120 | long | 2022-09-28 14:00 @ 19,117.32 | 2022-09-29 14:00 @ 18,977.10 | 1d | −$17.83 | -0.85% | signal |
| 121 | long | 2022-09-29 15:00 @ 19,193.84 | 2022-10-02 10:00 @ 19,250.05 | 2d 19h | $2.61 | +0.12% | signal |
| 122 | long | 2022-10-03 15:00 @ 19,410.58 | 2022-10-07 13:00 @ 19,604.88 | 3d 22h | $16.23 | +0.78% | signal |
| 123 | long | 2022-10-14 02:00 @ 19,858.07 | 2022-10-14 16:00 @ 19,349.03 | 14h | −$55.94 | -2.67% | signal |
| 124 | long | 2022-10-16 20:00 @ 19,373.67 | 2022-10-16 22:00 @ 19,134.57 | 2h | −$27.73 | -1.33% | signal |
| 125 | long | 2022-10-16 23:00 @ 19,293.66 | 2022-10-17 01:00 @ 19,216.16 | 2h | −$10.40 | -0.50% | signal |
| 126 | long | 2022-10-17 05:00 @ 19,224.14 | 2022-10-18 19:00 @ 19,207.86 | 1d 14h | −$4.69 | -0.23% | signal |
| 127 | long | 2022-10-18 21:00 @ 19,361.57 | 2022-10-19 01:00 @ 19,222.35 | 4h | −$17.09 | -0.83% | signal |
| 128 | long | 2022-10-19 02:00 @ 19,309.16 | 2022-10-19 07:00 @ 19,179.26 | 5h | −$15.95 | -0.77% | signal |
| 129 | long | 2022-10-19 10:00 @ 19,263.65 | 2022-10-19 11:00 @ 19,203.96 | 1h | −$8.44 | -0.41% | signal |
| 130 | long | 2022-10-19 16:00 @ 19,263.65 | 2022-10-19 17:00 @ 19,169.17 | 1h | −$12.35 | -0.60% | signal |
| 131 | long | 2022-10-20 15:00 @ 19,320.16 | 2022-10-20 16:00 @ 19,240.35 | 1h | −$10.54 | -0.51% | signal |
| 132 | long | 2022-10-23 18:00 @ 19,472.59 | 2022-10-25 10:00 @ 19,250.85 | 1d 16h | −$26.14 | -1.27% | signal |
| 133 | long | 2022-10-25 11:00 @ 19,290.16 | 2022-11-02 08:00 @ 20,410.12 | 7d 21h | $115.80 | +5.66% | signal |
| 134 | long | 2022-11-02 09:00 @ 20,500.10 | 2022-11-02 10:00 @ 20,450.81 | 1h | −$7.06 | -0.34% | signal |
| 135 | long | 2022-11-02 17:00 @ 20,517.30 | 2022-11-02 18:00 @ 20,427.11 | 1h | −$11.18 | -0.54% | signal |
| 136 | long | 2022-11-04 07:00 @ 20,600.82 | 2022-11-07 08:00 @ 20,623.97 | 3d 1h | −$0.98 | -0.05% | signal |
| 137 | long | 2022-11-07 09:00 @ 20,712.14 | 2022-11-07 10:00 @ 20,669.07 | 1h | −$6.37 | -0.31% | signal |
| 138 | long | 2022-11-07 11:00 @ 20,753.95 | 2022-11-07 15:00 @ 20,644.47 | 4h | −$12.98 | -0.63% | signal |
| 139 | long | 2022-11-07 16:00 @ 20,760.45 | 2022-11-07 17:00 @ 20,645.87 | 1h | −$13.66 | -0.66% | signal |
| 140 | long | 2022-11-07 19:00 @ 20,707.14 | 2022-11-07 22:00 @ 20,669.27 | 3h | −$5.83 | -0.28% | signal |
| 141 | long | 2022-11-18 01:00 @ 16,941.89 | 2022-11-18 08:00 @ 16,736.35 | 7h | −$27.05 | -1.31% | signal |
| 142 | long | 2022-11-19 23:00 @ 16,731.95 | 2022-11-20 02:00 @ 16,671.37 | 3h | −$9.47 | -0.46% | signal |
| 143 | long | 2022-11-20 08:00 @ 16,713.44 | 2022-11-20 09:00 @ 16,602.18 | 1h | −$15.77 | -0.77% | signal |
| 144 | long | 2022-11-23 03:00 @ 16,507.20 | 2022-11-23 06:00 @ 16,452.41 | 3h | −$8.84 | -0.43% | signal |
| 145 | long | 2022-11-23 08:00 @ 16,576.21 | 2022-11-23 14:00 @ 16,385.52 | 6h | −$25.77 | -1.26% | signal |
| 146 | long | 2022-11-23 19:00 @ 16,524.40 | 2022-11-23 20:00 @ 16,463.51 | 1h | −$9.55 | -0.47% | signal |
| 147 | long | 2022-11-23 21:00 @ 16,612.52 | 2022-11-23 22:00 @ 16,475.10 | 1h | −$18.87 | -0.93% | signal |
| 148 | long | 2022-11-23 23:00 @ 16,508.10 | 2022-11-25 05:00 @ 16,378.72 | 1d 6h | −$18.27 | -0.90% | signal |
| 149 | long | 2022-11-25 08:00 @ 16,456.99 | 2022-11-25 09:00 @ 16,436.91 | 1h | −$4.51 | -0.22% | signal |
| 150 | long | 2022-11-25 11:00 @ 16,472.19 | 2022-11-26 23:00 @ 16,415.62 | 1d 12h | −$9.11 | -0.45% | signal |
| 151 | long | 2022-11-27 00:00 @ 16,452.49 | 2022-11-28 02:00 @ 16,131.87 | 1d 2h | −$41.52 | -2.05% | signal |
| 152 | long | 2022-11-29 05:00 @ 16,426.08 | 2022-11-29 15:00 @ 16,352.43 | 10h | −$11.03 | -0.55% | signal |
| 153 | long | 2022-11-29 16:00 @ 16,388.18 | 2022-12-07 08:00 @ 16,752.05 | 7d 16h | $40.80 | +2.03% | signal |
| 154 | long | 2022-12-08 19:00 @ 17,243.35 | 2022-12-12 01:00 @ 16,940.01 | 3d 6h | −$37.81 | -1.87% | signal |
| 155 | long | 2022-12-12 21:00 @ 17,117.82 | 2022-12-16 09:00 @ 17,211.66 | 3d 12h | $7.33 | +0.36% | signal |
| 156 | long | 2022-12-23 13:00 @ 16,868.07 | 2022-12-23 14:00 @ 16,830.13 | 1h | −$6.54 | -0.32% | signal |
| 157 | long | 2022-12-23 20:00 @ 16,841.87 | 2022-12-23 21:00 @ 16,799.24 | 1h | −$7.10 | -0.35% | signal |
| 158 | long | 2022-12-24 03:00 @ 16,822.26 | 2022-12-25 19:00 @ 16,767.95 | 1d 16h | −$8.83 | -0.44% | signal |
| 159 | long | 2022-12-25 20:00 @ 16,789.96 | 2022-12-25 21:00 @ 16,756.65 | 1h | −$5.99 | -0.30% | signal |
| 160 | long | 2022-12-25 22:00 @ 16,827.16 | 2022-12-27 15:00 @ 16,760.85 | 1d 17h | −$10.13 | -0.50% | signal |
| 161 | long | 2023-01-02 08:00 @ 16,715.94 | 2023-01-03 17:00 @ 16,613.98 | 1d 9h | −$14.63 | -0.73% | signal |
| 162 | long | 2023-01-03 21:00 @ 16,659.33 | 2023-01-30 20:00 @ 22,779.04 | 26d 23h | $713.89 | +35.70% | signal |
| 163 | long | 2023-01-31 14:00 @ 23,117.12 | 2023-01-31 22:00 @ 22,939.41 | 8h | −$19.13 | -0.88% | signal |
| 164 | long | 2023-01-31 23:00 @ 23,183.14 | 2023-02-01 09:00 @ 22,976.50 | 10h | −$21.97 | -1.01% | signal |
| 165 | long | 2023-02-01 12:00 @ 23,080.72 | 2023-02-01 16:00 @ 22,971.00 | 4h | −$12.47 | -0.58% | signal |
| 166 | long | 2023-02-01 19:00 @ 23,077.91 | 2023-02-05 01:00 @ 23,282.84 | 3d 6h | $14.84 | +0.69% | signal |
| 167 | long | 2023-02-05 02:00 @ 23,321.86 | 2023-02-05 03:00 @ 23,283.54 | 1h | −$5.73 | -0.26% | signal |
| 168 | long | 2023-02-05 04:00 @ 23,347.97 | 2023-02-05 13:00 @ 23,155.47 | 9h | −$20.24 | -0.93% | signal |
| 169 | long | 2023-02-07 18:00 @ 23,282.56 | 2023-02-07 19:00 @ 22,921.61 | 1h | −$35.67 | -1.65% | signal |
| 170 | long | 2023-02-07 23:00 @ 23,228.54 | 2023-02-08 06:00 @ 23,212.56 | 7h | −$3.85 | -0.18% | signal |
| 171 | long | 2023-02-14 21:00 @ 22,247.85 | 2023-02-14 23:00 @ 22,172.36 | 2h | −$9.45 | -0.44% | signal |
| 172 | long | 2023-02-15 11:00 @ 22,227.14 | 2023-02-22 07:00 @ 23,943.61 | 6d 20h | $158.77 | +7.39% | signal |
| 173 | long | 2023-02-22 08:00 @ 24,064.31 | 2023-02-22 09:00 @ 23,958.21 | 1h | −$12.06 | -0.55% | signal |
| 174 | long | 2023-02-22 10:00 @ 24,110.32 | 2023-02-22 15:00 @ 23,923.01 | 5h | −$19.17 | -0.88% | signal |
| 175 | long | 2023-02-23 00:00 @ 24,176.13 | 2023-02-23 01:00 @ 24,113.08 | 1h | −$8.09 | -0.37% | signal |
| 176 | long | 2023-02-23 03:00 @ 24,524.90 | 2023-02-23 11:00 @ 24,240.25 | 8h | −$27.54 | -1.26% | signal |
| 177 | long | 2023-03-01 05:00 @ 23,792.96 | 2023-03-01 06:00 @ 23,681.36 | 1h | −$12.36 | -0.57% | signal |
| 178 | long | 2023-03-01 07:00 @ 23,752.25 | 2023-03-01 20:00 @ 23,338.13 | 13h | −$40.42 | -1.86% | signal |
| 179 | long | 2023-03-02 00:00 @ 23,624.52 | 2023-03-02 02:00 @ 23,498.10 | 2h | −$13.90 | -0.64% | signal |
| 180 | long | 2023-03-12 23:00 @ 21,698.84 | 2023-03-22 20:00 @ 26,647.97 | 9d 21h | $481.87 | +22.35% | signal |
| 181 | long | 2023-03-22 21:00 @ 27,300.36 | 2023-03-24 22:00 @ 27,309.54 | 2d 1h | −$2.43 | -0.11% | signal |
| 182 | long | 2023-03-25 01:00 @ 27,543.51 | 2023-03-25 02:00 @ 27,479.60 | 1h | −$7.55 | -0.33% | signal |
| 183 | long | 2023-03-25 03:00 @ 27,591.12 | 2023-03-25 05:00 @ 27,519.40 | 2h | −$8.18 | -0.36% | signal |
| 184 | long | 2023-03-26 12:00 @ 27,857.57 | 2023-03-26 17:00 @ 27,682.16 | 5h | −$16.65 | -0.73% | signal |
| 185 | long | 2023-03-26 18:00 @ 27,831.57 | 2023-03-27 06:00 @ 27,701.56 | 12h | −$12.92 | -0.57% | signal |
| 186 | long | 2023-03-27 07:00 @ 27,776.45 | 2023-03-27 13:00 @ 27,732.45 | 6h | −$5.91 | -0.26% | signal |
| 187 | long | 2023-03-29 07:00 @ 28,049.81 | 2023-03-31 08:00 @ 27,727.75 | 2d 1h | −$28.88 | -1.28% | signal |
| 188 | long | 2023-03-31 09:00 @ 27,790.66 | 2023-04-03 02:00 @ 27,691.16 | 2d 17h | −$11.63 | -0.52% | signal |
| 189 | long | 2023-04-03 08:00 @ 27,952.09 | 2023-04-03 17:00 @ 27,911.72 | 9h | −$5.61 | -0.25% | signal |
| 190 | long | 2023-04-03 19:00 @ 28,146.73 | 2023-04-03 21:00 @ 27,563.79 | 2h | −$48.86 | -2.17% | signal |
| 191 | long | 2023-04-04 07:00 @ 28,068.71 | 2023-04-05 15:00 @ 28,087.08 | 1d 8h | −$0.97 | -0.04% | signal |
| 192 | long | 2023-04-05 20:00 @ 28,234.85 | 2023-04-05 21:00 @ 28,130.97 | 1h | −$10.47 | -0.47% | signal |
| 193 | long | 2023-04-05 22:00 @ 28,172.73 | 2023-04-05 23:00 @ 28,154.67 | 1h | −$3.67 | -0.16% | signal |
| 194 | long | 2023-04-09 20:00 @ 28,138.03 | 2023-04-17 12:00 @ 29,552.19 | 7d 16h | $106.08 | +4.74% | signal |
| 195 | long | 2023-04-18 12:00 @ 30,375.77 | 2023-04-18 18:00 @ 30,007.40 | 6h | −$29.84 | -1.32% | signal |
| 196 | long | 2023-04-18 19:00 @ 30,141.93 | 2023-04-19 07:00 @ 29,983.90 | 12h | −$14.30 | -0.63% | signal |
| 197 | long | 2023-04-26 02:00 @ 28,376.37 | 2023-04-26 20:00 @ 27,866.33 | 18h | −$42.97 | -1.91% | signal |
| 198 | long | 2023-04-26 21:00 @ 28,411.08 | 2023-05-01 02:00 @ 28,482.50 | 4d 5h | $1.87 | +0.08% | signal |
| 199 | long | 2023-05-01 04:00 @ 28,551.31 | 2023-05-01 05:00 @ 28,537.99 | 1h | −$3.29 | -0.15% | signal |
| 200 | long | 2023-05-01 07:00 @ 28,583.72 | 2023-05-01 09:00 @ 28,555.69 | 2h | −$4.29 | -0.19% | 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.