[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2023-05-02 19:00 @ 28,713.04 | 2023-05-02 21:00 @ 28,655.87 | 2h | −$6.70 | -0.30% | signal |
| 202 | long | 2023-05-02 23:00 @ 28,732.75 | 2023-05-03 00:00 @ 28,650.67 | 1h | −$8.63 | -0.39% | signal |
| 203 | long | 2023-05-03 22:00 @ 28,920.88 | 2023-05-04 14:00 @ 28,739.85 | 16h | −$16.67 | -0.75% | signal |
| 204 | long | 2023-05-05 01:00 @ 28,929.38 | 2023-05-06 15:00 @ 28,585.28 | 1d 14h | −$29.63 | -1.33% | signal |
| 205 | long | 2023-05-07 01:00 @ 28,935.29 | 2023-05-07 02:00 @ 28,870.22 | 1h | −$7.22 | -0.32% | signal |
| 206 | long | 2023-05-07 07:00 @ 28,905.18 | 2023-05-07 09:00 @ 28,839.73 | 2h | −$7.34 | -0.33% | signal |
| 207 | long | 2023-05-07 13:00 @ 28,910.88 | 2023-05-07 19:00 @ 28,837.73 | 6h | −$7.97 | -0.36% | signal |
| 208 | long | 2023-05-07 20:00 @ 28,899.78 | 2023-05-07 22:00 @ 28,752.15 | 2h | −$13.54 | -0.61% | signal |
| 209 | long | 2023-05-15 07:00 @ 27,469.09 | 2023-05-15 08:00 @ 27,393.12 | 1h | −$8.34 | -0.38% | signal |
| 210 | long | 2023-05-15 09:00 @ 27,427.58 | 2023-05-15 10:00 @ 27,372.42 | 1h | −$6.66 | -0.30% | signal |
| 211 | long | 2023-05-15 15:00 @ 27,396.18 | 2023-05-15 23:00 @ 27,293.14 | 8h | −$10.52 | -0.48% | signal |
| 212 | long | 2023-05-16 08:00 @ 27,246.05 | 2023-05-16 09:00 @ 27,185.06 | 1h | −$7.22 | -0.33% | signal |
| 213 | long | 2023-05-17 02:00 @ 27,165.53 | 2023-05-17 03:00 @ 27,045.99 | 1h | −$11.91 | -0.54% | signal |
| 214 | long | 2023-05-17 20:00 @ 27,382.48 | 2023-05-18 18:00 @ 26,469.80 | 22h | −$76.23 | -3.46% | signal |
| 215 | long | 2023-05-20 18:00 @ 27,135.33 | 2023-05-21 11:00 @ 26,941.41 | 17h | −$18.05 | -0.83% | signal |
| 216 | long | 2023-05-23 03:00 @ 27,124.72 | 2023-05-24 04:00 @ 26,764.65 | 1d 1h | −$31.76 | -1.46% | signal |
| 217 | long | 2023-05-27 23:00 @ 26,796.16 | 2023-05-31 11:00 @ 27,042.99 | 3d 12h | $15.94 | +0.73% | signal |
| 218 | long | 2023-05-31 12:00 @ 27,093.32 | 2023-05-31 15:00 @ 27,017.50 | 3h | −$8.26 | -0.38% | signal |
| 219 | long | 2023-05-31 21:00 @ 27,102.32 | 2023-06-01 03:00 @ 26,699.66 | 6h | −$34.50 | -1.59% | signal |
| 220 | long | 2023-06-01 17:00 @ 27,086.22 | 2023-06-01 18:00 @ 26,942.51 | 1h | −$13.65 | -0.63% | signal |
| 221 | long | 2023-06-02 06:00 @ 27,145.63 | 2023-06-02 07:00 @ 27,055.59 | 1h | −$9.33 | -0.43% | signal |
| 222 | long | 2023-06-02 09:00 @ 27,165.33 | 2023-06-02 10:00 @ 27,069.09 | 1h | −$9.81 | -0.45% | signal |
| 223 | long | 2023-06-02 11:00 @ 27,095.42 | 2023-06-02 13:00 @ 27,079.18 | 2h | −$3.45 | -0.16% | signal |
| 224 | long | 2023-06-02 19:00 @ 27,188.64 | 2023-06-03 02:00 @ 27,117.48 | 7h | −$7.96 | -0.37% | signal |
| 225 | long | 2023-06-03 07:00 @ 27,174.83 | 2023-06-03 08:00 @ 27,155.97 | 1h | −$3.65 | -0.17% | signal |
| 226 | long | 2023-06-03 16:00 @ 27,298.26 | 2023-06-03 18:00 @ 27,142.27 | 2h | −$14.57 | -0.68% | signal |
| 227 | long | 2023-06-06 20:00 @ 27,078.71 | 2023-06-06 21:00 @ 26,933.61 | 1h | −$13.66 | -0.64% | signal |
| 228 | long | 2023-06-06 22:00 @ 27,059.41 | 2023-06-07 03:00 @ 26,924.81 | 5h | −$13.03 | -0.61% | signal |
| 229 | long | 2023-06-16 17:00 @ 25,955.29 | 2023-06-28 20:00 @ 30,074.48 | 12d 3h | $330.84 | +15.44% | signal |
| 230 | long | 2023-06-29 08:00 @ 30,339.97 | 2023-06-30 02:00 @ 30,368.53 | 18h | −$0.79 | -0.04% | signal |
| 231 | long | 2023-06-30 03:00 @ 30,654.13 | 2023-06-30 14:00 @ 30,112.08 | 11h | −$41.78 | -1.88% | signal |
| 232 | long | 2023-06-30 18:00 @ 30,448.89 | 2023-06-30 19:00 @ 30,343.63 | 1h | −$9.87 | -0.45% | signal |
| 233 | long | 2023-06-30 22:00 @ 30,478.89 | 2023-07-01 02:00 @ 30,427.21 | 4h | −$6.18 | -0.28% | signal |
| 234 | long | 2023-07-01 12:00 @ 30,514.60 | 2023-07-02 18:00 @ 30,428.21 | 1d 6h | −$9.35 | -0.42% | signal |
| 235 | long | 2023-07-02 19:00 @ 30,526.00 | 2023-07-05 11:00 @ 30,415.02 | 2d 16h | −$12.02 | -0.54% | signal |
| 236 | long | 2023-07-06 06:00 @ 30,581.72 | 2023-07-06 13:00 @ 30,582.48 | 7h | −$2.32 | -0.11% | signal |
| 237 | long | 2023-07-10 19:00 @ 30,525.40 | 2023-07-10 22:00 @ 30,276.74 | 3h | −$20.16 | -0.91% | signal |
| 238 | long | 2023-07-11 02:00 @ 30,578.21 | 2023-07-11 03:00 @ 30,466.51 | 1h | −$10.23 | -0.47% | signal |
| 239 | long | 2023-07-11 07:00 @ 30,628.02 | 2023-07-11 10:00 @ 30,429.31 | 3h | −$16.63 | -0.76% | signal |
| 240 | long | 2023-07-11 15:00 @ 30,521.00 | 2023-07-11 19:00 @ 30,455.41 | 4h | −$6.99 | -0.32% | signal |
| 241 | long | 2023-07-11 20:00 @ 30,571.61 | 2023-07-12 20:00 @ 30,262.05 | 1d | −$24.77 | -1.13% | signal |
| 242 | long | 2023-07-13 09:00 @ 30,406.08 | 2023-07-14 19:00 @ 30,068.59 | 1d 10h | −$27.12 | -1.24% | signal |
| 243 | long | 2023-07-23 18:00 @ 30,116.12 | 2023-07-23 22:00 @ 29,934.91 | 4h | −$15.28 | -0.70% | signal |
| 244 | long | 2023-07-24 00:00 @ 30,076.91 | 2023-07-24 01:00 @ 29,994.90 | 1h | −$8.32 | -0.38% | signal |
| 245 | long | 2023-07-31 01:00 @ 29,455.59 | 2023-07-31 06:00 @ 29,361.93 | 5h | −$9.08 | -0.42% | signal |
| 246 | long | 2023-07-31 07:00 @ 29,405.98 | 2023-07-31 08:00 @ 29,357.93 | 1h | −$5.72 | -0.26% | signal |
| 247 | long | 2023-07-31 09:00 @ 29,390.18 | 2023-07-31 14:00 @ 29,346.83 | 5h | −$5.37 | -0.25% | signal |
| 248 | long | 2023-08-01 19:00 @ 29,267.25 | 2023-08-01 21:00 @ 29,215.36 | 2h | −$6.01 | -0.28% | signal |
| 249 | long | 2023-08-01 23:00 @ 29,248.75 | 2023-08-02 15:00 @ 29,257.15 | 16h | −$1.98 | -0.09% | signal |
| 250 | long | 2023-08-02 16:00 @ 29,318.36 | 2023-08-02 17:00 @ 29,008.50 | 1h | −$25.26 | -1.17% | signal |
| 251 | long | 2023-08-03 15:00 @ 29,385.88 | 2023-08-03 16:00 @ 29,238.55 | 1h | −$12.98 | -0.60% | signal |
| 252 | long | 2023-08-03 17:00 @ 29,292.46 | 2023-08-03 18:00 @ 29,209.86 | 1h | −$8.23 | -0.38% | signal |
| 253 | long | 2023-08-03 21:00 @ 29,299.66 | 2023-08-03 22:00 @ 29,238.75 | 1h | −$6.63 | -0.31% | signal |
| 254 | long | 2023-08-07 21:00 @ 29,192.34 | 2023-08-08 02:00 @ 29,135.07 | 5h | −$6.59 | -0.31% | signal |
| 255 | long | 2023-08-08 04:00 @ 29,188.64 | 2023-08-13 17:00 @ 29,339.13 | 5d 13h | $5.65 | +0.26% | signal |
| 256 | long | 2023-08-13 18:00 @ 29,392.28 | 2023-08-13 22:00 @ 29,354.13 | 4h | −$4.94 | -0.23% | signal |
| 257 | long | 2023-08-14 04:00 @ 29,395.88 | 2023-08-14 13:00 @ 29,366.23 | 9h | −$4.53 | -0.21% | signal |
| 258 | long | 2023-08-14 15:00 @ 29,529.50 | 2023-08-14 19:00 @ 29,309.34 | 4h | −$18.39 | -0.86% | signal |
| 259 | long | 2023-08-14 23:00 @ 29,432.39 | 2023-08-15 02:00 @ 29,392.62 | 3h | −$5.26 | -0.25% | signal |
| 260 | long | 2023-08-15 15:00 @ 29,448.39 | 2023-08-15 16:00 @ 29,309.24 | 1h | −$12.27 | -0.57% | signal |
| 261 | long | 2023-08-27 15:00 @ 26,139.23 | 2023-08-27 18:00 @ 26,048.99 | 3h | −$9.55 | -0.45% | signal |
| 262 | long | 2023-08-27 19:00 @ 26,097.82 | 2023-08-27 21:00 @ 26,077.98 | 2h | −$3.76 | -0.18% | signal |
| 263 | long | 2023-08-28 13:00 @ 26,131.23 | 2023-08-28 20:00 @ 25,976.50 | 7h | −$14.88 | -0.70% | signal |
| 264 | long | 2023-08-29 00:00 @ 26,111.72 | 2023-08-29 04:00 @ 26,063.19 | 4h | −$6.12 | -0.29% | signal |
| 265 | long | 2023-08-29 15:00 @ 27,490.30 | 2023-08-31 17:00 @ 26,218.06 | 2d 2h | −$101.21 | -4.75% | signal |
| 266 | long | 2023-09-07 22:00 @ 26,154.83 | 2023-09-08 11:00 @ 25,814.54 | 13h | −$29.49 | -1.40% | signal |
| 267 | long | 2023-09-08 20:00 @ 25,888.78 | 2023-09-09 01:00 @ 25,841.23 | 5h | −$5.85 | -0.28% | signal |
| 268 | long | 2023-09-09 02:00 @ 25,860.07 | 2023-09-09 06:00 @ 25,823.73 | 4h | −$5.04 | -0.24% | signal |
| 269 | long | 2023-09-09 07:00 @ 25,875.97 | 2023-09-09 13:00 @ 25,834.93 | 6h | −$5.41 | -0.26% | signal |
| 270 | long | 2023-09-09 16:00 @ 25,887.08 | 2023-09-10 05:00 @ 25,816.24 | 13h | −$7.86 | -0.37% | signal |
| 271 | long | 2023-09-10 08:00 @ 25,848.27 | 2023-09-10 10:00 @ 25,811.74 | 2h | −$5.12 | -0.24% | signal |
| 272 | long | 2023-09-10 22:00 @ 25,898.18 | 2023-09-10 23:00 @ 25,833.13 | 1h | −$7.34 | -0.35% | signal |
| 273 | long | 2023-09-11 06:00 @ 25,889.98 | 2023-09-11 07:00 @ 25,824.53 | 1h | −$7.37 | -0.35% | signal |
| 274 | long | 2023-09-12 04:00 @ 25,793.36 | 2023-09-12 05:00 @ 25,747.05 | 1h | −$5.84 | -0.28% | signal |
| 275 | long | 2023-09-12 08:00 @ 25,815.36 | 2023-09-12 09:00 @ 25,752.85 | 1h | −$7.25 | -0.35% | signal |
| 276 | long | 2023-09-12 10:00 @ 25,866.17 | 2023-09-21 11:00 @ 26,631.37 | 9d 1h | $59.82 | +2.87% | signal |
| 277 | long | 2023-09-21 12:00 @ 26,728.14 | 2023-09-21 13:00 @ 26,624.77 | 1h | −$10.22 | -0.49% | signal |
| 278 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 15:00 @ 26,178.76 | 3h | −$47.72 | -2.27% | signal |
| 279 | long | 2023-09-28 11:00 @ 26,559.91 | 2023-09-28 12:00 @ 26,459.01 | 1h | −$10.01 | -0.48% | signal |
| 280 | long | 2023-09-28 14:00 @ 26,571.41 | 2023-10-06 13:00 @ 27,233.25 | 7d 23h | $49.71 | +2.39% | signal |
| 281 | long | 2023-10-06 14:00 @ 27,519.30 | 2023-10-09 10:00 @ 27,525.49 | 2d 20h | −$2.00 | -0.10% | signal |
| 282 | long | 2023-10-16 04:00 @ 27,226.84 | 2023-11-01 15:00 @ 34,177.36 | 16d 11h | $525.10 | +25.06% | signal |
| 283 | long | 2023-11-01 16:00 @ 34,303.76 | 2023-11-03 05:00 @ 34,399.62 | 1d 13h | $2.86 | +0.13% | signal |
| 284 | long | 2023-11-03 06:00 @ 34,542.01 | 2023-11-03 10:00 @ 34,253.65 | 4h | −$21.03 | -0.94% | signal |
| 285 | long | 2023-11-03 14:00 @ 34,583.12 | 2023-11-03 18:00 @ 34,400.52 | 4h | −$14.17 | -0.64% | signal |
| 286 | long | 2023-11-03 19:00 @ 34,524.00 | 2023-11-07 11:00 @ 34,638.67 | 3d 16h | $2.68 | +0.12% | signal |
| 287 | long | 2023-11-07 14:00 @ 34,786.96 | 2023-11-07 16:00 @ 34,721.55 | 2h | −$6.39 | -0.29% | signal |
| 288 | long | 2023-11-07 18:00 @ 34,861.47 | 2023-11-14 12:00 @ 36,281.64 | 6d 18h | $80.91 | +3.65% | signal |
| 289 | long | 2023-11-14 13:00 @ 36,384.18 | 2023-11-14 16:00 @ 36,161.57 | 3h | −$15.92 | -0.71% | signal |
| 290 | long | 2023-11-15 18:00 @ 36,506.20 | 2023-11-16 16:00 @ 36,416.02 | 22h | −$8.33 | -0.37% | signal |
| 291 | long | 2023-11-18 19:00 @ 36,721.84 | 2023-11-18 20:00 @ 36,681.06 | 1h | −$4.71 | -0.21% | signal |
| 292 | long | 2023-11-19 19:00 @ 36,859.17 | 2023-11-21 15:00 @ 36,639.27 | 1d 20h | −$16.66 | -0.75% | signal |
| 293 | long | 2023-11-21 16:00 @ 36,983.20 | 2023-11-21 23:00 @ 36,378.22 | 7h | −$38.85 | -1.75% | signal |
| 294 | long | 2023-11-22 10:00 @ 36,690.84 | 2023-11-22 11:00 @ 36,654.37 | 1h | −$4.42 | -0.20% | signal |
| 295 | long | 2023-11-22 19:00 @ 37,209.24 | 2023-11-27 11:00 @ 37,092.58 | 4d 16h | −$12.28 | -0.55% | signal |
| 296 | long | 2023-11-28 14:00 @ 37,409.08 | 2023-12-11 03:00 @ 41,953.91 | 12d 13h | $254.91 | +11.52% | signal |
| 297 | long | 2023-12-14 12:00 @ 43,278.55 | 2023-12-14 14:00 @ 42,556.29 | 2h | −$40.24 | -1.77% | signal |
| 298 | long | 2023-12-14 18:00 @ 43,225.04 | 2023-12-14 19:00 @ 42,858.73 | 1h | −$21.46 | -0.95% | signal |
| 299 | long | 2023-12-14 20:00 @ 43,113.62 | 2023-12-14 21:00 @ 42,919.41 | 1h | −$12.44 | -0.55% | signal |
| 300 | long | 2023-12-14 22:00 @ 42,994.30 | 2023-12-15 01:00 @ 42,893.52 | 3h | −$7.77 | -0.34% | signal |
| 301 | long | 2023-12-15 02:00 @ 43,004.00 | 2023-12-15 03:00 @ 42,890.22 | 1h | −$8.22 | -0.36% | signal |
| 302 | long | 2023-12-18 22:00 @ 42,651.53 | 2023-12-19 18:00 @ 41,873.42 | 20h | −$44.02 | -1.95% | signal |
| 303 | long | 2023-12-19 19:00 @ 42,257.05 | 2023-12-24 23:00 @ 42,985.70 | 5d 4h | $29.47 | +1.31% | signal |
| 304 | long | 2023-12-25 02:00 @ 43,081.51 | 2023-12-26 06:00 @ 42,784.44 | 1d 4h | −$19.83 | -0.88% | signal |
| 305 | long | 2023-12-27 21:00 @ 43,483.70 | 2023-12-28 05:00 @ 43,341.23 | 8h | −$9.89 | -0.44% | signal |
| 306 | long | 2024-01-01 16:00 @ 42,826.56 | 2024-01-01 17:00 @ 42,751.15 | 1h | −$6.94 | -0.31% | signal |
| 307 | long | 2024-01-01 18:00 @ 42,855.57 | 2024-01-03 13:00 @ 42,787.24 | 1d 19h | −$10.39 | -0.46% | signal |
| 308 | long | 2024-01-04 03:00 @ 43,159.73 | 2024-01-04 08:00 @ 42,766.54 | 5h | −$22.62 | -1.01% | signal |
| 309 | long | 2024-01-04 12:00 @ 43,196.84 | 2024-01-05 17:00 @ 43,212.06 | 1d 5h | −$2.35 | -0.11% | signal |
| 310 | long | 2024-01-05 18:00 @ 43,612.32 | 2024-01-08 01:00 @ 43,613.18 | 2d 7h | −$3.76 | -0.17% | signal |
| 311 | long | 2024-01-08 02:00 @ 43,708.04 | 2024-01-08 03:00 @ 43,346.13 | 1h | −$20.70 | -0.93% | signal |
| 312 | long | 2024-01-08 07:00 @ 43,908.78 | 2024-01-08 10:00 @ 43,707.56 | 3h | −$12.64 | -0.57% | signal |
| 313 | long | 2024-01-08 11:00 @ 44,090.42 | 2024-01-12 16:00 @ 44,486.20 | 4d 5h | $14.93 | +0.67% | signal |
| 314 | long | 2024-01-26 12:00 @ 41,280.15 | 2024-02-04 20:00 @ 42,615.38 | 9d 8h | $64.01 | +2.87% | signal |
| 315 | long | 2024-02-04 21:00 @ 42,877.37 | 2024-02-04 22:00 @ 42,753.45 | 1h | −$8.72 | -0.39% | signal |
| 316 | long | 2024-02-05 07:00 @ 42,816.36 | 2024-02-05 16:00 @ 42,621.17 | 9h | −$12.67 | -0.57% | signal |
| 317 | long | 2024-02-06 09:00 @ 43,067.11 | 2024-02-06 11:00 @ 42,775.04 | 2h | −$17.40 | -0.78% | signal |
| 318 | long | 2024-02-06 15:00 @ 42,932.68 | 2024-02-07 04:00 @ 42,774.54 | 13h | −$10.85 | -0.49% | signal |
| 319 | long | 2024-02-07 06:00 @ 43,018.40 | 2024-02-07 08:00 @ 42,896.32 | 2h | −$8.56 | -0.38% | signal |
| 320 | long | 2024-02-07 10:00 @ 43,137.53 | 2024-02-07 11:00 @ 42,874.02 | 1h | −$15.83 | -0.71% | signal |
| 321 | long | 2024-02-07 13:00 @ 43,065.11 | 2024-02-21 10:00 @ 51,105.08 | 13d 21h | $400.71 | +18.02% | signal |
| 322 | long | 2024-02-22 00:00 @ 51,888.28 | 2024-02-22 01:00 @ 51,558.09 | 1h | −$17.34 | -0.75% | signal |
| 323 | long | 2024-02-22 07:00 @ 51,809.46 | 2024-02-22 11:00 @ 51,712.26 | 4h | −$6.98 | -0.30% | signal |
| 324 | long | 2024-02-22 21:00 @ 52,035.20 | 2024-02-22 22:00 @ 51,674.76 | 1h | −$18.37 | -0.79% | signal |
| 325 | long | 2024-02-25 02:00 @ 51,729.14 | 2024-02-25 16:00 @ 51,537.59 | 14h | −$11.22 | -0.49% | signal |
| 326 | long | 2024-02-25 18:00 @ 51,609.42 | 2024-02-26 02:00 @ 51,497.60 | 8h | −$7.93 | -0.34% | signal |
| 327 | long | 2024-02-26 15:00 @ 51,730.34 | 2024-03-14 20:00 @ 69,486.50 | 17d 5h | $717.24 | +31.07% | signal |
| 328 | long | 2024-03-14 21:00 @ 70,824.96 | 2024-03-15 03:00 @ 69,048.69 | 6h | −$65.83 | -2.65% | signal |
| 329 | long | 2024-03-15 19:00 @ 70,289.96 | 2024-03-15 20:00 @ 68,989.10 | 1h | −$48.19 | -1.95% | signal |
| 330 | long | 2024-03-24 16:00 @ 65,731.74 | 2024-03-24 17:00 @ 65,282.84 | 1h | −$19.64 | -0.80% | signal |
| 331 | long | 2024-03-24 19:00 @ 65,905.18 | 2024-04-01 06:00 @ 69,198.36 | 7d 11h | $102.77 | +4.19% | signal |
| 332 | long | 2024-04-01 07:00 @ 69,665.73 | 2024-04-01 10:00 @ 69,434.51 | 3h | −$11.54 | -0.47% | signal |
| 333 | long | 2024-04-01 11:00 @ 69,624.02 | 2024-04-01 15:00 @ 68,936.21 | 4h | −$26.94 | -1.09% | signal |
| 334 | long | 2024-04-01 21:00 @ 69,782.85 | 2024-04-01 22:00 @ 69,615.07 | 1h | −$8.41 | -0.34% | signal |
| 335 | long | 2024-04-01 23:00 @ 69,771.95 | 2024-04-02 00:00 @ 69,686.06 | 1h | −$5.51 | -0.22% | signal |
| 336 | long | 2024-04-04 18:00 @ 68,860.77 | 2024-04-04 19:00 @ 68,572.78 | 1h | −$12.78 | -0.52% | signal |
| 337 | long | 2024-04-06 18:00 @ 68,303.66 | 2024-04-10 13:00 @ 67,999.90 | 3d 19h | −$17.73 | -0.72% | signal |
| 338 | long | 2024-04-10 14:00 @ 68,313.56 | 2024-04-12 15:00 @ 69,275.74 | 2d 1h | $29.61 | +1.20% | signal |
| 339 | long | 2024-04-20 16:00 @ 64,783.95 | 2024-04-24 19:00 @ 64,087.18 | 4d 3h | −$29.93 | -1.21% | signal |
| 340 | long | 2024-04-25 01:00 @ 64,530.30 | 2024-04-25 02:00 @ 64,015.59 | 1h | −$22.07 | -0.90% | signal |
| 341 | long | 2024-04-25 18:00 @ 64,687.83 | 2024-04-26 00:00 @ 64,465.90 | 6h | −$10.87 | -0.44% | signal |
| 342 | long | 2024-04-30 01:00 @ 64,578.81 | 2024-04-30 02:00 @ 63,567.68 | 1h | −$40.81 | -1.66% | signal |
| 343 | long | 2024-05-03 18:00 @ 61,783.15 | 2024-05-08 21:00 @ 61,531.79 | 5d 3h | −$14.15 | -0.58% | signal |
| 344 | long | 2024-05-09 16:00 @ 62,134.92 | 2024-05-10 15:00 @ 61,022.49 | 23h | −$46.40 | -1.90% | signal |
| 345 | long | 2024-05-13 09:00 @ 62,761.95 | 2024-05-14 07:00 @ 62,002.20 | 22h | −$32.24 | -1.33% | signal |
| 346 | long | 2024-05-15 08:00 @ 62,169.93 | 2024-05-23 19:00 @ 67,415.01 | 8d 11h | $197.56 | +8.17% | signal |
| 347 | long | 2024-05-23 21:00 @ 67,844.97 | 2024-05-23 23:00 @ 67,696.96 | 2h | −$7.85 | -0.32% | signal |
| 348 | long | 2024-05-24 00:00 @ 68,013.50 | 2024-05-24 02:00 @ 67,747.75 | 2h | −$12.34 | -0.50% | signal |
| 349 | long | 2024-05-24 03:00 @ 68,015.30 | 2024-05-24 05:00 @ 67,723.85 | 2h | −$13.01 | -0.53% | signal |
| 350 | long | 2024-05-24 15:00 @ 67,898.68 | 2024-05-26 22:00 @ 68,529.89 | 2d 7h | $18.64 | +0.76% | signal |
| 351 | long | 2024-05-27 01:00 @ 68,865.37 | 2024-05-27 06:00 @ 68,531.29 | 5h | −$14.41 | -0.58% | signal |
| 352 | long | 2024-05-27 14:00 @ 68,965.49 | 2024-05-28 02:00 @ 68,626.97 | 12h | −$15.03 | -0.61% | signal |
| 353 | long | 2024-05-30 17:00 @ 68,736.94 | 2024-05-30 21:00 @ 68,511.79 | 4h | −$10.50 | -0.43% | signal |
| 354 | long | 2024-05-31 03:00 @ 68,594.62 | 2024-05-31 04:00 @ 68,560.29 | 1h | −$3.68 | -0.15% | signal |
| 355 | long | 2024-05-31 13:00 @ 68,686.33 | 2024-05-31 14:00 @ 68,105.28 | 1h | −$23.19 | -0.95% | signal |
| 356 | long | 2024-06-03 02:00 @ 68,535.20 | 2024-06-07 19:00 @ 69,172.76 | 4d 17h | $16.33 | +0.67% | signal |
| 357 | long | 2024-06-07 23:00 @ 69,551.81 | 2024-06-08 05:00 @ 69,329.53 | 6h | −$10.52 | -0.43% | signal |
| 358 | long | 2024-06-08 08:00 @ 69,626.42 | 2024-06-08 12:00 @ 69,390.62 | 4h | −$10.98 | -0.45% | signal |
| 359 | long | 2024-06-08 14:00 @ 69,480.89 | 2024-06-08 17:00 @ 69,414.71 | 3h | −$5.02 | -0.21% | signal |
| 360 | long | 2024-06-08 18:00 @ 69,499.40 | 2024-06-08 21:00 @ 69,386.12 | 3h | −$6.43 | -0.26% | signal |
| 361 | long | 2024-06-09 13:00 @ 69,748.75 | 2024-06-09 14:00 @ 69,468.30 | 1h | −$12.26 | -0.50% | signal |
| 362 | long | 2024-06-09 18:00 @ 69,698.64 | 2024-06-09 23:00 @ 69,651.97 | 5h | −$4.07 | -0.17% | signal |
| 363 | long | 2024-06-10 03:00 @ 69,759.55 | 2024-06-10 04:00 @ 69,623.47 | 1h | −$7.19 | -0.29% | signal |
| 364 | long | 2024-06-10 16:00 @ 70,104.92 | 2024-06-10 19:00 @ 69,869.72 | 3h | −$10.85 | -0.45% | signal |
| 365 | long | 2024-06-12 15:00 @ 69,973.89 | 2024-06-12 17:00 @ 69,599.58 | 2h | −$15.69 | -0.64% | signal |
| 366 | long | 2024-06-12 18:00 @ 69,817.96 | 2024-06-12 19:00 @ 68,823.33 | 1h | −$37.03 | -1.52% | signal |
| 367 | long | 2024-06-30 19:00 @ 62,069.81 | 2024-07-03 02:00 @ 61,605.58 | 2d 7h | −$22.23 | -0.92% | signal |
| 368 | long | 2024-07-10 05:00 @ 59,335.76 | 2024-07-10 14:00 @ 57,707.76 | 9h | −$68.87 | -2.85% | signal |
| 369 | long | 2024-07-11 02:00 @ 58,272.55 | 2024-07-11 04:00 @ 57,528.89 | 2h | −$32.99 | -1.38% | signal |
| 370 | long | 2024-07-11 05:00 @ 57,767.35 | 2024-07-11 16:00 @ 57,371.32 | 11h | −$19.01 | -0.80% | signal |
| 371 | long | 2024-07-11 17:00 @ 57,630.02 | 2024-07-11 20:00 @ 57,343.33 | 3h | −$14.24 | -0.60% | signal |
| 372 | long | 2024-07-11 21:00 @ 57,539.81 | 2024-07-11 23:00 @ 57,303.54 | 2h | −$12.16 | -0.51% | signal |
| 373 | long | 2024-07-12 03:00 @ 57,318.06 | 2024-07-12 04:00 @ 56,876.22 | 1h | −$20.70 | -0.87% | signal |
| 374 | long | 2024-07-12 09:00 @ 57,316.06 | 2024-07-12 10:00 @ 56,922.31 | 1h | −$18.67 | -0.79% | signal |
| 375 | long | 2024-07-12 12:00 @ 57,200.14 | 2024-07-23 20:00 @ 65,503.10 | 11d 8h | $338.38 | +14.29% | signal |
| 376 | long | 2024-07-23 21:00 @ 65,823.36 | 2024-07-24 02:00 @ 65,633.57 | 5h | −$9.77 | -0.40% | signal |
| 377 | long | 2024-07-24 03:00 @ 65,870.47 | 2024-07-24 19:00 @ 65,720.25 | 16h | −$8.53 | -0.35% | signal |
| 378 | long | 2024-07-24 21:00 @ 66,041.11 | 2024-07-24 22:00 @ 65,610.88 | 1h | −$18.39 | -0.75% | signal |
| 379 | long | 2024-07-26 01:00 @ 66,371.67 | 2024-07-29 17:00 @ 66,907.52 | 3d 16h | $15.25 | +0.62% | signal |
| 380 | long | 2024-07-29 19:00 @ 67,403.28 | 2024-07-30 00:00 @ 66,736.75 | 5h | −$26.64 | -1.09% | signal |
| 381 | long | 2024-08-08 21:00 @ 59,480.19 | 2024-08-12 14:00 @ 58,122.07 | 3d 17h | −$58.60 | -2.40% | signal |
| 382 | long | 2024-08-12 15:00 @ 60,277.25 | 2024-08-14 17:00 @ 59,078.68 | 2d 2h | −$50.47 | -2.08% | signal |
| 383 | long | 2024-08-15 14:00 @ 59,431.98 | 2024-08-15 15:00 @ 59,374.12 | 1h | −$4.76 | -0.20% | signal |
| 384 | long | 2024-08-15 16:00 @ 59,655.23 | 2024-08-15 18:00 @ 58,828.93 | 2h | −$35.67 | -1.48% | signal |
| 385 | long | 2024-08-17 17:00 @ 59,594.52 | 2024-08-17 18:00 @ 59,387.42 | 1h | −$10.75 | -0.45% | signal |
| 386 | long | 2024-08-18 01:00 @ 59,658.73 | 2024-08-18 02:00 @ 59,395.62 | 1h | −$12.99 | -0.54% | signal |
| 387 | long | 2024-08-18 03:00 @ 60,115.92 | 2024-08-18 04:00 @ 59,296.64 | 1h | −$35.06 | -1.46% | signal |
| 388 | long | 2024-08-18 07:00 @ 59,575.41 | 2024-08-18 22:00 @ 59,400.72 | 15h | −$9.28 | -0.39% | signal |
| 389 | long | 2024-08-19 23:00 @ 59,214.94 | 2024-08-20 16:00 @ 58,771.94 | 17h | −$20.20 | -0.85% | signal |
| 390 | long | 2024-08-20 20:00 @ 59,494.40 | 2024-08-20 22:00 @ 59,243.15 | 2h | −$12.44 | -0.52% | signal |
| 391 | long | 2024-08-20 23:00 @ 59,345.87 | 2024-08-21 00:00 @ 58,970.90 | 1h | −$17.40 | -0.73% | signal |
| 392 | long | 2024-08-21 03:00 @ 59,348.37 | 2024-08-21 10:00 @ 59,241.85 | 7h | −$6.62 | -0.28% | signal |
| 393 | long | 2024-08-21 11:00 @ 59,450.09 | 2024-08-27 16:00 @ 61,661.07 | 6d 5h | $85.74 | +3.61% | signal |
| 394 | long | 2024-08-27 18:00 @ 61,918.38 | 2024-08-27 21:00 @ 61,826.43 | 3h | −$5.95 | -0.25% | signal |
| 395 | long | 2024-09-09 17:00 @ 56,402.48 | 2024-09-11 14:00 @ 55,695.26 | 1d 21h | −$31.86 | -1.33% | signal |
| 396 | long | 2024-09-11 16:00 @ 56,687.34 | 2024-09-16 15:00 @ 57,577.88 | 4d 23h | $35.40 | +1.48% | signal |
| 397 | long | 2024-09-16 16:00 @ 57,872.27 | 2024-09-16 17:00 @ 57,774.84 | 1h | −$6.58 | -0.28% | signal |
| 398 | long | 2024-09-16 18:00 @ 58,158.33 | 2024-09-16 21:00 @ 57,661.27 | 3h | −$22.82 | -0.95% | signal |
| 399 | long | 2024-09-16 22:00 @ 57,991.50 | 2024-09-17 01:00 @ 57,594.48 | 3h | −$18.92 | -0.79% | signal |
| 400 | long | 2024-09-17 03:00 @ 58,101.52 | 2024-09-30 07:00 @ 64,309.54 | 13d 4h | $247.49 | +10.39% | 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.