[Famous-Q] Faber 200-bar SMA timing

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-0.89%-21.43%40611%
Validation2024-10-19 → 2025-09-25-4.91%-12.86%16614%
Out-of-sample2025-09-25 → 2026-08-31-4.84%-12.28%13214%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
704long2026-08-31 15:00 @ 78,589.612026-08-31 23:00 @ 78,545.898h−$3.71-0.17%signal
703long2026-08-31 10:00 @ 78,502.302026-08-31 12:00 @ 78,268.942h−$8.92-0.40%signal
702long2026-08-30 13:00 @ 78,765.852026-08-30 23:00 @ 78,374.3210h−$13.58-0.60%signal
701long2026-08-28 18:00 @ 77,892.682026-08-28 19:00 @ 77,517.891h−$13.08-0.58%signal
700long2026-08-17 15:00 @ 63,884.572026-08-28 17:00 @ 77,740.2511d 2h$454.62+21.26%signal
699long2026-08-04 15:00 @ 64,112.822026-08-10 16:00 @ 64,255.856d 1h$0.68+0.03%signal
698long2026-08-04 11:00 @ 63,756.152026-08-04 14:00 @ 63,650.973h−$5.67-0.26%signal
697long2026-08-04 05:00 @ 64,017.302026-08-04 07:00 @ 63,640.572h−$14.75-0.69%signal
696long2026-08-04 02:00 @ 63,828.862026-08-04 04:00 @ 63,758.252h−$4.52-0.21%signal
695long2026-08-03 18:00 @ 63,886.872026-08-03 21:00 @ 63,743.153h−$6.97-0.32%signal
694long2026-08-03 15:00 @ 63,940.792026-08-03 16:00 @ 63,646.771h−$12.03-0.56%signal
693long2026-07-30 12:00 @ 64,779.852026-07-31 03:00 @ 64,259.1515h−$19.87-0.92%signal
692long2026-07-26 23:00 @ 65,397.782026-07-27 15:00 @ 64,650.4716h−$27.11-1.25%signal
691long2026-07-23 21:00 @ 65,130.622026-07-24 13:00 @ 64,733.5516h−$15.63-0.72%signal
690long2026-07-20 08:00 @ 64,262.852026-07-23 17:00 @ 64,718.553d 9h$12.12+0.56%signal
689long2026-07-17 18:00 @ 64,024.602026-07-20 07:00 @ 63,877.222d 13h−$7.81-0.36%signal
688long2026-07-14 13:00 @ 63,947.992026-07-17 02:00 @ 63,498.002d 13h−$18.60-0.86%signal
687long2026-07-09 05:00 @ 62,432.782026-07-13 03:00 @ 63,332.233d 22h$27.36+1.27%signal
686long2026-07-08 17:00 @ 62,098.722026-07-09 02:00 @ 61,869.829h−$10.27-0.47%signal
685long2026-07-02 03:00 @ 60,404.482026-07-08 16:00 @ 61,662.276d 13h$39.49+1.83%signal
684long2026-07-01 22:00 @ 60,812.062026-07-02 00:00 @ 59,987.602h−$31.46-1.46%signal
683long2026-06-22 12:00 @ 64,637.122026-06-22 19:00 @ 64,300.047h−$13.56-0.63%signal
682long2026-06-22 02:00 @ 64,587.412026-06-22 03:00 @ 64,213.651h−$14.72-0.68%signal
681long2026-06-18 13:00 @ 64,358.672026-06-18 14:00 @ 63,939.611h−$16.32-0.75%signal
680long2026-06-18 08:00 @ 64,483.292026-06-18 10:00 @ 64,159.872h−$13.13-0.60%signal
679long2026-06-11 09:00 @ 62,939.792026-06-18 05:00 @ 63,837.336d 20h$28.98+1.34%signal
678long2026-05-26 11:00 @ 77,414.182026-05-26 15:00 @ 76,858.234h−$17.78-0.82%signal
677long2026-05-25 05:00 @ 77,372.572026-05-26 01:00 @ 76,734.7520h−$20.41-0.94%signal
676long2026-05-25 03:00 @ 77,079.612026-05-25 04:00 @ 76,973.601h−$5.18-0.24%signal
675long2026-05-25 01:00 @ 77,135.322026-05-25 02:00 @ 76,890.121h−$9.12-0.42%signal
674long2026-05-24 11:00 @ 77,178.732026-05-24 13:00 @ 77,062.482h−$5.47-0.25%signal
673long2026-05-15 11:00 @ 80,686.332026-05-15 13:00 @ 80,333.732h−$11.74-0.54%signal
672long2026-05-15 08:00 @ 80,799.062026-05-15 10:00 @ 80,433.812h−$12.04-0.55%signal
671long2026-05-14 15:00 @ 80,945.792026-05-15 06:00 @ 80,303.9415h−$19.59-0.89%signal
670long2026-05-13 02:00 @ 80,976.292026-05-13 11:00 @ 80,750.059h−$8.45-0.38%signal
669long2026-05-12 20:00 @ 80,815.762026-05-12 21:00 @ 80,640.771h−$6.96-0.32%signal
668long2026-05-12 12:00 @ 80,758.852026-05-12 14:00 @ 80,417.512h−$11.50-0.52%signal
667long2026-05-01 09:00 @ 77,355.572026-05-12 11:00 @ 80,617.8711d 2h$90.39+4.15%signal
666long2026-04-29 10:00 @ 77,620.922026-04-29 13:00 @ 77,094.583h−$16.98-0.78%signal
665long2026-04-28 00:00 @ 77,346.672026-04-28 02:00 @ 77,031.792h−$10.99-0.50%signal
664long2026-04-21 21:00 @ 75,664.432026-04-27 16:00 @ 76,744.655d 19h$30.10+1.38%signal
663long2026-04-20 07:00 @ 74,766.152026-04-21 20:00 @ 74,973.701d 13h$4.43+0.20%signal
662long2026-04-20 02:00 @ 74,564.412026-04-20 06:00 @ 74,211.654h−$12.49-0.57%signal
661long2026-04-13 10:00 @ 70,772.452026-04-19 23:00 @ 73,990.206d 13h$98.02+4.55%signal
660long2026-04-05 16:00 @ 67,285.652026-04-13 09:00 @ 70,630.777d 17h$103.55+4.86%signal
659long2026-04-04 11:00 @ 67,152.532026-04-05 06:00 @ 66,891.8219h−$10.49-0.49%signal
658long2026-04-01 20:00 @ 68,157.332026-04-02 02:00 @ 67,302.946h−$29.03-1.36%signal
657long2026-04-01 15:00 @ 68,572.912026-04-01 19:00 @ 68,040.594h−$18.80-0.88%signal
656long2026-04-01 05:00 @ 68,285.952026-04-01 14:00 @ 68,077.789h−$8.68-0.40%signal
655long2026-03-25 05:00 @ 70,952.292026-03-26 06:00 @ 69,974.601d 1h−$32.01-1.49%signal
654long2026-03-24 10:00 @ 71,302.762026-03-24 12:00 @ 71,102.182h−$8.22-0.38%signal
653long2026-03-24 08:00 @ 71,269.452026-03-24 09:00 @ 70,919.611h−$12.84-0.59%signal
652long2026-03-23 14:00 @ 71,464.192026-03-23 16:00 @ 70,098.182h−$43.64-2.01%signal
651long2026-03-12 08:00 @ 69,796.662026-03-18 15:00 @ 71,146.176d 7h$40.26+1.86%signal
650long2026-03-11 13:00 @ 69,332.762026-03-12 03:00 @ 69,229.1514h−$5.09-0.24%signal
649long2026-03-10 01:00 @ 69,127.022026-03-11 12:00 @ 69,130.171d 11h−$1.77-0.08%signal
648long2026-03-09 20:00 @ 68,965.592026-03-09 23:00 @ 68,588.483h−$14.00-0.65%signal
647long2026-03-09 14:00 @ 68,953.792026-03-09 18:00 @ 68,556.294h−$14.60-0.67%signal
646long2026-03-07 03:00 @ 68,333.662026-03-07 04:00 @ 68,049.691h−$11.20-0.52%signal
645long2026-03-07 01:00 @ 68,256.752026-03-07 02:00 @ 68,208.561h−$3.71-0.17%signal
644long2026-03-06 22:00 @ 68,271.952026-03-07 00:00 @ 68,069.382h−$8.63-0.40%signal
643long2026-03-02 15:00 @ 67,142.032026-03-06 18:00 @ 67,917.014d 3h$22.65+1.04%signal
642long2026-03-02 11:00 @ 66,297.262026-03-02 13:00 @ 65,914.512h−$14.72-0.68%signal
641long2026-03-02 09:00 @ 66,261.152026-03-02 10:00 @ 66,119.071h−$6.84-0.31%signal
640long2026-03-02 01:00 @ 66,485.892026-03-02 07:00 @ 66,163.566h−$12.73-0.58%signal
639long2026-03-01 14:00 @ 66,920.582026-03-01 17:00 @ 66,098.983h−$29.07-1.33%signal
638long2026-03-01 11:00 @ 66,443.192026-03-01 13:00 @ 66,257.252h−$8.31-0.38%signal
637long2026-02-28 21:00 @ 66,931.982026-03-01 10:00 @ 66,366.8213h−$20.78-0.95%signal
636long2026-02-26 18:00 @ 66,808.762026-02-27 11:00 @ 66,561.8817h−$10.10-0.46%signal
635long2026-02-25 15:00 @ 66,950.092026-02-26 17:00 @ 66,603.981d 2h−$13.56-0.62%signal
634long2026-02-22 12:00 @ 68,197.042026-02-22 13:00 @ 67,878.821h−$12.47-0.57%signal
633long2026-02-21 13:00 @ 68,189.542026-02-21 23:00 @ 67,923.1110h−$10.89-0.49%signal
632long2026-02-21 10:00 @ 68,129.322026-02-21 12:00 @ 68,047.392h−$4.86-0.22%signal
631long2026-02-20 23:00 @ 68,063.412026-02-21 01:00 @ 67,791.542h−$11.12-0.50%signal
630long2026-02-20 10:00 @ 68,187.832026-02-20 11:00 @ 67,896.221h−$11.67-0.53%signal
629long2026-02-17 03:00 @ 68,820.062026-02-17 04:00 @ 68,429.911h−$14.77-0.67%signal
628long2026-02-17 00:00 @ 68,876.372026-02-17 02:00 @ 68,568.982h−$12.24-0.55%signal
627long2026-02-16 22:00 @ 68,848.972026-02-16 23:00 @ 68,547.391h−$11.95-0.54%signal
626long2026-02-16 12:00 @ 68,783.152026-02-16 14:00 @ 68,341.832h−$16.50-0.74%signal
625long2026-02-16 10:00 @ 68,974.792026-02-16 11:00 @ 68,748.251h−$9.54-0.43%signal
624long2026-02-16 05:00 @ 68,846.172026-02-16 06:00 @ 68,336.431h−$18.75-0.84%signal
623long2026-02-16 01:00 @ 68,824.162026-02-16 02:00 @ 68,577.081h−$10.26-0.46%signal
622long2026-02-15 22:00 @ 68,822.762026-02-16 00:00 @ 68,783.142h−$3.52-0.16%signal
621long2026-02-13 16:00 @ 68,665.832026-02-15 18:00 @ 68,594.082d 2h−$4.61-0.21%signal
620long2026-01-28 10:00 @ 89,560.512026-01-29 02:00 @ 88,543.9916h−$27.95-1.25%signal
619long2026-01-28 07:00 @ 89,306.062026-01-28 08:00 @ 89,088.981h−$7.70-0.34%signal
618long2026-01-28 01:00 @ 89,447.092026-01-28 04:00 @ 89,061.983h−$11.93-0.53%signal
617long2026-01-27 21:00 @ 89,377.872026-01-27 22:00 @ 89,021.791h−$11.22-0.50%signal
616long2026-01-13 06:00 @ 91,902.082026-01-19 00:00 @ 93,595.285d 18h$37.53+1.67%signal
615long2026-01-12 19:00 @ 91,666.532026-01-12 21:00 @ 91,428.212h−$8.08-0.36%signal
614long2026-01-12 16:00 @ 91,636.922026-01-12 18:00 @ 91,451.612h−$6.89-0.31%signal
613long2026-01-12 03:00 @ 92,187.232026-01-12 08:00 @ 91,350.935h−$22.67-1.01%signal
612long2026-01-09 16:00 @ 91,156.032026-01-09 19:00 @ 90,754.153h−$12.20-0.54%signal
611long2026-01-08 17:00 @ 90,906.182026-01-09 08:00 @ 90,693.9615h−$7.46-0.33%signal
610long2026-01-01 10:00 @ 87,864.372026-01-08 07:00 @ 89,826.036d 21h$45.49+2.03%signal
609long2026-01-01 02:00 @ 87,934.182026-01-01 04:00 @ 87,807.042h−$5.49-0.24%signal
608long2025-12-30 10:00 @ 87,972.292025-12-31 17:00 @ 87,608.371d 7h−$11.92-0.53%signal
607long2025-12-29 01:00 @ 88,279.852025-12-29 11:00 @ 87,729.6510h−$16.52-0.73%signal
606long2025-12-26 03:00 @ 89,169.632025-12-26 15:00 @ 87,326.9312h−$49.20-2.17%signal
605long2025-12-25 16:00 @ 88,356.672025-12-25 23:00 @ 87,590.387h−$22.15-0.98%signal
604long2025-12-25 03:00 @ 87,865.472025-12-25 09:00 @ 87,528.696h−$11.17-0.49%signal
603long2025-12-24 23:00 @ 87,979.592025-12-25 00:00 @ 87,609.871h−$11.84-0.52%signal
602long2025-12-24 01:00 @ 87,643.632025-12-24 03:00 @ 87,082.682h−$16.88-0.74%signal
601long2025-12-23 19:00 @ 87,967.692025-12-23 23:00 @ 87,360.824h−$18.05-0.79%signal
600long2025-12-23 17:00 @ 87,977.392025-12-23 18:00 @ 87,120.671h−$24.60-1.07%signal
599long2025-12-23 12:00 @ 87,831.362025-12-23 14:00 @ 87,550.192h−$9.64-0.42%signal
598long2025-12-21 15:00 @ 88,036.602025-12-23 07:00 @ 87,337.931d 16h−$21.06-0.92%signal
597long2025-12-21 04:00 @ 88,060.912025-12-21 14:00 @ 87,612.8710h−$14.22-0.62%signal
596long2025-12-20 19:00 @ 88,294.762025-12-21 02:00 @ 87,962.907h−$11.19-0.49%signal
595long2025-12-11 21:00 @ 91,759.252025-12-12 16:00 @ 89,877.0219h−$50.13-2.16%signal
594long2025-12-09 11:00 @ 90,273.652025-12-11 02:00 @ 90,618.871d 15h$6.16+0.27%signal
593long2025-12-09 08:00 @ 90,467.992025-12-09 10:00 @ 90,081.982h−$12.36-0.53%signal
592long2025-12-09 04:00 @ 90,382.172025-12-09 05:00 @ 89,857.321h−$15.82-0.68%signal
591long2025-12-08 21:00 @ 90,763.852025-12-09 02:00 @ 89,999.905h−$21.95-0.94%signal
590long2025-12-08 00:00 @ 90,363.472025-12-08 16:00 @ 89,894.7216h−$14.58-0.62%signal
589long2025-12-07 18:00 @ 90,922.382025-12-07 22:00 @ 90,171.164h−$21.65-0.93%signal
588long2025-12-02 15:00 @ 89,242.952025-12-05 14:00 @ 90,415.512d 23h$27.66+1.19%signal
587long2025-11-26 17:00 @ 87,796.462025-12-01 01:00 @ 86,953.214d 8h−$25.51-1.09%signal
586long2025-11-26 08:00 @ 87,913.782025-11-26 09:00 @ 87,363.021h−$17.14-0.73%signal
585long2025-11-13 07:00 @ 103,575.712025-11-13 10:00 @ 102,771.743h−$20.78-0.89%signal
584long2025-11-12 09:00 @ 104,120.822025-11-12 16:00 @ 102,104.487h−$48.04-2.04%signal
583long2025-11-12 06:00 @ 103,370.672025-11-12 08:00 @ 103,046.092h−$9.78-0.41%signal
582long2025-11-09 20:00 @ 104,785.052025-11-11 16:00 @ 103,396.521d 20h−$34.28-1.45%signal
581long2025-10-29 18:00 @ 111,841.662025-10-29 19:00 @ 110,720.851h−$26.19-1.10%signal
580long2025-10-23 07:00 @ 110,202.242025-10-29 16:00 @ 111,438.416d 9h$22.17+0.93%signal
579long2025-10-21 15:00 @ 112,150.032025-10-21 23:00 @ 108,986.208h−$69.70-2.92%signal
578long2025-10-20 19:00 @ 110,899.882025-10-21 02:00 @ 109,782.247h−$26.40-1.10%signal
577long2025-10-20 05:00 @ 110,391.272025-10-20 18:00 @ 110,222.1513h−$6.05-0.25%signal
576long2025-10-09 10:00 @ 121,777.752025-10-09 15:00 @ 121,210.855h−$13.57-0.57%signal
575long2025-09-29 08:00 @ 111,837.162025-10-09 09:00 @ 121,178.1610d 1h$188.64+8.01%signal
574long2025-09-29 04:00 @ 111,840.262025-09-29 05:00 @ 111,730.251h−$4.67-0.20%signal
573long2025-09-28 23:00 @ 111,903.782025-09-29 02:00 @ 111,778.343h−$5.05-0.21%signal
572long2025-09-20 17:00 @ 115,988.992025-09-20 18:00 @ 115,736.851h−$7.48-0.32%signal
571long2025-09-19 17:00 @ 116,053.212025-09-19 18:00 @ 115,467.801h−$14.27-0.60%signal
570long2025-09-10 03:00 @ 111,379.972025-09-19 16:00 @ 115,803.739d 13h$87.06+3.72%signal
569long2025-09-09 18:00 @ 111,007.002025-09-10 01:00 @ 110,949.117h−$3.70-0.16%signal
568long2025-09-04 21:00 @ 110,372.072025-09-09 16:00 @ 110,807.934d 19h$4.83+0.21%signal
567long2025-09-02 14:00 @ 111,135.622025-09-04 15:00 @ 109,778.042d 1h−$31.50-1.34%signal
566long2025-09-02 07:00 @ 110,348.772025-09-02 12:00 @ 109,676.665h−$16.87-0.72%signal
565long2025-09-02 04:00 @ 110,308.062025-09-02 06:00 @ 110,142.572h−$5.88-0.25%signal
564long2025-08-28 15:00 @ 113,138.222025-08-28 16:00 @ 112,610.571h−$13.34-0.57%signal
563long2025-08-28 13:00 @ 113,210.342025-08-28 14:00 @ 112,764.641h−$11.64-0.49%signal
562long2025-08-28 11:00 @ 113,098.222025-08-28 12:00 @ 112,853.921h−$7.46-0.32%signal
561long2025-08-28 07:00 @ 113,182.832025-08-28 10:00 @ 112,797.343h−$10.64-0.45%signal
560long2025-08-24 02:00 @ 115,454.792025-08-24 03:00 @ 114,947.011h−$12.77-0.54%signal
559long2025-08-24 00:00 @ 115,400.182025-08-24 01:00 @ 115,311.931h−$4.41-0.19%signal
558long2025-08-23 05:00 @ 115,913.982025-08-23 11:00 @ 115,517.096h−$10.72-0.45%signal
557long2025-08-22 16:00 @ 116,342.662025-08-23 04:00 @ 115,499.5012h−$19.96-0.84%signal
556long2025-08-15 02:00 @ 118,644.422025-08-15 13:00 @ 118,563.3811h−$4.19-0.18%signal
555long2025-08-07 11:00 @ 116,314.762025-08-14 16:00 @ 118,162.267d 5h$31.00+1.31%signal
554long2025-08-06 18:00 @ 115,488.692025-08-06 20:00 @ 115,191.962h−$8.46-0.36%signal
553long2025-08-06 16:00 @ 115,389.272025-08-06 17:00 @ 115,065.381h−$9.23-0.39%signal
552long2025-07-31 16:00 @ 118,283.052025-07-31 18:00 @ 117,688.662h−$14.56-0.61%signal
551long2025-07-31 03:00 @ 118,416.482025-07-31 15:00 @ 117,848.2312h−$14.04-0.59%signal
550long2025-07-31 01:00 @ 118,392.272025-07-31 02:00 @ 118,001.491h−$10.25-0.43%signal
549long2025-07-30 15:00 @ 118,702.142025-07-30 16:00 @ 117,926.311h−$17.99-0.75%signal
548long2025-07-30 07:00 @ 118,260.952025-07-30 11:00 @ 117,960.304h−$8.70-0.36%signal
547long2025-07-30 04:00 @ 118,130.122025-07-30 05:00 @ 117,926.411h−$6.51-0.27%signal
546long2025-07-29 03:00 @ 118,089.212025-07-29 15:00 @ 117,758.0412h−$9.34-0.39%signal
545long2025-07-28 22:00 @ 118,105.222025-07-28 23:00 @ 117,819.331h−$8.19-0.34%signal
544long2025-07-28 16:00 @ 118,176.532025-07-28 17:00 @ 117,968.001h−$6.87-0.29%signal
543long2025-07-27 11:00 @ 118,179.532025-07-28 15:00 @ 117,944.711d 4h−$7.89-0.33%signal
542long2025-07-27 01:00 @ 117,950.792025-07-27 09:00 @ 117,899.428h−$3.69-0.15%signal
541long2025-07-26 22:00 @ 118,036.802025-07-27 00:00 @ 117,865.722h−$5.88-0.24%signal
540long2025-07-26 14:00 @ 118,123.022025-07-26 21:00 @ 117,895.627h−$7.27-0.30%signal
539long2025-07-24 15:00 @ 119,045.302025-07-24 23:00 @ 118,201.658h−$19.71-0.82%signal
538long2025-07-24 12:00 @ 118,581.712025-07-24 14:00 @ 118,147.572h−$11.24-0.47%signal
537long2025-07-24 09:00 @ 118,772.152025-07-24 11:00 @ 118,326.232h−$11.47-0.48%signal
536long2025-07-23 23:00 @ 118,561.512025-07-24 05:00 @ 117,882.126h−$16.51-0.68%signal
535long2025-07-23 19:00 @ 118,358.372025-07-23 21:00 @ 117,834.732h−$13.13-0.54%signal
534long2025-07-23 16:00 @ 118,554.612025-07-23 17:00 @ 117,647.771h−$21.22-0.87%signal
533long2025-07-23 11:00 @ 118,354.672025-07-23 13:00 @ 117,909.012h−$11.58-0.48%signal
532long2025-07-22 15:00 @ 119,067.712025-07-23 10:00 @ 117,978.5019h−$25.44-1.04%signal
531long2025-07-22 11:00 @ 118,969.392025-07-22 14:00 @ 118,111.473h−$20.04-0.82%signal
530long2025-07-21 14:00 @ 118,829.562025-07-21 16:00 @ 118,280.542h−$13.74-0.56%signal
529long2025-07-21 07:00 @ 119,182.332025-07-21 11:00 @ 118,530.194h−$16.09-0.66%signal
528long2025-07-20 16:00 @ 118,693.132025-07-20 18:00 @ 117,979.802h−$17.43-0.71%signal
527long2025-07-08 06:00 @ 108,180.832025-07-18 16:00 @ 117,806.5310d 10h$204.28+8.50%signal
526long2025-07-08 00:00 @ 108,225.542025-07-08 02:00 @ 107,628.572h−$15.70-0.65%signal
525long2025-07-07 22:00 @ 108,137.722025-07-07 23:00 @ 107,944.211h−$6.71-0.28%signal
524long2025-07-06 11:00 @ 107,957.592025-07-07 17:00 @ 107,911.011d 6h−$3.72-0.15%signal
523long2025-07-04 22:00 @ 107,881.072025-07-06 10:00 @ 107,770.441d 12h−$5.16-0.21%signal
522long2025-07-04 18:00 @ 107,846.462025-07-04 19:00 @ 107,428.611h−$11.76-0.49%signal
521long2025-07-02 07:00 @ 106,985.792025-07-04 16:00 @ 107,513.092d 9h$8.70+0.36%signal
520long2025-07-01 14:00 @ 106,787.352025-07-01 15:00 @ 105,841.331h−$23.82-0.99%signal
519long2025-07-01 12:00 @ 106,578.112025-07-01 13:00 @ 106,346.131h−$7.68-0.32%signal
518long2025-06-23 23:00 @ 105,509.402025-07-01 11:00 @ 106,417.217d 12h$17.01+0.70%signal
517long2025-06-20 08:00 @ 105,784.752025-06-20 15:00 @ 103,851.837h−$46.93-1.93%signal
516long2025-06-17 01:00 @ 107,227.942025-06-17 07:00 @ 106,771.946h−$12.76-0.53%signal
515long2025-06-16 14:00 @ 107,130.522025-06-17 00:00 @ 106,728.7510h−$11.62-0.48%signal
514long2025-06-16 08:00 @ 107,045.202025-06-16 13:00 @ 106,625.475h−$12.10-0.50%signal
513long2025-06-07 04:00 @ 104,843.362025-06-12 21:00 @ 105,892.225d 17h$20.21+0.83%signal
512long2025-06-06 18:00 @ 104,895.972025-06-06 19:00 @ 104,434.711h−$13.13-0.54%signal
511long2025-06-06 16:00 @ 105,056.412025-06-06 17:00 @ 104,694.261h−$10.76-0.44%signal
510long2025-06-05 13:00 @ 105,621.822025-06-05 14:00 @ 104,454.401h−$29.44-1.20%signal
509long2025-06-03 15:00 @ 106,516.302025-06-03 17:00 @ 105,739.752h−$20.40-0.83%signal
508long2025-05-19 15:00 @ 104,296.962025-05-28 14:00 @ 107,989.808d 23h$78.98+3.25%signal
507long2025-05-18 08:00 @ 103,913.782025-05-19 05:00 @ 102,939.5121h−$25.80-1.06%signal
506long2025-05-18 06:00 @ 103,618.522025-05-18 07:00 @ 103,393.721h−$7.72-0.32%signal
505long2025-05-17 07:00 @ 103,451.692025-05-17 08:00 @ 103,378.821h−$4.15-0.17%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.

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