[Famous-Q] Bollinger band reversion
public
@djgambhirBTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,411 bars in 5.7ms
Underperformed the market. Holding BTCUSDT returned +66.79% over the same period, against this strategy’s -18.19%.
Net P&L
-18.19%
−$1,818.89
Max drawdown
-22.94%
Max run-up
+13.68%
Trades
132
66.7% win rate
Profit factor
0.77
2021-12-30drawdown · worst -22.94%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -16.71% | -21.53% | 77 | 66% |
| Validation | 2024-10-19 → 2025-09-24 | +3.21% | -8.11% | 29 | 72% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | -4.84% | -7.53% | 26 | 62% |
Risk-adjusted
- Sharpe
- -0.39
- Sortino
- -0.53
- Calmar
- -0.18
- Return ÷ max drawdown
- -0.79
- CAGR
- -4.21%
- Exposure
- 54.5%
Per trade
- Expectancy
- −$13.78 · -0.54%
- Average win / loss
- $69.40 / −$180.13
- Payoff ratio
- 0.39
- Largest win / loss
- $225.96 / −$796.81
- Longest losing streak(winning: 7)
- 4 trades
Drawdown over time
- Max drawdown
- -22.94%
- Longest time under water(still going at the end)
- 1692 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$287.19
- Funding
- $202.80
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 19
- Benchmark(buy and hold)
- +66.79%
Monte Carlo
1,000 alternative histories, each 132 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 | -43.10% | -18.35% | +12.14% |
| Max drawdown | -46.92% | -27.65% | -12.98% |
85% of histories lost money, and 67% had a deeper drawdown than this run’s -22.94%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- bb length
- 20
- bb width (standard deviations)
- 2
- 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
132 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-06 00:00 @ 43,430.38 | 2022-01-13 00:00 @ 43,871.94 | 7d | $18.76 | +0.75% | signal |
| 2 | long | 2022-01-21 00:00 @ 40,670.19 | 2022-01-29 00:00 @ 37,688.68 | 8d | −$187.06 | -7.47% | signal |
| 3 | short | 2022-02-05 00:00 @ 41,541.69 | 2022-02-14 00:00 @ 42,049.53 | 9d | −$28.34 | -1.15% | signal |
| 4 | long | 2022-02-18 00:00 @ 40,499.90 | 2022-02-27 00:00 @ 39,091.48 | 9d | −$88.05 | -3.59% | signal |
| 5 | short | 2022-03-01 00:00 @ 43,146.37 | 2022-03-05 00:00 @ 39,135.53 | 4d | $225.96 | +9.30% | signal |
| 6 | short | 2022-03-25 00:00 @ 43,964.41 | 2022-04-01 12:00 @ 45,054.11 | 7d 12h | −$59.68 | -2.40% | signal |
| 7 | long | 2022-04-06 12:00 @ 44,811.46 | 2022-04-19 00:00 @ 40,777.54 | 12d 12h | −$227.31 | -9.20% | signal |
| 8 | short | 2022-04-21 12:00 @ 42,409.52 | 2022-04-22 00:00 @ 40,457.79 | 12h | $108.84 | +4.51% | signal |
| 9 | long | 2022-05-06 00:00 @ 36,541.01 | 2022-05-20 00:00 @ 30,313.84 | 14d | −$420.25 | -17.22% | signal |
| 10 | short | 2022-05-30 12:00 @ 30,652.87 | 2022-06-02 00:00 @ 29,802.86 | 2d 12h | $64.14 | +2.75% | signal |
| 11 | long | 2022-06-11 12:00 @ 28,729.64 | 2022-06-24 00:00 @ 21,092.38 | 12d 12h | −$627.70 | -26.69% | signal |
| 12 | long | 2022-06-30 12:00 @ 19,092.52 | 2022-07-05 00:00 @ 20,222.25 | 4d 12h | $127.50 | +5.81% | signal |
| 13 | short | 2022-07-08 00:00 @ 21,610.18 | 2022-07-12 00:00 @ 19,958.29 | 4d | $170.17 | +7.64% | signal |
| 14 | short | 2022-07-19 00:00 @ 22,419.02 | 2022-07-25 12:00 @ 21,935.99 | 6d 12h | $50.50 | +2.23% | signal |
| 15 | short | 2022-08-08 12:00 @ 24,155.07 | 2022-08-10 00:00 @ 23,144.73 | 1d 12h | $94.05 | +4.12% | signal |
| 16 | short | 2022-08-11 12:00 @ 24,542.29 | 2022-08-17 00:00 @ 23,847.77 | 5d 12h | $63.52 | +2.76% | signal |
| 17 | long | 2022-08-19 12:00 @ 21,457.99 | 2022-09-09 12:00 @ 20,927.51 | 21d | −$59.27 | -2.55% | signal |
| 18 | short | 2022-09-10 00:00 @ 21,347.73 | 2022-09-14 00:00 @ 20,166.63 | 4d | $128.00 | +5.55% | signal |
| 19 | short | 2022-09-27 12:00 @ 20,216.96 | 2022-09-28 00:00 @ 19,073.91 | 12h | $130.13 | +5.56% | signal |
| 20 | short | 2022-10-05 00:00 @ 20,328.83 | 2022-10-08 00:00 @ 19,524.80 | 3d | $93.50 | +3.94% | signal |
| 21 | short | 2022-10-26 00:00 @ 20,064.29 | 2022-11-03 00:00 @ 20,144.23 | 8d | −$10.76 | -0.45% | signal |
| 22 | short | 2022-11-05 00:00 @ 21,133.37 | 2022-11-08 00:00 @ 20,582.62 | 3d | $61.63 | +2.58% | signal |
| 23 | long | 2022-11-08 12:00 @ 19,692.84 | 2022-11-23 12:00 @ 16,573.68 | 15d | −$376.67 | -15.65% | signal |
| 24 | short | 2022-12-01 00:00 @ 17,149.97 | 2022-12-07 12:00 @ 16,790.56 | 6d 12h | $47.70 | +2.06% | signal |
| 25 | short | 2022-12-13 12:00 @ 17,433.41 | 2022-12-16 12:00 @ 17,022.10 | 3d | $54.33 | +2.34% | signal |
| 26 | long | 2022-12-29 00:00 @ 16,542.21 | 2023-01-02 12:00 @ 16,725.05 | 4d 12h | $21.14 | +0.90% | signal |
| 27 | short | 2023-01-07 00:00 @ 16,940.51 | 2023-01-31 00:00 @ 22,824.46 | 24d | −$796.81 | -34.00% | signal |
| 28 | short | 2023-02-02 00:00 @ 23,725.35 | 2023-02-06 00:00 @ 22,933.89 | 4d | $71.97 | +3.36% | signal |
| 29 | long | 2023-02-10 00:00 @ 21,797.66 | 2023-02-15 12:00 @ 22,428.51 | 5d 12h | $57.83 | +2.67% | signal |
| 30 | short | 2023-02-16 00:00 @ 24,327.83 | 2023-02-23 12:00 @ 23,772.35 | 7d 12h | $52.71 | +2.42% | signal |
| 31 | long | 2023-02-25 12:00 @ 22,978.49 | 2023-03-13 00:00 @ 21,981.80 | 15d 12h | −$100.85 | -4.60% | signal |
| 32 | short | 2023-03-14 00:00 @ 24,114.68 | 2023-03-28 00:00 @ 27,117.42 | 14d | −$264.47 | -12.22% | signal |
| 33 | short | 2023-04-11 00:00 @ 29,617.18 | 2023-04-18 00:00 @ 29,425.98 | 7d | $14.70 | +0.70% | signal |
| 34 | long | 2023-04-20 12:00 @ 28,607.22 | 2023-04-26 12:00 @ 28,934.91 | 6d | $20.01 | +0.95% | signal |
| 35 | long | 2023-05-08 12:00 @ 27,927.78 | 2023-05-18 00:00 @ 27,390.22 | 9d 12h | −$44.92 | -2.13% | signal |
| 36 | long | 2023-05-25 00:00 @ 26,319.16 | 2023-05-28 00:00 @ 26,836.23 | 3d | $37.51 | +1.79% | signal |
| 37 | short | 2023-05-29 00:00 @ 28,050.19 | 2023-06-01 12:00 @ 26,886.98 | 3d 12h | $86.83 | +4.12% | signal |
| 38 | long | 2023-06-06 00:00 @ 25,719.74 | 2023-06-07 00:00 @ 27,216.06 | 1d | $121.69 | +5.72% | signal |
| 39 | long | 2023-06-15 00:00 @ 25,120.92 | 2023-06-17 00:00 @ 26,330.63 | 2d | $101.38 | +4.70% | signal |
| 40 | short | 2023-06-21 00:00 @ 28,285.04 | 2023-07-05 12:00 @ 30,401.08 | 14d 12h | −$155.76 | -7.13% | signal |
| 41 | long | 2023-07-07 00:00 @ 29,880.27 | 2023-07-12 00:00 @ 30,602.18 | 5d | $48.40 | +2.26% | signal |
| 42 | short | 2023-07-14 00:00 @ 31,435.31 | 2023-07-15 00:00 @ 30,299.36 | 1d | $76.44 | +3.54% | signal |
| 43 | long | 2023-07-24 12:00 @ 29,265.55 | 2023-08-02 00:00 @ 29,695.26 | 8d 12h | $26.02 | +1.20% | signal |
| 44 | short | 2023-08-09 00:00 @ 29,752.95 | 2023-08-14 00:00 @ 29,299.16 | 5d | $34.05 | +1.56% | signal |
| 45 | long | 2023-08-17 00:00 @ 28,720.14 | 2023-08-29 00:00 @ 26,101.28 | 12d | −$203.24 | -9.28% | signal |
| 46 | short | 2023-08-30 00:00 @ 27,694.56 | 2023-09-01 00:00 @ 25,933.19 | 2d | $134.68 | +6.29% | signal |
| 47 | long | 2023-09-12 00:00 @ 25,155.43 | 2023-09-12 12:00 @ 26,081.98 | 12h | $77.65 | +3.57% | signal |
| 48 | short | 2023-09-14 12:00 @ 26,426.31 | 2023-09-22 00:00 @ 26,557.91 | 7d 12h | −$13.35 | -0.61% | signal |
| 49 | long | 2023-09-25 12:00 @ 26,069.71 | 2023-09-27 12:00 @ 26,750.35 | 2d | $54.53 | +2.49% | signal |
| 50 | short | 2023-10-02 00:00 @ 27,975.80 | 2023-10-09 12:00 @ 27,461.49 | 7d 12h | $38.99 | +1.77% | signal |
| 51 | long | 2023-10-12 00:00 @ 26,869.87 | 2023-10-16 12:00 @ 27,731.45 | 4d 12h | $67.88 | +3.07% | signal |
| 52 | short | 2023-10-17 00:00 @ 28,480.60 | 2023-11-03 12:00 @ 34,272.35 | 17d 12h | −$446.88 | -20.04% | signal |
| 53 | short | 2023-11-09 12:00 @ 36,809.54 | 2023-11-15 00:00 @ 35,566.21 | 5d 12h | $75.20 | +3.55% | signal |
| 54 | short | 2023-12-02 00:00 @ 38,652.17 | 2023-12-12 00:00 @ 41,279.35 | 10d | −$138.29 | -6.47% | signal |
| 55 | long | 2023-12-30 00:00 @ 42,103.52 | 2024-01-02 00:00 @ 44,221.45 | 3d | $97.03 | +4.62% | signal |
| 56 | short | 2024-01-02 12:00 @ 45,477.70 | 2024-01-04 00:00 @ 42,858.07 | 1d 12h | $122.54 | +5.76% | signal |
| 57 | short | 2024-01-09 00:00 @ 46,963.21 | 2024-01-13 00:00 @ 42,797.56 | 4d | $191.81 | +8.89% | signal |
| 58 | long | 2024-01-22 12:00 @ 40,817.66 | 2024-01-26 12:00 @ 41,263.65 | 4d | $19.28 | +0.87% | signal |
| 59 | short | 2024-02-08 00:00 @ 44,317.43 | 2024-02-21 12:00 @ 50,998.40 | 13d 12h | −$323.99 | -14.66% | signal |
| 60 | long | 2024-02-24 00:00 @ 50,782.05 | 2024-02-26 00:00 @ 51,754.55 | 2d | $37.07 | +1.74% | signal |
| 61 | short | 2024-02-27 00:00 @ 54,500.80 | 2024-03-15 12:00 @ 67,831.86 | 17d 12h | −$460.60 | -21.54% | signal |
| 62 | long | 2024-03-19 12:00 @ 63,149.73 | 2024-03-25 00:00 @ 67,247.45 | 5d 12h | $124.45 | +6.15% | signal |
| 63 | short | 2024-03-26 12:00 @ 70,719.95 | 2024-04-02 12:00 @ 65,697.34 | 7d | $156.85 | +7.64% | signal |
| 64 | long | 2024-04-14 00:00 @ 63,952.49 | 2024-04-21 12:00 @ 65,190.46 | 7d 12h | $35.89 | +1.71% | signal |
| 65 | long | 2024-04-30 12:00 @ 61,194.54 | 2024-05-04 00:00 @ 62,841.13 | 3d 12h | $53.33 | +2.54% | signal |
| 66 | short | 2024-05-16 00:00 @ 66,162.16 | 2024-05-27 12:00 @ 68,476.69 | 11d 12h | −$70.57 | -3.34% | signal |
| 67 | short | 2024-06-05 00:00 @ 70,565.88 | 2024-06-11 00:00 @ 69,572.71 | 6d | $31.46 | +1.50% | signal |
| 68 | long | 2024-06-11 12:00 @ 66,932.98 | 2024-07-01 00:00 @ 62,753.55 | 19d 12h | −$143.87 | -6.83% | signal |
| 69 | long | 2024-07-04 12:00 @ 57,759.95 | 2024-07-11 12:00 @ 58,742.25 | 7d | $29.66 | +1.43% | signal |
| 70 | short | 2024-07-14 12:00 @ 60,066.98 | 2024-07-25 00:00 @ 65,363.77 | 10d 12h | −$183.06 | -8.81% | signal |
| 71 | short | 2024-07-29 12:00 @ 69,535.89 | 2024-07-30 00:00 @ 66,763.45 | 12h | $79.20 | +3.90% | signal |
| 72 | long | 2024-08-03 00:00 @ 61,496.00 | 2024-08-09 00:00 @ 61,647.47 | 6d | $1.50 | +0.07% | signal |
| 73 | short | 2024-08-24 00:00 @ 64,007.20 | 2024-08-28 00:00 @ 59,396.28 | 4d | $146.29 | +7.13% | signal |
| 74 | long | 2024-09-07 00:00 @ 53,938.49 | 2024-09-10 00:00 @ 56,998.70 | 3d | $117.21 | +5.61% | signal |
| 75 | short | 2024-09-14 00:00 @ 60,444.11 | 2024-09-30 12:00 @ 63,807.16 | 16d 12h | −$115.68 | -5.46% | signal |
| 76 | long | 2024-10-02 00:00 @ 60,788.86 | 2024-10-07 12:00 @ 63,101.48 | 5d 12h | $76.11 | +3.64% | signal |
| 77 | short | 2024-10-14 12:00 @ 64,886.52 | 2024-10-23 12:00 @ 66,419.38 | 9d | −$46.08 | -2.19% | signal |
| 78 | short | 2024-10-29 00:00 @ 69,925.91 | 2024-11-03 00:00 @ 69,380.47 | 5d | $17.45 | +0.83% | signal |
| 79 | short | 2024-11-06 12:00 @ 74,276.84 | 2024-11-26 00:00 @ 93,082.61 | 19d 12h | −$512.10 | -24.38% | signal |
| 80 | short | 2024-12-05 12:00 @ 102,647.67 | 2024-12-10 00:00 @ 97,368.57 | 4d 12h | $104.34 | +5.29% | signal |
| 81 | short | 2024-12-16 00:00 @ 104,439.61 | 2024-12-19 00:00 @ 100,201.24 | 3d | $80.87 | +4.05% | signal |
| 82 | long | 2024-12-20 12:00 @ 92,733.64 | 2024-12-26 00:00 @ 99,359.72 | 5d 12h | $139.00 | +6.89% | signal |
| 83 | short | 2025-01-07 00:00 @ 102,160.06 | 2025-01-08 12:00 @ 95,112.82 | 1d 12h | $140.60 | +6.85% | signal |
| 84 | short | 2025-01-17 12:00 @ 102,161.16 | 2025-01-27 00:00 @ 102,580.51 | 9d 12h | −$5.47 | -0.26% | signal |
| 85 | long | 2025-01-27 12:00 @ 98,719.84 | 2025-01-30 00:00 @ 103,677.36 | 2d 12h | $101.52 | +4.86% | signal |
| 86 | long | 2025-02-02 12:00 @ 98,831.26 | 2025-02-11 12:00 @ 98,080.48 | 9d | −$20.54 | -0.97% | signal |
| 87 | short | 2025-02-21 12:00 @ 98,559.98 | 2025-02-22 00:00 @ 96,147.23 | 12h | $49.51 | +2.35% | signal |
| 88 | long | 2025-02-25 00:00 @ 91,532.80 | 2025-03-03 00:00 @ 94,203.16 | 6d | $58.53 | +2.76% | signal |
| 89 | long | 2025-03-11 00:00 @ 78,583.51 | 2025-03-17 12:00 @ 83,458.31 | 6d 12h | $129.08 | +6.05% | signal |
| 90 | short | 2025-03-20 00:00 @ 86,792.44 | 2025-03-28 12:00 @ 85,231.04 | 8d 12h | $37.49 | +1.73% | signal |
| 91 | long | 2025-03-29 12:00 @ 82,271.55 | 2025-04-10 00:00 @ 82,571.38 | 11d 12h | $2.99 | +0.14% | signal |
| 92 | short | 2025-04-21 12:00 @ 86,919.11 | 2025-05-05 00:00 @ 94,249.05 | 13d 12h | −$186.92 | -8.59% | signal |
| 93 | short | 2025-05-08 12:00 @ 99,350.03 | 2025-05-17 12:00 @ 102,964.69 | 9d | −$75.84 | -3.56% | signal |
| 94 | short | 2025-05-19 00:00 @ 106,386.22 | 2025-05-19 12:00 @ 102,932.68 | 12h | $66.70 | +3.16% | signal |
| 95 | short | 2025-05-21 00:00 @ 106,778.64 | 2025-05-29 00:00 @ 107,744.64 | 8d | −$17.78 | -0.84% | signal |
| 96 | long | 2025-05-31 00:00 @ 103,970.69 | 2025-06-07 12:00 @ 105,073.48 | 7d 12h | $19.37 | +0.91% | signal |
| 97 | short | 2025-06-09 12:00 @ 107,686.26 | 2025-06-13 00:00 @ 105,630.52 | 3d 12h | $39.82 | +1.87% | signal |
| 98 | long | 2025-06-22 00:00 @ 102,100.22 | 2025-06-24 00:00 @ 105,269.94 | 2d | $63.82 | +2.98% | signal |
| 99 | short | 2025-07-03 12:00 @ 109,529.19 | 2025-07-20 00:00 @ 117,837.86 | 16d 12h | −$157.68 | -7.32% | signal |
| 100 | long | 2025-07-25 12:00 @ 116,527.90 | 2025-07-28 00:00 @ 119,399.62 | 2d 12h | $48.48 | +2.29% | signal |
| 101 | long | 2025-08-01 00:00 @ 115,720.44 | 2025-08-07 12:00 @ 116,445.81 | 6d 12h | $9.03 | +0.42% | signal |
| 102 | short | 2025-08-10 12:00 @ 118,272.24 | 2025-08-16 00:00 @ 117,302.56 | 5d 12h | $18.30 | +0.86% | signal |
| 103 | long | 2025-08-20 00:00 @ 112,846.66 | 2025-08-23 00:00 @ 116,874.12 | 3d | $72.90 | +3.42% | signal |
| 104 | long | 2025-08-26 00:00 @ 110,086.11 | 2025-09-03 00:00 @ 111,165.66 | 8d | $15.90 | +0.74% | signal |
| 105 | short | 2025-09-11 00:00 @ 113,874.02 | 2025-09-21 00:00 @ 115,648.13 | 10d | −$32.76 | -1.52% | signal |
| 106 | long | 2025-09-22 12:00 @ 112,836.56 | 2025-09-30 00:00 @ 114,234.25 | 7d 12h | $22.37 | +1.04% | signal |
| 107 | short | 2025-10-01 12:00 @ 116,713.45 | 2025-10-11 00:00 @ 112,737.54 | 9d 12h | $75.82 | +3.52% | signal |
| 108 | long | 2025-10-11 12:00 @ 112,247.04 | 2025-10-20 12:00 @ 110,947.31 | 9d | −$26.29 | -1.21% | signal |
| 109 | short | 2025-10-26 12:00 @ 113,212.45 | 2025-10-30 00:00 @ 110,007.60 | 3d 12h | $60.48 | +2.79% | signal |
| 110 | long | 2025-11-04 00:00 @ 106,565.31 | 2025-11-10 12:00 @ 106,115.27 | 6d 12h | −$13.74 | -0.63% | signal |
| 111 | long | 2025-11-14 12:00 @ 96,153.73 | 2025-11-27 00:00 @ 90,419.91 | 12d 12h | −$135.77 | -6.24% | signal |
| 112 | long | 2025-12-16 00:00 @ 86,407.28 | 2025-12-21 12:00 @ 88,552.99 | 5d 12h | $48.66 | +2.27% | signal |
| 113 | short | 2026-01-02 12:00 @ 89,440.41 | 2026-01-08 12:00 @ 90,210.24 | 6d | −$18.52 | -0.86% | signal |
| 114 | short | 2026-01-14 00:00 @ 95,356.12 | 2026-01-19 12:00 @ 93,155.43 | 5d 12h | $48.75 | +2.27% | signal |
| 115 | long | 2026-01-21 00:00 @ 88,408.38 | 2026-01-28 12:00 @ 90,018.89 | 7d 12h | $34.48 | +1.59% | signal |
| 116 | long | 2026-01-30 00:00 @ 84,621.62 | 2026-02-14 12:00 @ 70,450.71 | 15d 12h | −$364.71 | -16.79% | signal |
| 117 | long | 2026-02-24 00:00 @ 64,638.73 | 2026-02-26 00:00 @ 67,938.91 | 2d | $103.98 | +5.00% | signal |
| 118 | short | 2026-03-04 12:00 @ 71,068.08 | 2026-03-07 12:00 @ 67,989.60 | 3d | $89.49 | +4.25% | signal |
| 119 | short | 2026-03-17 00:00 @ 74,831.43 | 2026-03-19 00:00 @ 71,217.14 | 2d | $100.49 | +4.72% | signal |
| 120 | long | 2026-03-27 12:00 @ 66,676.63 | 2026-04-01 12:00 @ 68,656.27 | 5d | $62.41 | +2.90% | signal |
| 121 | short | 2026-04-06 00:00 @ 68,984.10 | 2026-04-20 00:00 @ 73,773.15 | 14d | −$155.02 | -7.14% | signal |
| 122 | short | 2026-05-05 00:00 @ 79,810.13 | 2026-05-13 00:00 @ 80,477.09 | 8d | −$20.33 | -0.95% | signal |
| 123 | long | 2026-05-16 12:00 @ 78,058.11 | 2026-05-25 12:00 @ 77,302.74 | 9d | −$25.11 | -1.18% | signal |
| 124 | long | 2026-05-28 00:00 @ 74,432.88 | 2026-06-12 00:00 @ 63,585.28 | 15d | −$314.11 | -14.82% | signal |
| 125 | short | 2026-06-15 00:00 @ 65,688.96 | 2026-06-18 12:00 @ 63,952.89 | 3d 12h | $51.79 | +2.54% | signal |
| 126 | long | 2026-06-25 00:00 @ 61,063.41 | 2026-07-02 12:00 @ 61,316.83 | 7d 12h | $4.35 | +0.21% | signal |
| 127 | short | 2026-07-05 00:00 @ 63,102.28 | 2026-07-13 12:00 @ 62,893.98 | 8d 12h | $8.24 | +0.40% | signal |
| 128 | short | 2026-07-15 00:00 @ 65,001.60 | 2026-07-17 12:00 @ 63,285.75 | 2d 12h | $53.28 | +2.59% | signal |
| 129 | short | 2026-07-21 12:00 @ 66,304.64 | 2026-07-25 00:00 @ 64,129.32 | 3d 12h | $66.70 | +3.22% | signal |
| 130 | long | 2026-08-01 00:00 @ 62,872.47 | 2026-08-04 12:00 @ 63,887.42 | 3d 12h | $30.33 | +1.45% | signal |
| 131 | long | 2026-08-14 12:00 @ 62,850.07 | 2026-08-18 00:00 @ 64,491.20 | 3d 12h | $51.58 | +2.46% | signal |
| 132 | short | 2026-08-20 00:00 @ 69,296.24 | 2026-08-31 00:00 @ 77,650.13 | 11d | −$249.59 | -11.84% | 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.