[Famous-Q] Keltner channel breakout
public
@djgambhirBTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,411 bars in 1.6ms
Underperformed the market. Holding BTCUSDT returned +66.79% over the same period, against this strategy’s +2.13%.
Net P&L
+2.13%
$212.90
Max drawdown
-15.56%
Max run-up
+24.00%
Trades
227
35.2% win rate
Profit factor
1.02
2021-12-30drawdown · worst -15.56%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +4.14% | -13.75% | 134 | 36% |
| Validation | 2024-10-19 → 2025-09-24 | -9.78% | -15.56% | 48 | 35% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | +8.52% | -7.84% | 44 | 34% |
Risk-adjusted
- Sharpe
- 0.10
- Sortino
- 0.14
- Calmar
- 0.03
- Return ÷ max drawdown
- 0.14
- CAGR
- +0.45%
- Exposure
- 55.1%
Per trade
- Expectancy
- $0.94 · +0.08%
- Average win / loss
- $140.39 / −$74.96
- Payoff ratio
- 1.87
- Largest win / loss
- $660.90 / −$277.10
- Longest losing streak(winning: 4)
- 7 trades
Drawdown over time
- Max drawdown
- -15.56%
- Longest time under water(still going at the end)
- 648 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$558.85
- Funding
- −$189.15
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 9
- Benchmark(buy and hold)
- +66.79%
Monte Carlo
1,000 alternative histories, each 227 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 | -28.54% | +0.45% | +46.95% |
| Max drawdown | -35.93% | -20.29% | -11.47% |
49% of histories lost money, and 77% had a deeper drawdown than this run’s -15.56%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- mid length
- 10
- atr10 length
- 10
- 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
227 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 00:00 @ 47,085.60 | 2022-01-02 00:00 @ 47,713.89 | 2d | −$34.70 | -1.39% | signal |
| 2 | short | 2022-01-06 00:00 @ 43,413.02 | 2022-01-12 00:00 @ 42,709.23 | 6d | $42.07 | +1.69% | signal |
| 3 | long | 2022-01-13 00:00 @ 43,889.50 | 2022-01-14 12:00 @ 41,974.72 | 1d 12h | −$111.30 | -4.45% | signal |
| 4 | short | 2022-01-21 00:00 @ 40,653.93 | 2022-01-26 00:00 @ 36,941.65 | 5d | $224.99 | +9.09% | signal |
| 5 | long | 2022-01-26 12:00 @ 38,053.53 | 2022-01-31 12:00 @ 37,237.55 | 5d | −$57.04 | -2.25% | signal |
| 6 | long | 2022-02-05 00:00 @ 41,558.31 | 2022-02-11 12:00 @ 43,324.27 | 6d 12h | $101.22 | +4.02% | signal |
| 7 | long | 2022-02-15 12:00 @ 44,223.14 | 2022-02-18 00:00 @ 40,483.70 | 2d 12h | −$218.95 | -8.62% | signal |
| 8 | short | 2022-02-18 12:00 @ 40,159.17 | 2022-02-23 12:00 @ 38,765.05 | 5d | $83.83 | +3.37% | signal |
| 9 | short | 2022-02-24 12:00 @ 35,418.31 | 2022-02-25 00:00 @ 38,323.86 | 12h | −$208.57 | -8.32% | signal |
| 10 | long | 2022-03-01 00:00 @ 43,163.63 | 2022-03-04 12:00 @ 41,635.07 | 3d 12h | −$91.67 | -3.73% | signal |
| 11 | short | 2022-03-05 00:00 @ 39,119.87 | 2022-03-09 12:00 @ 42,158.43 | 4d 12h | −$190.09 | -7.81% | signal |
| 12 | long | 2022-03-10 00:00 @ 41,947.89 | 2022-03-10 12:00 @ 39,047.49 | 12h | −$167.61 | -7.03% | signal |
| 13 | short | 2022-03-14 00:00 @ 37,735.45 | 2022-03-15 00:00 @ 39,659.53 | 1d | −$122.16 | -5.21% | signal |
| 14 | long | 2022-03-17 00:00 @ 41,114.12 | 2022-03-21 12:00 @ 41,210.56 | 4d 12h | $0.30 | +0.01% | signal |
| 15 | long | 2022-03-22 12:00 @ 42,985.50 | 2022-04-01 00:00 @ 45,496.80 | 9d 12h | $128.06 | +5.54% | signal |
| 16 | short | 2022-04-01 12:00 @ 45,036.09 | 2022-04-05 00:00 @ 46,590.22 | 3d 12h | −$80.90 | -3.45% | signal |
| 17 | short | 2022-04-06 12:00 @ 44,793.54 | 2022-04-16 00:00 @ 40,537.71 | 9d 12h | $220.85 | +9.50% | signal |
| 18 | short | 2022-04-18 12:00 @ 38,967.60 | 2022-04-19 00:00 @ 40,793.86 | 12h | −$114.09 | -4.79% | signal |
| 19 | long | 2022-04-20 00:00 @ 41,481.19 | 2022-04-22 00:00 @ 40,441.61 | 2d | −$61.78 | -2.63% | signal |
| 20 | short | 2022-04-23 12:00 @ 39,575.38 | 2022-04-26 00:00 @ 40,419.08 | 2d 12h | −$53.51 | -2.29% | signal |
| 21 | short | 2022-04-27 00:00 @ 38,086.08 | 2022-04-28 12:00 @ 39,674.53 | 1d 12h | −$100.01 | -4.31% | signal |
| 22 | short | 2022-05-01 00:00 @ 37,606.88 | 2022-05-04 12:00 @ 38,995.30 | 3d 12h | −$85.18 | -3.71% | signal |
| 23 | long | 2022-05-05 00:00 @ 39,692.04 | 2022-05-06 00:00 @ 36,526.39 | 1d | −$184.37 | -8.10% | signal |
| 24 | short | 2022-05-06 12:00 @ 35,758.75 | 2022-05-15 00:00 @ 30,085.52 | 8d 12h | $352.79 | +15.82% | signal |
| 25 | long | 2022-05-30 12:00 @ 30,665.13 | 2022-06-02 00:00 @ 29,790.94 | 2d 12h | −$70.03 | -3.02% | signal |
| 26 | long | 2022-06-06 12:00 @ 31,398.38 | 2022-06-07 12:00 @ 29,498.70 | 1d | −$141.64 | -6.16% | signal |
| 27 | short | 2022-06-11 00:00 @ 29,071.88 | 2022-06-20 00:00 @ 20,568.41 | 9d | $660.90 | +29.18% | signal |
| 28 | short | 2022-06-29 12:00 @ 20,092.88 | 2022-07-04 12:00 @ 19,798.16 | 5d | $33.31 | +1.37% | signal |
| 29 | long | 2022-07-08 00:00 @ 21,618.82 | 2022-07-11 00:00 @ 20,849.63 | 3d | −$91.00 | -3.73% | signal |
| 30 | short | 2022-07-12 00:00 @ 19,950.31 | 2022-07-15 00:00 @ 20,582.72 | 3d | −$78.35 | -3.24% | signal |
| 31 | long | 2022-07-17 00:00 @ 21,187.84 | 2022-07-23 00:00 @ 22,670.47 | 6d | $160.86 | +6.71% | signal |
| 32 | short | 2022-07-26 00:00 @ 21,295.74 | 2022-07-28 00:00 @ 22,945.69 | 2d | −$190.46 | -7.82% | signal |
| 33 | long | 2022-07-28 12:00 @ 23,110.62 | 2022-08-01 00:00 @ 23,285.44 | 3d 12h | $13.31 | +0.56% | signal |
| 34 | long | 2022-08-08 12:00 @ 24,164.73 | 2022-08-10 00:00 @ 23,135.47 | 1d 12h | −$105.11 | -4.39% | signal |
| 35 | long | 2022-08-11 12:00 @ 24,552.11 | 2022-08-15 12:00 @ 24,032.39 | 4d | −$52.88 | -2.23% | signal |
| 36 | short | 2022-08-18 00:00 @ 23,328.43 | 2022-08-24 00:00 @ 21,522.50 | 6d | $179.89 | +7.65% | signal |
| 37 | short | 2022-08-27 00:00 @ 20,224.65 | 2022-08-30 12:00 @ 20,399.98 | 3d 12h | −$24.57 | -1.02% | signal |
| 38 | short | 2022-09-07 00:00 @ 18,777.64 | 2022-09-09 12:00 @ 20,935.89 | 2d 12h | −$277.10 | -11.59% | signal |
| 39 | long | 2022-09-10 00:00 @ 21,356.27 | 2022-09-14 00:00 @ 20,158.57 | 4d | −$135.15 | -5.82% | signal |
| 40 | short | 2022-09-14 12:00 @ 20,215.86 | 2022-09-23 00:00 @ 19,396.38 | 8d 12h | $91.94 | +4.02% | signal |
| 41 | long | 2022-09-27 12:00 @ 20,225.04 | 2022-09-28 00:00 @ 19,066.29 | 12h | −$134.87 | -5.83% | signal |
| 42 | long | 2022-10-05 00:00 @ 20,336.97 | 2022-10-08 00:00 @ 19,517.00 | 3d | −$96.03 | -4.22% | signal |
| 43 | short | 2022-10-09 00:00 @ 19,402.42 | 2022-10-14 00:00 @ 19,369.27 | 5d | $4.06 | +0.18% | signal |
| 44 | long | 2022-10-24 00:00 @ 19,564.51 | 2022-11-01 00:00 @ 20,478.00 | 8d | $101.35 | +4.49% | signal |
| 45 | short | 2022-11-03 00:00 @ 20,136.17 | 2022-11-04 12:00 @ 20,551.21 | 1d 12h | −$48.94 | -2.15% | signal |
| 46 | long | 2022-11-05 00:00 @ 21,141.83 | 2022-11-07 12:00 @ 20,720.26 | 2d 12h | −$48.82 | -2.15% | signal |
| 47 | short | 2022-11-08 12:00 @ 19,684.96 | 2022-11-16 00:00 @ 16,891.68 | 7d 12h | $311.34 | +13.80% | signal |
| 48 | short | 2022-11-22 00:00 @ 15,769.75 | 2022-11-23 12:00 @ 16,580.32 | 1d 12h | −$121.80 | -5.22% | signal |
| 49 | long | 2022-11-30 12:00 @ 16,874.67 | 2022-12-06 00:00 @ 16,954.81 | 5d 12h | $7.27 | +0.32% | signal |
| 50 | long | 2022-12-13 12:00 @ 17,440.39 | 2022-12-16 00:00 @ 17,348.43 | 2d 12h | −$15.98 | -0.69% | signal |
| 51 | short | 2022-12-16 12:00 @ 17,015.30 | 2022-12-21 00:00 @ 16,890.68 | 4d 12h | $15.77 | +0.69% | signal |
| 52 | short | 2022-12-29 00:00 @ 16,535.59 | 2023-01-02 00:00 @ 16,613.72 | 4d | −$10.75 | -0.47% | signal |
| 53 | long | 2023-01-04 12:00 @ 16,830.07 | 2023-01-06 12:00 @ 16,728.15 | 2d | −$17.02 | -0.74% | signal |
| 54 | long | 2023-01-09 00:00 @ 17,128.02 | 2023-01-19 00:00 @ 20,675.96 | 10d | $465.84 | +20.27% | signal |
| 55 | long | 2023-01-21 00:00 @ 22,665.53 | 2023-01-25 12:00 @ 22,591.28 | 4d 12h | −$13.72 | -0.57% | signal |
| 56 | long | 2023-01-30 00:00 @ 23,744.95 | 2023-01-30 12:00 @ 23,070.58 | 12h | −$71.32 | -2.96% | signal |
| 57 | short | 2023-02-06 12:00 @ 22,871.52 | 2023-02-08 00:00 @ 23,238.75 | 1d 12h | −$39.87 | -1.67% | signal |
| 58 | short | 2023-02-10 00:00 @ 21,788.94 | 2023-02-14 12:00 @ 21,803.26 | 4d 12h | −$1.46 | -0.06% | signal |
| 59 | long | 2023-02-15 12:00 @ 22,437.49 | 2023-02-22 00:00 @ 24,438.41 | 6d 12h | $204.76 | +8.59% | signal |
| 60 | short | 2023-02-25 00:00 @ 23,170.86 | 2023-02-28 00:00 @ 23,484.70 | 3d | −$34.57 | -1.42% | signal |
| 61 | short | 2023-03-03 12:00 @ 22,329.43 | 2023-03-13 00:00 @ 21,990.60 | 9d 12h | $36.19 | +1.49% | signal |
| 62 | long | 2023-03-13 12:00 @ 22,097.02 | 2023-03-23 00:00 @ 27,228.35 | 9d 12h | $554.62 | +22.78% | signal |
| 63 | long | 2023-04-11 00:00 @ 29,629.02 | 2023-04-16 12:00 @ 30,214.06 | 5d 12h | $45.20 | +1.76% | signal |
| 64 | short | 2023-04-17 12:00 @ 29,552.19 | 2023-04-18 12:00 @ 30,375.77 | 1d | −$74.27 | -2.87% | signal |
| 65 | short | 2023-04-19 12:00 @ 29,294.14 | 2023-04-26 00:00 @ 28,292.36 | 6d 12h | $87.70 | +3.42% | signal |
| 66 | long | 2023-04-26 12:00 @ 28,946.49 | 2023-05-01 12:00 @ 28,504.90 | 5d | −$43.85 | -1.69% | signal |
| 67 | short | 2023-05-02 00:00 @ 28,048.89 | 2023-05-04 00:00 @ 29,024.20 | 2d | −$91.49 | -3.55% | signal |
| 68 | long | 2023-05-06 00:00 @ 29,497.40 | 2023-05-07 00:00 @ 28,832.13 | 1d | −$60.88 | -2.38% | signal |
| 69 | short | 2023-05-08 12:00 @ 27,916.62 | 2023-05-15 12:00 @ 27,328.66 | 7d | $52.77 | +2.08% | signal |
| 70 | short | 2023-05-25 00:00 @ 26,308.64 | 2023-05-28 00:00 @ 26,846.97 | 3d | −$52.90 | -2.07% | signal |
| 71 | long | 2023-05-28 12:00 @ 27,151.33 | 2023-05-31 12:00 @ 27,082.48 | 3d | −$10.65 | -0.42% | signal |
| 72 | short | 2023-06-02 00:00 @ 26,799.94 | 2023-06-04 12:00 @ 27,196.24 | 2d 12h | −$38.47 | -1.52% | signal |
| 73 | short | 2023-06-06 00:00 @ 25,709.46 | 2023-06-07 00:00 @ 27,226.94 | 1d | −$151.86 | -6.01% | signal |
| 74 | short | 2023-06-15 00:00 @ 25,110.88 | 2023-06-17 00:00 @ 26,341.17 | 2d | −$124.10 | -4.99% | signal |
| 75 | long | 2023-06-17 12:00 @ 26,502.80 | 2023-06-26 12:00 @ 30,309.04 | 9d | $344.76 | +14.03% | signal |
| 76 | short | 2023-07-07 00:00 @ 29,868.33 | 2023-07-11 00:00 @ 30,402.98 | 4d | −$47.15 | -1.85% | signal |
| 77 | long | 2023-07-14 00:00 @ 31,447.89 | 2023-07-15 00:00 @ 30,287.24 | 1d | −$96.67 | -3.82% | signal |
| 78 | short | 2023-07-18 12:00 @ 29,866.03 | 2023-07-20 12:00 @ 30,280.05 | 2d | −$36.21 | -1.44% | signal |
| 79 | short | 2023-07-24 12:00 @ 29,253.85 | 2023-07-27 12:00 @ 29,499.90 | 3d | −$21.87 | -0.88% | signal |
| 80 | short | 2023-08-01 12:00 @ 28,847.13 | 2023-08-02 00:00 @ 29,707.14 | 12h | −$76.60 | -3.07% | signal |
| 81 | long | 2023-08-09 00:00 @ 29,764.85 | 2023-08-12 00:00 @ 29,409.62 | 3d | −$34.00 | -1.37% | signal |
| 82 | short | 2023-08-17 00:00 @ 28,708.66 | 2023-08-24 00:00 @ 26,424.48 | 7d | $194.55 | +7.89% | signal |
| 83 | long | 2023-08-30 00:00 @ 27,705.64 | 2023-09-01 00:00 @ 25,922.81 | 2d | −$165.00 | -6.56% | signal |
| 84 | short | 2023-09-02 00:00 @ 25,790.44 | 2023-09-08 00:00 @ 26,245.95 | 6d | −$45.25 | -1.83% | signal |
| 85 | short | 2023-09-12 00:00 @ 25,145.37 | 2023-09-12 12:00 @ 26,092.42 | 12h | −$95.01 | -3.86% | signal |
| 86 | long | 2023-09-14 12:00 @ 26,436.89 | 2023-09-21 12:00 @ 26,717.46 | 7d | $23.86 | +0.98% | signal |
| 87 | short | 2023-09-25 00:00 @ 26,227.15 | 2023-09-27 12:00 @ 26,761.05 | 2d 12h | −$51.58 | -2.11% | signal |
| 88 | long | 2023-09-29 00:00 @ 27,017.10 | 2023-10-06 00:00 @ 27,392.82 | 7d | $31.16 | +1.28% | signal |
| 89 | short | 2023-10-11 12:00 @ 27,179.56 | 2023-10-16 00:00 @ 27,145.23 | 4d 12h | $1.67 | +0.07% | signal |
| 90 | long | 2023-10-16 12:00 @ 27,742.55 | 2023-10-29 00:00 @ 34,079.88 | 12d 12h | $549.27 | +22.52% | signal |
| 91 | long | 2023-11-02 00:00 @ 35,444.59 | 2023-11-03 12:00 @ 34,258.65 | 1d 12h | −$90.00 | -3.49% | signal |
| 92 | long | 2023-11-09 12:00 @ 36,824.26 | 2023-11-14 00:00 @ 36,478.90 | 4d 12h | −$32.21 | -1.26% | signal |
| 93 | short | 2023-11-15 00:00 @ 35,551.99 | 2023-11-16 00:00 @ 37,893.08 | 1d | −$169.48 | -6.66% | signal |
| 94 | short | 2023-11-22 00:00 @ 35,729.85 | 2023-11-23 00:00 @ 37,420.98 | 1d | −$120.28 | -4.80% | signal |
| 95 | long | 2023-12-01 12:00 @ 38,585.72 | 2023-12-11 12:00 @ 42,338.13 | 10d | $227.34 | +9.19% | signal |
| 96 | short | 2023-12-12 00:00 @ 41,262.85 | 2023-12-14 00:00 @ 42,883.58 | 2d | −$100.31 | -3.96% | signal |
| 97 | long | 2023-12-21 00:00 @ 43,717.64 | 2023-12-25 00:00 @ 42,999.80 | 4d | −$50.03 | -2.00% | signal |
| 98 | long | 2024-01-02 00:00 @ 44,239.15 | 2024-01-04 00:00 @ 42,840.93 | 2d | −$86.37 | -3.47% | signal |
| 99 | long | 2024-01-09 00:00 @ 46,981.99 | 2024-01-13 00:00 @ 42,780.44 | 4d | −$226.24 | -9.16% | signal |
| 100 | short | 2024-01-13 12:00 @ 42,623.27 | 2024-01-17 00:00 @ 43,141.63 | 3d 12h | −$29.37 | -1.22% | signal |
| 101 | short | 2024-01-23 00:00 @ 39,559.19 | 2024-01-26 12:00 @ 41,280.15 | 3d 12h | −$104.49 | -4.34% | signal |
| 102 | long | 2024-01-27 00:00 @ 41,814.76 | 2024-02-01 12:00 @ 42,067.38 | 5d 12h | $8.42 | +0.35% | signal |
| 103 | long | 2024-02-08 00:00 @ 44,335.17 | 2024-02-20 00:00 @ 51,803.34 | 12d | $388.17 | +16.29% | signal |
| 104 | long | 2024-02-27 00:00 @ 54,522.60 | 2024-03-15 12:00 @ 67,804.74 | 17d 12h | $526.27 | +21.22% | signal |
| 105 | short | 2024-03-17 00:00 @ 65,337.93 | 2024-03-21 00:00 @ 67,889.98 | 4d | −$97.90 | -3.75% | signal |
| 106 | long | 2024-03-26 00:00 @ 69,934.58 | 2024-03-31 00:00 @ 69,628.07 | 5d | −$24.64 | -0.95% | signal |
| 107 | short | 2024-04-02 12:00 @ 65,671.06 | 2024-04-05 00:00 @ 68,503.50 | 2d 12h | −$111.97 | -4.34% | signal |
| 108 | long | 2024-04-07 12:00 @ 69,380.07 | 2024-04-10 00:00 @ 69,175.36 | 2d 12h | −$13.37 | -0.52% | signal |
| 109 | short | 2024-04-13 00:00 @ 67,122.97 | 2024-04-19 00:00 @ 63,457.69 | 6d | $139.85 | +5.48% | signal |
| 110 | long | 2024-04-23 00:00 @ 66,791.26 | 2024-04-25 00:00 @ 64,237.15 | 2d | −$101.80 | -3.94% | signal |
| 111 | short | 2024-04-27 12:00 @ 62,821.83 | 2024-04-30 00:00 @ 63,855.17 | 2d 12h | −$44.18 | -1.73% | signal |
| 112 | short | 2024-04-30 12:00 @ 61,170.06 | 2024-05-04 00:00 @ 62,866.27 | 3d 12h | −$71.90 | -2.82% | signal |
| 113 | long | 2024-05-04 12:00 @ 63,862.77 | 2024-05-08 00:00 @ 62,283.54 | 3d 12h | −$66.11 | -2.61% | signal |
| 114 | short | 2024-05-09 00:00 @ 61,145.67 | 2024-05-10 00:00 @ 63,062.61 | 1d | −$80.94 | -3.22% | signal |
| 115 | long | 2024-05-16 00:00 @ 66,188.64 | 2024-05-24 00:00 @ 67,986.30 | 8d | $61.45 | +2.46% | signal |
| 116 | long | 2024-06-05 00:00 @ 70,594.12 | 2024-06-08 00:00 @ 69,363.12 | 3d | −$48.81 | -1.95% | signal |
| 117 | short | 2024-06-11 12:00 @ 66,906.22 | 2024-06-20 12:00 @ 66,163.23 | 9d | $31.33 | +1.25% | signal |
| 118 | short | 2024-06-21 12:00 @ 63,732.35 | 2024-06-28 12:00 @ 61,683.83 | 7d | $82.41 | +3.29% | signal |
| 119 | long | 2024-07-01 00:00 @ 62,778.65 | 2024-07-03 12:00 @ 60,372.82 | 2d 12h | −$101.24 | -4.01% | signal |
| 120 | short | 2024-07-04 00:00 @ 60,195.96 | 2024-07-09 12:00 @ 57,418.58 | 5d 12h | $116.04 | +4.64% | signal |
| 121 | long | 2024-07-14 12:00 @ 60,091.02 | 2024-07-24 00:00 @ 65,903.12 | 9d 12h | $239.99 | +9.49% | signal |
| 122 | short | 2024-07-25 12:00 @ 64,069.78 | 2024-07-26 12:00 @ 67,307.36 | 1d | −$132.66 | -5.12% | signal |
| 123 | long | 2024-07-27 12:00 @ 68,198.34 | 2024-07-30 00:00 @ 66,736.75 | 2d 12h | −$58.66 | -2.30% | signal |
| 124 | short | 2024-08-01 00:00 @ 64,588.88 | 2024-08-08 12:00 @ 57,303.86 | 7d 12h | $287.40 | +11.31% | signal |
| 125 | long | 2024-08-09 00:00 @ 61,672.13 | 2024-08-12 00:00 @ 58,681.36 | 3d | −$129.46 | -4.96% | signal |
| 126 | long | 2024-08-24 00:00 @ 64,032.80 | 2024-08-27 00:00 @ 62,795.14 | 3d | −$52.72 | -2.04% | signal |
| 127 | short | 2024-08-28 00:00 @ 59,372.52 | 2024-09-03 00:00 @ 59,124.02 | 6d | $8.30 | +0.32% | signal |
| 128 | short | 2024-09-04 12:00 @ 56,524.79 | 2024-09-10 00:00 @ 57,021.50 | 5d 12h | −$25.79 | -1.00% | signal |
| 129 | long | 2024-09-10 12:00 @ 57,201.54 | 2024-09-16 12:00 @ 58,618.37 | 6d | $61.56 | +2.40% | signal |
| 130 | long | 2024-09-19 00:00 @ 61,747.65 | 2024-09-26 00:00 @ 63,105.68 | 7d | $51.74 | +2.01% | signal |
| 131 | long | 2024-09-27 00:00 @ 65,152.13 | 2024-09-30 12:00 @ 63,781.64 | 3d 12h | −$58.53 | -2.26% | signal |
| 132 | short | 2024-10-01 00:00 @ 63,296.34 | 2024-10-05 00:00 @ 62,066.71 | 4d | $49.40 | +1.92% | signal |
| 133 | long | 2024-10-07 00:00 @ 62,801.76 | 2024-10-09 00:00 @ 62,119.37 | 2d | −$31.20 | -1.21% | signal |
| 134 | short | 2024-10-10 00:00 @ 60,594.18 | 2024-10-12 00:00 @ 62,521.50 | 2d | −$84.35 | -3.27% | signal |
| 135 | long | 2024-10-13 00:00 @ 63,188.64 | 2024-10-22 00:00 @ 67,355.23 | 9d | $159.66 | +6.24% | signal |
| 136 | short | 2024-10-23 12:00 @ 66,392.82 | 2024-10-25 00:00 @ 68,187.43 | 1d 12h | −$71.86 | -2.76% | signal |
| 137 | long | 2024-10-28 12:00 @ 68,744.85 | 2024-11-01 00:00 @ 70,307.84 | 3d 12h | $53.43 | +2.07% | signal |
| 138 | short | 2024-11-03 00:00 @ 69,352.73 | 2024-11-06 00:00 @ 69,366.97 | 3d | −$0.82 | -0.03% | signal |
| 139 | long | 2024-11-06 12:00 @ 74,306.56 | 2024-11-18 00:00 @ 89,882.02 | 11d 12h | $525.85 | +20.26% | signal |
| 140 | long | 2024-11-21 00:00 @ 94,306.86 | 2024-11-26 00:00 @ 93,045.39 | 5d | −$44.69 | -1.64% | signal |
| 141 | short | 2024-11-26 12:00 @ 92,401.52 | 2024-11-28 00:00 @ 95,924.38 | 1d 12h | −$103.89 | -3.83% | signal |
| 142 | long | 2024-12-05 12:00 @ 102,688.73 | 2024-12-09 12:00 @ 98,137.87 | 4d | −$128.10 | -4.76% | signal |
| 143 | long | 2024-12-16 00:00 @ 104,481.39 | 2024-12-19 00:00 @ 100,161.16 | 3d | −$114.78 | -4.32% | signal |
| 144 | short | 2024-12-20 00:00 @ 97,414.81 | 2024-12-25 00:00 @ 98,646.63 | 5d | −$32.27 | -1.23% | signal |
| 145 | long | 2025-01-02 12:00 @ 96,734.74 | 2025-01-08 00:00 @ 96,900.82 | 5d 12h | −$1.84 | -0.07% | signal |
| 146 | short | 2025-01-08 12:00 @ 95,074.78 | 2025-01-13 00:00 @ 94,518.80 | 4d 12h | $14.46 | +0.55% | signal |
| 147 | short | 2025-01-13 12:00 @ 90,809.33 | 2025-01-14 00:00 @ 94,504.30 | 12h | −$109.41 | -4.17% | signal |
| 148 | long | 2025-01-16 00:00 @ 100,480.09 | 2025-01-20 00:00 @ 101,291.24 | 4d | $16.04 | +0.62% | signal |
| 149 | long | 2025-01-20 12:00 @ 108,289.25 | 2025-01-21 00:00 @ 102,227.25 | 12h | −$148.34 | -5.70% | signal |
| 150 | short | 2025-01-27 12:00 @ 98,680.36 | 2025-01-30 00:00 @ 103,718.84 | 2d 12h | −$132.08 | -5.15% | signal |
| 151 | short | 2025-02-02 12:00 @ 98,791.74 | 2025-02-04 00:00 @ 101,313.86 | 1d 12h | −$66.57 | -2.63% | signal |
| 152 | long | 2025-02-21 00:00 @ 98,272.45 | 2025-02-22 00:00 @ 96,108.77 | 1d | −$57.89 | -2.30% | signal |
| 153 | short | 2025-02-25 00:00 @ 91,496.20 | 2025-03-02 00:00 @ 86,024.90 | 5d | $148.56 | +5.94% | signal |
| 154 | long | 2025-03-03 00:00 @ 94,240.84 | 2025-03-04 00:00 @ 86,176.06 | 1d | −$219.48 | -8.65% | signal |
| 155 | short | 2025-03-10 00:00 @ 80,674.56 | 2025-03-13 00:00 @ 83,657.43 | 3d | −$93.35 | -3.76% | signal |
| 156 | long | 2025-03-20 00:00 @ 86,827.16 | 2025-03-23 00:00 @ 83,788.14 | 3d | −$88.99 | -3.62% | signal |
| 157 | long | 2025-03-24 12:00 @ 87,661.13 | 2025-03-28 12:00 @ 85,196.96 | 4d | −$70.76 | -2.90% | signal |
| 158 | short | 2025-03-29 00:00 @ 84,363.92 | 2025-04-01 12:00 @ 83,896.78 | 3d 12h | $11.90 | +0.49% | signal |
| 159 | short | 2025-04-07 00:00 @ 78,374.42 | 2025-04-10 00:00 @ 82,604.42 | 3d | −$132.15 | -5.46% | signal |
| 160 | long | 2025-04-12 00:00 @ 83,394.98 | 2025-04-16 00:00 @ 83,591.88 | 4d | $1.75 | +0.07% | signal |
| 161 | long | 2025-04-21 12:00 @ 86,953.89 | 2025-04-28 00:00 @ 93,678.26 | 6d 12h | $182.44 | +7.64% | signal |
| 162 | long | 2025-05-02 12:00 @ 96,895.08 | 2025-05-04 12:00 @ 95,356.92 | 2d | −$40.83 | -1.68% | signal |
| 163 | short | 2025-05-05 12:00 @ 93,967.30 | 2025-05-07 00:00 @ 96,818.26 | 1d 12h | −$75.88 | -3.13% | signal |
| 164 | long | 2025-05-08 12:00 @ 99,389.77 | 2025-05-13 00:00 @ 102,718.75 | 4d 12h | $75.73 | +3.15% | signal |
| 165 | long | 2025-05-19 00:00 @ 106,428.78 | 2025-05-19 12:00 @ 102,891.52 | 12h | −$83.23 | -3.43% | signal |
| 166 | long | 2025-05-21 00:00 @ 106,821.36 | 2025-05-24 00:00 @ 107,250.15 | 3d | $5.37 | +0.22% | signal |
| 167 | short | 2025-05-30 00:00 @ 105,518.79 | 2025-06-03 00:00 @ 105,835.56 | 4d | −$8.44 | -0.35% | signal |
| 168 | short | 2025-06-06 00:00 @ 101,438.41 | 2025-06-07 12:00 @ 105,115.52 | 1d 12h | −$89.92 | -3.74% | signal |
| 169 | long | 2025-06-09 12:00 @ 107,729.34 | 2025-06-12 12:00 @ 106,841.53 | 3d | −$23.40 | -0.98% | signal |
| 170 | short | 2025-06-13 00:00 @ 105,588.28 | 2025-06-16 12:00 @ 106,863.97 | 3d 12h | −$30.60 | -1.29% | signal |
| 171 | short | 2025-06-22 00:00 @ 102,059.38 | 2025-06-24 00:00 @ 105,312.06 | 2d | −$77.39 | -3.27% | signal |
| 172 | long | 2025-06-25 00:00 @ 106,056.11 | 2025-07-01 00:00 @ 107,065.88 | 6d | $18.88 | +0.80% | signal |
| 173 | short | 2025-07-02 00:00 @ 105,616.77 | 2025-07-02 12:00 @ 107,461.19 | 12h | −$43.32 | -1.84% | signal |
| 174 | long | 2025-07-03 12:00 @ 109,573.01 | 2025-07-06 12:00 @ 107,995.70 | 3d | −$36.69 | -1.57% | signal |
| 175 | long | 2025-07-10 00:00 @ 111,222.04 | 2025-07-15 12:00 @ 117,086.98 | 5d 12h | $116.66 | +5.00% | signal |
| 176 | short | 2025-08-01 00:00 @ 115,674.16 | 2025-08-05 00:00 @ 115,025.10 | 4d | $12.00 | +0.51% | signal |
| 177 | long | 2025-08-07 12:00 @ 116,492.39 | 2025-08-15 00:00 @ 118,218.55 | 7d 12h | $28.17 | +1.19% | signal |
| 178 | short | 2025-08-16 00:00 @ 117,255.64 | 2025-08-23 00:00 @ 116,920.88 | 7d | $7.09 | +0.30% | signal |
| 179 | short | 2025-08-25 12:00 @ 111,161.46 | 2025-08-28 12:00 @ 112,899.08 | 3d | −$38.23 | -1.61% | signal |
| 180 | short | 2025-08-30 00:00 @ 108,310.73 | 2025-09-02 12:00 @ 109,720.54 | 3d 12h | −$31.42 | -1.33% | signal |
| 181 | long | 2025-09-03 12:00 @ 111,413.88 | 2025-09-06 12:00 @ 110,710.65 | 3d | −$18.36 | -0.78% | signal |
| 182 | long | 2025-09-11 00:00 @ 113,919.58 | 2025-09-15 12:00 @ 114,986.00 | 4d 12h | $18.11 | +0.77% | signal |
| 183 | short | 2025-09-22 12:00 @ 112,791.44 | 2025-09-29 00:00 @ 112,142.12 | 6d 12h | $13.40 | +0.57% | signal |
| 184 | long | 2025-09-29 12:00 @ 112,074.41 | 2025-10-08 00:00 @ 121,262.34 | 8d 12h | $186.07 | +7.89% | signal |
| 185 | short | 2025-10-11 00:00 @ 112,692.46 | 2025-10-20 00:00 @ 108,607.92 | 9d | $84.23 | +3.50% | signal |
| 186 | long | 2025-10-26 12:00 @ 113,257.75 | 2025-10-29 00:00 @ 112,810.93 | 2d 12h | −$13.25 | -0.55% | signal |
| 187 | short | 2025-10-30 00:00 @ 109,963.60 | 2025-11-02 12:00 @ 111,167.63 | 3d 12h | −$27.16 | -1.12% | signal |
| 188 | short | 2025-11-04 00:00 @ 106,522.69 | 2025-11-09 12:00 @ 102,218.64 | 5d 12h | $97.26 | +4.03% | signal |
| 189 | long | 2025-11-10 12:00 @ 106,157.73 | 2025-11-12 00:00 @ 102,985.20 | 1d 12h | −$75.60 | -3.10% | signal |
| 190 | short | 2025-11-14 00:00 @ 99,634.37 | 2025-11-25 00:00 @ 88,264.75 | 11d | $278.50 | +11.50% | signal |
| 191 | long | 2025-11-27 00:00 @ 90,456.09 | 2025-12-01 00:00 @ 90,302.44 | 4d | −$7.38 | -0.30% | signal |
| 192 | short | 2025-12-01 12:00 @ 86,082.78 | 2025-12-03 00:00 @ 91,267.35 | 1d 12h | −$152.30 | -6.12% | signal |
| 193 | long | 2025-12-03 12:00 @ 92,976.19 | 2025-12-06 00:00 @ 89,270.74 | 2d 12h | −$100.58 | -4.10% | signal |
| 194 | short | 2025-12-15 00:00 @ 88,101.18 | 2025-12-19 12:00 @ 88,187.63 | 4d 12h | −$3.24 | -0.13% | signal |
| 195 | long | 2026-01-04 00:00 @ 90,613.92 | 2026-01-08 00:00 @ 91,309.83 | 4d | $14.58 | +0.60% | signal |
| 196 | short | 2026-01-08 12:00 @ 90,174.16 | 2026-01-12 00:00 @ 90,982.59 | 3d 12h | −$23.10 | -0.95% | signal |
| 197 | long | 2026-01-14 00:00 @ 95,394.28 | 2026-01-18 00:00 @ 95,088.88 | 4d | −$10.97 | -0.45% | signal |
| 198 | short | 2026-01-19 00:00 @ 93,595.28 | 2026-01-28 00:00 @ 89,215.64 | 9d | $114.22 | +4.72% | signal |
| 199 | short | 2026-01-30 00:00 @ 84,587.78 | 2026-02-08 12:00 @ 70,968.19 | 9d 12h | $391.56 | +15.99% | signal |
| 200 | short | 2026-02-24 00:00 @ 64,612.87 | 2026-02-26 00:00 @ 67,966.09 | 2d | −$134.64 | -5.29% | 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.