[Famous-Q] Keltner channel breakout

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+4.14%-13.75%13436%
Validation2024-10-19 → 2025-09-24-9.78%-15.56%4835%
Out-of-sample2025-09-24 → 2026-08-31+8.52%-7.84%4434%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
227long2026-08-18 00:00 @ 64,517.002026-08-29 00:00 @ 77,790.3411d$489.96+20.16%signal
226short2026-08-12 00:00 @ 63,559.192026-08-17 12:00 @ 63,612.725d 12h−$2.07-0.09%signal
225long2026-08-06 00:00 @ 64,646.932026-08-11 00:00 @ 63,926.515d−$31.62-1.30%signal
224short2026-08-01 00:00 @ 62,847.332026-08-04 00:00 @ 63,509.803d−$27.00-1.10%signal
223short2026-07-28 12:00 @ 63,418.012026-07-29 12:00 @ 64,492.801d−$43.45-1.77%signal
222short2026-07-25 00:00 @ 64,103.682026-07-27 00:00 @ 65,388.282d−$51.29-2.08%signal
221long2026-07-21 12:00 @ 66,331.162026-07-24 00:00 @ 65,056.592d 12h−$50.67-2.04%signal
220long2026-07-15 00:00 @ 65,027.602026-07-17 00:00 @ 63,788.342d−$51.02-2.05%signal
219long2026-07-03 00:00 @ 61,552.812026-07-08 12:00 @ 62,257.555d 12h$22.64+0.91%signal
218short2026-06-25 00:00 @ 61,038.992026-06-30 00:00 @ 60,236.745d$31.60+1.27%signal
217short2026-06-19 00:00 @ 62,911.422026-06-21 12:00 @ 64,162.632d 12h−$51.45-2.06%signal
216long2026-06-14 00:00 @ 64,431.182026-06-17 12:00 @ 64,761.653d 12h$10.81+0.43%signal
215short2026-05-28 00:00 @ 74,403.122026-06-08 00:00 @ 63,311.6611d$359.21+14.96%signal
214short2026-05-23 00:00 @ 75,498.002026-05-24 12:00 @ 77,304.961d 12h−$59.66-2.47%signal
213short2026-05-16 12:00 @ 78,026.892026-05-21 00:00 @ 77,525.804d 12h$14.42+0.60%signal
212short2026-05-14 00:00 @ 79,272.342026-05-15 00:00 @ 81,065.011d−$57.08-2.35%signal
211long2026-05-11 00:00 @ 82,194.142026-05-13 00:00 @ 80,444.912d−$54.91-2.25%signal
210long2026-05-03 00:00 @ 78,668.532026-05-08 00:00 @ 79,953.515d$38.35+1.58%signal
209short2026-04-28 12:00 @ 76,183.662026-04-29 12:00 @ 77,568.011d−$46.77-1.91%signal
208long2026-04-22 12:00 @ 78,278.852026-04-27 12:00 @ 77,788.745d−$16.44-0.67%signal
207long2026-04-14 00:00 @ 74,399.782026-04-20 00:00 @ 73,743.656d−$21.83-0.89%signal
206long2026-04-06 00:00 @ 69,011.702026-04-12 12:00 @ 71,420.716d 12h$82.26+3.38%signal
205short2026-03-27 12:00 @ 66,649.972026-03-30 12:00 @ 67,665.033d−$40.19-1.65%signal
204short2026-03-19 12:00 @ 69,912.812026-03-23 12:00 @ 70,111.224d−$9.73-0.40%signal
203long2026-03-13 12:00 @ 72,204.242026-03-19 00:00 @ 71,188.665d 12h−$36.56-1.49%signal
202short2026-03-08 00:00 @ 67,218.652026-03-10 12:00 @ 70,584.212d 12h−$127.59-5.13%signal
201long2026-03-04 12:00 @ 71,096.522026-03-07 00:00 @ 68,069.382d 12h−$109.72-4.37%signal
200short2026-02-24 00:00 @ 64,612.872026-02-26 00:00 @ 67,966.092d−$134.64-5.29%signal
199short2026-01-30 00:00 @ 84,587.782026-02-08 12:00 @ 70,968.199d 12h$391.56+15.99%signal
198short2026-01-19 00:00 @ 93,595.282026-01-28 00:00 @ 89,215.649d$114.22+4.72%signal
197long2026-01-14 00:00 @ 95,394.282026-01-18 00:00 @ 95,088.884d−$10.97-0.45%signal
196short2026-01-08 12:00 @ 90,174.162026-01-12 00:00 @ 90,982.593d 12h−$23.10-0.95%signal
195long2026-01-04 00:00 @ 90,613.922026-01-08 00:00 @ 91,309.834d$14.58+0.60%signal
194short2025-12-15 00:00 @ 88,101.182025-12-19 12:00 @ 88,187.634d 12h−$3.24-0.13%signal
193long2025-12-03 12:00 @ 92,976.192025-12-06 00:00 @ 89,270.742d 12h−$100.58-4.10%signal
192short2025-12-01 12:00 @ 86,082.782025-12-03 00:00 @ 91,267.351d 12h−$152.30-6.12%signal
191long2025-11-27 00:00 @ 90,456.092025-12-01 00:00 @ 90,302.444d−$7.38-0.30%signal
190short2025-11-14 00:00 @ 99,634.372025-11-25 00:00 @ 88,264.7511d$278.50+11.50%signal
189long2025-11-10 12:00 @ 106,157.732025-11-12 00:00 @ 102,985.201d 12h−$75.60-3.10%signal
188short2025-11-04 00:00 @ 106,522.692025-11-09 12:00 @ 102,218.645d 12h$97.26+4.03%signal
187short2025-10-30 00:00 @ 109,963.602025-11-02 12:00 @ 111,167.633d 12h−$27.16-1.12%signal
186long2025-10-26 12:00 @ 113,257.752025-10-29 00:00 @ 112,810.932d 12h−$13.25-0.55%signal
185short2025-10-11 00:00 @ 112,692.462025-10-20 00:00 @ 108,607.929d$84.23+3.50%signal
184long2025-09-29 12:00 @ 112,074.412025-10-08 00:00 @ 121,262.348d 12h$186.07+7.89%signal
183short2025-09-22 12:00 @ 112,791.442025-09-29 00:00 @ 112,142.126d 12h$13.40+0.57%signal
182long2025-09-11 00:00 @ 113,919.582025-09-15 12:00 @ 114,986.004d 12h$18.11+0.77%signal
181long2025-09-03 12:00 @ 111,413.882025-09-06 12:00 @ 110,710.653d−$18.36-0.78%signal
180short2025-08-30 00:00 @ 108,310.732025-09-02 12:00 @ 109,720.543d 12h−$31.42-1.33%signal
179short2025-08-25 12:00 @ 111,161.462025-08-28 12:00 @ 112,899.083d−$38.23-1.61%signal
178short2025-08-16 00:00 @ 117,255.642025-08-23 00:00 @ 116,920.887d$7.09+0.30%signal
177long2025-08-07 12:00 @ 116,492.392025-08-15 00:00 @ 118,218.557d 12h$28.17+1.19%signal
176short2025-08-01 00:00 @ 115,674.162025-08-05 00:00 @ 115,025.104d$12.00+0.51%signal
175long2025-07-10 00:00 @ 111,222.042025-07-15 12:00 @ 117,086.985d 12h$116.66+5.00%signal
174long2025-07-03 12:00 @ 109,573.012025-07-06 12:00 @ 107,995.703d−$36.69-1.57%signal
173short2025-07-02 00:00 @ 105,616.772025-07-02 12:00 @ 107,461.1912h−$43.32-1.84%signal
172long2025-06-25 00:00 @ 106,056.112025-07-01 00:00 @ 107,065.886d$18.88+0.80%signal
171short2025-06-22 00:00 @ 102,059.382025-06-24 00:00 @ 105,312.062d−$77.39-3.27%signal
170short2025-06-13 00:00 @ 105,588.282025-06-16 12:00 @ 106,863.973d 12h−$30.60-1.29%signal
169long2025-06-09 12:00 @ 107,729.342025-06-12 12:00 @ 106,841.533d−$23.40-0.98%signal
168short2025-06-06 00:00 @ 101,438.412025-06-07 12:00 @ 105,115.521d 12h−$89.92-3.74%signal
167short2025-05-30 00:00 @ 105,518.792025-06-03 00:00 @ 105,835.564d−$8.44-0.35%signal
166long2025-05-21 00:00 @ 106,821.362025-05-24 00:00 @ 107,250.153d$5.37+0.22%signal
165long2025-05-19 00:00 @ 106,428.782025-05-19 12:00 @ 102,891.5212h−$83.23-3.43%signal
164long2025-05-08 12:00 @ 99,389.772025-05-13 00:00 @ 102,718.754d 12h$75.73+3.15%signal
163short2025-05-05 12:00 @ 93,967.302025-05-07 00:00 @ 96,818.261d 12h−$75.88-3.13%signal
162long2025-05-02 12:00 @ 96,895.082025-05-04 12:00 @ 95,356.922d−$40.83-1.68%signal
161long2025-04-21 12:00 @ 86,953.892025-04-28 00:00 @ 93,678.266d 12h$182.44+7.64%signal
160long2025-04-12 00:00 @ 83,394.982025-04-16 00:00 @ 83,591.884d$1.75+0.07%signal
159short2025-04-07 00:00 @ 78,374.422025-04-10 00:00 @ 82,604.423d−$132.15-5.46%signal
158short2025-03-29 00:00 @ 84,363.922025-04-01 12:00 @ 83,896.783d 12h$11.90+0.49%signal
157long2025-03-24 12:00 @ 87,661.132025-03-28 12:00 @ 85,196.964d−$70.76-2.90%signal
156long2025-03-20 00:00 @ 86,827.162025-03-23 00:00 @ 83,788.143d−$88.99-3.62%signal
155short2025-03-10 00:00 @ 80,674.562025-03-13 00:00 @ 83,657.433d−$93.35-3.76%signal
154long2025-03-03 00:00 @ 94,240.842025-03-04 00:00 @ 86,176.061d−$219.48-8.65%signal
153short2025-02-25 00:00 @ 91,496.202025-03-02 00:00 @ 86,024.905d$148.56+5.94%signal
152long2025-02-21 00:00 @ 98,272.452025-02-22 00:00 @ 96,108.771d−$57.89-2.30%signal
151short2025-02-02 12:00 @ 98,791.742025-02-04 00:00 @ 101,313.861d 12h−$66.57-2.63%signal
150short2025-01-27 12:00 @ 98,680.362025-01-30 00:00 @ 103,718.842d 12h−$132.08-5.15%signal
149long2025-01-20 12:00 @ 108,289.252025-01-21 00:00 @ 102,227.2512h−$148.34-5.70%signal
148long2025-01-16 00:00 @ 100,480.092025-01-20 00:00 @ 101,291.244d$16.04+0.62%signal
147short2025-01-13 12:00 @ 90,809.332025-01-14 00:00 @ 94,504.3012h−$109.41-4.17%signal
146short2025-01-08 12:00 @ 95,074.782025-01-13 00:00 @ 94,518.804d 12h$14.46+0.55%signal
145long2025-01-02 12:00 @ 96,734.742025-01-08 00:00 @ 96,900.825d 12h−$1.84-0.07%signal
144short2024-12-20 00:00 @ 97,414.812024-12-25 00:00 @ 98,646.635d−$32.27-1.23%signal
143long2024-12-16 00:00 @ 104,481.392024-12-19 00:00 @ 100,161.163d−$114.78-4.32%signal
142long2024-12-05 12:00 @ 102,688.732024-12-09 12:00 @ 98,137.874d−$128.10-4.76%signal
141short2024-11-26 12:00 @ 92,401.522024-11-28 00:00 @ 95,924.381d 12h−$103.89-3.83%signal
140long2024-11-21 00:00 @ 94,306.862024-11-26 00:00 @ 93,045.395d−$44.69-1.64%signal
139long2024-11-06 12:00 @ 74,306.562024-11-18 00:00 @ 89,882.0211d 12h$525.85+20.26%signal
138short2024-11-03 00:00 @ 69,352.732024-11-06 00:00 @ 69,366.973d−$0.82-0.03%signal
137long2024-10-28 12:00 @ 68,744.852024-11-01 00:00 @ 70,307.843d 12h$53.43+2.07%signal
136short2024-10-23 12:00 @ 66,392.822024-10-25 00:00 @ 68,187.431d 12h−$71.86-2.76%signal
135long2024-10-13 00:00 @ 63,188.642024-10-22 00:00 @ 67,355.239d$159.66+6.24%signal
134short2024-10-10 00:00 @ 60,594.182024-10-12 00:00 @ 62,521.502d−$84.35-3.27%signal
133long2024-10-07 00:00 @ 62,801.762024-10-09 00:00 @ 62,119.372d−$31.20-1.21%signal
132short2024-10-01 00:00 @ 63,296.342024-10-05 00:00 @ 62,066.714d$49.40+1.92%signal
131long2024-09-27 00:00 @ 65,152.132024-09-30 12:00 @ 63,781.643d 12h−$58.53-2.26%signal
130long2024-09-19 00:00 @ 61,747.652024-09-26 00:00 @ 63,105.687d$51.74+2.01%signal
129long2024-09-10 12:00 @ 57,201.542024-09-16 12:00 @ 58,618.376d$61.56+2.40%signal
128short2024-09-04 12:00 @ 56,524.792024-09-10 00:00 @ 57,021.505d 12h−$25.79-1.00%signal
127short2024-08-28 00:00 @ 59,372.522024-09-03 00:00 @ 59,124.026d$8.30+0.32%signal
126long2024-08-24 00:00 @ 64,032.802024-08-27 00:00 @ 62,795.143d−$52.72-2.04%signal
125long2024-08-09 00:00 @ 61,672.132024-08-12 00:00 @ 58,681.363d−$129.46-4.96%signal
124short2024-08-01 00:00 @ 64,588.882024-08-08 12:00 @ 57,303.867d 12h$287.40+11.31%signal
123long2024-07-27 12:00 @ 68,198.342024-07-30 00:00 @ 66,736.752d 12h−$58.66-2.30%signal
122short2024-07-25 12:00 @ 64,069.782024-07-26 12:00 @ 67,307.361d−$132.66-5.12%signal
121long2024-07-14 12:00 @ 60,091.022024-07-24 00:00 @ 65,903.129d 12h$239.99+9.49%signal
120short2024-07-04 00:00 @ 60,195.962024-07-09 12:00 @ 57,418.585d 12h$116.04+4.64%signal
119long2024-07-01 00:00 @ 62,778.652024-07-03 12:00 @ 60,372.822d 12h−$101.24-4.01%signal
118short2024-06-21 12:00 @ 63,732.352024-06-28 12:00 @ 61,683.837d$82.41+3.29%signal
117short2024-06-11 12:00 @ 66,906.222024-06-20 12:00 @ 66,163.239d$31.33+1.25%signal
116long2024-06-05 00:00 @ 70,594.122024-06-08 00:00 @ 69,363.123d−$48.81-1.95%signal
115long2024-05-16 00:00 @ 66,188.642024-05-24 00:00 @ 67,986.308d$61.45+2.46%signal
114short2024-05-09 00:00 @ 61,145.672024-05-10 00:00 @ 63,062.611d−$80.94-3.22%signal
113long2024-05-04 12:00 @ 63,862.772024-05-08 00:00 @ 62,283.543d 12h−$66.11-2.61%signal
112short2024-04-30 12:00 @ 61,170.062024-05-04 00:00 @ 62,866.273d 12h−$71.90-2.82%signal
111short2024-04-27 12:00 @ 62,821.832024-04-30 00:00 @ 63,855.172d 12h−$44.18-1.73%signal
110long2024-04-23 00:00 @ 66,791.262024-04-25 00:00 @ 64,237.152d−$101.80-3.94%signal
109short2024-04-13 00:00 @ 67,122.972024-04-19 00:00 @ 63,457.696d$139.85+5.48%signal
108long2024-04-07 12:00 @ 69,380.072024-04-10 00:00 @ 69,175.362d 12h−$13.37-0.52%signal
107short2024-04-02 12:00 @ 65,671.062024-04-05 00:00 @ 68,503.502d 12h−$111.97-4.34%signal
106long2024-03-26 00:00 @ 69,934.582024-03-31 00:00 @ 69,628.075d−$24.64-0.95%signal
105short2024-03-17 00:00 @ 65,337.932024-03-21 00:00 @ 67,889.984d−$97.90-3.75%signal
104long2024-02-27 00:00 @ 54,522.602024-03-15 12:00 @ 67,804.7417d 12h$526.27+21.22%signal
103long2024-02-08 00:00 @ 44,335.172024-02-20 00:00 @ 51,803.3412d$388.17+16.29%signal
102long2024-01-27 00:00 @ 41,814.762024-02-01 12:00 @ 42,067.385d 12h$8.42+0.35%signal
101short2024-01-23 00:00 @ 39,559.192024-01-26 12:00 @ 41,280.153d 12h−$104.49-4.34%signal
100short2024-01-13 12:00 @ 42,623.272024-01-17 00:00 @ 43,141.633d 12h−$29.37-1.22%signal
99long2024-01-09 00:00 @ 46,981.992024-01-13 00:00 @ 42,780.444d−$226.24-9.16%signal
98long2024-01-02 00:00 @ 44,239.152024-01-04 00:00 @ 42,840.932d−$86.37-3.47%signal
97long2023-12-21 00:00 @ 43,717.642023-12-25 00:00 @ 42,999.804d−$50.03-2.00%signal
96short2023-12-12 00:00 @ 41,262.852023-12-14 00:00 @ 42,883.582d−$100.31-3.96%signal
95long2023-12-01 12:00 @ 38,585.722023-12-11 12:00 @ 42,338.1310d$227.34+9.19%signal
94short2023-11-22 00:00 @ 35,729.852023-11-23 00:00 @ 37,420.981d−$120.28-4.80%signal
93short2023-11-15 00:00 @ 35,551.992023-11-16 00:00 @ 37,893.081d−$169.48-6.66%signal
92long2023-11-09 12:00 @ 36,824.262023-11-14 00:00 @ 36,478.904d 12h−$32.21-1.26%signal
91long2023-11-02 00:00 @ 35,444.592023-11-03 12:00 @ 34,258.651d 12h−$90.00-3.49%signal
90long2023-10-16 12:00 @ 27,742.552023-10-29 00:00 @ 34,079.8812d 12h$549.27+22.52%signal
89short2023-10-11 12:00 @ 27,179.562023-10-16 00:00 @ 27,145.234d 12h$1.67+0.07%signal
88long2023-09-29 00:00 @ 27,017.102023-10-06 00:00 @ 27,392.827d$31.16+1.28%signal
87short2023-09-25 00:00 @ 26,227.152023-09-27 12:00 @ 26,761.052d 12h−$51.58-2.11%signal
86long2023-09-14 12:00 @ 26,436.892023-09-21 12:00 @ 26,717.467d$23.86+0.98%signal
85short2023-09-12 00:00 @ 25,145.372023-09-12 12:00 @ 26,092.4212h−$95.01-3.86%signal
84short2023-09-02 00:00 @ 25,790.442023-09-08 00:00 @ 26,245.956d−$45.25-1.83%signal
83long2023-08-30 00:00 @ 27,705.642023-09-01 00:00 @ 25,922.812d−$165.00-6.56%signal
82short2023-08-17 00:00 @ 28,708.662023-08-24 00:00 @ 26,424.487d$194.55+7.89%signal
81long2023-08-09 00:00 @ 29,764.852023-08-12 00:00 @ 29,409.623d−$34.00-1.37%signal
80short2023-08-01 12:00 @ 28,847.132023-08-02 00:00 @ 29,707.1412h−$76.60-3.07%signal
79short2023-07-24 12:00 @ 29,253.852023-07-27 12:00 @ 29,499.903d−$21.87-0.88%signal
78short2023-07-18 12:00 @ 29,866.032023-07-20 12:00 @ 30,280.052d−$36.21-1.44%signal
77long2023-07-14 00:00 @ 31,447.892023-07-15 00:00 @ 30,287.241d−$96.67-3.82%signal
76short2023-07-07 00:00 @ 29,868.332023-07-11 00:00 @ 30,402.984d−$47.15-1.85%signal
75long2023-06-17 12:00 @ 26,502.802023-06-26 12:00 @ 30,309.049d$344.76+14.03%signal
74short2023-06-15 00:00 @ 25,110.882023-06-17 00:00 @ 26,341.172d−$124.10-4.99%signal
73short2023-06-06 00:00 @ 25,709.462023-06-07 00:00 @ 27,226.941d−$151.86-6.01%signal
72short2023-06-02 00:00 @ 26,799.942023-06-04 12:00 @ 27,196.242d 12h−$38.47-1.52%signal
71long2023-05-28 12:00 @ 27,151.332023-05-31 12:00 @ 27,082.483d−$10.65-0.42%signal
70short2023-05-25 00:00 @ 26,308.642023-05-28 00:00 @ 26,846.973d−$52.90-2.07%signal
69short2023-05-08 12:00 @ 27,916.622023-05-15 12:00 @ 27,328.667d$52.77+2.08%signal
68long2023-05-06 00:00 @ 29,497.402023-05-07 00:00 @ 28,832.131d−$60.88-2.38%signal
67short2023-05-02 00:00 @ 28,048.892023-05-04 00:00 @ 29,024.202d−$91.49-3.55%signal
66long2023-04-26 12:00 @ 28,946.492023-05-01 12:00 @ 28,504.905d−$43.85-1.69%signal
65short2023-04-19 12:00 @ 29,294.142023-04-26 00:00 @ 28,292.366d 12h$87.70+3.42%signal
64short2023-04-17 12:00 @ 29,552.192023-04-18 12:00 @ 30,375.771d−$74.27-2.87%signal
63long2023-04-11 00:00 @ 29,629.022023-04-16 12:00 @ 30,214.065d 12h$45.20+1.76%signal
62long2023-03-13 12:00 @ 22,097.022023-03-23 00:00 @ 27,228.359d 12h$554.62+22.78%signal
61short2023-03-03 12:00 @ 22,329.432023-03-13 00:00 @ 21,990.609d 12h$36.19+1.49%signal
60short2023-02-25 00:00 @ 23,170.862023-02-28 00:00 @ 23,484.703d−$34.57-1.42%signal
59long2023-02-15 12:00 @ 22,437.492023-02-22 00:00 @ 24,438.416d 12h$204.76+8.59%signal
58short2023-02-10 00:00 @ 21,788.942023-02-14 12:00 @ 21,803.264d 12h−$1.46-0.06%signal
57short2023-02-06 12:00 @ 22,871.522023-02-08 00:00 @ 23,238.751d 12h−$39.87-1.67%signal
56long2023-01-30 00:00 @ 23,744.952023-01-30 12:00 @ 23,070.5812h−$71.32-2.96%signal
55long2023-01-21 00:00 @ 22,665.532023-01-25 12:00 @ 22,591.284d 12h−$13.72-0.57%signal
54long2023-01-09 00:00 @ 17,128.022023-01-19 00:00 @ 20,675.9610d$465.84+20.27%signal
53long2023-01-04 12:00 @ 16,830.072023-01-06 12:00 @ 16,728.152d−$17.02-0.74%signal
52short2022-12-29 00:00 @ 16,535.592023-01-02 00:00 @ 16,613.724d−$10.75-0.47%signal
51short2022-12-16 12:00 @ 17,015.302022-12-21 00:00 @ 16,890.684d 12h$15.77+0.69%signal
50long2022-12-13 12:00 @ 17,440.392022-12-16 00:00 @ 17,348.432d 12h−$15.98-0.69%signal
49long2022-11-30 12:00 @ 16,874.672022-12-06 00:00 @ 16,954.815d 12h$7.27+0.32%signal
48short2022-11-22 00:00 @ 15,769.752022-11-23 12:00 @ 16,580.321d 12h−$121.80-5.22%signal
47short2022-11-08 12:00 @ 19,684.962022-11-16 00:00 @ 16,891.687d 12h$311.34+13.80%signal
46long2022-11-05 00:00 @ 21,141.832022-11-07 12:00 @ 20,720.262d 12h−$48.82-2.15%signal
45short2022-11-03 00:00 @ 20,136.172022-11-04 12:00 @ 20,551.211d 12h−$48.94-2.15%signal
44long2022-10-24 00:00 @ 19,564.512022-11-01 00:00 @ 20,478.008d$101.35+4.49%signal
43short2022-10-09 00:00 @ 19,402.422022-10-14 00:00 @ 19,369.275d$4.06+0.18%signal
42long2022-10-05 00:00 @ 20,336.972022-10-08 00:00 @ 19,517.003d−$96.03-4.22%signal
41long2022-09-27 12:00 @ 20,225.042022-09-28 00:00 @ 19,066.2912h−$134.87-5.83%signal
40short2022-09-14 12:00 @ 20,215.862022-09-23 00:00 @ 19,396.388d 12h$91.94+4.02%signal
39long2022-09-10 00:00 @ 21,356.272022-09-14 00:00 @ 20,158.574d−$135.15-5.82%signal
38short2022-09-07 00:00 @ 18,777.642022-09-09 12:00 @ 20,935.892d 12h−$277.10-11.59%signal
37short2022-08-27 00:00 @ 20,224.652022-08-30 12:00 @ 20,399.983d 12h−$24.57-1.02%signal
36short2022-08-18 00:00 @ 23,328.432022-08-24 00:00 @ 21,522.506d$179.89+7.65%signal
35long2022-08-11 12:00 @ 24,552.112022-08-15 12:00 @ 24,032.394d−$52.88-2.23%signal
34long2022-08-08 12:00 @ 24,164.732022-08-10 00:00 @ 23,135.471d 12h−$105.11-4.39%signal
33long2022-07-28 12:00 @ 23,110.622022-08-01 00:00 @ 23,285.443d 12h$13.31+0.56%signal
32short2022-07-26 00:00 @ 21,295.742022-07-28 00:00 @ 22,945.692d−$190.46-7.82%signal
31long2022-07-17 00:00 @ 21,187.842022-07-23 00:00 @ 22,670.476d$160.86+6.71%signal
30short2022-07-12 00:00 @ 19,950.312022-07-15 00:00 @ 20,582.723d−$78.35-3.24%signal
29long2022-07-08 00:00 @ 21,618.822022-07-11 00:00 @ 20,849.633d−$91.00-3.73%signal
28short2022-06-29 12:00 @ 20,092.882022-07-04 12:00 @ 19,798.165d$33.31+1.37%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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