[Famous-Q] Connors Double 7s
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,227 bars in 2.8ms
Underperformed the market. Holding BTCUSDT returned +63.63% over the same period, against this strategy’s +2.19%.
Net P&L
+2.19%
$219.30
Max drawdown
-12.85%
Max run-up
+20.93%
Trades
271
67.5% win rate
Profit factor
1.04
2021-12-31drawdown · worst -12.85%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +0.24% | -12.85% | 159 | 68% |
| Validation | 2024-10-19 → 2025-09-25 | +4.81% | -2.94% | 68 | 69% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -2.73% | -5.99% | 44 | 64% |
Risk-adjusted
- Sharpe
- 0.11
- Sortino
- 0.16
- Calmar
- 0.04
- Return ÷ max drawdown
- 0.17
- CAGR
- +0.47%
- Exposure
- 24.1%
Per trade
- Expectancy
- $0.81 · +0.04%
- Average win / loss
- $31.72 / −$63.47
- Payoff ratio
- 0.50
- Largest win / loss
- $226.38 / −$405.62
- Longest losing streak(winning: 7)
- 3 trades
Drawdown over time
- Max drawdown
- -12.85%
- Longest time under water
- 762 days
- Worst drawdown recovered in
- 762 days
- Under water at the end
- 406 days
Costs and mechanics
- Fees paid
- −$666.04
- Funding
- −$207.73
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +63.63%
Monte Carlo
1,000 alternative histories, each 271 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 | -14.06% | +2.06% | +21.80% |
| Max drawdown | -19.92% | -10.37% | -5.23% |
44% of histories lost money, and 31% had a deeper drawdown than this run’s -12.85%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- lc7 length
- 7
- hc7 length
- 7
- 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
271 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-02-08 16:00 @ 43,415.21 | 2022-02-09 20:00 @ 44,446.24 | 1d 4h | $56.11 | +2.24% | signal |
| 2 | long | 2022-02-11 00:00 @ 43,479.99 | 2022-02-14 16:00 @ 42,556.49 | 3d 16h | −$57.26 | -2.28% | signal |
| 3 | long | 2022-02-16 16:00 @ 43,600.32 | 2022-02-21 08:00 @ 39,258.15 | 4d 16h | −$252.83 | -10.11% | signal |
| 4 | long | 2022-03-02 20:00 @ 43,699.14 | 2022-03-07 16:00 @ 39,054.49 | 4d 20h | −$263.08 | -10.80% | signal |
| 5 | long | 2022-03-18 04:00 @ 40,508.60 | 2022-03-18 16:00 @ 40,894.02 | 12h | $20.14 | +0.85% | signal |
| 6 | long | 2022-03-20 12:00 @ 41,596.22 | 2022-03-22 04:00 @ 42,221.55 | 1d 16h | $32.64 | +1.37% | signal |
| 7 | long | 2022-03-23 04:00 @ 42,067.11 | 2022-03-23 16:00 @ 42,580.18 | 12h | $26.44 | +1.11% | signal |
| 8 | long | 2022-03-26 16:00 @ 44,202.44 | 2022-03-27 00:00 @ 44,480.40 | 8h | $12.39 | +0.52% | signal |
| 9 | long | 2022-03-30 12:00 @ 47,327.46 | 2022-04-01 16:00 @ 46,514.30 | 2d 4h | −$44.84 | -1.87% | signal |
| 10 | long | 2022-04-02 20:00 @ 46,108.32 | 2022-04-03 16:00 @ 46,388.72 | 20h | $11.62 | +0.49% | signal |
| 11 | long | 2022-04-04 16:00 @ 45,636.13 | 2022-04-05 00:00 @ 46,571.58 | 8h | $46.25 | +1.94% | signal |
| 12 | long | 2022-04-06 00:00 @ 45,486.60 | 2022-04-08 08:00 @ 43,733.65 | 2d 8h | −$96.04 | -4.01% | signal |
| 13 | long | 2022-04-08 12:00 @ 43,298.56 | 2022-04-10 00:00 @ 42,719.25 | 1d 12h | −$35.02 | -1.48% | signal |
| 14 | long | 2022-07-17 20:00 @ 21,025.10 | 2022-07-18 08:00 @ 22,238.85 | 12h | $133.81 | +5.66% | signal |
| 15 | long | 2022-07-21 00:00 @ 23,226.14 | 2022-07-22 12:00 @ 23,595.98 | 1d 12h | $34.57 | +1.44% | signal |
| 16 | long | 2022-07-22 20:00 @ 22,583.52 | 2022-07-24 16:00 @ 22,832.43 | 1d 20h | $23.29 | +0.97% | signal |
| 17 | long | 2022-07-25 04:00 @ 21,862.47 | 2022-07-27 08:00 @ 21,330.73 | 2d 4h | −$61.76 | -2.56% | signal |
| 18 | long | 2022-07-31 00:00 @ 23,634.73 | 2022-08-03 08:00 @ 22,975.00 | 3d 8h | −$71.12 | -2.97% | signal |
| 19 | long | 2022-08-04 00:00 @ 22,806.06 | 2022-08-05 04:00 @ 23,153.87 | 1d 4h | $33.77 | +1.42% | signal |
| 20 | long | 2022-08-07 00:00 @ 22,947.79 | 2022-08-08 00:00 @ 23,163.27 | 1d | $19.74 | +0.83% | signal |
| 21 | long | 2022-08-09 12:00 @ 23,262.35 | 2022-08-10 16:00 @ 23,978.80 | 1d 4h | $71.03 | +2.97% | signal |
| 22 | long | 2022-08-12 00:00 @ 23,922.08 | 2022-08-13 00:00 @ 24,382.62 | 1d | $43.79 | +1.82% | signal |
| 23 | long | 2022-08-14 20:00 @ 24,278.75 | 2022-08-21 12:00 @ 21,510.10 | 6d 16h | −$279.03 | -11.53% | signal |
| 24 | long | 2022-10-05 16:00 @ 19,998.60 | 2022-10-06 04:00 @ 20,342.53 | 12h | $37.59 | +1.60% | signal |
| 25 | long | 2022-10-07 00:00 @ 19,957.99 | 2022-10-09 16:00 @ 19,520.60 | 2d 16h | −$55.18 | -2.34% | signal |
| 26 | long | 2022-10-27 16:00 @ 20,558.21 | 2022-10-29 04:00 @ 20,741.05 | 1d 12h | $18.43 | +0.79% | signal |
| 27 | long | 2022-10-30 16:00 @ 20,671.83 | 2022-11-04 04:00 @ 20,305.24 | 4d 12h | −$44.90 | -1.91% | signal |
| 28 | long | 2022-11-06 04:00 @ 21,231.15 | 2022-11-10 16:00 @ 17,538.09 | 4d 12h | −$405.62 | -17.33% | signal |
| 29 | long | 2022-12-09 20:00 @ 17,138.43 | 2022-12-10 16:00 @ 17,196.86 | 20h | $5.44 | +0.24% | signal |
| 30 | long | 2022-12-11 00:00 @ 17,123.52 | 2022-12-13 00:00 @ 17,196.56 | 2d | $7.18 | +0.32% | signal |
| 31 | long | 2022-12-15 04:00 @ 17,728.44 | 2022-12-18 00:00 @ 16,764.75 | 2d 20h | −$124.98 | -5.57% | signal |
| 32 | long | 2023-01-18 16:00 @ 21,039.71 | 2023-01-19 20:00 @ 21,085.88 | 1d 4h | $1.76 | +0.08% | signal |
| 33 | long | 2023-01-22 20:00 @ 22,724.54 | 2023-01-23 12:00 @ 22,901.82 | 16h | $14.59 | +0.66% | signal |
| 34 | long | 2023-01-25 00:00 @ 22,632.03 | 2023-01-26 00:00 @ 23,055.99 | 1d | $38.59 | +1.74% | signal |
| 35 | long | 2023-01-27 04:00 @ 22,766.75 | 2023-01-27 08:00 @ 23,063.49 | 4h | $26.75 | +1.20% | signal |
| 36 | long | 2023-01-30 12:00 @ 23,079.82 | 2023-01-31 20:00 @ 23,149.97 | 1d 8h | $3.66 | +0.16% | signal |
| 37 | long | 2023-02-01 16:00 @ 22,980.20 | 2023-02-01 20:00 @ 23,375.12 | 4h | $35.88 | +1.61% | signal |
| 38 | long | 2023-02-03 00:00 @ 23,497.70 | 2023-02-04 20:00 @ 23,422.71 | 1d 20h | −$10.73 | -0.48% | signal |
| 39 | long | 2023-02-05 16:00 @ 23,098.82 | 2023-02-07 20:00 @ 23,081.48 | 2d 4h | −$5.47 | -0.24% | signal |
| 40 | long | 2023-02-08 16:00 @ 22,866.97 | 2023-02-12 00:00 @ 21,846.83 | 3d 8h | −$103.89 | -4.64% | signal |
| 41 | long | 2023-02-17 00:00 @ 23,531.31 | 2023-02-18 00:00 @ 24,576.38 | 1d | $95.25 | +4.31% | signal |
| 42 | long | 2023-02-19 20:00 @ 24,517.40 | 2023-02-20 16:00 @ 24,939.71 | 20h | $35.79 | +1.60% | signal |
| 43 | long | 2023-02-21 12:00 @ 24,577.51 | 2023-02-23 04:00 @ 24,439.41 | 1d 16h | −$15.95 | -0.71% | signal |
| 44 | long | 2023-02-24 16:00 @ 23,341.77 | 2023-02-26 04:00 @ 23,197.16 | 1d 12h | −$16.43 | -0.73% | signal |
| 45 | long | 2023-02-27 20:00 @ 23,267.15 | 2023-03-01 08:00 @ 23,704.86 | 1d 12h | $39.54 | +1.77% | signal |
| 46 | long | 2023-03-15 16:00 @ 24,484.90 | 2023-03-16 12:00 @ 24,816.44 | 20h | $27.20 | +1.21% | signal |
| 47 | long | 2023-03-19 00:00 @ 26,912.38 | 2023-03-19 16:00 @ 27,528.19 | 16h | $48.80 | +2.17% | signal |
| 48 | long | 2023-03-21 08:00 @ 27,496.40 | 2023-03-21 16:00 @ 28,023.09 | 8h | $41.06 | +1.81% | signal |
| 49 | long | 2023-03-22 20:00 @ 26,658.63 | 2023-03-26 12:00 @ 27,846.43 | 3d 16h | $98.16 | +4.32% | signal |
| 50 | long | 2023-03-27 16:00 @ 26,892.68 | 2023-03-28 20:00 @ 27,406.62 | 1d 4h | $41.46 | +1.80% | signal |
| 51 | long | 2023-03-30 16:00 @ 28,288.46 | 2023-03-31 16:00 @ 28,482.90 | 1d | $13.45 | +0.58% | signal |
| 52 | long | 2023-04-02 12:00 @ 28,350.57 | 2023-04-04 12:00 @ 28,269.05 | 2d | −$9.04 | -0.39% | signal |
| 53 | long | 2023-04-06 08:00 @ 27,902.28 | 2023-04-08 08:00 @ 28,068.19 | 2d | $11.39 | +0.49% | signal |
| 54 | long | 2023-04-09 08:00 @ 27,893.78 | 2023-04-09 20:00 @ 28,126.77 | 12h | $17.04 | +0.74% | signal |
| 55 | long | 2023-04-12 04:00 @ 29,920.78 | 2023-04-13 04:00 @ 30,051.19 | 1d | $7.39 | +0.32% | signal |
| 56 | long | 2023-04-14 16:00 @ 30,232.75 | 2023-04-18 12:00 @ 30,363.63 | 3d 20h | $5.98 | +0.26% | signal |
| 57 | long | 2023-04-19 12:00 @ 29,305.86 | 2023-04-22 20:00 @ 27,599.08 | 3d 8h | −$138.84 | -5.98% | signal |
| 58 | long | 2023-04-28 16:00 @ 29,139.83 | 2023-04-30 16:00 @ 29,638.47 | 2d | $36.23 | +1.58% | signal |
| 59 | long | 2023-05-05 00:00 @ 28,831.77 | 2023-05-05 04:00 @ 29,181.16 | 4h | $25.42 | +1.11% | signal |
| 60 | long | 2023-05-31 04:00 @ 27,652.03 | 2023-06-02 04:00 @ 26,979.80 | 2d | −$59.11 | -2.57% | signal |
| 61 | long | 2023-06-24 16:00 @ 30,396.88 | 2023-06-25 04:00 @ 30,735.85 | 12h | $22.74 | +0.99% | signal |
| 62 | long | 2023-06-25 20:00 @ 30,426.08 | 2023-06-27 08:00 @ 30,398.42 | 1d 12h | −$5.29 | -0.23% | signal |
| 63 | long | 2023-06-28 08:00 @ 30,182.04 | 2023-06-29 12:00 @ 30,654.57 | 1d 4h | $32.88 | +1.43% | signal |
| 64 | long | 2023-06-30 16:00 @ 30,058.01 | 2023-07-01 16:00 @ 30,555.39 | 1d | $35.04 | +1.52% | signal |
| 65 | long | 2023-07-02 16:00 @ 30,497.50 | 2023-07-03 00:00 @ 30,606.58 | 8h | $5.71 | +0.25% | signal |
| 66 | long | 2023-07-04 20:00 @ 30,691.34 | 2023-07-06 08:00 @ 30,786.04 | 1d 12h | $3.89 | +0.17% | signal |
| 67 | long | 2023-07-06 20:00 @ 30,300.66 | 2023-07-09 04:00 @ 30,271.54 | 2d 8h | −$4.95 | -0.21% | signal |
| 68 | long | 2023-07-10 00:00 @ 30,153.83 | 2023-07-10 20:00 @ 30,818.34 | 20h | $48.43 | +2.10% | signal |
| 69 | long | 2023-07-12 16:00 @ 30,516.20 | 2023-07-13 16:00 @ 30,909.32 | 1d | $27.35 | +1.18% | signal |
| 70 | long | 2023-07-14 20:00 @ 30,105.92 | 2023-07-16 16:00 @ 30,359.83 | 1d 20h | $17.10 | +0.73% | signal |
| 71 | long | 2023-07-17 12:00 @ 30,151.03 | 2023-07-20 08:00 @ 30,189.56 | 2d 20h | −$0.51 | -0.02% | signal |
| 72 | long | 2023-09-17 08:00 @ 26,487.90 | 2023-09-17 12:00 @ 26,548.59 | 4h | $2.98 | +0.13% | signal |
| 73 | long | 2023-09-20 12:00 @ 27,090.92 | 2023-09-23 20:00 @ 26,589.08 | 3d 8h | −$46.05 | -1.97% | signal |
| 74 | long | 2023-09-24 08:00 @ 26,557.71 | 2023-09-26 04:00 @ 26,333.53 | 1d 20h | −$22.28 | -0.96% | signal |
| 75 | long | 2023-09-29 16:00 @ 26,880.27 | 2023-09-30 16:00 @ 26,980.80 | 1d | $6.27 | +0.27% | signal |
| 76 | long | 2023-10-03 00:00 @ 27,483.20 | 2023-10-04 12:00 @ 27,554.49 | 1d 12h | $3.22 | +0.14% | signal |
| 77 | long | 2023-10-05 20:00 @ 27,462.59 | 2023-10-06 12:00 @ 27,744.45 | 16h | $21.46 | +0.93% | signal |
| 78 | long | 2023-10-07 20:00 @ 27,855.27 | 2023-10-08 00:00 @ 27,937.41 | 4h | $4.53 | +0.19% | signal |
| 79 | long | 2023-10-08 12:00 @ 27,804.76 | 2023-10-13 08:00 @ 26,852.53 | 4d 20h | −$83.65 | -3.60% | signal |
| 80 | long | 2023-10-18 12:00 @ 28,332.97 | 2023-10-19 12:00 @ 28,430.41 | 1d | $5.62 | +0.24% | signal |
| 81 | long | 2023-10-26 12:00 @ 34,110.92 | 2023-10-28 12:00 @ 34,175.66 | 2d | $0.69 | +0.03% | signal |
| 82 | long | 2023-10-29 04:00 @ 33,987.80 | 2023-10-29 12:00 @ 34,265.75 | 8h | $16.31 | +0.71% | signal |
| 83 | long | 2023-10-31 08:00 @ 34,158.73 | 2023-10-31 20:00 @ 34,546.69 | 12h | $23.45 | +1.01% | signal |
| 84 | long | 2023-11-03 08:00 @ 34,476.79 | 2023-11-05 00:00 @ 35,062.69 | 1d 16h | $35.86 | +1.55% | signal |
| 85 | long | 2023-11-07 12:00 @ 34,640.23 | 2023-11-07 20:00 @ 35,466.41 | 8h | $52.86 | +2.27% | signal |
| 86 | long | 2023-11-11 12:00 @ 37,021.50 | 2023-11-12 16:00 @ 37,170.86 | 1d 4h | $5.84 | +0.25% | signal |
| 87 | long | 2023-11-13 04:00 @ 36,948.59 | 2023-11-15 16:00 @ 36,404.92 | 2d 12h | −$39.03 | -1.67% | signal |
| 88 | long | 2023-11-16 20:00 @ 35,943.59 | 2023-11-18 00:00 @ 36,614.58 | 1d 4h | $40.43 | +1.74% | signal |
| 89 | long | 2023-11-21 16:00 @ 36,983.20 | 2023-11-22 20:00 @ 37,289.44 | 1d 4h | $16.10 | +0.69% | signal |
| 90 | long | 2023-11-25 12:00 @ 37,652.53 | 2023-11-25 20:00 @ 37,798.44 | 8h | $6.50 | +0.28% | signal |
| 91 | long | 2023-11-26 16:00 @ 37,425.48 | 2023-11-28 12:00 @ 37,242.55 | 1d 20h | −$15.20 | -0.65% | signal |
| 92 | long | 2023-11-30 08:00 @ 37,790.66 | 2023-12-01 08:00 @ 38,227.25 | 1d | $23.99 | +1.02% | signal |
| 93 | long | 2023-12-07 12:00 @ 43,215.04 | 2023-12-08 12:00 @ 43,678.56 | 1d | $21.80 | +0.93% | signal |
| 94 | long | 2023-12-10 00:00 @ 43,742.95 | 2023-12-13 16:00 @ 41,951.61 | 3d 16h | −$102.14 | -4.34% | signal |
| 95 | long | 2023-12-15 16:00 @ 41,938.79 | 2023-12-16 16:00 @ 42,623.07 | 1d | $34.93 | +1.50% | signal |
| 96 | long | 2023-12-17 04:00 @ 41,955.49 | 2023-12-19 00:00 @ 42,663.27 | 1d 20h | $35.69 | +1.53% | signal |
| 97 | long | 2023-12-20 00:00 @ 42,306.66 | 2023-12-20 16:00 @ 44,070.08 | 16h | $94.88 | +4.05% | signal |
| 98 | long | 2023-12-21 20:00 @ 43,631.72 | 2023-12-22 04:00 @ 44,035.59 | 8h | $18.81 | +0.79% | signal |
| 99 | long | 2023-12-22 08:00 @ 43,622.72 | 2023-12-24 04:00 @ 43,859.03 | 1d 20h | $8.12 | +0.34% | signal |
| 100 | long | 2023-12-24 20:00 @ 43,654.13 | 2023-12-27 12:00 @ 43,050.69 | 2d 16h | −$40.35 | -1.70% | signal |
| 101 | long | 2023-12-28 16:00 @ 42,494.40 | 2023-12-30 16:00 @ 42,401.92 | 2d | −$14.10 | -0.60% | signal |
| 102 | long | 2024-01-03 12:00 @ 43,737.65 | 2024-01-04 16:00 @ 44,041.59 | 1d 4h | $13.35 | +0.57% | signal |
| 103 | long | 2024-01-08 00:00 @ 43,925.68 | 2024-01-08 12:00 @ 44,628.27 | 12h | $34.98 | +1.48% | signal |
| 104 | long | 2024-01-10 00:00 @ 46,123.12 | 2024-01-11 00:00 @ 46,653.67 | 1d | $24.21 | +1.02% | signal |
| 105 | long | 2024-01-12 04:00 @ 46,006.50 | 2024-01-15 20:00 @ 42,981.00 | 3d 16h | −$161.28 | -6.78% | signal |
| 106 | long | 2024-01-31 00:00 @ 42,926.88 | 2024-02-02 16:00 @ 43,214.26 | 2d 16h | $11.63 | +0.50% | signal |
| 107 | long | 2024-02-03 08:00 @ 43,045.71 | 2024-02-05 08:00 @ 43,050.29 | 2d | −$3.36 | -0.14% | signal |
| 108 | long | 2024-02-12 04:00 @ 48,148.33 | 2024-02-12 16:00 @ 49,915.51 | 12h | $83.34 | +3.56% | signal |
| 109 | long | 2024-02-13 16:00 @ 48,762.95 | 2024-02-14 12:00 @ 51,590.78 | 20h | $133.86 | +5.67% | signal |
| 110 | long | 2024-02-16 08:00 @ 51,796.76 | 2024-02-18 12:00 @ 51,850.73 | 2d 4h | −$2.02 | -0.08% | signal |
| 111 | long | 2024-02-20 00:00 @ 51,824.06 | 2024-02-24 20:00 @ 51,579.58 | 4d 20h | −$17.79 | -0.74% | signal |
| 112 | long | 2024-02-26 08:00 @ 51,337.77 | 2024-02-26 16:00 @ 52,861.63 | 8h | $68.04 | +2.85% | signal |
| 113 | long | 2024-03-01 00:00 @ 61,215.54 | 2024-03-01 20:00 @ 62,258.05 | 20h | $34.60 | +1.44% | signal |
| 114 | long | 2024-03-03 08:00 @ 61,653.33 | 2024-03-03 16:00 @ 62,198.36 | 8h | $17.90 | +0.74% | signal |
| 115 | long | 2024-03-05 20:00 @ 61,509.60 | 2024-03-06 12:00 @ 67,370.42 | 16h | $226.38 | +9.35% | signal |
| 116 | long | 2024-03-11 04:00 @ 68,671.13 | 2024-03-11 08:00 @ 71,209.66 | 4h | $89.08 | +3.59% | signal |
| 117 | long | 2024-03-12 20:00 @ 71,417.28 | 2024-03-13 08:00 @ 72,949.51 | 12h | $50.28 | +2.01% | signal |
| 118 | long | 2024-03-14 16:00 @ 70,918.68 | 2024-03-17 20:00 @ 68,561.78 | 3d 4h | −$91.21 | -3.63% | signal |
| 119 | long | 2024-03-18 16:00 @ 67,522.70 | 2024-03-20 20:00 @ 65,808.44 | 2d 4h | −$69.29 | -2.78% | signal |
| 120 | long | 2024-03-21 20:00 @ 65,287.35 | 2024-03-23 12:00 @ 64,661.87 | 1d 16h | −$27.58 | -1.12% | signal |
| 121 | long | 2024-03-26 20:00 @ 69,537.10 | 2024-03-28 08:00 @ 70,442.91 | 1d 12h | $26.53 | +1.08% | signal |
| 122 | long | 2024-03-29 08:00 @ 69,869.57 | 2024-03-30 12:00 @ 70,223.05 | 1d 4h | $7.37 | +0.30% | signal |
| 123 | long | 2024-03-31 00:00 @ 69,655.93 | 2024-03-31 08:00 @ 70,353.43 | 8h | $21.49 | +0.87% | signal |
| 124 | long | 2024-04-01 08:00 @ 69,650.93 | 2024-04-04 12:00 @ 66,348.23 | 3d 4h | −$123.57 | -4.98% | signal |
| 125 | long | 2024-04-09 08:00 @ 70,458.19 | 2024-04-10 20:00 @ 70,106.28 | 1d 12h | −$16.47 | -0.67% | signal |
| 126 | long | 2024-04-12 16:00 @ 69,387.87 | 2024-04-15 00:00 @ 65,602.78 | 2d 8h | −$137.40 | -5.62% | signal |
| 127 | long | 2024-05-16 20:00 @ 65,165.33 | 2024-05-17 16:00 @ 67,156.47 | 20h | $71.07 | +2.95% | signal |
| 128 | long | 2024-05-18 16:00 @ 66,794.66 | 2024-05-19 08:00 @ 67,281.64 | 16h | $15.20 | +0.63% | signal |
| 129 | long | 2024-05-19 20:00 @ 66,016.10 | 2024-05-20 16:00 @ 67,368.62 | 20h | $47.17 | +1.94% | signal |
| 130 | long | 2024-05-21 20:00 @ 69,333.06 | 2024-05-22 16:00 @ 70,471.60 | 20h | $37.03 | +1.52% | signal |
| 131 | long | 2024-05-23 00:00 @ 69,233.04 | 2024-05-24 16:00 @ 68,326.63 | 1d 16h | −$35.76 | -1.46% | signal |
| 132 | long | 2024-05-26 16:00 @ 68,878.47 | 2024-05-27 16:00 @ 70,407.32 | 1d | $51.05 | +2.09% | signal |
| 133 | long | 2024-05-28 04:00 @ 68,083.61 | 2024-05-29 04:00 @ 68,848.23 | 1d | $24.38 | +0.99% | signal |
| 134 | long | 2024-05-29 12:00 @ 67,830.36 | 2024-05-30 16:00 @ 68,552.69 | 1d 4h | $22.95 | +0.93% | signal |
| 135 | long | 2024-05-31 16:00 @ 67,266.05 | 2024-06-01 20:00 @ 67,766.14 | 1d 4h | $14.87 | +0.60% | signal |
| 136 | long | 2024-06-06 20:00 @ 70,540.11 | 2024-06-07 12:00 @ 71,735.55 | 16h | $38.91 | +1.57% | signal |
| 137 | long | 2024-06-07 20:00 @ 69,301.06 | 2024-06-09 16:00 @ 69,516.19 | 1d 20h | $3.98 | +0.16% | signal |
| 138 | long | 2024-06-10 08:00 @ 69,339.17 | 2024-06-10 16:00 @ 70,076.88 | 8h | $23.67 | +0.95% | signal |
| 139 | long | 2024-06-11 04:00 @ 68,485.89 | 2024-06-12 12:00 @ 67,776.44 | 1d 8h | −$29.24 | -1.17% | signal |
| 140 | long | 2024-07-17 16:00 @ 64,708.94 | 2024-07-19 16:00 @ 65,778.34 | 2d | $38.11 | +1.54% | signal |
| 141 | long | 2024-07-22 16:00 @ 67,057.71 | 2024-07-22 20:00 @ 68,179.96 | 4h | $39.11 | +1.57% | signal |
| 142 | long | 2024-07-23 08:00 @ 66,563.21 | 2024-07-26 00:00 @ 65,759.85 | 2d 16h | −$34.36 | -1.37% | signal |
| 143 | long | 2024-07-28 08:00 @ 67,531.10 | 2024-07-29 00:00 @ 68,201.86 | 16h | $21.95 | +0.88% | signal |
| 144 | long | 2024-07-29 20:00 @ 67,290.16 | 2024-07-31 16:00 @ 66,341.13 | 1d 20h | −$38.32 | -1.53% | signal |
| 145 | long | 2024-07-31 20:00 @ 65,241.15 | 2024-08-02 00:00 @ 65,315.93 | 1d 4h | −$0.33 | -0.01% | signal |
| 146 | long | 2024-08-25 08:00 @ 63,848.27 | 2024-08-26 00:00 @ 64,177.26 | 16h | $10.29 | +0.41% | signal |
| 147 | long | 2024-08-26 08:00 @ 63,616.02 | 2024-08-29 12:00 @ 60,027.99 | 3d 4h | −$143.25 | -5.75% | signal |
| 148 | long | 2024-09-16 00:00 @ 59,112.32 | 2024-09-17 12:00 @ 59,043.19 | 1d 12h | −$5.88 | -0.24% | signal |
| 149 | long | 2024-09-18 16:00 @ 59,411.98 | 2024-09-19 00:00 @ 61,722.95 | 8h | $92.82 | +3.78% | signal |
| 150 | long | 2024-09-20 20:00 @ 62,784.55 | 2024-09-22 00:00 @ 63,307.94 | 1d 4h | $17.59 | +0.71% | signal |
| 151 | long | 2024-09-22 08:00 @ 62,921.78 | 2024-09-23 00:00 @ 63,545.79 | 16h | $21.75 | +0.88% | signal |
| 152 | long | 2024-09-24 04:00 @ 63,110.22 | 2024-09-24 20:00 @ 64,257.15 | 16h | $42.61 | +1.71% | signal |
| 153 | long | 2024-09-25 20:00 @ 63,163.63 | 2024-09-26 08:00 @ 63,810.64 | 12h | $23.03 | +0.92% | signal |
| 154 | long | 2024-09-28 16:00 @ 65,606.72 | 2024-09-29 20:00 @ 65,913.01 | 1d 4h | $8.86 | +0.35% | signal |
| 155 | long | 2024-09-30 04:00 @ 64,552.81 | 2024-10-04 08:00 @ 61,391.62 | 4d 4h | −$127.33 | -5.08% | signal |
| 156 | long | 2024-10-05 20:00 @ 61,834.76 | 2024-10-06 16:00 @ 62,677.86 | 20h | $31.14 | +1.26% | signal |
| 157 | long | 2024-10-08 00:00 @ 62,203.04 | 2024-10-11 16:00 @ 62,205.56 | 3d 16h | −$3.62 | -0.15% | signal |
| 158 | long | 2024-10-13 12:00 @ 62,540.91 | 2024-10-14 04:00 @ 64,267.94 | 16h | $65.74 | +2.65% | signal |
| 159 | long | 2024-10-17 12:00 @ 66,866.87 | 2024-10-18 08:00 @ 67,941.51 | 20h | $37.11 | +1.49% | signal |
| 160 | long | 2024-10-21 12:00 @ 68,264.45 | 2024-10-24 04:00 @ 67,179.26 | 2d 16h | −$44.29 | -1.77% | signal |
| 161 | long | 2024-10-25 20:00 @ 66,839.07 | 2024-10-26 20:00 @ 67,140.97 | 1d | $8.21 | +0.33% | signal |
| 162 | long | 2024-10-30 20:00 @ 71,840.37 | 2024-10-31 04:00 @ 72,345.53 | 8h | $14.80 | +0.59% | signal |
| 163 | long | 2024-10-31 16:00 @ 70,652.73 | 2024-11-04 04:00 @ 69,020.19 | 3d 12h | −$62.95 | -2.52% | signal |
| 164 | long | 2024-11-04 20:00 @ 67,859.17 | 2024-11-05 08:00 @ 68,862.12 | 12h | $33.97 | +1.37% | signal |
| 165 | long | 2024-11-09 16:00 @ 76,320.86 | 2024-11-10 00:00 @ 76,659.76 | 8h | $8.32 | +0.33% | signal |
| 166 | long | 2024-11-14 16:00 @ 88,017.50 | 2024-11-15 20:00 @ 90,400.42 | 1d 4h | $63.99 | +2.56% | signal |
| 167 | long | 2024-11-17 04:00 @ 90,312.96 | 2024-11-18 08:00 @ 91,777.54 | 1d 4h | $37.43 | +1.49% | signal |
| 168 | long | 2024-11-23 08:00 @ 98,620.22 | 2024-11-25 12:00 @ 98,248.45 | 2d 4h | −$14.52 | -0.58% | signal |
| 169 | long | 2024-11-25 20:00 @ 94,742.64 | 2024-11-27 16:00 @ 95,591.28 | 1d 20h | $17.12 | +0.68% | signal |
| 170 | long | 2024-11-28 16:00 @ 95,086.31 | 2024-11-29 04:00 @ 96,627.17 | 12h | $37.49 | +1.49% | signal |
| 171 | long | 2024-11-30 12:00 @ 96,340.56 | 2024-12-01 12:00 @ 97,144.27 | 1d | $17.36 | +0.69% | signal |
| 172 | long | 2024-12-02 08:00 @ 96,072.71 | 2024-12-04 08:00 @ 96,632.87 | 2d | $9.36 | +0.37% | signal |
| 173 | long | 2024-12-06 00:00 @ 97,021.00 | 2024-12-06 20:00 @ 101,512.29 | 20h | $113.97 | +4.49% | signal |
| 174 | long | 2024-12-09 04:00 @ 99,199.74 | 2024-12-11 12:00 @ 98,270.04 | 2d 8h | −$28.67 | -1.12% | signal |
| 175 | long | 2024-12-12 20:00 @ 99,474.99 | 2024-12-13 20:00 @ 101,395.82 | 1d | $46.05 | +1.80% | signal |
| 176 | long | 2024-12-14 20:00 @ 101,313.36 | 2024-12-15 12:00 @ 102,602.48 | 16h | $29.65 | +1.15% | signal |
| 177 | long | 2024-12-18 04:00 @ 104,737.74 | 2024-12-21 08:00 @ 98,968.20 | 3d 4h | −$146.68 | -5.69% | signal |
| 178 | long | 2025-01-20 00:00 @ 101,331.76 | 2025-01-20 08:00 @ 107,157.36 | 8h | $143.22 | +5.64% | signal |
| 179 | long | 2025-01-21 08:00 @ 102,001.10 | 2025-01-21 20:00 @ 106,968.50 | 12h | $122.32 | +4.75% | signal |
| 180 | long | 2025-01-23 00:00 @ 103,685.63 | 2025-01-23 16:00 @ 105,214.15 | 16h | $35.33 | +1.36% | signal |
| 181 | long | 2025-01-25 08:00 @ 104,370.27 | 2025-01-26 20:00 @ 105,029.09 | 1d 12h | $12.76 | +0.49% | signal |
| 182 | long | 2025-01-27 00:00 @ 102,580.51 | 2025-01-28 04:00 @ 102,562.18 | 1d 4h | −$3.68 | -0.14% | signal |
| 183 | long | 2025-01-29 00:00 @ 101,299.96 | 2025-01-29 20:00 @ 103,529.89 | 20h | $54.20 | +2.07% | signal |
| 184 | long | 2025-01-31 04:00 @ 104,307.46 | 2025-02-03 20:00 @ 101,811.53 | 3d 16h | −$67.42 | -2.56% | signal |
| 185 | long | 2025-03-26 16:00 @ 86,714.14 | 2025-03-30 12:00 @ 83,063.38 | 3d 20h | −$113.37 | -4.33% | signal |
| 186 | long | 2025-04-13 16:00 @ 83,836.86 | 2025-04-14 08:00 @ 84,527.39 | 16h | $18.25 | +0.71% | signal |
| 187 | long | 2025-04-15 20:00 @ 83,971.29 | 2025-04-17 20:00 @ 84,780.04 | 2d | $21.79 | +0.84% | signal |
| 188 | long | 2025-04-18 16:00 @ 84,349.07 | 2025-04-19 04:00 @ 84,828.33 | 12h | $12.00 | +0.46% | signal |
| 189 | long | 2025-04-20 08:00 @ 84,753.55 | 2025-04-21 00:00 @ 85,121.87 | 16h | $8.78 | +0.34% | signal |
| 190 | long | 2025-04-24 04:00 @ 92,651.33 | 2025-04-25 00:00 @ 93,912.71 | 20h | $32.73 | +1.26% | signal |
| 191 | long | 2025-04-26 12:00 @ 94,114.52 | 2025-04-28 08:00 @ 94,622.67 | 1d 20h | $11.46 | +0.44% | signal |
| 192 | long | 2025-04-30 00:00 @ 94,218.94 | 2025-05-01 12:00 @ 96,110.77 | 1d 12h | $49.74 | +1.90% | signal |
| 193 | long | 2025-05-03 04:00 @ 96,311.36 | 2025-05-06 00:00 @ 94,677.76 | 2d 20h | −$47.35 | -1.80% | signal |
| 194 | long | 2025-05-12 12:00 @ 103,725.74 | 2025-05-13 20:00 @ 104,723.75 | 1d 8h | $21.84 | +0.84% | signal |
| 195 | long | 2025-05-14 16:00 @ 103,481.99 | 2025-05-16 00:00 @ 103,693.46 | 1d 8h | $2.39 | +0.09% | signal |
| 196 | long | 2025-05-17 00:00 @ 103,432.88 | 2025-05-18 08:00 @ 103,872.22 | 1d 8h | $8.15 | +0.31% | signal |
| 197 | long | 2025-05-19 08:00 @ 103,187.73 | 2025-05-20 04:00 @ 105,698.86 | 20h | $60.71 | +2.32% | signal |
| 198 | long | 2025-05-23 08:00 @ 110,707.44 | 2025-05-24 12:00 @ 109,130.37 | 1d 4h | −$40.81 | -1.55% | signal |
| 199 | long | 2025-05-25 12:00 @ 107,235.44 | 2025-05-26 00:00 @ 108,934.21 | 12h | $38.87 | +1.48% | signal |
| 200 | long | 2025-05-27 04:00 @ 108,866.77 | 2025-05-27 16:00 @ 110,069.28 | 12h | $26.28 | +1.00% | 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.