[Famous-Q] Time-series momentum (90-bar)
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,226 bars in 2.0ms
Underperformed the market. Holding BTCUSDT returned +71.85% over the same period, against this strategy’s +16.79%.
Net P&L
+16.79%
$1,679.14
Max drawdown
-16.00%
Max run-up
+27.58%
Trades
404
24.8% win rate
Profit factor
1.13
2021-12-31drawdown · worst -16.00%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +5.72% | -16.00% | 243 | 23% |
| Validation | 2024-10-19 → 2025-09-25 | +6.80% | -6.81% | 86 | 26% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +3.74% | -9.73% | 74 | 31% |
Risk-adjusted
- Sharpe
- 0.34
- Sortino
- 0.49
- Calmar
- 0.21
- Return ÷ max drawdown
- 1.05
- CAGR
- +3.38%
- Exposure
- 96.0%
Per trade
- Expectancy
- $4.16 · +0.19%
- Average win / loss
- $149.22 / −$43.56
- Payoff ratio
- 3.43
- Largest win / loss
- $1,045.76 / −$251.21
- Longest losing streak(winning: 4)
- 20 trades
Drawdown over time
- Max drawdown
- -16.00%
- Longest time under water
- 711 days
- Worst drawdown recovered in
- 539 days
- Under water at the end
- 189 days
Costs and mechanics
- Fees paid
- −$1,078.69
- Funding
- −$374.56
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 90
- Benchmark(buy and hold)
- +71.85%
Monte Carlo
1,000 alternative histories, each 404 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 | -23.70% | +16.11% | +90.81% |
| Max drawdown | -35.51% | -20.19% | -11.16% |
31% of histories lost money, and 74% had a deeper drawdown than this run’s -16.00%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- roc90 length
- 90
- Long entry: roc90 > ▢
- 0
- Short entry: roc90 < ▢
- 0
- Long exit: roc90 < ▢
- 0
- Short exit: roc90 > ▢
- 0
- 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
404 trades · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2024-03-25 20:00 @ 71,033.80 | 2024-03-26 08:00 @ 70,520.89 | 12h | −$23.09 | -0.84% | signal |
| 202 | short | 2024-03-26 12:00 @ 70,719.95 | 2024-03-29 20:00 @ 69,734.44 | 3d 8h | $43.09 | +1.58% | signal |
| 203 | short | 2024-03-30 00:00 @ 69,889.62 | 2024-03-30 04:00 @ 69,850.77 | 4h | −$0.68 | -0.02% | signal |
| 204 | long | 2024-03-30 08:00 @ 69,914.18 | 2024-04-02 04:00 @ 66,720.75 | 2d 20h | −$136.79 | -4.99% | signal |
| 205 | short | 2024-04-02 08:00 @ 66,490.10 | 2024-04-03 04:00 @ 66,265.45 | 20h | $7.43 | +0.27% | signal |
| 206 | long | 2024-04-03 08:00 @ 66,194.44 | 2024-04-05 08:00 @ 66,924.01 | 2d | $25.51 | +0.94% | signal |
| 207 | short | 2024-04-05 12:00 @ 66,489.50 | 2024-04-05 16:00 @ 68,213.64 | 4h | −$73.20 | -2.69% | signal |
| 208 | long | 2024-04-05 20:00 @ 67,413.48 | 2024-04-09 16:00 @ 69,308.94 | 3d 20h | $68.72 | +2.55% | signal |
| 209 | short | 2024-04-09 20:00 @ 69,035.79 | 2024-04-10 20:00 @ 70,134.32 | 1d | −$45.01 | -1.66% | signal |
| 210 | long | 2024-04-11 00:00 @ 70,695.94 | 2024-04-11 12:00 @ 70,029.39 | 12h | −$29.11 | -1.08% | signal |
| 211 | long | 2024-04-11 16:00 @ 70,059.91 | 2024-04-12 16:00 @ 69,360.13 | 1d | −$31.17 | -1.16% | signal |
| 212 | short | 2024-04-12 20:00 @ 66,854.23 | 2024-05-04 04:00 @ 62,710.54 | 21d 8h | $172.11 | +6.40% | signal |
| 213 | short | 2024-05-04 08:00 @ 62,918.81 | 2024-05-05 00:00 @ 63,877.07 | 16h | −$43.98 | -1.61% | signal |
| 214 | short | 2024-05-05 04:00 @ 63,197.16 | 2024-05-05 12:00 @ 63,850.87 | 8h | −$30.87 | -1.13% | signal |
| 215 | short | 2024-05-05 16:00 @ 64,385.22 | 2024-05-14 04:00 @ 62,477.29 | 8d 12h | $81.64 | +3.01% | signal |
| 216 | short | 2024-05-14 08:00 @ 61,989.60 | 2024-05-15 12:00 @ 62,459.79 | 1d 4h | −$22.83 | -0.83% | signal |
| 217 | long | 2024-05-15 16:00 @ 64,698.34 | 2024-06-05 00:00 @ 70,565.88 | 20d 8h | $229.47 | +8.41% | signal |
| 218 | short | 2024-06-05 04:00 @ 70,979.80 | 2024-06-05 08:00 @ 71,258.25 | 4h | −$13.72 | -0.49% | signal |
| 219 | short | 2024-06-05 12:00 @ 70,994.20 | 2024-06-05 16:00 @ 71,639.53 | 4h | −$28.08 | -1.01% | signal |
| 220 | long | 2024-06-05 20:00 @ 71,329.06 | 2024-06-10 08:00 @ 69,311.43 | 4d 12h | −$84.85 | -3.06% | signal |
| 221 | long | 2024-06-10 12:00 @ 69,520.50 | 2024-06-11 04:00 @ 68,458.51 | 16h | −$45.35 | -1.65% | signal |
| 222 | short | 2024-06-11 08:00 @ 67,568.58 | 2024-06-12 16:00 @ 69,751.95 | 1d 8h | −$90.32 | -3.29% | signal |
| 223 | short | 2024-06-12 20:00 @ 67,509.60 | 2024-07-15 04:00 @ 62,629.82 | 32d 8h | $214.47 | +7.89% | signal |
| 224 | long | 2024-07-15 08:00 @ 62,828.66 | 2024-07-16 08:00 @ 62,869.22 | 1d | −$0.91 | -0.03% | signal |
| 225 | long | 2024-07-16 12:00 @ 63,732.54 | 2024-08-01 00:00 @ 64,588.88 | 15d 12h | $27.77 | +1.00% | signal |
| 226 | short | 2024-08-01 04:00 @ 63,899.92 | 2024-08-02 00:00 @ 65,342.07 | 20h | −$65.00 | -2.34% | signal |
| 227 | short | 2024-08-02 04:00 @ 64,587.18 | 2024-08-20 00:00 @ 59,410.28 | 17d 20h | $220.80 | +7.99% | signal |
| 228 | long | 2024-08-20 04:00 @ 60,600.62 | 2024-08-28 08:00 @ 58,567.28 | 8d 4h | −$97.38 | -3.45% | signal |
| 229 | long | 2024-08-28 12:00 @ 59,912.18 | 2024-08-28 16:00 @ 58,951.61 | 4h | −$47.58 | -1.70% | signal |
| 230 | short | 2024-08-28 20:00 @ 58,859.23 | 2024-08-29 16:00 @ 60,763.05 | 20h | −$92.92 | -3.34% | signal |
| 231 | long | 2024-08-29 20:00 @ 59,248.75 | 2024-08-30 16:00 @ 58,062.09 | 20h | −$58.13 | -2.11% | signal |
| 232 | long | 2024-08-30 20:00 @ 58,681.73 | 2024-08-31 20:00 @ 58,822.53 | 1d | $3.68 | +0.13% | signal |
| 233 | long | 2024-09-01 00:00 @ 58,953.69 | 2024-09-01 04:00 @ 58,489.90 | 4h | −$24.45 | -0.89% | signal |
| 234 | short | 2024-09-01 08:00 @ 58,432.41 | 2024-09-03 00:00 @ 59,124.02 | 1d 16h | −$35.39 | -1.29% | signal |
| 235 | long | 2024-09-03 04:00 @ 59,099.72 | 2024-09-03 16:00 @ 57,683.56 | 12h | −$68.29 | -2.50% | signal |
| 236 | short | 2024-09-03 20:00 @ 58,009.40 | 2024-09-13 20:00 @ 59,715.04 | 10d | −$84.07 | -3.10% | signal |
| 237 | long | 2024-09-14 00:00 @ 60,468.29 | 2024-09-16 16:00 @ 57,849.13 | 2d 16h | −$119.29 | -4.43% | signal |
| 238 | short | 2024-09-16 20:00 @ 57,903.92 | 2024-09-17 00:00 @ 58,198.64 | 4h | −$16.23 | -0.61% | signal |
| 239 | long | 2024-09-17 04:00 @ 58,046.81 | 2024-10-04 00:00 @ 60,714.95 | 16d 20h | $112.13 | +4.22% | signal |
| 240 | short | 2024-10-04 04:00 @ 60,916.51 | 2024-10-07 04:00 @ 63,507.20 | 3d | −$116.61 | -4.34% | signal |
| 241 | long | 2024-10-07 08:00 @ 63,522.60 | 2024-10-08 00:00 @ 62,178.16 | 16h | −$58.92 | -2.22% | signal |
| 242 | short | 2024-10-08 04:00 @ 62,589.78 | 2024-10-14 16:00 @ 65,864.07 | 6d 12h | −$138.77 | -5.25% | signal |
| 243 | short | 2024-10-14 20:00 @ 65,887.72 | 2024-10-15 00:00 @ 66,078.11 | 4h | −$10.15 | -0.39% | signal |
| 244 | long | 2024-10-15 04:00 @ 65,395.28 | 2024-11-03 04:00 @ 68,353.93 | 19d | $100.03 | +3.84% | signal |
| 245 | long | 2024-11-03 08:00 @ 68,409.18 | 2024-11-03 16:00 @ 68,061.98 | 8h | −$16.24 | -0.62% | signal |
| 246 | long | 2024-11-03 20:00 @ 68,683.73 | 2024-11-04 20:00 @ 67,832.03 | 1d | −$35.98 | -1.37% | signal |
| 247 | short | 2024-11-05 00:00 @ 67,820.83 | 2024-11-05 08:00 @ 68,889.68 | 8h | −$43.64 | -1.67% | signal |
| 248 | long | 2024-11-05 12:00 @ 68,802.26 | 2024-12-10 00:00 @ 97,329.63 | 34d 12h | $1,016.30 | +38.98% | signal |
| 249 | short | 2024-12-10 04:00 @ 96,938.51 | 2024-12-10 20:00 @ 95,882.07 | 16h | $28.91 | +1.01% | signal |
| 250 | long | 2024-12-11 00:00 @ 96,621.62 | 2024-12-19 20:00 @ 97,152.77 | 8d 20h | $4.97 | +0.17% | signal |
| 251 | short | 2024-12-20 00:00 @ 97,414.81 | 2024-12-21 00:00 @ 97,784.05 | 1d | −$12.91 | -0.45% | signal |
| 252 | short | 2024-12-21 04:00 @ 97,425.41 | 2024-12-21 08:00 @ 99,007.80 | 4h | −$49.45 | -1.73% | signal |
| 253 | long | 2024-12-21 12:00 @ 98,245.05 | 2024-12-21 16:00 @ 97,467.10 | 4h | −$25.44 | -0.89% | signal |
| 254 | short | 2024-12-21 20:00 @ 97,222.85 | 2024-12-24 16:00 @ 98,263.15 | 2d 20h | −$31.14 | -1.09% | signal |
| 255 | long | 2024-12-24 20:00 @ 97,577.91 | 2024-12-26 12:00 @ 95,643.47 | 1d 16h | −$60.46 | -2.13% | signal |
| 256 | short | 2024-12-26 16:00 @ 95,973.90 | 2025-01-03 20:00 @ 98,565.31 | 8d 4h | −$72.89 | -2.58% | signal |
| 257 | long | 2025-01-04 00:00 @ 98,165.33 | 2025-01-05 08:00 @ 98,205.65 | 1d 8h | −$2.45 | -0.09% | signal |
| 258 | short | 2025-01-05 12:00 @ 97,589.98 | 2025-01-05 16:00 @ 98,006.70 | 4h | −$14.79 | -0.53% | signal |
| 259 | long | 2025-01-05 20:00 @ 98,069.61 | 2025-01-08 16:00 @ 95,430.81 | 2d 20h | −$80.35 | -2.87% | signal |
| 260 | short | 2025-01-08 20:00 @ 94,198.26 | 2025-01-12 00:00 @ 94,581.31 | 3d 4h | −$12.92 | -0.46% | signal |
| 261 | long | 2025-01-12 04:00 @ 94,604.92 | 2025-01-12 08:00 @ 94,272.34 | 4h | −$12.54 | -0.45% | signal |
| 262 | short | 2025-01-12 12:00 @ 94,190.16 | 2025-01-12 16:00 @ 95,054.71 | 4h | −$28.27 | -1.02% | signal |
| 263 | short | 2025-01-12 20:00 @ 94,606.08 | 2025-01-14 00:00 @ 94,504.30 | 1d 4h | $0.57 | +0.02% | signal |
| 264 | long | 2025-01-14 04:00 @ 94,840.26 | 2025-02-01 12:00 @ 101,959.60 | 18d 8h | $191.79 | +6.93% | signal |
| 265 | short | 2025-02-01 16:00 @ 102,011.19 | 2025-02-18 04:00 @ 96,182.33 | 16d 12h | $163.84 | +5.82% | signal |
| 266 | long | 2025-02-18 08:00 @ 95,428.98 | 2025-02-18 16:00 @ 95,482.50 | 8h | −$1.54 | -0.05% | signal |
| 267 | short | 2025-02-18 20:00 @ 94,043.39 | 2025-02-20 20:00 @ 98,389.57 | 2d | −$133.90 | -4.69% | signal |
| 268 | long | 2025-02-21 00:00 @ 98,272.45 | 2025-02-21 08:00 @ 98,110.27 | 8h | −$7.49 | -0.27% | signal |
| 269 | short | 2025-02-21 12:00 @ 98,559.98 | 2025-02-21 16:00 @ 98,077.21 | 4h | $11.01 | +0.39% | signal |
| 270 | short | 2025-02-21 20:00 @ 95,228.35 | 2025-02-23 00:00 @ 96,522.60 | 1d 4h | −$40.70 | -1.44% | signal |
| 271 | short | 2025-02-23 04:00 @ 96,354.43 | 2025-02-23 08:00 @ 96,473.89 | 4h | −$6.31 | -0.22% | signal |
| 272 | short | 2025-02-23 12:00 @ 96,044.99 | 2025-03-14 20:00 @ 84,521.70 | 19d 8h | $339.01 | +12.05% | signal |
| 273 | short | 2025-03-15 00:00 @ 83,923.11 | 2025-03-15 04:00 @ 84,456.89 | 4h | −$21.52 | -0.74% | signal |
| 274 | long | 2025-03-15 08:00 @ 83,813.86 | 2025-03-15 20:00 @ 84,244.35 | 12h | $12.04 | +0.42% | signal |
| 275 | long | 2025-03-16 00:00 @ 84,319.86 | 2025-03-16 04:00 @ 84,279.14 | 4h | −$4.31 | -0.15% | signal |
| 276 | short | 2025-03-16 08:00 @ 84,225.25 | 2025-03-19 16:00 @ 84,710.24 | 3d 8h | −$18.76 | -0.65% | signal |
| 277 | short | 2025-03-19 20:00 @ 85,365.52 | 2025-03-24 04:00 @ 86,519.90 | 4d 8h | −$41.12 | -1.42% | signal |
| 278 | long | 2025-03-24 08:00 @ 86,844.87 | 2025-03-29 12:00 @ 82,238.65 | 5d 4h | −$156.16 | -5.42% | signal |
| 279 | short | 2025-03-29 16:00 @ 82,360.82 | 2025-03-31 16:00 @ 83,389.97 | 2d | −$37.88 | -1.33% | signal |
| 280 | short | 2025-03-31 20:00 @ 82,410.21 | 2025-04-01 12:00 @ 83,896.78 | 16h | −$53.73 | -1.90% | signal |
| 281 | long | 2025-04-01 16:00 @ 85,262.55 | 2025-04-03 00:00 @ 82,468.60 | 1d 8h | −$95.25 | -3.38% | signal |
| 282 | long | 2025-04-03 04:00 @ 83,465.89 | 2025-04-03 12:00 @ 83,041.39 | 8h | −$17.14 | -0.61% | signal |
| 283 | short | 2025-04-03 16:00 @ 81,985.30 | 2025-04-12 16:00 @ 84,991.09 | 9d | −$102.04 | -3.66% | signal |
| 284 | long | 2025-04-12 20:00 @ 84,908.68 | 2025-04-16 08:00 @ 83,308.34 | 3d 12h | −$56.20 | -2.03% | signal |
| 285 | long | 2025-04-16 12:00 @ 84,025.20 | 2025-04-16 16:00 @ 84,794.34 | 4h | $22.41 | +0.81% | signal |
| 286 | short | 2025-04-16 20:00 @ 84,269.14 | 2025-04-17 08:00 @ 84,645.93 | 12h | −$15.04 | -0.55% | signal |
| 287 | long | 2025-04-17 12:00 @ 84,548.71 | 2025-04-17 16:00 @ 84,478.70 | 4h | −$5.03 | -0.18% | signal |
| 288 | short | 2025-04-17 20:00 @ 84,780.04 | 2025-04-18 00:00 @ 84,931.88 | 4h | −$7.68 | -0.28% | signal |
| 289 | long | 2025-04-18 04:00 @ 84,807.36 | 2025-05-31 04:00 @ 103,619.47 | 43d | $592.14 | +21.54% | signal |
| 290 | long | 2025-05-31 08:00 @ 103,721.24 | 2025-05-31 12:00 @ 103,440.21 | 4h | −$10.96 | -0.38% | signal |
| 291 | long | 2025-05-31 16:00 @ 104,518.00 | 2025-06-02 16:00 @ 104,376.02 | 2d | −$7.27 | -0.25% | signal |
| 292 | long | 2025-06-02 20:00 @ 104,387.37 | 2025-06-03 00:00 @ 105,793.24 | 4h | $36.04 | +1.25% | signal |
| 293 | long | 2025-06-03 04:00 @ 105,469.89 | 2025-06-04 00:00 @ 105,309.03 | 20h | −$7.63 | -0.26% | signal |
| 294 | short | 2025-06-04 04:00 @ 105,453.71 | 2025-06-04 08:00 @ 105,281.15 | 4h | $1.85 | +0.06% | signal |
| 295 | short | 2025-06-04 12:00 @ 105,023.19 | 2025-06-09 12:00 @ 107,729.34 | 5d | −$77.58 | -2.68% | signal |
| 296 | long | 2025-06-09 16:00 @ 107,585.81 | 2025-06-10 04:00 @ 109,503.99 | 12h | $48.17 | +1.67% | signal |
| 297 | short | 2025-06-10 08:00 @ 109,156.26 | 2025-06-10 20:00 @ 109,481.99 | 12h | −$11.00 | -0.38% | signal |
| 298 | long | 2025-06-11 00:00 @ 110,257.45 | 2025-06-11 08:00 @ 109,375.02 | 8h | −$26.26 | -0.91% | signal |
| 299 | short | 2025-06-11 12:00 @ 109,178.26 | 2025-06-14 00:00 @ 106,048.51 | 2d 12h | $80.29 | +2.78% | signal |
| 300 | short | 2025-06-14 04:00 @ 105,168.26 | 2025-06-14 08:00 @ 105,046.01 | 4h | $0.47 | +0.02% | signal |
| 301 | short | 2025-06-14 12:00 @ 105,009.49 | 2025-06-15 00:00 @ 105,380.87 | 12h | −$13.14 | -0.45% | signal |
| 302 | long | 2025-06-15 04:00 @ 105,446.69 | 2025-06-17 16:00 @ 104,178.36 | 2d 12h | −$38.50 | -1.33% | signal |
| 303 | long | 2025-06-17 20:00 @ 104,651.43 | 2025-06-18 00:00 @ 104,487.10 | 4h | −$7.43 | -0.26% | signal |
| 304 | short | 2025-06-18 04:00 @ 105,111.07 | 2025-06-20 08:00 @ 105,784.75 | 2d 4h | −$20.90 | -0.72% | signal |
| 305 | long | 2025-06-20 12:00 @ 105,949.89 | 2025-06-20 16:00 @ 104,147.67 | 4h | −$51.90 | -1.80% | signal |
| 306 | long | 2025-06-20 20:00 @ 103,284.45 | 2025-06-21 12:00 @ 103,806.73 | 16h | $11.47 | +0.40% | signal |
| 307 | short | 2025-06-21 16:00 @ 103,496.00 | 2025-06-27 12:00 @ 106,965.09 | 5d 20h | −$98.15 | -3.42% | signal |
| 308 | long | 2025-06-27 16:00 @ 107,282.65 | 2025-06-27 20:00 @ 106,726.85 | 4h | −$17.67 | -0.62% | signal |
| 309 | long | 2025-06-28 00:00 @ 107,032.00 | 2025-07-01 12:00 @ 106,535.49 | 3d 12h | −$17.18 | -0.60% | signal |
| 310 | short | 2025-07-01 16:00 @ 105,887.12 | 2025-07-02 08:00 @ 107,047.51 | 16h | −$33.89 | -1.19% | signal |
| 311 | long | 2025-07-02 12:00 @ 107,461.19 | 2025-07-26 08:00 @ 117,264.54 | 23d 20h | $238.40 | +8.42% | signal |
| 312 | short | 2025-07-26 12:00 @ 117,734.55 | 2025-07-26 16:00 @ 118,134.72 | 4h | −$12.72 | -0.44% | signal |
| 313 | long | 2025-07-26 20:00 @ 118,232.74 | 2025-07-28 16:00 @ 118,129.27 | 1d 20h | −$6.86 | -0.24% | signal |
| 314 | short | 2025-07-28 20:00 @ 118,026.39 | 2025-07-30 04:00 @ 118,130.12 | 1d 8h | −$4.27 | -0.15% | signal |
| 315 | long | 2025-07-30 08:00 @ 118,106.82 | 2025-07-31 12:00 @ 118,307.23 | 1d 4h | $0.98 | +0.03% | signal |
| 316 | short | 2025-07-31 16:00 @ 118,235.75 | 2025-08-09 04:00 @ 116,354.87 | 8d 12h | $46.97 | +1.63% | signal |
| 317 | long | 2025-08-09 08:00 @ 116,726.64 | 2025-08-09 20:00 @ 116,476.60 | 12h | −$9.51 | -0.33% | signal |
| 318 | short | 2025-08-10 00:00 @ 116,398.82 | 2025-08-10 04:00 @ 118,503.70 | 4h | −$54.97 | -1.90% | signal |
| 319 | long | 2025-08-10 08:00 @ 117,793.55 | 2025-08-12 00:00 @ 118,618.07 | 1d 16h | $15.81 | +0.55% | signal |
| 320 | short | 2025-08-12 04:00 @ 118,789.44 | 2025-08-12 08:00 @ 118,955.69 | 4h | −$6.92 | -0.24% | signal |
| 321 | short | 2025-08-12 12:00 @ 118,440.51 | 2025-08-12 16:00 @ 119,911.98 | 4h | −$38.72 | -1.34% | signal |
| 322 | long | 2025-08-12 20:00 @ 119,624.22 | 2025-08-15 16:00 @ 117,193.36 | 2d 20h | −$63.18 | -2.20% | signal |
| 323 | long | 2025-08-15 20:00 @ 116,923.38 | 2025-08-19 16:00 @ 113,707.35 | 3d 20h | −$83.18 | -2.91% | signal |
| 324 | short | 2025-08-19 20:00 @ 113,055.58 | 2025-08-20 16:00 @ 113,319.56 | 20h | −$9.30 | -0.33% | signal |
| 325 | long | 2025-08-20 20:00 @ 114,239.14 | 2025-08-21 08:00 @ 113,814.03 | 12h | −$13.41 | -0.47% | signal |
| 326 | short | 2025-08-21 12:00 @ 113,077.38 | 2025-09-09 08:00 @ 112,972.79 | 18d 20h | $9.83 | +0.35% | signal |
| 327 | long | 2025-09-09 12:00 @ 112,419.98 | 2025-09-09 16:00 @ 110,807.93 | 4h | −$43.45 | -1.53% | signal |
| 328 | long | 2025-09-09 20:00 @ 111,264.65 | 2025-09-23 20:00 @ 111,589.38 | 14d | −$0.23 | -0.01% | signal |
| 329 | short | 2025-09-24 00:00 @ 111,924.61 | 2025-09-24 12:00 @ 113,004.60 | 12h | −$29.73 | -1.05% | signal |
| 330 | long | 2025-09-24 16:00 @ 113,322.66 | 2025-09-25 08:00 @ 111,686.16 | 16h | −$43.58 | -1.55% | signal |
| 331 | short | 2025-09-25 12:00 @ 111,293.74 | 2025-10-01 12:00 @ 116,760.15 | 6d | −$138.64 | -4.94% | signal |
| 332 | long | 2025-10-01 16:00 @ 117,389.97 | 2025-10-14 08:00 @ 111,642.87 | 12d 16h | −$144.19 | -5.21% | signal |
| 333 | short | 2025-10-14 12:00 @ 111,219.15 | 2025-10-26 08:00 @ 111,695.23 | 11d 20h | −$14.27 | -0.52% | signal |
| 334 | long | 2025-10-26 12:00 @ 113,257.75 | 2025-10-28 00:00 @ 114,041.39 | 1d 12h | $15.20 | +0.56% | signal |
| 335 | short | 2025-10-28 04:00 @ 113,841.23 | 2025-10-28 12:00 @ 114,313.46 | 8h | −$13.87 | -0.51% | signal |
| 336 | long | 2025-10-28 16:00 @ 114,594.61 | 2025-10-28 20:00 @ 113,606.27 | 4h | −$26.35 | -0.97% | signal |
| 337 | short | 2025-10-29 00:00 @ 112,810.93 | 2025-10-29 08:00 @ 113,534.70 | 8h | −$20.21 | -0.74% | signal |
| 338 | long | 2025-10-29 12:00 @ 113,107.22 | 2025-10-29 16:00 @ 111,438.41 | 4h | −$42.81 | -1.57% | signal |
| 339 | short | 2025-10-29 20:00 @ 110,583.78 | 2025-10-31 16:00 @ 110,182.13 | 1d 20h | $7.62 | +0.28% | signal |
| 340 | long | 2025-10-31 20:00 @ 109,824.66 | 2025-11-03 16:00 @ 105,697.66 | 2d 20h | −$106.25 | -3.92% | signal |
| 341 | short | 2025-11-03 20:00 @ 107,013.29 | 2025-12-02 20:00 @ 91,868.27 | 29d | $386.70 | +14.41% | signal |
| 342 | short | 2025-12-03 00:00 @ 91,230.85 | 2025-12-03 04:00 @ 92,607.72 | 4h | −$44.81 | -1.61% | signal |
| 343 | long | 2025-12-03 08:00 @ 92,988.59 | 2025-12-03 16:00 @ 92,314.53 | 8h | −$22.95 | -0.83% | signal |
| 344 | short | 2025-12-03 20:00 @ 92,977.20 | 2025-12-04 00:00 @ 93,395.48 | 4h | −$15.20 | -0.55% | signal |
| 345 | long | 2025-12-04 04:00 @ 93,518.70 | 2025-12-05 04:00 @ 92,086.38 | 1d | −$45.44 | -1.65% | signal |
| 346 | short | 2025-12-05 08:00 @ 92,209.15 | 2025-12-05 16:00 @ 90,431.98 | 8h | $50.38 | +1.83% | signal |
| 347 | long | 2025-12-05 20:00 @ 89,608.42 | 2025-12-12 16:00 @ 89,877.02 | 6d 20h | $3.72 | +0.13% | signal |
| 348 | short | 2025-12-12 20:00 @ 90,129.37 | 2025-12-16 12:00 @ 87,234.04 | 3d 16h | $87.08 | +3.15% | signal |
| 349 | long | 2025-12-16 16:00 @ 87,953.89 | 2025-12-17 12:00 @ 86,921.81 | 20h | −$35.96 | -1.29% | signal |
| 350 | short | 2025-12-17 16:00 @ 87,173.56 | 2025-12-22 12:00 @ 89,923.18 | 4d 20h | −$87.68 | -3.16% | signal |
| 351 | long | 2025-12-22 16:00 @ 89,706.54 | 2025-12-22 20:00 @ 87,993.40 | 4h | −$55.47 | -2.02% | signal |
| 352 | short | 2025-12-23 00:00 @ 88,563.78 | 2025-12-30 16:00 @ 88,984.59 | 7d 16h | −$11.86 | -0.43% | signal |
| 353 | long | 2025-12-30 20:00 @ 88,207.44 | 2025-12-31 16:00 @ 87,891.42 | 20h | −$12.65 | -0.46% | signal |
| 354 | short | 2025-12-31 20:00 @ 87,497.50 | 2026-01-01 04:00 @ 87,842.16 | 8h | −$13.23 | -0.48% | signal |
| 355 | long | 2026-01-01 08:00 @ 87,621.22 | 2026-01-20 04:00 @ 92,378.42 | 18d 20h | $137.86 | +5.05% | signal |
| 356 | short | 2026-01-20 08:00 @ 91,117.87 | 2026-02-20 16:00 @ 67,561.11 | 31d 8h | $715.50 | +25.89% | signal |
| 357 | long | 2026-02-20 20:00 @ 67,630.02 | 2026-02-21 16:00 @ 68,557.79 | 20h | $37.20 | +1.26% | signal |
| 358 | short | 2026-02-21 20:00 @ 68,502.60 | 2026-02-22 12:00 @ 68,197.04 | 16h | $10.24 | +0.35% | signal |
| 359 | short | 2026-02-22 16:00 @ 67,646.47 | 2026-02-26 04:00 @ 68,201.04 | 3d 12h | −$26.95 | -0.91% | signal |
| 360 | long | 2026-02-26 08:00 @ 67,813.56 | 2026-02-27 12:00 @ 66,080.78 | 1d 4h | −$78.05 | -2.65% | signal |
| 361 | short | 2026-02-27 16:00 @ 66,059.29 | 2026-03-02 16:00 @ 69,102.92 | 3d | −$137.90 | -4.71% | signal |
| 362 | long | 2026-03-02 20:00 @ 68,942.19 | 2026-03-03 04:00 @ 68,335.73 | 8h | −$28.33 | -0.98% | signal |
| 363 | short | 2026-03-03 08:00 @ 68,124.57 | 2026-03-03 16:00 @ 67,706.04 | 8h | $14.90 | +0.52% | signal |
| 364 | long | 2026-03-03 20:00 @ 68,409.58 | 2026-03-04 00:00 @ 68,281.54 | 4h | −$8.30 | -0.29% | signal |
| 365 | short | 2026-03-04 04:00 @ 67,686.56 | 2026-03-04 08:00 @ 69,478.39 | 4h | −$79.38 | -2.75% | signal |
| 366 | long | 2026-03-04 12:00 @ 71,096.52 | 2026-03-07 20:00 @ 67,029.19 | 3d 8h | −$167.17 | -5.83% | signal |
| 367 | short | 2026-03-08 00:00 @ 67,218.65 | 2026-03-09 16:00 @ 68,846.17 | 1d 16h | −$71.83 | -2.54% | signal |
| 368 | long | 2026-03-09 20:00 @ 68,965.59 | 2026-03-19 12:00 @ 69,912.81 | 9d 16h | $37.49 | +1.33% | signal |
| 369 | short | 2026-03-19 16:00 @ 69,358.93 | 2026-03-21 12:00 @ 70,632.32 | 1d 20h | −$54.58 | -1.94% | signal |
| 370 | long | 2026-03-21 16:00 @ 70,613.22 | 2026-03-25 16:00 @ 70,778.24 | 4d | $3.73 | +0.13% | signal |
| 371 | long | 2026-03-25 20:00 @ 70,867.47 | 2026-03-26 16:00 @ 69,041.09 | 20h | −$75.17 | -2.68% | signal |
| 372 | short | 2026-03-26 20:00 @ 68,489.00 | 2026-04-06 00:00 @ 69,011.70 | 10d 4h | −$24.57 | -0.88% | signal |
| 373 | short | 2026-04-06 04:00 @ 69,078.48 | 2026-04-06 08:00 @ 69,103.62 | 4h | −$3.79 | -0.14% | signal |
| 374 | long | 2026-04-06 12:00 @ 69,597.42 | 2026-04-07 12:00 @ 68,297.04 | 1d | −$54.79 | -1.97% | signal |
| 375 | short | 2026-04-07 16:00 @ 68,124.87 | 2026-04-08 00:00 @ 71,904.58 | 8h | −$156.08 | -5.64% | signal |
| 376 | long | 2026-04-08 04:00 @ 71,273.95 | 2026-04-09 12:00 @ 71,095.68 | 1d 8h | −$9.83 | -0.36% | signal |
| 377 | long | 2026-04-09 16:00 @ 72,122.42 | 2026-05-16 16:00 @ 78,178.36 | 37d | $232.69 | +8.54% | signal |
| 378 | short | 2026-05-16 20:00 @ 78,208.16 | 2026-05-17 12:00 @ 78,387.07 | 16h | −$9.01 | -0.32% | signal |
| 379 | short | 2026-05-17 16:00 @ 77,991.30 | 2026-06-19 12:00 @ 62,612.52 | 32d 20h | $553.86 | +19.92% | signal |
| 380 | short | 2026-06-19 16:00 @ 63,180.46 | 2026-06-20 04:00 @ 63,453.19 | 12h | −$15.27 | -0.52% | signal |
| 381 | long | 2026-06-20 08:00 @ 63,637.73 | 2026-06-23 08:00 @ 62,836.73 | 3d | −$40.51 | -1.39% | signal |
| 382 | short | 2026-06-23 12:00 @ 62,465.90 | 2026-06-24 12:00 @ 62,900.38 | 1d | −$23.05 | -0.79% | signal |
| 383 | short | 2026-06-24 16:00 @ 60,242.85 | 2026-06-25 08:00 @ 61,899.18 | 16h | −$82.68 | -2.85% | signal |
| 384 | long | 2026-06-25 12:00 @ 61,270.45 | 2026-06-25 16:00 @ 59,524.29 | 4h | −$84.86 | -2.95% | signal |
| 385 | short | 2026-06-25 20:00 @ 59,288.04 | 2026-07-04 20:00 @ 63,280.65 | 9d | −$190.51 | -6.67% | signal |
| 386 | short | 2026-07-05 00:00 @ 63,102.28 | 2026-07-07 00:00 @ 64,036.30 | 2d | −$42.99 | -1.53% | signal |
| 387 | short | 2026-07-07 04:00 @ 63,152.27 | 2026-07-08 08:00 @ 62,866.67 | 1d 4h | $10.35 | +0.37% | signal |
| 388 | short | 2026-07-08 12:00 @ 62,257.55 | 2026-07-09 08:00 @ 62,986.19 | 20h | −$35.23 | -1.26% | signal |
| 389 | short | 2026-07-09 12:00 @ 62,743.35 | 2026-07-09 16:00 @ 62,847.97 | 4h | −$7.45 | -0.27% | signal |
| 390 | long | 2026-07-09 20:00 @ 63,235.54 | 2026-07-25 12:00 @ 64,018.39 | 15d 16h | $24.44 | +0.88% | signal |
| 391 | long | 2026-07-25 16:00 @ 64,162.93 | 2026-07-28 00:00 @ 63,707.96 | 2d 8h | −$23.58 | -0.84% | signal |
| 392 | long | 2026-07-28 04:00 @ 63,322.66 | 2026-07-29 16:00 @ 63,927.41 | 1d 12h | $23.09 | +0.83% | signal |
| 393 | short | 2026-07-29 20:00 @ 63,551.29 | 2026-07-30 12:00 @ 64,779.85 | 16h | −$56.44 | -2.02% | signal |
| 394 | short | 2026-07-30 16:00 @ 64,681.26 | 2026-07-31 00:00 @ 64,762.95 | 8h | −$6.05 | -0.22% | signal |
| 395 | short | 2026-07-31 04:00 @ 64,331.13 | 2026-08-01 08:00 @ 63,032.20 | 1d 4h | $53.92 | +1.94% | signal |
| 396 | short | 2026-08-01 12:00 @ 63,032.59 | 2026-08-07 20:00 @ 64,945.89 | 6d 8h | −$85.03 | -3.04% | signal |
| 397 | short | 2026-08-08 00:00 @ 64,872.52 | 2026-08-08 16:00 @ 65,062.41 | 16h | −$10.59 | -0.38% | signal |
| 398 | long | 2026-08-08 20:00 @ 65,058.51 | 2026-08-10 16:00 @ 64,255.85 | 1d 20h | −$37.86 | -1.37% | signal |
| 399 | short | 2026-08-10 20:00 @ 64,004.40 | 2026-08-12 04:00 @ 63,812.86 | 1d 8h | $6.13 | +0.22% | signal |
| 400 | long | 2026-08-12 08:00 @ 63,817.56 | 2026-08-12 16:00 @ 63,408.62 | 8h | −$20.69 | -0.75% | 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.