[Famous-Q] Time-series momentum (90-bar)

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+5.72%-16.00%24323%
Validation2024-10-19 → 2025-09-25+6.80%-6.81%8626%
Out-of-sample2025-09-25 → 2026-08-31+3.74%-9.73%7431%

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%)TypicalLucky (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 · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
404long2026-08-17 08:00 @ 63,506.202026-08-31 20:00 @ 78,533.8914d 12h$638.26+23.12%end of data
403long2026-08-16 16:00 @ 63,126.422026-08-17 04:00 @ 63,397.0212h$8.81+0.32%signal
402long2026-08-15 20:00 @ 63,106.222026-08-16 12:00 @ 62,968.5016h−$8.86-0.32%signal
401short2026-08-12 20:00 @ 63,382.122026-08-15 16:00 @ 63,080.712d 20h$11.74+0.43%signal
400long2026-08-12 08:00 @ 63,817.562026-08-12 16:00 @ 63,408.628h−$20.69-0.75%signal
399short2026-08-10 20:00 @ 64,004.402026-08-12 04:00 @ 63,812.861d 8h$6.13+0.22%signal
398long2026-08-08 20:00 @ 65,058.512026-08-10 16:00 @ 64,255.851d 20h−$37.86-1.37%signal
397short2026-08-08 00:00 @ 64,872.522026-08-08 16:00 @ 65,062.4116h−$10.59-0.38%signal
396short2026-08-01 12:00 @ 63,032.592026-08-07 20:00 @ 64,945.896d 8h−$85.03-3.04%signal
395short2026-07-31 04:00 @ 64,331.132026-08-01 08:00 @ 63,032.201d 4h$53.92+1.94%signal
394short2026-07-30 16:00 @ 64,681.262026-07-31 00:00 @ 64,762.958h−$6.05-0.22%signal
393short2026-07-29 20:00 @ 63,551.292026-07-30 12:00 @ 64,779.8516h−$56.44-2.02%signal
392long2026-07-28 04:00 @ 63,322.662026-07-29 16:00 @ 63,927.411d 12h$23.09+0.83%signal
391long2026-07-25 16:00 @ 64,162.932026-07-28 00:00 @ 63,707.962d 8h−$23.58-0.84%signal
390long2026-07-09 20:00 @ 63,235.542026-07-25 12:00 @ 64,018.3915d 16h$24.44+0.88%signal
389short2026-07-09 12:00 @ 62,743.352026-07-09 16:00 @ 62,847.974h−$7.45-0.27%signal
388short2026-07-08 12:00 @ 62,257.552026-07-09 08:00 @ 62,986.1920h−$35.23-1.26%signal
387short2026-07-07 04:00 @ 63,152.272026-07-08 08:00 @ 62,866.671d 4h$10.35+0.37%signal
386short2026-07-05 00:00 @ 63,102.282026-07-07 00:00 @ 64,036.302d−$42.99-1.53%signal
385short2026-06-25 20:00 @ 59,288.042026-07-04 20:00 @ 63,280.659d−$190.51-6.67%signal
384long2026-06-25 12:00 @ 61,270.452026-06-25 16:00 @ 59,524.294h−$84.86-2.95%signal
383short2026-06-24 16:00 @ 60,242.852026-06-25 08:00 @ 61,899.1816h−$82.68-2.85%signal
382short2026-06-23 12:00 @ 62,465.902026-06-24 12:00 @ 62,900.381d−$23.05-0.79%signal
381long2026-06-20 08:00 @ 63,637.732026-06-23 08:00 @ 62,836.733d−$40.51-1.39%signal
380short2026-06-19 16:00 @ 63,180.462026-06-20 04:00 @ 63,453.1912h−$15.27-0.52%signal
379short2026-05-17 16:00 @ 77,991.302026-06-19 12:00 @ 62,612.5232d 20h$553.86+19.92%signal
378short2026-05-16 20:00 @ 78,208.162026-05-17 12:00 @ 78,387.0716h−$9.01-0.32%signal
377long2026-04-09 16:00 @ 72,122.422026-05-16 16:00 @ 78,178.3637d$232.69+8.54%signal
376long2026-04-08 04:00 @ 71,273.952026-04-09 12:00 @ 71,095.681d 8h−$9.83-0.36%signal
375short2026-04-07 16:00 @ 68,124.872026-04-08 00:00 @ 71,904.588h−$156.08-5.64%signal
374long2026-04-06 12:00 @ 69,597.422026-04-07 12:00 @ 68,297.041d−$54.79-1.97%signal
373short2026-04-06 04:00 @ 69,078.482026-04-06 08:00 @ 69,103.624h−$3.79-0.14%signal
372short2026-03-26 20:00 @ 68,489.002026-04-06 00:00 @ 69,011.7010d 4h−$24.57-0.88%signal
371long2026-03-25 20:00 @ 70,867.472026-03-26 16:00 @ 69,041.0920h−$75.17-2.68%signal
370long2026-03-21 16:00 @ 70,613.222026-03-25 16:00 @ 70,778.244d$3.73+0.13%signal
369short2026-03-19 16:00 @ 69,358.932026-03-21 12:00 @ 70,632.321d 20h−$54.58-1.94%signal
368long2026-03-09 20:00 @ 68,965.592026-03-19 12:00 @ 69,912.819d 16h$37.49+1.33%signal
367short2026-03-08 00:00 @ 67,218.652026-03-09 16:00 @ 68,846.171d 16h−$71.83-2.54%signal
366long2026-03-04 12:00 @ 71,096.522026-03-07 20:00 @ 67,029.193d 8h−$167.17-5.83%signal
365short2026-03-04 04:00 @ 67,686.562026-03-04 08:00 @ 69,478.394h−$79.38-2.75%signal
364long2026-03-03 20:00 @ 68,409.582026-03-04 00:00 @ 68,281.544h−$8.30-0.29%signal
363short2026-03-03 08:00 @ 68,124.572026-03-03 16:00 @ 67,706.048h$14.90+0.52%signal
362long2026-03-02 20:00 @ 68,942.192026-03-03 04:00 @ 68,335.738h−$28.33-0.98%signal
361short2026-02-27 16:00 @ 66,059.292026-03-02 16:00 @ 69,102.923d−$137.90-4.71%signal
360long2026-02-26 08:00 @ 67,813.562026-02-27 12:00 @ 66,080.781d 4h−$78.05-2.65%signal
359short2026-02-22 16:00 @ 67,646.472026-02-26 04:00 @ 68,201.043d 12h−$26.95-0.91%signal
358short2026-02-21 20:00 @ 68,502.602026-02-22 12:00 @ 68,197.0416h$10.24+0.35%signal
357long2026-02-20 20:00 @ 67,630.022026-02-21 16:00 @ 68,557.7920h$37.20+1.26%signal
356short2026-01-20 08:00 @ 91,117.872026-02-20 16:00 @ 67,561.1131d 8h$715.50+25.89%signal
355long2026-01-01 08:00 @ 87,621.222026-01-20 04:00 @ 92,378.4218d 20h$137.86+5.05%signal
354short2025-12-31 20:00 @ 87,497.502026-01-01 04:00 @ 87,842.168h−$13.23-0.48%signal
353long2025-12-30 20:00 @ 88,207.442025-12-31 16:00 @ 87,891.4220h−$12.65-0.46%signal
352short2025-12-23 00:00 @ 88,563.782025-12-30 16:00 @ 88,984.597d 16h−$11.86-0.43%signal
351long2025-12-22 16:00 @ 89,706.542025-12-22 20:00 @ 87,993.404h−$55.47-2.02%signal
350short2025-12-17 16:00 @ 87,173.562025-12-22 12:00 @ 89,923.184d 20h−$87.68-3.16%signal
349long2025-12-16 16:00 @ 87,953.892025-12-17 12:00 @ 86,921.8120h−$35.96-1.29%signal
348short2025-12-12 20:00 @ 90,129.372025-12-16 12:00 @ 87,234.043d 16h$87.08+3.15%signal
347long2025-12-05 20:00 @ 89,608.422025-12-12 16:00 @ 89,877.026d 20h$3.72+0.13%signal
346short2025-12-05 08:00 @ 92,209.152025-12-05 16:00 @ 90,431.988h$50.38+1.83%signal
345long2025-12-04 04:00 @ 93,518.702025-12-05 04:00 @ 92,086.381d−$45.44-1.65%signal
344short2025-12-03 20:00 @ 92,977.202025-12-04 00:00 @ 93,395.484h−$15.20-0.55%signal
343long2025-12-03 08:00 @ 92,988.592025-12-03 16:00 @ 92,314.538h−$22.95-0.83%signal
342short2025-12-03 00:00 @ 91,230.852025-12-03 04:00 @ 92,607.724h−$44.81-1.61%signal
341short2025-11-03 20:00 @ 107,013.292025-12-02 20:00 @ 91,868.2729d$386.70+14.41%signal
340long2025-10-31 20:00 @ 109,824.662025-11-03 16:00 @ 105,697.662d 20h−$106.25-3.92%signal
339short2025-10-29 20:00 @ 110,583.782025-10-31 16:00 @ 110,182.131d 20h$7.62+0.28%signal
338long2025-10-29 12:00 @ 113,107.222025-10-29 16:00 @ 111,438.414h−$42.81-1.57%signal
337short2025-10-29 00:00 @ 112,810.932025-10-29 08:00 @ 113,534.708h−$20.21-0.74%signal
336long2025-10-28 16:00 @ 114,594.612025-10-28 20:00 @ 113,606.274h−$26.35-0.97%signal
335short2025-10-28 04:00 @ 113,841.232025-10-28 12:00 @ 114,313.468h−$13.87-0.51%signal
334long2025-10-26 12:00 @ 113,257.752025-10-28 00:00 @ 114,041.391d 12h$15.20+0.56%signal
333short2025-10-14 12:00 @ 111,219.152025-10-26 08:00 @ 111,695.2311d 20h−$14.27-0.52%signal
332long2025-10-01 16:00 @ 117,389.972025-10-14 08:00 @ 111,642.8712d 16h−$144.19-5.21%signal
331short2025-09-25 12:00 @ 111,293.742025-10-01 12:00 @ 116,760.156d−$138.64-4.94%signal
330long2025-09-24 16:00 @ 113,322.662025-09-25 08:00 @ 111,686.1616h−$43.58-1.55%signal
329short2025-09-24 00:00 @ 111,924.612025-09-24 12:00 @ 113,004.6012h−$29.73-1.05%signal
328long2025-09-09 20:00 @ 111,264.652025-09-23 20:00 @ 111,589.3814d−$0.23-0.01%signal
327long2025-09-09 12:00 @ 112,419.982025-09-09 16:00 @ 110,807.934h−$43.45-1.53%signal
326short2025-08-21 12:00 @ 113,077.382025-09-09 08:00 @ 112,972.7918d 20h$9.83+0.35%signal
325long2025-08-20 20:00 @ 114,239.142025-08-21 08:00 @ 113,814.0312h−$13.41-0.47%signal
324short2025-08-19 20:00 @ 113,055.582025-08-20 16:00 @ 113,319.5620h−$9.30-0.33%signal
323long2025-08-15 20:00 @ 116,923.382025-08-19 16:00 @ 113,707.353d 20h−$83.18-2.91%signal
322long2025-08-12 20:00 @ 119,624.222025-08-15 16:00 @ 117,193.362d 20h−$63.18-2.20%signal
321short2025-08-12 12:00 @ 118,440.512025-08-12 16:00 @ 119,911.984h−$38.72-1.34%signal
320short2025-08-12 04:00 @ 118,789.442025-08-12 08:00 @ 118,955.694h−$6.92-0.24%signal
319long2025-08-10 08:00 @ 117,793.552025-08-12 00:00 @ 118,618.071d 16h$15.81+0.55%signal
318short2025-08-10 00:00 @ 116,398.822025-08-10 04:00 @ 118,503.704h−$54.97-1.90%signal
317long2025-08-09 08:00 @ 116,726.642025-08-09 20:00 @ 116,476.6012h−$9.51-0.33%signal
316short2025-07-31 16:00 @ 118,235.752025-08-09 04:00 @ 116,354.878d 12h$46.97+1.63%signal
315long2025-07-30 08:00 @ 118,106.822025-07-31 12:00 @ 118,307.231d 4h$0.98+0.03%signal
314short2025-07-28 20:00 @ 118,026.392025-07-30 04:00 @ 118,130.121d 8h−$4.27-0.15%signal
313long2025-07-26 20:00 @ 118,232.742025-07-28 16:00 @ 118,129.271d 20h−$6.86-0.24%signal
312short2025-07-26 12:00 @ 117,734.552025-07-26 16:00 @ 118,134.724h−$12.72-0.44%signal
311long2025-07-02 12:00 @ 107,461.192025-07-26 08:00 @ 117,264.5423d 20h$238.40+8.42%signal
310short2025-07-01 16:00 @ 105,887.122025-07-02 08:00 @ 107,047.5116h−$33.89-1.19%signal
309long2025-06-28 00:00 @ 107,032.002025-07-01 12:00 @ 106,535.493d 12h−$17.18-0.60%signal
308long2025-06-27 16:00 @ 107,282.652025-06-27 20:00 @ 106,726.854h−$17.67-0.62%signal
307short2025-06-21 16:00 @ 103,496.002025-06-27 12:00 @ 106,965.095d 20h−$98.15-3.42%signal
306long2025-06-20 20:00 @ 103,284.452025-06-21 12:00 @ 103,806.7316h$11.47+0.40%signal
305long2025-06-20 12:00 @ 105,949.892025-06-20 16:00 @ 104,147.674h−$51.90-1.80%signal
304short2025-06-18 04:00 @ 105,111.072025-06-20 08:00 @ 105,784.752d 4h−$20.90-0.72%signal
303long2025-06-17 20:00 @ 104,651.432025-06-18 00:00 @ 104,487.104h−$7.43-0.26%signal
302long2025-06-15 04:00 @ 105,446.692025-06-17 16:00 @ 104,178.362d 12h−$38.50-1.33%signal
301short2025-06-14 12:00 @ 105,009.492025-06-15 00:00 @ 105,380.8712h−$13.14-0.45%signal
300short2025-06-14 04:00 @ 105,168.262025-06-14 08:00 @ 105,046.014h$0.47+0.02%signal
299short2025-06-11 12:00 @ 109,178.262025-06-14 00:00 @ 106,048.512d 12h$80.29+2.78%signal
298long2025-06-11 00:00 @ 110,257.452025-06-11 08:00 @ 109,375.028h−$26.26-0.91%signal
297short2025-06-10 08:00 @ 109,156.262025-06-10 20:00 @ 109,481.9912h−$11.00-0.38%signal
296long2025-06-09 16:00 @ 107,585.812025-06-10 04:00 @ 109,503.9912h$48.17+1.67%signal
295short2025-06-04 12:00 @ 105,023.192025-06-09 12:00 @ 107,729.345d−$77.58-2.68%signal
294short2025-06-04 04:00 @ 105,453.712025-06-04 08:00 @ 105,281.154h$1.85+0.06%signal
293long2025-06-03 04:00 @ 105,469.892025-06-04 00:00 @ 105,309.0320h−$7.63-0.26%signal
292long2025-06-02 20:00 @ 104,387.372025-06-03 00:00 @ 105,793.244h$36.04+1.25%signal
291long2025-05-31 16:00 @ 104,518.002025-06-02 16:00 @ 104,376.022d−$7.27-0.25%signal
290long2025-05-31 08:00 @ 103,721.242025-05-31 12:00 @ 103,440.214h−$10.96-0.38%signal
289long2025-04-18 04:00 @ 84,807.362025-05-31 04:00 @ 103,619.4743d$592.14+21.54%signal
288short2025-04-17 20:00 @ 84,780.042025-04-18 00:00 @ 84,931.884h−$7.68-0.28%signal
287long2025-04-17 12:00 @ 84,548.712025-04-17 16:00 @ 84,478.704h−$5.03-0.18%signal
286short2025-04-16 20:00 @ 84,269.142025-04-17 08:00 @ 84,645.9312h−$15.04-0.55%signal
285long2025-04-16 12:00 @ 84,025.202025-04-16 16:00 @ 84,794.344h$22.41+0.81%signal
284long2025-04-12 20:00 @ 84,908.682025-04-16 08:00 @ 83,308.343d 12h−$56.20-2.03%signal
283short2025-04-03 16:00 @ 81,985.302025-04-12 16:00 @ 84,991.099d−$102.04-3.66%signal
282long2025-04-03 04:00 @ 83,465.892025-04-03 12:00 @ 83,041.398h−$17.14-0.61%signal
281long2025-04-01 16:00 @ 85,262.552025-04-03 00:00 @ 82,468.601d 8h−$95.25-3.38%signal
280short2025-03-31 20:00 @ 82,410.212025-04-01 12:00 @ 83,896.7816h−$53.73-1.90%signal
279short2025-03-29 16:00 @ 82,360.822025-03-31 16:00 @ 83,389.972d−$37.88-1.33%signal
278long2025-03-24 08:00 @ 86,844.872025-03-29 12:00 @ 82,238.655d 4h−$156.16-5.42%signal
277short2025-03-19 20:00 @ 85,365.522025-03-24 04:00 @ 86,519.904d 8h−$41.12-1.42%signal
276short2025-03-16 08:00 @ 84,225.252025-03-19 16:00 @ 84,710.243d 8h−$18.76-0.65%signal
275long2025-03-16 00:00 @ 84,319.862025-03-16 04:00 @ 84,279.144h−$4.31-0.15%signal
274long2025-03-15 08:00 @ 83,813.862025-03-15 20:00 @ 84,244.3512h$12.04+0.42%signal
273short2025-03-15 00:00 @ 83,923.112025-03-15 04:00 @ 84,456.894h−$21.52-0.74%signal
272short2025-02-23 12:00 @ 96,044.992025-03-14 20:00 @ 84,521.7019d 8h$339.01+12.05%signal
271short2025-02-23 04:00 @ 96,354.432025-02-23 08:00 @ 96,473.894h−$6.31-0.22%signal
270short2025-02-21 20:00 @ 95,228.352025-02-23 00:00 @ 96,522.601d 4h−$40.70-1.44%signal
269short2025-02-21 12:00 @ 98,559.982025-02-21 16:00 @ 98,077.214h$11.01+0.39%signal
268long2025-02-21 00:00 @ 98,272.452025-02-21 08:00 @ 98,110.278h−$7.49-0.27%signal
267short2025-02-18 20:00 @ 94,043.392025-02-20 20:00 @ 98,389.572d−$133.90-4.69%signal
266long2025-02-18 08:00 @ 95,428.982025-02-18 16:00 @ 95,482.508h−$1.54-0.05%signal
265short2025-02-01 16:00 @ 102,011.192025-02-18 04:00 @ 96,182.3316d 12h$163.84+5.82%signal
264long2025-01-14 04:00 @ 94,840.262025-02-01 12:00 @ 101,959.6018d 8h$191.79+6.93%signal
263short2025-01-12 20:00 @ 94,606.082025-01-14 00:00 @ 94,504.301d 4h$0.57+0.02%signal
262short2025-01-12 12:00 @ 94,190.162025-01-12 16:00 @ 95,054.714h−$28.27-1.02%signal
261long2025-01-12 04:00 @ 94,604.922025-01-12 08:00 @ 94,272.344h−$12.54-0.45%signal
260short2025-01-08 20:00 @ 94,198.262025-01-12 00:00 @ 94,581.313d 4h−$12.92-0.46%signal
259long2025-01-05 20:00 @ 98,069.612025-01-08 16:00 @ 95,430.812d 20h−$80.35-2.87%signal
258short2025-01-05 12:00 @ 97,589.982025-01-05 16:00 @ 98,006.704h−$14.79-0.53%signal
257long2025-01-04 00:00 @ 98,165.332025-01-05 08:00 @ 98,205.651d 8h−$2.45-0.09%signal
256short2024-12-26 16:00 @ 95,973.902025-01-03 20:00 @ 98,565.318d 4h−$72.89-2.58%signal
255long2024-12-24 20:00 @ 97,577.912024-12-26 12:00 @ 95,643.471d 16h−$60.46-2.13%signal
254short2024-12-21 20:00 @ 97,222.852024-12-24 16:00 @ 98,263.152d 20h−$31.14-1.09%signal
253long2024-12-21 12:00 @ 98,245.052024-12-21 16:00 @ 97,467.104h−$25.44-0.89%signal
252short2024-12-21 04:00 @ 97,425.412024-12-21 08:00 @ 99,007.804h−$49.45-1.73%signal
251short2024-12-20 00:00 @ 97,414.812024-12-21 00:00 @ 97,784.051d−$12.91-0.45%signal
250long2024-12-11 00:00 @ 96,621.622024-12-19 20:00 @ 97,152.778d 20h$4.97+0.17%signal
249short2024-12-10 04:00 @ 96,938.512024-12-10 20:00 @ 95,882.0716h$28.91+1.01%signal
248long2024-11-05 12:00 @ 68,802.262024-12-10 00:00 @ 97,329.6334d 12h$1,016.30+38.98%signal
247short2024-11-05 00:00 @ 67,820.832024-11-05 08:00 @ 68,889.688h−$43.64-1.67%signal
246long2024-11-03 20:00 @ 68,683.732024-11-04 20:00 @ 67,832.031d−$35.98-1.37%signal
245long2024-11-03 08:00 @ 68,409.182024-11-03 16:00 @ 68,061.988h−$16.24-0.62%signal
244long2024-10-15 04:00 @ 65,395.282024-11-03 04:00 @ 68,353.9319d$100.03+3.84%signal
243short2024-10-14 20:00 @ 65,887.722024-10-15 00:00 @ 66,078.114h−$10.15-0.39%signal
242short2024-10-08 04:00 @ 62,589.782024-10-14 16:00 @ 65,864.076d 12h−$138.77-5.25%signal
241long2024-10-07 08:00 @ 63,522.602024-10-08 00:00 @ 62,178.1616h−$58.92-2.22%signal
240short2024-10-04 04:00 @ 60,916.512024-10-07 04:00 @ 63,507.203d−$116.61-4.34%signal
239long2024-09-17 04:00 @ 58,046.812024-10-04 00:00 @ 60,714.9516d 20h$112.13+4.22%signal
238short2024-09-16 20:00 @ 57,903.922024-09-17 00:00 @ 58,198.644h−$16.23-0.61%signal
237long2024-09-14 00:00 @ 60,468.292024-09-16 16:00 @ 57,849.132d 16h−$119.29-4.43%signal
236short2024-09-03 20:00 @ 58,009.402024-09-13 20:00 @ 59,715.0410d−$84.07-3.10%signal
235long2024-09-03 04:00 @ 59,099.722024-09-03 16:00 @ 57,683.5612h−$68.29-2.50%signal
234short2024-09-01 08:00 @ 58,432.412024-09-03 00:00 @ 59,124.021d 16h−$35.39-1.29%signal
233long2024-09-01 00:00 @ 58,953.692024-09-01 04:00 @ 58,489.904h−$24.45-0.89%signal
232long2024-08-30 20:00 @ 58,681.732024-08-31 20:00 @ 58,822.531d$3.68+0.13%signal
231long2024-08-29 20:00 @ 59,248.752024-08-30 16:00 @ 58,062.0920h−$58.13-2.11%signal
230short2024-08-28 20:00 @ 58,859.232024-08-29 16:00 @ 60,763.0520h−$92.92-3.34%signal
229long2024-08-28 12:00 @ 59,912.182024-08-28 16:00 @ 58,951.614h−$47.58-1.70%signal
228long2024-08-20 04:00 @ 60,600.622024-08-28 08:00 @ 58,567.288d 4h−$97.38-3.45%signal
227short2024-08-02 04:00 @ 64,587.182024-08-20 00:00 @ 59,410.2817d 20h$220.80+7.99%signal
226short2024-08-01 04:00 @ 63,899.922024-08-02 00:00 @ 65,342.0720h−$65.00-2.34%signal
225long2024-07-16 12:00 @ 63,732.542024-08-01 00:00 @ 64,588.8815d 12h$27.77+1.00%signal
224long2024-07-15 08:00 @ 62,828.662024-07-16 08:00 @ 62,869.221d−$0.91-0.03%signal
223short2024-06-12 20:00 @ 67,509.602024-07-15 04:00 @ 62,629.8232d 8h$214.47+7.89%signal
222short2024-06-11 08:00 @ 67,568.582024-06-12 16:00 @ 69,751.951d 8h−$90.32-3.29%signal
221long2024-06-10 12:00 @ 69,520.502024-06-11 04:00 @ 68,458.5116h−$45.35-1.65%signal
220long2024-06-05 20:00 @ 71,329.062024-06-10 08:00 @ 69,311.434d 12h−$84.85-3.06%signal
219short2024-06-05 12:00 @ 70,994.202024-06-05 16:00 @ 71,639.534h−$28.08-1.01%signal
218short2024-06-05 04:00 @ 70,979.802024-06-05 08:00 @ 71,258.254h−$13.72-0.49%signal
217long2024-05-15 16:00 @ 64,698.342024-06-05 00:00 @ 70,565.8820d 8h$229.47+8.41%signal
216short2024-05-14 08:00 @ 61,989.602024-05-15 12:00 @ 62,459.791d 4h−$22.83-0.83%signal
215short2024-05-05 16:00 @ 64,385.222024-05-14 04:00 @ 62,477.298d 12h$81.64+3.01%signal
214short2024-05-05 04:00 @ 63,197.162024-05-05 12:00 @ 63,850.878h−$30.87-1.13%signal
213short2024-05-04 08:00 @ 62,918.812024-05-05 00:00 @ 63,877.0716h−$43.98-1.61%signal
212short2024-04-12 20:00 @ 66,854.232024-05-04 04:00 @ 62,710.5421d 8h$172.11+6.40%signal
211long2024-04-11 16:00 @ 70,059.912024-04-12 16:00 @ 69,360.131d−$31.17-1.16%signal
210long2024-04-11 00:00 @ 70,695.942024-04-11 12:00 @ 70,029.3912h−$29.11-1.08%signal
209short2024-04-09 20:00 @ 69,035.792024-04-10 20:00 @ 70,134.321d−$45.01-1.66%signal
208long2024-04-05 20:00 @ 67,413.482024-04-09 16:00 @ 69,308.943d 20h$68.72+2.55%signal
207short2024-04-05 12:00 @ 66,489.502024-04-05 16:00 @ 68,213.644h−$73.20-2.69%signal
206long2024-04-03 08:00 @ 66,194.442024-04-05 08:00 @ 66,924.012d$25.51+0.94%signal
205short2024-04-02 08:00 @ 66,490.102024-04-03 04:00 @ 66,265.4520h$7.43+0.27%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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