[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 |
|---|---|---|---|---|---|---|---|
| 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 |
| 203 | short | 2024-03-30 00:00 @ 69,889.62 | 2024-03-30 04:00 @ 69,850.77 | 4h | −$0.68 | -0.02% | 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 |
| 201 | long | 2024-03-25 20:00 @ 71,033.80 | 2024-03-26 08:00 @ 70,520.89 | 12h | −$23.09 | -0.84% | signal |
| 200 | short | 2024-03-22 08:00 @ 66,210.06 | 2024-03-25 16:00 @ 69,858.47 | 3d 8h | −$152.09 | -5.48% | signal |
| 199 | short | 2024-03-22 00:00 @ 65,526.79 | 2024-03-22 04:00 @ 66,031.00 | 4h | −$23.74 | -0.85% | signal |
| 198 | long | 2024-03-21 16:00 @ 66,614.92 | 2024-03-21 20:00 @ 65,261.25 | 4h | −$60.14 | -2.15% | signal |
| 197 | long | 2024-03-21 00:00 @ 67,889.98 | 2024-03-21 12:00 @ 67,068.88 | 12h | −$37.55 | -1.34% | signal |
| 196 | short | 2024-03-19 16:00 @ 64,071.28 | 2024-03-20 20:00 @ 65,834.76 | 1d 4h | −$78.72 | -2.79% | signal |
| 195 | long | 2024-02-01 20:00 @ 43,214.94 | 2024-03-19 12:00 @ 63,124.47 | 46d 16h | $1,045.76 | +40.78% | signal |
| 194 | short | 2024-02-01 04:00 @ 41,989.60 | 2024-02-01 16:00 @ 42,508.50 | 12h | −$34.13 | -1.33% | signal |
| 193 | long | 2024-01-31 16:00 @ 43,350.57 | 2024-02-01 00:00 @ 42,551.99 | 8h | −$50.45 | -1.95% | signal |
| 192 | long | 2024-01-31 08:00 @ 43,040.11 | 2024-01-31 12:00 @ 42,621.67 | 4h | −$28.04 | -1.08% | signal |
| 191 | long | 2024-01-30 00:00 @ 43,296.26 | 2024-01-31 04:00 @ 42,909.52 | 1d 4h | −$26.50 | -1.02% | signal |
| 190 | short | 2024-01-17 00:00 @ 43,124.37 | 2024-01-29 20:00 @ 42,995.40 | 12d 20h | $14.64 | +0.56% | signal |
| 189 | long | 2024-01-15 20:00 @ 42,998.20 | 2024-01-16 20:00 @ 43,156.17 | 1d | $6.15 | +0.24% | signal |
| 188 | long | 2024-01-15 04:00 @ 42,581.31 | 2024-01-15 16:00 @ 42,270.24 | 12h | −$21.84 | -0.84% | signal |
| 187 | long | 2024-01-13 16:00 @ 43,168.53 | 2024-01-15 00:00 @ 41,726.55 | 1d 8h | −$91.21 | -3.48% | signal |
| 186 | long | 2024-01-13 08:00 @ 43,110.72 | 2024-01-13 12:00 @ 42,623.27 | 4h | −$32.62 | -1.24% | signal |
| 185 | long | 2024-01-08 08:00 @ 43,978.69 | 2024-01-13 04:00 @ 42,617.07 | 4d 20h | −$88.89 | -3.35% | signal |
| 184 | long | 2024-01-07 04:00 @ 43,945.89 | 2024-01-08 04:00 @ 43,493.30 | 1d | −$30.84 | -1.16% | signal |
| 183 | long | 2024-01-06 20:00 @ 43,912.38 | 2024-01-07 00:00 @ 43,947.81 | 4h | −$0.52 | -0.02% | signal |
| 182 | short | 2024-01-06 12:00 @ 43,660.47 | 2024-01-06 16:00 @ 43,872.37 | 4h | −$15.60 | -0.59% | signal |
| 181 | short | 2024-01-06 04:00 @ 43,917.01 | 2024-01-06 08:00 @ 43,654.13 | 4h | $13.28 | +0.50% | signal |
| 180 | short | 2024-01-05 08:00 @ 43,760.85 | 2024-01-06 00:00 @ 44,154.13 | 16h | −$26.12 | -0.98% | signal |
| 179 | long | 2024-01-04 20:00 @ 43,958.79 | 2024-01-05 04:00 @ 43,460.81 | 8h | −$33.24 | -1.24% | signal |
| 178 | long | 2024-01-04 12:00 @ 43,196.84 | 2024-01-04 16:00 @ 44,041.59 | 4h | $49.40 | +1.85% | signal |
| 177 | long | 2023-12-31 20:00 @ 42,668.43 | 2024-01-04 08:00 @ 42,766.54 | 3d 12h | −$5.15 | -0.19% | signal |
| 176 | long | 2023-12-31 08:00 @ 42,575.51 | 2023-12-31 16:00 @ 42,481.10 | 8h | −$9.50 | -0.36% | signal |
| 175 | long | 2023-12-30 20:00 @ 42,403.48 | 2023-12-31 04:00 @ 42,200.96 | 8h | −$16.16 | -0.61% | signal |
| 174 | short | 2023-12-29 08:00 @ 42,306.04 | 2023-12-30 16:00 @ 42,418.88 | 1d 8h | −$5.17 | -0.19% | signal |
| 173 | short | 2023-12-29 00:00 @ 42,591.58 | 2023-12-29 04:00 @ 42,746.75 | 4h | −$10.95 | -0.41% | signal |
| 172 | long | 2023-12-26 08:00 @ 42,807.26 | 2023-12-28 20:00 @ 42,647.47 | 2d 12h | −$19.44 | -0.73% | signal |
| 171 | short | 2023-12-24 00:00 @ 43,716.45 | 2023-12-26 04:00 @ 43,496.70 | 2d 4h | $14.83 | +0.55% | signal |
| 170 | long | 2023-12-23 16:00 @ 43,790.76 | 2023-12-23 20:00 @ 43,720.45 | 4h | −$7.38 | -0.28% | signal |
| 169 | long | 2023-12-22 12:00 @ 43,791.96 | 2023-12-23 12:00 @ 43,574.28 | 1d | −$17.19 | -0.64% | signal |
| 168 | long | 2023-12-22 00:00 @ 43,905.18 | 2023-12-22 08:00 @ 43,605.28 | 8h | −$21.87 | -0.81% | signal |
| 167 | long | 2023-12-21 12:00 @ 43,978.59 | 2023-12-21 20:00 @ 43,614.28 | 8h | −$25.78 | -0.96% | signal |
| 166 | short | 2023-12-21 00:00 @ 43,700.16 | 2023-12-21 08:00 @ 43,803.66 | 8h | −$8.35 | -0.31% | signal |
| 165 | long | 2023-12-01 04:00 @ 38,037.71 | 2023-12-20 20:00 @ 43,751.35 | 19d 16h | $367.95 | +14.13% | signal |
| 164 | long | 2023-11-28 04:00 @ 37,127.32 | 2023-12-01 00:00 @ 37,709.36 | 2d 20h | $35.96 | +1.39% | signal |
| 163 | short | 2023-11-27 16:00 @ 36,735.95 | 2023-11-28 00:00 @ 37,241.85 | 8h | −$38.24 | -1.47% | signal |
| 162 | long | 2023-10-16 00:00 @ 27,145.23 | 2023-11-27 12:00 @ 37,015.90 | 42d 12h | $831.42 | +34.68% | signal |
| 161 | short | 2023-10-14 20:00 @ 26,846.13 | 2023-10-15 20:00 @ 27,035.51 | 1d | −$19.23 | -0.80% | signal |
| 160 | short | 2023-10-13 20:00 @ 26,763.65 | 2023-10-14 16:00 @ 26,933.29 | 20h | −$17.61 | -0.73% | signal |
| 159 | long | 2023-10-04 20:00 @ 27,611.82 | 2023-10-13 16:00 @ 26,687.56 | 8d 20h | −$85.41 | -3.52% | signal |
| 158 | long | 2023-09-16 00:00 @ 26,596.42 | 2023-10-04 16:00 @ 27,382.82 | 18d 16h | $67.60 | +2.80% | signal |
| 157 | short | 2023-09-13 16:00 @ 26,223.95 | 2023-09-15 20:00 @ 26,392.18 | 2d 4h | −$17.76 | -0.74% | signal |
| 156 | short | 2023-09-13 04:00 @ 25,863.13 | 2023-09-13 12:00 @ 26,190.04 | 8h | −$33.04 | -1.36% | signal |
| 155 | long | 2023-09-12 16:00 @ 26,197.54 | 2023-09-13 00:00 @ 25,820.63 | 8h | −$37.33 | -1.53% | signal |
| 154 | short | 2023-09-03 20:00 @ 25,992.30 | 2023-09-12 12:00 @ 26,092.42 | 8d 16h | −$10.98 | -0.45% | signal |
| 153 | long | 2023-09-03 12:00 @ 25,935.69 | 2023-09-03 16:00 @ 25,853.03 | 4h | −$10.21 | -0.42% | signal |
| 152 | short | 2023-08-17 00:00 @ 28,708.66 | 2023-09-03 08:00 @ 25,946.69 | 17d 8h | $229.44 | +9.64% | signal |
| 151 | long | 2023-08-16 04:00 @ 29,222.54 | 2023-08-16 20:00 @ 29,099.58 | 16h | −$12.89 | -0.54% | signal |
| 150 | long | 2023-08-15 16:00 @ 29,320.96 | 2023-08-16 00:00 @ 29,183.06 | 8h | −$13.85 | -0.58% | signal |
| 149 | long | 2023-08-15 08:00 @ 29,402.78 | 2023-08-15 12:00 @ 29,351.23 | 4h | −$6.81 | -0.29% | signal |
| 148 | long | 2023-08-14 04:00 @ 29,395.88 | 2023-08-15 04:00 @ 29,381.02 | 1d | −$4.31 | -0.18% | signal |
| 147 | long | 2023-08-11 16:00 @ 29,388.78 | 2023-08-14 00:00 @ 29,287.44 | 2d 8h | −$12.10 | -0.51% | signal |
| 146 | long | 2023-08-08 16:00 @ 29,523.40 | 2023-08-11 12:00 @ 29,429.11 | 2d 20h | −$11.98 | -0.50% | signal |
| 145 | short | 2023-07-22 04:00 @ 29,880.72 | 2023-08-08 12:00 @ 29,433.99 | 17d 8h | $42.60 | +1.79% | signal |
| 144 | short | 2023-07-15 20:00 @ 30,303.64 | 2023-07-22 00:00 @ 29,897.48 | 6d 4h | $31.77 | +1.34% | signal |
| 143 | short | 2023-07-15 00:00 @ 30,287.24 | 2023-07-15 16:00 @ 30,296.46 | 16h | −$3.21 | -0.13% | signal |
| 142 | long | 2023-07-13 12:00 @ 30,536.71 | 2023-07-14 20:00 @ 30,093.88 | 1d 8h | −$37.74 | -1.58% | signal |
| 141 | short | 2023-07-13 00:00 @ 30,362.83 | 2023-07-13 08:00 @ 30,361.17 | 8h | −$2.29 | -0.10% | signal |
| 140 | long | 2023-07-11 08:00 @ 30,534.71 | 2023-07-12 20:00 @ 30,262.05 | 1d 12h | −$24.50 | -1.02% | signal |
| 139 | short | 2023-07-11 00:00 @ 30,390.82 | 2023-07-11 04:00 @ 30,466.99 | 4h | −$8.21 | -0.34% | signal |
| 138 | short | 2023-07-08 20:00 @ 30,093.98 | 2023-07-10 20:00 @ 30,830.66 | 2d | −$60.90 | -2.52% | signal |
| 137 | long | 2023-07-07 16:00 @ 30,381.58 | 2023-07-08 16:00 @ 30,190.76 | 1d | −$17.72 | -0.73% | signal |
| 136 | short | 2023-07-07 04:00 @ 30,116.08 | 2023-07-07 12:00 @ 30,109.92 | 8h | −$1.82 | -0.08% | signal |
| 135 | long | 2023-06-20 08:00 @ 26,825.86 | 2023-07-07 00:00 @ 29,868.33 | 16d 16h | $252.59 | +10.73% | signal |
| 134 | short | 2023-06-10 08:00 @ 25,632.17 | 2023-06-20 04:00 @ 26,886.08 | 9d 20h | −$115.38 | -4.84% | signal |
| 133 | long | 2023-06-10 00:00 @ 26,473.49 | 2023-06-10 04:00 @ 26,307.34 | 4h | −$17.57 | -0.74% | signal |
| 132 | long | 2023-06-08 20:00 @ 26,531.61 | 2023-06-09 20:00 @ 26,394.62 | 1d | −$15.18 | -0.63% | signal |
| 131 | short | 2023-06-07 08:00 @ 26,781.44 | 2023-06-08 16:00 @ 26,711.14 | 1d 8h | $4.42 | +0.19% | signal |
| 130 | long | 2023-06-07 00:00 @ 27,226.94 | 2023-06-07 04:00 @ 26,891.52 | 4h | −$32.16 | -1.34% | signal |
| 129 | short | 2023-06-05 08:00 @ 26,813.84 | 2023-06-06 20:00 @ 27,078.71 | 1d 12h | −$25.89 | -1.08% | signal |
| 128 | long | 2023-06-02 20:00 @ 27,236.95 | 2023-06-05 04:00 @ 26,830.43 | 2d 8h | −$39.82 | -1.65% | signal |
| 127 | short | 2023-06-02 00:00 @ 26,799.94 | 2023-06-02 16:00 @ 27,086.72 | 16h | −$28.00 | -1.16% | signal |
| 126 | long | 2023-06-01 16:00 @ 26,889.58 | 2023-06-01 20:00 @ 26,846.23 | 4h | −$6.57 | -0.27% | signal |
| 125 | short | 2023-06-01 08:00 @ 26,784.74 | 2023-06-01 12:00 @ 26,886.98 | 4h | −$11.45 | -0.47% | signal |
| 124 | long | 2023-05-31 20:00 @ 27,004.90 | 2023-06-01 04:00 @ 26,763.25 | 8h | −$24.23 | -1.00% | signal |
| 123 | long | 2023-05-31 12:00 @ 27,093.32 | 2023-05-31 16:00 @ 26,894.62 | 4h | −$20.30 | -0.83% | signal |
| 122 | long | 2023-05-27 08:00 @ 26,720.54 | 2023-05-31 08:00 @ 27,144.97 | 4d | $33.70 | +1.39% | signal |
| 121 | short | 2023-05-11 04:00 @ 27,429.61 | 2023-05-27 04:00 @ 26,744.95 | 16d | $63.88 | +2.65% | signal |
| 120 | long | 2023-05-09 08:00 @ 27,654.83 | 2023-05-11 00:00 @ 27,577.48 | 1d 16h | −$9.64 | -0.40% | signal |
| 119 | long | 2023-05-09 00:00 @ 27,665.33 | 2023-05-09 04:00 @ 27,606.88 | 4h | −$7.64 | -0.32% | signal |
| 118 | long | 2023-05-05 04:00 @ 29,192.84 | 2023-05-08 20:00 @ 27,323.53 | 3d 16h | −$161.37 | -6.57% | signal |
| 117 | short | 2023-04-21 20:00 @ 27,268.15 | 2023-05-05 00:00 @ 28,831.77 | 13d 4h | −$140.64 | -5.64% | signal |
| 116 | long | 2023-04-21 00:00 @ 28,235.55 | 2023-04-21 16:00 @ 28,027.19 | 16h | −$21.32 | -0.85% | signal |
| 115 | long | 2023-04-08 16:00 @ 28,009.90 | 2023-04-20 20:00 @ 28,085.58 | 12d 4h | −$1.74 | -0.07% | signal |
| 114 | short | 2023-04-07 20:00 @ 27,880.72 | 2023-04-08 12:00 @ 28,003.30 | 16h | −$13.49 | -0.54% | signal |
| 113 | long | 2023-04-07 00:00 @ 28,028.50 | 2023-04-07 16:00 @ 27,924.61 | 16h | −$11.77 | -0.47% | signal |
| 112 | short | 2023-04-06 08:00 @ 27,891.12 | 2023-04-06 20:00 @ 28,010.60 | 12h | −$13.24 | -0.53% | signal |
| 111 | long | 2023-04-05 20:00 @ 28,234.85 | 2023-04-06 04:00 @ 28,111.78 | 8h | −$13.49 | -0.54% | signal |
| 110 | long | 2023-04-04 16:00 @ 28,017.30 | 2023-04-05 16:00 @ 28,009.40 | 1d | −$3.48 | -0.14% | signal |
| 109 | short | 2023-04-04 08:00 @ 28,007.60 | 2023-04-04 12:00 @ 28,280.35 | 4h | −$27.09 | -1.08% | signal |
| 108 | short | 2023-04-04 00:00 @ 27,780.54 | 2023-04-04 04:00 @ 27,849.17 | 4h | −$8.90 | -0.35% | signal |
| 107 | long | 2023-03-13 20:00 @ 24,319.46 | 2023-04-03 20:00 @ 28,066.19 | 21d | $360.57 | +14.83% | signal |
| 106 | short | 2023-03-03 04:00 @ 22,301.94 | 2023-03-13 16:00 @ 24,013.80 | 10d 12h | −$190.67 | -7.69% | signal |
| 105 | long | 2023-02-17 20:00 @ 24,531.71 | 2023-03-03 00:00 @ 23,452.41 | 13d 4h | −$119.57 | -4.77% | signal |
| 104 | short | 2023-02-17 04:00 @ 23,834.23 | 2023-02-17 16:00 @ 24,136.13 | 12h | −$34.16 | -1.36% | signal |
| 103 | long | 2023-02-16 00:00 @ 24,337.57 | 2023-02-17 00:00 @ 23,521.89 | 1d | −$88.71 | -3.49% | signal |
| 102 | short | 2023-02-10 00:00 @ 21,788.94 | 2023-02-15 20:00 @ 23,315.26 | 5d 20h | −$180.38 | -6.98% | signal |
| 101 | long | 2023-02-09 16:00 @ 22,608.32 | 2023-02-09 20:00 @ 22,022.89 | 4h | −$70.19 | -2.70% | signal |
| 100 | short | 2023-02-09 04:00 @ 22,507.10 | 2023-02-09 12:00 @ 22,682.04 | 8h | −$22.62 | -0.87% | signal |
| 99 | short | 2023-02-08 20:00 @ 22,862.83 | 2023-02-09 00:00 @ 22,960.49 | 4h | −$13.77 | -0.53% | signal |
| 98 | long | 2023-02-06 12:00 @ 22,880.68 | 2023-02-08 16:00 @ 22,857.83 | 2d 4h | −$6.80 | -0.26% | signal |
| 97 | long | 2023-02-06 00:00 @ 22,933.89 | 2023-02-06 08:00 @ 22,868.53 | 8h | −$10.33 | -0.39% | signal |
| 96 | long | 2023-01-06 20:00 @ 16,936.09 | 2023-02-05 20:00 @ 22,885.02 | 30d | $817.40 | +33.91% | signal |
| 95 | short | 2023-01-06 08:00 @ 16,782.24 | 2023-01-06 16:00 @ 16,837.47 | 8h | −$10.20 | -0.42% | signal |
| 94 | long | 2023-01-06 00:00 @ 16,827.16 | 2023-01-06 04:00 @ 16,821.64 | 4h | −$3.34 | -0.14% | signal |
| 93 | short | 2023-01-05 12:00 @ 16,823.63 | 2023-01-05 20:00 @ 16,859.67 | 8h | −$7.42 | -0.31% | signal |
| 92 | short | 2023-01-04 20:00 @ 16,832.53 | 2023-01-05 08:00 @ 16,819.46 | 12h | −$0.41 | -0.02% | signal |
| 91 | long | 2023-01-03 16:00 @ 16,674.23 | 2023-01-04 16:00 @ 16,843.13 | 1d | $21.67 | +0.90% | signal |
| 90 | long | 2023-01-03 08:00 @ 16,726.44 | 2023-01-03 12:00 @ 16,710.86 | 4h | −$4.87 | -0.20% | signal |
| 89 | short | 2023-01-03 00:00 @ 16,662.57 | 2023-01-03 04:00 @ 16,687.74 | 4h | −$5.82 | -0.24% | signal |
| 88 | long | 2023-01-02 16:00 @ 16,732.55 | 2023-01-02 20:00 @ 16,727.15 | 4h | −$3.26 | -0.13% | signal |
| 87 | short | 2022-12-23 12:00 @ 16,833.93 | 2023-01-02 12:00 @ 16,731.75 | 10d | $16.15 | +0.67% | signal |
| 86 | short | 2022-12-22 20:00 @ 16,654.97 | 2022-12-23 08:00 @ 16,845.37 | 12h | −$29.82 | -1.23% | signal |
| 85 | long | 2022-12-22 12:00 @ 16,830.97 | 2022-12-22 16:00 @ 16,628.17 | 4h | −$31.63 | -1.30% | signal |
| 84 | short | 2022-12-16 16:00 @ 16,958.41 | 2022-12-22 08:00 @ 16,823.36 | 5d 16h | $18.67 | +0.77% | signal |
| 83 | long | 2022-11-30 20:00 @ 17,054.91 | 2022-12-16 12:00 @ 17,015.30 | 15d 16h | −$12.05 | -0.50% | signal |
| 82 | long | 2022-11-30 08:00 @ 16,877.47 | 2022-11-30 16:00 @ 16,853.43 | 8h | −$5.98 | -0.25% | signal |
| 81 | short | 2022-11-30 00:00 @ 16,430.01 | 2022-11-30 04:00 @ 16,840.17 | 4h | −$63.32 | -2.59% | signal |
| 80 | short | 2022-11-29 08:00 @ 16,452.71 | 2022-11-29 20:00 @ 16,421.38 | 12h | $2.30 | +0.09% | signal |
| 79 | short | 2022-11-25 20:00 @ 16,512.60 | 2022-11-29 04:00 @ 16,282.36 | 3d 8h | $31.85 | +1.31% | signal |
| 78 | long | 2022-11-25 12:00 @ 16,526.80 | 2022-11-25 16:00 @ 16,502.00 | 4h | −$6.09 | -0.25% | signal |
| 77 | long | 2022-11-25 04:00 @ 16,483.50 | 2022-11-25 08:00 @ 16,450.41 | 4h | −$7.32 | -0.30% | signal |
| 76 | short | 2022-11-09 00:00 @ 18,530.19 | 2022-11-25 00:00 @ 16,595.82 | 16d | $238.70 | +10.05% | signal |
| 75 | long | 2022-10-25 20:00 @ 20,270.75 | 2022-11-08 20:00 @ 18,234.35 | 14d | −$251.21 | -10.30% | signal |
| 74 | short | 2022-10-24 12:00 @ 19,408.62 | 2022-10-25 16:00 @ 19,744.25 | 1d 4h | −$44.46 | -1.81% | signal |
| 73 | long | 2022-10-24 00:00 @ 19,564.51 | 2022-10-24 08:00 @ 19,314.54 | 8h | −$34.10 | -1.39% | signal |
| 72 | short | 2022-10-19 00:00 @ 19,317.04 | 2022-10-23 20:00 @ 19,496.20 | 4d 20h | −$23.47 | -0.95% | signal |
| 71 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 20:00 @ 19,205.76 | 1d 8h | −$35.26 | -1.43% | signal |
| 70 | short | 2022-10-17 00:00 @ 19,247.95 | 2022-10-17 08:00 @ 19,288.86 | 8h | −$7.73 | -0.31% | signal |
| 69 | short | 2022-10-15 00:00 @ 19,160.77 | 2022-10-16 20:00 @ 19,373.67 | 1d 20h | −$29.60 | -1.19% | signal |
| 68 | long | 2022-10-14 08:00 @ 19,637.13 | 2022-10-14 20:00 @ 19,156.27 | 12h | −$64.11 | -2.57% | signal |
| 67 | short | 2022-10-13 16:00 @ 18,943.91 | 2022-10-14 04:00 @ 19,810.16 | 12h | −$118.01 | -4.67% | signal |
| 66 | long | 2022-10-13 00:00 @ 19,151.93 | 2022-10-13 12:00 @ 18,741.25 | 12h | −$57.47 | -2.26% | signal |
| 65 | short | 2022-10-12 00:00 @ 19,051.19 | 2022-10-12 20:00 @ 19,136.13 | 20h | −$13.14 | -0.52% | signal |
| 64 | long | 2022-10-04 04:00 @ 19,591.92 | 2022-10-11 20:00 @ 18,987.50 | 7d 16h | −$86.44 | -3.37% | signal |
| 63 | short | 2022-09-30 20:00 @ 19,462.91 | 2022-10-04 00:00 @ 19,625.82 | 3d 4h | −$22.64 | -0.88% | signal |
| 62 | short | 2022-09-23 16:00 @ 18,700.66 | 2022-09-30 16:00 @ 19,753.45 | 7d | −$147.29 | -5.64% | signal |
| 61 | long | 2022-09-22 12:00 @ 19,223.84 | 2022-09-23 12:00 @ 18,850.63 | 1d | −$54.00 | -2.06% | signal |
| 60 | short | 2022-09-22 00:00 @ 18,443.81 | 2022-09-22 08:00 @ 18,927.58 | 8h | −$72.28 | -2.74% | signal |
| 59 | short | 2022-09-19 04:00 @ 18,762.45 | 2022-09-21 20:00 @ 18,994.10 | 2d 16h | −$34.95 | -1.32% | signal |
| 58 | long | 2022-09-18 00:00 @ 20,106.02 | 2022-09-19 00:00 @ 19,400.62 | 1d | −$96.93 | -3.62% | signal |
| 57 | short | 2022-09-15 04:00 @ 20,011.90 | 2022-09-17 20:00 @ 20,005.10 | 2d 16h | −$0.84 | -0.03% | signal |
| 56 | short | 2022-09-14 20:00 @ 19,931.11 | 2022-09-15 00:00 @ 20,221.04 | 4h | −$41.76 | -1.56% | signal |
| 55 | short | 2022-09-14 12:00 @ 20,215.86 | 2022-09-14 16:00 @ 20,169.63 | 4h | $3.46 | +0.13% | signal |
| 54 | long | 2022-09-14 04:00 @ 20,317.26 | 2022-09-14 08:00 @ 20,231.35 | 4h | −$14.05 | -0.52% | signal |
| 53 | long | 2022-09-10 16:00 @ 21,217.54 | 2022-09-14 00:00 @ 20,158.57 | 3d 8h | −$141.14 | -5.18% | signal |
| 52 | short | 2022-08-19 08:00 @ 21,888.52 | 2022-09-10 12:00 @ 21,283.16 | 22d 4h | $72.51 | +2.68% | signal |
| 51 | long | 2022-08-19 00:00 @ 23,189.64 | 2022-08-19 04:00 @ 22,754.45 | 4h | −$53.98 | -1.99% | signal |
| 50 | long | 2022-08-14 20:00 @ 24,278.75 | 2022-08-18 20:00 @ 23,335.23 | 4d | −$110.41 | -4.02% | signal |
| 49 | long | 2022-08-07 00:00 @ 22,947.79 | 2022-08-14 16:00 @ 24,507.10 | 7d 16h | $177.73 | +6.58% | signal |
| 48 | short | 2022-08-06 16:00 @ 23,186.56 | 2022-08-06 20:00 @ 23,179.74 | 4h | −$1.64 | -0.06% | signal |
| 47 | long | 2022-08-06 00:00 @ 23,302.66 | 2022-08-06 12:00 @ 23,143.57 | 12h | −$21.60 | -0.80% | signal |
| 46 | long | 2022-08-05 08:00 @ 23,181.54 | 2022-08-05 20:00 @ 22,918.02 | 12h | −$33.82 | -1.25% | signal |
| 45 | short | 2022-08-04 04:00 @ 23,079.08 | 2022-08-05 04:00 @ 23,163.13 | 1d | −$12.49 | -0.46% | signal |
| 44 | long | 2022-07-14 20:00 @ 20,607.12 | 2022-08-04 00:00 @ 22,796.94 | 20d 4h | $265.79 | +10.02% | signal |
| 43 | short | 2022-07-10 08:00 @ 21,325.63 | 2022-07-14 16:00 @ 20,383.48 | 4d 8h | $115.00 | +4.38% | signal |
| 42 | long | 2022-07-07 08:00 @ 20,436.89 | 2022-07-10 04:00 @ 21,284.34 | 2d 20h | $103.00 | +3.96% | signal |
| 41 | short | 2022-07-06 00:00 @ 20,166.07 | 2022-07-07 04:00 @ 20,478.09 | 1d 4h | −$42.11 | -1.61% | signal |
| 40 | short | 2022-07-05 16:00 @ 19,503.10 | 2022-07-05 20:00 @ 20,396.98 | 4h | −$123.67 | -4.69% | signal |
| 39 | long | 2022-07-05 08:00 @ 20,211.84 | 2022-07-05 12:00 @ 19,510.40 | 4h | −$95.30 | -3.58% | signal |
| 38 | short | 2022-07-04 20:00 @ 19,820.04 | 2022-07-05 04:00 @ 20,306.86 | 8h | −$68.41 | -2.55% | signal |
| 37 | long | 2022-07-03 20:00 @ 19,487.40 | 2022-07-04 16:00 @ 19,788.44 | 20h | $38.24 | +1.43% | signal |
| 36 | short | 2022-06-11 16:00 @ 28,386.92 | 2022-07-03 16:00 @ 19,039.11 | 22d | $812.53 | +32.93% | signal |
| 35 | long | 2022-06-11 08:00 @ 29,314.86 | 2022-06-11 12:00 @ 28,718.16 | 4h | −$52.97 | -2.13% | signal |
| 34 | short | 2022-06-11 00:00 @ 29,071.88 | 2022-06-11 04:00 @ 29,264.35 | 4h | −$18.91 | -0.76% | signal |
| 33 | long | 2022-06-08 00:00 @ 31,124.22 | 2022-06-10 20:00 @ 28,964.81 | 2d 20h | −$180.03 | -7.11% | signal |
| 32 | short | 2022-06-07 08:00 @ 29,563.19 | 2022-06-07 20:00 @ 31,056.61 | 12h | −$132.51 | -5.17% | signal |
| 31 | long | 2022-06-04 20:00 @ 29,648.53 | 2022-06-07 04:00 @ 29,541.59 | 2d 8h | −$13.08 | -0.51% | signal |
| 30 | short | 2022-06-03 20:00 @ 29,554.49 | 2022-06-04 16:00 @ 29,845.87 | 20h | −$27.83 | -1.08% | signal |
| 29 | long | 2022-06-02 12:00 @ 30,163.83 | 2022-06-03 16:00 @ 29,480.90 | 1d 4h | −$61.11 | -2.36% | signal |
| 28 | short | 2022-06-02 04:00 @ 29,712.56 | 2022-06-02 08:00 @ 29,958.79 | 4h | −$24.11 | -0.93% | signal |
| 27 | long | 2022-05-30 08:00 @ 30,631.43 | 2022-06-02 00:00 @ 29,790.94 | 2d 16h | −$76.45 | -2.92% | signal |
| 26 | short | 2022-05-30 00:00 @ 29,446.71 | 2022-05-30 04:00 @ 30,351.67 | 4h | −$83.39 | -3.16% | signal |
| 25 | long | 2022-05-29 16:00 @ 29,216.44 | 2022-05-29 20:00 @ 29,113.58 | 4h | −$12.19 | -0.46% | signal |
| 24 | short | 2022-05-28 04:00 @ 28,799.54 | 2022-05-29 12:00 @ 29,209.84 | 1d 8h | −$39.36 | -1.49% | signal |
| 23 | long | 2022-05-27 20:00 @ 28,875.67 | 2022-05-28 00:00 @ 28,617.58 | 4h | −$26.37 | -0.99% | signal |
| 22 | long | 2022-05-27 00:00 @ 29,199.84 | 2022-05-27 16:00 @ 28,829.83 | 16h | −$36.93 | -1.39% | signal |
| 21 | short | 2022-04-08 20:00 @ 42,713.46 | 2022-05-26 20:00 @ 29,380.67 | 48d | $775.98 | +31.42% | signal |
| 20 | long | 2022-03-19 08:00 @ 41,613.32 | 2022-04-08 16:00 @ 43,627.57 | 20d 8h | $103.09 | +4.22% | signal |
| 19 | short | 2022-03-15 20:00 @ 39,722.75 | 2022-03-19 04:00 @ 41,793.46 | 3d 8h | −$129.42 | -5.23% | signal |
| 18 | long | 2022-03-15 00:00 @ 39,659.53 | 2022-03-15 16:00 @ 38,993.00 | 16h | −$44.52 | -1.79% | signal |
| 17 | short | 2022-03-14 12:00 @ 38,877.22 | 2022-03-14 20:00 @ 38,802.76 | 8h | $2.35 | +0.09% | signal |
| 16 | short | 2022-03-13 04:00 @ 39,162.67 | 2022-03-14 08:00 @ 39,070.01 | 1d 4h | $3.08 | +0.12% | signal |
| 15 | long | 2022-03-12 20:00 @ 39,014.60 | 2022-03-13 00:00 @ 38,784.94 | 4h | −$17.14 | -0.69% | signal |
| 14 | long | 2022-03-09 00:00 @ 38,717.64 | 2022-03-12 16:00 @ 39,011.80 | 3d 16h | $15.70 | +0.63% | signal |
| 13 | short | 2022-03-08 16:00 @ 38,642.07 | 2022-03-08 20:00 @ 38,749.15 | 4h | −$9.14 | -0.37% | signal |
| 12 | short | 2022-03-07 20:00 @ 37,282.54 | 2022-03-08 12:00 @ 38,975.59 | 16h | −$116.58 | -4.63% | signal |
| 11 | short | 2022-03-02 16:00 @ 44,107.28 | 2022-03-07 16:00 @ 39,070.11 | 5d | $279.34 | +11.41% | signal |
| 10 | long | 2022-03-01 04:00 @ 43,149.53 | 2022-03-02 12:00 @ 44,091.08 | 1d 8h | $50.10 | +2.06% | signal |
| 9 | short | 2022-02-20 00:00 @ 40,044.59 | 2022-03-01 00:00 @ 43,163.63 | 9d | −$196.74 | -7.92% | signal |
| 8 | long | 2022-02-05 04:00 @ 41,436.96 | 2022-02-19 20:00 @ 39,949.91 | 14d 16h | −$99.23 | -3.95% | signal |
| 7 | short | 2022-01-05 00:00 @ 45,824.24 | 2022-02-05 00:00 @ 41,558.31 | 31d | $234.31 | +9.56% | signal |
| 6 | long | 2022-01-04 12:00 @ 46,719.31 | 2022-01-04 20:00 @ 46,048.88 | 8h | −$38.00 | -1.54% | signal |
| 5 | short | 2022-01-03 16:00 @ 46,680.65 | 2022-01-04 08:00 @ 46,530.99 | 16h | $5.92 | +0.24% | 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.