[Famous-Q] Time-series momentum (90-bar)
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,450 bars in 3.6ms
Underperformed the market. Holding BTCUSDT returned +69.60% over the same period, against this strategy’s +7.99%.
Net P&L
+7.99%
$799.14
Max drawdown
-18.05%
Max run-up
+26.57%
Trades
740
26.9% win rate
Profit factor
1.04
2021-12-31drawdown · worst -18.05%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +15.28% | -14.28% | 428 | 26% |
| Validation | 2024-10-19 → 2025-09-25 | -8.07% | -10.99% | 165 | 30% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +1.87% | -9.93% | 146 | 25% |
Risk-adjusted
- Sharpe
- 0.20
- Sortino
- 0.29
- Calmar
- 0.09
- Return ÷ max drawdown
- 0.44
- CAGR
- +1.66%
- Exposure
- 96.4%
Per trade
- Expectancy
- $1.08 · +0.06%
- Average win / loss
- $95.09 / −$33.50
- Payoff ratio
- 2.84
- Largest win / loss
- $912.49 / −$271.00
- Longest losing streak(winning: 6)
- 20 trades
Drawdown over time
- Max drawdown
- -18.05%
- Longest time under water(still going at the end)
- 902 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$2,003.90
- Funding
- −$282.07
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 90
- Benchmark(buy and hold)
- +69.60%
Monte Carlo
1,000 alternative histories, each 740 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 | -27.03% | +7.91% | +65.06% |
| Max drawdown | -37.88% | -21.62% | -12.08% |
38% of histories lost money, and 68% had a deeper drawdown than this run’s -18.05%. 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
740 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 22:00 @ 46,304.10 | 2022-01-13 10:00 @ 43,864.66 | 12d 12h | $137.02 | +5.48% | signal |
| 2 | long | 2022-01-13 12:00 @ 43,600.82 | 2022-01-13 18:00 @ 42,791.45 | 6h | −$49.40 | -1.95% | signal |
| 3 | short | 2022-01-13 20:00 @ 42,681.47 | 2022-01-13 22:00 @ 42,787.63 | 2h | −$8.80 | -0.35% | signal |
| 4 | short | 2022-01-14 00:00 @ 42,530.21 | 2022-01-14 16:00 @ 43,091.20 | 16h | −$35.99 | -1.43% | signal |
| 5 | long | 2022-01-14 18:00 @ 42,912.65 | 2022-01-17 08:00 @ 42,629.57 | 2d 14h | −$19.75 | -0.79% | signal |
| 6 | long | 2022-01-17 10:00 @ 42,833.82 | 2022-01-17 22:00 @ 41,701.87 | 12h | −$68.94 | -2.75% | signal |
| 7 | long | 2022-01-18 00:00 @ 42,184.78 | 2022-01-18 14:00 @ 41,631.99 | 14h | −$35.58 | -1.43% | signal |
| 8 | short | 2022-01-18 16:00 @ 41,565.78 | 2022-01-18 22:00 @ 42,357.03 | 6h | −$49.46 | -1.99% | signal |
| 9 | long | 2022-01-19 00:00 @ 42,346.05 | 2022-01-19 04:00 @ 41,682.27 | 4h | −$41.25 | -1.67% | signal |
| 10 | short | 2022-01-19 06:00 @ 41,743.65 | 2022-01-29 10:00 @ 37,698.20 | 10d 4h | $238.10 | +9.69% | signal |
| 11 | long | 2022-01-29 12:00 @ 37,731.11 | 2022-02-02 18:00 @ 37,442.49 | 4d 6h | −$22.35 | -0.89% | signal |
| 12 | long | 2022-02-02 20:00 @ 37,546.41 | 2022-02-02 22:00 @ 36,891.47 | 2h | −$46.29 | -1.84% | signal |
| 13 | short | 2022-02-03 00:00 @ 36,884.67 | 2022-02-03 10:00 @ 36,601.24 | 10h | $16.55 | +0.66% | signal |
| 14 | short | 2022-02-03 12:00 @ 36,747.64 | 2022-02-03 14:00 @ 36,578.70 | 2h | $9.01 | +0.36% | signal |
| 15 | long | 2022-02-03 16:00 @ 36,883.94 | 2022-02-14 02:00 @ 41,655.44 | 10d 10h | $316.36 | +12.63% | signal |
| 16 | long | 2022-02-14 04:00 @ 41,901.32 | 2022-02-14 12:00 @ 42,099.39 | 8h | $9.55 | +0.37% | signal |
| 17 | long | 2022-02-14 14:00 @ 42,474.10 | 2022-02-14 16:00 @ 42,556.49 | 2h | $2.43 | +0.09% | signal |
| 18 | short | 2022-02-14 18:00 @ 42,545.15 | 2022-02-15 02:00 @ 43,454.15 | 8h | −$57.64 | -2.23% | signal |
| 19 | short | 2022-02-15 04:00 @ 43,526.39 | 2022-02-15 12:00 @ 44,223.14 | 8h | −$43.99 | -1.71% | signal |
| 20 | long | 2022-02-15 14:00 @ 44,239.65 | 2022-02-15 18:00 @ 43,919.51 | 4h | −$21.23 | -0.83% | signal |
| 21 | short | 2022-02-15 20:00 @ 43,980.90 | 2022-02-15 22:00 @ 43,983.80 | 2h | −$2.73 | -0.11% | signal |
| 22 | long | 2022-02-16 00:00 @ 44,538.61 | 2022-02-16 10:00 @ 43,993.90 | 10h | −$34.31 | -1.34% | signal |
| 23 | long | 2022-02-16 12:00 @ 44,169.53 | 2022-02-16 14:00 @ 43,627.07 | 2h | −$33.82 | -1.33% | signal |
| 24 | long | 2022-02-16 16:00 @ 43,600.32 | 2022-02-16 18:00 @ 43,551.49 | 2h | −$5.64 | -0.22% | signal |
| 25 | long | 2022-02-16 20:00 @ 44,210.94 | 2022-02-17 04:00 @ 43,565.59 | 8h | −$39.82 | -1.57% | signal |
| 26 | short | 2022-02-17 06:00 @ 43,603.78 | 2022-02-28 16:00 @ 40,800.96 | 11d 10h | $160.45 | +6.35% | signal |
| 27 | long | 2022-02-28 18:00 @ 41,423.38 | 2022-03-05 02:00 @ 38,964.41 | 4d 8h | −$157.94 | -6.15% | signal |
| 28 | short | 2022-03-05 04:00 @ 39,021.29 | 2022-03-05 06:00 @ 39,001.40 | 2h | −$1.24 | -0.05% | signal |
| 29 | long | 2022-03-05 08:00 @ 39,011.80 | 2022-03-05 12:00 @ 39,098.68 | 4h | $2.85 | +0.11% | signal |
| 30 | short | 2022-03-05 14:00 @ 38,978.80 | 2022-03-05 18:00 @ 39,412.28 | 4h | −$30.63 | -1.21% | signal |
| 31 | long | 2022-03-05 20:00 @ 39,424.58 | 2022-03-06 10:00 @ 38,657.97 | 14h | −$51.61 | -2.05% | signal |
| 32 | short | 2022-03-06 12:00 @ 38,321.43 | 2022-03-06 14:00 @ 38,858.77 | 2h | −$37.70 | -1.50% | signal |
| 33 | long | 2022-03-06 16:00 @ 38,852.77 | 2022-03-06 20:00 @ 38,641.67 | 4h | −$16.12 | -0.65% | signal |
| 34 | short | 2022-03-06 22:00 @ 38,989.50 | 2022-03-07 08:00 @ 37,885.78 | 10h | $68.18 | +2.73% | signal |
| 35 | long | 2022-03-07 10:00 @ 38,143.73 | 2022-03-07 20:00 @ 37,282.54 | 10h | −$59.12 | -2.35% | signal |
| 36 | short | 2022-03-07 22:00 @ 37,814.34 | 2022-03-08 02:00 @ 38,264.95 | 4h | −$32.19 | -1.29% | signal |
| 37 | short | 2022-03-08 04:00 @ 38,670.86 | 2022-03-12 14:00 @ 39,064.31 | 4d 10h | −$26.62 | -1.07% | signal |
| 38 | short | 2022-03-12 16:00 @ 39,011.80 | 2022-03-12 18:00 @ 39,085.32 | 2h | −$7.25 | -0.29% | signal |
| 39 | long | 2022-03-12 20:00 @ 39,014.60 | 2022-03-13 00:00 @ 38,784.94 | 4h | −$17.08 | -0.69% | signal |
| 40 | short | 2022-03-13 02:00 @ 38,965.21 | 2022-03-13 04:00 @ 39,178.33 | 2h | −$16.03 | -0.65% | signal |
| 41 | short | 2022-03-13 06:00 @ 39,099.68 | 2022-03-13 22:00 @ 38,732.14 | 16h | $20.65 | +0.84% | signal |
| 42 | short | 2022-03-14 00:00 @ 37,735.45 | 2022-03-14 08:00 @ 39,070.01 | 8h | −$90.35 | -3.65% | signal |
| 43 | long | 2022-03-14 10:00 @ 39,143.83 | 2022-03-15 02:00 @ 38,806.44 | 16h | −$23.81 | -0.97% | signal |
| 44 | short | 2022-03-15 04:00 @ 38,738.65 | 2022-03-15 06:00 @ 38,747.95 | 2h | −$3.04 | -0.12% | signal |
| 45 | long | 2022-03-15 08:00 @ 38,435.79 | 2022-03-16 16:00 @ 40,600.88 | 1d 8h | $134.66 | +5.50% | signal |
| 46 | short | 2022-03-16 18:00 @ 40,409.72 | 2022-03-17 14:00 @ 41,120.22 | 20h | −$45.64 | -1.84% | signal |
| 47 | long | 2022-03-17 16:00 @ 40,796.46 | 2022-04-04 10:00 @ 45,881.02 | 17d 18h | $294.05 | +11.90% | signal |
| 48 | short | 2022-04-04 12:00 @ 46,140.67 | 2022-04-19 04:00 @ 40,691.34 | 14d 16h | $302.40 | +11.89% | signal |
| 49 | long | 2022-04-19 06:00 @ 40,659.93 | 2022-04-21 20:00 @ 41,200.36 | 2d 14h | $31.54 | +1.20% | signal |
| 50 | short | 2022-04-21 22:00 @ 40,698.56 | 2022-04-22 04:00 @ 40,478.59 | 6h | $11.66 | +0.44% | signal |
| 51 | long | 2022-04-22 06:00 @ 40,646.83 | 2022-04-22 16:00 @ 39,406.62 | 10h | −$82.41 | -3.13% | signal |
| 52 | short | 2022-04-22 18:00 @ 39,306.94 | 2022-04-25 18:00 @ 39,389.48 | 3d | −$10.06 | -0.39% | signal |
| 53 | long | 2022-04-25 20:00 @ 40,212.04 | 2022-04-26 08:00 @ 40,564.99 | 12h | $20.00 | +0.77% | signal |
| 54 | short | 2022-04-26 10:00 @ 40,370.22 | 2022-05-02 20:00 @ 38,559.71 | 6d 10h | $115.92 | +4.44% | signal |
| 55 | long | 2022-05-02 22:00 @ 38,647.83 | 2022-05-03 00:00 @ 38,517.79 | 2h | −$11.52 | -0.44% | signal |
| 56 | short | 2022-05-03 02:00 @ 38,507.90 | 2022-05-04 08:00 @ 38,680.83 | 1d 6h | −$13.71 | -0.52% | signal |
| 57 | long | 2022-05-04 10:00 @ 38,880.67 | 2022-05-05 14:00 @ 38,984.90 | 1d 4h | $3.62 | +0.14% | signal |
| 58 | short | 2022-05-05 16:00 @ 36,879.12 | 2022-05-17 12:00 @ 30,308.06 | 11d 20h | $469.60 | +17.81% | signal |
| 59 | short | 2022-05-17 14:00 @ 30,496.40 | 2022-05-19 12:00 @ 29,488.10 | 1d 22h | $88.32 | +3.21% | signal |
| 60 | long | 2022-05-19 14:00 @ 29,513.90 | 2022-05-20 16:00 @ 29,135.57 | 1d 2h | −$39.12 | -1.41% | signal |
| 61 | short | 2022-05-20 18:00 @ 28,940.01 | 2022-05-21 20:00 @ 29,458.09 | 1d 2h | −$52.30 | -1.89% | signal |
| 62 | short | 2022-05-21 22:00 @ 29,335.43 | 2022-05-22 00:00 @ 29,433.29 | 2h | −$11.94 | -0.43% | signal |
| 63 | long | 2022-05-22 02:00 @ 29,493.50 | 2022-05-22 06:00 @ 29,349.83 | 4h | −$16.14 | -0.59% | signal |
| 64 | long | 2022-05-22 08:00 @ 29,435.99 | 2022-05-22 12:00 @ 29,885.12 | 4h | $39.21 | +1.43% | signal |
| 65 | long | 2022-05-22 14:00 @ 30,083.72 | 2022-05-23 08:00 @ 30,440.71 | 18h | $29.38 | +1.07% | signal |
| 66 | short | 2022-05-23 10:00 @ 30,426.91 | 2022-05-23 16:00 @ 30,364.87 | 6h | $2.87 | +0.10% | signal |
| 67 | short | 2022-05-23 18:00 @ 30,082.38 | 2022-05-25 04:00 @ 30,195.04 | 1d 10h | −$13.29 | -0.48% | signal |
| 68 | short | 2022-05-25 06:00 @ 29,860.43 | 2022-05-26 02:00 @ 29,675.93 | 20h | $15.06 | +0.55% | signal |
| 69 | long | 2022-05-26 04:00 @ 29,832.37 | 2022-05-26 10:00 @ 29,172.96 | 6h | −$64.10 | -2.32% | signal |
| 70 | long | 2022-05-26 12:00 @ 28,998.70 | 2022-05-27 00:00 @ 29,188.16 | 12h | $15.18 | +0.55% | signal |
| 71 | short | 2022-05-27 02:00 @ 28,945.91 | 2022-05-30 04:00 @ 30,351.67 | 3d 2h | −$134.01 | -4.87% | signal |
| 72 | long | 2022-05-30 06:00 @ 30,459.59 | 2022-06-01 22:00 @ 29,576.88 | 2d 16h | −$83.68 | -3.08% | signal |
| 73 | long | 2022-06-02 00:00 @ 29,802.86 | 2022-06-07 02:00 @ 29,549.89 | 5d 2h | −$27.31 | -1.01% | signal |
| 74 | short | 2022-06-07 04:00 @ 29,541.59 | 2022-06-09 06:00 @ 30,311.16 | 2d 2h | −$72.08 | -2.68% | signal |
| 75 | long | 2022-06-09 08:00 @ 30,483.50 | 2022-06-10 00:00 @ 30,087.38 | 16h | −$37.89 | -1.42% | signal |
| 76 | short | 2022-06-10 02:00 @ 29,863.53 | 2022-06-21 14:00 @ 21,608.82 | 11d 12h | $734.84 | +27.60% | signal |
| 77 | short | 2022-06-21 16:00 @ 21,378.62 | 2022-06-24 00:00 @ 21,100.82 | 2d 8h | $33.96 | +1.19% | signal |
| 78 | long | 2022-06-24 02:00 @ 21,042.61 | 2022-06-24 04:00 @ 21,062.19 | 2h | −$0.20 | -0.01% | signal |
| 79 | short | 2022-06-24 06:00 @ 20,903.82 | 2022-06-24 08:00 @ 20,907.98 | 2h | −$3.42 | -0.12% | signal |
| 80 | long | 2022-06-24 10:00 @ 20,820.86 | 2022-06-28 00:00 @ 20,725.85 | 3d 14h | −$17.93 | -0.63% | signal |
| 81 | long | 2022-06-28 02:00 @ 20,613.72 | 2022-06-28 04:00 @ 20,718.46 | 2h | $11.62 | +0.41% | signal |
| 82 | long | 2022-06-28 06:00 @ 20,734.25 | 2022-06-28 16:00 @ 20,591.58 | 10h | −$22.31 | -0.78% | signal |
| 83 | short | 2022-06-28 18:00 @ 20,618.28 | 2022-06-29 20:00 @ 20,216.84 | 1d 2h | $53.11 | +1.87% | signal |
| 84 | short | 2022-06-29 22:00 @ 20,281.84 | 2022-07-06 18:00 @ 20,260.25 | 6d 20h | $1.42 | +0.05% | signal |
| 85 | long | 2022-07-06 20:00 @ 20,323.86 | 2022-07-12 08:00 @ 19,718.96 | 5d 12h | −$91.82 | -3.21% | signal |
| 86 | short | 2022-07-12 10:00 @ 19,593.78 | 2022-07-13 02:00 @ 19,420.98 | 16h | $22.24 | +0.78% | signal |
| 87 | short | 2022-07-13 04:00 @ 19,458.81 | 2022-07-14 00:00 @ 20,224.14 | 20h | −$114.75 | -4.04% | signal |
| 88 | long | 2022-07-14 02:00 @ 20,271.95 | 2022-07-14 06:00 @ 20,102.78 | 4h | −$26.29 | -0.93% | signal |
| 89 | short | 2022-07-14 08:00 @ 19,977.30 | 2022-07-14 18:00 @ 20,727.34 | 10h | −$107.91 | -3.84% | signal |
| 90 | long | 2022-07-14 20:00 @ 20,607.12 | 2022-07-14 22:00 @ 20,466.91 | 2h | −$21.69 | -0.78% | signal |
| 91 | long | 2022-07-15 00:00 @ 20,582.72 | 2022-07-15 04:00 @ 20,597.28 | 4h | −$1.07 | -0.04% | signal |
| 92 | short | 2022-07-15 06:00 @ 20,649.77 | 2022-07-18 04:00 @ 21,278.35 | 2d 22h | −$85.76 | -3.09% | signal |
| 93 | long | 2022-07-18 06:00 @ 21,856.37 | 2022-07-25 20:00 @ 21,875.22 | 7d 14h | −$5.79 | -0.21% | signal |
| 94 | short | 2022-07-25 22:00 @ 22,016.00 | 2022-07-28 16:00 @ 23,744.15 | 2d 18h | −$217.45 | -7.90% | signal |
| 95 | long | 2022-07-28 18:00 @ 23,995.40 | 2022-08-04 12:00 @ 22,867.73 | 6d 18h | −$133.17 | -4.94% | signal |
| 96 | long | 2022-08-04 14:00 @ 23,020.00 | 2022-08-04 16:00 @ 22,909.62 | 2h | −$15.44 | -0.58% | signal |
| 97 | short | 2022-08-04 18:00 @ 22,620.28 | 2022-08-05 02:00 @ 22,880.48 | 8h | −$33.24 | -1.25% | signal |
| 98 | short | 2022-08-05 04:00 @ 23,153.87 | 2022-08-08 10:00 @ 24,094.22 | 3d 6h | −$108.88 | -4.10% | signal |
| 99 | long | 2022-08-08 12:00 @ 24,164.73 | 2022-08-10 04:00 @ 22,845.63 | 1d 16h | −$146.81 | -5.59% | signal |
| 100 | short | 2022-08-10 06:00 @ 22,889.32 | 2022-08-10 08:00 @ 22,955.79 | 2h | −$10.11 | -0.39% | signal |
| 101 | short | 2022-08-10 10:00 @ 23,066.99 | 2022-08-10 12:00 @ 23,112.92 | 2h | −$7.74 | -0.30% | signal |
| 102 | long | 2022-08-10 14:00 @ 24,016.90 | 2022-08-15 22:00 @ 24,010.40 | 5d 8h | −$4.46 | -0.17% | signal |
| 103 | short | 2022-08-16 00:00 @ 24,080.38 | 2022-08-16 04:00 @ 24,077.41 | 4h | −$2.18 | -0.08% | signal |
| 104 | short | 2022-08-16 06:00 @ 23,931.71 | 2022-08-16 08:00 @ 24,059.21 | 2h | −$16.35 | -0.63% | signal |
| 105 | long | 2022-08-16 10:00 @ 24,074.41 | 2022-08-16 18:00 @ 23,844.83 | 8h | −$27.23 | -1.06% | signal |
| 106 | long | 2022-08-16 20:00 @ 23,924.48 | 2022-08-18 02:00 @ 23,455.41 | 1d 6h | −$53.44 | -2.08% | signal |
| 107 | short | 2022-08-18 04:00 @ 23,419.12 | 2022-09-05 12:00 @ 19,696.84 | 18d 8h | $404.16 | +15.80% | signal |
| 108 | long | 2022-09-05 14:00 @ 19,734.95 | 2022-09-05 16:00 @ 19,844.13 | 2h | $12.05 | +0.45% | signal |
| 109 | long | 2022-09-05 18:00 @ 19,820.86 | 2022-09-05 20:00 @ 19,696.96 | 2h | −$19.30 | -0.72% | signal |
| 110 | short | 2022-09-05 22:00 @ 19,739.35 | 2022-09-09 04:00 @ 19,939.99 | 3d 6h | −$29.55 | -1.11% | signal |
| 111 | long | 2022-09-09 06:00 @ 20,530.51 | 2022-09-16 16:00 @ 19,649.37 | 7d 10h | −$120.56 | -4.55% | signal |
| 112 | short | 2022-09-16 18:00 @ 19,431.31 | 2022-09-26 16:00 @ 19,107.62 | 9d 22h | $42.67 | +1.63% | signal |
| 113 | long | 2022-09-26 18:00 @ 19,108.02 | 2022-09-27 18:00 @ 18,943.21 | 1d | −$25.87 | -0.98% | signal |
| 114 | short | 2022-09-27 20:00 @ 19,064.89 | 2022-09-28 02:00 @ 19,001.70 | 6h | $6.11 | +0.23% | signal |
| 115 | short | 2022-09-28 04:00 @ 18,732.25 | 2022-09-28 06:00 @ 18,818.46 | 2h | −$14.72 | -0.56% | signal |
| 116 | short | 2022-09-28 08:00 @ 18,766.75 | 2022-09-28 12:00 @ 18,951.39 | 4h | −$28.46 | -1.09% | signal |
| 117 | long | 2022-09-28 14:00 @ 19,117.32 | 2022-09-29 06:00 @ 19,442.61 | 16h | $41.57 | +1.59% | signal |
| 118 | long | 2022-09-29 08:00 @ 19,357.07 | 2022-10-03 00:00 @ 19,045.49 | 3d 16h | −$46.97 | -1.79% | signal |
| 119 | long | 2022-10-03 02:00 @ 19,214.74 | 2022-10-04 18:00 @ 20,013.50 | 1d 16h | $104.69 | +4.01% | signal |
| 120 | long | 2022-10-04 20:00 @ 20,217.64 | 2022-10-07 18:00 @ 19,408.12 | 2d 22h | −$110.58 | -4.19% | signal |
| 121 | short | 2022-10-07 20:00 @ 19,449.21 | 2022-10-07 22:00 @ 19,565.61 | 2h | −$18.25 | -0.70% | signal |
| 122 | long | 2022-10-08 00:00 @ 19,524.80 | 2022-10-08 04:00 @ 19,490.60 | 4h | −$7.27 | -0.28% | signal |
| 123 | short | 2022-10-08 06:00 @ 19,495.80 | 2022-10-08 08:00 @ 19,493.70 | 2h | −$2.32 | -0.09% | signal |
| 124 | long | 2022-10-08 10:00 @ 19,496.20 | 2022-10-08 22:00 @ 19,305.54 | 12h | −$28.18 | -1.08% | signal |
| 125 | long | 2022-10-09 00:00 @ 19,410.18 | 2022-10-11 00:00 @ 19,120.28 | 2d | −$42.14 | -1.62% | signal |
| 126 | short | 2022-10-11 02:00 @ 19,024.59 | 2022-10-17 12:00 @ 19,456.69 | 6d 10h | −$58.32 | -2.25% | signal |
| 127 | long | 2022-10-17 14:00 @ 19,578.51 | 2022-10-20 02:00 @ 19,032.49 | 2d 12h | −$76.18 | -2.96% | signal |
| 128 | short | 2022-10-20 04:00 @ 19,029.39 | 2022-10-20 06:00 @ 19,133.33 | 2h | −$16.51 | -0.65% | signal |
| 129 | long | 2022-10-20 08:00 @ 19,141.83 | 2022-10-21 06:00 @ 19,031.19 | 22h | −$17.61 | -0.69% | signal |
| 130 | short | 2022-10-21 08:00 @ 19,015.60 | 2022-10-22 10:00 @ 19,135.83 | 1d 2h | −$18.25 | -0.72% | signal |
| 131 | long | 2022-10-22 12:00 @ 19,172.73 | 2022-10-22 18:00 @ 19,138.07 | 6h | −$7.12 | -0.28% | signal |
| 132 | long | 2022-10-22 20:00 @ 19,178.84 | 2022-10-24 08:00 @ 19,314.54 | 1d 12h | $14.89 | +0.59% | signal |
| 133 | long | 2022-10-24 10:00 @ 19,378.98 | 2022-10-25 00:00 @ 19,314.24 | 14h | −$11.09 | -0.44% | signal |
| 134 | short | 2022-10-25 02:00 @ 19,284.84 | 2022-10-25 16:00 @ 19,744.25 | 14h | −$62.85 | -2.47% | signal |
| 135 | long | 2022-10-25 18:00 @ 20,112.72 | 2022-11-02 20:00 @ 20,237.15 | 8d 2h | $11.84 | +0.47% | signal |
| 136 | short | 2022-11-02 22:00 @ 20,137.87 | 2022-11-04 10:00 @ 20,562.01 | 1d 12h | −$55.39 | -2.19% | signal |
| 137 | long | 2022-11-04 12:00 @ 20,551.21 | 2022-11-07 08:00 @ 20,623.97 | 2d 20h | $4.91 | +0.20% | signal |
| 138 | short | 2022-11-07 10:00 @ 20,669.07 | 2022-11-07 12:00 @ 20,728.54 | 2h | −$9.75 | -0.39% | signal |
| 139 | long | 2022-11-07 14:00 @ 20,717.04 | 2022-11-07 22:00 @ 20,669.27 | 8h | −$8.55 | -0.34% | signal |
| 140 | short | 2022-11-08 00:00 @ 20,574.38 | 2022-11-08 02:00 @ 20,622.32 | 2h | −$8.20 | -0.33% | signal |
| 141 | short | 2022-11-08 04:00 @ 20,136.57 | 2022-11-17 10:00 @ 16,514.40 | 9d 6h | $441.02 | +17.58% | signal |
| 142 | long | 2022-11-17 12:00 @ 16,591.12 | 2022-11-17 18:00 @ 16,682.06 | 6h | $11.80 | +0.45% | signal |
| 143 | short | 2022-11-17 20:00 @ 16,611.38 | 2022-11-18 00:00 @ 16,685.44 | 4h | −$14.31 | -0.55% | signal |
| 144 | short | 2022-11-18 02:00 @ 16,877.82 | 2022-11-21 14:00 @ 16,170.93 | 3d 12h | $107.69 | +4.11% | signal |
| 145 | short | 2022-11-21 16:00 @ 16,119.38 | 2022-11-21 18:00 @ 16,008.20 | 2h | $15.66 | +0.59% | signal |
| 146 | short | 2022-11-21 20:00 @ 15,709.66 | 2022-11-24 02:00 @ 16,740.85 | 2d 6h | −$175.84 | -6.64% | signal |
| 147 | long | 2022-11-24 04:00 @ 16,706.14 | 2022-11-24 12:00 @ 16,563.79 | 8h | −$24.84 | -0.95% | signal |
| 148 | short | 2022-11-24 14:00 @ 16,575.18 | 2022-11-24 16:00 @ 16,552.21 | 2h | $1.00 | +0.04% | signal |
| 149 | long | 2022-11-24 18:00 @ 16,580.22 | 2022-11-24 20:00 @ 16,565.59 | 2h | −$4.89 | -0.19% | signal |
| 150 | long | 2022-11-24 22:00 @ 16,549.61 | 2022-11-25 04:00 @ 16,476.90 | 6h | −$14.06 | -0.54% | signal |
| 151 | short | 2022-11-25 06:00 @ 16,349.83 | 2022-11-26 06:00 @ 16,618.02 | 1d | −$45.02 | -1.74% | signal |
| 152 | short | 2022-11-26 08:00 @ 16,573.58 | 2022-11-28 16:00 @ 16,139.93 | 2d 8h | $65.17 | +2.52% | signal |
| 153 | short | 2022-11-28 18:00 @ 16,198.96 | 2022-11-28 20:00 @ 16,218.44 | 2h | −$5.73 | -0.22% | signal |
| 154 | long | 2022-11-28 22:00 @ 16,195.54 | 2022-12-07 14:00 @ 16,842.93 | 8d 16h | $98.69 | +3.80% | signal |
| 155 | short | 2022-12-07 16:00 @ 16,825.73 | 2022-12-08 02:00 @ 16,822.26 | 10h | −$2.09 | -0.08% | signal |
| 156 | short | 2022-12-08 04:00 @ 16,822.23 | 2022-12-08 06:00 @ 16,813.56 | 2h | −$1.27 | -0.05% | signal |
| 157 | short | 2022-12-08 08:00 @ 16,813.44 | 2022-12-08 20:00 @ 17,245.35 | 12h | −$69.93 | -2.67% | signal |
| 158 | long | 2022-12-08 22:00 @ 17,178.03 | 2022-12-12 04:00 @ 16,905.62 | 3d 6h | −$44.21 | -1.70% | signal |
| 159 | short | 2022-12-12 06:00 @ 16,934.71 | 2022-12-13 04:00 @ 17,146.53 | 22h | −$34.94 | -1.35% | signal |
| 160 | long | 2022-12-13 06:00 @ 17,182.74 | 2022-12-16 10:00 @ 17,025.69 | 3d 4h | −$28.25 | -1.09% | signal |
| 161 | short | 2022-12-16 12:00 @ 17,015.30 | 2022-12-24 06:00 @ 16,819.26 | 7d 18h | $30.42 | +1.18% | signal |
| 162 | short | 2022-12-24 08:00 @ 16,836.83 | 2022-12-24 12:00 @ 16,822.66 | 4h | −$0.29 | -0.01% | signal |
| 163 | long | 2022-12-24 14:00 @ 16,813.06 | 2022-12-27 18:00 @ 16,669.67 | 3d 4h | −$25.25 | -0.98% | signal |
| 164 | short | 2022-12-27 20:00 @ 16,677.96 | 2023-01-04 04:00 @ 16,859.27 | 7d 8h | −$26.82 | -1.04% | signal |
| 165 | long | 2023-01-04 06:00 @ 16,851.67 | 2023-01-28 22:00 @ 22,989.30 | 24d 16h | $912.49 | +35.48% | signal |
| 166 | long | 2023-01-29 00:00 @ 23,020.60 | 2023-01-29 08:00 @ 23,195.76 | 8h | $18.21 | +0.65% | signal |
| 167 | long | 2023-01-29 10:00 @ 23,297.66 | 2023-01-30 22:00 @ 22,739.15 | 1d 12h | −$71.12 | -2.54% | signal |
| 168 | short | 2023-01-31 00:00 @ 22,815.34 | 2023-01-31 02:00 @ 22,832.87 | 2h | −$4.65 | -0.17% | signal |
| 169 | short | 2023-01-31 04:00 @ 22,822.03 | 2023-01-31 08:00 @ 22,972.29 | 4h | −$21.13 | -0.76% | signal |
| 170 | short | 2023-01-31 10:00 @ 22,879.22 | 2023-01-31 14:00 @ 23,117.12 | 4h | −$31.70 | -1.14% | signal |
| 171 | long | 2023-01-31 16:00 @ 23,118.62 | 2023-02-05 14:00 @ 23,159.57 | 4d 22h | −$2.08 | -0.07% | signal |
| 172 | short | 2023-02-05 16:00 @ 23,089.58 | 2023-02-07 08:00 @ 22,910.08 | 1d 16h | $20.16 | +0.73% | signal |
| 173 | long | 2023-02-07 10:00 @ 23,006.20 | 2023-02-08 14:00 @ 23,099.38 | 1d 4h | $7.62 | +0.27% | signal |
| 174 | short | 2023-02-08 16:00 @ 22,857.83 | 2023-02-15 20:00 @ 23,315.26 | 7d 4h | −$53.92 | -1.94% | signal |
| 175 | long | 2023-02-15 22:00 @ 24,185.84 | 2023-02-23 12:00 @ 23,762.85 | 7d 14h | −$57.72 | -2.09% | signal |
| 176 | short | 2023-02-23 14:00 @ 23,996.50 | 2023-02-24 12:00 @ 23,881.08 | 22h | $10.86 | +0.39% | signal |
| 177 | short | 2023-02-24 14:00 @ 23,765.35 | 2023-03-13 08:00 @ 22,455.99 | 16d 18h | $154.00 | +5.59% | signal |
| 178 | short | 2023-03-13 10:00 @ 21,951.71 | 2023-03-13 14:00 @ 22,471.69 | 4h | −$68.96 | -2.47% | signal |
| 179 | long | 2023-03-13 16:00 @ 24,013.80 | 2023-03-25 18:00 @ 27,462.51 | 12d 2h | $385.86 | +13.91% | signal |
| 180 | short | 2023-03-25 20:00 @ 27,173.96 | 2023-03-25 22:00 @ 27,399.68 | 2h | −$26.73 | -0.93% | signal |
| 181 | long | 2023-03-26 00:00 @ 27,452.69 | 2023-03-27 06:00 @ 27,701.56 | 1d 6h | $22.99 | +0.80% | signal |
| 182 | short | 2023-03-27 08:00 @ 27,788.94 | 2023-03-27 14:00 @ 27,682.54 | 6h | $8.19 | +0.29% | signal |
| 183 | short | 2023-03-27 16:00 @ 26,881.92 | 2023-03-29 10:00 @ 28,317.56 | 1d 18h | −$155.75 | -5.42% | signal |
| 184 | long | 2023-03-29 12:00 @ 28,353.17 | 2023-03-30 04:00 @ 28,464.71 | 16h | $7.83 | +0.28% | signal |
| 185 | long | 2023-03-30 06:00 @ 28,606.42 | 2023-03-31 04:00 @ 28,146.57 | 22h | −$48.50 | -1.71% | signal |
| 186 | short | 2023-03-31 06:00 @ 28,019.79 | 2023-03-31 14:00 @ 28,366.67 | 8h | −$37.61 | -1.33% | signal |
| 187 | long | 2023-03-31 16:00 @ 28,494.30 | 2023-04-03 02:00 @ 27,691.16 | 2d 10h | −$83.66 | -2.97% | signal |
| 188 | short | 2023-04-03 04:00 @ 27,732.55 | 2023-04-03 08:00 @ 27,952.09 | 4h | −$24.91 | -0.89% | signal |
| 189 | long | 2023-04-03 10:00 @ 28,324.06 | 2023-04-03 22:00 @ 27,693.56 | 12h | −$64.94 | -2.33% | signal |
| 190 | short | 2023-04-04 00:00 @ 27,780.54 | 2023-04-04 02:00 @ 27,805.46 | 2h | −$5.42 | -0.20% | signal |
| 191 | long | 2023-04-04 04:00 @ 27,849.17 | 2023-04-05 22:00 @ 28,161.47 | 1d 18h | $27.87 | +1.01% | signal |
| 192 | short | 2023-04-06 00:00 @ 28,148.37 | 2023-04-07 06:00 @ 27,969.19 | 1d 6h | $14.99 | +0.54% | signal |
| 193 | short | 2023-04-07 08:00 @ 27,816.54 | 2023-04-07 20:00 @ 27,891.88 | 12h | −$10.32 | -0.37% | signal |
| 194 | long | 2023-04-07 22:00 @ 27,886.78 | 2023-04-08 00:00 @ 27,885.12 | 2h | −$2.94 | -0.11% | signal |
| 195 | short | 2023-04-08 02:00 @ 27,886.42 | 2023-04-09 22:00 @ 28,428.88 | 1d 20h | −$56.73 | -2.04% | signal |
| 196 | short | 2023-04-10 00:00 @ 28,303.74 | 2023-04-10 02:00 @ 28,298.36 | 2h | −$1.96 | -0.07% | signal |
| 197 | long | 2023-04-10 04:00 @ 28,275.45 | 2023-04-19 02:00 @ 30,216.56 | 8d 22h | $181.19 | +6.56% | signal |
| 198 | long | 2023-04-19 04:00 @ 30,205.94 | 2023-04-19 08:00 @ 30,058.69 | 4h | −$16.48 | -0.59% | signal |
| 199 | short | 2023-04-19 10:00 @ 29,179.16 | 2023-04-27 12:00 @ 28,926.98 | 8d 2h | $24.84 | +0.89% | signal |
| 200 | long | 2023-04-27 14:00 @ 28,925.78 | 2023-05-03 14:00 @ 28,353.43 | 6d | −$60.45 | -2.15% | 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.