[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | short | 2023-05-03 16:00 @ 28,286.94 | 2023-05-03 18:00 @ 28,564.91 | 2h | −$30.10 | -1.08% | signal |
| 202 | short | 2023-05-03 20:00 @ 28,303.14 | 2023-05-03 22:00 @ 28,920.88 | 2h | −$63.63 | -2.28% | signal |
| 203 | long | 2023-05-04 00:00 @ 29,024.20 | 2023-05-04 02:00 @ 29,051.59 | 2h | −$0.44 | -0.02% | signal |
| 204 | short | 2023-05-04 04:00 @ 29,078.88 | 2023-05-04 08:00 @ 29,054.51 | 4h | −$0.45 | -0.02% | signal |
| 205 | long | 2023-05-04 10:00 @ 29,085.32 | 2023-05-04 16:00 @ 28,844.23 | 6h | −$25.72 | -0.93% | signal |
| 206 | short | 2023-05-04 18:00 @ 28,825.13 | 2023-05-04 20:00 @ 28,888.98 | 2h | −$8.89 | -0.32% | signal |
| 207 | short | 2023-05-04 22:00 @ 28,824.33 | 2023-05-05 02:00 @ 29,320.76 | 4h | −$50.24 | -1.82% | signal |
| 208 | long | 2023-05-05 04:00 @ 29,192.84 | 2023-05-05 06:00 @ 29,181.06 | 2h | −$3.86 | -0.14% | signal |
| 209 | short | 2023-05-05 08:00 @ 29,053.09 | 2023-05-05 20:00 @ 29,554.61 | 12h | −$49.70 | -1.81% | signal |
| 210 | long | 2023-05-05 22:00 @ 29,481.00 | 2023-05-06 10:00 @ 29,270.24 | 12h | −$22.83 | -0.83% | signal |
| 211 | short | 2023-05-06 12:00 @ 29,258.65 | 2023-05-19 08:00 @ 26,847.37 | 12d 20h | $226.64 | +8.30% | signal |
| 212 | short | 2023-05-19 10:00 @ 26,825.83 | 2023-05-19 16:00 @ 26,875.37 | 6h | −$7.94 | -0.28% | signal |
| 213 | long | 2023-05-19 18:00 @ 26,909.78 | 2023-05-21 22:00 @ 26,729.85 | 2d 4h | −$22.06 | -0.79% | signal |
| 214 | short | 2023-05-22 00:00 @ 26,727.45 | 2023-05-23 12:00 @ 27,332.47 | 1d 12h | −$64.93 | -2.34% | signal |
| 215 | long | 2023-05-23 14:00 @ 27,235.15 | 2023-05-23 20:00 @ 27,166.27 | 6h | −$10.02 | -0.36% | signal |
| 216 | long | 2023-05-23 22:00 @ 27,192.64 | 2023-05-24 04:00 @ 26,764.65 | 6h | −$46.46 | -1.68% | signal |
| 217 | short | 2023-05-24 06:00 @ 26,756.95 | 2023-05-28 02:00 @ 27,085.52 | 3d 20h | −$34.07 | -1.24% | signal |
| 218 | long | 2023-05-28 04:00 @ 27,179.93 | 2023-05-31 06:00 @ 27,074.98 | 3d 2h | −$15.31 | -0.56% | signal |
| 219 | short | 2023-05-31 08:00 @ 27,144.97 | 2023-05-31 16:00 @ 26,905.38 | 8h | $21.51 | +0.79% | signal |
| 220 | long | 2023-05-31 18:00 @ 27,049.81 | 2023-06-04 16:00 @ 27,161.57 | 3d 22h | $6.29 | +0.23% | signal |
| 221 | long | 2023-06-04 18:00 @ 27,174.63 | 2023-06-04 20:00 @ 27,199.56 | 2h | −$0.23 | -0.01% | signal |
| 222 | long | 2023-06-04 22:00 @ 27,190.74 | 2023-06-05 00:00 @ 27,096.98 | 2h | −$12.20 | -0.44% | signal |
| 223 | short | 2023-06-05 02:00 @ 27,032.79 | 2023-06-13 04:00 @ 26,059.91 | 8d 2h | $99.16 | +3.62% | signal |
| 224 | long | 2023-06-13 06:00 @ 26,071.01 | 2023-06-14 04:00 @ 25,965.51 | 22h | −$14.37 | -0.52% | signal |
| 225 | short | 2023-06-14 06:00 @ 25,828.03 | 2023-06-17 06:00 @ 26,684.94 | 3d | −$93.58 | -3.39% | signal |
| 226 | long | 2023-06-17 08:00 @ 26,593.02 | 2023-07-01 04:00 @ 30,385.12 | 13d 20h | $377.03 | +13.77% | signal |
| 227 | short | 2023-07-01 06:00 @ 30,409.22 | 2023-07-01 20:00 @ 30,606.62 | 14h | −$20.66 | -0.73% | signal |
| 228 | short | 2023-07-01 22:00 @ 30,568.59 | 2023-07-02 04:00 @ 30,511.40 | 6h | $2.75 | +0.10% | signal |
| 229 | short | 2023-07-02 06:00 @ 30,467.11 | 2023-07-02 10:00 @ 30,519.60 | 4h | −$7.42 | -0.26% | signal |
| 230 | long | 2023-07-02 12:00 @ 30,543.31 | 2023-07-02 14:00 @ 30,504.00 | 2h | −$6.46 | -0.23% | signal |
| 231 | short | 2023-07-02 16:00 @ 30,485.30 | 2023-07-03 04:00 @ 30,754.15 | 12h | −$27.18 | -0.96% | signal |
| 232 | long | 2023-07-03 06:00 @ 30,670.03 | 2023-07-05 10:00 @ 30,662.77 | 2d 4h | −$5.47 | -0.19% | signal |
| 233 | short | 2023-07-05 12:00 @ 30,388.92 | 2023-07-05 18:00 @ 30,513.80 | 6h | −$14.11 | -0.50% | signal |
| 234 | long | 2023-07-05 20:00 @ 30,426.08 | 2023-07-06 20:00 @ 30,288.54 | 1d | −$16.07 | -0.57% | signal |
| 235 | short | 2023-07-06 22:00 @ 30,201.26 | 2023-07-08 02:00 @ 30,296.06 | 1d 4h | −$11.40 | -0.41% | signal |
| 236 | long | 2023-07-08 04:00 @ 30,266.05 | 2023-07-08 06:00 @ 30,217.96 | 2h | −$7.26 | -0.26% | signal |
| 237 | short | 2023-07-08 08:00 @ 30,168.77 | 2023-07-10 20:00 @ 30,830.66 | 2d 12h | −$63.55 | -2.27% | signal |
| 238 | short | 2023-07-10 22:00 @ 30,276.74 | 2023-07-12 08:00 @ 30,736.85 | 1d 10h | −$44.41 | -1.59% | signal |
| 239 | short | 2023-07-12 10:00 @ 30,703.86 | 2023-07-12 12:00 @ 30,771.55 | 2h | −$8.90 | -0.32% | signal |
| 240 | short | 2023-07-12 14:00 @ 30,644.17 | 2023-07-13 02:00 @ 30,379.07 | 12h | $21.34 | +0.77% | signal |
| 241 | short | 2023-07-13 04:00 @ 30,277.54 | 2023-07-13 10:00 @ 30,566.21 | 6h | −$29.13 | -1.05% | signal |
| 242 | long | 2023-07-13 12:00 @ 30,536.71 | 2023-07-15 02:00 @ 30,316.94 | 1d 14h | −$23.38 | -0.84% | signal |
| 243 | short | 2023-07-15 04:00 @ 30,269.94 | 2023-07-15 06:00 @ 30,285.06 | 2h | −$4.15 | -0.15% | signal |
| 244 | long | 2023-07-15 08:00 @ 30,323.76 | 2023-07-15 12:00 @ 30,292.44 | 4h | −$5.70 | -0.21% | signal |
| 245 | long | 2023-07-15 14:00 @ 30,316.66 | 2023-07-16 04:00 @ 30,168.07 | 14h | −$16.45 | -0.59% | signal |
| 246 | short | 2023-07-16 06:00 @ 30,218.96 | 2023-07-16 08:00 @ 30,259.05 | 2h | −$6.42 | -0.23% | signal |
| 247 | long | 2023-07-16 10:00 @ 30,295.96 | 2023-07-16 14:00 @ 30,286.44 | 4h | −$3.62 | -0.13% | signal |
| 248 | long | 2023-07-16 16:00 @ 30,371.97 | 2023-07-16 20:00 @ 30,233.55 | 4h | −$15.45 | -0.56% | signal |
| 249 | long | 2023-07-16 22:00 @ 30,280.95 | 2023-07-17 00:00 @ 30,210.86 | 2h | −$9.13 | -0.33% | signal |
| 250 | long | 2023-07-17 02:00 @ 30,282.86 | 2023-07-17 04:00 @ 30,289.84 | 2h | −$2.12 | -0.08% | signal |
| 251 | short | 2023-07-17 06:00 @ 30,244.45 | 2023-07-17 08:00 @ 30,271.25 | 2h | −$5.19 | -0.19% | signal |
| 252 | long | 2023-07-17 10:00 @ 30,169.53 | 2023-07-17 12:00 @ 30,138.97 | 2h | −$5.53 | -0.20% | signal |
| 253 | long | 2023-07-17 14:00 @ 30,282.06 | 2023-07-17 18:00 @ 30,009.60 | 4h | −$27.64 | -1.01% | signal |
| 254 | short | 2023-07-17 20:00 @ 29,863.93 | 2023-07-17 22:00 @ 30,235.95 | 2h | −$36.91 | -1.35% | signal |
| 255 | short | 2023-07-18 00:00 @ 30,119.97 | 2023-07-18 02:00 @ 30,204.44 | 2h | −$10.29 | -0.38% | signal |
| 256 | short | 2023-07-18 04:00 @ 30,057.79 | 2023-07-31 22:00 @ 29,236.45 | 13d 18h | $78.62 | +2.88% | signal |
| 257 | short | 2023-08-01 00:00 @ 29,214.96 | 2023-08-01 02:00 @ 29,191.54 | 2h | −$0.37 | -0.01% | signal |
| 258 | short | 2023-08-01 04:00 @ 28,814.34 | 2023-08-01 20:00 @ 29,269.35 | 16h | −$45.72 | -1.66% | signal |
| 259 | long | 2023-08-01 22:00 @ 29,240.95 | 2023-08-02 18:00 @ 29,131.67 | 20h | −$13.79 | -0.50% | signal |
| 260 | short | 2023-08-02 20:00 @ 29,135.97 | 2023-08-03 00:00 @ 29,176.03 | 4h | −$6.50 | -0.24% | signal |
| 261 | short | 2023-08-03 02:00 @ 29,235.05 | 2023-08-04 06:00 @ 29,230.85 | 1d 4h | −$1.57 | -0.06% | signal |
| 262 | long | 2023-08-04 08:00 @ 29,207.44 | 2023-08-04 12:00 @ 29,151.37 | 4h | −$8.25 | -0.30% | signal |
| 263 | short | 2023-08-04 14:00 @ 29,219.16 | 2023-08-04 16:00 @ 29,264.65 | 2h | −$6.98 | -0.26% | signal |
| 264 | long | 2023-08-04 18:00 @ 29,193.84 | 2023-08-04 20:00 @ 29,015.20 | 2h | −$19.42 | -0.71% | signal |
| 265 | short | 2023-08-04 22:00 @ 29,036.69 | 2023-08-08 06:00 @ 29,238.65 | 3d 8h | −$19.17 | -0.70% | signal |
| 266 | long | 2023-08-08 08:00 @ 29,182.84 | 2023-08-08 10:00 @ 29,185.46 | 2h | −$2.72 | -0.10% | signal |
| 267 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-09 18:00 @ 29,495.50 | 1d 6h | $2.07 | +0.08% | signal |
| 268 | short | 2023-08-09 20:00 @ 29,398.42 | 2023-08-09 22:00 @ 29,521.30 | 2h | −$14.09 | -0.52% | signal |
| 269 | long | 2023-08-10 00:00 @ 29,578.81 | 2023-08-15 20:00 @ 29,166.57 | 5d 20h | −$45.11 | -1.66% | signal |
| 270 | long | 2023-08-15 22:00 @ 29,220.64 | 2023-08-16 00:00 @ 29,183.06 | 2h | −$6.18 | -0.23% | signal |
| 271 | short | 2023-08-16 02:00 @ 29,232.05 | 2023-08-26 04:00 @ 26,081.62 | 10d 2h | $290.46 | +10.75% | signal |
| 272 | long | 2023-08-26 06:00 @ 26,056.31 | 2023-08-26 08:00 @ 26,034.59 | 2h | −$5.09 | -0.18% | signal |
| 273 | short | 2023-08-26 10:00 @ 25,997.00 | 2023-08-26 14:00 @ 26,039.61 | 4h | −$7.32 | -0.26% | signal |
| 274 | long | 2023-08-26 16:00 @ 26,045.41 | 2023-08-27 04:00 @ 26,004.50 | 12h | −$7.18 | -0.26% | signal |
| 275 | short | 2023-08-27 06:00 @ 26,018.30 | 2023-08-27 14:00 @ 26,072.11 | 8h | −$8.39 | -0.30% | signal |
| 276 | long | 2023-08-27 16:00 @ 26,116.12 | 2023-08-27 18:00 @ 26,048.99 | 2h | −$9.91 | -0.36% | signal |
| 277 | long | 2023-08-27 20:00 @ 26,117.42 | 2023-08-27 22:00 @ 26,053.39 | 2h | −$9.54 | -0.35% | signal |
| 278 | short | 2023-08-28 00:00 @ 26,082.38 | 2023-08-28 16:00 @ 26,098.62 | 16h | −$4.37 | -0.16% | signal |
| 279 | long | 2023-08-28 18:00 @ 26,134.23 | 2023-08-28 20:00 @ 25,976.50 | 2h | −$19.42 | -0.70% | signal |
| 280 | short | 2023-08-28 22:00 @ 25,961.71 | 2023-08-29 00:00 @ 26,111.72 | 2h | −$18.70 | -0.68% | signal |
| 281 | short | 2023-08-29 02:00 @ 26,086.78 | 2023-08-29 04:00 @ 26,073.61 | 2h | −$1.36 | -0.05% | signal |
| 282 | long | 2023-08-29 06:00 @ 26,055.71 | 2023-08-29 08:00 @ 25,986.90 | 2h | −$10.02 | -0.36% | signal |
| 283 | short | 2023-08-29 10:00 @ 25,972.90 | 2023-08-29 14:00 @ 26,041.41 | 4h | −$10.01 | -0.36% | signal |
| 284 | long | 2023-08-29 16:00 @ 27,416.88 | 2023-08-31 18:00 @ 26,314.04 | 2d 2h | −$113.78 | -4.14% | signal |
| 285 | short | 2023-08-31 20:00 @ 26,143.47 | 2023-09-01 04:00 @ 26,076.61 | 8h | $4.31 | +0.16% | signal |
| 286 | short | 2023-09-01 06:00 @ 26,011.90 | 2023-09-08 08:00 @ 26,249.25 | 7d 2h | −$26.26 | -0.97% | signal |
| 287 | long | 2023-09-08 10:00 @ 26,037.41 | 2023-09-08 12:00 @ 25,823.73 | 2h | −$24.97 | -0.92% | signal |
| 288 | short | 2023-09-08 14:00 @ 25,868.13 | 2023-09-09 04:00 @ 25,871.37 | 14h | −$3.23 | -0.12% | signal |
| 289 | long | 2023-09-09 06:00 @ 25,834.07 | 2023-09-10 04:00 @ 25,845.93 | 22h | −$1.49 | -0.06% | signal |
| 290 | long | 2023-09-10 06:00 @ 25,840.77 | 2023-09-10 10:00 @ 25,811.74 | 4h | −$5.83 | -0.22% | signal |
| 291 | short | 2023-09-10 12:00 @ 25,777.84 | 2023-09-10 22:00 @ 25,898.18 | 10h | −$15.27 | -0.56% | signal |
| 292 | short | 2023-09-11 00:00 @ 25,823.23 | 2023-09-11 06:00 @ 25,889.98 | 6h | −$9.69 | -0.36% | signal |
| 293 | short | 2023-09-11 08:00 @ 25,796.24 | 2023-09-12 10:00 @ 25,866.17 | 1d 2h | −$9.70 | -0.36% | signal |
| 294 | long | 2023-09-12 12:00 @ 26,092.42 | 2023-09-22 04:00 @ 26,611.58 | 9d 16h | $51.02 | +1.89% | signal |
| 295 | long | 2023-09-22 06:00 @ 26,659.03 | 2023-09-22 08:00 @ 26,655.57 | 2h | −$3.06 | -0.11% | signal |
| 296 | long | 2023-09-22 10:00 @ 26,631.13 | 2023-09-22 18:00 @ 26,561.19 | 8h | −$9.87 | -0.36% | signal |
| 297 | short | 2023-09-22 20:00 @ 26,519.70 | 2023-09-23 00:00 @ 26,572.01 | 4h | −$8.05 | -0.30% | signal |
| 298 | long | 2023-09-23 02:00 @ 26,572.61 | 2023-09-23 12:00 @ 26,557.19 | 10h | −$4.31 | -0.16% | signal |
| 299 | short | 2023-09-23 14:00 @ 26,556.49 | 2023-09-23 18:00 @ 26,589.92 | 4h | −$6.10 | -0.23% | signal |
| 300 | long | 2023-09-23 20:00 @ 26,599.72 | 2023-09-24 06:00 @ 26,541.89 | 10h | −$8.53 | -0.32% | signal |
| 301 | long | 2023-09-24 08:00 @ 26,557.71 | 2023-09-24 20:00 @ 26,427.21 | 12h | −$16.16 | -0.60% | signal |
| 302 | short | 2023-09-24 22:00 @ 26,499.00 | 2023-09-28 18:00 @ 27,149.43 | 3d 20h | −$68.28 | -2.53% | signal |
| 303 | long | 2023-09-28 20:00 @ 27,093.92 | 2023-10-09 12:00 @ 27,450.51 | 10d 16h | $31.83 | +1.19% | signal |
| 304 | short | 2023-10-09 14:00 @ 27,500.30 | 2023-10-10 10:00 @ 27,655.63 | 20h | −$17.43 | -0.65% | signal |
| 305 | long | 2023-10-10 12:00 @ 27,499.50 | 2023-10-10 14:00 @ 27,379.42 | 2h | −$14.38 | -0.54% | signal |
| 306 | short | 2023-10-10 16:00 @ 27,390.12 | 2023-10-16 06:00 @ 27,908.98 | 5d 14h | −$51.79 | -1.93% | signal |
| 307 | short | 2023-10-16 08:00 @ 27,831.63 | 2023-10-16 14:00 @ 27,992.10 | 6h | −$18.03 | -0.68% | signal |
| 308 | long | 2023-10-16 16:00 @ 28,059.71 | 2023-11-02 16:00 @ 34,638.17 | 17d | $610.50 | +22.95% | signal |
| 309 | long | 2023-11-02 18:00 @ 34,783.26 | 2023-11-16 16:00 @ 36,416.02 | 13d 22h | $113.76 | +4.04% | signal |
| 310 | short | 2023-11-16 18:00 @ 36,323.73 | 2023-11-20 00:00 @ 37,383.28 | 3d 6h | −$83.19 | -2.93% | signal |
| 311 | long | 2023-11-20 02:00 @ 37,315.46 | 2023-11-20 04:00 @ 37,124.57 | 2h | −$17.24 | -0.61% | signal |
| 312 | long | 2023-11-20 06:00 @ 37,156.53 | 2023-11-20 14:00 @ 37,099.78 | 8h | −$7.40 | -0.26% | signal |
| 313 | long | 2023-11-20 16:00 @ 37,482.50 | 2023-11-22 00:00 @ 35,729.85 | 1d 8h | −$135.46 | -4.81% | signal |
| 314 | short | 2023-11-22 02:00 @ 36,077.88 | 2023-11-22 04:00 @ 36,386.08 | 2h | −$26.54 | -0.95% | signal |
| 315 | long | 2023-11-22 06:00 @ 36,366.17 | 2023-11-23 08:00 @ 37,371.02 | 1d 2h | $72.98 | +2.63% | signal |
| 316 | short | 2023-11-23 10:00 @ 37,636.17 | 2023-11-24 00:00 @ 37,301.86 | 14h | $22.30 | +0.80% | signal |
| 317 | long | 2023-11-24 02:00 @ 37,402.68 | 2023-11-27 12:00 @ 37,015.90 | 3d 10h | −$34.53 | -1.23% | signal |
| 318 | short | 2023-11-27 14:00 @ 36,936.31 | 2023-11-28 00:00 @ 37,241.85 | 10h | −$25.59 | -0.92% | signal |
| 319 | long | 2023-11-28 02:00 @ 37,197.94 | 2023-11-28 04:00 @ 37,112.48 | 2h | −$9.17 | -0.33% | signal |
| 320 | short | 2023-11-28 06:00 @ 36,887.52 | 2023-11-28 16:00 @ 37,509.60 | 10h | −$49.41 | -1.78% | signal |
| 321 | long | 2023-11-28 18:00 @ 38,210.04 | 2023-12-11 18:00 @ 41,371.12 | 13d | $211.64 | +7.65% | signal |
| 322 | short | 2023-12-11 20:00 @ 40,791.14 | 2023-12-12 04:00 @ 41,768.65 | 8h | −$70.16 | -2.49% | signal |
| 323 | short | 2023-12-12 06:00 @ 41,581.98 | 2023-12-12 14:00 @ 41,842.07 | 8h | −$20.06 | -0.72% | signal |
| 324 | short | 2023-12-12 16:00 @ 41,368.42 | 2023-12-18 22:00 @ 42,651.53 | 6d 6h | −$83.85 | -3.00% | signal |
| 325 | long | 2023-12-19 00:00 @ 42,680.33 | 2023-12-26 10:00 @ 42,440.51 | 7d 10h | −$31.25 | -1.13% | signal |
| 326 | long | 2023-12-26 12:00 @ 42,728.54 | 2023-12-26 14:00 @ 42,748.65 | 2h | −$1.47 | -0.05% | signal |
| 327 | short | 2023-12-26 16:00 @ 42,414.62 | 2023-12-27 06:00 @ 42,494.30 | 14h | −$6.40 | -0.23% | signal |
| 328 | long | 2023-12-27 08:00 @ 42,504.50 | 2023-12-28 02:00 @ 43,452.71 | 18h | $56.61 | +2.05% | signal |
| 329 | short | 2023-12-28 04:00 @ 43,436.11 | 2024-01-01 20:00 @ 43,564.91 | 4d 16h | $3.90 | +0.14% | signal |
| 330 | long | 2024-01-01 22:00 @ 43,688.44 | 2024-01-04 00:00 @ 42,840.93 | 2d 2h | −$62.56 | -2.25% | signal |
| 331 | short | 2024-01-04 02:00 @ 42,708.06 | 2024-01-04 04:00 @ 43,128.22 | 2h | −$30.00 | -1.08% | signal |
| 332 | long | 2024-01-04 06:00 @ 43,199.94 | 2024-01-04 08:00 @ 42,766.54 | 2h | −$30.43 | -1.10% | signal |
| 333 | short | 2024-01-04 10:00 @ 43,012.10 | 2024-01-04 16:00 @ 44,059.21 | 6h | −$69.78 | -2.54% | signal |
| 334 | long | 2024-01-04 18:00 @ 43,991.80 | 2024-01-09 22:00 @ 45,441.01 | 5d 4h | $83.15 | +3.04% | signal |
| 335 | long | 2024-01-10 00:00 @ 46,123.12 | 2024-01-10 14:00 @ 45,111.28 | 14h | −$63.71 | -2.31% | signal |
| 336 | long | 2024-01-10 16:00 @ 45,578.51 | 2024-01-12 20:00 @ 43,488.70 | 2d 4h | −$130.20 | -4.75% | signal |
| 337 | short | 2024-01-12 22:00 @ 43,457.31 | 2024-01-26 16:00 @ 41,408.08 | 13d 18h | $135.60 | +5.01% | signal |
| 338 | long | 2024-01-26 18:00 @ 41,907.68 | 2024-01-27 08:00 @ 41,690.66 | 14h | −$17.17 | -0.63% | signal |
| 339 | long | 2024-01-27 10:00 @ 41,664.73 | 2024-02-06 06:00 @ 42,755.65 | 9d 20h | $61.55 | +2.25% | signal |
| 340 | short | 2024-02-06 08:00 @ 42,861.43 | 2024-02-07 14:00 @ 43,130.02 | 1d 6h | −$19.18 | -0.70% | signal |
| 341 | long | 2024-02-07 16:00 @ 43,066.31 | 2024-02-21 22:00 @ 51,402.52 | 14d 6h | $513.45 | +18.69% | signal |
| 342 | long | 2024-02-22 00:00 @ 51,888.28 | 2024-02-22 02:00 @ 51,258.25 | 2h | −$38.05 | -1.32% | signal |
| 343 | short | 2024-02-22 04:00 @ 51,601.78 | 2024-02-22 08:00 @ 51,870.97 | 4h | −$17.82 | -0.62% | signal |
| 344 | long | 2024-02-22 10:00 @ 51,989.30 | 2024-02-22 12:00 @ 51,648.77 | 2h | −$21.59 | -0.75% | signal |
| 345 | short | 2024-02-22 14:00 @ 51,183.06 | 2024-02-25 02:00 @ 51,729.14 | 2d 12h | −$30.85 | -1.08% | signal |
| 346 | long | 2024-02-25 04:00 @ 51,664.43 | 2024-02-25 10:00 @ 51,661.07 | 6h | −$3.46 | -0.12% | signal |
| 347 | short | 2024-02-25 12:00 @ 51,661.97 | 2024-02-25 14:00 @ 51,656.73 | 2h | −$2.56 | -0.09% | signal |
| 348 | long | 2024-02-25 16:00 @ 51,558.21 | 2024-02-25 18:00 @ 51,588.78 | 2h | −$1.59 | -0.06% | signal |
| 349 | long | 2024-02-25 20:00 @ 51,718.24 | 2024-02-25 22:00 @ 51,791.94 | 2h | $1.21 | +0.04% | signal |
| 350 | short | 2024-02-26 00:00 @ 51,754.55 | 2024-02-26 16:00 @ 52,882.77 | 16h | −$63.57 | -2.23% | signal |
| 351 | long | 2024-02-26 18:00 @ 53,560.71 | 2024-03-15 06:00 @ 67,465.20 | 17d 12h | $645.06 | +22.79% | signal |
| 352 | long | 2024-03-15 08:00 @ 68,501.10 | 2024-03-16 14:00 @ 67,736.55 | 1d 6h | −$38.25 | -1.28% | signal |
| 353 | long | 2024-03-16 16:00 @ 68,445.59 | 2024-03-16 18:00 @ 67,312.53 | 2h | −$52.94 | -1.78% | signal |
| 354 | short | 2024-03-16 20:00 @ 66,955.71 | 2024-03-24 12:00 @ 65,384.97 | 7d 16h | $78.42 | +2.64% | signal |
| 355 | short | 2024-03-24 14:00 @ 65,386.82 | 2024-03-24 20:00 @ 65,899.98 | 6h | −$25.98 | -0.87% | signal |
| 356 | long | 2024-03-24 22:00 @ 66,588.21 | 2024-03-25 02:00 @ 66,599.98 | 4h | −$3.22 | -0.11% | signal |
| 357 | short | 2024-03-25 04:00 @ 67,394.32 | 2024-03-25 14:00 @ 68,060.21 | 10h | −$31.97 | -1.07% | signal |
| 358 | long | 2024-03-25 16:00 @ 69,858.47 | 2024-04-02 04:00 @ 66,720.75 | 7d 12h | −$157.23 | -5.29% | signal |
| 359 | short | 2024-04-02 06:00 @ 66,780.64 | 2024-04-08 10:00 @ 72,277.65 | 6d 4h | −$238.73 | -8.14% | signal |
| 360 | long | 2024-04-08 12:00 @ 72,487.09 | 2024-04-12 20:00 @ 66,854.23 | 4d 8h | −$232.63 | -8.09% | signal |
| 361 | long | 2024-04-12 22:00 @ 66,998.60 | 2024-04-13 02:00 @ 65,915.21 | 4h | −$48.61 | -1.73% | signal |
| 362 | short | 2024-04-13 04:00 @ 67,175.06 | 2024-04-13 08:00 @ 67,479.59 | 4h | −$15.52 | -0.55% | signal |
| 363 | short | 2024-04-13 10:00 @ 67,395.02 | 2024-04-21 08:00 @ 65,122.82 | 7d 22h | $95.19 | +3.40% | signal |
| 364 | long | 2024-04-21 10:00 @ 64,885.67 | 2024-04-22 22:00 @ 66,477.60 | 1d 12h | $65.97 | +2.34% | signal |
| 365 | long | 2024-04-23 00:00 @ 66,791.26 | 2024-04-26 20:00 @ 63,710.86 | 3d 20h | −$134.79 | -4.75% | signal |
| 366 | short | 2024-04-26 22:00 @ 64,016.79 | 2024-05-04 12:00 @ 63,862.77 | 7d 14h | $7.17 | +0.26% | signal |
| 367 | long | 2024-05-04 14:00 @ 63,717.74 | 2024-05-05 06:00 @ 63,172.16 | 16h | −$27.21 | -0.97% | signal |
| 368 | long | 2024-05-05 08:00 @ 63,709.84 | 2024-05-05 20:00 @ 63,833.23 | 12h | $2.49 | +0.09% | signal |
| 369 | long | 2024-05-05 22:00 @ 63,861.07 | 2024-05-07 12:00 @ 63,459.71 | 1d 14h | −$20.82 | -0.74% | signal |
| 370 | short | 2024-05-07 14:00 @ 63,178.86 | 2024-05-07 16:00 @ 63,722.84 | 2h | −$26.89 | -0.96% | signal |
| 371 | long | 2024-05-07 18:00 @ 63,374.67 | 2024-05-07 20:00 @ 63,022.09 | 2h | −$18.31 | -0.66% | signal |
| 372 | long | 2024-05-07 22:00 @ 63,053.01 | 2024-05-11 02:00 @ 60,828.53 | 3d 4h | −$102.65 | -3.68% | signal |
| 373 | short | 2024-05-11 04:00 @ 60,693.86 | 2024-05-15 12:00 @ 62,459.79 | 4d 8h | −$80.70 | -2.92% | signal |
| 374 | long | 2024-05-15 14:00 @ 64,119.42 | 2024-05-28 06:00 @ 68,062.58 | 12d 16h | $157.56 | +5.75% | signal |
| 375 | short | 2024-05-28 08:00 @ 67,698.56 | 2024-05-31 02:00 @ 68,493.70 | 2d 18h | −$32.72 | -1.18% | signal |
| 376 | long | 2024-05-31 04:00 @ 68,587.71 | 2024-05-31 10:00 @ 67,969.90 | 6h | −$28.06 | -1.01% | signal |
| 377 | long | 2024-05-31 12:00 @ 68,401.58 | 2024-05-31 16:00 @ 67,239.15 | 4h | −$49.72 | -1.80% | signal |
| 378 | long | 2024-05-31 18:00 @ 67,394.08 | 2024-06-01 04:00 @ 67,736.45 | 10h | $10.95 | +0.40% | signal |
| 379 | short | 2024-06-01 06:00 @ 67,717.05 | 2024-06-03 08:00 @ 68,963.79 | 2d 2h | −$51.83 | -1.88% | signal |
| 380 | long | 2024-06-03 10:00 @ 69,063.91 | 2024-06-04 04:00 @ 69,185.26 | 18h | $1.47 | +0.05% | signal |
| 381 | short | 2024-06-04 06:00 @ 68,981.50 | 2024-06-04 14:00 @ 69,580.61 | 8h | −$26.30 | -0.96% | signal |
| 382 | long | 2024-06-04 16:00 @ 70,506.20 | 2024-06-11 02:00 @ 68,727.65 | 6d 10h | −$77.48 | -2.83% | signal |
| 383 | short | 2024-06-11 04:00 @ 68,458.51 | 2024-07-01 16:00 @ 63,132.62 | 20d 12h | $222.50 | +8.19% | signal |
| 384 | long | 2024-07-01 18:00 @ 63,696.34 | 2024-07-03 04:00 @ 60,971.20 | 1d 10h | −$122.38 | -4.42% | signal |
| 385 | short | 2024-07-03 06:00 @ 61,102.78 | 2024-07-12 12:00 @ 57,200.14 | 9d 6h | $178.30 | +6.50% | signal |
| 386 | long | 2024-07-12 14:00 @ 57,827.86 | 2024-07-25 02:00 @ 64,455.01 | 12d 12h | $311.64 | +11.19% | signal |
| 387 | short | 2024-07-25 04:00 @ 64,061.09 | 2024-07-25 10:00 @ 64,303.96 | 6h | −$13.44 | -0.47% | signal |
| 388 | long | 2024-07-25 12:00 @ 64,095.42 | 2024-07-25 14:00 @ 64,021.19 | 2h | −$6.17 | -0.22% | signal |
| 389 | short | 2024-07-25 16:00 @ 64,760.35 | 2024-07-25 18:00 @ 65,041.81 | 2h | −$15.00 | -0.52% | signal |
| 390 | long | 2024-07-25 20:00 @ 64,682.43 | 2024-07-29 18:00 @ 66,967.30 | 3d 22h | $95.22 | +3.34% | signal |
| 391 | long | 2024-07-29 20:00 @ 67,290.16 | 2024-07-30 00:00 @ 66,736.75 | 4h | −$26.54 | -0.92% | signal |
| 392 | short | 2024-07-30 02:00 @ 66,163.26 | 2024-07-31 02:00 @ 66,282.35 | 1d | −$7.63 | -0.27% | signal |
| 393 | short | 2024-07-31 04:00 @ 66,014.89 | 2024-07-31 06:00 @ 66,167.13 | 2h | −$9.49 | -0.33% | signal |
| 394 | long | 2024-07-31 08:00 @ 66,209.64 | 2024-07-31 20:00 @ 65,215.05 | 12h | −$46.24 | -1.61% | signal |
| 395 | short | 2024-07-31 22:00 @ 64,937.11 | 2024-08-01 14:00 @ 64,737.54 | 16h | $6.44 | +0.23% | signal |
| 396 | short | 2024-08-01 16:00 @ 62,880.02 | 2024-08-01 22:00 @ 64,892.78 | 6h | −$94.09 | -3.29% | signal |
| 397 | long | 2024-08-02 00:00 @ 65,342.07 | 2024-08-02 04:00 @ 64,587.18 | 4h | −$35.84 | -1.26% | signal |
| 398 | short | 2024-08-02 06:00 @ 64,148.17 | 2024-08-11 04:00 @ 61,067.01 | 8d 22h | $135.74 | +4.80% | signal |
| 399 | long | 2024-08-11 06:00 @ 61,093.22 | 2024-08-11 12:00 @ 60,625.37 | 6h | −$24.69 | -0.86% | signal |
| 400 | short | 2024-08-11 14:00 @ 60,412.82 | 2024-08-12 06:00 @ 58,561.11 | 16h | $84.71 | +2.97% | 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.