[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 · 601–740 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 601 | long | 2025-10-29 06:00 @ 113,009.60 | 2025-10-30 14:00 @ 107,560.68 | 1d 8h | −$133.24 | -4.93% | signal |
| 602 | short | 2025-10-30 16:00 @ 107,648.97 | 2025-10-31 02:00 @ 109,607.22 | 10h | −$51.13 | -1.92% | signal |
| 603 | short | 2025-10-31 04:00 @ 109,164.46 | 2025-10-31 10:00 @ 109,835.26 | 6h | −$18.71 | -0.70% | signal |
| 604 | long | 2025-10-31 12:00 @ 110,397.78 | 2025-10-31 14:00 @ 110,098.78 | 2h | −$9.83 | -0.37% | signal |
| 605 | short | 2025-10-31 16:00 @ 110,138.07 | 2025-11-01 04:00 @ 110,216.64 | 12h | −$4.01 | -0.15% | signal |
| 606 | short | 2025-11-01 06:00 @ 110,065.68 | 2025-11-11 04:00 @ 106,428.68 | 9d 22h | $89.41 | +3.38% | signal |
| 607 | short | 2025-11-11 06:00 @ 105,182.36 | 2025-11-12 04:00 @ 103,287.85 | 22h | $45.58 | +1.71% | signal |
| 608 | long | 2025-11-12 06:00 @ 103,370.67 | 2025-11-12 18:00 @ 101,679.66 | 12h | −$46.69 | -1.74% | signal |
| 609 | short | 2025-11-12 20:00 @ 101,225.05 | 2025-11-27 04:00 @ 91,067.51 | 14d 8h | $270.65 | +10.14% | signal |
| 610 | long | 2025-11-27 06:00 @ 90,950.19 | 2025-11-27 12:00 @ 91,316.63 | 6h | $8.22 | +0.30% | signal |
| 611 | short | 2025-11-27 14:00 @ 90,795.44 | 2025-11-28 04:00 @ 91,186.23 | 14h | −$14.36 | -0.52% | signal |
| 612 | long | 2025-11-28 06:00 @ 91,595.02 | 2025-12-01 04:00 @ 86,301.84 | 2d 22h | −$161.38 | -5.90% | signal |
| 613 | short | 2025-12-01 06:00 @ 85,949.61 | 2025-12-01 22:00 @ 86,397.38 | 16h | −$16.62 | -0.62% | signal |
| 614 | long | 2025-12-02 00:00 @ 86,258.75 | 2025-12-02 06:00 @ 86,951.21 | 6h | $18.93 | +0.70% | signal |
| 615 | short | 2025-12-02 08:00 @ 86,947.61 | 2025-12-02 14:00 @ 87,708.74 | 6h | −$26.23 | -0.97% | signal |
| 616 | long | 2025-12-02 16:00 @ 90,827.36 | 2025-12-05 10:00 @ 91,068.18 | 2d 18h | $3.72 | +0.14% | signal |
| 617 | long | 2025-12-05 12:00 @ 91,326.26 | 2025-12-05 14:00 @ 90,415.51 | 2h | −$29.50 | -1.10% | signal |
| 618 | short | 2025-12-05 16:00 @ 90,395.82 | 2025-12-07 18:00 @ 90,922.38 | 2d 2h | −$17.91 | -0.67% | signal |
| 619 | long | 2025-12-07 20:00 @ 91,398.08 | 2025-12-07 22:00 @ 90,171.16 | 2h | −$38.61 | -1.44% | signal |
| 620 | short | 2025-12-08 00:00 @ 90,327.33 | 2025-12-08 08:00 @ 91,538.10 | 8h | −$38.47 | -1.44% | signal |
| 621 | long | 2025-12-08 10:00 @ 91,883.67 | 2025-12-10 14:00 @ 92,036.09 | 2d 4h | $1.20 | +0.05% | signal |
| 622 | short | 2025-12-10 16:00 @ 92,003.40 | 2025-12-12 06:00 @ 92,423.38 | 1d 14h | −$14.35 | -0.54% | signal |
| 623 | long | 2025-12-12 08:00 @ 92,407.98 | 2025-12-12 14:00 @ 92,243.25 | 6h | −$7.51 | -0.28% | signal |
| 624 | short | 2025-12-12 16:00 @ 89,877.02 | 2025-12-13 06:00 @ 90,319.46 | 14h | −$15.63 | -0.59% | signal |
| 625 | long | 2025-12-13 08:00 @ 90,304.06 | 2025-12-14 16:00 @ 88,967.40 | 1d 8h | −$42.51 | -1.60% | signal |
| 626 | short | 2025-12-14 18:00 @ 88,742.95 | 2025-12-15 02:00 @ 89,206.84 | 8h | −$16.44 | -0.62% | signal |
| 627 | short | 2025-12-15 04:00 @ 89,222.15 | 2025-12-22 06:00 @ 88,808.36 | 7d 2h | $12.70 | +0.48% | signal |
| 628 | long | 2025-12-22 08:00 @ 89,145.63 | 2025-12-22 18:00 @ 89,253.15 | 10h | $0.25 | +0.01% | signal |
| 629 | short | 2025-12-22 20:00 @ 87,993.40 | 2025-12-23 04:00 @ 88,145.83 | 8h | −$7.14 | -0.27% | signal |
| 630 | long | 2025-12-23 06:00 @ 87,744.25 | 2025-12-24 04:00 @ 87,293.94 | 22h | −$16.61 | -0.63% | signal |
| 631 | short | 2025-12-24 06:00 @ 86,902.72 | 2025-12-24 18:00 @ 87,302.06 | 12h | −$14.36 | -0.55% | signal |
| 632 | long | 2025-12-24 20:00 @ 87,538.90 | 2025-12-26 00:00 @ 87,165.36 | 1d 4h | −$14.43 | -0.55% | signal |
| 633 | short | 2025-12-26 02:00 @ 87,369.22 | 2025-12-26 04:00 @ 88,813.96 | 2h | −$46.06 | -1.75% | signal |
| 634 | long | 2025-12-26 06:00 @ 88,972.49 | 2025-12-26 20:00 @ 87,436.21 | 14h | −$48.12 | -1.84% | signal |
| 635 | short | 2025-12-26 22:00 @ 87,411.71 | 2025-12-27 06:00 @ 87,483.59 | 8h | −$4.69 | -0.18% | signal |
| 636 | short | 2025-12-27 08:00 @ 87,473.40 | 2025-12-29 02:00 @ 88,436.98 | 1d 18h | −$30.32 | -1.17% | signal |
| 637 | long | 2025-12-29 04:00 @ 90,109.52 | 2025-12-29 10:00 @ 88,050.59 | 6h | −$62.06 | -2.39% | signal |
| 638 | short | 2025-12-29 12:00 @ 87,511.59 | 2025-12-30 16:00 @ 88,984.59 | 1d 4h | −$45.48 | -1.76% | signal |
| 639 | long | 2025-12-30 18:00 @ 88,347.87 | 2026-01-11 14:00 @ 90,793.74 | 11d 20h | $63.61 | +2.48% | signal |
| 640 | short | 2026-01-11 16:00 @ 90,815.83 | 2026-01-12 02:00 @ 91,388.17 | 10h | −$18.77 | -0.73% | signal |
| 641 | long | 2026-01-12 04:00 @ 91,784.55 | 2026-01-12 10:00 @ 90,628.67 | 6h | −$35.09 | -1.36% | signal |
| 642 | short | 2026-01-12 12:00 @ 90,555.79 | 2026-01-13 20:00 @ 94,198.44 | 1d 8h | −$105.41 | -4.10% | signal |
| 643 | long | 2026-01-13 22:00 @ 94,058.81 | 2026-01-20 08:00 @ 91,117.87 | 6d 10h | −$83.78 | -3.30% | signal |
| 644 | short | 2026-01-20 10:00 @ 90,984.80 | 2026-01-28 10:00 @ 89,560.51 | 8d | $40.22 | +1.60% | signal |
| 645 | long | 2026-01-28 12:00 @ 90,054.91 | 2026-01-29 02:00 @ 88,543.99 | 14h | −$45.25 | -1.79% | signal |
| 646 | short | 2026-01-29 04:00 @ 87,985.60 | 2026-01-29 06:00 @ 88,166.93 | 2h | −$7.72 | -0.31% | signal |
| 647 | short | 2026-01-29 08:00 @ 88,293.24 | 2026-02-13 08:00 @ 66,196.54 | 15d | $627.02 | +24.90% | signal |
| 648 | long | 2026-02-13 10:00 @ 66,937.78 | 2026-02-14 06:00 @ 68,724.45 | 20h | $68.68 | +2.57% | signal |
| 649 | short | 2026-02-14 08:00 @ 69,168.26 | 2026-02-14 20:00 @ 69,862.87 | 12h | −$29.74 | -1.10% | signal |
| 650 | long | 2026-02-14 22:00 @ 69,910.38 | 2026-02-15 14:00 @ 68,893.42 | 16h | −$41.81 | -1.56% | signal |
| 651 | long | 2026-02-15 16:00 @ 69,081.91 | 2026-02-15 18:00 @ 68,594.08 | 2h | −$21.48 | -0.80% | signal |
| 652 | short | 2026-02-15 20:00 @ 68,250.05 | 2026-02-17 02:00 @ 68,596.42 | 1d 6h | −$16.19 | -0.61% | signal |
| 653 | short | 2026-02-17 04:00 @ 68,429.91 | 2026-02-19 04:00 @ 66,963.79 | 2d | $54.73 | +2.05% | signal |
| 654 | long | 2026-02-19 06:00 @ 66,860.97 | 2026-02-19 08:00 @ 67,166.96 | 2h | $9.57 | +0.36% | signal |
| 655 | short | 2026-02-19 10:00 @ 66,798.34 | 2026-02-20 04:00 @ 67,340.67 | 18h | −$24.39 | -0.91% | signal |
| 656 | long | 2026-02-20 06:00 @ 67,769.65 | 2026-02-21 04:00 @ 67,623.37 | 22h | −$8.58 | -0.32% | signal |
| 657 | short | 2026-02-21 06:00 @ 67,813.63 | 2026-02-25 18:00 @ 68,639.33 | 4d 12h | −$34.78 | -1.30% | signal |
| 658 | long | 2026-02-25 20:00 @ 69,019.00 | 2026-02-26 18:00 @ 66,782.04 | 22h | −$88.97 | -3.34% | signal |
| 659 | long | 2026-02-26 20:00 @ 67,564.21 | 2026-02-27 12:00 @ 66,080.78 | 16h | −$60.37 | -2.29% | signal |
| 660 | short | 2026-02-27 14:00 @ 66,226.75 | 2026-03-02 14:00 @ 65,425.38 | 3d | $29.17 | +1.11% | signal |
| 661 | long | 2026-03-02 16:00 @ 69,102.92 | 2026-03-08 14:00 @ 67,183.36 | 5d 22h | −$75.86 | -2.88% | signal |
| 662 | short | 2026-03-08 16:00 @ 67,161.17 | 2026-03-08 20:00 @ 67,312.46 | 4h | −$8.58 | -0.33% | signal |
| 663 | long | 2026-03-08 22:00 @ 66,990.50 | 2026-03-09 00:00 @ 65,921.11 | 2h | −$44.30 | -1.70% | signal |
| 664 | short | 2026-03-09 02:00 @ 66,136.87 | 2026-03-09 04:00 @ 67,178.73 | 2h | −$43.60 | -1.68% | signal |
| 665 | long | 2026-03-09 06:00 @ 67,883.27 | 2026-03-11 22:00 @ 70,688.26 | 2d 16h | $105.18 | +4.06% | signal |
| 666 | short | 2026-03-12 00:00 @ 70,135.97 | 2026-03-13 06:00 @ 71,529.80 | 1d 6h | −$55.26 | -2.11% | signal |
| 667 | long | 2026-03-13 08:00 @ 71,599.52 | 2026-03-19 08:00 @ 70,130.97 | 6d | −$55.62 | -2.14% | signal |
| 668 | short | 2026-03-19 10:00 @ 70,448.91 | 2026-03-19 14:00 @ 69,880.17 | 4h | $18.32 | +0.71% | signal |
| 669 | short | 2026-03-19 16:00 @ 69,358.93 | 2026-03-19 18:00 @ 69,833.96 | 2h | −$20.34 | -0.78% | signal |
| 670 | long | 2026-03-19 20:00 @ 70,247.05 | 2026-03-20 00:00 @ 69,873.42 | 4h | −$16.35 | -0.63% | signal |
| 671 | long | 2026-03-20 02:00 @ 70,384.87 | 2026-03-20 12:00 @ 70,425.91 | 10h | −$1.10 | -0.04% | signal |
| 672 | short | 2026-03-20 14:00 @ 69,817.03 | 2026-04-04 00:00 @ 66,943.39 | 14d 10h | $103.06 | +3.99% | signal |
| 673 | long | 2026-04-04 02:00 @ 66,833.36 | 2026-04-05 08:00 @ 66,774.04 | 1d 6h | −$5.14 | -0.20% | signal |
| 674 | long | 2026-04-05 10:00 @ 67,009.50 | 2026-04-25 04:00 @ 77,613.47 | 19d 18h | $414.53 | +15.89% | signal |
| 675 | long | 2026-04-25 06:00 @ 77,491.30 | 2026-04-28 22:00 @ 76,306.24 | 3d 16h | −$43.43 | -1.60% | signal |
| 676 | short | 2026-04-29 00:00 @ 76,282.94 | 2026-04-29 02:00 @ 76,550.31 | 2h | −$12.14 | -0.45% | signal |
| 677 | long | 2026-04-29 04:00 @ 76,971.09 | 2026-04-29 16:00 @ 75,873.92 | 12h | −$41.07 | -1.52% | signal |
| 678 | short | 2026-04-29 18:00 @ 76,124.07 | 2026-05-01 14:00 @ 78,707.04 | 1d 20h | −$94.34 | -3.51% | signal |
| 679 | long | 2026-05-01 16:00 @ 78,411.08 | 2026-05-02 00:00 @ 78,176.26 | 8h | −$10.56 | -0.40% | signal |
| 680 | long | 2026-05-02 02:00 @ 78,311.46 | 2026-05-04 14:00 @ 78,731.85 | 2d 12h | $11.67 | +0.44% | signal |
| 681 | long | 2026-05-04 16:00 @ 79,992.60 | 2026-05-12 16:00 @ 80,285.54 | 8d | $7.80 | +0.29% | signal |
| 682 | short | 2026-05-12 18:00 @ 80,476.90 | 2026-05-14 16:00 @ 81,261.85 | 1d 22h | −$28.17 | -1.06% | signal |
| 683 | long | 2026-05-14 18:00 @ 81,636.32 | 2026-05-14 20:00 @ 81,357.53 | 2h | −$11.74 | -0.44% | signal |
| 684 | long | 2026-05-14 22:00 @ 81,368.27 | 2026-05-15 14:00 @ 78,712.05 | 16h | −$89.18 | -3.36% | signal |
| 685 | short | 2026-05-15 16:00 @ 79,102.28 | 2026-05-25 14:00 @ 77,317.46 | 9d 22h | $59.94 | +2.27% | signal |
| 686 | long | 2026-05-25 16:00 @ 77,602.72 | 2026-05-26 02:00 @ 76,702.46 | 10h | −$33.62 | -1.27% | signal |
| 687 | long | 2026-05-26 04:00 @ 76,644.33 | 2026-05-26 08:00 @ 76,669.66 | 4h | −$1.77 | -0.07% | signal |
| 688 | short | 2026-05-26 10:00 @ 76,625.57 | 2026-05-26 12:00 @ 77,169.23 | 2h | −$21.39 | -0.81% | signal |
| 689 | long | 2026-05-26 14:00 @ 77,214.64 | 2026-05-26 16:00 @ 76,462.90 | 2h | −$28.28 | -1.07% | signal |
| 690 | short | 2026-05-26 18:00 @ 75,894.42 | 2026-06-11 14:00 @ 63,058.71 | 15d 20h | $446.76 | +17.00% | signal |
| 691 | short | 2026-06-11 16:00 @ 62,708.66 | 2026-06-11 20:00 @ 63,580.41 | 4h | −$40.77 | -1.49% | signal |
| 692 | long | 2026-06-11 22:00 @ 63,500.00 | 2026-06-12 02:00 @ 63,390.22 | 4h | −$7.41 | -0.27% | signal |
| 693 | short | 2026-06-12 04:00 @ 63,477.40 | 2026-06-12 10:00 @ 63,742.25 | 6h | −$14.05 | -0.51% | signal |
| 694 | short | 2026-06-12 12:00 @ 63,716.65 | 2026-06-12 16:00 @ 63,569.81 | 4h | $3.56 | +0.13% | signal |
| 695 | long | 2026-06-12 18:00 @ 63,849.67 | 2026-06-18 16:00 @ 62,325.33 | 5d 22h | −$67.40 | -2.47% | signal |
| 696 | short | 2026-06-18 18:00 @ 62,566.68 | 2026-06-18 20:00 @ 62,937.89 | 2h | −$18.79 | -0.69% | signal |
| 697 | long | 2026-06-18 22:00 @ 62,948.59 | 2026-06-19 00:00 @ 62,911.42 | 2h | −$4.30 | -0.16% | signal |
| 698 | short | 2026-06-19 02:00 @ 62,981.90 | 2026-06-19 04:00 @ 62,757.65 | 2h | $6.93 | +0.26% | signal |
| 699 | short | 2026-06-19 06:00 @ 62,694.56 | 2026-06-20 02:00 @ 63,563.71 | 20h | −$39.93 | -1.48% | signal |
| 700 | short | 2026-06-20 04:00 @ 63,427.81 | 2026-06-20 08:00 @ 63,637.73 | 4h | −$11.62 | -0.43% | signal |
| 701 | long | 2026-06-20 10:00 @ 63,713.54 | 2026-06-20 14:00 @ 63,355.33 | 4h | −$17.82 | -0.66% | signal |
| 702 | long | 2026-06-20 16:00 @ 64,152.23 | 2026-06-21 08:00 @ 64,157.17 | 16h | −$2.61 | -0.10% | signal |
| 703 | short | 2026-06-21 10:00 @ 64,176.96 | 2026-06-22 02:00 @ 64,587.41 | 16h | −$19.59 | -0.73% | signal |
| 704 | short | 2026-06-22 04:00 @ 63,922.31 | 2026-06-22 06:00 @ 64,232.34 | 2h | −$15.69 | -0.59% | signal |
| 705 | long | 2026-06-22 08:00 @ 64,200.84 | 2026-06-22 10:00 @ 64,101.88 | 2h | −$6.84 | -0.26% | signal |
| 706 | short | 2026-06-22 12:00 @ 64,611.28 | 2026-06-22 14:00 @ 65,561.01 | 2h | −$42.03 | -1.57% | signal |
| 707 | short | 2026-06-22 16:00 @ 64,795.04 | 2026-07-02 04:00 @ 61,045.11 | 9d 12h | $154.46 | +5.79% | signal |
| 708 | long | 2026-07-02 06:00 @ 60,492.10 | 2026-07-02 20:00 @ 61,440.11 | 14h | $39.36 | +1.46% | signal |
| 709 | short | 2026-07-02 22:00 @ 61,558.19 | 2026-07-03 00:00 @ 61,552.81 | 2h | −$2.48 | -0.09% | signal |
| 710 | long | 2026-07-03 02:00 @ 61,578.91 | 2026-07-13 12:00 @ 62,868.82 | 10d 10h | $48.17 | +1.78% | signal |
| 711 | short | 2026-07-13 14:00 @ 62,287.64 | 2026-07-14 02:00 @ 62,517.70 | 12h | −$12.30 | -0.45% | signal |
| 712 | short | 2026-07-14 04:00 @ 62,525.79 | 2026-07-14 16:00 @ 64,740.35 | 12h | −$99.09 | -3.64% | signal |
| 713 | long | 2026-07-14 18:00 @ 64,610.42 | 2026-07-17 06:00 @ 62,794.84 | 2d 12h | −$79.75 | -2.96% | signal |
| 714 | short | 2026-07-17 08:00 @ 62,780.24 | 2026-07-17 12:00 @ 63,285.75 | 4h | −$24.21 | -0.90% | signal |
| 715 | short | 2026-07-17 14:00 @ 63,116.07 | 2026-07-17 20:00 @ 64,134.22 | 6h | −$45.62 | -1.71% | signal |
| 716 | short | 2026-07-17 22:00 @ 64,057.79 | 2026-07-18 06:00 @ 63,949.09 | 8h | $1.94 | +0.07% | signal |
| 717 | long | 2026-07-18 08:00 @ 63,992.80 | 2026-07-18 10:00 @ 63,948.31 | 2h | −$4.69 | -0.18% | signal |
| 718 | short | 2026-07-18 12:00 @ 64,020.39 | 2026-07-18 14:00 @ 64,094.02 | 2h | −$5.72 | -0.22% | signal |
| 719 | short | 2026-07-18 16:00 @ 64,077.18 | 2026-07-18 18:00 @ 64,462.89 | 2h | −$18.58 | -0.70% | signal |
| 720 | long | 2026-07-18 20:00 @ 64,539.31 | 2026-07-23 18:00 @ 64,641.47 | 4d 22h | −$0.19 | -0.01% | signal |
| 721 | long | 2026-07-23 20:00 @ 64,833.66 | 2026-07-25 06:00 @ 63,977.20 | 1d 10h | −$38.34 | -1.44% | signal |
| 722 | short | 2026-07-25 08:00 @ 63,960.21 | 2026-07-25 12:00 @ 64,044.01 | 4h | −$5.97 | -0.23% | signal |
| 723 | long | 2026-07-25 14:00 @ 64,149.63 | 2026-07-26 06:00 @ 64,373.12 | 16h | $6.44 | +0.24% | signal |
| 724 | short | 2026-07-26 08:00 @ 64,328.43 | 2026-07-26 16:00 @ 64,746.45 | 8h | −$19.68 | -0.74% | signal |
| 725 | short | 2026-07-26 18:00 @ 64,650.37 | 2026-07-26 22:00 @ 64,834.66 | 4h | −$10.17 | -0.39% | signal |
| 726 | long | 2026-07-27 00:00 @ 65,388.28 | 2026-07-27 16:00 @ 64,504.30 | 16h | −$38.59 | -1.46% | signal |
| 727 | long | 2026-07-27 18:00 @ 65,007.20 | 2026-07-28 00:00 @ 63,707.96 | 6h | −$55.10 | -2.10% | signal |
| 728 | short | 2026-07-28 02:00 @ 63,183.26 | 2026-08-04 12:00 @ 63,912.98 | 7d 10h | −$29.10 | -1.11% | signal |
| 729 | long | 2026-08-04 14:00 @ 63,676.43 | 2026-08-06 02:00 @ 64,547.19 | 1d 12h | $32.49 | +1.25% | signal |
| 730 | long | 2026-08-06 04:00 @ 64,509.20 | 2026-08-06 22:00 @ 64,399.02 | 18h | −$7.30 | -0.28% | signal |
| 731 | short | 2026-08-07 00:00 @ 64,287.04 | 2026-08-07 10:00 @ 64,822.06 | 10h | −$24.22 | -0.93% | signal |
| 732 | long | 2026-08-07 12:00 @ 65,009.20 | 2026-08-11 16:00 @ 63,572.58 | 4d 4h | −$61.88 | -2.37% | signal |
| 733 | short | 2026-08-11 18:00 @ 63,567.48 | 2026-08-11 22:00 @ 63,654.33 | 4h | −$6.13 | -0.24% | signal |
| 734 | short | 2026-08-12 00:00 @ 63,559.19 | 2026-08-12 02:00 @ 63,808.76 | 2h | −$12.50 | -0.48% | signal |
| 735 | short | 2026-08-12 04:00 @ 63,787.34 | 2026-08-12 12:00 @ 64,220.14 | 8h | −$19.92 | -0.77% | signal |
| 736 | short | 2026-08-12 14:00 @ 63,793.24 | 2026-08-18 06:00 @ 64,215.54 | 5d 16h | −$17.23 | -0.67% | signal |
| 737 | long | 2026-08-18 08:00 @ 64,183.63 | 2026-08-28 22:00 @ 77,326.53 | 10d 14h | $516.97 | +20.07% | signal |
| 738 | long | 2026-08-29 00:00 @ 77,821.46 | 2026-08-29 10:00 @ 77,603.48 | 10h | −$10.82 | -0.40% | signal |
| 739 | short | 2026-08-29 12:00 @ 77,547.89 | 2026-08-29 18:00 @ 78,088.61 | 6h | −$21.29 | -0.79% | signal |
| 740 | long | 2026-08-29 20:00 @ 78,170.53 | 2026-08-31 22:00 @ 78,533.89 | 2d 2h | $8.41 | +0.31% | end of data |
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.