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

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+15.28%-14.28%42826%
Validation2024-10-19 → 2025-09-25-8.07%-10.99%16530%
Out-of-sample2025-09-25 → 2026-08-31+1.87%-9.93%14625%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
740long2026-08-29 20:00 @ 78,170.532026-08-31 22:00 @ 78,533.892d 2h$8.41+0.31%end of data
739short2026-08-29 12:00 @ 77,547.892026-08-29 18:00 @ 78,088.616h−$21.29-0.79%signal
738long2026-08-29 00:00 @ 77,821.462026-08-29 10:00 @ 77,603.4810h−$10.82-0.40%signal
737long2026-08-18 08:00 @ 64,183.632026-08-28 22:00 @ 77,326.5310d 14h$516.97+20.07%signal
736short2026-08-12 14:00 @ 63,793.242026-08-18 06:00 @ 64,215.545d 16h−$17.23-0.67%signal
735short2026-08-12 04:00 @ 63,787.342026-08-12 12:00 @ 64,220.148h−$19.92-0.77%signal
734short2026-08-12 00:00 @ 63,559.192026-08-12 02:00 @ 63,808.762h−$12.50-0.48%signal
733short2026-08-11 18:00 @ 63,567.482026-08-11 22:00 @ 63,654.334h−$6.13-0.24%signal
732long2026-08-07 12:00 @ 65,009.202026-08-11 16:00 @ 63,572.584d 4h−$61.88-2.37%signal
731short2026-08-07 00:00 @ 64,287.042026-08-07 10:00 @ 64,822.0610h−$24.22-0.93%signal
730long2026-08-06 04:00 @ 64,509.202026-08-06 22:00 @ 64,399.0218h−$7.30-0.28%signal
729long2026-08-04 14:00 @ 63,676.432026-08-06 02:00 @ 64,547.191d 12h$32.49+1.25%signal
728short2026-07-28 02:00 @ 63,183.262026-08-04 12:00 @ 63,912.987d 10h−$29.10-1.11%signal
727long2026-07-27 18:00 @ 65,007.202026-07-28 00:00 @ 63,707.966h−$55.10-2.10%signal
726long2026-07-27 00:00 @ 65,388.282026-07-27 16:00 @ 64,504.3016h−$38.59-1.46%signal
725short2026-07-26 18:00 @ 64,650.372026-07-26 22:00 @ 64,834.664h−$10.17-0.39%signal
724short2026-07-26 08:00 @ 64,328.432026-07-26 16:00 @ 64,746.458h−$19.68-0.74%signal
723long2026-07-25 14:00 @ 64,149.632026-07-26 06:00 @ 64,373.1216h$6.44+0.24%signal
722short2026-07-25 08:00 @ 63,960.212026-07-25 12:00 @ 64,044.014h−$5.97-0.23%signal
721long2026-07-23 20:00 @ 64,833.662026-07-25 06:00 @ 63,977.201d 10h−$38.34-1.44%signal
720long2026-07-18 20:00 @ 64,539.312026-07-23 18:00 @ 64,641.474d 22h−$0.19-0.01%signal
719short2026-07-18 16:00 @ 64,077.182026-07-18 18:00 @ 64,462.892h−$18.58-0.70%signal
718short2026-07-18 12:00 @ 64,020.392026-07-18 14:00 @ 64,094.022h−$5.72-0.22%signal
717long2026-07-18 08:00 @ 63,992.802026-07-18 10:00 @ 63,948.312h−$4.69-0.18%signal
716short2026-07-17 22:00 @ 64,057.792026-07-18 06:00 @ 63,949.098h$1.94+0.07%signal
715short2026-07-17 14:00 @ 63,116.072026-07-17 20:00 @ 64,134.226h−$45.62-1.71%signal
714short2026-07-17 08:00 @ 62,780.242026-07-17 12:00 @ 63,285.754h−$24.21-0.90%signal
713long2026-07-14 18:00 @ 64,610.422026-07-17 06:00 @ 62,794.842d 12h−$79.75-2.96%signal
712short2026-07-14 04:00 @ 62,525.792026-07-14 16:00 @ 64,740.3512h−$99.09-3.64%signal
711short2026-07-13 14:00 @ 62,287.642026-07-14 02:00 @ 62,517.7012h−$12.30-0.45%signal
710long2026-07-03 02:00 @ 61,578.912026-07-13 12:00 @ 62,868.8210d 10h$48.17+1.78%signal
709short2026-07-02 22:00 @ 61,558.192026-07-03 00:00 @ 61,552.812h−$2.48-0.09%signal
708long2026-07-02 06:00 @ 60,492.102026-07-02 20:00 @ 61,440.1114h$39.36+1.46%signal
707short2026-06-22 16:00 @ 64,795.042026-07-02 04:00 @ 61,045.119d 12h$154.46+5.79%signal
706short2026-06-22 12:00 @ 64,611.282026-06-22 14:00 @ 65,561.012h−$42.03-1.57%signal
705long2026-06-22 08:00 @ 64,200.842026-06-22 10:00 @ 64,101.882h−$6.84-0.26%signal
704short2026-06-22 04:00 @ 63,922.312026-06-22 06:00 @ 64,232.342h−$15.69-0.59%signal
703short2026-06-21 10:00 @ 64,176.962026-06-22 02:00 @ 64,587.4116h−$19.59-0.73%signal
702long2026-06-20 16:00 @ 64,152.232026-06-21 08:00 @ 64,157.1716h−$2.61-0.10%signal
701long2026-06-20 10:00 @ 63,713.542026-06-20 14:00 @ 63,355.334h−$17.82-0.66%signal
700short2026-06-20 04:00 @ 63,427.812026-06-20 08:00 @ 63,637.734h−$11.62-0.43%signal
699short2026-06-19 06:00 @ 62,694.562026-06-20 02:00 @ 63,563.7120h−$39.93-1.48%signal
698short2026-06-19 02:00 @ 62,981.902026-06-19 04:00 @ 62,757.652h$6.93+0.26%signal
697long2026-06-18 22:00 @ 62,948.592026-06-19 00:00 @ 62,911.422h−$4.30-0.16%signal
696short2026-06-18 18:00 @ 62,566.682026-06-18 20:00 @ 62,937.892h−$18.79-0.69%signal
695long2026-06-12 18:00 @ 63,849.672026-06-18 16:00 @ 62,325.335d 22h−$67.40-2.47%signal
694short2026-06-12 12:00 @ 63,716.652026-06-12 16:00 @ 63,569.814h$3.56+0.13%signal
693short2026-06-12 04:00 @ 63,477.402026-06-12 10:00 @ 63,742.256h−$14.05-0.51%signal
692long2026-06-11 22:00 @ 63,500.002026-06-12 02:00 @ 63,390.224h−$7.41-0.27%signal
691short2026-06-11 16:00 @ 62,708.662026-06-11 20:00 @ 63,580.414h−$40.77-1.49%signal
690short2026-05-26 18:00 @ 75,894.422026-06-11 14:00 @ 63,058.7115d 20h$446.76+17.00%signal
689long2026-05-26 14:00 @ 77,214.642026-05-26 16:00 @ 76,462.902h−$28.28-1.07%signal
688short2026-05-26 10:00 @ 76,625.572026-05-26 12:00 @ 77,169.232h−$21.39-0.81%signal
687long2026-05-26 04:00 @ 76,644.332026-05-26 08:00 @ 76,669.664h−$1.77-0.07%signal
686long2026-05-25 16:00 @ 77,602.722026-05-26 02:00 @ 76,702.4610h−$33.62-1.27%signal
685short2026-05-15 16:00 @ 79,102.282026-05-25 14:00 @ 77,317.469d 22h$59.94+2.27%signal
684long2026-05-14 22:00 @ 81,368.272026-05-15 14:00 @ 78,712.0516h−$89.18-3.36%signal
683long2026-05-14 18:00 @ 81,636.322026-05-14 20:00 @ 81,357.532h−$11.74-0.44%signal
682short2026-05-12 18:00 @ 80,476.902026-05-14 16:00 @ 81,261.851d 22h−$28.17-1.06%signal
681long2026-05-04 16:00 @ 79,992.602026-05-12 16:00 @ 80,285.548d$7.80+0.29%signal
680long2026-05-02 02:00 @ 78,311.462026-05-04 14:00 @ 78,731.852d 12h$11.67+0.44%signal
679long2026-05-01 16:00 @ 78,411.082026-05-02 00:00 @ 78,176.268h−$10.56-0.40%signal
678short2026-04-29 18:00 @ 76,124.072026-05-01 14:00 @ 78,707.041d 20h−$94.34-3.51%signal
677long2026-04-29 04:00 @ 76,971.092026-04-29 16:00 @ 75,873.9212h−$41.07-1.52%signal
676short2026-04-29 00:00 @ 76,282.942026-04-29 02:00 @ 76,550.312h−$12.14-0.45%signal
675long2026-04-25 06:00 @ 77,491.302026-04-28 22:00 @ 76,306.243d 16h−$43.43-1.60%signal
674long2026-04-05 10:00 @ 67,009.502026-04-25 04:00 @ 77,613.4719d 18h$414.53+15.89%signal
673long2026-04-04 02:00 @ 66,833.362026-04-05 08:00 @ 66,774.041d 6h−$5.14-0.20%signal
672short2026-03-20 14:00 @ 69,817.032026-04-04 00:00 @ 66,943.3914d 10h$103.06+3.99%signal
671long2026-03-20 02:00 @ 70,384.872026-03-20 12:00 @ 70,425.9110h−$1.10-0.04%signal
670long2026-03-19 20:00 @ 70,247.052026-03-20 00:00 @ 69,873.424h−$16.35-0.63%signal
669short2026-03-19 16:00 @ 69,358.932026-03-19 18:00 @ 69,833.962h−$20.34-0.78%signal
668short2026-03-19 10:00 @ 70,448.912026-03-19 14:00 @ 69,880.174h$18.32+0.71%signal
667long2026-03-13 08:00 @ 71,599.522026-03-19 08:00 @ 70,130.976d−$55.62-2.14%signal
666short2026-03-12 00:00 @ 70,135.972026-03-13 06:00 @ 71,529.801d 6h−$55.26-2.11%signal
665long2026-03-09 06:00 @ 67,883.272026-03-11 22:00 @ 70,688.262d 16h$105.18+4.06%signal
664short2026-03-09 02:00 @ 66,136.872026-03-09 04:00 @ 67,178.732h−$43.60-1.68%signal
663long2026-03-08 22:00 @ 66,990.502026-03-09 00:00 @ 65,921.112h−$44.30-1.70%signal
662short2026-03-08 16:00 @ 67,161.172026-03-08 20:00 @ 67,312.464h−$8.58-0.33%signal
661long2026-03-02 16:00 @ 69,102.922026-03-08 14:00 @ 67,183.365d 22h−$75.86-2.88%signal
660short2026-02-27 14:00 @ 66,226.752026-03-02 14:00 @ 65,425.383d$29.17+1.11%signal
659long2026-02-26 20:00 @ 67,564.212026-02-27 12:00 @ 66,080.7816h−$60.37-2.29%signal
658long2026-02-25 20:00 @ 69,019.002026-02-26 18:00 @ 66,782.0422h−$88.97-3.34%signal
657short2026-02-21 06:00 @ 67,813.632026-02-25 18:00 @ 68,639.334d 12h−$34.78-1.30%signal
656long2026-02-20 06:00 @ 67,769.652026-02-21 04:00 @ 67,623.3722h−$8.58-0.32%signal
655short2026-02-19 10:00 @ 66,798.342026-02-20 04:00 @ 67,340.6718h−$24.39-0.91%signal
654long2026-02-19 06:00 @ 66,860.972026-02-19 08:00 @ 67,166.962h$9.57+0.36%signal
653short2026-02-17 04:00 @ 68,429.912026-02-19 04:00 @ 66,963.792d$54.73+2.05%signal
652short2026-02-15 20:00 @ 68,250.052026-02-17 02:00 @ 68,596.421d 6h−$16.19-0.61%signal
651long2026-02-15 16:00 @ 69,081.912026-02-15 18:00 @ 68,594.082h−$21.48-0.80%signal
650long2026-02-14 22:00 @ 69,910.382026-02-15 14:00 @ 68,893.4216h−$41.81-1.56%signal
649short2026-02-14 08:00 @ 69,168.262026-02-14 20:00 @ 69,862.8712h−$29.74-1.10%signal
648long2026-02-13 10:00 @ 66,937.782026-02-14 06:00 @ 68,724.4520h$68.68+2.57%signal
647short2026-01-29 08:00 @ 88,293.242026-02-13 08:00 @ 66,196.5415d$627.02+24.90%signal
646short2026-01-29 04:00 @ 87,985.602026-01-29 06:00 @ 88,166.932h−$7.72-0.31%signal
645long2026-01-28 12:00 @ 90,054.912026-01-29 02:00 @ 88,543.9914h−$45.25-1.79%signal
644short2026-01-20 10:00 @ 90,984.802026-01-28 10:00 @ 89,560.518d$40.22+1.60%signal
643long2026-01-13 22:00 @ 94,058.812026-01-20 08:00 @ 91,117.876d 10h−$83.78-3.30%signal
642short2026-01-12 12:00 @ 90,555.792026-01-13 20:00 @ 94,198.441d 8h−$105.41-4.10%signal
641long2026-01-12 04:00 @ 91,784.552026-01-12 10:00 @ 90,628.676h−$35.09-1.36%signal
640short2026-01-11 16:00 @ 90,815.832026-01-12 02:00 @ 91,388.1710h−$18.77-0.73%signal
639long2025-12-30 18:00 @ 88,347.872026-01-11 14:00 @ 90,793.7411d 20h$63.61+2.48%signal
638short2025-12-29 12:00 @ 87,511.592025-12-30 16:00 @ 88,984.591d 4h−$45.48-1.76%signal
637long2025-12-29 04:00 @ 90,109.522025-12-29 10:00 @ 88,050.596h−$62.06-2.39%signal
636short2025-12-27 08:00 @ 87,473.402025-12-29 02:00 @ 88,436.981d 18h−$30.32-1.17%signal
635short2025-12-26 22:00 @ 87,411.712025-12-27 06:00 @ 87,483.598h−$4.69-0.18%signal
634long2025-12-26 06:00 @ 88,972.492025-12-26 20:00 @ 87,436.2114h−$48.12-1.84%signal
633short2025-12-26 02:00 @ 87,369.222025-12-26 04:00 @ 88,813.962h−$46.06-1.75%signal
632long2025-12-24 20:00 @ 87,538.902025-12-26 00:00 @ 87,165.361d 4h−$14.43-0.55%signal
631short2025-12-24 06:00 @ 86,902.722025-12-24 18:00 @ 87,302.0612h−$14.36-0.55%signal
630long2025-12-23 06:00 @ 87,744.252025-12-24 04:00 @ 87,293.9422h−$16.61-0.63%signal
629short2025-12-22 20:00 @ 87,993.402025-12-23 04:00 @ 88,145.838h−$7.14-0.27%signal
628long2025-12-22 08:00 @ 89,145.632025-12-22 18:00 @ 89,253.1510h$0.25+0.01%signal
627short2025-12-15 04:00 @ 89,222.152025-12-22 06:00 @ 88,808.367d 2h$12.70+0.48%signal
626short2025-12-14 18:00 @ 88,742.952025-12-15 02:00 @ 89,206.848h−$16.44-0.62%signal
625long2025-12-13 08:00 @ 90,304.062025-12-14 16:00 @ 88,967.401d 8h−$42.51-1.60%signal
624short2025-12-12 16:00 @ 89,877.022025-12-13 06:00 @ 90,319.4614h−$15.63-0.59%signal
623long2025-12-12 08:00 @ 92,407.982025-12-12 14:00 @ 92,243.256h−$7.51-0.28%signal
622short2025-12-10 16:00 @ 92,003.402025-12-12 06:00 @ 92,423.381d 14h−$14.35-0.54%signal
621long2025-12-08 10:00 @ 91,883.672025-12-10 14:00 @ 92,036.092d 4h$1.20+0.05%signal
620short2025-12-08 00:00 @ 90,327.332025-12-08 08:00 @ 91,538.108h−$38.47-1.44%signal
619long2025-12-07 20:00 @ 91,398.082025-12-07 22:00 @ 90,171.162h−$38.61-1.44%signal
618short2025-12-05 16:00 @ 90,395.822025-12-07 18:00 @ 90,922.382d 2h−$17.91-0.67%signal
617long2025-12-05 12:00 @ 91,326.262025-12-05 14:00 @ 90,415.512h−$29.50-1.10%signal
616long2025-12-02 16:00 @ 90,827.362025-12-05 10:00 @ 91,068.182d 18h$3.72+0.14%signal
615short2025-12-02 08:00 @ 86,947.612025-12-02 14:00 @ 87,708.746h−$26.23-0.97%signal
614long2025-12-02 00:00 @ 86,258.752025-12-02 06:00 @ 86,951.216h$18.93+0.70%signal
613short2025-12-01 06:00 @ 85,949.612025-12-01 22:00 @ 86,397.3816h−$16.62-0.62%signal
612long2025-11-28 06:00 @ 91,595.022025-12-01 04:00 @ 86,301.842d 22h−$161.38-5.90%signal
611short2025-11-27 14:00 @ 90,795.442025-11-28 04:00 @ 91,186.2314h−$14.36-0.52%signal
610long2025-11-27 06:00 @ 90,950.192025-11-27 12:00 @ 91,316.636h$8.22+0.30%signal
609short2025-11-12 20:00 @ 101,225.052025-11-27 04:00 @ 91,067.5114d 8h$270.65+10.14%signal
608long2025-11-12 06:00 @ 103,370.672025-11-12 18:00 @ 101,679.6612h−$46.69-1.74%signal
607short2025-11-11 06:00 @ 105,182.362025-11-12 04:00 @ 103,287.8522h$45.58+1.71%signal
606short2025-11-01 06:00 @ 110,065.682025-11-11 04:00 @ 106,428.689d 22h$89.41+3.38%signal
605short2025-10-31 16:00 @ 110,138.072025-11-01 04:00 @ 110,216.6412h−$4.01-0.15%signal
604long2025-10-31 12:00 @ 110,397.782025-10-31 14:00 @ 110,098.782h−$9.83-0.37%signal
603short2025-10-31 04:00 @ 109,164.462025-10-31 10:00 @ 109,835.266h−$18.71-0.70%signal
602short2025-10-30 16:00 @ 107,648.972025-10-31 02:00 @ 109,607.2210h−$51.13-1.92%signal
601long2025-10-29 06:00 @ 113,009.602025-10-30 14:00 @ 107,560.681d 8h−$133.24-4.93%signal
600long2025-10-24 06:00 @ 111,215.342025-10-29 04:00 @ 112,437.114d 22h$24.95+0.93%signal
599short2025-10-23 20:00 @ 110,115.872025-10-24 04:00 @ 110,421.988h−$10.11-0.37%signal
598short2025-10-21 22:00 @ 110,750.352025-10-23 18:00 @ 111,197.841d 20h−$13.10-0.49%signal
597short2025-10-10 18:00 @ 117,567.282025-10-21 20:00 @ 111,743.0411d 2h$128.77+4.83%signal
596long2025-09-30 12:00 @ 113,026.302025-10-10 16:00 @ 118,941.4110d 4h$129.27+4.90%signal
595long2025-09-29 20:00 @ 114,227.742025-09-30 10:00 @ 112,720.5514h−$37.76-1.43%signal
594short2025-09-21 12:00 @ 115,536.192025-09-29 18:00 @ 114,022.908d 6h$34.72+1.32%signal
593long2025-09-21 08:00 @ 115,795.952025-09-21 10:00 @ 115,602.972h−$7.10-0.27%signal
592short2025-09-20 22:00 @ 115,701.062025-09-21 06:00 @ 115,647.028h−$1.55-0.06%signal
591long2025-09-20 16:00 @ 115,951.592025-09-20 20:00 @ 115,613.474h−$10.32-0.39%signal
590short2025-09-20 08:00 @ 115,886.722025-09-20 14:00 @ 115,882.176h−$2.54-0.10%signal
589long2025-09-19 20:00 @ 115,105.422025-09-20 06:00 @ 115,632.1710h$9.34+0.35%signal
588long2025-09-10 04:00 @ 111,521.202025-09-19 18:00 @ 115,467.809d 14h$85.97+3.28%signal
587long2025-09-05 22:00 @ 110,566.112025-09-10 02:00 @ 110,933.614d 4h$4.03+0.15%signal
586short2025-09-05 18:00 @ 110,544.992025-09-05 20:00 @ 111,572.312h−$27.03-1.03%signal
585long2025-09-05 14:00 @ 113,051.012025-09-05 16:00 @ 110,651.972h−$58.62-2.22%signal
584long2025-09-05 10:00 @ 112,275.252025-09-05 12:00 @ 112,277.142h−$2.60-0.10%signal
583short2025-09-04 06:00 @ 110,591.182025-09-05 08:00 @ 112,922.581d 2h−$58.11-2.19%signal
582long2025-09-03 16:00 @ 112,190.932025-09-04 04:00 @ 111,084.8812h−$29.00-1.09%signal
581short2025-09-03 10:00 @ 111,238.952025-09-03 14:00 @ 111,431.684h−$7.28-0.27%signal
580long2025-09-02 16:00 @ 110,812.062025-09-03 08:00 @ 111,019.1916h$2.12+0.08%signal
579short2025-09-02 12:00 @ 109,676.662025-09-02 14:00 @ 111,135.622h−$38.24-1.43%signal
578short2025-08-17 18:00 @ 117,822.732025-09-02 10:00 @ 110,430.0815d 16h$169.92+6.46%signal
577long2025-08-17 00:00 @ 117,353.272025-08-17 16:00 @ 118,167.3616h$15.24+0.58%signal
576long2025-08-08 10:00 @ 116,652.232025-08-16 22:00 @ 117,376.328d 12h$7.92+0.30%signal
575short2025-07-31 20:00 @ 116,695.562025-08-08 08:00 @ 116,795.357d 12h−$1.99-0.08%signal
574short2025-07-31 14:00 @ 118,482.402025-07-31 18:00 @ 117,735.744h$14.17+0.54%signal
573long2025-07-31 08:00 @ 118,647.722025-07-31 12:00 @ 118,307.234h−$10.41-0.40%signal
572short2025-07-31 04:00 @ 118,405.312025-07-31 06:00 @ 118,343.662h−$1.26-0.05%signal
571short2025-07-29 22:00 @ 117,531.592025-07-31 02:00 @ 118,048.711d 4h−$13.25-0.50%signal
570long2025-07-29 06:00 @ 118,789.752025-07-29 20:00 @ 117,462.0014h−$32.60-1.24%signal
569short2025-07-28 18:00 @ 117,626.372025-07-29 04:00 @ 118,769.3510h−$28.07-1.06%signal
568long2025-07-27 06:00 @ 118,281.952025-07-28 16:00 @ 118,129.271d 10h−$7.12-0.27%signal
567short2025-07-26 22:00 @ 117,989.602025-07-27 04:00 @ 118,185.536h−$6.78-0.26%signal
566short2025-07-26 16:00 @ 118,087.482025-07-26 20:00 @ 118,232.744h−$5.64-0.21%signal
565short2025-07-25 04:00 @ 115,361.622025-07-26 14:00 @ 118,123.021d 10h−$65.38-2.45%signal
564long2025-07-25 00:00 @ 118,318.062025-07-25 02:00 @ 117,311.132h−$25.65-0.96%signal
563long2025-07-24 16:00 @ 119,097.912025-07-24 22:00 @ 118,461.706h−$17.22-0.64%signal
562short2025-07-24 04:00 @ 118,427.912025-07-24 14:00 @ 118,194.8310h$2.86+0.11%signal
561short2025-07-24 00:00 @ 118,689.662025-07-24 02:00 @ 119,084.012h−$11.31-0.42%signal
560long2025-07-23 16:00 @ 118,554.612025-07-23 22:00 @ 118,120.276h−$12.76-0.48%signal
559long2025-07-22 18:00 @ 119,219.842025-07-23 14:00 @ 117,313.2320h−$46.25-1.72%signal
558short2025-07-21 14:00 @ 118,782.042025-07-22 16:00 @ 118,923.581d 2h−$5.10-0.19%signal
557long2025-07-21 10:00 @ 118,703.742025-07-21 12:00 @ 118,021.292h−$18.20-0.67%signal
556short2025-07-21 02:00 @ 117,239.352025-07-21 08:00 @ 119,376.176h−$52.13-1.92%signal
555long2025-07-20 00:00 @ 117,837.862025-07-21 00:00 @ 117,192.661d−$18.39-0.68%signal
554long2025-07-19 02:00 @ 118,033.602025-07-19 22:00 @ 117,642.4720h−$12.26-0.45%signal
553short2025-07-18 20:00 @ 117,338.232025-07-19 00:00 @ 117,920.084h−$16.23-0.60%signal
552long2025-07-07 22:00 @ 108,137.722025-07-18 18:00 @ 117,556.4810d 20h$221.43+8.30%signal
551short2025-07-07 18:00 @ 107,878.422025-07-07 20:00 @ 108,021.502h−$6.21-0.23%signal
550long2025-06-25 02:00 @ 106,348.472025-07-07 16:00 @ 108,227.2512d 14h$41.32+1.55%signal
549short2025-06-20 18:00 @ 103,195.962025-06-25 00:00 @ 106,056.114d 6h−$75.99-2.84%signal
548long2025-06-20 12:00 @ 105,949.892025-06-20 16:00 @ 104,147.674h−$48.40-1.80%signal
547short2025-06-17 06:00 @ 107,055.582025-06-20 10:00 @ 105,918.983d 4h$26.65+0.99%signal
546long2025-06-17 02:00 @ 107,154.632025-06-17 04:00 @ 107,531.792h$6.75+0.25%signal
545long2025-06-16 08:00 @ 107,045.202025-06-17 00:00 @ 106,728.7516h−$10.82-0.40%signal
544short2025-06-16 04:00 @ 105,844.432025-06-16 06:00 @ 106,541.302h−$20.40-0.76%signal
543short2025-06-15 22:00 @ 104,723.752025-06-16 02:00 @ 105,777.554h−$29.81-1.11%signal
542long2025-06-15 18:00 @ 105,662.032025-06-15 20:00 @ 105,230.852h−$13.71-0.51%signal
541short2025-06-15 08:00 @ 105,353.132025-06-15 16:00 @ 105,547.018h−$7.64-0.28%signal

How this was run

Orders fill at the next bar’s open, never at the close that produced the signal. When one bar’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.

Warmup history was loaded from before 2022-01-01 so the requested window is fully tradable.

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