[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 |
|---|---|---|---|---|---|---|---|
| 540 | short | 2025-06-15 04:00 @ 105,404.51 | 2025-06-15 06:00 @ 106,052.31 | 2h | −$19.34 | -0.71% | signal |
| 539 | long | 2025-06-15 00:00 @ 105,380.87 | 2025-06-15 02:00 @ 105,340.73 | 2h | −$3.64 | -0.13% | signal |
| 538 | short | 2025-06-14 18:00 @ 104,534.69 | 2025-06-14 22:00 @ 105,290.05 | 4h | −$22.32 | -0.82% | signal |
| 537 | long | 2025-06-13 08:00 @ 104,852.37 | 2025-06-14 16:00 @ 104,762.44 | 1d 8h | −$5.30 | -0.20% | signal |
| 536 | short | 2025-06-13 04:00 @ 104,213.05 | 2025-06-13 06:00 @ 103,971.59 | 2h | $3.58 | +0.13% | signal |
| 535 | long | 2025-06-07 08:00 @ 104,834.66 | 2025-06-13 02:00 @ 103,694.26 | 5d 18h | −$34.12 | -1.25% | signal |
| 534 | short | 2025-05-29 14:00 @ 107,547.59 | 2025-06-07 06:00 @ 104,844.46 | 8d 16h | $67.24 | +2.49% | signal |
| 533 | long | 2025-05-29 10:00 @ 108,493.99 | 2025-05-29 12:00 @ 108,718.25 | 2h | $2.88 | +0.11% | signal |
| 532 | long | 2025-05-29 06:00 @ 107,653.23 | 2025-05-29 08:00 @ 107,817.93 | 2h | $1.43 | +0.05% | signal |
| 531 | long | 2025-05-19 18:00 @ 105,349.47 | 2025-05-29 04:00 @ 107,974.90 | 9d 10h | $59.12 | +2.20% | signal |
| 530 | short | 2025-05-19 06:00 @ 102,970.10 | 2025-05-19 16:00 @ 104,761.45 | 10h | −$49.55 | -1.83% | signal |
| 529 | long | 2025-05-19 00:00 @ 106,428.78 | 2025-05-19 04:00 @ 103,548.79 | 4h | −$76.46 | -2.81% | signal |
| 528 | long | 2025-05-18 14:00 @ 104,729.04 | 2025-05-18 22:00 @ 104,110.37 | 8h | −$19.09 | -0.70% | signal |
| 527 | long | 2025-05-18 06:00 @ 103,618.52 | 2025-05-18 12:00 @ 103,748.25 | 6h | $0.52 | +0.02% | signal |
| 526 | short | 2025-05-17 16:00 @ 102,879.52 | 2025-05-18 04:00 @ 103,264.95 | 12h | −$12.75 | -0.47% | signal |
| 525 | long | 2025-05-17 12:00 @ 102,964.69 | 2025-05-17 14:00 @ 102,645.67 | 2h | −$11.19 | -0.41% | signal |
| 524 | long | 2025-05-17 04:00 @ 103,485.29 | 2025-05-17 10:00 @ 102,830.83 | 6h | −$20.12 | -0.74% | signal |
| 523 | long | 2025-05-07 00:00 @ 96,818.26 | 2025-05-17 02:00 @ 102,757.84 | 10d 2h | $157.52 | +5.84% | signal |
| 522 | long | 2025-05-06 20:00 @ 94,929.78 | 2025-05-06 22:00 @ 94,618.97 | 2h | −$11.53 | -0.43% | signal |
| 521 | short | 2025-05-06 10:00 @ 94,160.66 | 2025-05-06 18:00 @ 94,489.79 | 8h | −$12.13 | -0.45% | signal |
| 520 | long | 2025-05-06 04:00 @ 94,437.28 | 2025-05-06 08:00 @ 94,331.13 | 4h | −$5.74 | -0.21% | signal |
| 519 | short | 2025-05-05 22:00 @ 94,654.57 | 2025-05-06 02:00 @ 94,273.65 | 4h | $8.23 | +0.30% | signal |
| 518 | long | 2025-05-05 18:00 @ 94,477.49 | 2025-05-05 20:00 @ 94,276.34 | 2h | −$8.46 | -0.31% | signal |
| 517 | long | 2025-05-05 04:00 @ 94,020.00 | 2025-05-05 16:00 @ 93,707.25 | 12h | −$11.81 | -0.44% | signal |
| 516 | long | 2025-04-20 20:00 @ 84,625.82 | 2025-05-05 02:00 @ 93,861.32 | 14d 6h | $285.94 | +10.85% | signal |
| 515 | short | 2025-04-20 10:00 @ 84,483.10 | 2025-04-20 18:00 @ 84,556.81 | 8h | −$5.00 | -0.19% | signal |
| 514 | long | 2025-04-12 16:00 @ 84,991.09 | 2025-04-20 08:00 @ 84,719.65 | 7d 16h | −$13.51 | -0.51% | signal |
| 513 | short | 2025-04-12 06:00 @ 83,282.64 | 2025-04-12 14:00 @ 84,429.88 | 8h | −$39.02 | -1.47% | signal |
| 512 | short | 2025-04-12 02:00 @ 83,164.96 | 2025-04-12 04:00 @ 82,956.89 | 2h | $3.98 | +0.15% | signal |
| 511 | short | 2025-04-11 20:00 @ 83,792.74 | 2025-04-12 00:00 @ 83,394.98 | 4h | $9.92 | +0.37% | signal |
| 510 | short | 2025-04-11 16:00 @ 82,470.30 | 2025-04-11 18:00 @ 83,904.98 | 2h | −$48.84 | -1.84% | signal |
| 509 | short | 2025-04-06 16:00 @ 82,480.90 | 2025-04-11 14:00 @ 82,894.18 | 4d 22h | −$14.65 | -0.55% | signal |
| 508 | long | 2025-04-06 02:00 @ 83,413.28 | 2025-04-06 14:00 @ 82,239.65 | 12h | −$40.40 | -1.51% | signal |
| 507 | short | 2025-03-29 08:00 @ 83,679.36 | 2025-04-06 00:00 @ 83,522.80 | 7d 16h | $4.71 | +0.18% | signal |
| 506 | long | 2025-03-29 02:00 @ 84,256.95 | 2025-03-29 06:00 @ 83,959.60 | 4h | −$12.11 | -0.45% | signal |
| 505 | short | 2025-03-28 18:00 @ 83,956.01 | 2025-03-29 00:00 @ 84,397.68 | 6h | −$16.78 | -0.63% | signal |
| 504 | long | 2025-03-23 14:00 @ 85,053.71 | 2025-03-28 16:00 @ 83,994.20 | 5d 2h | −$36.33 | -1.35% | signal |
| 503 | short | 2025-03-23 02:00 @ 84,006.50 | 2025-03-23 12:00 @ 84,668.33 | 10h | −$23.93 | -0.89% | signal |
| 502 | long | 2025-03-22 22:00 @ 83,994.40 | 2025-03-23 00:00 @ 83,788.14 | 2h | −$9.31 | -0.35% | signal |
| 501 | short | 2025-03-22 16:00 @ 84,056.59 | 2025-03-22 20:00 @ 84,151.33 | 4h | −$5.60 | -0.21% | signal |
| 500 | long | 2025-03-22 12:00 @ 84,207.64 | 2025-03-22 14:00 @ 84,123.27 | 2h | −$5.40 | -0.20% | signal |
| 499 | short | 2025-03-22 06:00 @ 84,264.44 | 2025-03-22 10:00 @ 84,332.66 | 4h | −$4.93 | -0.18% | signal |
| 498 | long | 2025-03-17 06:00 @ 83,105.42 | 2025-03-22 04:00 @ 84,197.26 | 4d 22h | $31.41 | +1.17% | signal |
| 497 | short | 2025-03-12 04:00 @ 82,081.78 | 2025-03-17 04:00 @ 83,657.83 | 5d | −$54.01 | -2.00% | signal |
| 496 | short | 2025-03-09 12:00 @ 84,973.00 | 2025-03-12 02:00 @ 83,281.15 | 2d 14h | $51.88 | +1.93% | signal |
| 495 | long | 2025-03-05 18:00 @ 89,668.13 | 2025-03-09 10:00 @ 85,515.79 | 3d 16h | −$129.49 | -4.75% | signal |
| 494 | long | 2025-03-05 14:00 @ 89,440.38 | 2025-03-05 16:00 @ 88,294.84 | 2h | −$37.74 | -1.38% | signal |
| 493 | short | 2025-02-21 22:00 @ 95,347.33 | 2025-03-05 12:00 @ 89,795.56 | 11d 14h | $156.81 | +5.82% | signal |
| 492 | long | 2025-02-20 20:00 @ 98,389.57 | 2025-02-21 20:00 @ 95,228.35 | 1d | −$90.05 | -3.31% | signal |
| 491 | short | 2025-02-20 08:00 @ 96,806.33 | 2025-02-20 18:00 @ 97,934.88 | 10h | −$34.23 | -1.26% | signal |
| 490 | long | 2025-02-19 14:00 @ 96,266.75 | 2025-02-20 06:00 @ 96,850.63 | 16h | $13.47 | +0.49% | signal |
| 489 | short | 2025-02-19 10:00 @ 95,875.82 | 2025-02-19 12:00 @ 96,411.28 | 2h | −$17.97 | -0.66% | signal |
| 488 | short | 2025-02-17 18:00 @ 95,415.01 | 2025-02-19 08:00 @ 95,659.63 | 1d 14h | −$8.73 | -0.32% | signal |
| 487 | long | 2025-02-17 14:00 @ 96,384.27 | 2025-02-17 16:00 @ 95,586.38 | 2h | −$25.37 | -0.93% | signal |
| 486 | long | 2025-02-17 06:00 @ 96,217.74 | 2025-02-17 12:00 @ 95,999.10 | 6h | −$9.13 | -0.33% | signal |
| 485 | long | 2025-02-17 02:00 @ 96,482.99 | 2025-02-17 04:00 @ 96,152.17 | 2h | −$12.14 | -0.44% | signal |
| 484 | long | 2025-02-16 22:00 @ 97,153.13 | 2025-02-17 00:00 @ 96,047.79 | 2h | −$34.02 | -1.24% | signal |
| 483 | short | 2025-02-16 16:00 @ 96,830.63 | 2025-02-16 20:00 @ 97,040.80 | 4h | −$8.62 | -0.31% | signal |
| 482 | long | 2025-02-15 08:00 @ 97,331.86 | 2025-02-16 14:00 @ 96,786.84 | 1d 6h | −$18.48 | -0.67% | signal |
| 481 | short | 2025-02-15 02:00 @ 97,733.65 | 2025-02-15 06:00 @ 97,579.41 | 4h | $1.60 | +0.06% | signal |
| 480 | long | 2025-02-14 20:00 @ 97,917.98 | 2025-02-15 00:00 @ 97,425.71 | 4h | −$16.63 | -0.60% | signal |
| 479 | short | 2025-02-14 16:00 @ 96,867.12 | 2025-02-14 18:00 @ 98,507.50 | 2h | −$49.55 | -1.79% | signal |
| 478 | long | 2025-02-14 10:00 @ 97,081.41 | 2025-02-14 14:00 @ 96,721.25 | 4h | −$13.07 | -0.47% | signal |
| 477 | short | 2025-02-13 00:00 @ 97,796.74 | 2025-02-14 08:00 @ 96,909.28 | 1d 8h | $22.90 | +0.83% | signal |
| 476 | short | 2025-02-11 06:00 @ 98,359.22 | 2025-02-12 22:00 @ 97,629.52 | 1d 16h | $18.19 | +0.66% | signal |
| 475 | long | 2025-02-10 16:00 @ 97,207.14 | 2025-02-11 04:00 @ 97,545.89 | 12h | $6.54 | +0.24% | signal |
| 474 | short | 2025-02-10 12:00 @ 97,607.77 | 2025-02-10 14:00 @ 98,194.94 | 2h | −$19.43 | -0.70% | signal |
| 473 | short | 2025-02-04 06:00 @ 98,798.54 | 2025-02-10 10:00 @ 97,649.63 | 6d 4h | $31.25 | +1.13% | signal |
| 472 | long | 2025-02-03 22:00 @ 101,763.65 | 2025-02-04 04:00 @ 100,577.08 | 6h | −$35.12 | -1.27% | signal |
| 471 | short | 2025-01-31 20:00 @ 102,255.24 | 2025-02-03 20:00 @ 101,852.27 | 3d | $9.55 | +0.35% | signal |
| 470 | long | 2025-01-31 10:00 @ 104,242.74 | 2025-01-31 18:00 @ 104,517.99 | 8h | $4.26 | +0.15% | signal |
| 469 | short | 2025-01-31 06:00 @ 104,253.85 | 2025-01-31 08:00 @ 104,180.83 | 2h | −$0.83 | -0.03% | signal |
| 468 | long | 2025-01-30 04:00 @ 105,176.63 | 2025-01-31 04:00 @ 104,265.74 | 1d | −$27.35 | -0.99% | signal |
| 467 | short | 2025-01-29 00:00 @ 101,259.44 | 2025-01-30 02:00 @ 104,242.74 | 1d 2h | −$84.10 | -3.01% | signal |
| 466 | long | 2025-01-28 18:00 @ 102,545.81 | 2025-01-28 22:00 @ 100,278.64 | 4h | −$64.92 | -2.31% | signal |
| 465 | long | 2025-01-28 12:00 @ 102,738.44 | 2025-01-28 16:00 @ 102,710.05 | 4h | −$3.59 | -0.13% | signal |
| 464 | short | 2025-01-28 08:00 @ 102,733.75 | 2025-01-28 10:00 @ 102,945.69 | 2h | −$8.52 | -0.30% | signal |
| 463 | short | 2025-01-26 18:00 @ 104,884.22 | 2025-01-28 06:00 @ 102,989.69 | 1d 12h | $48.44 | +1.73% | signal |
| 462 | long | 2025-01-25 14:00 @ 104,679.63 | 2025-01-26 16:00 @ 104,899.02 | 1d 2h | $2.33 | +0.08% | signal |
| 461 | short | 2025-01-25 10:00 @ 104,303.04 | 2025-01-25 12:00 @ 104,647.83 | 2h | −$12.08 | -0.43% | signal |
| 460 | long | 2025-01-15 14:00 @ 98,935.88 | 2025-01-25 08:00 @ 104,328.53 | 9d 18h | $141.29 | +5.10% | signal |
| 459 | long | 2025-01-15 10:00 @ 96,796.46 | 2025-01-15 12:00 @ 96,706.15 | 2h | −$5.35 | -0.19% | signal |
| 458 | short | 2025-01-09 10:00 @ 93,453.41 | 2025-01-15 08:00 @ 97,273.15 | 5d 22h | −$114.81 | -4.10% | signal |
| 457 | long | 2025-01-09 06:00 @ 94,447.89 | 2025-01-09 08:00 @ 93,157.86 | 2h | −$41.15 | -1.47% | signal |
| 456 | long | 2025-01-03 00:00 @ 96,986.99 | 2025-01-09 04:00 @ 93,966.20 | 6d 4h | −$95.86 | -3.38% | signal |
| 455 | short | 2024-12-31 20:00 @ 94,136.97 | 2025-01-02 22:00 @ 97,199.44 | 2d 2h | −$94.10 | -3.29% | signal |
| 454 | long | 2024-12-31 16:00 @ 95,408.38 | 2024-12-31 18:00 @ 94,063.98 | 2h | −$43.53 | -1.52% | signal |
| 453 | short | 2024-12-31 12:00 @ 94,183.56 | 2024-12-31 14:00 @ 95,586.51 | 2h | −$45.78 | -1.59% | signal |
| 452 | short | 2024-12-28 02:00 @ 94,491.70 | 2024-12-31 10:00 @ 94,027.20 | 3d 8h | $13.54 | +0.47% | signal |
| 451 | short | 2024-12-27 16:00 @ 94,520.99 | 2024-12-28 00:00 @ 94,277.75 | 8h | $4.81 | +0.17% | signal |
| 450 | short | 2024-12-19 18:00 @ 98,791.04 | 2024-12-27 14:00 @ 96,404.38 | 7d 20h | $72.19 | +2.53% | signal |
| 449 | long | 2024-12-13 10:00 @ 100,091.11 | 2024-12-19 16:00 @ 100,610.97 | 6d 6h | $6.90 | +0.24% | signal |
| 448 | short | 2024-12-12 18:00 @ 101,579.78 | 2024-12-13 08:00 @ 100,119.92 | 14h | $38.34 | +1.35% | signal |
| 447 | long | 2024-12-10 22:00 @ 96,889.97 | 2024-12-12 16:00 @ 101,754.74 | 1d 18h | $136.80 | +4.87% | signal |
| 446 | short | 2024-12-10 18:00 @ 94,486.40 | 2024-12-10 20:00 @ 95,882.07 | 2h | −$44.52 | -1.58% | signal |
| 445 | long | 2024-12-10 06:00 @ 97,002.40 | 2024-12-10 16:00 @ 95,655.67 | 10h | −$42.42 | -1.50% | signal |
| 444 | long | 2024-12-03 16:00 @ 95,763.85 | 2024-12-10 04:00 @ 96,938.51 | 6d 12h | $18.57 | +0.66% | signal |
| 443 | long | 2024-12-03 06:00 @ 96,234.54 | 2024-12-03 14:00 @ 93,756.25 | 8h | −$76.83 | -2.70% | signal |
| 442 | short | 2024-12-02 10:00 @ 95,526.29 | 2024-12-03 04:00 @ 96,156.03 | 18h | −$20.92 | -0.73% | signal |
| 441 | long | 2024-12-02 04:00 @ 96,569.21 | 2024-12-02 08:00 @ 96,034.29 | 4h | −$18.67 | -0.65% | signal |
| 440 | short | 2024-11-28 18:00 @ 94,908.31 | 2024-12-02 02:00 @ 98,099.02 | 3d 8h | −$94.96 | -3.30% | signal |
| 439 | long | 2024-11-27 08:00 @ 93,670.03 | 2024-11-28 16:00 @ 95,048.29 | 1d 8h | $37.86 | +1.32% | signal |
| 438 | long | 2024-11-27 00:00 @ 92,039.90 | 2024-11-27 06:00 @ 92,812.13 | 6h | $20.27 | +0.71% | signal |
| 437 | long | 2024-11-06 06:00 @ 74,796.46 | 2024-11-26 22:00 @ 91,745.45 | 20d 16h | $582.39 | +21.41% | signal |
| 436 | short | 2024-11-04 20:00 @ 67,832.03 | 2024-11-06 04:00 @ 74,381.97 | 1d 8h | −$271.00 | -9.72% | signal |
| 435 | long | 2024-10-28 22:00 @ 69,784.05 | 2024-11-04 18:00 @ 67,799.54 | 6d 20h | −$88.63 | -3.15% | signal |
| 434 | short | 2024-10-25 20:00 @ 66,812.33 | 2024-10-28 20:00 @ 69,663.93 | 3d | −$121.83 | -4.29% | signal |
| 433 | long | 2024-10-24 16:00 @ 67,686.23 | 2024-10-25 18:00 @ 66,794.34 | 1d 2h | −$41.54 | -1.46% | signal |
| 432 | short | 2024-10-23 14:00 @ 66,767.24 | 2024-10-24 14:00 @ 67,896.28 | 1d | −$50.46 | -1.76% | signal |
| 431 | long | 2024-10-23 10:00 @ 66,506.40 | 2024-10-23 12:00 @ 66,392.82 | 2h | −$7.76 | -0.27% | signal |
| 430 | long | 2024-10-23 04:00 @ 67,071.21 | 2024-10-23 08:00 @ 66,824.63 | 4h | −$13.41 | -0.47% | signal |
| 429 | long | 2024-10-11 12:00 @ 61,152.33 | 2024-10-23 02:00 @ 67,321.03 | 11d 14h | $270.74 | +9.66% | signal |
| 428 | short | 2024-10-11 04:00 @ 60,560.49 | 2024-10-11 10:00 @ 61,059.51 | 6h | −$26.01 | -0.93% | signal |
| 427 | short | 2024-10-10 16:00 @ 60,757.85 | 2024-10-11 02:00 @ 60,555.81 | 10h | $6.87 | +0.24% | signal |
| 426 | long | 2024-10-10 10:00 @ 60,919.08 | 2024-10-10 14:00 @ 60,898.02 | 4h | −$3.78 | -0.13% | signal |
| 425 | short | 2024-10-09 22:00 @ 60,854.53 | 2024-10-10 08:00 @ 60,883.27 | 10h | −$4.08 | -0.15% | signal |
| 424 | long | 2024-10-09 08:00 @ 62,255.45 | 2024-10-09 20:00 @ 61,001.40 | 12h | −$60.03 | -2.13% | signal |
| 423 | short | 2024-10-01 16:00 @ 62,601.28 | 2024-10-09 06:00 @ 62,512.60 | 7d 14h | $3.79 | +0.13% | signal |
| 422 | long | 2024-10-01 04:00 @ 63,719.94 | 2024-10-01 14:00 @ 62,826.33 | 10h | −$42.82 | -1.51% | signal |
| 421 | short | 2024-10-01 00:00 @ 63,296.34 | 2024-10-01 02:00 @ 63,459.89 | 2h | −$9.88 | -0.35% | signal |
| 420 | short | 2024-09-30 18:00 @ 63,661.27 | 2024-09-30 22:00 @ 63,691.54 | 4h | −$4.19 | -0.15% | signal |
| 419 | long | 2024-09-12 16:00 @ 57,483.69 | 2024-09-30 16:00 @ 63,522.99 | 18d | $281.95 | +10.19% | signal |
| 418 | long | 2024-09-12 12:00 @ 58,043.31 | 2024-09-12 14:00 @ 57,584.18 | 2h | −$24.69 | -0.89% | signal |
| 417 | long | 2024-09-11 18:00 @ 57,672.53 | 2024-09-12 10:00 @ 57,979.90 | 16h | $12.05 | +0.44% | signal |
| 416 | short | 2024-08-29 18:00 @ 60,489.00 | 2024-09-11 16:00 @ 56,687.34 | 12d 22h | $168.35 | +6.17% | signal |
| 415 | short | 2024-08-28 18:00 @ 58,608.38 | 2024-08-29 16:00 @ 60,763.05 | 22h | −$104.09 | -3.78% | signal |
| 414 | long | 2024-08-28 10:00 @ 60,178.33 | 2024-08-28 16:00 @ 58,951.61 | 6h | −$59.16 | -2.14% | signal |
| 413 | long | 2024-08-28 06:00 @ 59,278.85 | 2024-08-28 08:00 @ 58,567.28 | 2h | −$36.09 | -1.30% | signal |
| 412 | short | 2024-08-28 00:00 @ 59,372.52 | 2024-08-28 04:00 @ 59,609.22 | 4h | −$14.06 | -0.51% | signal |
| 411 | long | 2024-08-22 02:00 @ 60,952.19 | 2024-08-27 22:00 @ 60,367.52 | 5d 20h | −$29.88 | -1.07% | signal |
| 410 | long | 2024-08-21 22:00 @ 61,218.64 | 2024-08-22 00:00 @ 61,107.78 | 2h | −$7.84 | -0.28% | signal |
| 409 | short | 2024-08-21 04:00 @ 59,278.44 | 2024-08-21 20:00 @ 61,550.41 | 16h | −$110.86 | -3.93% | signal |
| 408 | long | 2024-08-20 22:00 @ 59,266.85 | 2024-08-21 02:00 @ 59,239.65 | 4h | −$3.92 | -0.14% | signal |
| 407 | short | 2024-08-20 18:00 @ 58,995.60 | 2024-08-20 20:00 @ 59,494.40 | 2h | −$26.72 | -0.95% | signal |
| 406 | long | 2024-08-20 02:00 @ 60,427.48 | 2024-08-20 16:00 @ 58,771.94 | 14h | −$80.80 | -2.84% | signal |
| 405 | long | 2024-08-19 18:00 @ 59,002.80 | 2024-08-20 00:00 @ 59,386.52 | 6h | $15.63 | +0.55% | signal |
| 404 | short | 2024-08-16 06:00 @ 58,145.57 | 2024-08-19 16:00 @ 58,516.20 | 3d 10h | −$21.37 | -0.75% | signal |
| 403 | long | 2024-08-15 22:00 @ 57,594.52 | 2024-08-16 04:00 @ 57,846.53 | 6h | $9.91 | +0.35% | signal |
| 402 | long | 2024-08-12 14:00 @ 58,145.33 | 2024-08-15 20:00 @ 56,991.10 | 3d 6h | −$59.12 | -2.07% | signal |
| 401 | short | 2024-08-12 08:00 @ 58,628.37 | 2024-08-12 12:00 @ 59,821.16 | 4h | −$61.13 | -2.13% | 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 |
| 399 | long | 2024-08-11 06:00 @ 61,093.22 | 2024-08-11 12:00 @ 60,625.37 | 6h | −$24.69 | -0.86% | 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 |
| 397 | long | 2024-08-02 00:00 @ 65,342.07 | 2024-08-02 04:00 @ 64,587.18 | 4h | −$35.84 | -1.26% | 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 |
| 395 | short | 2024-07-31 22:00 @ 64,937.11 | 2024-08-01 14:00 @ 64,737.54 | 16h | $6.44 | +0.23% | 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 |
| 393 | short | 2024-07-31 04:00 @ 66,014.89 | 2024-07-31 06:00 @ 66,167.13 | 2h | −$9.49 | -0.33% | 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 |
| 391 | long | 2024-07-29 20:00 @ 67,290.16 | 2024-07-30 00:00 @ 66,736.75 | 4h | −$26.54 | -0.92% | 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 |
| 389 | short | 2024-07-25 16:00 @ 64,760.35 | 2024-07-25 18:00 @ 65,041.81 | 2h | −$15.00 | -0.52% | 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 |
| 387 | short | 2024-07-25 04:00 @ 64,061.09 | 2024-07-25 10:00 @ 64,303.96 | 6h | −$13.44 | -0.47% | 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 381 | short | 2024-06-04 06:00 @ 68,981.50 | 2024-06-04 14:00 @ 69,580.61 | 8h | −$26.30 | -0.96% | 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 |
| 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 |
| 378 | long | 2024-05-31 18:00 @ 67,394.08 | 2024-06-01 04:00 @ 67,736.45 | 10h | $10.95 | +0.40% | 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 |
| 376 | long | 2024-05-31 04:00 @ 68,587.71 | 2024-05-31 10:00 @ 67,969.90 | 6h | −$28.06 | -1.01% | 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 |
| 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 |
| 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 |
| 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 |
| 371 | long | 2024-05-07 18:00 @ 63,374.67 | 2024-05-07 20:00 @ 63,022.09 | 2h | −$18.31 | -0.66% | 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 |
| 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 |
| 368 | long | 2024-05-05 08:00 @ 63,709.84 | 2024-05-05 20:00 @ 63,833.23 | 12h | $2.49 | +0.09% | 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 362 | short | 2024-04-13 04:00 @ 67,175.06 | 2024-04-13 08:00 @ 67,479.59 | 4h | −$15.52 | -0.55% | 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 |
| 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 |
| 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 |
| 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 |
| 357 | short | 2024-03-25 04:00 @ 67,394.32 | 2024-03-25 14:00 @ 68,060.21 | 10h | −$31.97 | -1.07% | 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 |
| 355 | short | 2024-03-24 14:00 @ 65,386.82 | 2024-03-24 20:00 @ 65,899.98 | 6h | −$25.98 | -0.87% | 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 |
| 353 | long | 2024-03-16 16:00 @ 68,445.59 | 2024-03-16 18:00 @ 67,312.53 | 2h | −$52.94 | -1.78% | 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 |
| 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 |
| 350 | short | 2024-02-26 00:00 @ 51,754.55 | 2024-02-26 16:00 @ 52,882.77 | 16h | −$63.57 | -2.23% | 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 |
| 348 | long | 2024-02-25 16:00 @ 51,558.21 | 2024-02-25 18:00 @ 51,588.78 | 2h | −$1.59 | -0.06% | 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 |
| 346 | long | 2024-02-25 04:00 @ 51,664.43 | 2024-02-25 10:00 @ 51,661.07 | 6h | −$3.46 | -0.12% | 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 |
| 344 | long | 2024-02-22 10:00 @ 51,989.30 | 2024-02-22 12:00 @ 51,648.77 | 2h | −$21.59 | -0.75% | 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 |
| 342 | long | 2024-02-22 00:00 @ 51,888.28 | 2024-02-22 02:00 @ 51,258.25 | 2h | −$38.05 | -1.32% | 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 |
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.