[Famous-PA] Raschke Turtle Soup
public
@djgambhirBTCUSDT · 1d · 2021-12-28 → 2026-08-31 · 1,708 bars in 4.7ms
Underperformed the market. Holding BTCUSDT returned +65.29% over the same period, against this strategy’s -6.32%.
Net P&L
-6.32%
−$632.45
Max drawdown
-13.01%
Max run-up
+17.72%
Trades
123
44.7% win rate
Profit factor
0.92
2021-12-28drawdown · worst -13.01%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-18 | +2.03% | -13.01% | 78 | 47% |
| Validation | 2024-10-18 → 2025-09-24 | -1.41% | -6.05% | 23 | 48% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | -6.88% | -11.84% | 22 | 32% |
Risk-adjusted
- Sharpe
- -0.14
- Sortino
- -0.20
- Calmar
- -0.11
- Return ÷ max drawdown
- -0.49
- CAGR
- -1.39%
- Exposure
- 44.7%
Per trade
- Expectancy
- −$5.14 · -0.17%
- Average win / loss
- $129.80 / −$114.28
- Payoff ratio
- 1.14
- Largest win / loss
- $437.18 / −$319.85
- Longest losing streak(winning: 3)
- 6 trades
Drawdown over time
- Max drawdown
- -13.01%
- Longest time under water
- 909 days
- Worst drawdown recovered in
- 909 days
- Under water at the end
- 322 days
Costs and mechanics
- Fees paid
- −$296.50
- Funding
- $114.87
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 19
- Benchmark(buy and hold)
- +65.29%
Monte Carlo
1,000 alternative histories, each 123 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 | -28.30% | -7.51% | +25.96% |
| Max drawdown | -32.86% | -18.76% | -9.28% |
67% of histories lost money, and 79% had a deeper drawdown than this run’s -13.01%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- ll20 length
- 20
- hh20 length
- 20
- atr14 length
- 14
- Stop loss (× atr14)
- 1.5
- Trailing stop (× atr14)
- 2
- Close after (bars)
- 10
- 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
123 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 123 | short | 2026-08-25 00:00 @ 78,937.11 | 2026-08-31 00:00 @ 78,565.31 | 6d | $12.70 | +0.54% | end of data |
| 122 | short | 2026-07-16 00:00 @ 64,708.46 | 2026-07-21 00:00 @ 66,412.72 | 5d | −$62.27 | -2.64% | trailing stop |
| 121 | long | 2026-06-25 00:00 @ 61,063.41 | 2026-07-06 00:00 @ 63,604.48 | 11d | $90.19 | +3.87% | time stop |
| 120 | long | 2026-05-30 00:00 @ 73,442.89 | 2026-06-02 00:00 @ 70,531.05 | 3d | −$97.43 | -4.14% | trailing stop |
| 119 | long | 2026-05-24 00:00 @ 76,730.64 | 2026-05-28 00:00 @ 74,017.12 | 4d | −$88.89 | -3.74% | trailing stop |
| 118 | short | 2026-05-07 00:00 @ 81,373.72 | 2026-05-18 00:00 @ 77,445.89 | 11d | $112.26 | +4.78% | time stop |
| 117 | short | 2026-04-23 00:00 @ 78,124.07 | 2026-05-04 00:00 @ 78,544.71 | 11d | −$17.00 | -0.72% | time stop |
| 116 | short | 2026-04-15 00:00 @ 74,092.08 | 2026-04-17 00:00 @ 77,936.64 | 2d | −$127.11 | -5.33% | trailing stop |
| 115 | short | 2026-04-10 00:00 @ 71,736.05 | 2026-04-14 00:00 @ 75,455.87 | 4d | −$129.01 | -5.33% | trailing stop |
| 114 | long | 2026-03-30 00:00 @ 65,991.20 | 2026-04-09 00:00 @ 71,023.99 | 10d | $177.52 | +7.48% | reverse |
| 113 | short | 2026-03-18 00:00 @ 73,857.53 | 2026-03-28 00:00 @ 66,377.37 | 10d | $232.05 | +10.02% | reverse |
| 112 | long | 2026-02-07 00:00 @ 70,558.61 | 2026-02-18 00:00 @ 67,462.40 | 11d | −$103.74 | -4.43% | time stop |
| 111 | long | 2026-02-04 00:00 @ 75,747.55 | 2026-02-05 00:00 @ 70,270.14 | 1d | −$175.10 | -7.34% | trailing stop |
| 110 | long | 2026-02-03 00:00 @ 78,708.24 | 2026-02-03 00:00 @ 73,400.08 | 0m | −$166.04 | -6.84% | trailing stop |
| 109 | long | 2026-01-31 00:00 @ 84,228.24 | 2026-01-31 00:00 @ 79,464.47 | 0m | −$142.15 | -5.77% | trailing stop |
| 108 | long | 2026-01-22 00:00 @ 89,429.28 | 2026-01-25 00:00 @ 86,088.94 | 3d | −$96.94 | -3.90% | trailing stop |
| 107 | short | 2026-01-03 00:00 @ 89,933.51 | 2026-01-05 00:00 @ 93,790.22 | 2d | −$109.04 | -4.34% | trailing stop |
| 106 | short | 2025-12-10 00:00 @ 92,619.77 | 2025-12-21 00:00 @ 88,338.36 | 11d | $116.09 | +4.67% | time stop |
| 105 | long | 2025-11-17 00:00 @ 94,240.54 | 2025-11-20 00:00 @ 87,957.49 | 3d | −$173.23 | -6.85% | trailing stop |
| 104 | long | 2025-11-14 00:00 @ 99,674.23 | 2025-11-16 00:00 @ 93,187.01 | 2d | −$171.72 | -6.68% | trailing stop |
| 103 | long | 2025-10-11 00:00 @ 112,737.54 | 2025-10-16 00:00 @ 107,421.04 | 5d | −$124.98 | -4.80% | trailing stop |
| 102 | short | 2025-10-06 00:00 @ 123,402.01 | 2025-10-10 00:00 @ 110,089.08 | 4d | $273.04 | +10.77% | trailing stop |
| 101 | short | 2025-09-16 00:00 @ 115,277.44 | 2025-09-27 00:00 @ 109,610.42 | 11d | $124.17 | +4.96% | time stop |
| 100 | long | 2025-08-31 00:00 @ 108,779.75 | 2025-09-11 00:00 @ 113,874.02 | 11d | $108.49 | +4.38% | time stop |
| 99 | long | 2025-08-25 00:00 @ 113,468.89 | 2025-08-29 00:00 @ 108,508.59 | 4d | −$114.18 | -4.56% | trailing stop |
| 98 | short | 2025-08-15 00:00 @ 118,218.55 | 2025-08-23 00:00 @ 116,920.88 | 8d | $28.09 | +1.12% | reverse |
| 97 | long | 2025-08-04 00:00 @ 114,173.73 | 2025-08-12 00:00 @ 118,618.07 | 8d | $89.51 | +3.62% | reverse |
| 96 | short | 2025-07-04 00:00 @ 109,523.19 | 2025-07-10 00:00 @ 112,307.01 | 6d | −$63.95 | -2.57% | trailing stop |
| 95 | long | 2025-06-23 00:00 @ 100,924.88 | 2025-07-03 00:00 @ 108,778.24 | 10d | $186.00 | +7.61% | reverse |
| 94 | short | 2025-05-20 00:00 @ 105,510.39 | 2025-05-21 00:00 @ 109,934.81 | 1d | −$105.20 | -4.26% | trailing stop |
| 93 | short | 2025-05-10 00:00 @ 102,921.31 | 2025-05-18 00:00 @ 106,613.05 | 8d | −$87.79 | -3.52% | trailing stop |
| 92 | short | 2025-04-24 00:00 @ 93,613.47 | 2025-05-05 00:00 @ 94,249.05 | 11d | −$20.75 | -0.83% | time stop |
| 91 | long | 2025-04-08 00:00 @ 79,155.93 | 2025-04-09 00:00 @ 75,132.79 | 1d | −$131.77 | -5.21% | trailing stop |
| 90 | long | 2025-03-11 00:00 @ 78,583.51 | 2025-03-22 00:00 @ 84,033.49 | 11d | $167.82 | +6.74% | time stop |
| 89 | long | 2025-03-01 00:00 @ 84,316.46 | 2025-03-02 00:00 @ 86,306.62 | 1d | $56.29 | +2.27% | trailing stop |
| 88 | long | 2025-02-04 00:00 @ 101,313.86 | 2025-02-12 00:00 @ 94,158.77 | 8d | −$182.88 | -7.25% | trailing stop |
| 87 | short | 2025-01-21 00:00 @ 102,227.25 | 2025-01-30 00:00 @ 106,454.58 | 9d | −$101.51 | -3.99% | trailing stop |
| 86 | long | 2025-01-10 00:00 @ 92,524.50 | 2025-01-20 00:00 @ 101,291.24 | 10d | $228.26 | +9.17% | reverse |
| 85 | long | 2024-12-31 00:00 @ 92,777.85 | 2025-01-08 00:00 @ 95,396.57 | 8d | $60.88 | +2.46% | trailing stop |
| 84 | short | 2024-12-16 00:00 @ 104,439.61 | 2024-12-27 00:00 @ 95,770.05 | 11d | $205.95 | +8.50% | time stop |
| 83 | short | 2024-12-06 00:00 @ 96,982.20 | 2024-12-12 00:00 @ 102,550.76 | 6d | −$136.12 | -5.54% | trailing stop |
| 82 | short | 2024-11-23 00:00 @ 98,901.72 | 2024-11-29 00:00 @ 98,123.73 | 6d | $25.19 | +1.03% | trailing stop |
| 81 | short | 2024-11-20 00:00 @ 92,317.43 | 2024-11-21 00:00 @ 97,581.28 | 1d | −$142.76 | -5.74% | trailing stop |
| 80 | short | 2024-11-13 00:00 @ 87,954.41 | 2024-11-13 00:00 @ 93,231.73 | 0m | −$152.90 | -6.06% | trailing stop |
| 79 | short | 2024-11-08 00:00 @ 75,844.23 | 2024-11-10 00:00 @ 79,604.20 | 2d | −$126.44 | -4.95% | trailing stop |
| 78 | short | 2024-10-17 00:00 @ 67,578.48 | 2024-10-28 00:00 @ 68,006.30 | 11d | −$10.51 | -0.41% | time stop |
| 77 | long | 2024-10-11 00:00 @ 60,305.36 | 2024-10-15 00:00 @ 66,051.69 | 4d | $234.45 | +9.38% | reverse |
| 76 | short | 2024-09-21 00:00 @ 63,163.16 | 2024-10-02 00:00 @ 60,788.86 | 11d | $95.15 | +3.84% | time stop |
| 75 | short | 2024-09-18 00:00 @ 60,268.94 | 2024-09-20 00:00 @ 63,926.02 | 2d | −$154.37 | -6.14% | trailing stop |
| 74 | short | 2024-08-26 00:00 @ 64,177.26 | 2024-09-05 00:00 @ 57,956.39 | 10d | $236.70 | +9.64% | reverse |
| 73 | short | 2024-07-28 00:00 @ 67,860.13 | 2024-08-05 00:00 @ 55,280.33 | 8d | $437.18 | +18.63% | trailing stop |
| 72 | short | 2024-07-23 00:00 @ 67,485.70 | 2024-07-27 00:00 @ 68,386.04 | 4d | −$30.98 | -1.32% | trailing stop |
| 71 | short | 2024-07-18 00:00 @ 64,042.99 | 2024-07-21 00:00 @ 67,782.58 | 3d | −$141.57 | -5.92% | trailing stop |
| 70 | long | 2024-07-06 00:00 @ 56,616.22 | 2024-07-17 00:00 @ 64,997.00 | 11d | $333.67 | +14.47% | time stop |
| 69 | long | 2024-06-15 00:00 @ 66,052.91 | 2024-06-23 00:00 @ 63,195.95 | 8d | −$108.13 | -4.63% | trailing stop |
| 68 | short | 2024-06-08 00:00 @ 69,363.12 | 2024-06-12 00:00 @ 67,334.06 | 4d | $68.23 | +2.95% | reverse |
| 67 | short | 2024-05-22 00:00 @ 70,154.67 | 2024-06-02 00:00 @ 67,812.76 | 11d | $82.11 | +3.58% | time stop |
| 66 | short | 2024-05-17 00:00 @ 65,204.66 | 2024-05-20 00:00 @ 69,400.79 | 3d | −$151.67 | -6.50% | trailing stop |
| 65 | long | 2024-05-01 00:00 @ 60,663.33 | 2024-05-12 00:00 @ 60,797.04 | 11d | −$1.07 | -0.05% | time stop |
| 64 | long | 2024-04-14 00:00 @ 63,952.49 | 2024-04-25 00:00 @ 64,237.15 | 11d | $4.45 | +0.19% | time stop |
| 63 | short | 2024-04-09 00:00 @ 71,663.96 | 2024-04-13 00:00 @ 67,239.18 | 4d | $144.57 | +6.30% | trailing stop |
| 62 | short | 2024-03-13 00:00 @ 71,489.00 | 2024-03-24 00:00 @ 64,033.20 | 11d | $246.79 | +11.04% | time stop |
| 61 | short | 2024-03-09 00:00 @ 68,166.56 | 2024-03-11 00:00 @ 72,684.35 | 2d | −$143.32 | -6.31% | trailing stop |
| 60 | short | 2024-03-06 00:00 @ 63,734.75 | 2024-03-08 00:00 @ 68,468.45 | 2d | −$164.69 | -7.12% | trailing stop |
| 59 | short | 2024-02-16 00:00 @ 51,888.02 | 2024-02-26 00:00 @ 53,627.99 | 10d | −$69.67 | -2.99% | trailing stop |
| 58 | short | 2024-02-14 00:00 @ 49,686.46 | 2024-02-15 00:00 @ 52,241.11 | 1d | −$122.21 | -5.18% | trailing stop |
| 57 | long | 2024-01-24 00:00 @ 39,897.88 | 2024-02-04 00:00 @ 42,983.80 | 11d | $169.42 | +7.31% | time stop |
| 56 | long | 2024-01-20 00:00 @ 41,670.43 | 2024-01-23 00:00 @ 38,731.70 | 3d | −$171.49 | -7.27% | trailing stop |
| 55 | short | 2024-01-12 00:00 @ 46,328.63 | 2024-01-12 00:00 @ 46,225.57 | 0m | $3.55 | +0.15% | trailing stop |
| 54 | short | 2024-01-10 00:00 @ 46,104.68 | 2024-01-11 00:00 @ 48,538.55 | 1d | −$127.24 | -5.32% | trailing stop |
| 53 | long | 2024-01-04 00:00 @ 42,858.07 | 2024-01-08 00:00 @ 43,520.17 | 4d | $30.70 | +1.29% | trailing stop |
| 52 | short | 2023-12-09 00:00 @ 44,200.76 | 2023-12-11 00:00 @ 43,184.93 | 2d | $55.79 | +2.35% | trailing stop |
| 51 | short | 2023-11-30 00:00 @ 37,829.63 | 2023-12-02 00:00 @ 39,633.23 | 2d | −$114.71 | -4.78% | trailing stop |
| 50 | short | 2023-11-03 00:00 @ 34,933.11 | 2023-11-09 00:00 @ 36,542.64 | 6d | −$108.82 | -4.49% | trailing stop |
| 49 | short | 2023-10-17 00:00 @ 28,480.60 | 2023-10-20 00:00 @ 29,709.05 | 3d | −$108.81 | -4.44% | trailing stop |
| 48 | short | 2023-10-03 00:00 @ 27,472.20 | 2023-10-14 00:00 @ 26,855.07 | 11d | $54.63 | +2.24% | time stop |
| 47 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-13 00:00 @ 29,414.92 | 11d | −$33.90 | -1.39% | time stop |
| 46 | short | 2023-07-14 00:00 @ 31,435.31 | 2023-07-19 00:00 @ 29,851.67 | 5d | $121.19 | +5.01% | reverse |
| 45 | short | 2023-07-07 00:00 @ 29,868.33 | 2023-07-13 00:00 @ 31,333.98 | 6d | −$120.59 | -4.93% | trailing stop |
| 44 | short | 2023-06-24 00:00 @ 30,667.37 | 2023-07-05 00:00 @ 30,762.25 | 11d | −$2.23 | -0.09% | time stop |
| 43 | long | 2023-06-11 00:00 @ 25,831.77 | 2023-06-21 00:00 @ 28,673.39 | 10d | $255.83 | +10.73% | trailing stop |
| 42 | long | 2023-06-07 00:00 @ 27,226.94 | 2023-06-10 00:00 @ 25,754.92 | 3d | −$134.70 | -5.57% | trailing stop |
| 41 | short | 2023-05-30 00:00 @ 27,716.56 | 2023-06-05 00:00 @ 27,107.88 | 6d | $54.04 | +2.25% | trailing stop |
| 40 | long | 2023-05-13 00:00 @ 26,790.56 | 2023-05-24 00:00 @ 27,204.46 | 11d | $30.75 | +1.28% | time stop |
| 39 | long | 2023-05-11 00:00 @ 27,588.52 | 2023-05-12 00:00 @ 25,930.59 | 1d | −$149.18 | -6.13% | trailing stop |
| 38 | long | 2023-04-25 00:00 @ 27,502.90 | 2023-04-26 00:00 @ 27,724.16 | 1d | $16.20 | +0.67% | trailing stop |
| 37 | short | 2023-04-14 00:00 @ 30,356.63 | 2023-04-22 00:00 @ 27,258.05 | 8d | $243.03 | +10.26% | reverse |
| 36 | short | 2023-03-31 00:00 @ 28,009.40 | 2023-04-10 00:00 @ 29,637.03 | 10d | −$139.59 | -5.81% | trailing stop |
| 35 | short | 2023-03-21 00:00 @ 27,698.56 | 2023-03-30 00:00 @ 29,132.22 | 9d | −$126.00 | -5.17% | trailing stop |
| 34 | long | 2023-03-11 00:00 @ 20,144.33 | 2023-03-12 00:00 @ 20,275.48 | 1d | $13.31 | +0.55% | trailing stop |
| 33 | short | 2023-02-22 00:00 @ 24,438.41 | 2023-03-05 00:00 @ 22,340.27 | 11d | $205.91 | +8.65% | time stop |
| 32 | short | 2023-02-17 00:00 @ 23,521.89 | 2023-02-17 00:00 @ 24,958.61 | 0m | −$149.41 | -6.18% | trailing stop |
| 31 | short | 2023-02-03 00:00 @ 23,488.30 | 2023-02-14 00:00 @ 21,770.45 | 11d | $178.01 | +7.50% | time stop |
| 30 | short | 2023-01-26 00:00 @ 23,055.99 | 2023-02-02 00:00 @ 24,085.68 | 7d | −$103.81 | -4.33% | trailing stop |
| 29 | short | 2023-01-19 00:00 @ 20,675.96 | 2023-01-20 00:00 @ 21,623.89 | 1d | −$112.23 | -4.62% | trailing stop |
| 28 | short | 2023-01-18 00:00 @ 21,126.57 | 2023-01-18 00:00 @ 21,664.63 | 0m | −$63.98 | -2.62% | trailing stop |
| 27 | short | 2023-01-10 00:00 @ 17,166.17 | 2023-01-11 00:00 @ 17,629.46 | 1d | −$68.39 | -2.78% | trailing stop |
| 26 | short | 2022-12-15 00:00 @ 17,800.44 | 2022-12-26 00:00 @ 16,827.86 | 11d | $134.41 | +5.54% | time stop |
| 25 | short | 2022-12-06 00:00 @ 16,954.81 | 2022-12-13 00:00 @ 17,779.39 | 7d | −$120.81 | -4.92% | trailing stop |
| 24 | long | 2022-11-22 00:00 @ 15,776.05 | 2022-12-03 00:00 @ 17,079.58 | 11d | $194.26 | +8.07% | time stop |
| 23 | short | 2022-11-06 00:00 @ 21,285.54 | 2022-11-08 00:00 @ 18,562.26 | 2d | $297.89 | +12.76% | trailing stop |
| 22 | short | 2022-10-30 00:00 @ 20,792.54 | 2022-11-04 00:00 @ 21,276.33 | 5d | −$55.93 | -2.38% | trailing stop |
| 21 | long | 2022-10-14 00:00 @ 19,369.27 | 2022-10-25 00:00 @ 19,314.24 | 11d | −$13.26 | -0.56% | time stop |
| 20 | long | 2022-09-22 00:00 @ 18,451.19 | 2022-10-03 00:00 @ 19,045.49 | 11d | $69.62 | +2.98% | time stop |
| 19 | short | 2022-09-14 00:00 @ 20,158.57 | 2022-09-20 00:00 @ 19,532.51 | 6d | $70.69 | +3.05% | reverse |
| 18 | long | 2022-09-08 00:00 @ 19,290.86 | 2022-09-09 00:00 @ 19,751.08 | 1d | $51.85 | +2.25% | trailing stop |
| 17 | long | 2022-08-21 00:00 @ 21,131.93 | 2022-08-27 00:00 @ 19,928.59 | 6d | −$134.62 | -5.76% | trailing stop |
| 16 | short | 2022-08-12 00:00 @ 23,912.52 | 2022-08-19 00:00 @ 22,991.25 | 7d | $88.28 | +3.81% | trailing stop |
| 15 | short | 2022-07-30 00:00 @ 23,766.25 | 2022-08-10 00:00 @ 23,144.73 | 11d | $62.60 | +2.72% | time stop |
| 14 | short | 2022-07-19 00:00 @ 22,419.02 | 2022-07-28 00:00 @ 23,163.94 | 9d | −$73.87 | -3.19% | trailing stop |
| 13 | short | 2022-07-09 00:00 @ 21,583.48 | 2022-07-16 00:00 @ 21,487.89 | 7d | $10.88 | +0.47% | trailing stop |
| 12 | long | 2022-06-15 00:00 @ 22,127.12 | 2022-06-18 00:00 @ 19,191.18 | 3d | −$319.85 | -13.36% | trailing stop |
| 11 | short | 2022-06-01 00:00 @ 31,791.54 | 2022-06-12 00:00 @ 28,422.28 | 11d | $248.74 | +10.66% | time stop |
| 10 | long | 2022-05-13 00:00 @ 29,026.60 | 2022-05-24 00:00 @ 29,091.98 | 11d | −$1.09 | -0.05% | time stop |
| 9 | long | 2022-05-11 00:00 @ 31,008.30 | 2022-05-11 00:00 @ 27,672.78 | 0m | −$260.47 | -10.86% | trailing stop |
| 8 | long | 2022-05-07 00:00 @ 36,002.40 | 2022-05-09 00:00 @ 33,225.57 | 2d | −$192.06 | -7.85% | trailing stop |
| 7 | long | 2022-05-02 00:00 @ 38,447.89 | 2022-05-05 00:00 @ 36,638.54 | 3d | −$121.69 | -4.91% | trailing stop |
| 6 | long | 2022-04-26 00:00 @ 40,419.08 | 2022-04-30 00:00 @ 37,637.92 | 4d | −$176.60 | -7.01% | trailing stop |
| 5 | long | 2022-04-19 00:00 @ 40,793.86 | 2022-04-22 00:00 @ 39,300.28 | 3d | −$96.19 | -3.78% | trailing stop |
| 4 | long | 2022-02-25 00:00 @ 38,323.86 | 2022-02-28 00:00 @ 38,984.02 | 3d | $40.80 | +1.61% | trailing stop |
| 3 | short | 2022-02-09 00:00 @ 44,012.78 | 2022-02-20 00:00 @ 40,060.61 | 11d | $224.54 | +9.06% | time stop |
| 2 | long | 2022-01-25 00:00 @ 36,655.63 | 2022-02-04 00:00 @ 37,203.63 | 10d | $34.11 | +1.38% | trailing stop |
| 1 | long | 2022-01-11 00:00 @ 41,809.91 | 2022-01-21 00:00 @ 39,898.62 | 10d | −$120.65 | -4.83% | trailing stop |
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.