[Famous-PA] Raschke Holy Grail

public
@djgambhir

BTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,453 bars in 6.9ms

Underperformed the market. Holding BTCUSDT returned +63.63% over the same period, against this strategy’s -5.93%.

Net P&L
-5.93%
−$593.10
Max drawdown
-14.46%
Max run-up
+12.29%
Trades
243
33.7% win rate
Profit factor
0.92
2021-12-31drawdown · worst -14.46%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-0.25%-8.93%14237%
Validation2024-10-19 → 2025-09-25-7.03%-8.02%4825%
Out-of-sample2025-09-25 → 2026-08-31+1.44%-6.43%5334%

Risk-adjusted

Sharpe
-0.18
Sortino
-0.27
Calmar
-0.09
Return ÷ max drawdown
-0.41
CAGR
-1.30%
Exposure
21.8%

Per trade

Expectancy
−$2.44 · -0.09%
Average win / loss
$79.31 / −$44.08
Payoff ratio
1.80
Largest win / loss
$423.49 / −$159.33
Longest losing streak(winning: 6)
15 trades

Drawdown over time

Max drawdown
-14.46%
Longest time under water(still going at the end)
1391 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$601.99
Funding
$6.77
Liquidations
0
Warmup bars(loaded before the start date)
26
Benchmark(buy and hold)
+63.63%

Monte Carlo

1,000 alternative histories, each 243 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-23.33%-6.22%+16.67%
Max drawdown-26.30%-15.52%-7.42%

69% of histories lost money, and 56% had a deeper drawdown than this run’s -14.46%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

adx length
14
ema20 length
20
atr14 length
14
Long entry: adx > ▢
30
Short entry: adx > ▢
30
Stop loss (× atr14)
2
Trailing stop (× atr14)
3
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

243 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
243long2026-08-25 16:00 @ 79,478.992026-08-25 22:00 @ 78,520.196h−$31.04-1.32%reverse
242long2026-08-23 10:00 @ 76,555.612026-08-25 12:00 @ 78,486.662d 2h$55.46+2.36%trailing stop
241long2026-08-19 10:00 @ 64,408.282026-08-19 14:00 @ 68,421.554h$141.57+6.13%trailing stop
240short2026-07-28 00:00 @ 63,707.962026-07-28 16:00 @ 64,034.2216h−$13.91-0.60%trailing stop
239long2026-07-06 16:00 @ 63,535.702026-07-07 04:00 @ 62,780.0112h−$30.38-1.31%trailing stop
238short2026-07-06 14:00 @ 61,739.352026-07-06 14:00 @ 62,979.310m−$49.22-2.11%trailing stop
237long2026-07-05 22:00 @ 63,083.012026-07-06 08:00 @ 62,634.7910h−$19.27-0.82%trailing stop
236short2026-06-26 12:00 @ 59,380.522026-06-29 12:00 @ 60,547.743d−$47.59-2.03%trailing stop
235short2026-06-16 16:00 @ 65,828.632026-06-17 16:00 @ 66,136.241d−$13.52-0.57%trailing stop
234long2026-06-16 08:00 @ 66,355.072026-06-16 14:00 @ 65,322.216h−$39.11-1.65%trailing stop
233long2026-06-08 00:00 @ 63,311.662026-06-09 14:00 @ 61,483.831d 14h−$71.30-2.99%trailing stop
232short2026-05-29 20:00 @ 73,474.302026-06-07 22:00 @ 62,973.309d 2h$328.68+14.30%trailing stop
231long2026-05-23 22:00 @ 76,793.362026-05-24 20:00 @ 76,078.6922h−$24.25-1.05%trailing stop
230short2026-05-18 00:00 @ 77,414.912026-05-20 14:00 @ 77,765.152d 14h−$11.87-0.51%trailing stop
229short2026-05-17 14:00 @ 78,149.372026-05-17 22:00 @ 78,170.108h−$2.92-0.13%trailing stop
228long2026-05-04 16:00 @ 79,992.602026-05-07 00:00 @ 80,807.452d 8h$22.12+0.96%trailing stop
227short2026-05-04 12:00 @ 78,737.752026-05-04 14:00 @ 79,994.212h−$39.24-1.70%trailing stop
226long2026-05-04 04:00 @ 80,294.762026-05-04 10:00 @ 79,170.846h−$34.80-1.50%trailing stop
225short2026-04-16 14:00 @ 73,741.252026-04-16 18:00 @ 75,284.264h−$51.26-2.20%trailing stop
224long2026-04-15 12:00 @ 74,169.832026-04-16 12:00 @ 73,251.621d−$31.01-1.32%trailing stop
223long2026-04-13 16:00 @ 71,837.962026-04-14 18:00 @ 73,806.421d 2h$61.73+2.65%trailing stop
222short2026-04-12 02:00 @ 71,584.382026-04-13 14:00 @ 72,075.561d 12h−$18.44-0.79%trailing stop
221long2026-04-09 10:00 @ 71,503.002026-04-12 00:00 @ 72,159.312d 14h$19.72+0.85%trailing stop
220long2026-04-07 10:00 @ 69,123.722026-04-07 14:00 @ 67,826.234h−$46.21-1.98%trailing stop
219long2026-03-23 12:00 @ 70,111.222026-03-26 08:00 @ 69,664.832d 20h−$17.79-0.76%trailing stop
218short2026-03-20 14:00 @ 69,817.032026-03-23 10:00 @ 69,189.662d 20h$18.30+0.78%trailing stop
217long2026-03-18 04:00 @ 74,429.582026-03-18 10:00 @ 72,821.916h−$53.00-2.25%trailing stop
216short2026-03-08 14:00 @ 67,183.362026-03-09 04:00 @ 67,675.5414h−$19.83-0.84%trailing stop
215long2026-02-25 02:00 @ 65,873.572026-02-26 14:00 @ 66,974.901d 12h$36.97+1.58%trailing stop
214short2026-02-07 08:00 @ 68,036.892026-02-08 22:00 @ 71,815.731d 14h−$135.24-5.68%trailing stop
213short2026-02-02 20:00 @ 78,283.442026-02-03 20:00 @ 76,861.911d$40.69+1.72%trailing stop
212short2026-01-23 22:00 @ 89,283.342026-01-25 18:00 @ 87,880.511d 20h$35.44+1.50%trailing stop
211short2026-01-22 00:00 @ 89,393.522026-01-23 16:00 @ 90,812.301d 16h−$39.17-1.65%trailing stop
210short2026-01-21 18:00 @ 87,879.422026-01-21 18:00 @ 90,203.280m−$65.57-2.75%trailing stop
209short2026-01-15 20:00 @ 95,450.112026-01-18 22:00 @ 94,947.713d 2h$11.19+0.47%trailing stop
208long2026-01-06 22:00 @ 93,226.442026-01-07 14:00 @ 91,490.6016h−$47.40-1.98%trailing stop
207short2026-01-06 18:00 @ 91,529.192026-01-06 20:00 @ 93,132.152h−$44.61-1.85%trailing stop
206short2025-12-17 02:00 @ 87,500.402025-12-17 14:00 @ 88,791.5312h−$37.90-1.57%trailing stop
205short2025-12-15 16:00 @ 86,979.102025-12-16 12:00 @ 87,783.0620h−$24.55-1.01%trailing stop
204short2025-12-15 14:00 @ 89,370.222025-12-15 14:00 @ 88,968.020m$8.48+0.35%trailing stop
203short2025-12-07 22:00 @ 90,171.162025-12-08 06:00 @ 91,716.288h−$44.15-1.81%trailing stop
202long2025-12-02 16:00 @ 90,827.362025-12-04 18:00 @ 90,884.322d 2h−$1.32-0.05%trailing stop
201long2025-11-23 02:00 @ 85,854.672025-11-28 16:00 @ 90,433.475d 14h$125.19+5.21%trailing stop
200short2025-11-18 22:00 @ 92,440.512025-11-20 00:00 @ 92,378.501d 2h−$0.30-0.01%trailing stop
199long2025-11-07 20:00 @ 103,370.672025-11-11 12:00 @ 104,333.343d 16h$18.77+0.78%trailing stop
198short2025-11-05 22:00 @ 103,605.172025-11-07 18:00 @ 102,848.271d 20h$15.90+0.66%trailing stop
197short2025-10-13 12:00 @ 114,106.372025-10-19 08:00 @ 107,919.205d 20h$124.97+5.29%trailing stop
196short2025-10-07 18:00 @ 121,048.992025-10-08 14:00 @ 123,268.2420h−$45.61-1.92%trailing stop
195long2025-10-07 12:00 @ 124,421.982025-10-07 14:00 @ 122,578.602h−$37.67-1.58%trailing stop
194long2025-10-06 00:00 @ 123,451.392025-10-07 08:00 @ 123,391.511d 8h−$4.54-0.19%trailing stop
193long2025-09-30 14:00 @ 113,361.372025-10-05 08:00 @ 123,272.394d 18h$198.59+8.51%trailing stop
192long2025-09-28 18:00 @ 110,175.432025-09-30 08:00 @ 113,013.351d 14h$57.13+2.46%trailing stop
191short2025-09-28 02:00 @ 109,283.642025-09-28 16:00 @ 110,012.0014h−$17.71-0.76%reverse
190short2025-09-25 02:00 @ 112,593.182025-09-25 16:00 @ 111,314.8614h$24.27+1.05%trailing stop
189short2025-09-23 18:00 @ 111,896.822025-09-24 14:00 @ 113,203.9420h−$29.22-1.26%trailing stop
188long2025-09-13 22:00 @ 115,872.972025-09-15 00:00 @ 114,884.781d 2h−$22.72-0.97%trailing stop
187long2025-09-09 08:00 @ 112,972.792025-09-09 14:00 @ 111,753.056h−$27.81-1.19%trailing stop
186short2025-08-27 02:00 @ 111,227.352025-08-28 04:00 @ 112,975.251d 2h−$38.93-1.66%trailing stop
185long2025-08-22 16:00 @ 116,342.662025-08-24 16:00 @ 114,243.022d−$46.46-1.97%trailing stop
184short2025-08-21 18:00 @ 112,353.522025-08-22 14:00 @ 113,958.6720h−$35.81-1.51%trailing stop
183short2025-08-11 20:00 @ 119,011.392025-08-13 10:00 @ 120,576.071d 14h−$32.60-1.37%trailing stop
182short2025-08-04 06:00 @ 114,312.832025-08-04 16:00 @ 115,624.5510h−$29.53-1.24%trailing stop
181short2025-07-15 02:00 @ 118,467.702025-07-16 14:00 @ 119,556.581d 12h−$23.42-0.98%trailing stop
180long2025-06-27 04:00 @ 107,449.592025-06-29 16:00 @ 107,253.152d 12h−$7.51-0.31%trailing stop
179short2025-06-23 10:00 @ 101,498.902025-06-23 18:00 @ 103,230.858h−$43.30-1.80%trailing stop
178short2025-06-22 16:00 @ 98,829.932025-06-23 00:00 @ 101,031.708h−$56.21-2.33%trailing stop
177long2025-06-01 22:00 @ 105,465.992025-06-02 10:00 @ 104,181.0312h−$32.07-1.32%trailing stop
176short2025-06-01 02:00 @ 104,064.282025-06-01 20:00 @ 105,463.3818h−$35.01-1.44%trailing stop
175short2025-05-23 12:00 @ 109,011.392025-05-25 22:00 @ 109,150.312d 10h−$4.50-0.18%trailing stop
174long2025-05-07 00:00 @ 96,818.262025-05-12 14:00 @ 103,194.995d 14h$152.76+6.37%trailing stop
173short2025-05-06 02:00 @ 94,235.952025-05-06 18:00 @ 95,104.4916h−$24.43-1.02%trailing stop
172long2025-04-24 12:00 @ 92,593.722025-04-28 00:00 @ 93,307.613d 12h$16.47+0.69%trailing stop
171long2025-04-14 20:00 @ 84,889.472025-04-15 18:00 @ 83,901.9722h−$30.54-1.27%trailing stop
170long2025-04-08 02:00 @ 80,580.012025-04-08 16:00 @ 77,491.9114h−$95.67-3.94%trailing stop
169short2025-04-03 00:00 @ 82,468.602025-04-04 08:00 @ 84,504.171d 8h−$62.19-2.54%trailing stop
168short2025-03-31 20:00 @ 82,410.212025-04-01 08:00 @ 84,152.0012h−$54.29-2.21%trailing stop
167short2025-03-30 14:00 @ 82,638.672025-03-31 14:00 @ 83,332.441d−$22.84-0.93%trailing stop
166long2025-03-25 10:00 @ 87,189.932025-03-26 14:00 @ 86,774.641d 4h−$14.09-0.57%reverse
165short2025-03-11 14:00 @ 80,847.932025-03-12 00:00 @ 83,670.5310h−$89.26-3.58%trailing stop
164short2025-03-10 14:00 @ 81,488.702025-03-11 08:00 @ 81,481.0418h−$1.97-0.08%trailing stop
163short2025-03-03 16:00 @ 89,991.502025-03-04 18:00 @ 87,003.181d 2h$79.75+3.23%trailing stop
162short2025-02-04 06:00 @ 98,798.542025-02-07 14:00 @ 99,097.483d 8h−$8.99-0.36%trailing stop
161short2025-01-31 20:00 @ 102,255.242025-02-03 00:00 @ 96,518.912d 4h$135.38+5.55%trailing stop
160long2025-01-31 12:00 @ 104,712.942025-01-31 18:00 @ 103,067.666h−$41.17-1.68%trailing stop
159short2025-01-27 18:00 @ 99,100.282025-01-27 20:00 @ 101,762.712h−$68.78-2.79%trailing stop
158long2025-01-18 12:00 @ 103,567.712025-01-19 22:00 @ 102,916.011d 10h−$19.02-0.77%trailing stop
157long2025-01-16 18:00 @ 99,795.362025-01-18 08:00 @ 102,231.391d 14h$56.64+2.30%trailing stop
156short2025-01-10 14:00 @ 93,503.402025-01-13 00:00 @ 95,747.702d 10h−$60.84-2.46%trailing stop
155short2025-01-07 16:00 @ 97,895.822025-01-10 10:00 @ 95,168.112d 18h$67.46+2.75%trailing stop
154long2024-12-31 10:00 @ 94,027.202025-01-01 08:00 @ 92,983.9022h−$30.52-1.24%trailing stop
153short2024-12-30 22:00 @ 92,016.692024-12-31 08:00 @ 94,234.9210h−$61.77-2.49%trailing stop
152short2024-12-26 10:00 @ 95,393.422024-12-30 16:00 @ 93,954.504d 6h$37.46+1.52%trailing stop
151short2024-12-21 12:00 @ 98,205.752024-12-24 14:00 @ 96,617.253d 2h$39.47+1.60%trailing stop
150short2024-12-19 18:00 @ 98,791.042024-12-21 04:00 @ 98,076.831d 10h$16.27+0.66%trailing stop
149long2024-12-16 16:00 @ 106,302.362024-12-18 00:00 @ 105,052.071d 8h−$32.59-1.32%trailing stop
148short2024-11-26 20:00 @ 91,741.652024-11-27 14:00 @ 94,575.2418h−$78.02-3.14%trailing stop
147long2024-11-22 18:00 @ 98,847.872024-11-24 12:00 @ 96,530.951d 18h−$62.44-2.50%trailing stop
146long2024-11-10 00:00 @ 76,690.442024-11-10 04:00 @ 77,678.874h$29.36+1.18%trailing stop
145short2024-11-04 06:00 @ 68,797.642024-11-05 06:00 @ 68,884.341d−$4.90-0.20%trailing stop
144short2024-11-01 16:00 @ 69,367.222024-11-03 20:00 @ 69,069.182d 4h$9.95+0.40%trailing stop
143short2024-10-31 16:00 @ 70,624.472024-11-01 12:00 @ 70,940.0320h−$12.90-0.52%trailing stop
142short2024-10-02 20:00 @ 60,142.972024-10-04 12:00 @ 61,790.561d 16h−$70.78-2.82%trailing stop
141long2024-09-20 22:00 @ 63,096.822024-09-22 22:00 @ 62,460.762d−$29.00-1.15%trailing stop
140short2024-09-06 06:00 @ 56,453.612024-09-08 22:00 @ 55,025.602d 16h$60.34+2.41%trailing stop
139short2024-09-02 14:00 @ 58,142.472024-09-02 22:00 @ 59,327.238h−$53.84-2.14%trailing stop
138short2024-09-02 00:00 @ 57,256.652024-09-02 10:00 @ 58,464.5310h−$56.03-2.21%trailing stop
137short2024-08-29 20:00 @ 59,225.052024-09-01 18:00 @ 58,774.772d 22h$17.03+0.67%trailing stop
136short2024-08-06 10:00 @ 55,173.962024-08-08 12:00 @ 57,785.072d 2h−$123.51-4.83%trailing stop
135short2024-08-02 02:00 @ 64,615.472024-08-05 00:00 @ 56,280.712d 22h$319.14+12.88%trailing stop
134short2024-07-31 20:00 @ 65,215.052024-08-01 20:00 @ 64,549.011d$23.47+0.95%trailing stop
133short2024-07-28 06:00 @ 67,382.922024-07-29 00:00 @ 68,946.9518h−$59.73-2.40%trailing stop
132long2024-07-16 12:00 @ 63,732.542024-07-17 18:00 @ 64,242.351d 6h$17.29+0.70%reverse
131long2024-07-06 18:00 @ 57,943.992024-07-07 20:00 @ 56,414.291d 2h−$69.16-2.77%trailing stop
130short2024-07-02 16:00 @ 61,932.612024-07-05 14:00 @ 56,639.482d 22h$208.95+8.54%trailing stop
129long2024-07-02 12:00 @ 62,835.862024-07-02 14:00 @ 61,900.612h−$39.02-1.59%trailing stop
128short2024-06-26 00:00 @ 61,765.542024-06-27 14:00 @ 62,228.581d 14h−$19.71-0.80%trailing stop
127short2024-06-12 20:00 @ 67,509.602024-06-17 16:00 @ 66,406.724d 20h$41.25+1.68%trailing stop
126long2024-06-12 14:00 @ 69,338.872024-06-12 18:00 @ 68,136.334h−$45.41-1.84%trailing stop
125long2024-05-22 00:00 @ 70,182.732024-05-23 12:00 @ 68,716.021d 12h−$55.60-2.24%trailing stop
124long2024-05-17 04:00 @ 65,558.212024-05-19 18:00 @ 66,399.302d 14h$28.66+1.16%trailing stop
123long2024-04-30 00:00 @ 63,855.172024-04-30 08:00 @ 62,675.118h−$48.79-1.97%trailing stop
122short2024-04-28 12:00 @ 63,446.312024-04-29 22:00 @ 63,451.601d 10h−$2.26-0.09%trailing stop
121short2024-04-26 02:00 @ 64,358.032024-04-28 04:00 @ 64,002.702d 2h$11.89+0.48%reverse
120short2024-04-15 12:00 @ 65,835.432024-04-18 14:00 @ 63,181.573d 2h$97.94+3.99%trailing stop
119short2024-04-09 14:00 @ 69,965.702024-04-10 16:00 @ 69,986.601d 2h−$1.89-0.08%trailing stop
118short2024-04-03 20:00 @ 65,785.642024-04-04 12:00 @ 67,460.9616h−$64.96-2.63%trailing stop
117long2024-03-20 22:00 @ 67,730.442024-03-21 20:00 @ 64,703.7822h−$115.42-4.61%trailing stop
116short2024-03-11 00:00 @ 68,988.002024-03-11 06:00 @ 69,279.286h−$12.20-0.49%trailing stop
115short2024-03-05 20:00 @ 61,485.002024-03-06 04:00 @ 65,295.468h−$159.33-6.26%trailing stop
114short2024-03-05 18:00 @ 65,647.572024-03-05 18:00 @ 64,605.360m$37.72+1.49%trailing stop
113long2024-03-01 06:00 @ 61,398.182024-03-03 08:00 @ 61,628.672d 2h−$0.81-0.03%reverse
112long2024-02-16 12:00 @ 52,251.652024-02-17 12:00 @ 51,138.521d−$57.58-2.26%trailing stop
111long2024-02-13 20:00 @ 49,054.812024-02-14 08:00 @ 49,870.4412h$39.14+1.54%trailing stop
110long2024-02-12 16:00 @ 49,935.492024-02-13 14:00 @ 48,814.9022h−$60.62-2.37%trailing stop
109short2024-01-24 04:00 @ 39,603.382024-01-24 08:00 @ 39,987.504h−$27.42-1.07%reverse
108short2024-01-15 16:00 @ 42,270.242024-01-15 18:00 @ 43,197.402h−$58.85-2.28%trailing stop
107short2024-01-11 06:00 @ 46,064.792024-01-11 14:00 @ 47,776.878h−$99.05-3.81%trailing stop
106short2024-01-10 08:00 @ 45,757.152024-01-10 18:00 @ 46,610.6310h−$50.86-1.95%trailing stop
105short2024-01-05 02:00 @ 43,364.832024-01-08 06:00 @ 44,411.053d 4h−$63.70-2.42%trailing stop
104short2024-01-03 14:00 @ 42,537.192024-01-04 14:00 @ 44,146.251d−$102.33-3.85%trailing stop
103short2024-01-03 12:00 @ 43,720.152024-01-03 12:00 @ 42,698.710m$59.07+2.24%trailing stop
102short2023-12-30 22:00 @ 42,327.432024-01-01 18:00 @ 43,052.811d 20h−$42.91-1.62%trailing stop
101short2023-12-14 14:00 @ 42,556.292023-12-18 14:00 @ 41,784.274d$48.48+1.84%trailing stop
100short2023-12-12 16:00 @ 41,368.422023-12-13 16:00 @ 42,191.591d−$54.27-2.05%trailing stop
99short2023-12-07 10:00 @ 43,367.422023-12-08 20:00 @ 44,308.671d 10h−$58.89-2.21%trailing stop
98long2023-10-23 00:00 @ 29,987.402023-10-23 22:00 @ 33,888.2522h$332.88+12.88%trailing stop
97long2023-10-19 00:00 @ 28,312.862023-10-20 16:00 @ 29,317.921d 16h$88.77+3.47%trailing stop
96long2023-10-03 04:00 @ 27,591.322023-10-05 14:00 @ 27,485.172d 10h−$12.56-0.49%trailing stop
95long2023-10-02 00:00 @ 27,987.002023-10-02 18:00 @ 27,825.8418h−$17.49-0.68%trailing stop
94short2023-09-23 22:00 @ 26,548.292023-09-24 18:00 @ 26,596.7020h−$7.10-0.28%trailing stop
93long2023-09-12 04:00 @ 25,793.362023-09-18 16:00 @ 26,896.926d 12h$106.30+4.18%trailing stop
92long2023-09-06 18:00 @ 25,850.772023-09-07 20:00 @ 25,918.251d 2h$3.72+0.15%trailing stop
91short2023-09-05 20:00 @ 25,665.272023-09-06 16:00 @ 25,813.0620h−$17.20-0.68%trailing stop
90short2023-08-20 16:00 @ 26,089.782023-08-22 20:00 @ 25,846.632d 4h$21.09+0.83%trailing stop
89short2023-07-21 06:00 @ 29,800.342023-07-23 16:00 @ 29,986.792d 10h−$17.72-0.70%trailing stop
88short2023-07-19 08:00 @ 29,978.102023-07-20 08:00 @ 30,385.061d−$36.63-1.43%trailing stop
87short2023-07-18 04:00 @ 30,057.792023-07-19 04:00 @ 30,098.591d−$5.41-0.21%trailing stop
86short2023-07-14 20:00 @ 30,093.882023-07-17 20:00 @ 30,217.353d−$12.34-0.48%trailing stop
85long2023-07-13 00:00 @ 30,374.972023-07-13 14:00 @ 30,500.2314h$7.86+0.31%trailing stop
84long2023-07-11 16:00 @ 30,591.622023-07-12 18:00 @ 30,320.581d 2h−$25.85-1.01%trailing stop
83long2023-06-25 02:00 @ 30,597.222023-06-26 00:00 @ 30,177.0622h−$38.68-1.50%trailing stop
82long2023-06-20 18:00 @ 27,789.562023-06-22 14:00 @ 29,521.171d 20h$154.36+6.09%trailing stop
81long2023-06-15 22:00 @ 25,563.112023-06-16 14:00 @ 25,179.4816h−$40.86-1.60%trailing stop
80long2023-06-06 18:00 @ 26,665.132023-06-07 08:00 @ 26,480.3014h−$20.74-0.81%trailing stop
79long2023-05-30 04:00 @ 27,820.562023-05-31 04:00 @ 27,423.931d−$39.45-1.54%trailing stop
78short2023-05-26 02:00 @ 26,398.422023-05-26 14:00 @ 26,797.5412h−$41.23-1.60%trailing stop
77short2023-05-25 16:00 @ 26,211.662023-05-25 18:00 @ 26,640.152h−$44.57-1.73%trailing stop
76short2023-05-13 06:00 @ 26,725.852023-05-15 00:00 @ 27,240.821d 18h−$52.05-2.01%trailing stop
75short2023-05-10 18:00 @ 27,475.602023-05-12 20:00 @ 26,752.082d 2h$65.99+2.56%trailing stop
74long2023-05-10 14:00 @ 28,159.432023-05-10 16:00 @ 27,663.652h−$48.29-1.86%trailing stop
73long2023-05-02 16:00 @ 28,526.702023-05-05 12:00 @ 28,646.222d 20h$6.71+0.26%trailing stop
72long2023-04-27 02:00 @ 28,736.052023-04-30 14:00 @ 29,259.373d 12h$42.93+1.66%trailing stop
71short2023-04-26 20:00 @ 27,866.332023-04-27 00:00 @ 28,847.944h−$94.26-3.62%trailing stop
70short2023-04-23 02:00 @ 27,533.992023-04-25 20:00 @ 27,818.692d 18h−$28.70-1.10%trailing stop
69long2023-04-18 12:00 @ 30,375.772023-04-19 08:00 @ 29,897.1320h−$44.49-1.70%trailing stop
68long2023-04-14 20:00 @ 30,317.162023-04-17 00:00 @ 30,062.562d 4h−$26.01-0.99%trailing stop
67long2023-04-13 02:00 @ 30,054.912023-04-14 14:00 @ 30,228.931d 12h$11.92+0.45%trailing stop
66long2023-03-19 04:00 @ 27,200.242023-03-19 08:00 @ 26,958.014h−$26.05-0.99%reverse
65short2023-03-08 20:00 @ 21,989.402023-03-09 18:00 @ 21,417.2722h$66.21+2.53%trailing stop
64short2023-03-05 08:00 @ 22,360.732023-03-07 14:00 @ 22,346.052d 6h−$0.25-0.01%trailing stop
63short2023-02-17 00:00 @ 23,521.892023-02-17 16:00 @ 24,136.1316h−$70.87-2.69%reverse
62short2023-02-12 22:00 @ 21,723.652023-02-14 08:00 @ 21,869.141d 10h−$19.30-0.73%trailing stop
61short2023-02-12 04:00 @ 21,767.752023-02-12 16:00 @ 21,935.7912h−$22.79-0.86%reverse
60short2023-01-30 10:00 @ 23,188.262023-01-31 22:00 @ 23,275.431d 12h−$11.55-0.44%trailing stop
59long2023-01-16 16:00 @ 21,004.802023-01-18 14:00 @ 20,881.421d 22h−$19.81-0.75%trailing stop
58long2023-01-10 06:00 @ 17,225.842023-01-11 22:00 @ 17,673.641d 16h$65.33+2.48%trailing stop
57long2023-01-09 00:00 @ 17,128.022023-01-09 20:00 @ 17,155.1820h$1.38+0.05%trailing stop
56short2022-12-15 02:00 @ 17,628.072022-12-16 08:00 @ 17,437.541d 6h$26.45+1.01%trailing stop
55long2022-12-02 00:00 @ 16,973.892022-12-05 14:00 @ 17,069.803d 14h$11.18+0.43%trailing stop
54long2022-11-22 16:00 @ 16,236.052022-11-28 00:00 @ 16,333.355d 8h$11.66+0.44%trailing stop
53short2022-11-11 02:00 @ 17,255.652022-11-14 06:00 @ 16,615.193d 4h$93.58+3.60%trailing stop
52short2022-11-10 18:00 @ 17,176.162022-11-10 22:00 @ 17,851.874h−$105.92-4.04%reverse
51short2022-11-08 20:00 @ 18,234.352022-11-10 12:00 @ 17,268.981d 16h$128.37+4.95%trailing stop
50short2022-11-07 00:00 @ 20,895.822022-11-08 04:00 @ 20,084.891d 4h$98.01+3.82%trailing stop
49long2022-11-06 10:00 @ 21,234.452022-11-06 22:00 @ 20,946.2312h−$37.72-1.46%trailing stop
48short2022-10-27 22:00 @ 20,391.622022-10-28 16:00 @ 20,649.3118h−$35.29-1.36%trailing stop
47short2022-10-14 08:00 @ 19,629.272022-10-16 20:00 @ 19,408.802d 12h$27.36+1.06%trailing stop
46short2022-10-09 20:00 @ 19,456.012022-10-13 10:00 @ 18,975.773d 14h$63.26+2.47%trailing stop
45long2022-10-05 18:00 @ 20,160.132022-10-07 12:00 @ 19,764.801d 18h−$54.37-2.11%trailing stop
44short2022-09-27 18:00 @ 18,943.212022-09-28 14:00 @ 19,471.1020h−$74.97-2.89%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.

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