[Famous-PA] Williams volatility breakout

public
@djgambhir

BTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,412 bars in 3.8ms

Underperformed the market. Holding BTCUSDT returned +65.39% over the same period, against this strategy’s -10.25%.

Net P&L
-10.25%
−$1,024.52
Max drawdown
-18.13%
Max run-up
+19.72%
Trades
549
41.0% win rate
Profit factor
0.94
2021-12-30drawdown · worst -18.13%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-0.47%-17.92%32841%
Validation2024-10-19 → 2025-09-24-11.09%-13.87%11238%
Out-of-sample2025-09-24 → 2026-08-31+2.41%-8.78%10845%

Risk-adjusted

Sharpe
-0.19
Sortino
-0.27
Calmar
-0.13
Return ÷ max drawdown
-0.56
CAGR
-2.29%
Exposure
51.8%

Per trade

Expectancy
−$1.87 · -0.06%
Average win / loss
$74.57 / −$54.95
Payoff ratio
1.36
Largest win / loss
$369.05 / −$241.59
Longest losing streak(winning: 5)
9 trades

Drawdown over time

Max drawdown
-18.13%
Longest time under water(still going at the end)
1682 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$1,271.50
Funding
−$67.26
Liquidations
0
Warmup bars(loaded before the start date)
13
Benchmark(buy and hold)
+65.39%

Monte Carlo

1,000 alternative histories, each 549 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-36.90%-12.25%+26.87%
Max drawdown-42.21%-25.48%-13.12%

74% of histories lost money, and 80% had a deeper drawdown than this run’s -18.13%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

atr14 length
14
Long entry: close > open + (▢ × (high[1] − low[1]))
0.6
Short entry: close < open − (▢ × (high[1] − low[1]))
0.6
Stop loss (× atr14)
2
Close after (bars)
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

549 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
549short2026-08-31 00:00 @ 77,619.072026-08-31 12:00 @ 78,565.3112h−$29.09-1.29%end of data
548short2026-08-29 00:00 @ 77,790.342026-08-30 00:00 @ 78,216.241d−$13.93-0.62%reverse
547long2026-08-20 00:00 @ 69,323.962026-08-22 00:00 @ 78,293.442d$279.19+12.78%time stop
546long2026-08-17 12:00 @ 63,612.722026-08-19 12:00 @ 64,466.202d$26.40+1.21%time stop
545short2026-08-11 00:00 @ 63,926.512026-08-13 00:00 @ 63,467.292d$14.28+0.66%time stop
544long2026-08-07 12:00 @ 65,009.202026-08-09 12:00 @ 64,908.722d−$6.28-0.29%time stop
543long2026-08-04 00:00 @ 63,509.802026-08-06 00:00 @ 64,621.072d$35.25+1.63%time stop
542long2026-08-03 00:00 @ 63,562.712026-08-03 12:00 @ 62,521.5912h−$38.17-1.75%reverse
541short2026-07-31 12:00 @ 63,766.642026-08-02 12:00 @ 63,019.802d$23.91+1.10%time stop
540long2026-07-29 00:00 @ 63,916.382026-07-31 00:00 @ 64,737.052d$24.56+1.13%time stop
539long2026-07-27 00:00 @ 65,388.282026-07-28 00:00 @ 63,707.961d−$58.54-2.69%reverse
538short2026-07-25 00:00 @ 64,103.682026-07-26 00:00 @ 64,350.871d−$10.33-0.47%reverse
537long2026-07-21 12:00 @ 66,331.162026-07-23 12:00 @ 65,512.292d−$29.48-1.35%time stop
536long2026-07-19 00:00 @ 64,819.662026-07-21 00:00 @ 65,211.662d$10.39+0.48%time stop
535short2026-07-13 12:00 @ 62,868.822026-07-15 00:00 @ 65,027.601d 12h−$77.39-3.51%reverse
534long2026-07-10 12:00 @ 64,407.082026-07-12 00:00 @ 63,770.341d 12h−$24.61-1.11%reverse
533long2026-07-07 00:00 @ 64,036.302026-07-08 12:00 @ 62,257.551d 12h−$64.72-2.90%reverse
532long2026-07-05 00:00 @ 63,127.522026-07-06 12:00 @ 62,448.711d 12h−$27.17-1.22%reverse
531long2026-07-02 00:00 @ 60,011.602026-07-04 00:00 @ 62,552.992d$90.48+4.09%time stop
530short2026-06-29 00:00 @ 59,538.292026-07-01 00:00 @ 58,617.122d$32.74+1.49%time stop
529short2026-06-25 00:00 @ 61,038.992026-06-27 00:00 @ 60,083.912d$32.55+1.48%time stop
528long2026-06-22 12:00 @ 64,637.122026-06-23 12:00 @ 62,465.901d−$76.83-3.47%reverse
527long2026-06-20 00:00 @ 63,525.202026-06-22 00:00 @ 63,274.542d−$11.42-0.51%time stop
526short2026-06-17 00:00 @ 65,631.672026-06-19 00:00 @ 62,936.582d$88.00+4.01%time stop
525long2026-06-14 00:00 @ 64,431.182026-06-16 00:00 @ 66,272.642d$60.46+2.77%time stop
524short2026-06-10 00:00 @ 61,682.562026-06-11 12:00 @ 63,090.621d 12h−$52.28-2.38%reverse
523long2026-06-07 12:00 @ 62,611.322026-06-09 12:00 @ 62,666.962d−$0.50-0.02%time stop
522short2026-06-04 00:00 @ 64,104.882026-06-06 00:00 @ 61,034.202d$101.83+4.69%time stop
521short2026-06-01 12:00 @ 72,438.212026-06-03 12:00 @ 67,053.512d$157.21+7.38%time stop
520short2026-05-27 00:00 @ 75,890.422026-05-29 00:00 @ 73,606.122d$62.67+2.96%time stop
519short2026-05-23 00:00 @ 75,498.002026-05-24 00:00 @ 76,730.641d−$36.59-1.72%reverse
518short2026-05-18 00:00 @ 77,414.912026-05-20 00:00 @ 76,815.362d$14.88+0.70%time stop
517long2026-05-15 00:00 @ 81,065.012026-05-16 00:00 @ 79,058.191d−$54.82-2.57%reverse
516short2026-05-14 00:00 @ 79,272.342026-05-14 12:00 @ 82,002.8112h−$76.08-3.54%stop loss
515long2026-05-11 00:00 @ 82,194.142026-05-13 00:00 @ 80,444.912d−$48.68-2.25%time stop
514short2026-05-08 00:00 @ 79,953.512026-05-10 00:00 @ 80,650.132d−$21.19-0.98%time stop
513long2026-05-06 12:00 @ 82,501.802026-05-07 12:00 @ 79,490.951d−$81.71-3.73%stop loss
512long2026-05-03 00:00 @ 78,668.532026-05-05 00:00 @ 79,810.132d$29.42+1.35%time stop
511short2026-04-30 00:00 @ 75,734.752026-05-01 12:00 @ 77,445.091d 12h−$52.13-2.37%reverse
510short2026-04-28 12:00 @ 76,183.662026-04-29 12:00 @ 77,568.011d−$42.24-1.91%reverse
509long2026-04-27 00:00 @ 78,630.122026-04-27 12:00 @ 77,788.7412h−$25.69-1.16%reverse
508short2026-04-25 00:00 @ 77,379.822026-04-26 12:00 @ 78,065.611d 12h−$22.17-1.00%reverse
507long2026-04-22 12:00 @ 78,278.852026-04-24 12:00 @ 78,179.262d−$4.37-0.20%time stop
506long2026-04-18 00:00 @ 77,046.012026-04-20 00:00 @ 73,743.652d−$97.32-4.34%time stop
505long2026-04-14 00:00 @ 74,399.782026-04-16 00:00 @ 74,761.342d$9.32+0.42%time stop
504short2026-04-12 12:00 @ 71,420.712026-04-13 12:00 @ 74,624.721d−$104.18-4.59%stop loss
503short2026-04-09 00:00 @ 71,023.992026-04-11 00:00 @ 72,931.982d−$63.57-2.78%time stop
502long2026-04-06 00:00 @ 69,011.702026-04-08 00:00 @ 71,875.822d$90.97+4.02%time stop
501long2026-04-01 00:00 @ 68,255.052026-04-02 12:00 @ 66,167.361d 12h−$71.96-3.16%reverse
500short2026-03-30 00:00 @ 65,964.802026-03-30 12:00 @ 67,665.0312h−$61.43-2.68%reverse
499short2026-03-26 12:00 @ 69,225.452026-03-28 12:00 @ 66,301.662d$93.09+4.10%time stop
498short2026-03-22 00:00 @ 68,867.722026-03-23 12:00 @ 70,111.221d 12h−$43.85-1.92%reverse
497short2026-03-18 12:00 @ 72,891.822026-03-20 12:00 @ 70,454.092d$73.49+3.25%time stop
496long2026-03-16 00:00 @ 72,793.362026-03-18 00:00 @ 73,857.532d$30.52+1.35%time stop
495long2026-03-13 12:00 @ 72,204.242026-03-15 12:00 @ 71,785.742d−$14.94-0.66%time stop
494long2026-03-10 12:00 @ 70,584.212026-03-12 12:00 @ 70,374.522d−$8.23-0.36%time stop
493short2026-03-09 00:00 @ 65,921.112026-03-09 12:00 @ 67,736.8412h−$65.29-2.87%reverse
492short2026-03-06 00:00 @ 70,840.632026-03-08 00:00 @ 67,245.552d$111.90+4.97%time stop
491long2026-03-03 00:00 @ 68,815.562026-03-05 00:00 @ 72,626.872d$120.55+5.43%time stop
490short2026-02-28 12:00 @ 63,797.642026-03-01 00:00 @ 66,950.3912h−$113.50-5.05%reverse
489long2026-02-26 00:00 @ 67,966.092026-02-27 12:00 @ 66,080.781d 12h−$64.86-2.86%reverse
488short2026-02-23 00:00 @ 67,600.082026-02-25 00:00 @ 64,044.212d$115.49+5.17%time stop
487long2026-02-14 00:00 @ 68,835.262026-02-16 00:00 @ 68,783.142d−$3.99-0.18%time stop
486short2026-02-11 12:00 @ 67,009.502026-02-13 12:00 @ 67,151.232d−$6.84-0.31%time stop
485long2026-02-08 12:00 @ 70,968.192026-02-10 12:00 @ 68,476.202d−$80.99-3.59%time stop
484short2026-02-05 00:00 @ 73,122.872026-02-07 00:00 @ 70,558.612d$75.84+3.39%time stop
483short2026-02-02 00:00 @ 76,916.212026-02-04 00:00 @ 75,747.552d$31.48+1.41%time stop
482short2026-01-30 00:00 @ 84,587.782026-02-01 00:00 @ 78,722.442d$150.56+6.86%time stop
481long2026-01-28 00:00 @ 89,215.642026-01-29 12:00 @ 87,777.541d 12h−$38.35-1.74%reverse
480short2026-01-25 00:00 @ 89,162.862026-01-27 00:00 @ 88,318.262d$19.22+0.87%time stop
479short2026-01-19 00:00 @ 93,595.282026-01-21 00:00 @ 88,408.382d$118.72+5.47%time stop
478long2026-01-15 00:00 @ 96,927.382026-01-16 00:00 @ 95,548.291d−$33.20-1.52%reverse
477long2026-01-12 00:00 @ 90,982.592026-01-14 00:00 @ 95,356.122d$100.70+4.68%time stop
476short2026-01-08 12:00 @ 90,174.162026-01-10 12:00 @ 90,711.042d−$14.47-0.67%time stop
475long2026-01-04 00:00 @ 90,613.922026-01-06 00:00 @ 93,803.542d$72.16+3.38%time stop
474short2026-01-01 00:00 @ 87,590.782026-01-02 00:00 @ 88,817.761d−$31.75-1.48%reverse
473long2025-12-26 12:00 @ 88,525.302025-12-28 12:00 @ 87,833.332d−$19.56-0.91%time stop
472long2025-12-22 12:00 @ 89,923.182025-12-24 12:00 @ 87,145.172d−$69.84-3.22%time stop
471short2025-12-19 00:00 @ 85,452.712025-12-21 00:00 @ 88,338.362d−$75.08-3.43%time stop
470short2025-12-16 00:00 @ 86,372.722025-12-18 00:00 @ 86,218.842d$2.46+0.11%time stop
469short2025-12-14 12:00 @ 89,290.442025-12-15 12:00 @ 89,623.921d−$10.30-0.47%reverse
468long2025-12-12 00:00 @ 92,496.102025-12-13 00:00 @ 90,211.651d−$56.91-2.58%reverse
467long2025-12-10 00:00 @ 92,656.832025-12-11 12:00 @ 90,177.261d 12h−$61.75-2.78%reverse
466short2025-12-06 00:00 @ 89,270.742025-12-08 00:00 @ 90,363.472d−$29.15-1.31%time stop
465long2025-12-03 00:00 @ 91,267.352025-12-05 00:00 @ 92,016.292d$15.72+0.71%time stop
464short2025-12-01 12:00 @ 86,082.782025-12-02 12:00 @ 91,186.341d−$135.89-6.02%stop loss
463long2025-11-27 00:00 @ 90,456.092025-11-29 00:00 @ 90,829.632d$6.81+0.30%time stop
462long2025-11-23 12:00 @ 86,307.562025-11-25 12:00 @ 87,294.542d$23.43+1.04%time stop
461short2025-11-21 00:00 @ 86,584.082025-11-23 00:00 @ 84,706.342d$46.82+2.09%time stop
460short2025-11-17 00:00 @ 94,202.862025-11-19 00:00 @ 92,935.382d$28.89+1.30%time stop
459short2025-11-14 00:00 @ 99,634.372025-11-16 00:00 @ 95,579.512d$88.74+4.02%time stop
458long2025-11-12 12:00 @ 105,000.902025-11-13 00:00 @ 101,585.4812h−$74.71-3.36%reverse
457long2025-11-10 00:00 @ 104,691.632025-11-12 00:00 @ 102,985.202d−$39.26-1.76%time stop
456short2025-11-07 00:00 @ 101,285.342025-11-08 00:00 @ 103,325.961d−$47.15-2.10%reverse
455short2025-11-04 12:00 @ 104,509.792025-11-06 12:00 @ 103,203.242d$26.47+1.18%time stop
454long2025-11-02 12:00 @ 111,167.632025-11-03 12:00 @ 107,715.851d−$72.77-3.22%reverse
453short2025-10-29 00:00 @ 112,810.932025-10-31 00:00 @ 108,285.252d$87.91+3.93%time stop
452long2025-10-26 12:00 @ 113,257.752025-10-28 12:00 @ 114,267.742d$16.58+0.74%time stop
451long2025-10-23 12:00 @ 109,240.342025-10-25 12:00 @ 111,500.302d$43.30+1.95%time stop
450long2025-10-19 12:00 @ 107,752.152025-10-21 12:00 @ 108,497.702d$13.20+0.60%time stop
449short2025-10-17 00:00 @ 108,107.772025-10-19 00:00 @ 107,138.922d$17.29+0.78%time stop
448short2025-10-14 12:00 @ 111,219.152025-10-16 12:00 @ 111,386.272d−$5.79-0.26%time stop
447short2025-10-11 00:00 @ 112,692.462025-10-13 00:00 @ 114,917.482d−$46.02-2.07%time stop
446short2025-10-08 00:00 @ 121,262.342025-10-10 00:00 @ 121,603.722d−$7.92-0.36%time stop
445long2025-10-04 00:00 @ 122,207.042025-10-06 00:00 @ 123,402.012d$18.25+0.82%time stop
444long2025-10-01 12:00 @ 116,760.152025-10-03 12:00 @ 120,283.142d$63.11+2.86%time stop
443long2025-09-29 00:00 @ 112,142.122025-10-01 00:00 @ 113,965.902d$33.25+1.51%time stop
442short2025-09-25 12:00 @ 111,293.742025-09-27 12:00 @ 109,287.652d$37.93+1.73%time stop
441short2025-09-22 12:00 @ 112,791.442025-09-24 12:00 @ 113,004.602d−$5.49-0.25%time stop
440short2025-09-20 00:00 @ 115,546.492025-09-22 00:00 @ 115,206.942d$4.33+0.20%time stop
439short2025-09-15 00:00 @ 115,186.962025-09-17 00:00 @ 116,770.652d−$31.63-1.44%time stop
438long2025-09-11 00:00 @ 113,919.582025-09-13 00:00 @ 115,955.202d$36.26+1.66%time stop
437long2025-09-08 12:00 @ 112,044.402025-09-10 12:00 @ 112,244.052d$0.79+0.04%time stop
436short2025-09-07 00:00 @ 110,113.172025-09-07 12:00 @ 111,271.7512h−$25.19-1.15%reverse
435long2025-09-05 12:00 @ 112,322.062025-09-06 00:00 @ 110,592.6812h−$36.32-1.65%reverse
434long2025-09-03 00:00 @ 111,210.142025-09-05 00:00 @ 110,657.362d−$13.68-0.62%time stop
433long2025-08-28 12:00 @ 112,899.082025-08-29 12:00 @ 110,025.791d−$59.17-2.66%reverse
432short2025-08-25 00:00 @ 113,423.512025-08-27 00:00 @ 111,732.342d$31.85+1.44%time stop
431long2025-08-23 00:00 @ 116,920.882025-08-24 12:00 @ 114,678.961d 12h−$46.00-2.07%reverse
430short2025-08-18 12:00 @ 114,877.122025-08-20 12:00 @ 113,650.132d$22.14+1.00%time stop
429long2025-08-17 12:00 @ 118,277.652025-08-18 00:00 @ 117,330.4312h−$20.09-0.90%reverse
428short2025-08-15 00:00 @ 118,218.552025-08-17 00:00 @ 117,353.272d$14.94+0.67%time stop
427long2025-08-13 00:00 @ 120,104.922025-08-14 12:00 @ 120,923.611d 12h$11.85+0.53%reverse
426long2025-08-10 12:00 @ 118,319.562025-08-12 12:00 @ 118,440.512d−$1.25-0.06%time stop
425long2025-08-07 00:00 @ 114,963.992025-08-09 00:00 @ 116,604.872d$28.67+1.30%time stop
424long2025-08-03 12:00 @ 113,832.762025-08-05 12:00 @ 114,759.142d$14.94+0.68%time stop
423short2025-08-01 00:00 @ 115,674.162025-08-03 00:00 @ 112,531.302d$57.81+2.63%time stop
422long2025-07-28 00:00 @ 119,447.382025-07-30 00:00 @ 117,873.522d−$32.53-1.48%time stop
421short2025-07-25 12:00 @ 116,481.302025-07-27 12:00 @ 118,076.912d−$31.17-1.41%time stop
420short2025-07-21 00:00 @ 117,192.662025-07-22 12:00 @ 119,166.031d 12h−$38.51-1.73%reverse
419long2025-07-18 00:00 @ 119,200.342025-07-20 00:00 @ 117,790.742d−$29.89-1.34%time stop
418long2025-07-13 12:00 @ 118,059.612025-07-15 12:00 @ 117,086.982d−$21.93-0.98%time stop
417long2025-07-10 00:00 @ 111,222.042025-07-12 00:00 @ 117,476.502d$120.48+5.47%time stop
416short2025-07-05 00:00 @ 107,913.712025-07-07 00:00 @ 109,167.632d−$27.62-1.25%time stop
415short2025-07-02 00:00 @ 105,616.772025-07-02 12:00 @ 107,461.1912h−$40.90-1.84%reverse
414long2025-06-29 12:00 @ 108,469.992025-07-01 12:00 @ 106,535.492d−$42.54-1.91%time stop
413long2025-06-24 00:00 @ 105,312.062025-06-26 00:00 @ 107,258.642d$38.74+1.74%time stop
412short2025-06-22 00:00 @ 102,059.382025-06-23 12:00 @ 106,034.411d 12h−$89.26-3.98%stop loss
411long2025-06-20 12:00 @ 105,949.892025-06-21 00:00 @ 103,225.4512h−$60.37-2.67%reverse
410long2025-06-16 12:00 @ 106,863.972025-06-18 12:00 @ 104,770.142d−$47.06-2.07%time stop
409short2025-06-12 12:00 @ 106,841.532025-06-14 12:00 @ 105,051.512d$35.84+1.58%time stop
408long2025-06-09 12:00 @ 107,729.342025-06-11 12:00 @ 109,178.262d$27.03+1.20%time stop
407short2025-06-06 00:00 @ 101,438.412025-06-07 12:00 @ 105,800.321d 12h−$100.73-4.42%stop loss
406long2025-06-03 00:00 @ 105,835.562025-06-05 00:00 @ 104,620.872d−$28.96-1.27%time stop
405long2025-06-01 00:00 @ 104,565.512025-06-02 12:00 @ 103,979.301d 12h−$15.38-0.67%reverse
404short2025-05-29 00:00 @ 107,701.562025-05-31 00:00 @ 103,970.692d$77.10+3.39%time stop
403long2025-05-26 00:00 @ 108,977.792025-05-28 00:00 @ 108,867.422d−$5.59-0.25%time stop
402short2025-05-23 12:00 @ 109,011.392025-05-25 12:00 @ 107,235.442d$35.53+1.57%time stop
401long2025-05-21 00:00 @ 106,821.362025-05-23 00:00 @ 111,640.272d$97.58+4.36%time stop
400long2025-05-18 12:00 @ 103,789.752025-05-19 12:00 @ 102,891.521d−$22.17-0.99%reverse
399short2025-05-15 12:00 @ 102,314.832025-05-17 12:00 @ 102,964.692d−$15.99-0.71%time stop
398long2025-05-11 00:00 @ 104,809.762025-05-12 12:00 @ 100,892.821d 12h−$88.04-3.88%stop loss
397long2025-05-07 00:00 @ 96,818.262025-05-09 00:00 @ 103,207.352d$144.85+6.48%time stop
396short2025-05-03 12:00 @ 95,876.522025-05-05 12:00 @ 94,004.902d$41.39+1.86%time stop
395short2025-04-30 00:00 @ 94,181.262025-05-01 12:00 @ 96,149.231d 12h−$48.93-2.19%reverse
394short2025-04-27 12:00 @ 93,852.332025-04-28 12:00 @ 95,295.161d−$36.79-1.64%reverse
393long2025-04-25 00:00 @ 93,950.292025-04-27 00:00 @ 94,556.782d$12.49+0.56%time stop
392long2025-04-21 00:00 @ 85,155.932025-04-23 00:00 @ 93,386.222d$209.19+9.55%time stop
391long2025-04-19 12:00 @ 85,196.342025-04-20 12:00 @ 84,067.781d−$31.24-1.42%reverse
390short2025-04-16 00:00 @ 83,591.882025-04-18 00:00 @ 84,931.882d−$37.13-1.68%time stop
389long2025-04-11 12:00 @ 82,112.922025-04-13 12:00 @ 84,473.702d$60.12+2.74%time stop
388long2025-04-10 00:00 @ 82,604.422025-04-11 00:00 @ 79,544.391d−$84.51-3.82%reverse
387short2025-04-07 00:00 @ 78,374.422025-04-09 00:00 @ 76,313.262d$56.29+2.56%time stop
386short2025-04-03 00:00 @ 82,468.602025-04-05 00:00 @ 83,878.172d−$39.23-1.78%time stop
385short2025-03-29 12:00 @ 82,238.652025-03-31 12:00 @ 82,188.032d−$0.48-0.02%time stop
384short2025-03-27 00:00 @ 86,856.532025-03-29 00:00 @ 84,397.682d$60.28+2.75%time stop
383long2025-03-24 00:00 @ 86,061.312025-03-26 00:00 @ 87,352.432d$30.58+1.40%time stop
382short2025-03-23 00:00 @ 83,788.142025-03-23 12:00 @ 84,668.3312h−$25.21-1.15%reverse
381long2025-03-19 12:00 @ 83,865.272025-03-21 12:00 @ 83,989.102d$0.62+0.03%time stop
380short2025-03-16 12:00 @ 82,351.432025-03-18 12:00 @ 82,566.612d−$7.61-0.35%time stop
379short2025-03-14 00:00 @ 81,069.282025-03-16 00:00 @ 84,319.862d−$91.15-4.11%time stop
378short2025-03-09 12:00 @ 84,973.002025-03-11 12:00 @ 81,700.842d$83.03+3.78%time stop
377short2025-03-04 00:00 @ 86,176.062025-03-05 00:00 @ 87,263.351d−$30.05-1.36%reverse
376long2025-03-03 00:00 @ 94,240.842025-03-03 12:00 @ 87,533.2712h−$161.98-7.21%stop loss
375short2025-02-27 00:00 @ 84,191.762025-03-01 00:00 @ 84,316.462d−$4.76-0.21%time stop
374short2025-02-23 12:00 @ 96,044.992025-02-25 12:00 @ 89,204.742d$155.57+7.05%time stop
373long2025-02-21 00:00 @ 98,272.452025-02-22 00:00 @ 96,108.771d−$51.13-2.30%reverse
372long2025-02-15 00:00 @ 97,464.692025-02-17 00:00 @ 96,047.792d−$34.94-1.57%time stop
371short2025-02-12 00:00 @ 95,712.252025-02-13 00:00 @ 97,835.861d−$51.76-2.31%reverse
370short2025-02-07 00:00 @ 96,495.702025-02-09 00:00 @ 96,431.282d−$0.35-0.02%time stop
369short2025-02-06 00:00 @ 96,533.892025-02-06 12:00 @ 98,846.0712h−$56.28-2.49%reverse
368short2025-02-02 00:00 @ 100,583.482025-02-04 00:00 @ 101,313.862d−$17.96-0.79%time stop
367long2025-01-30 00:00 @ 103,718.842025-02-01 00:00 @ 102,359.322d−$33.10-1.46%time stop
366short2025-01-27 00:00 @ 102,539.492025-01-29 00:00 @ 101,299.962d$25.91+1.15%time stop
365short2025-01-23 12:00 @ 101,888.822025-01-24 00:00 @ 103,884.7712h−$46.65-2.05%reverse
364long2025-01-22 00:00 @ 106,136.622025-01-23 00:00 @ 103,644.171d−$56.68-2.48%reverse
363long2025-01-20 12:00 @ 108,289.252025-01-20 12:00 @ 100,543.920m−$169.17-7.26%stop loss
362short2025-01-20 00:00 @ 101,291.242025-01-20 00:00 @ 108,306.460m−$166.24-7.01%stop loss
361long2025-01-16 00:00 @ 100,480.092025-01-18 00:00 @ 104,021.792d$79.80+3.39%time stop
360short2025-01-13 12:00 @ 90,809.332025-01-14 00:00 @ 94,504.3012h−$99.12-4.17%reverse
359long2025-01-10 12:00 @ 95,049.512025-01-12 12:00 @ 94,190.162d−$24.60-1.03%time stop
358long2025-01-06 00:00 @ 98,359.872025-01-08 00:00 @ 96,900.822d−$39.26-1.64%time stop
357long2025-01-02 12:00 @ 96,734.742025-01-04 12:00 @ 97,812.232d$22.92+0.96%time stop
356short2024-12-31 00:00 @ 92,740.752025-01-02 00:00 @ 94,599.822d−$49.07-2.04%time stop
355long2024-12-29 00:00 @ 95,278.152024-12-30 00:00 @ 93,681.161d−$43.46-1.80%reverse
354long2024-12-27 12:00 @ 96,919.682024-12-28 00:00 @ 94,240.0512h−$69.76-2.87%reverse
353long2024-12-26 00:00 @ 99,399.482024-12-26 12:00 @ 95,643.4712h−$95.46-3.89%reverse
352short2024-12-23 00:00 @ 95,134.372024-12-25 00:00 @ 98,646.632d−$92.42-3.73%time stop
351short2024-12-19 00:00 @ 100,161.162024-12-21 00:00 @ 97,784.052d$57.40+2.33%time stop
350long2024-12-15 12:00 @ 102,643.522024-12-17 12:00 @ 106,755.742d$93.73+3.85%time 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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