[Famous-PA] Crabel NR7 breakout

public
@djgambhir

BTCUSDT · 12h · 2021-12-30 → 2026-08-31 · 3,412 bars in 1.2ms

Underperformed the market. Holding BTCUSDT returned +65.39% over the same period, against this strategy’s -5.24%.

Net P&L
-5.24%
−$524.24
Max drawdown
-17.20%
Max run-up
+13.97%
Trades
213
42.3% win rate
Profit factor
0.93
2021-12-30drawdown · worst -17.20%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-3.24%-17.20%12644%
Validation2024-10-19 → 2025-09-24-1.72%-7.01%4335%
Out-of-sample2025-09-24 → 2026-08-31-0.35%-5.05%4445%

Risk-adjusted

Sharpe
-0.14
Sortino
-0.22
Calmar
-0.07
Return ÷ max drawdown
-0.30
CAGR
-1.15%
Exposure
30.4%

Per trade

Expectancy
−$2.46 · -0.08%
Average win / loss
$82.51 / −$64.64
Payoff ratio
1.28
Largest win / loss
$377.46 / −$234.30
Longest losing streak(winning: 5)
9 trades

Drawdown over time

Max drawdown
-17.20%
Longest time under water(still going at the end)
1645 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$519.10
Funding
−$10.94
Liquidations
0
Warmup bars(loaded before the start date)
13
Benchmark(buy and hold)
+65.39%

Monte Carlo

1,000 alternative histories, each 213 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-26.73%-6.46%+18.96%
Max drawdown-30.01%-16.82%-8.69%

68% of histories lost money, and 47% had a deeper drawdown than this run’s -17.20%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

trmin7 length
7
atr14 length
14
Stop loss (× atr14)
1.5
Close after (bars)
5
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

213 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
213long2026-08-30 00:00 @ 78,216.242026-08-31 00:00 @ 77,619.071d−$21.09-0.89%reverse
212short2026-08-17 00:00 @ 62,863.422026-08-17 12:00 @ 64,030.4012h−$46.21-1.94%stop loss
211long2026-08-06 00:00 @ 64,646.932026-08-09 00:00 @ 64,915.613d$6.48+0.27%time stop
210short2026-07-31 12:00 @ 63,766.642026-08-03 12:00 @ 62,546.613d$44.32+1.87%time stop
209long2026-07-26 00:00 @ 64,350.872026-07-28 12:00 @ 62,861.842d 12h−$58.67-2.46%stop loss
208long2026-07-19 00:00 @ 64,819.662026-07-22 00:00 @ 66,509.003d$58.36+2.46%time stop
207long2026-07-09 12:00 @ 62,768.452026-07-12 00:00 @ 63,770.342d 12h$34.25+1.45%reverse
206long2026-07-04 00:00 @ 62,578.012026-07-07 00:00 @ 64,010.703d$49.57+2.11%time stop
205long2026-06-20 00:00 @ 63,525.202026-06-23 00:00 @ 63,977.303d$13.57+0.58%time stop
204long2026-06-14 00:00 @ 64,431.182026-06-17 00:00 @ 65,631.673d$41.60+1.78%time stop
203long2026-06-07 12:00 @ 62,611.322026-06-10 12:00 @ 60,990.903d−$63.47-2.70%time stop
202short2026-06-01 00:00 @ 73,638.472026-06-04 00:00 @ 64,130.523d$293.78+12.88%time stop
201short2026-05-28 00:00 @ 74,403.122026-05-31 00:00 @ 73,871.673d$15.38+0.68%time stop
200short2026-05-23 00:00 @ 75,498.002026-05-24 00:00 @ 77,511.711d−$62.88-2.74%stop loss
199long2026-05-17 12:00 @ 78,387.072026-05-18 12:00 @ 76,235.681d−$65.92-2.85%stop loss
198long2026-05-11 00:00 @ 82,194.142026-05-12 12:00 @ 80,118.361d 12h−$61.52-2.65%stop loss
197long2026-05-01 12:00 @ 77,445.092026-05-04 12:00 @ 78,737.753d$36.45+1.57%time stop
196short2026-04-23 12:00 @ 77,634.472026-04-26 12:00 @ 78,065.613d−$16.00-0.69%time stop
195short2026-04-02 12:00 @ 66,167.362026-04-05 00:00 @ 67,284.552d 12h−$41.66-1.79%reverse
194short2026-03-22 00:00 @ 68,867.722026-03-23 12:00 @ 71,697.161d 12h−$99.50-4.23%stop loss
193long2026-03-15 12:00 @ 71,814.462026-03-18 12:00 @ 72,891.823d$32.85+1.40%time stop
192short2026-03-07 00:00 @ 68,069.382026-03-10 00:00 @ 68,407.683d−$14.56-0.62%time stop
191short2026-02-27 00:00 @ 67,434.612026-03-02 00:00 @ 65,763.053d$55.44+2.37%time stop
190short2026-02-23 00:00 @ 67,600.082026-02-26 00:00 @ 67,966.093d−$14.89-0.64%time stop
189short2026-02-13 00:00 @ 66,229.952026-02-14 00:00 @ 68,835.261d−$95.27-4.03%reverse
188long2026-02-08 12:00 @ 70,968.192026-02-11 12:00 @ 67,009.503d−$135.15-5.64%time stop
187short2026-02-02 00:00 @ 76,916.212026-02-05 00:00 @ 73,152.133d$113.60+4.79%time stop
186short2026-01-25 00:00 @ 89,162.862026-01-28 00:00 @ 89,215.643d−$2.73-0.12%time stop
185short2026-01-19 00:00 @ 93,595.282026-01-22 00:00 @ 89,429.283d$103.14+4.40%time stop
184long2026-01-05 12:00 @ 93,111.922026-01-07 12:00 @ 90,729.442d−$63.45-2.69%stop loss
183long2026-01-02 00:00 @ 88,817.762026-01-05 00:00 @ 91,478.903d$66.74+2.85%time stop
182short2025-12-26 00:00 @ 87,165.362025-12-28 00:00 @ 87,847.072d−$20.01-0.85%reverse
181short2025-12-19 00:00 @ 85,452.712025-12-22 00:00 @ 88,639.023d−$89.18-3.76%time stop
180short2025-12-13 00:00 @ 90,211.652025-12-16 00:00 @ 86,407.283d$97.37+4.15%time stop
179short2025-12-05 00:00 @ 92,016.292025-12-08 00:00 @ 90,363.473d$40.22+1.72%time stop
178long2025-11-27 00:00 @ 90,456.092025-11-30 00:00 @ 90,746.753d$4.86+0.21%time stop
177short2025-11-21 00:00 @ 86,584.082025-11-23 12:00 @ 86,307.562d 12h$5.77+0.25%reverse
176short2025-11-07 00:00 @ 101,285.342025-11-10 00:00 @ 104,691.633d−$80.51-3.42%time stop
175long2025-11-02 12:00 @ 111,167.632025-11-03 00:00 @ 107,589.1912h−$79.17-3.34%stop loss
174long2025-10-26 12:00 @ 113,257.752025-10-29 12:00 @ 113,061.983d−$7.79-0.33%time stop
173long2025-10-19 12:00 @ 107,752.152025-10-22 12:00 @ 107,480.203d−$8.19-0.34%time stop
172short2025-10-14 12:00 @ 111,219.152025-10-17 12:00 @ 105,631.623d$115.36+4.91%time stop
171short2025-10-11 00:00 @ 112,692.462025-10-14 00:00 @ 115,135.023d−$53.46-2.26%time stop
170long2025-10-05 12:00 @ 123,437.982025-10-07 12:00 @ 120,545.122d−$59.43-2.50%stop loss
169short2025-09-22 00:00 @ 115,160.862025-09-25 00:00 @ 113,276.553d$37.59+1.59%time stop
168long2025-09-12 00:00 @ 115,450.092025-09-15 00:00 @ 115,186.963d−$8.64-0.36%time stop
167short2025-09-07 00:00 @ 110,113.172025-09-08 12:00 @ 112,044.401d 12h−$43.46-1.83%reverse
166long2025-08-23 00:00 @ 116,920.882025-08-24 12:00 @ 113,533.311d 12h−$73.27-3.05%stop loss
165long2025-08-17 12:00 @ 118,277.652025-08-18 00:00 @ 115,378.3312h−$61.66-2.55%stop loss
164long2025-08-10 12:00 @ 118,319.562025-08-13 12:00 @ 120,514.293d$40.13+1.67%time stop
163short2025-08-03 00:00 @ 112,486.302025-08-04 12:00 @ 115,567.711d 12h−$68.00-2.81%stop loss
162short2025-07-21 00:00 @ 117,192.662025-07-24 00:00 @ 118,737.143d−$32.25-1.33%time stop
161long2025-07-11 00:00 @ 116,002.402025-07-14 00:00 @ 119,014.493d$58.05+2.40%time stop
160short2025-07-05 00:00 @ 107,913.712025-07-08 00:00 @ 108,225.543d−$8.85-0.37%time stop
159long2025-06-29 12:00 @ 108,469.992025-07-01 12:00 @ 105,881.332d−$61.06-2.51%stop loss
158short2025-06-06 00:00 @ 101,438.412025-06-06 12:00 @ 104,714.9112h−$81.95-3.34%stop loss
157long2025-06-02 00:00 @ 105,604.422025-06-05 00:00 @ 104,620.873d−$26.05-1.06%time stop
156short2025-05-29 00:00 @ 107,701.562025-06-01 00:00 @ 104,565.513d$69.86+2.86%time stop
155short2025-05-23 12:00 @ 109,011.392025-05-26 12:00 @ 109,758.553d−$17.75-0.73%time stop
154short2025-05-17 12:00 @ 102,923.512025-05-18 12:00 @ 103,789.751d−$22.77-0.93%reverse
153long2025-05-11 00:00 @ 104,809.762025-05-12 12:00 @ 101,866.811d 12h−$72.79-2.95%stop loss
152short2025-05-04 12:00 @ 95,356.922025-05-07 12:00 @ 97,019.403d−$45.49-1.83%time stop
151long2025-04-25 12:00 @ 94,621.122025-04-28 12:00 @ 95,257.043d$14.46+0.58%time stop
150long2025-04-19 12:00 @ 85,196.342025-04-22 12:00 @ 88,555.093d$93.91+3.83%time stop
149long2025-04-13 00:00 @ 85,254.952025-04-16 00:00 @ 83,591.883d−$51.73-2.10%time stop
148short2025-04-11 00:00 @ 79,544.392025-04-12 12:00 @ 84,347.141d 12h−$153.45-6.12%stop loss
147short2025-03-23 00:00 @ 83,788.142025-03-24 00:00 @ 87,193.721d−$105.14-4.15%stop loss
146short2025-03-14 00:00 @ 81,069.282025-03-17 00:00 @ 82,558.113d−$49.08-1.93%time stop
145short2025-03-07 00:00 @ 89,869.922025-03-10 00:00 @ 80,706.843d$251.04+10.12%time stop
144long2025-03-03 00:00 @ 94,240.842025-03-03 12:00 @ 89,205.4512h−$136.87-5.44%stop loss
143short2025-02-22 00:00 @ 96,108.772025-02-25 00:00 @ 91,532.803d$116.79+4.70%time stop
142long2025-02-15 00:00 @ 97,464.692025-02-18 00:00 @ 95,723.953d−$47.82-1.91%time stop
141short2025-02-06 00:00 @ 96,533.892025-02-09 00:00 @ 96,431.283d$0.80+0.03%time stop
140short2025-02-01 00:00 @ 102,359.322025-02-04 00:00 @ 101,313.863d$24.24+0.97%time stop
139short2025-01-23 00:00 @ 103,644.172025-01-26 00:00 @ 104,722.943d−$26.85-1.07%time stop
138long2025-01-04 00:00 @ 98,165.332025-01-07 00:00 @ 102,160.063d$96.27+3.89%time stop
137long2024-12-29 00:00 @ 95,278.152024-12-30 00:00 @ 93,681.161d−$44.82-1.80%reverse
136short2024-12-23 00:00 @ 95,134.372024-12-25 00:00 @ 98,646.632d−$93.71-3.73%reverse
135long2024-12-15 12:00 @ 102,643.522024-12-18 12:00 @ 104,957.603d$51.55+2.06%time stop
134short2024-12-13 00:00 @ 99,962.302024-12-14 00:00 @ 101,392.171d−$37.61-1.50%reverse
133long2024-11-29 12:00 @ 97,321.662024-12-02 12:00 @ 95,172.363d−$62.07-2.46%time stop
132short2024-11-24 00:00 @ 97,706.052024-11-27 00:00 @ 92,039.903d$145.92+5.87%time stop
131short2024-11-17 00:00 @ 90,625.072024-11-20 00:00 @ 92,354.373d−$45.80-1.83%time stop
130long2024-11-09 00:00 @ 76,497.502024-11-12 00:00 @ 88,711.253d$377.46+15.71%time stop
129short2024-11-01 00:00 @ 70,307.842024-11-04 00:00 @ 68,776.253d$51.80+2.17%time stop
128short2024-10-26 00:00 @ 66,649.372024-10-28 00:00 @ 68,006.302d−$50.06-2.08%reverse
127long2024-10-25 00:00 @ 68,187.432024-10-25 12:00 @ 66,233.6212h−$72.44-2.99%stop loss
126long2024-10-18 12:00 @ 67,706.242024-10-21 12:00 @ 68,237.153d$14.32+0.59%time stop
125short2024-10-13 12:00 @ 62,515.892024-10-14 00:00 @ 64,451.1112h−$77.38-3.18%stop loss
124long2024-10-07 00:00 @ 62,801.762024-10-09 12:00 @ 60,878.902d 12h−$78.62-3.20%stop loss
123long2024-09-22 00:00 @ 63,333.262024-09-22 12:00 @ 62,738.8512h−$25.93-1.05%reverse
122long2024-09-14 00:00 @ 60,468.292024-09-16 00:00 @ 59,088.682d−$58.81-2.37%reverse
121short2024-09-01 12:00 @ 58,196.462024-09-04 12:00 @ 56,547.413d$67.64+2.75%time stop
120long2024-08-24 00:00 @ 64,032.802024-08-27 00:00 @ 62,795.143d−$50.51-2.04%time stop
119long2024-08-18 12:00 @ 60,003.302024-08-21 12:00 @ 59,320.433d−$30.13-1.22%time stop
118short2024-08-15 00:00 @ 58,636.372024-08-18 00:00 @ 59,480.393d−$38.87-1.56%time stop
117short2024-08-05 00:00 @ 58,132.872024-08-08 00:00 @ 55,113.923d$125.71+5.11%time stop
116long2024-07-20 00:00 @ 66,641.232024-07-23 00:00 @ 67,485.703d$28.20+1.15%time stop
115long2024-07-11 12:00 @ 58,765.752024-07-14 12:00 @ 60,066.983d$50.04+2.05%time stop
114long2024-07-07 00:00 @ 58,227.642024-07-08 00:00 @ 55,613.401d−$114.24-4.63%stop loss
113long2024-06-28 00:00 @ 61,694.442024-07-01 00:00 @ 62,753.553d$37.51+1.53%time stop
112short2024-06-15 00:00 @ 66,026.492024-06-18 00:00 @ 66,485.393d−$17.36-0.71%time stop
111short2024-06-07 00:00 @ 70,815.832024-06-10 00:00 @ 69,681.033d$39.04+1.59%time stop
110short2024-06-01 00:00 @ 67,564.382024-06-02 12:00 @ 68,297.661d 12h−$27.92-1.14%reverse
109short2024-05-24 00:00 @ 67,986.302024-05-27 00:00 @ 68,538.103d−$20.23-0.82%time stop
108short2024-05-17 00:00 @ 65,204.662024-05-20 00:00 @ 66,252.653d−$41.60-1.68%time stop
107short2024-05-09 00:00 @ 61,145.672024-05-12 00:00 @ 60,821.363d$11.85+0.48%time stop
106long2024-05-04 00:00 @ 62,866.272024-05-07 00:00 @ 63,130.073d$7.01+0.28%time stop
105short2024-04-25 00:00 @ 64,237.152024-04-28 00:00 @ 63,433.583d$29.34+1.19%time stop
104long2024-04-21 00:00 @ 64,910.182024-04-24 00:00 @ 66,372.923d$52.22+2.13%time stop
103short2024-04-18 00:00 @ 61,242.252024-04-19 00:00 @ 65,378.391d−$170.55-6.84%stop loss
102long2024-04-05 00:00 @ 68,503.502024-04-08 00:00 @ 69,348.833d$25.95+1.04%time stop
101short2024-03-29 12:00 @ 70,168.962024-04-01 12:00 @ 69,534.303d$28.19+1.14%time stop
100long2024-03-25 00:00 @ 67,274.352024-03-28 00:00 @ 69,518.693d$73.47+2.99%time stop
99short2024-03-19 12:00 @ 63,124.472024-03-20 12:00 @ 67,760.301d−$184.94-7.38%stop loss
98long2024-03-09 00:00 @ 68,193.842024-03-12 00:00 @ 72,139.473d$130.24+5.26%time stop
97short2024-02-24 00:00 @ 50,761.752024-02-25 00:00 @ 51,612.421d−$43.39-1.75%reverse
96short2024-02-20 00:00 @ 51,803.342024-02-23 00:00 @ 51,327.163d$23.02+0.93%time stop
95short2024-02-12 12:00 @ 47,896.322024-02-12 12:00 @ 49,558.180m−$89.07-3.56%stop loss
94long2024-01-28 12:00 @ 42,464.992024-01-31 12:00 @ 42,621.673d$4.81+0.19%time stop
93short2024-01-19 00:00 @ 41,314.942024-01-22 00:00 @ 41,588.223d−$16.81-0.67%time stop
92short2024-01-15 00:00 @ 41,726.552024-01-18 00:00 @ 42,791.863d−$64.57-2.56%time stop
91long2024-01-02 00:00 @ 44,239.152024-01-03 12:00 @ 42,632.311d 12h−$100.19-3.94%stop loss
90short2023-12-17 12:00 @ 41,971.402023-12-20 12:00 @ 42,899.783d−$56.64-2.21%time stop
89short2023-12-10 00:00 @ 43,725.452023-12-13 00:00 @ 41,523.203d$128.05+5.07%time stop
88long2023-12-03 00:00 @ 39,442.992023-12-06 00:00 @ 44,072.883d$283.45+11.54%time stop
87short2023-11-27 00:00 @ 37,430.412023-11-30 00:00 @ 37,844.773d−$27.53-1.12%time stop
86long2023-11-20 00:00 @ 37,383.282023-11-21 12:00 @ 36,051.051d 12h−$92.54-3.72%stop loss
85short2023-11-13 12:00 @ 36,830.132023-11-16 12:00 @ 37,279.453d−$29.87-1.20%time stop
84long2023-11-09 00:00 @ 35,633.832023-11-12 00:00 @ 37,154.673d$99.97+4.05%time stop
83long2023-11-02 00:00 @ 35,444.592023-11-03 00:00 @ 34,151.881d−$94.59-3.79%stop loss
82long2023-10-29 12:00 @ 34,279.452023-11-01 12:00 @ 34,436.013d$6.62+0.27%time stop
81long2023-10-23 12:00 @ 30,650.532023-10-26 12:00 @ 34,097.283d$267.86+11.05%time stop
80long2023-10-19 12:00 @ 28,441.792023-10-22 12:00 @ 29,889.923d$119.49+4.99%time stop
79long2023-10-16 00:00 @ 27,145.232023-10-19 00:00 @ 28,301.543d$98.36+4.15%time stop
78short2023-10-08 12:00 @ 27,793.642023-10-11 12:00 @ 27,190.443d$49.93+2.12%time stop
77short2023-09-25 00:00 @ 26,227.152023-09-27 12:00 @ 26,852.332d 12h−$58.27-2.46%stop loss
76short2023-09-02 00:00 @ 25,790.442023-09-03 00:00 @ 25,860.971d−$8.75-0.37%reverse
75short2023-08-17 00:00 @ 28,708.662023-08-20 00:00 @ 26,093.623d$210.12+9.05%time stop
74short2023-08-11 00:00 @ 29,437.812023-08-14 00:00 @ 29,299.163d$10.49+0.45%time stop
73short2023-07-23 00:00 @ 29,777.542023-07-26 00:00 @ 29,222.043d$42.39+1.84%time stop
72short2023-07-10 00:00 @ 30,141.772023-07-10 12:00 @ 30,967.4612h−$65.91-2.84%stop loss
71long2023-06-24 00:00 @ 30,679.632023-06-27 00:00 @ 30,254.053d−$36.78-1.58%time stop
70long2023-06-17 00:00 @ 26,341.172023-06-20 00:00 @ 26,823.233d$38.71+1.67%time stop
69short2023-06-15 00:00 @ 25,110.882023-06-16 12:00 @ 26,035.571d 12h−$88.44-3.77%stop loss
68long2023-06-12 00:00 @ 25,915.182023-06-14 12:00 @ 24,976.802d 12h−$89.21-3.77%stop loss
67short2023-06-04 00:00 @ 27,049.492023-06-07 00:00 @ 27,226.943d−$16.85-0.71%time stop
66long2023-05-27 00:00 @ 26,695.142023-05-30 00:00 @ 27,716.563d$85.57+3.64%time stop
65long2023-05-21 00:00 @ 27,095.022023-05-24 00:00 @ 27,204.463d$5.84+0.25%time stop
64short2023-05-17 12:00 @ 26,621.072023-05-20 12:00 @ 26,873.873d−$23.50-1.00%time stop
63long2023-04-23 00:00 @ 27,812.762023-04-26 00:00 @ 28,281.043d$36.24+1.54%time stop
62long2023-04-08 12:00 @ 28,003.302023-04-11 12:00 @ 30,039.093d$164.07+7.12%time stop
61short2023-04-03 00:00 @ 28,155.672023-04-06 00:00 @ 28,159.633d−$2.30-0.10%time stop
60short2023-03-23 00:00 @ 27,228.352023-03-23 12:00 @ 28,771.7712h−$134.83-5.76%stop loss
59long2023-03-17 12:00 @ 26,919.482023-03-20 12:00 @ 28,171.163d$103.13+4.46%time stop
58long2023-03-13 00:00 @ 21,990.602023-03-16 00:00 @ 24,283.043d$229.48+10.17%time stop
57short2023-02-25 00:00 @ 23,170.862023-02-27 00:00 @ 23,549.912d−$38.94-1.72%reverse
56short2023-02-20 00:00 @ 24,261.052023-02-21 00:00 @ 25,330.411d−$102.21-4.46%stop loss
55long2023-02-12 00:00 @ 21,855.572023-02-15 00:00 @ 22,182.963d$30.44+1.33%time stop
54long2023-02-02 00:00 @ 23,734.852023-02-05 00:00 @ 23,317.943d−$44.65-1.94%time stop
53long2023-01-29 12:00 @ 23,434.692023-01-30 12:00 @ 22,548.391d−$90.88-3.92%stop loss
52short2023-01-19 00:00 @ 20,675.962023-01-20 00:00 @ 21,072.511d−$46.34-1.99%reverse
51short2022-12-30 12:00 @ 16,486.302023-01-02 00:00 @ 16,613.722d 12h−$18.97-0.81%reverse
50short2022-12-10 00:00 @ 17,118.582022-12-13 00:00 @ 17,203.443d−$13.81-0.59%time stop
49short2022-12-02 00:00 @ 16,967.112022-12-03 00:00 @ 17,086.421d−$18.66-0.80%reverse
48short2022-11-27 00:00 @ 16,445.912022-11-30 00:00 @ 16,436.593d−$0.71-0.03%time stop
47long2022-11-18 12:00 @ 16,747.352022-11-21 12:00 @ 16,074.383d−$97.96-4.14%time stop
46short2022-11-13 12:00 @ 16,648.472022-11-16 12:00 @ 16,698.543d−$10.65-0.45%time stop
45short2022-10-31 00:00 @ 20,611.382022-11-03 00:00 @ 20,144.233d$51.52+2.19%time stop
44long2022-10-23 00:00 @ 19,198.942022-10-26 00:00 @ 20,064.293d$101.64+4.36%time stop
43long2022-10-17 00:00 @ 19,255.652022-10-20 00:00 @ 19,112.783d−$21.30-0.91%time stop
42short2022-10-08 00:00 @ 19,517.002022-10-11 00:00 @ 19,127.923d$45.10+1.94%time stop
41short2022-10-02 12:00 @ 19,177.162022-10-04 00:00 @ 20,149.091d 12h−$120.68-5.12%stop loss
40short2022-09-25 00:00 @ 18,907.122022-09-27 00:00 @ 19,956.542d−$134.43-5.63%stop loss
39short2022-09-16 00:00 @ 19,686.862022-09-19 00:00 @ 19,408.383d$32.33+1.36%time stop
38short2022-09-03 00:00 @ 19,937.012022-09-06 00:00 @ 19,788.863d$16.03+0.67%time stop
37short2022-08-29 00:00 @ 19,543.592022-08-30 00:00 @ 20,476.191d−$118.12-4.91%stop loss
36short2022-08-19 00:00 @ 23,180.362022-08-22 00:00 @ 21,509.903d$167.88+7.10%time stop
35short2022-08-05 00:00 @ 22,604.382022-08-08 00:00 @ 23,172.533d−$61.08-2.57%time stop
34short2022-08-01 00:00 @ 23,285.442022-08-04 00:00 @ 22,806.063d$47.66+2.01%time stop
33long2022-07-28 00:00 @ 22,945.692022-07-31 00:00 @ 23,625.273d$65.12+2.77%time stop
32long2022-07-24 12:00 @ 22,652.632022-07-25 12:00 @ 21,927.211d−$78.75-3.32%reverse
31long2022-07-22 12:00 @ 23,605.422022-07-23 00:00 @ 22,670.4712h−$97.38-4.06%reverse
30short2022-07-16 12:00 @ 20,600.582022-07-17 00:00 @ 21,187.8412h−$71.25-2.95%reverse
29long2022-07-08 00:00 @ 21,618.822022-07-11 00:00 @ 20,849.633d−$90.94-3.73%time stop
28short2022-07-03 12:00 @ 19,076.282022-07-05 00:00 @ 20,465.871d 12h−$182.46-7.35%stop loss
27short2022-06-30 12:00 @ 19,084.882022-07-01 00:00 @ 20,637.7712h−$209.46-8.26%stop loss
26short2022-06-18 12:00 @ 19,233.152022-06-21 12:00 @ 20,957.493d−$234.30-9.03%time stop
25long2022-06-05 00:00 @ 29,854.472022-06-08 00:00 @ 31,111.783d$104.61+4.07%time stop
24long2022-05-29 00:00 @ 29,024.602022-06-01 00:00 @ 31,791.543d$234.15+9.33%time stop
23long2022-05-25 00:00 @ 29,648.932022-05-28 00:00 @ 28,617.583d−$92.35-3.65%time stop
22long2022-05-20 00:00 @ 30,325.962022-05-23 00:00 @ 30,277.943d−$7.54-0.30%time stop
21long2022-05-16 00:00 @ 31,330.562022-05-19 00:00 @ 28,694.863d−$220.98-8.54%time stop
20short2022-05-14 12:00 @ 29,059.492022-05-15 00:00 @ 30,085.5212h−$94.64-3.62%reverse
19short2022-05-01 00:00 @ 37,606.882022-05-04 00:00 @ 37,720.543d−$8.61-0.33%time stop
18short2022-04-23 00:00 @ 39,666.372022-04-26 00:00 @ 40,419.083d−$54.49-2.07%time stop
17short2022-04-15 00:00 @ 39,907.922022-04-18 00:00 @ 39,657.033d$14.46+0.55%time stop
16long2022-04-10 00:00 @ 42,736.352022-04-11 00:00 @ 42,131.871d−$40.38-1.53%reverse
15long2022-04-05 00:00 @ 46,590.222022-04-06 00:00 @ 45,468.401d−$67.26-2.54%reverse
14short2022-04-01 00:00 @ 45,496.802022-04-03 12:00 @ 47,384.362d 12h−$111.55-4.16%stop loss

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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