[Famous-PA] Crabel ID/NR4 breakout

public
@djgambhir

BTCUSDT · 12h · 2021-12-29 → 2026-08-31 · 3,413 bars in 1.8ms

Underperformed the market. Holding BTCUSDT returned +69.15% over the same period, against this strategy’s +14.53%.

Net P&L
+14.53%
$1,452.72
Max drawdown
-16.31%
Max run-up
+31.96%
Trades
221
44.8% win rate
Profit factor
1.15
2021-12-29drawdown · worst -16.31%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+18.67%-10.24%13247%
Validation2024-10-19 → 2025-09-24-0.78%-9.81%4243%
Out-of-sample2025-09-24 → 2026-08-31-2.56%-9.47%4641%

Risk-adjusted

Sharpe
0.42
Sortino
0.67
Calmar
0.18
Return ÷ max drawdown
0.89
CAGR
+2.95%
Exposure
32.3%

Per trade

Expectancy
$6.57 · +0.27%
Average win / loss
$112.98 / −$79.77
Payoff ratio
1.42
Largest win / loss
$567.70 / −$217.65
Longest losing streak(winning: 7)
6 trades

Drawdown over time

Max drawdown
-16.31%
Longest time under water(still going at the end)
640 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$618.89
Funding
−$63.08
Liquidations
0
Warmup bars(loaded before the start date)
13
Benchmark(buy and hold)
+69.15%

Monte Carlo

1,000 alternative histories, each 221 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-11.51%+13.81%+52.62%
Max drawdown-22.34%-12.20%-7.11%

20% of histories lost money, and 23% had a deeper drawdown than this run’s -16.31%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

trmin4 length
4
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

221 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
221long2026-08-30 00:00 @ 78,216.242026-08-31 00:00 @ 77,619.071d−$25.49-0.89%reverse
220long2026-08-19 00:00 @ 64,707.042026-08-22 00:00 @ 78,293.443d$567.70+20.81%time stop
219short2026-08-17 00:00 @ 62,863.422026-08-17 12:00 @ 64,030.4012h−$53.09-1.94%stop loss
218short2026-08-12 00:00 @ 63,559.192026-08-15 00:00 @ 63,027.503d$21.85+0.80%time stop
217long2026-08-06 00:00 @ 64,646.932026-08-09 00:00 @ 64,915.613d$7.43+0.27%time stop
216short2026-08-02 00:00 @ 62,779.742026-08-04 12:00 @ 64,378.732d 12h−$71.28-2.59%stop loss
215long2026-07-26 00:00 @ 64,350.872026-07-28 12:00 @ 62,861.842d 12h−$68.02-2.46%stop loss
214long2026-07-19 00:00 @ 64,819.662026-07-22 00:00 @ 66,509.003d$67.66+2.46%time stop
213short2026-07-12 00:00 @ 63,770.342026-07-15 00:00 @ 65,027.603d−$55.88-2.02%time stop
212long2026-07-04 00:00 @ 62,578.012026-07-07 00:00 @ 64,010.703d$57.98+2.11%time stop
211short2026-07-01 00:00 @ 58,593.682026-07-01 12:00 @ 60,939.3212h−$113.69-4.09%stop loss
210long2026-06-24 12:00 @ 62,900.382026-06-24 12:00 @ 60,515.700m−$109.16-3.89%stop loss
209long2026-06-20 00:00 @ 63,525.202026-06-23 00:00 @ 63,977.303d$16.19+0.58%time stop
208long2026-06-14 00:00 @ 64,431.182026-06-17 00:00 @ 65,631.673d$49.63+1.78%time stop
207short2026-06-05 12:00 @ 61,917.212026-06-07 12:00 @ 62,611.322d−$34.26-1.22%reverse
206long2026-05-31 00:00 @ 73,871.672026-06-01 12:00 @ 71,992.881d 12h−$75.45-2.68%stop loss
205short2026-05-23 00:00 @ 75,498.002026-05-24 00:00 @ 77,511.711d−$77.81-2.74%stop loss
204long2026-05-17 12:00 @ 78,387.072026-05-18 12:00 @ 76,235.681d−$81.58-2.85%stop loss
203long2026-05-11 00:00 @ 82,194.142026-05-12 12:00 @ 80,118.361d 12h−$76.12-2.65%stop loss
202long2026-05-03 00:00 @ 78,668.532026-05-06 00:00 @ 80,845.733d$76.50+2.68%time stop
201short2026-04-19 00:00 @ 75,638.672026-04-22 00:00 @ 76,303.563d−$29.72-1.04%time stop
200long2026-04-14 00:00 @ 74,399.782026-04-17 00:00 @ 75,091.783d$24.81+0.87%time stop
199short2026-04-09 00:00 @ 71,023.992026-04-11 00:00 @ 72,931.982d−$80.14-2.78%reverse
198short2026-04-02 12:00 @ 66,167.362026-04-05 00:00 @ 67,284.552d 12h−$51.71-1.79%reverse
197short2026-03-22 00:00 @ 68,867.722026-03-23 12:00 @ 71,697.161d 12h−$123.50-4.23%stop loss
196long2026-03-15 12:00 @ 71,814.462026-03-18 12:00 @ 72,891.823d$40.77+1.40%time stop
195long2026-03-03 00:00 @ 68,815.562026-03-06 00:00 @ 70,840.633d$81.76+2.83%time stop
194short2026-02-27 00:00 @ 67,434.612026-03-02 00:00 @ 65,763.053d$68.22+2.37%time stop
193short2026-02-13 00:00 @ 66,229.952026-02-14 00:00 @ 68,835.261d−$117.04-4.03%reverse
192long2026-02-08 12:00 @ 70,968.192026-02-11 12:00 @ 67,009.503d−$166.03-5.64%time stop
191short2026-02-05 00:00 @ 73,122.872026-02-08 00:00 @ 69,268.153d$149.12+5.13%time stop
190short2026-02-01 00:00 @ 78,690.962026-02-04 00:00 @ 75,747.553d$104.77+3.64%time stop
189short2026-01-25 00:00 @ 89,162.862026-01-28 00:00 @ 89,215.643d−$3.32-0.12%time stop
188long2026-01-15 00:00 @ 96,927.382026-01-18 00:00 @ 95,088.883d−$58.57-2.02%time stop
187long2026-01-05 12:00 @ 93,111.922026-01-07 12:00 @ 90,729.442d−$78.43-2.69%stop loss
186short2026-01-01 00:00 @ 87,590.782026-01-02 00:00 @ 88,817.761d−$43.33-1.48%reverse
185short2025-12-26 00:00 @ 87,165.362025-12-28 00:00 @ 87,847.072d−$25.00-0.85%reverse
184short2025-12-19 00:00 @ 85,452.712025-12-22 00:00 @ 88,639.023d−$111.43-3.76%time stop
183short2025-12-13 00:00 @ 90,211.652025-12-16 00:00 @ 86,407.283d$121.67+4.15%time stop
182short2025-12-05 00:00 @ 92,016.292025-12-08 00:00 @ 90,363.473d$50.26+1.72%time stop
181long2025-11-23 12:00 @ 86,307.562025-11-26 12:00 @ 87,031.693d$21.31+0.73%time stop
180short2025-11-07 00:00 @ 101,285.342025-11-10 00:00 @ 104,691.633d−$100.53-3.42%time stop
179long2025-11-02 12:00 @ 111,167.632025-11-03 00:00 @ 107,589.1912h−$98.85-3.34%stop loss
178long2025-10-19 12:00 @ 107,752.152025-10-21 12:00 @ 108,497.702d$17.61+0.60%reverse
177short2025-10-14 12:00 @ 111,219.152025-10-17 12:00 @ 105,631.623d$143.59+4.91%time stop
176short2025-10-11 00:00 @ 112,692.462025-10-13 00:00 @ 114,917.482d−$60.72-2.07%reverse
175short2025-09-07 00:00 @ 110,113.172025-09-09 00:00 @ 113,116.482d−$82.21-2.78%stop loss
174long2025-08-23 00:00 @ 116,920.882025-08-24 12:00 @ 113,533.311d 12h−$91.08-3.05%stop loss
173short2025-08-16 00:00 @ 117,255.642025-08-17 12:00 @ 118,277.651d 12h−$27.88-0.93%reverse
172long2025-08-10 12:00 @ 118,319.562025-08-13 12:00 @ 120,514.293d$49.69+1.67%time stop
171long2025-08-07 00:00 @ 114,963.992025-08-10 00:00 @ 116,398.823d$32.43+1.09%time stop
170short2025-08-03 00:00 @ 112,486.302025-08-04 12:00 @ 115,567.711d 12h−$83.96-2.81%stop loss
169short2025-07-21 00:00 @ 117,192.662025-07-24 00:00 @ 118,737.143d−$39.81-1.33%time stop
168long2025-07-10 00:00 @ 111,222.042025-07-13 00:00 @ 117,365.923d$157.97+5.34%time stop
167long2025-06-25 00:00 @ 106,056.112025-06-28 00:00 @ 106,989.203d$22.68+0.77%time stop
166short2025-06-22 00:00 @ 102,059.382025-06-23 12:00 @ 105,045.761d 12h−$89.57-3.01%stop loss
165short2025-06-12 00:00 @ 108,578.382025-06-15 00:00 @ 105,380.873d$84.67+2.86%time stop
164short2025-06-06 00:00 @ 101,438.412025-06-06 12:00 @ 104,714.9112h−$99.58-3.34%stop loss
163long2025-06-02 00:00 @ 105,604.422025-06-05 00:00 @ 104,620.873d−$31.65-1.06%time stop
162short2025-05-25 12:00 @ 107,192.562025-05-28 12:00 @ 108,843.063d−$47.57-1.59%time stop
161long2025-05-18 12:00 @ 103,789.752025-05-21 12:00 @ 106,469.603d$72.25+2.42%time stop
160long2025-05-07 00:00 @ 96,818.262025-05-10 00:00 @ 102,921.313d$180.87+6.16%time stop
159long2025-04-13 00:00 @ 85,254.952025-04-16 00:00 @ 83,591.883d−$61.89-2.10%time stop
158short2025-04-11 00:00 @ 79,544.392025-04-12 12:00 @ 84,347.141d 12h−$183.61-6.12%stop loss
157short2025-04-09 00:00 @ 76,282.742025-04-09 12:00 @ 80,558.2412h−$173.14-5.69%stop loss
156short2025-04-03 00:00 @ 82,468.602025-04-06 00:00 @ 83,522.803d−$40.51-1.33%time stop
155short2025-03-27 00:00 @ 86,856.532025-03-30 00:00 @ 82,621.323d$144.96+4.81%time stop
154short2025-03-23 00:00 @ 83,788.142025-03-24 00:00 @ 87,193.721d−$126.52-4.15%stop loss
153short2025-03-14 00:00 @ 81,069.282025-03-17 00:00 @ 82,558.113d−$59.06-1.93%time stop
152short2025-03-09 12:00 @ 84,973.002025-03-12 12:00 @ 82,988.493d$69.33+2.28%time stop
151short2025-02-27 00:00 @ 84,191.762025-03-02 00:00 @ 86,024.903d−$68.86-2.25%time stop
150short2025-02-06 00:00 @ 96,533.892025-02-09 00:00 @ 96,431.283d$0.98+0.03%time stop
149long2025-01-30 00:00 @ 103,718.842025-02-02 00:00 @ 100,583.483d−$98.41-3.19%time stop
148short2025-01-23 00:00 @ 103,644.172025-01-26 00:00 @ 104,722.943d−$33.25-1.07%time stop
147short2025-01-10 00:00 @ 92,487.502025-01-13 00:00 @ 94,518.803d−$70.27-2.26%time stop
146long2025-01-04 00:00 @ 98,165.332025-01-07 00:00 @ 102,160.063d$119.88+3.89%time stop
145long2024-12-29 00:00 @ 95,278.152024-12-30 00:00 @ 93,681.161d−$55.82-1.80%reverse
144long2024-12-25 00:00 @ 98,646.632024-12-27 12:00 @ 93,790.142d 12h−$160.08-5.10%stop loss
143short2024-12-13 00:00 @ 99,962.302024-12-15 12:00 @ 104,624.242d 12h−$148.48-4.68%stop loss
142long2024-12-07 00:00 @ 99,822.462024-12-09 12:00 @ 94,719.162d 12h−$173.06-5.38%stop loss
141long2024-12-01 12:00 @ 97,183.132024-12-03 12:00 @ 93,786.752d−$120.57-3.71%stop loss
140long2024-11-28 00:00 @ 95,924.382024-12-01 00:00 @ 96,455.903d$10.53+0.32%time stop
139short2024-11-24 00:00 @ 97,706.052024-11-27 00:00 @ 92,039.903d$187.72+5.87%time stop
138long2024-11-20 00:00 @ 92,354.372024-11-23 00:00 @ 98,901.723d$216.57+6.89%time stop
137long2024-11-14 00:00 @ 90,431.382024-11-17 00:00 @ 90,625.073d$0.62+0.02%time stop
136long2024-11-09 00:00 @ 76,497.502024-11-12 00:00 @ 88,711.253d$475.14+15.71%time stop
135short2024-11-01 00:00 @ 70,307.842024-11-04 00:00 @ 68,776.253d$65.20+2.17%time stop
134long2024-10-28 00:00 @ 68,006.302024-10-31 00:00 @ 72,334.533d$182.70+6.17%time stop
133short2024-10-10 00:00 @ 60,594.182024-10-11 12:00 @ 62,558.691d 12h−$99.44-3.33%stop loss
132long2024-10-07 00:00 @ 62,801.762024-10-09 12:00 @ 60,878.902d 12h−$96.40-3.20%stop loss
131long2024-09-22 00:00 @ 63,333.262024-09-25 00:00 @ 64,230.353d$38.31+1.28%time stop
130long2024-09-14 00:00 @ 60,468.292024-09-16 12:00 @ 57,961.702d 12h−$128.91-4.25%stop loss
129short2024-09-06 00:00 @ 56,134.472024-09-09 00:00 @ 54,850.573d$65.46+2.17%time stop
128long2024-08-22 00:00 @ 61,132.222024-08-25 00:00 @ 64,103.783d$142.12+4.77%time stop
127long2024-08-18 00:00 @ 59,480.392024-08-21 00:00 @ 58,970.903d−$28.20-0.94%time stop
126long2024-08-14 00:00 @ 60,562.512024-08-15 00:00 @ 58,636.371d−$98.56-3.27%reverse
125short2024-08-05 00:00 @ 58,132.872024-08-08 00:00 @ 55,113.923d$152.16+5.11%time stop
124short2024-08-01 00:00 @ 64,588.882024-08-04 00:00 @ 60,696.643d$176.15+6.01%time stop
123short2024-07-25 00:00 @ 65,337.632024-07-26 12:00 @ 67,972.201d 12h−$120.83-4.08%stop loss
122long2024-07-20 00:00 @ 66,641.232024-07-23 00:00 @ 67,485.703d$33.97+1.15%time stop
121long2024-07-07 00:00 @ 58,227.642024-07-08 00:00 @ 55,613.401d−$138.34-4.63%stop loss
120long2024-06-30 12:00 @ 61,567.912024-07-03 00:00 @ 59,620.492d 12h−$100.99-3.35%stop loss
119short2024-06-15 00:00 @ 66,026.492024-06-18 00:00 @ 66,485.393d−$21.28-0.71%time stop
118long2024-06-05 00:00 @ 70,594.122024-06-07 00:00 @ 70,815.832d$4.27+0.14%reverse
117short2024-06-01 00:00 @ 67,564.382024-06-03 12:00 @ 69,856.482d 12h−$103.41-3.40%stop loss
116short2024-05-23 00:00 @ 69,205.362024-05-26 00:00 @ 69,328.363d−$5.73-0.19%time stop
115short2024-05-11 00:00 @ 60,765.842024-05-14 00:00 @ 62,924.783d−$110.36-3.59%time stop
114long2024-05-03 00:00 @ 59,048.512024-05-06 00:00 @ 63,975.103d$246.99+8.21%time stop
113short2024-04-25 00:00 @ 64,237.152024-04-28 00:00 @ 63,433.583d$35.76+1.19%time stop
112long2024-04-21 00:00 @ 64,910.182024-04-24 00:00 @ 66,372.923d$63.64+2.13%time stop
111long2024-04-11 00:00 @ 70,695.942024-04-12 12:00 @ 67,451.011d 12h−$144.71-4.79%stop loss
110long2024-04-07 00:00 @ 68,915.282024-04-10 00:00 @ 69,175.363d$3.85+0.13%time stop
109short2024-03-31 00:00 @ 69,628.072024-04-03 00:00 @ 65,515.503d$181.18+6.09%time stop
108short2024-03-17 00:00 @ 65,337.932024-03-20 00:00 @ 61,986.493d$154.10+5.25%time stop
107long2024-03-09 00:00 @ 68,193.842024-03-12 00:00 @ 72,139.473d$152.59+5.26%time stop
106long2024-03-02 00:00 @ 62,443.092024-03-05 00:00 @ 68,282.843d$249.34+8.79%time stop
105long2024-02-25 00:00 @ 51,612.422024-02-28 00:00 @ 57,063.093d$281.97+10.20%time stop
104short2024-02-12 12:00 @ 47,896.322024-02-12 12:00 @ 49,558.180m−$99.36-3.56%stop loss
103long2024-02-08 00:00 @ 44,335.172024-02-11 00:00 @ 47,723.053d$204.46+7.46%time stop
102long2024-01-28 00:00 @ 42,110.622024-01-31 00:00 @ 42,909.723d$46.83+1.72%time stop
101short2024-01-19 00:00 @ 41,314.942024-01-22 00:00 @ 41,588.223d−$18.34-0.67%time stop
100short2024-01-15 00:00 @ 41,726.552024-01-18 00:00 @ 42,791.863d−$70.45-2.56%time stop
99short2024-01-10 00:00 @ 46,104.682024-01-11 12:00 @ 48,338.311d 12h−$136.03-4.89%stop loss
98long2024-01-05 00:00 @ 44,152.632024-01-08 00:00 @ 43,908.123d−$20.72-0.74%time stop
97long2023-12-21 00:00 @ 43,717.642023-12-24 00:00 @ 43,716.453d−$8.61-0.31%time stop
96long2023-12-09 00:00 @ 44,218.442023-12-10 00:00 @ 43,725.451d−$35.63-1.27%reverse
95long2023-12-03 00:00 @ 39,442.992023-12-06 00:00 @ 44,072.883d$314.01+11.54%time stop
94short2023-11-27 00:00 @ 37,430.412023-11-30 00:00 @ 37,844.773d−$30.49-1.12%time stop
93short2023-11-17 00:00 @ 36,168.762023-11-20 00:00 @ 37,383.283d−$92.71-3.37%time stop
92long2023-11-09 00:00 @ 35,633.832023-11-12 00:00 @ 37,154.673d$110.31+4.05%time stop
91long2023-11-02 00:00 @ 35,444.592023-11-03 00:00 @ 34,151.881d−$104.38-3.79%stop loss
90long2023-10-29 12:00 @ 34,279.452023-11-01 12:00 @ 34,436.013d$7.31+0.27%time stop
89long2023-10-26 00:00 @ 34,494.702023-10-29 00:00 @ 34,079.883d−$38.37-1.39%time stop
88long2023-10-22 00:00 @ 29,901.382023-10-25 00:00 @ 33,910.223d$353.49+13.24%time stop
87long2023-10-16 00:00 @ 27,145.232023-10-19 00:00 @ 28,301.543d$109.69+4.15%time stop
86short2023-10-08 12:00 @ 27,793.642023-10-11 12:00 @ 27,190.443d$55.69+2.12%time stop
85short2023-09-02 00:00 @ 25,790.442023-09-03 00:00 @ 25,860.971d−$9.70-0.37%reverse
84short2023-08-25 00:00 @ 26,159.372023-08-28 00:00 @ 26,092.823d$4.69+0.18%time stop
83short2023-08-16 00:00 @ 29,149.972023-08-19 00:00 @ 26,047.213d$272.13+10.62%time stop
82short2023-08-10 00:00 @ 29,566.992023-08-13 00:00 @ 29,426.683d$11.75+0.46%time stop
81short2023-07-28 00:00 @ 29,203.962023-07-31 00:00 @ 29,277.053d−$7.40-0.29%time stop
80short2023-07-23 00:00 @ 29,777.542023-07-26 00:00 @ 29,222.043d$46.81+1.84%time stop
79long2023-06-24 00:00 @ 30,679.632023-06-27 00:00 @ 30,254.053d−$40.34-1.58%time stop
78long2023-06-17 00:00 @ 26,341.172023-06-20 00:00 @ 26,823.233d$42.45+1.67%time stop
77short2023-06-15 00:00 @ 25,110.882023-06-16 12:00 @ 26,035.571d 12h−$96.99-3.77%stop loss
76long2023-06-12 00:00 @ 25,915.182023-06-14 12:00 @ 24,976.802d 12h−$97.82-3.77%stop loss
75short2023-06-04 00:00 @ 27,049.492023-06-07 00:00 @ 27,226.943d−$18.47-0.71%time stop
74long2023-05-28 00:00 @ 26,846.972023-05-31 00:00 @ 27,674.463d$74.90+2.90%time stop
73short2023-05-24 12:00 @ 26,726.352023-05-27 00:00 @ 26,695.142d 12h$1.83+0.07%reverse
72long2023-05-21 00:00 @ 27,095.022023-05-24 00:00 @ 27,204.463d$6.42+0.25%time stop
71short2023-05-17 12:00 @ 26,621.072023-05-20 12:00 @ 26,873.873d−$25.81-1.00%time stop
70short2023-05-08 00:00 @ 28,413.822023-05-11 00:00 @ 27,588.523d$72.84+2.83%time stop
69long2023-05-03 00:00 @ 28,662.132023-05-06 00:00 @ 29,485.603d$69.03+2.70%time stop
68long2023-04-23 00:00 @ 27,812.762023-04-26 00:00 @ 28,281.043d$39.26+1.54%time stop
67long2023-04-08 12:00 @ 28,003.302023-04-11 12:00 @ 30,039.093d$177.75+7.12%time stop
66short2023-04-03 00:00 @ 28,155.672023-04-05 12:00 @ 28,549.612d 12h−$37.38-1.49%reverse
65long2023-03-30 12:00 @ 28,635.732023-04-02 12:00 @ 28,339.233d−$29.91-1.19%time stop
64short2023-03-28 00:00 @ 27,106.582023-03-29 00:00 @ 28,480.581d−$131.21-5.15%stop loss
63long2023-03-20 00:00 @ 27,961.392023-03-23 00:00 @ 27,228.353d−$70.92-2.76%time stop
62long2023-03-13 00:00 @ 21,990.602023-03-16 00:00 @ 24,283.043d$254.38+10.17%time stop
61short2023-02-25 00:00 @ 23,170.862023-02-28 00:00 @ 23,484.703d−$35.66-1.42%time stop
60short2023-02-20 00:00 @ 24,261.052023-02-21 00:00 @ 25,330.411d−$113.21-4.46%stop loss
59long2023-02-12 00:00 @ 21,855.572023-02-15 00:00 @ 22,182.963d$33.72+1.33%time stop
58long2023-02-08 00:00 @ 23,238.752023-02-09 00:00 @ 22,475.511d−$87.60-3.43%stop loss
57long2023-02-01 00:00 @ 23,124.122023-02-04 00:00 @ 23,420.023d$27.68+1.09%time stop
56short2023-01-19 00:00 @ 20,675.962023-01-20 00:00 @ 21,072.511d−$50.87-1.99%reverse
55long2023-01-11 00:00 @ 17,432.292023-01-14 00:00 @ 19,920.323d$348.46+14.10%time stop
54long2022-12-30 00:00 @ 16,633.632023-01-02 00:00 @ 16,607.083d−$8.33-0.34%time stop
53long2022-12-18 00:00 @ 16,771.452022-12-19 12:00 @ 16,274.371d 12h−$77.00-3.09%stop loss
52short2022-12-10 00:00 @ 17,118.582022-12-13 00:00 @ 17,203.443d−$14.75-0.59%time stop
51long2022-12-03 00:00 @ 17,086.422022-12-06 00:00 @ 16,954.813d−$22.65-0.91%time stop
50long2022-11-30 12:00 @ 16,874.672022-12-02 00:00 @ 16,967.111d 12h$10.79+0.43%reverse
49short2022-11-28 00:00 @ 16,419.222022-11-30 00:00 @ 17,031.822d−$96.23-3.81%stop loss
48long2022-11-23 00:00 @ 16,223.742022-11-26 00:00 @ 16,512.903d$41.31+1.64%time stop
47long2022-11-18 12:00 @ 16,747.352022-11-21 12:00 @ 16,074.383d−$105.06-4.14%time stop
46long2022-11-11 00:00 @ 17,591.522022-11-13 12:00 @ 16,648.472d 12h−$139.73-5.43%reverse
45short2022-11-03 00:00 @ 20,136.172022-11-04 12:00 @ 20,777.731d 12h−$84.73-3.26%stop loss
44long2022-10-26 00:00 @ 20,072.312022-10-28 00:00 @ 20,281.542d$24.04+0.93%reverse
43short2022-10-20 00:00 @ 19,112.782022-10-23 00:00 @ 19,198.943d−$13.30-0.51%time stop
42short2022-10-09 00:00 @ 19,402.422022-10-12 00:00 @ 19,058.813d$44.67+1.73%time stop
41short2022-10-02 12:00 @ 19,177.162022-10-04 00:00 @ 20,149.091d 12h−$133.93-5.12%stop loss
40short2022-09-26 00:00 @ 18,795.942022-09-27 00:00 @ 19,821.091d−$146.79-5.54%stop loss
39short2022-09-22 00:00 @ 18,443.812022-09-25 00:00 @ 18,914.683d−$70.74-2.65%time stop
38short2022-09-21 00:00 @ 18,862.932022-09-21 12:00 @ 19,874.9512h−$147.71-5.46%stop loss
37short2022-09-16 00:00 @ 19,686.862022-09-19 00:00 @ 19,408.383d$36.61+1.36%time stop
36long2022-09-12 00:00 @ 21,824.662022-09-13 12:00 @ 20,863.851d 12h−$124.37-4.56%stop loss
35short2022-08-26 12:00 @ 21,175.362022-08-29 12:00 @ 19,815.963d$168.64+6.28%time stop
34short2022-08-19 00:00 @ 23,180.362022-08-22 00:00 @ 21,509.903d$187.31+7.10%time stop
33short2022-08-05 00:00 @ 22,604.382022-08-08 00:00 @ 23,172.533d−$68.15-2.57%time stop
32short2022-08-01 00:00 @ 23,285.442022-08-04 00:00 @ 22,806.063d$53.17+2.01%time stop
31long2022-07-07 00:00 @ 20,558.312022-07-10 00:00 @ 21,575.683d$124.63+4.77%time stop
30short2022-06-15 12:00 @ 21,159.572022-06-18 12:00 @ 19,240.853d$229.16+8.97%time stop
29long2022-06-05 00:00 @ 29,854.472022-06-08 00:00 @ 31,111.783d$103.03+4.07%time stop
28long2022-05-29 00:00 @ 29,024.602022-06-01 00:00 @ 31,791.543d$230.62+9.33%time stop
27long2022-05-25 00:00 @ 29,648.932022-05-28 00:00 @ 28,617.583d−$90.95-3.65%time stop
26long2022-05-20 00:00 @ 30,325.962022-05-23 00:00 @ 30,277.943d−$7.42-0.30%time stop
25long2022-05-16 00:00 @ 31,330.562022-05-19 00:00 @ 28,694.863d−$217.65-8.54%time stop
24short2022-05-12 00:00 @ 29,072.082022-05-15 00:00 @ 30,085.523d−$93.50-3.63%time stop
23short2022-05-06 00:00 @ 36,526.392022-05-09 00:00 @ 34,038.913d$169.99+6.72%time stop
22short2022-05-01 00:00 @ 37,606.882022-05-04 00:00 @ 37,720.543d−$8.34-0.33%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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