[Famous-PA] Darvas box breakout
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,452 bars in 12.7ms
Underperformed the market. Holding BTCUSDT returned +67.13% over the same period, against this strategy’s +14.87%.
Net P&L
+14.87%
$1,486.70
Max drawdown
-13.55%
Max run-up
+31.32%
Trades
263
32.7% win rate
Profit factor
1.18
2021-12-31drawdown · worst -13.55%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +16.98% | -6.61% | 152 | 34% |
| Validation | 2024-10-19 → 2025-09-25 | +0.87% | -7.73% | 57 | 30% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -2.65% | -9.80% | 54 | 31% |
Risk-adjusted
- Sharpe
- 0.46
- Sortino
- 0.68
- Calmar
- 0.22
- Return ÷ max drawdown
- 1.10
- CAGR
- +3.02%
- Exposure
- 30.4%
Per trade
- Expectancy
- $5.65 · +0.23%
- Average win / loss
- $112.69 / −$46.35
- Payoff ratio
- 2.43
- Largest win / loss
- $756.01 / −$127.04
- Longest losing streak(winning: 3)
- 8 trades
Drawdown over time
- Max drawdown
- -13.55%
- Longest time under water(still going at the end)
- 656 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$737.06
- Funding
- −$344.58
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 19
- Benchmark(buy and hold)
- +67.13%
Monte Carlo
1,000 alternative histories, each 263 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 | -13.14% | +14.36% | +60.65% |
| Max drawdown | -22.19% | -12.04% | -6.63% |
21% of histories lost money, and 39% had a deeper drawdown than this run’s -13.55%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- hh20 length
- 20
- ll10 length
- 10
- volsma length
- 20
- atr14 length
- 14
- Long entry: volume > ▢ × volsma
- 1.5
- Stop loss (× atr14)
- 2
- 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
263 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-12 14:00 @ 43,890.55 | 2022-01-13 16:00 @ 43,161.37 | 1d 2h | −$43.94 | -1.76% | signal |
| 2 | long | 2022-01-20 16:00 @ 43,284.41 | 2022-01-20 20:00 @ 42,307.51 | 4h | −$58.88 | -2.37% | stop loss |
| 3 | long | 2022-01-29 22:00 @ 38,344.38 | 2022-01-30 20:00 @ 37,498.23 | 22h | −$57.66 | -2.33% | signal |
| 4 | long | 2022-01-31 18:00 @ 38,457.67 | 2022-02-02 14:00 @ 37,400.74 | 1d 20h | −$70.10 | -2.85% | stop loss |
| 5 | long | 2022-02-04 16:00 @ 39,489.62 | 2022-02-14 02:00 @ 41,655.44 | 9d 10h | $126.58 | +5.18% | signal |
| 6 | long | 2022-02-15 10:00 @ 44,036.41 | 2022-02-16 14:00 @ 43,627.07 | 1d 4h | −$26.09 | -1.05% | signal |
| 7 | long | 2022-02-28 16:00 @ 40,800.96 | 2022-03-03 04:00 @ 43,304.14 | 2d 12h | $147.55 | +5.98% | signal |
| 8 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 02:00 @ 40,922.91 | 22h | −$20.50 | -0.82% | signal |
| 9 | long | 2022-03-15 00:00 @ 39,659.53 | 2022-03-15 06:00 @ 38,499.96 | 6h | −$75.68 | -3.03% | stop loss |
| 10 | long | 2022-03-18 18:00 @ 41,642.93 | 2022-03-20 14:00 @ 41,465.51 | 1d 20h | −$14.29 | -0.58% | signal |
| 11 | long | 2022-03-22 04:00 @ 42,238.45 | 2022-03-30 02:00 @ 46,851.53 | 7d 22h | $263.94 | +10.66% | signal |
| 12 | long | 2022-04-10 18:00 @ 43,082.61 | 2022-04-10 22:00 @ 42,386.19 | 4h | −$43.63 | -1.72% | stop loss |
| 13 | long | 2022-04-13 16:00 @ 41,142.63 | 2022-04-14 14:00 @ 40,578.18 | 22h | −$37.43 | -1.48% | signal |
| 14 | long | 2022-04-18 20:00 @ 40,678.53 | 2022-04-21 20:00 @ 41,200.36 | 3d | $28.95 | +1.15% | signal |
| 15 | long | 2022-04-25 20:00 @ 40,212.04 | 2022-04-26 14:00 @ 39,130.63 | 18h | −$71.03 | -2.81% | stop loss |
| 16 | long | 2022-05-04 20:00 @ 39,863.17 | 2022-05-05 12:00 @ 38,904.72 | 16h | −$63.38 | -2.52% | stop loss |
| 17 | long | 2022-05-15 22:00 @ 31,071.61 | 2022-05-16 06:00 @ 29,855.27 | 8h | −$100.41 | -4.02% | stop loss |
| 18 | long | 2022-05-22 10:00 @ 30,138.53 | 2022-05-23 18:00 @ 29,436.53 | 1d 8h | −$60.99 | -2.47% | stop loss |
| 19 | long | 2022-05-29 14:00 @ 29,329.46 | 2022-06-01 16:00 @ 30,727.45 | 3d 2h | $112.20 | +4.57% | signal |
| 20 | long | 2022-06-05 18:00 @ 30,017.30 | 2022-06-07 00:00 @ 29,500.48 | 1d 6h | −$46.14 | -1.86% | stop loss |
| 21 | long | 2022-07-04 12:00 @ 19,798.16 | 2022-07-05 14:00 @ 19,390.32 | 1d 2h | −$53.81 | -2.18% | signal |
| 22 | long | 2022-07-07 16:00 @ 20,886.18 | 2022-07-10 04:00 @ 21,284.34 | 2d 12h | $42.71 | +1.74% | signal |
| 23 | long | 2022-07-14 18:00 @ 20,727.34 | 2022-07-16 06:00 @ 20,580.68 | 1d 12h | −$20.39 | -0.83% | signal |
| 24 | long | 2022-07-16 18:00 @ 21,244.25 | 2022-07-18 00:00 @ 20,790.24 | 1d 6h | −$55.76 | -2.26% | signal |
| 25 | long | 2022-07-18 06:00 @ 21,856.37 | 2022-07-21 04:00 @ 22,769.85 | 2d 22h | $97.66 | +3.99% | signal |
| 26 | long | 2022-07-27 18:00 @ 21,616.92 | 2022-08-01 00:00 @ 23,285.44 | 4d 6h | $185.31 | +7.49% | signal |
| 27 | long | 2022-08-08 08:00 @ 23,801.56 | 2022-08-09 10:00 @ 23,460.51 | 1d 2h | −$39.40 | -1.56% | signal |
| 28 | long | 2022-08-29 16:00 @ 20,253.15 | 2022-08-30 14:00 @ 19,808.46 | 22h | −$57.41 | -2.29% | stop loss |
| 29 | long | 2022-09-09 04:00 @ 19,939.99 | 2022-09-13 14:00 @ 21,184.16 | 4d 10h | $149.92 | +6.00% | signal |
| 30 | long | 2022-09-17 18:00 @ 20,074.91 | 2022-09-18 16:00 @ 19,663.32 | 22h | −$54.92 | -2.17% | stop loss |
| 31 | long | 2022-09-21 18:00 @ 19,843.37 | 2022-09-21 18:00 @ 18,981.04 | 0m | −$112.01 | -4.44% | stop loss |
| 32 | long | 2022-09-27 02:00 @ 19,762.65 | 2022-09-27 16:00 @ 19,176.02 | 14h | −$76.91 | -3.09% | stop loss |
| 33 | long | 2022-09-30 16:00 @ 19,753.45 | 2022-10-02 10:00 @ 19,119.98 | 1d 18h | −$82.73 | -3.34% | stop loss |
| 34 | long | 2022-10-03 18:00 @ 19,543.91 | 2022-10-07 14:00 @ 19,590.58 | 3d 20h | $0.64 | +0.03% | signal |
| 35 | long | 2022-10-13 20:00 @ 19,364.77 | 2022-10-14 20:00 @ 19,156.27 | 1d | −$29.39 | -1.20% | signal |
| 36 | long | 2022-10-16 20:00 @ 19,373.67 | 2022-10-16 20:00 @ 19,110.27 | 0m | −$35.68 | -1.46% | stop loss |
| 37 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 16:00 @ 19,360.23 | 1d 4h | −$15.16 | -0.62% | signal |
| 38 | long | 2022-10-23 18:00 @ 19,472.59 | 2022-10-24 04:00 @ 19,274.21 | 10h | −$27.45 | -1.13% | stop loss |
| 39 | long | 2022-10-25 16:00 @ 19,744.25 | 2022-10-27 22:00 @ 20,391.62 | 2d 6h | $76.75 | +3.16% | signal |
| 40 | long | 2022-11-04 14:00 @ 20,754.05 | 2022-11-06 02:00 @ 21,180.36 | 1d 12h | $46.95 | +1.92% | signal |
| 41 | long | 2022-11-18 02:00 @ 16,884.58 | 2022-11-18 18:00 @ 16,585.38 | 16h | −$46.05 | -1.87% | signal |
| 42 | long | 2022-11-23 04:00 @ 16,581.22 | 2022-11-25 06:00 @ 16,349.83 | 2d 2h | −$37.18 | -1.52% | signal |
| 43 | long | 2022-11-30 02:00 @ 16,878.27 | 2022-12-05 20:00 @ 16,916.12 | 5d 18h | $1.49 | +0.06% | signal |
| 44 | long | 2022-12-08 20:00 @ 17,245.35 | 2022-12-11 22:00 @ 17,101.68 | 3d 2h | −$22.97 | -0.94% | signal |
| 45 | long | 2022-12-13 10:00 @ 17,434.19 | 2022-12-15 02:00 @ 17,628.07 | 1d 16h | $23.35 | +0.96% | signal |
| 46 | long | 2022-12-20 16:00 @ 16,914.18 | 2022-12-22 14:00 @ 16,619.49 | 1d 22h | −$45.68 | -1.87% | stop loss |
| 47 | long | 2022-12-26 04:00 @ 16,890.58 | 2022-12-26 14:00 @ 16,778.35 | 10h | −$18.41 | -0.76% | stop loss |
| 48 | long | 2023-01-02 04:00 @ 16,658.03 | 2023-01-06 12:00 @ 16,728.15 | 4d 8h | $6.19 | +0.26% | signal |
| 49 | long | 2023-01-06 20:00 @ 16,936.09 | 2023-01-18 16:00 @ 21,031.29 | 11d 20h | $574.29 | +23.71% | signal |
| 50 | long | 2023-01-20 18:00 @ 21,353.17 | 2023-01-22 22:00 @ 22,579.78 | 2d 4h | $143.10 | +5.58% | signal |
| 51 | long | 2023-01-25 22:00 @ 23,598.02 | 2023-01-25 22:00 @ 22,918.87 | 0m | −$77.44 | -2.98% | stop loss |
| 52 | long | 2023-01-29 20:00 @ 23,901.28 | 2023-01-30 08:00 @ 23,442.27 | 12h | −$52.65 | -2.04% | stop loss |
| 53 | long | 2023-02-01 20:00 @ 23,384.48 | 2023-02-02 22:00 @ 23,451.51 | 1d 2h | $4.00 | +0.16% | signal |
| 54 | long | 2023-02-07 18:00 @ 23,282.56 | 2023-02-07 18:00 @ 22,858.27 | 0m | −$49.38 | -1.92% | stop loss |
| 55 | long | 2023-02-14 16:00 @ 22,037.81 | 2023-02-17 00:00 @ 23,521.89 | 2d 8h | $167.76 | +6.56% | signal |
| 56 | long | 2023-02-19 16:00 @ 24,934.69 | 2023-02-19 16:00 @ 24,385.35 | 0m | −$60.10 | -2.31% | stop loss |
| 57 | long | 2023-02-26 20:00 @ 23,495.70 | 2023-02-27 20:00 @ 23,108.25 | 1d | −$45.60 | -1.76% | stop loss |
| 58 | long | 2023-03-05 02:00 @ 22,587.22 | 2023-03-05 02:00 @ 22,219.47 | 0m | −$44.45 | -1.73% | stop loss |
| 59 | long | 2023-03-12 18:00 @ 20,779.05 | 2023-03-22 20:00 @ 26,647.97 | 10d 2h | $711.38 | +27.77% | signal |
| 60 | long | 2023-03-26 14:00 @ 28,145.03 | 2023-03-27 14:00 @ 27,513.07 | 1d | −$64.47 | -2.35% | stop loss |
| 61 | long | 2023-03-29 08:00 @ 28,083.42 | 2023-03-30 18:00 @ 27,825.03 | 1d 10h | −$28.62 | -1.05% | signal |
| 62 | long | 2023-04-05 02:00 @ 28,565.71 | 2023-04-05 14:00 @ 27,934.38 | 12h | −$62.96 | -2.32% | stop loss |
| 63 | long | 2023-04-09 22:00 @ 28,428.88 | 2023-04-15 18:00 @ 30,228.55 | 5d 20h | $164.68 | +6.10% | signal |
| 64 | long | 2023-04-25 22:00 @ 28,255.05 | 2023-04-26 18:00 @ 27,682.85 | 20h | −$58.70 | -2.14% | stop loss |
| 65 | long | 2023-04-30 16:00 @ 29,650.33 | 2023-04-30 20:00 @ 29,185.32 | 4h | −$45.65 | -1.67% | stop loss |
| 66 | long | 2023-05-03 22:00 @ 28,920.88 | 2023-05-06 14:00 @ 28,931.61 | 2d 16h | −$3.53 | -0.13% | signal |
| 67 | long | 2023-05-10 14:00 @ 28,159.43 | 2023-05-10 16:00 @ 27,663.65 | 2h | −$50.59 | -1.86% | stop loss |
| 68 | long | 2023-05-14 16:00 @ 27,076.81 | 2023-05-16 02:00 @ 27,003.50 | 1d 10h | −$10.42 | -0.39% | signal |
| 69 | long | 2023-05-17 20:00 @ 27,382.48 | 2023-05-18 16:00 @ 26,894.89 | 20h | −$51.51 | -1.91% | stop loss |
| 70 | long | 2023-05-23 04:00 @ 27,360.17 | 2023-05-24 02:00 @ 26,970.43 | 22h | −$41.74 | -1.55% | stop loss |
| 71 | long | 2023-05-26 16:00 @ 26,742.85 | 2023-05-31 06:00 @ 27,074.98 | 4d 14h | $27.55 | +1.03% | signal |
| 72 | long | 2023-06-06 20:00 @ 27,078.71 | 2023-06-07 08:00 @ 26,476.86 | 12h | −$62.83 | -2.34% | stop loss |
| 73 | long | 2023-06-16 16:00 @ 25,837.57 | 2023-06-19 00:00 @ 26,324.33 | 2d 8h | $46.30 | +1.74% | signal |
| 74 | long | 2023-06-20 18:00 @ 27,789.56 | 2023-06-25 20:00 @ 30,413.92 | 5d 2h | $246.19 | +9.19% | signal |
| 75 | long | 2023-06-27 12:00 @ 30,726.24 | 2023-06-28 06:00 @ 30,193.79 | 18h | −$50.76 | -1.85% | stop loss |
| 76 | long | 2023-07-03 16:00 @ 31,074.21 | 2023-07-04 18:00 @ 30,658.15 | 1d 2h | −$40.33 | -1.48% | stop loss |
| 77 | long | 2023-07-10 20:00 @ 30,830.66 | 2023-07-10 20:00 @ 30,346.10 | 0m | −$45.42 | -1.67% | stop loss |
| 78 | long | 2023-07-13 20:00 @ 31,606.82 | 2023-07-14 16:00 @ 30,959.84 | 20h | −$58.88 | -2.18% | stop loss |
| 79 | long | 2023-07-20 10:00 @ 30,325.06 | 2023-07-20 14:00 @ 29,921.93 | 4h | −$38.46 | -1.43% | stop loss |
| 80 | long | 2023-07-23 18:00 @ 30,116.12 | 2023-07-24 02:00 @ 29,843.12 | 8h | −$27.25 | -1.02% | stop loss |
| 81 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-02 14:00 @ 29,268.73 | 14h | −$42.68 | -1.60% | stop loss |
| 82 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-09 18:00 @ 29,495.50 | 1d 6h | $2.03 | +0.08% | signal |
| 83 | long | 2023-08-14 16:00 @ 29,598.72 | 2023-08-14 18:00 @ 29,372.84 | 2h | −$23.26 | -0.87% | stop loss |
| 84 | long | 2023-08-23 18:00 @ 26,532.31 | 2023-08-24 14:00 @ 26,082.91 | 20h | −$47.68 | -1.79% | stop loss |
| 85 | long | 2023-08-29 16:00 @ 27,416.88 | 2023-08-31 14:00 @ 26,878.80 | 1d 22h | −$54.93 | -2.07% | stop loss |
| 86 | long | 2023-09-07 22:00 @ 26,154.83 | 2023-09-08 10:00 @ 25,779.52 | 12h | −$40.38 | -1.53% | stop loss |
| 87 | long | 2023-09-12 12:00 @ 26,092.42 | 2023-09-15 12:00 @ 26,410.02 | 3d | $29.33 | +1.12% | signal |
| 88 | long | 2023-09-18 04:00 @ 26,651.53 | 2023-09-20 20:00 @ 26,911.12 | 2d 16h | $23.38 | +0.89% | signal |
| 89 | long | 2023-09-24 18:00 @ 26,666.63 | 2023-09-24 18:00 @ 26,467.08 | 0m | −$22.36 | -0.85% | stop loss |
| 90 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 14:00 @ 26,438.44 | 2h | −$34.34 | -1.30% | stop loss |
| 91 | long | 2023-09-28 16:00 @ 27,017.70 | 2023-10-02 22:00 @ 27,451.21 | 4d 6h | $39.55 | +1.51% | signal |
| 92 | long | 2023-10-05 14:00 @ 27,982.20 | 2023-10-05 14:00 @ 27,498.30 | 0m | −$48.14 | -1.83% | stop loss |
| 93 | long | 2023-10-13 22:00 @ 27,010.80 | 2023-10-14 22:00 @ 26,801.14 | 1d | −$23.08 | -0.88% | signal |
| 94 | long | 2023-10-15 20:00 @ 27,035.51 | 2023-10-26 12:00 @ 34,097.28 | 10d 16h | $676.68 | +25.88% | signal |
| 95 | long | 2023-11-01 22:00 @ 35,416.38 | 2023-11-02 12:00 @ 34,685.89 | 14h | −$60.74 | -2.18% | stop loss |
| 96 | long | 2023-11-07 20:00 @ 35,480.59 | 2023-11-13 04:00 @ 36,933.81 | 5d 8h | $103.65 | +3.74% | signal |
| 97 | long | 2023-11-15 20:00 @ 37,534.91 | 2023-11-16 14:00 @ 36,611.03 | 18h | −$72.25 | -2.59% | stop loss |
| 98 | long | 2023-11-19 20:00 @ 36,969.39 | 2023-11-21 14:00 @ 36,480.43 | 1d 18h | −$40.89 | -1.47% | stop loss |
| 99 | long | 2023-11-24 16:00 @ 38,224.94 | 2023-11-26 12:00 @ 37,435.05 | 1d 20h | −$61.55 | -2.22% | stop loss |
| 100 | long | 2023-11-28 18:00 @ 38,210.04 | 2023-11-29 14:00 @ 37,566.22 | 20h | −$49.63 | -1.80% | stop loss |
| 101 | long | 2023-12-01 10:00 @ 38,713.84 | 2023-12-07 10:00 @ 43,367.42 | 6d | $321.17 | +11.73% | signal |
| 102 | long | 2023-12-08 22:00 @ 44,580.91 | 2023-12-09 22:00 @ 43,713.13 | 1d | −$59.30 | -2.10% | stop loss |
| 103 | long | 2023-12-13 18:00 @ 42,146.53 | 2023-12-15 14:00 @ 42,302.94 | 1d 20h | $6.17 | +0.22% | signal |
| 104 | long | 2023-12-18 22:00 @ 42,651.53 | 2023-12-25 00:00 @ 42,999.80 | 6d 2h | $10.64 | +0.38% | signal |
| 105 | long | 2023-12-31 10:00 @ 42,791.16 | 2024-01-03 12:00 @ 43,720.15 | 3d 2h | $48.71 | +1.73% | signal |
| 106 | long | 2024-01-08 12:00 @ 44,646.13 | 2024-01-12 16:00 @ 44,486.20 | 4d 4h | −$16.42 | -0.58% | signal |
| 107 | long | 2024-01-26 12:00 @ 41,280.15 | 2024-01-28 20:00 @ 41,762.25 | 2d 8h | $28.29 | +1.00% | signal |
| 108 | long | 2024-01-29 18:00 @ 42,989.40 | 2024-01-31 00:00 @ 42,909.72 | 1d 6h | −$8.76 | -0.31% | signal |
| 109 | long | 2024-02-05 14:00 @ 43,443.29 | 2024-02-05 14:00 @ 42,734.56 | 0m | −$48.83 | -1.73% | stop loss |
| 110 | long | 2024-02-07 18:00 @ 43,497.30 | 2024-02-13 16:00 @ 48,743.45 | 5d 22h | $331.21 | +11.79% | signal |
| 111 | long | 2024-02-14 10:00 @ 51,578.61 | 2024-02-15 22:00 @ 51,338.83 | 1d 12h | −$17.56 | -0.61% | signal |
| 112 | long | 2024-02-19 00:00 @ 52,186.34 | 2024-02-20 00:00 @ 51,340.30 | 1d | −$51.59 | -1.79% | stop loss |
| 113 | long | 2024-02-20 14:00 @ 52,900.48 | 2024-02-20 14:00 @ 51,850.86 | 0m | −$59.88 | -2.08% | stop loss |
| 114 | long | 2024-02-26 16:00 @ 52,882.77 | 2024-03-05 20:00 @ 61,485.00 | 8d 4h | $418.54 | +14.64% | signal |
| 115 | long | 2024-03-10 10:00 @ 69,916.48 | 2024-03-10 22:00 @ 68,600.65 | 12h | −$60.33 | -2.04% | stop loss |
| 116 | long | 2024-03-11 08:00 @ 71,238.14 | 2024-03-12 16:00 @ 69,500.51 | 1d 8h | −$83.28 | -2.82% | stop loss |
| 117 | long | 2024-03-25 00:00 @ 67,274.35 | 2024-03-27 16:00 @ 68,908.32 | 2d 16h | $62.22 | +2.12% | signal |
| 118 | long | 2024-03-31 14:00 @ 70,671.63 | 2024-04-01 04:00 @ 69,765.21 | 14h | −$43.94 | -1.49% | stop loss |
| 119 | long | 2024-04-04 14:00 @ 67,244.95 | 2024-04-09 08:00 @ 70,430.01 | 4d 18h | $130.57 | +4.45% | signal |
| 120 | long | 2024-04-19 08:00 @ 64,532.40 | 2024-04-24 16:00 @ 64,580.58 | 5d 8h | −$2.33 | -0.08% | signal |
| 121 | long | 2024-05-03 14:00 @ 61,666.33 | 2024-05-08 00:00 @ 62,283.54 | 4d 10h | $24.88 | +0.84% | signal |
| 122 | long | 2024-05-13 08:00 @ 62,308.96 | 2024-05-14 08:00 @ 61,989.60 | 1d | −$19.02 | -0.64% | signal |
| 123 | long | 2024-05-15 14:00 @ 64,119.42 | 2024-05-16 18:00 @ 64,963.70 | 1d 4h | $35.68 | +1.20% | signal |
| 124 | long | 2024-05-17 16:00 @ 67,183.33 | 2024-05-19 20:00 @ 65,989.70 | 2d 4h | −$56.43 | -1.90% | signal |
| 125 | long | 2024-05-20 18:00 @ 68,308.26 | 2024-05-21 20:00 @ 69,305.34 | 1d 2h | $39.31 | +1.33% | signal |
| 126 | long | 2024-05-27 16:00 @ 70,435.48 | 2024-05-27 18:00 @ 69,267.83 | 2h | −$52.50 | -1.77% | stop loss |
| 127 | long | 2024-05-30 18:00 @ 69,380.37 | 2024-05-31 08:00 @ 68,003.27 | 14h | −$62.42 | -2.11% | stop loss |
| 128 | long | 2024-06-02 12:00 @ 68,297.66 | 2024-06-02 18:00 @ 67,525.45 | 6h | −$36.49 | -1.24% | stop loss |
| 129 | long | 2024-06-03 08:00 @ 68,963.79 | 2024-06-06 20:00 @ 70,511.89 | 3d 12h | $59.05 | +2.01% | signal |
| 130 | long | 2024-06-10 16:00 @ 70,104.92 | 2024-06-10 18:00 @ 69,426.23 | 2h | −$31.77 | -1.08% | stop loss |
| 131 | long | 2024-06-20 08:00 @ 65,844.47 | 2024-06-20 14:00 @ 64,813.62 | 6h | −$49.12 | -1.67% | stop loss |
| 132 | long | 2024-06-30 08:00 @ 61,545.91 | 2024-07-02 16:00 @ 61,932.61 | 2d 8h | $13.37 | +0.46% | signal |
| 133 | long | 2024-07-10 06:00 @ 58,963.29 | 2024-07-10 18:00 @ 57,383.99 | 12h | −$81.83 | -2.79% | stop loss |
| 134 | long | 2024-07-14 00:00 @ 59,185.73 | 2024-07-18 16:00 @ 63,487.40 | 4d 16h | $207.42 | +7.13% | signal |
| 135 | long | 2024-07-19 16:00 @ 65,804.66 | 2024-07-23 06:00 @ 66,386.72 | 3d 14h | $22.46 | +0.76% | signal |
| 136 | long | 2024-07-27 14:00 @ 69,219.74 | 2024-07-27 18:00 @ 67,959.26 | 4h | −$57.26 | -1.93% | stop loss |
| 137 | long | 2024-08-08 16:00 @ 59,403.78 | 2024-08-11 16:00 @ 60,087.88 | 3d | $30.80 | +1.04% | signal |
| 138 | long | 2024-08-13 18:00 @ 61,146.33 | 2024-08-14 14:00 @ 59,220.00 | 20h | −$96.21 | -3.25% | stop loss |
| 139 | long | 2024-08-20 02:00 @ 60,427.48 | 2024-08-20 14:00 @ 59,147.95 | 12h | −$65.15 | -2.22% | stop loss |
| 140 | long | 2024-08-21 20:00 @ 61,550.41 | 2024-08-22 02:00 @ 59,998.07 | 6h | −$76.50 | -2.62% | stop loss |
| 141 | long | 2024-08-23 16:00 @ 61,510.90 | 2024-08-24 22:00 @ 63,571.38 | 1d 6h | $94.24 | +3.25% | signal |
| 142 | long | 2024-08-29 16:00 @ 60,763.05 | 2024-08-29 18:00 @ 59,277.73 | 2h | −$74.42 | -2.54% | stop loss |
| 143 | long | 2024-09-09 00:00 @ 54,850.57 | 2024-09-11 06:00 @ 56,202.66 | 2d 6h | $69.84 | +2.40% | signal |
| 144 | long | 2024-09-13 16:00 @ 59,635.52 | 2024-09-15 22:00 @ 59,616.97 | 2d 6h | −$3.60 | -0.12% | signal |
| 145 | long | 2024-09-17 16:00 @ 61,123.22 | 2024-09-17 18:00 @ 59,797.39 | 2h | −$66.46 | -2.27% | stop loss |
| 146 | long | 2024-09-19 02:00 @ 61,989.60 | 2024-09-22 10:00 @ 62,657.57 | 3d 8h | $26.67 | +0.92% | signal |
| 147 | long | 2024-09-23 00:00 @ 63,571.21 | 2024-09-24 02:00 @ 62,896.22 | 1d 2h | −$34.29 | -1.18% | signal |
| 148 | long | 2024-09-26 16:00 @ 65,213.04 | 2024-09-30 02:00 @ 64,724.95 | 3d 10h | −$26.34 | -0.91% | signal |
| 149 | long | 2024-10-06 16:00 @ 62,702.94 | 2024-10-08 00:00 @ 62,178.16 | 1d 8h | −$27.44 | -0.95% | signal |
| 150 | long | 2024-10-11 14:00 @ 61,662.23 | 2024-10-13 12:00 @ 62,515.89 | 1d 22h | $36.73 | +1.27% | signal |
| 151 | long | 2024-10-14 04:00 @ 64,293.66 | 2024-10-17 12:00 @ 66,840.13 | 3d 8h | $109.03 | +3.76% | signal |
| 152 | long | 2024-10-18 16:00 @ 68,723.74 | 2024-10-21 12:00 @ 67,494.78 | 2d 20h | −$57.89 | -1.98% | stop loss |
| 153 | long | 2024-10-24 14:00 @ 67,896.28 | 2024-10-25 16:00 @ 66,714.96 | 1d 2h | −$54.74 | -1.88% | stop loss |
| 154 | long | 2024-10-27 14:00 @ 67,604.12 | 2024-10-31 14:00 @ 71,307.84 | 4d | $152.30 | +5.25% | signal |
| 155 | long | 2024-11-05 16:00 @ 69,629.12 | 2024-11-14 16:00 @ 87,982.30 | 9d | $756.01 | +25.73% | signal |
| 156 | long | 2024-11-18 08:00 @ 91,814.26 | 2024-11-18 12:00 @ 89,881.27 | 4h | −$70.07 | -2.24% | stop loss |
| 157 | long | 2024-11-20 14:00 @ 94,438.88 | 2024-11-23 18:00 @ 97,939.21 | 3d 4h | $108.88 | +3.50% | signal |
| 158 | long | 2024-11-27 16:00 @ 95,629.52 | 2024-11-30 12:00 @ 96,302.04 | 2d 20h | $14.92 | +0.48% | signal |
| 159 | long | 2024-12-02 02:00 @ 98,099.02 | 2024-12-02 02:00 @ 96,581.30 | 0m | −$51.70 | -1.65% | stop loss |
| 160 | long | 2024-12-04 20:00 @ 97,302.86 | 2024-12-05 22:00 @ 95,117.53 | 1d 2h | −$78.13 | -2.50% | stop loss |
| 161 | long | 2024-12-09 00:00 @ 101,220.34 | 2024-12-09 02:00 @ 99,199.32 | 2h | −$66.06 | -2.13% | stop loss |
| 162 | long | 2024-12-11 16:00 @ 100,372.77 | 2024-12-12 20:00 @ 99,435.21 | 1d 4h | −$33.19 | -1.07% | signal |
| 163 | long | 2024-12-16 00:00 @ 104,481.39 | 2024-12-18 04:00 @ 104,695.86 | 2d 4h | $1.14 | +0.04% | signal |
| 164 | long | 2024-12-24 16:00 @ 98,263.15 | 2024-12-26 08:00 @ 95,661.26 | 1d 16h | −$86.45 | -2.80% | stop loss |
| 165 | long | 2024-12-31 14:00 @ 95,586.51 | 2024-12-31 16:00 @ 93,399.97 | 2h | −$73.37 | -2.40% | stop loss |
| 166 | long | 2025-01-02 10:00 @ 96,741.24 | 2025-01-07 16:00 @ 97,895.82 | 5d 6h | $29.20 | +0.96% | signal |
| 167 | long | 2025-01-10 18:00 @ 95,778.35 | 2025-01-12 10:00 @ 93,840.33 | 1d 16h | −$65.37 | -2.14% | signal |
| 168 | long | 2025-01-12 16:00 @ 95,054.71 | 2025-01-13 06:00 @ 93,703.91 | 14h | −$46.50 | -1.53% | stop loss |
| 169 | long | 2025-01-14 10:00 @ 97,149.33 | 2025-01-20 00:00 @ 101,291.24 | 5d 14h | $122.12 | +4.04% | signal |
| 170 | long | 2025-01-20 08:00 @ 107,200.24 | 2025-01-20 16:00 @ 103,195.19 | 8h | −$117.67 | -3.85% | stop loss |
| 171 | long | 2025-02-10 14:00 @ 98,194.94 | 2025-02-11 14:00 @ 96,712.45 | 1d | −$49.22 | -1.63% | signal |
| 172 | long | 2025-02-14 18:00 @ 98,507.50 | 2025-02-16 08:00 @ 97,187.96 | 1d 14h | −$43.65 | -1.45% | signal |
| 173 | long | 2025-02-21 14:00 @ 99,301.56 | 2025-02-21 14:00 @ 97,801.17 | 0m | −$48.32 | -1.61% | stop loss |
| 174 | long | 2025-03-02 16:00 @ 87,407.58 | 2025-03-03 16:00 @ 89,991.50 | 1d | $85.56 | +2.86% | signal |
| 175 | long | 2025-03-14 16:00 @ 84,709.04 | 2025-03-16 10:00 @ 82,457.72 | 1d 18h | −$82.86 | -2.75% | stop loss |
| 176 | long | 2025-03-19 16:00 @ 84,710.24 | 2025-03-20 18:00 @ 84,041.39 | 1d 2h | −$26.94 | -0.90% | signal |
| 177 | long | 2025-03-23 12:00 @ 84,668.33 | 2025-03-25 04:00 @ 86,460.00 | 1d 16h | $59.86 | +2.01% | signal |
| 178 | long | 2025-04-01 16:00 @ 85,262.55 | 2025-04-02 22:00 @ 83,413.99 | 1d 6h | −$68.11 | -2.27% | stop loss |
| 179 | long | 2025-04-09 18:00 @ 82,178.33 | 2025-04-10 14:00 @ 78,762.46 | 20h | −$127.04 | -4.26% | stop loss |
| 180 | long | 2025-04-12 16:00 @ 84,991.09 | 2025-04-13 14:00 @ 83,560.18 | 22h | −$53.13 | -1.80% | signal |
| 181 | long | 2025-04-21 02:00 @ 87,266.35 | 2025-04-28 02:00 @ 92,879.72 | 7d | $185.88 | +6.33% | signal |
| 182 | long | 2025-05-01 12:00 @ 96,149.23 | 2025-05-03 12:00 @ 95,876.52 | 2d | −$10.20 | -0.34% | signal |
| 183 | long | 2025-05-07 00:00 @ 96,818.26 | 2025-05-12 16:00 @ 102,461.30 | 5d 16h | $167.36 | +5.62% | signal |
| 184 | long | 2025-05-18 14:00 @ 104,729.04 | 2025-05-18 20:00 @ 103,523.60 | 6h | −$38.08 | -1.26% | stop loss |
| 185 | long | 2025-05-19 00:00 @ 106,428.78 | 2025-05-19 02:00 @ 104,466.64 | 2h | −$58.69 | -1.95% | stop loss |
| 186 | long | 2025-05-20 20:00 @ 106,993.69 | 2025-05-23 12:00 @ 109,011.39 | 2d 16h | $51.42 | +1.72% | signal |
| 187 | long | 2025-06-01 18:00 @ 105,027.20 | 2025-06-02 12:00 @ 103,979.30 | 18h | −$33.17 | -1.10% | signal |
| 188 | long | 2025-06-03 16:00 @ 106,577.41 | 2025-06-04 00:00 @ 105,067.94 | 8h | −$45.63 | -1.52% | stop loss |
| 189 | long | 2025-06-09 10:00 @ 106,583.31 | 2025-06-11 18:00 @ 108,911.91 | 2d 8h | $60.78 | +2.03% | signal |
| 190 | long | 2025-06-16 06:00 @ 106,541.30 | 2025-06-17 12:00 @ 105,571.78 | 1d 6h | −$30.81 | -1.03% | signal |
| 191 | long | 2025-06-20 08:00 @ 105,784.75 | 2025-06-20 14:00 @ 104,365.88 | 6h | −$43.42 | -1.45% | stop loss |
| 192 | long | 2025-06-24 00:00 @ 105,312.06 | 2025-07-01 10:00 @ 106,481.20 | 7d 10h | $28.49 | +0.95% | signal |
| 193 | long | 2025-07-02 16:00 @ 108,717.14 | 2025-07-04 08:00 @ 108,639.37 | 1d 16h | −$5.82 | -0.19% | signal |
| 194 | long | 2025-07-06 14:00 @ 108,734.94 | 2025-07-07 14:00 @ 107,903.68 | 1d | −$26.06 | -0.87% | stop loss |
| 195 | long | 2025-07-09 20:00 @ 111,741.14 | 2025-07-15 02:00 @ 118,467.70 | 5d 6h | $172.02 | +5.76% | signal |
| 196 | long | 2025-07-17 22:00 @ 120,278.85 | 2025-07-18 14:00 @ 117,840.57 | 16h | −$65.01 | -2.15% | stop loss |
| 197 | long | 2025-07-20 16:00 @ 118,693.13 | 2025-07-20 22:00 @ 117,393.07 | 6h | −$36.30 | -1.20% | stop loss |
| 198 | long | 2025-07-21 08:00 @ 119,376.17 | 2025-07-21 12:00 @ 117,749.21 | 4h | −$44.22 | -1.47% | stop loss |
| 199 | long | 2025-07-27 16:00 @ 118,604.62 | 2025-07-28 14:00 @ 118,388.22 | 22h | −$9.35 | -0.31% | signal |
| 200 | long | 2025-08-06 16:00 @ 115,389.27 | 2025-08-14 14:00 @ 118,341.03 | 7d 22h | $67.45 | +2.26% | signal |
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.