[Famous-PA] Darvas box breakout

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+16.98%-6.61%15234%
Validation2024-10-19 → 2025-09-25+0.87%-7.73%5730%
Out-of-sample2025-09-25 → 2026-08-31-2.65%-9.80%5431%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
263long2026-08-30 14:00 @ 78,833.462026-08-30 22:00 @ 77,969.868h−$34.62-1.20%stop loss
262long2026-08-24 12:00 @ 78,445.092026-08-28 16:00 @ 78,293.344d 4h−$11.20-0.39%signal
261long2026-08-17 04:00 @ 63,422.382026-08-23 06:00 @ 76,049.796d 2h$539.92+19.65%signal
260long2026-08-09 14:00 @ 65,208.042026-08-09 22:00 @ 64,818.428h−$19.39-0.70%stop loss
259long2026-07-30 14:00 @ 65,008.802026-07-31 06:00 @ 64,006.0516h−$45.91-1.66%stop loss
258long2026-07-26 16:00 @ 64,746.452026-07-27 16:00 @ 64,504.301d−$13.63-0.49%signal
257long2026-07-20 16:00 @ 65,583.212026-07-22 08:00 @ 65,800.241d 16h$5.64+0.20%signal
256long2026-07-14 16:00 @ 64,740.352026-07-16 08:00 @ 64,187.261d 16h−$27.35-0.99%signal
255long2026-07-10 10:00 @ 64,373.272026-07-13 02:00 @ 63,369.422d 16h−$47.43-1.70%signal
254long2026-07-02 14:00 @ 61,925.982026-07-06 12:00 @ 62,448.713d 22h$17.89+0.64%signal
253long2026-06-22 02:00 @ 64,587.412026-06-23 04:00 @ 63,528.401d 2h−$48.85-1.75%stop loss
252long2026-06-20 16:00 @ 64,152.232026-06-21 22:00 @ 63,765.341d 6h−$20.00-0.71%signal
251long2026-06-14 22:00 @ 65,297.462026-06-17 10:00 @ 64,867.022d 12h−$21.03-0.75%signal
250long2026-06-11 18:00 @ 63,626.922026-06-14 18:00 @ 63,693.463d$0.24+0.01%signal
249long2026-06-08 00:00 @ 63,311.662026-06-09 14:00 @ 62,231.951d 14h−$51.05-1.81%signal
248long2026-05-14 18:00 @ 81,636.322026-05-15 04:00 @ 80,253.4910h−$50.60-1.79%stop loss
247long2026-05-11 00:00 @ 82,194.142026-05-11 02:00 @ 81,051.622h−$42.45-1.50%stop loss
246long2026-05-10 16:00 @ 81,397.782026-05-10 20:00 @ 80,667.854h−$28.52-1.00%stop loss
245long2026-05-01 14:00 @ 78,707.042026-05-07 14:00 @ 80,441.516d$61.03+2.16%signal
244long2026-04-22 04:00 @ 77,503.902026-04-27 16:00 @ 76,744.655d 12h−$29.18-1.03%signal
243long2026-04-20 20:00 @ 76,267.752026-04-21 18:00 @ 74,836.8522h−$55.83-1.96%stop loss
242long2026-04-17 10:00 @ 75,761.252026-04-18 12:00 @ 75,986.801d 2h$6.39+0.22%signal
241long2026-04-13 20:00 @ 73,286.752026-04-15 08:00 @ 73,690.461d 12h$13.34+0.47%signal
240long2026-04-08 00:00 @ 71,904.582026-04-12 02:00 @ 71,584.384d 2h−$15.17-0.53%signal
239long2026-04-06 00:00 @ 69,011.702026-04-07 14:00 @ 68,015.971d 14h−$44.61-1.56%stop loss
238long2026-04-04 16:00 @ 67,370.872026-04-05 06:00 @ 66,601.9614h−$35.74-1.24%stop loss
237long2026-03-13 02:00 @ 71,644.332026-03-18 12:00 @ 72,891.825d 10h$47.32+1.65%signal
236long2026-03-09 14:00 @ 68,953.792026-03-11 12:00 @ 69,130.171d 22h$5.00+0.17%signal
235long2026-03-04 10:00 @ 71,501.402026-03-05 16:00 @ 71,597.381d 6h$0.59+0.02%signal
234long2026-03-02 16:00 @ 69,102.922026-03-03 08:00 @ 66,604.0016h−$107.16-3.71%stop loss
233long2026-02-25 16:00 @ 67,375.872026-02-26 16:00 @ 67,339.831d−$4.31-0.15%signal
232long2026-02-13 16:00 @ 68,665.832026-02-15 14:00 @ 68,893.421d 22h$6.56+0.23%signal
231long2026-01-27 22:00 @ 89,057.412026-01-29 02:00 @ 88,543.991d 4h−$20.22-0.70%signal
230long2026-01-23 18:00 @ 90,594.122026-01-25 02:00 @ 88,834.131d 8h−$59.75-2.06%stop loss
229long2026-01-13 16:00 @ 93,426.582026-01-16 16:00 @ 94,518.693d$30.13+1.04%signal
228long2026-01-12 02:00 @ 91,388.172026-01-12 08:00 @ 90,361.556h−$35.61-1.23%stop loss
227long2026-01-02 18:00 @ 90,338.062026-01-06 18:00 @ 91,529.194d$33.61+1.16%signal
226long2026-01-02 10:00 @ 89,447.892026-01-02 14:00 @ 88,490.704h−$33.98-1.17%stop loss
225long2025-12-29 02:00 @ 88,436.982025-12-29 10:00 @ 87,507.558h−$33.81-1.16%stop loss
224long2025-12-26 04:00 @ 88,813.962025-12-26 14:00 @ 87,447.5410h−$48.08-1.64%stop loss
223long2025-12-25 16:00 @ 88,356.672025-12-25 22:00 @ 87,229.086h−$40.63-1.38%stop loss
222long2025-12-22 10:00 @ 89,803.262025-12-22 18:00 @ 88,500.028h−$45.90-1.56%stop loss
221long2025-12-09 16:00 @ 92,695.442025-12-11 02:00 @ 90,618.871d 10h−$69.83-2.36%signal
220long2025-12-07 18:00 @ 90,922.382025-12-07 22:00 @ 89,247.524h−$57.84-1.94%stop loss
219long2025-12-02 18:00 @ 91,435.782025-12-05 14:00 @ 90,415.512d 20h−$37.00-1.24%signal
218long2025-11-26 18:00 @ 89,810.362025-12-01 00:00 @ 90,302.444d 6h$12.56+0.42%signal
217long2025-11-24 18:00 @ 88,332.662025-11-25 14:00 @ 86,100.3320h−$78.82-2.62%stop loss
216long2025-11-09 20:00 @ 104,785.052025-11-11 14:00 @ 104,329.231d 18h−$16.74-0.56%signal
215long2025-11-02 12:00 @ 111,167.632025-11-02 16:00 @ 109,661.704h−$44.09-1.46%stop loss
214long2025-10-26 10:00 @ 112,500.502025-10-27 22:00 @ 114,235.151d 12h$42.33+1.41%signal
213long2025-10-21 16:00 @ 113,377.872025-10-21 20:00 @ 110,603.294h−$77.05-2.54%stop loss
212long2025-10-19 16:00 @ 108,451.292025-10-21 04:00 @ 108,983.301d 12h$11.99+0.40%signal
211long2025-10-12 18:00 @ 113,752.152025-10-14 04:00 @ 113,418.211d 10h−$11.68-0.39%signal
210long2025-09-28 16:00 @ 110,012.002025-10-07 08:00 @ 123,602.378d 16h$354.26+12.05%signal
209long2025-09-24 16:00 @ 113,322.662025-09-25 04:00 @ 111,896.1612h−$40.22-1.36%stop loss
208long2025-09-18 04:00 @ 117,554.812025-09-19 10:00 @ 116,414.411d 6h−$32.09-1.08%signal
207long2025-09-10 14:00 @ 113,934.082025-09-17 16:00 @ 115,801.937d 2h$42.00+1.42%signal
206long2025-09-08 10:00 @ 112,082.412025-09-09 14:00 @ 111,004.181d 4h−$32.01-1.08%stop loss
205long2025-09-05 08:00 @ 112,922.582025-09-05 14:00 @ 111,281.556h−$46.37-1.56%stop loss
204long2025-09-02 14:00 @ 111,135.622025-09-04 06:00 @ 110,591.181d 16h−$18.02-0.61%signal
203long2025-09-02 04:00 @ 110,308.062025-09-02 12:00 @ 108,537.268h−$51.15-1.71%stop loss
202long2025-09-01 10:00 @ 109,507.202025-09-01 20:00 @ 108,008.0910h−$44.14-1.47%stop loss
201long2025-08-22 16:00 @ 116,342.662025-08-23 14:00 @ 114,794.3422h−$43.79-1.46%signal
200long2025-08-06 16:00 @ 115,389.272025-08-14 14:00 @ 118,341.037d 22h$67.45+2.26%signal
199long2025-07-27 16:00 @ 118,604.622025-07-28 14:00 @ 118,388.2222h−$9.35-0.31%signal
198long2025-07-21 08:00 @ 119,376.172025-07-21 12:00 @ 117,749.214h−$44.22-1.47%stop loss
197long2025-07-20 16:00 @ 118,693.132025-07-20 22:00 @ 117,393.076h−$36.30-1.20%stop loss
196long2025-07-17 22:00 @ 120,278.852025-07-18 14:00 @ 117,840.5716h−$65.01-2.15%stop loss
195long2025-07-09 20:00 @ 111,741.142025-07-15 02:00 @ 118,467.705d 6h$172.02+5.76%signal
194long2025-07-06 14:00 @ 108,734.942025-07-07 14:00 @ 107,903.681d−$26.06-0.87%stop loss
193long2025-07-02 16:00 @ 108,717.142025-07-04 08:00 @ 108,639.371d 16h−$5.82-0.19%signal
192long2025-06-24 00:00 @ 105,312.062025-07-01 10:00 @ 106,481.207d 10h$28.49+0.95%signal
191long2025-06-20 08:00 @ 105,784.752025-06-20 14:00 @ 104,365.886h−$43.42-1.45%stop loss
190long2025-06-16 06:00 @ 106,541.302025-06-17 12:00 @ 105,571.781d 6h−$30.81-1.03%signal
189long2025-06-09 10:00 @ 106,583.312025-06-11 18:00 @ 108,911.912d 8h$60.78+2.03%signal
188long2025-06-03 16:00 @ 106,577.412025-06-04 00:00 @ 105,067.948h−$45.63-1.52%stop loss
187long2025-06-01 18:00 @ 105,027.202025-06-02 12:00 @ 103,979.3018h−$33.17-1.10%signal
186long2025-05-20 20:00 @ 106,993.692025-05-23 12:00 @ 109,011.392d 16h$51.42+1.72%signal
185long2025-05-19 00:00 @ 106,428.782025-05-19 02:00 @ 104,466.642h−$58.69-1.95%stop loss
184long2025-05-18 14:00 @ 104,729.042025-05-18 20:00 @ 103,523.606h−$38.08-1.26%stop loss
183long2025-05-07 00:00 @ 96,818.262025-05-12 16:00 @ 102,461.305d 16h$167.36+5.62%signal
182long2025-05-01 12:00 @ 96,149.232025-05-03 12:00 @ 95,876.522d−$10.20-0.34%signal
181long2025-04-21 02:00 @ 87,266.352025-04-28 02:00 @ 92,879.727d$185.88+6.33%signal
180long2025-04-12 16:00 @ 84,991.092025-04-13 14:00 @ 83,560.1822h−$53.13-1.80%signal
179long2025-04-09 18:00 @ 82,178.332025-04-10 14:00 @ 78,762.4620h−$127.04-4.26%stop loss
178long2025-04-01 16:00 @ 85,262.552025-04-02 22:00 @ 83,413.991d 6h−$68.11-2.27%stop loss
177long2025-03-23 12:00 @ 84,668.332025-03-25 04:00 @ 86,460.001d 16h$59.86+2.01%signal
176long2025-03-19 16:00 @ 84,710.242025-03-20 18:00 @ 84,041.391d 2h−$26.94-0.90%signal
175long2025-03-14 16:00 @ 84,709.042025-03-16 10:00 @ 82,457.721d 18h−$82.86-2.75%stop loss
174long2025-03-02 16:00 @ 87,407.582025-03-03 16:00 @ 89,991.501d$85.56+2.86%signal
173long2025-02-21 14:00 @ 99,301.562025-02-21 14:00 @ 97,801.170m−$48.32-1.61%stop loss
172long2025-02-14 18:00 @ 98,507.502025-02-16 08:00 @ 97,187.961d 14h−$43.65-1.45%signal
171long2025-02-10 14:00 @ 98,194.942025-02-11 14:00 @ 96,712.451d−$49.22-1.63%signal
170long2025-01-20 08:00 @ 107,200.242025-01-20 16:00 @ 103,195.198h−$117.67-3.85%stop loss
169long2025-01-14 10:00 @ 97,149.332025-01-20 00:00 @ 101,291.245d 14h$122.12+4.04%signal
168long2025-01-12 16:00 @ 95,054.712025-01-13 06:00 @ 93,703.9114h−$46.50-1.53%stop loss
167long2025-01-10 18:00 @ 95,778.352025-01-12 10:00 @ 93,840.331d 16h−$65.37-2.14%signal
166long2025-01-02 10:00 @ 96,741.242025-01-07 16:00 @ 97,895.825d 6h$29.20+0.96%signal
165long2024-12-31 14:00 @ 95,586.512024-12-31 16:00 @ 93,399.972h−$73.37-2.40%stop loss
164long2024-12-24 16:00 @ 98,263.152024-12-26 08:00 @ 95,661.261d 16h−$86.45-2.80%stop loss
163long2024-12-16 00:00 @ 104,481.392024-12-18 04:00 @ 104,695.862d 4h$1.14+0.04%signal
162long2024-12-11 16:00 @ 100,372.772024-12-12 20:00 @ 99,435.211d 4h−$33.19-1.07%signal
161long2024-12-09 00:00 @ 101,220.342024-12-09 02:00 @ 99,199.322h−$66.06-2.13%stop loss
160long2024-12-04 20:00 @ 97,302.862024-12-05 22:00 @ 95,117.531d 2h−$78.13-2.50%stop loss
159long2024-12-02 02:00 @ 98,099.022024-12-02 02:00 @ 96,581.300m−$51.70-1.65%stop loss
158long2024-11-27 16:00 @ 95,629.522024-11-30 12:00 @ 96,302.042d 20h$14.92+0.48%signal
157long2024-11-20 14:00 @ 94,438.882024-11-23 18:00 @ 97,939.213d 4h$108.88+3.50%signal
156long2024-11-18 08:00 @ 91,814.262024-11-18 12:00 @ 89,881.274h−$70.07-2.24%stop loss
155long2024-11-05 16:00 @ 69,629.122024-11-14 16:00 @ 87,982.309d$756.01+25.73%signal
154long2024-10-27 14:00 @ 67,604.122024-10-31 14:00 @ 71,307.844d$152.30+5.25%signal
153long2024-10-24 14:00 @ 67,896.282024-10-25 16:00 @ 66,714.961d 2h−$54.74-1.88%stop loss
152long2024-10-18 16:00 @ 68,723.742024-10-21 12:00 @ 67,494.782d 20h−$57.89-1.98%stop loss
151long2024-10-14 04:00 @ 64,293.662024-10-17 12:00 @ 66,840.133d 8h$109.03+3.76%signal
150long2024-10-11 14:00 @ 61,662.232024-10-13 12:00 @ 62,515.891d 22h$36.73+1.27%signal
149long2024-10-06 16:00 @ 62,702.942024-10-08 00:00 @ 62,178.161d 8h−$27.44-0.95%signal
148long2024-09-26 16:00 @ 65,213.042024-09-30 02:00 @ 64,724.953d 10h−$26.34-0.91%signal
147long2024-09-23 00:00 @ 63,571.212024-09-24 02:00 @ 62,896.221d 2h−$34.29-1.18%signal
146long2024-09-19 02:00 @ 61,989.602024-09-22 10:00 @ 62,657.573d 8h$26.67+0.92%signal
145long2024-09-17 16:00 @ 61,123.222024-09-17 18:00 @ 59,797.392h−$66.46-2.27%stop loss
144long2024-09-13 16:00 @ 59,635.522024-09-15 22:00 @ 59,616.972d 6h−$3.60-0.12%signal
143long2024-09-09 00:00 @ 54,850.572024-09-11 06:00 @ 56,202.662d 6h$69.84+2.40%signal
142long2024-08-29 16:00 @ 60,763.052024-08-29 18:00 @ 59,277.732h−$74.42-2.54%stop loss
141long2024-08-23 16:00 @ 61,510.902024-08-24 22:00 @ 63,571.381d 6h$94.24+3.25%signal
140long2024-08-21 20:00 @ 61,550.412024-08-22 02:00 @ 59,998.076h−$76.50-2.62%stop loss
139long2024-08-20 02:00 @ 60,427.482024-08-20 14:00 @ 59,147.9512h−$65.15-2.22%stop loss
138long2024-08-13 18:00 @ 61,146.332024-08-14 14:00 @ 59,220.0020h−$96.21-3.25%stop loss
137long2024-08-08 16:00 @ 59,403.782024-08-11 16:00 @ 60,087.883d$30.80+1.04%signal
136long2024-07-27 14:00 @ 69,219.742024-07-27 18:00 @ 67,959.264h−$57.26-1.93%stop loss
135long2024-07-19 16:00 @ 65,804.662024-07-23 06:00 @ 66,386.723d 14h$22.46+0.76%signal
134long2024-07-14 00:00 @ 59,185.732024-07-18 16:00 @ 63,487.404d 16h$207.42+7.13%signal
133long2024-07-10 06:00 @ 58,963.292024-07-10 18:00 @ 57,383.9912h−$81.83-2.79%stop loss
132long2024-06-30 08:00 @ 61,545.912024-07-02 16:00 @ 61,932.612d 8h$13.37+0.46%signal
131long2024-06-20 08:00 @ 65,844.472024-06-20 14:00 @ 64,813.626h−$49.12-1.67%stop loss
130long2024-06-10 16:00 @ 70,104.922024-06-10 18:00 @ 69,426.232h−$31.77-1.08%stop loss
129long2024-06-03 08:00 @ 68,963.792024-06-06 20:00 @ 70,511.893d 12h$59.05+2.01%signal
128long2024-06-02 12:00 @ 68,297.662024-06-02 18:00 @ 67,525.456h−$36.49-1.24%stop loss
127long2024-05-30 18:00 @ 69,380.372024-05-31 08:00 @ 68,003.2714h−$62.42-2.11%stop loss
126long2024-05-27 16:00 @ 70,435.482024-05-27 18:00 @ 69,267.832h−$52.50-1.77%stop loss
125long2024-05-20 18:00 @ 68,308.262024-05-21 20:00 @ 69,305.341d 2h$39.31+1.33%signal
124long2024-05-17 16:00 @ 67,183.332024-05-19 20:00 @ 65,989.702d 4h−$56.43-1.90%signal
123long2024-05-15 14:00 @ 64,119.422024-05-16 18:00 @ 64,963.701d 4h$35.68+1.20%signal
122long2024-05-13 08:00 @ 62,308.962024-05-14 08:00 @ 61,989.601d−$19.02-0.64%signal
121long2024-05-03 14:00 @ 61,666.332024-05-08 00:00 @ 62,283.544d 10h$24.88+0.84%signal
120long2024-04-19 08:00 @ 64,532.402024-04-24 16:00 @ 64,580.585d 8h−$2.33-0.08%signal
119long2024-04-04 14:00 @ 67,244.952024-04-09 08:00 @ 70,430.014d 18h$130.57+4.45%signal
118long2024-03-31 14:00 @ 70,671.632024-04-01 04:00 @ 69,765.2114h−$43.94-1.49%stop loss
117long2024-03-25 00:00 @ 67,274.352024-03-27 16:00 @ 68,908.322d 16h$62.22+2.12%signal
116long2024-03-11 08:00 @ 71,238.142024-03-12 16:00 @ 69,500.511d 8h−$83.28-2.82%stop loss
115long2024-03-10 10:00 @ 69,916.482024-03-10 22:00 @ 68,600.6512h−$60.33-2.04%stop loss
114long2024-02-26 16:00 @ 52,882.772024-03-05 20:00 @ 61,485.008d 4h$418.54+14.64%signal
113long2024-02-20 14:00 @ 52,900.482024-02-20 14:00 @ 51,850.860m−$59.88-2.08%stop loss
112long2024-02-19 00:00 @ 52,186.342024-02-20 00:00 @ 51,340.301d−$51.59-1.79%stop loss
111long2024-02-14 10:00 @ 51,578.612024-02-15 22:00 @ 51,338.831d 12h−$17.56-0.61%signal
110long2024-02-07 18:00 @ 43,497.302024-02-13 16:00 @ 48,743.455d 22h$331.21+11.79%signal
109long2024-02-05 14:00 @ 43,443.292024-02-05 14:00 @ 42,734.560m−$48.83-1.73%stop loss
108long2024-01-29 18:00 @ 42,989.402024-01-31 00:00 @ 42,909.721d 6h−$8.76-0.31%signal
107long2024-01-26 12:00 @ 41,280.152024-01-28 20:00 @ 41,762.252d 8h$28.29+1.00%signal
106long2024-01-08 12:00 @ 44,646.132024-01-12 16:00 @ 44,486.204d 4h−$16.42-0.58%signal
105long2023-12-31 10:00 @ 42,791.162024-01-03 12:00 @ 43,720.153d 2h$48.71+1.73%signal
104long2023-12-18 22:00 @ 42,651.532023-12-25 00:00 @ 42,999.806d 2h$10.64+0.38%signal
103long2023-12-13 18:00 @ 42,146.532023-12-15 14:00 @ 42,302.941d 20h$6.17+0.22%signal
102long2023-12-08 22:00 @ 44,580.912023-12-09 22:00 @ 43,713.131d−$59.30-2.10%stop loss
101long2023-12-01 10:00 @ 38,713.842023-12-07 10:00 @ 43,367.426d$321.17+11.73%signal
100long2023-11-28 18:00 @ 38,210.042023-11-29 14:00 @ 37,566.2220h−$49.63-1.80%stop loss
99long2023-11-24 16:00 @ 38,224.942023-11-26 12:00 @ 37,435.051d 20h−$61.55-2.22%stop loss
98long2023-11-19 20:00 @ 36,969.392023-11-21 14:00 @ 36,480.431d 18h−$40.89-1.47%stop loss
97long2023-11-15 20:00 @ 37,534.912023-11-16 14:00 @ 36,611.0318h−$72.25-2.59%stop loss
96long2023-11-07 20:00 @ 35,480.592023-11-13 04:00 @ 36,933.815d 8h$103.65+3.74%signal
95long2023-11-01 22:00 @ 35,416.382023-11-02 12:00 @ 34,685.8914h−$60.74-2.18%stop loss
94long2023-10-15 20:00 @ 27,035.512023-10-26 12:00 @ 34,097.2810d 16h$676.68+25.88%signal
93long2023-10-13 22:00 @ 27,010.802023-10-14 22:00 @ 26,801.141d−$23.08-0.88%signal
92long2023-10-05 14:00 @ 27,982.202023-10-05 14:00 @ 27,498.300m−$48.14-1.83%stop loss
91long2023-09-28 16:00 @ 27,017.702023-10-02 22:00 @ 27,451.214d 6h$39.55+1.51%signal
90long2023-09-27 12:00 @ 26,761.052023-09-27 14:00 @ 26,438.442h−$34.34-1.30%stop loss
89long2023-09-24 18:00 @ 26,666.632023-09-24 18:00 @ 26,467.080m−$22.36-0.85%stop loss
88long2023-09-18 04:00 @ 26,651.532023-09-20 20:00 @ 26,911.122d 16h$23.38+0.89%signal
87long2023-09-12 12:00 @ 26,092.422023-09-15 12:00 @ 26,410.023d$29.33+1.12%signal
86long2023-09-07 22:00 @ 26,154.832023-09-08 10:00 @ 25,779.5212h−$40.38-1.53%stop loss
85long2023-08-29 16:00 @ 27,416.882023-08-31 14:00 @ 26,878.801d 22h−$54.93-2.07%stop loss
84long2023-08-23 18:00 @ 26,532.312023-08-24 14:00 @ 26,082.9120h−$47.68-1.79%stop loss
83long2023-08-14 16:00 @ 29,598.722023-08-14 18:00 @ 29,372.842h−$23.26-0.87%stop loss
82long2023-08-08 12:00 @ 29,433.992023-08-09 18:00 @ 29,495.501d 6h$2.03+0.08%signal
81long2023-08-02 00:00 @ 29,707.142023-08-02 14:00 @ 29,268.7314h−$42.68-1.60%stop loss
80long2023-07-23 18:00 @ 30,116.122023-07-24 02:00 @ 29,843.128h−$27.25-1.02%stop loss
79long2023-07-20 10:00 @ 30,325.062023-07-20 14:00 @ 29,921.934h−$38.46-1.43%stop loss
78long2023-07-13 20:00 @ 31,606.822023-07-14 16:00 @ 30,959.8420h−$58.88-2.18%stop loss
77long2023-07-10 20:00 @ 30,830.662023-07-10 20:00 @ 30,346.100m−$45.42-1.67%stop loss
76long2023-07-03 16:00 @ 31,074.212023-07-04 18:00 @ 30,658.151d 2h−$40.33-1.48%stop loss
75long2023-06-27 12:00 @ 30,726.242023-06-28 06:00 @ 30,193.7918h−$50.76-1.85%stop loss
74long2023-06-20 18:00 @ 27,789.562023-06-25 20:00 @ 30,413.925d 2h$246.19+9.19%signal
73long2023-06-16 16:00 @ 25,837.572023-06-19 00:00 @ 26,324.332d 8h$46.30+1.74%signal
72long2023-06-06 20:00 @ 27,078.712023-06-07 08:00 @ 26,476.8612h−$62.83-2.34%stop loss
71long2023-05-26 16:00 @ 26,742.852023-05-31 06:00 @ 27,074.984d 14h$27.55+1.03%signal
70long2023-05-23 04:00 @ 27,360.172023-05-24 02:00 @ 26,970.4322h−$41.74-1.55%stop loss
69long2023-05-17 20:00 @ 27,382.482023-05-18 16:00 @ 26,894.8920h−$51.51-1.91%stop loss
68long2023-05-14 16:00 @ 27,076.812023-05-16 02:00 @ 27,003.501d 10h−$10.42-0.39%signal
67long2023-05-10 14:00 @ 28,159.432023-05-10 16:00 @ 27,663.652h−$50.59-1.86%stop loss
66long2023-05-03 22:00 @ 28,920.882023-05-06 14:00 @ 28,931.612d 16h−$3.53-0.13%signal
65long2023-04-30 16:00 @ 29,650.332023-04-30 20:00 @ 29,185.324h−$45.65-1.67%stop loss
64long2023-04-25 22:00 @ 28,255.052023-04-26 18:00 @ 27,682.8520h−$58.70-2.14%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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