[Famous-PA] Darvas box breakout
public
@djgambhirBTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,900 bars in 41.1ms
Underperformed the market. Holding BTCUSDT returned +71.25% over the same period, against this strategy’s -8.84%.
Net P&L
-8.84%
−$883.99
Max drawdown
-13.39%
Max run-up
+12.68%
Trades
538
29.0% win rate
Profit factor
0.92
2021-12-31drawdown · worst -13.39%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -6.51% | -11.05% | 317 | 28% |
| Validation | 2024-10-19 → 2025-09-25 | -1.34% | -6.87% | 116 | 29% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -1.17% | -7.63% | 105 | 30% |
Risk-adjusted
- Sharpe
- -0.25
- Sortino
- -0.37
- Calmar
- -0.15
- Return ÷ max drawdown
- -0.66
- CAGR
- -1.96%
- Exposure
- 29.0%
Per trade
- Expectancy
- −$1.64 · -0.06%
- Average win / loss
- $65.71 / −$29.15
- Payoff ratio
- 2.25
- Largest win / loss
- $386.87 / −$122.18
- Longest losing streak(winning: 4)
- 19 trades
Drawdown over time
- Max drawdown
- -13.39%
- Longest time under water(still going at the end)
- 909 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,264.82
- Funding
- −$266.10
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 19
- Benchmark(buy and hold)
- +71.25%
Monte Carlo
1,000 alternative histories, each 538 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 | -28.44% | -9.17% | +19.09% |
| Max drawdown | -32.42% | -19.23% | -9.40% |
73% of histories lost money, and 81% had a deeper drawdown than this run’s -13.39%. 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
538 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-01 18:00 @ 47,742.71 | 2022-01-02 04:00 @ 46,843.76 | 10h | −$49.80 | -1.99% | stop loss |
| 2 | long | 2022-01-04 14:00 @ 46,942.53 | 2022-01-04 18:00 @ 46,152.56 | 4h | −$44.58 | -1.79% | stop loss |
| 3 | long | 2022-01-09 20:00 @ 42,687.50 | 2022-01-09 23:00 @ 41,821.56 | 3h | −$52.69 | -2.13% | stop loss |
| 4 | long | 2022-01-12 14:00 @ 43,890.55 | 2022-01-13 15:00 @ 43,059.74 | 1d 1h | −$49.00 | -1.99% | stop loss |
| 5 | long | 2022-01-14 16:00 @ 43,091.20 | 2022-01-16 03:00 @ 42,906.83 | 1d 11h | −$13.36 | -0.54% | signal |
| 6 | long | 2022-01-20 14:00 @ 42,376.33 | 2022-01-20 21:00 @ 41,741.36 | 7h | −$39.36 | -1.61% | stop loss |
| 7 | long | 2022-01-24 00:00 @ 36,237.25 | 2022-01-24 02:00 @ 35,148.59 | 2h | −$75.72 | -3.11% | stop loss |
| 8 | long | 2022-01-25 18:00 @ 37,255.34 | 2022-01-26 21:00 @ 36,991.07 | 1d 3h | −$19.44 | -0.80% | signal |
| 9 | long | 2022-01-29 14:00 @ 38,137.61 | 2022-01-29 15:00 @ 37,407.47 | 1h | −$48.61 | -2.01% | stop loss |
| 10 | long | 2022-01-29 21:00 @ 38,327.46 | 2022-01-30 19:00 @ 37,542.76 | 22h | −$52.15 | -2.17% | stop loss |
| 11 | long | 2022-01-31 17:00 @ 38,312.28 | 2022-02-02 07:00 @ 38,254.93 | 1d 14h | −$5.79 | -0.24% | signal |
| 12 | long | 2022-02-04 07:00 @ 37,977.10 | 2022-02-04 14:00 @ 37,290.29 | 7h | −$45.34 | -1.90% | stop loss |
| 13 | long | 2022-02-04 16:00 @ 39,489.62 | 2022-02-08 13:00 @ 43,437.24 | 3d 21h | $232.91 | +9.80% | signal |
| 14 | long | 2022-02-09 20:00 @ 44,464.02 | 2022-02-10 04:00 @ 43,740.02 | 8h | −$42.29 | -1.74% | signal |
| 15 | long | 2022-02-15 02:00 @ 43,454.15 | 2022-02-16 14:00 @ 43,627.07 | 1d 12h | $6.78 | +0.28% | signal |
| 16 | long | 2022-02-23 09:00 @ 38,655.23 | 2022-02-23 18:00 @ 37,751.34 | 9h | −$59.03 | -2.43% | stop loss |
| 17 | long | 2022-02-24 21:00 @ 38,420.38 | 2022-02-26 09:00 @ 38,764.65 | 1d 12h | $18.29 | +0.76% | signal |
| 18 | long | 2022-02-27 13:00 @ 39,741.65 | 2022-02-27 13:00 @ 38,842.56 | 0m | −$57.03 | -2.36% | stop loss |
| 19 | long | 2022-02-28 15:00 @ 39,801.46 | 2022-03-02 14:00 @ 43,513.20 | 1d 23h | $220.63 | +9.19% | signal |
| 20 | long | 2022-03-02 15:00 @ 44,826.66 | 2022-03-02 19:00 @ 43,503.70 | 4h | −$75.15 | -3.06% | stop loss |
| 21 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 02:00 @ 40,922.91 | 22h | −$19.96 | -0.82% | signal |
| 22 | long | 2022-03-11 12:00 @ 39,886.28 | 2022-03-11 16:00 @ 38,851.77 | 4h | −$65.59 | -2.70% | stop loss |
| 23 | long | 2022-03-14 08:00 @ 39,070.01 | 2022-03-15 07:00 @ 38,351.15 | 23h | −$46.89 | -1.94% | stop loss |
| 24 | long | 2022-03-16 03:00 @ 40,875.87 | 2022-03-16 03:00 @ 39,531.83 | 0m | −$81.42 | -3.39% | stop loss |
| 25 | long | 2022-03-18 17:00 @ 41,394.48 | 2022-03-20 18:00 @ 41,028.99 | 2d 1h | −$24.86 | -1.04% | signal |
| 26 | long | 2022-03-22 03:00 @ 41,824.26 | 2022-03-22 20:00 @ 42,259.85 | 17h | $21.89 | +0.92% | signal |
| 27 | long | 2022-03-24 15:00 @ 43,570.71 | 2022-03-27 13:00 @ 44,416.02 | 2d 22h | $43.34 | +1.82% | signal |
| 28 | long | 2022-03-27 21:00 @ 46,123.22 | 2022-03-29 00:00 @ 47,112.38 | 1d 3h | $48.19 | +2.01% | signal |
| 29 | long | 2022-03-30 18:00 @ 47,649.53 | 2022-03-30 19:00 @ 46,910.79 | 1h | −$39.69 | -1.65% | stop loss |
| 30 | long | 2022-04-01 15:00 @ 46,105.92 | 2022-04-02 19:00 @ 45,814.84 | 1d 4h | −$18.46 | -0.77% | signal |
| 31 | long | 2022-04-03 22:00 @ 46,972.99 | 2022-04-03 23:00 @ 46,218.32 | 1h | −$40.79 | -1.71% | stop loss |
| 32 | long | 2022-04-04 22:00 @ 46,451.89 | 2022-04-05 14:00 @ 46,401.42 | 16h | −$5.44 | -0.23% | signal |
| 33 | long | 2022-04-10 00:00 @ 42,736.35 | 2022-04-10 22:00 @ 42,254.70 | 22h | −$29.64 | -1.25% | stop loss |
| 34 | long | 2022-04-13 14:00 @ 40,504.50 | 2022-04-14 11:00 @ 40,921.61 | 21h | $21.88 | +0.92% | signal |
| 35 | long | 2022-04-18 19:00 @ 40,648.23 | 2022-04-20 16:00 @ 41,238.75 | 1d 21h | $31.42 | +1.32% | signal |
| 36 | long | 2022-04-21 11:00 @ 42,237.95 | 2022-04-21 17:00 @ 41,563.18 | 6h | −$40.61 | -1.70% | stop loss |
| 37 | long | 2022-04-27 14:00 @ 39,325.06 | 2022-04-27 14:00 @ 38,440.96 | 0m | −$55.76 | -2.35% | stop loss |
| 38 | long | 2022-05-04 08:00 @ 38,680.83 | 2022-05-05 07:00 @ 39,534.29 | 23h | $49.18 | +2.08% | signal |
| 39 | long | 2022-05-15 21:00 @ 31,062.31 | 2022-05-16 03:00 @ 30,218.64 | 6h | −$67.06 | -2.82% | stop loss |
| 40 | long | 2022-05-19 15:00 @ 29,859.37 | 2022-05-20 15:00 @ 29,479.80 | 1d | −$32.96 | -1.40% | signal |
| 41 | long | 2022-05-22 10:00 @ 30,138.53 | 2022-05-22 15:00 @ 29,728.21 | 5h | −$34.31 | -1.46% | stop loss |
| 42 | long | 2022-05-25 03:00 @ 30,114.32 | 2022-05-25 08:00 @ 29,556.98 | 5h | −$45.87 | -1.96% | stop loss |
| 43 | long | 2022-05-28 14:00 @ 29,071.91 | 2022-05-31 14:00 @ 31,378.72 | 3d | $180.21 | +7.74% | signal |
| 44 | long | 2022-06-06 01:00 @ 30,291.36 | 2022-06-07 01:00 @ 30,186.76 | 1d | −$11.29 | -0.48% | signal |
| 45 | long | 2022-06-19 11:00 @ 19,892.48 | 2022-06-22 02:00 @ 20,400.82 | 2d 15h | $57.44 | +2.42% | signal |
| 46 | long | 2022-06-23 20:00 @ 20,904.58 | 2022-06-25 16:00 @ 20,954.81 | 1d 20h | $2.41 | +0.10% | signal |
| 47 | long | 2022-06-26 12:00 @ 21,703.74 | 2022-06-26 13:00 @ 21,294.87 | 1h | −$47.32 | -1.98% | stop loss |
| 48 | long | 2022-07-01 01:00 @ 20,293.06 | 2022-07-01 04:00 @ 19,559.86 | 3h | −$88.12 | -3.71% | stop loss |
| 49 | long | 2022-07-03 20:00 @ 19,487.40 | 2022-07-04 01:00 @ 19,129.59 | 5h | −$45.70 | -1.94% | stop loss |
| 50 | long | 2022-07-04 12:00 @ 19,798.16 | 2022-07-05 10:00 @ 19,754.45 | 22h | −$7.92 | -0.34% | signal |
| 51 | long | 2022-07-07 15:00 @ 20,912.88 | 2022-07-08 09:00 @ 21,427.31 | 18h | $54.69 | +2.34% | signal |
| 52 | long | 2022-07-14 18:00 @ 20,727.34 | 2022-07-16 06:00 @ 20,580.68 | 1d 12h | −$19.42 | -0.83% | signal |
| 53 | long | 2022-07-16 17:00 @ 21,458.59 | 2022-07-16 20:00 @ 21,052.03 | 3h | −$46.81 | -1.99% | stop loss |
| 54 | long | 2022-07-18 06:00 @ 21,856.37 | 2022-07-18 18:00 @ 21,870.03 | 12h | −$1.35 | -0.06% | signal |
| 55 | long | 2022-07-19 16:00 @ 23,121.72 | 2022-07-20 21:00 @ 23,249.05 | 1d 5h | $9.62 | +0.41% | signal |
| 56 | long | 2022-07-22 10:00 @ 23,444.79 | 2022-07-22 17:00 @ 22,924.96 | 7h | −$54.27 | -2.32% | stop loss |
| 57 | long | 2022-07-24 06:00 @ 22,746.35 | 2022-07-25 00:00 @ 22,312.32 | 18h | −$47.31 | -2.04% | stop loss |
| 58 | long | 2022-07-27 19:00 @ 22,549.41 | 2022-07-29 12:00 @ 23,712.46 | 1d 17h | $115.73 | +5.00% | signal |
| 59 | long | 2022-07-30 13:00 @ 24,377.67 | 2022-07-30 19:00 @ 23,882.86 | 6h | −$50.08 | -2.14% | stop loss |
| 60 | long | 2022-08-07 18:00 @ 23,239.75 | 2022-08-09 10:00 @ 23,460.51 | 1d 16h | $18.82 | +0.81% | signal |
| 61 | long | 2022-08-10 13:00 @ 23,973.39 | 2022-08-10 18:00 @ 23,527.22 | 5h | −$45.97 | -1.97% | stop loss |
| 62 | long | 2022-08-11 02:00 @ 24,433.19 | 2022-08-11 16:00 @ 24,331.53 | 14h | −$12.21 | -0.53% | signal |
| 63 | long | 2022-08-13 00:00 @ 24,392.38 | 2022-08-14 17:00 @ 24,298.54 | 1d 17h | −$11.48 | -0.49% | signal |
| 64 | long | 2022-08-17 07:00 @ 24,403.98 | 2022-08-17 07:00 @ 23,992.87 | 0m | −$41.32 | -1.78% | stop loss |
| 65 | long | 2022-08-24 17:00 @ 21,709.24 | 2022-08-24 23:00 @ 21,355.55 | 6h | −$39.86 | -1.73% | stop loss |
| 66 | long | 2022-08-29 14:00 @ 20,070.91 | 2022-08-30 14:00 @ 19,756.83 | 1d | −$38.01 | -1.66% | stop loss |
| 67 | long | 2022-09-04 13:00 @ 19,870.57 | 2022-09-04 14:00 @ 19,647.67 | 1h | −$27.92 | -1.22% | stop loss |
| 68 | long | 2022-09-05 00:00 @ 19,996.70 | 2022-09-05 05:00 @ 19,754.71 | 5h | −$30.04 | -1.32% | stop loss |
| 69 | long | 2022-09-06 01:00 @ 20,097.72 | 2022-09-06 01:00 @ 19,795.98 | 0m | −$36.37 | -1.60% | stop loss |
| 70 | long | 2022-09-07 19:00 @ 19,067.41 | 2022-09-13 13:00 @ 21,393.02 | 5d 18h | $270.24 | +11.94% | signal |
| 71 | long | 2022-09-17 17:00 @ 20,122.82 | 2022-09-18 09:00 @ 19,862.22 | 16h | −$32.83 | -1.41% | stop loss |
| 72 | long | 2022-09-21 18:00 @ 19,843.37 | 2022-09-21 18:00 @ 19,158.01 | 0m | −$82.49 | -3.55% | stop loss |
| 73 | long | 2022-09-26 09:00 @ 19,268.55 | 2022-09-26 11:00 @ 18,926.90 | 2h | −$43.09 | -1.87% | stop loss |
| 74 | long | 2022-09-27 02:00 @ 19,762.65 | 2022-09-27 16:00 @ 19,881.32 | 14h | $11.23 | +0.49% | signal |
| 75 | long | 2022-09-28 15:00 @ 19,376.77 | 2022-09-29 13:00 @ 19,201.66 | 22h | −$23.44 | -1.02% | signal |
| 76 | long | 2022-09-30 15:00 @ 19,986.60 | 2022-09-30 19:00 @ 19,499.65 | 4h | −$58.23 | -2.54% | stop loss |
| 77 | long | 2022-10-03 15:00 @ 19,410.58 | 2022-10-05 14:00 @ 19,911.42 | 1d 23h | $54.96 | +2.42% | signal |
| 78 | long | 2022-10-13 19:00 @ 19,413.28 | 2022-10-14 15:00 @ 19,453.01 | 20h | $2.09 | +0.09% | signal |
| 79 | long | 2022-10-16 20:00 @ 19,373.67 | 2022-10-16 21:00 @ 19,226.27 | 1h | −$19.68 | -0.86% | stop loss |
| 80 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 15:00 @ 19,405.52 | 1d 3h | −$8.89 | -0.39% | signal |
| 81 | long | 2022-10-20 15:00 @ 19,320.16 | 2022-10-20 17:00 @ 19,107.75 | 2h | −$27.39 | -1.20% | stop loss |
| 82 | long | 2022-10-23 18:00 @ 19,472.59 | 2022-10-24 03:00 @ 19,335.11 | 9h | −$18.55 | -0.82% | stop loss |
| 83 | long | 2022-10-25 14:00 @ 19,473.29 | 2022-10-27 21:00 @ 20,379.12 | 2d 7h | $102.91 | +4.54% | signal |
| 84 | long | 2022-10-28 17:00 @ 20,696.14 | 2022-10-30 10:00 @ 20,679.56 | 1d 17h | −$4.41 | -0.19% | signal |
| 85 | long | 2022-10-31 11:00 @ 20,745.75 | 2022-10-31 13:00 @ 20,509.84 | 2h | −$28.36 | -1.24% | stop loss |
| 86 | long | 2022-11-04 06:00 @ 20,435.89 | 2022-11-06 02:00 @ 21,180.36 | 1d 20h | $80.18 | +3.51% | signal |
| 87 | long | 2022-11-10 14:00 @ 17,652.83 | 2022-11-11 14:00 @ 16,726.00 | 1d | −$122.18 | -5.30% | stop loss |
| 88 | long | 2022-11-14 08:00 @ 16,816.46 | 2022-11-14 19:00 @ 16,306.34 | 11h | −$71.09 | -3.12% | stop loss |
| 89 | long | 2022-11-15 14:00 @ 17,006.10 | 2022-11-16 12:00 @ 16,582.41 | 22h | −$58.27 | -2.58% | stop loss |
| 90 | long | 2022-11-18 01:00 @ 16,941.89 | 2022-11-18 08:00 @ 16,695.12 | 7h | −$34.96 | -1.56% | stop loss |
| 91 | long | 2022-11-19 23:00 @ 16,731.95 | 2022-11-20 08:00 @ 16,615.27 | 9h | −$17.87 | -0.80% | stop loss |
| 92 | long | 2022-11-22 14:00 @ 16,165.63 | 2022-11-23 14:00 @ 16,385.52 | 1d | $27.48 | +1.23% | signal |
| 93 | long | 2022-11-24 02:00 @ 16,740.85 | 2022-11-25 04:00 @ 16,433.74 | 1d 2h | −$43.49 | -1.94% | stop loss |
| 94 | long | 2022-11-29 05:00 @ 16,426.08 | 2022-11-30 13:00 @ 16,767.85 | 1d 8h | $43.82 | +1.97% | signal |
| 95 | long | 2022-12-05 05:00 @ 17,349.47 | 2022-12-05 14:00 @ 17,158.46 | 9h | −$26.76 | -1.20% | stop loss |
| 96 | long | 2022-12-07 00:00 @ 17,082.12 | 2022-12-07 06:00 @ 16,940.06 | 6h | −$20.95 | -0.94% | stop loss |
| 97 | long | 2022-12-08 15:00 @ 16,893.88 | 2022-12-09 14:00 @ 17,139.87 | 23h | $30.04 | +1.35% | signal |
| 98 | long | 2022-12-10 16:00 @ 17,203.74 | 2022-12-10 22:00 @ 17,112.58 | 6h | −$14.10 | -0.63% | signal |
| 99 | long | 2022-12-11 19:00 @ 17,200.54 | 2022-12-11 20:00 @ 17,119.56 | 1h | −$12.72 | -0.57% | stop loss |
| 100 | long | 2022-12-12 21:00 @ 17,117.82 | 2022-12-15 02:00 @ 17,628.07 | 2d 5h | $62.83 | +2.82% | signal |
| 101 | long | 2022-12-18 00:00 @ 16,771.45 | 2022-12-18 10:00 @ 16,686.26 | 10h | −$13.92 | -0.62% | signal |
| 102 | long | 2022-12-20 15:00 @ 16,896.98 | 2022-12-22 14:00 @ 16,771.94 | 1d 23h | −$19.54 | -0.87% | signal |
| 103 | long | 2022-12-26 03:00 @ 16,884.58 | 2022-12-26 08:00 @ 16,807.84 | 5h | −$12.27 | -0.55% | stop loss |
| 104 | long | 2023-01-02 04:00 @ 16,658.03 | 2023-01-03 15:00 @ 16,649.77 | 1d 11h | −$3.72 | -0.17% | signal |
| 105 | long | 2023-01-04 04:00 @ 16,859.27 | 2023-01-05 14:00 @ 16,767.65 | 1d 10h | −$14.75 | -0.66% | signal |
| 106 | long | 2023-01-06 20:00 @ 16,936.09 | 2023-01-11 16:00 @ 17,321.73 | 4d 20h | $47.03 | +2.11% | signal |
| 107 | long | 2023-01-12 00:00 @ 17,939.19 | 2023-01-18 16:00 @ 21,031.29 | 6d 16h | $377.02 | +16.85% | signal |
| 108 | long | 2023-01-19 20:00 @ 21,094.32 | 2023-01-21 23:00 @ 22,735.05 | 2d 3h | $177.50 | +7.61% | signal |
| 109 | long | 2023-01-25 21:00 @ 22,937.19 | 2023-01-27 02:00 @ 22,635.37 | 1d 5h | −$34.58 | -1.46% | signal |
| 110 | long | 2023-01-27 18:00 @ 23,202.24 | 2023-01-30 09:00 @ 23,549.49 | 2d 15h | $31.15 | +1.32% | signal |
| 111 | long | 2023-02-01 20:00 @ 23,384.48 | 2023-02-02 15:00 @ 23,607.38 | 19h | $19.77 | +0.83% | signal |
| 112 | long | 2023-02-07 18:00 @ 23,282.56 | 2023-02-07 18:00 @ 22,947.56 | 0m | −$36.61 | -1.54% | stop loss |
| 113 | long | 2023-02-11 22:00 @ 21,820.06 | 2023-02-12 22:00 @ 21,723.65 | 1d | −$13.26 | -0.56% | signal |
| 114 | long | 2023-02-14 15:00 @ 22,244.45 | 2023-02-14 15:00 @ 21,868.78 | 0m | −$42.34 | -1.79% | stop loss |
| 115 | long | 2023-02-15 12:00 @ 22,437.49 | 2023-02-16 23:00 @ 24,008.00 | 1d 11h | $161.22 | +6.84% | signal |
| 116 | long | 2023-02-17 21:00 @ 24,840.17 | 2023-02-17 22:00 @ 24,226.57 | 1h | −$61.60 | -2.57% | stop loss |
| 117 | long | 2023-02-19 16:00 @ 24,934.69 | 2023-02-19 17:00 @ 24,612.34 | 1h | −$33.40 | -1.40% | stop loss |
| 118 | long | 2023-02-23 03:00 @ 24,524.90 | 2023-02-23 11:00 @ 24,106.82 | 8h | −$42.91 | -1.81% | stop loss |
| 119 | long | 2023-02-26 10:00 @ 23,272.85 | 2023-02-28 08:00 @ 23,218.76 | 1d 22h | −$8.47 | -0.36% | signal |
| 120 | long | 2023-03-01 05:00 @ 23,792.96 | 2023-03-01 19:00 @ 23,425.04 | 14h | −$39.32 | -1.67% | stop loss |
| 121 | long | 2023-03-05 02:00 @ 22,587.22 | 2023-03-05 02:00 @ 22,340.62 | 0m | −$28.01 | -1.19% | stop loss |
| 122 | long | 2023-03-11 02:00 @ 20,575.81 | 2023-03-11 07:00 @ 20,065.31 | 5h | −$60.48 | -2.58% | stop loss |
| 123 | long | 2023-03-12 18:00 @ 20,779.05 | 2023-03-15 17:00 @ 24,112.18 | 2d 23h | $367.34 | +15.77% | signal |
| 124 | long | 2023-03-17 02:00 @ 25,659.63 | 2023-03-20 03:00 @ 27,417.72 | 3d 1h | $161.07 | +6.65% | signal |
| 125 | long | 2023-03-21 17:00 @ 28,340.67 | 2023-03-22 19:00 @ 27,676.08 | 1d 2h | −$60.29 | -2.45% | stop loss |
| 126 | long | 2023-03-23 16:00 @ 28,580.31 | 2023-03-23 18:00 @ 27,913.36 | 2h | −$59.75 | -2.44% | stop loss |
| 127 | long | 2023-03-26 12:00 @ 27,857.57 | 2023-03-27 14:00 @ 27,506.23 | 1d 2h | −$33.30 | -1.37% | stop loss |
| 128 | long | 2023-03-28 19:00 @ 27,338.57 | 2023-03-30 18:00 @ 27,825.03 | 1d 23h | $39.75 | +1.64% | signal |
| 129 | long | 2023-04-05 01:00 @ 28,661.43 | 2023-04-05 14:00 @ 28,216.04 | 13h | −$40.43 | -1.66% | stop loss |
| 130 | long | 2023-04-08 04:00 @ 28,011.50 | 2023-04-09 07:00 @ 27,859.93 | 1d 3h | −$15.64 | -0.65% | signal |
| 131 | long | 2023-04-09 20:00 @ 28,138.03 | 2023-04-14 16:00 @ 30,220.65 | 4d 20h | $173.79 | +7.18% | signal |
| 132 | long | 2023-04-18 10:00 @ 29,892.98 | 2023-04-19 07:00 @ 29,983.90 | 21h | $4.61 | +0.19% | signal |
| 133 | long | 2023-04-22 17:00 @ 27,572.91 | 2023-04-23 16:00 @ 27,454.71 | 23h | −$13.15 | -0.53% | signal |
| 134 | long | 2023-04-24 01:00 @ 27,799.16 | 2023-04-24 07:00 @ 27,408.13 | 6h | −$37.05 | -1.51% | stop loss |
| 135 | long | 2023-04-25 18:00 @ 27,613.72 | 2023-04-26 20:00 @ 27,866.33 | 1d 2h | $19.54 | +0.80% | signal |
| 136 | long | 2023-04-27 19:00 @ 29,764.75 | 2023-04-28 13:00 @ 28,970.09 | 18h | −$68.47 | -2.79% | stop loss |
| 137 | long | 2023-04-30 15:00 @ 29,382.88 | 2023-05-01 01:00 @ 29,100.22 | 10h | −$26.10 | -1.07% | stop loss |
| 138 | long | 2023-05-02 15:00 @ 28,363.57 | 2023-05-03 13:00 @ 28,290.64 | 22h | −$9.06 | -0.37% | signal |
| 139 | long | 2023-05-03 22:00 @ 28,920.88 | 2023-05-04 14:00 @ 28,739.85 | 16h | −$18.12 | -0.75% | signal |
| 140 | long | 2023-05-05 17:00 @ 29,585.92 | 2023-05-06 08:00 @ 29,122.23 | 15h | −$40.90 | -1.69% | stop loss |
| 141 | long | 2023-05-10 13:00 @ 28,165.83 | 2023-05-10 17:00 @ 27,821.49 | 4h | −$32.02 | -1.33% | stop loss |
| 142 | long | 2023-05-14 16:00 @ 27,076.81 | 2023-05-14 19:00 @ 26,824.85 | 3h | −$24.88 | -1.03% | stop loss |
| 143 | long | 2023-05-15 06:00 @ 27,327.86 | 2023-05-16 00:00 @ 27,147.07 | 18h | −$18.23 | -0.76% | signal |
| 144 | long | 2023-05-17 20:00 @ 27,382.48 | 2023-05-18 07:00 @ 27,191.06 | 11h | −$19.38 | -0.81% | signal |
| 145 | long | 2023-05-20 18:00 @ 27,135.33 | 2023-05-20 19:00 @ 26,954.85 | 1h | −$18.29 | -0.76% | stop loss |
| 146 | long | 2023-05-21 01:00 @ 27,234.45 | 2023-05-21 07:00 @ 27,029.76 | 6h | −$20.32 | -0.85% | stop loss |
| 147 | long | 2023-05-22 14:00 @ 27,000.70 | 2023-05-23 19:00 @ 27,124.87 | 1d 5h | $7.74 | +0.32% | signal |
| 148 | long | 2023-05-26 15:00 @ 26,751.95 | 2023-05-27 14:00 @ 26,612.48 | 23h | −$15.30 | -0.64% | signal |
| 149 | long | 2023-05-28 01:00 @ 27,068.81 | 2023-05-29 16:00 @ 27,616.48 | 1d 15h | $44.78 | +1.88% | signal |
| 150 | long | 2023-06-03 16:00 @ 27,298.26 | 2023-06-03 17:00 @ 27,113.25 | 1h | −$18.72 | -0.78% | stop loss |
| 151 | long | 2023-06-06 15:00 @ 26,019.40 | 2023-06-07 10:00 @ 26,471.30 | 19h | $38.44 | +1.61% | signal |
| 152 | long | 2023-06-08 15:00 @ 26,641.23 | 2023-06-09 02:00 @ 26,264.83 | 11h | −$36.48 | -1.52% | stop loss |
| 153 | long | 2023-06-11 21:00 @ 26,116.12 | 2023-06-11 22:00 @ 25,819.54 | 1h | −$29.48 | -1.24% | stop loss |
| 154 | long | 2023-06-13 03:00 @ 26,120.62 | 2023-06-13 15:00 @ 25,824.95 | 12h | −$29.45 | -1.24% | stop loss |
| 155 | long | 2023-06-15 19:00 @ 25,388.48 | 2023-06-19 00:00 @ 26,324.33 | 3d 5h | $83.77 | +3.53% | signal |
| 156 | long | 2023-06-19 18:00 @ 26,660.43 | 2023-06-22 12:00 @ 29,913.42 | 2d 18h | $288.40 | +12.05% | signal |
| 157 | long | 2023-06-23 15:00 @ 30,281.06 | 2023-06-24 16:00 @ 30,384.72 | 1d 1h | $5.22 | +0.21% | signal |
| 158 | long | 2023-06-25 05:00 @ 30,886.28 | 2023-06-25 13:00 @ 30,537.39 | 8h | −$30.56 | -1.24% | stop loss |
| 159 | long | 2023-06-26 14:00 @ 30,637.33 | 2023-06-26 16:00 @ 30,225.30 | 2h | −$35.75 | -1.45% | stop loss |
| 160 | long | 2023-06-27 12:00 @ 30,726.24 | 2023-06-27 15:00 @ 30,377.08 | 3h | −$30.28 | -1.24% | stop loss |
| 161 | long | 2023-06-29 11:00 @ 30,694.84 | 2023-06-29 20:00 @ 30,347.43 | 9h | −$30.31 | -1.24% | stop loss |
| 162 | long | 2023-07-03 16:00 @ 31,074.21 | 2023-07-04 16:00 @ 30,781.34 | 1d | −$26.34 | -1.08% | stop loss |
| 163 | long | 2023-07-06 08:00 @ 30,798.36 | 2023-07-06 13:00 @ 30,449.73 | 5h | −$30.09 | -1.24% | stop loss |
| 164 | long | 2023-07-07 15:00 @ 30,401.68 | 2023-07-08 07:00 @ 30,155.27 | 16h | −$22.11 | -0.91% | signal |
| 165 | long | 2023-07-10 19:00 @ 30,525.40 | 2023-07-10 21:00 @ 30,226.73 | 2h | −$26.03 | -1.08% | stop loss |
| 166 | long | 2023-07-13 14:00 @ 30,652.83 | 2023-07-14 18:00 @ 30,668.67 | 1d 4h | −$1.92 | -0.08% | signal |
| 167 | long | 2023-07-16 15:00 @ 30,394.68 | 2023-07-16 18:00 @ 30,229.85 | 3h | −$15.57 | -0.65% | stop loss |
| 168 | long | 2023-07-20 10:00 @ 30,325.06 | 2023-07-20 14:00 @ 30,036.74 | 4h | −$25.25 | -1.05% | stop loss |
| 169 | long | 2023-07-21 19:00 @ 29,975.99 | 2023-07-22 23:00 @ 29,731.36 | 1d 4h | −$22.04 | -0.92% | stop loss |
| 170 | long | 2023-07-23 18:00 @ 30,116.12 | 2023-07-23 21:00 @ 29,943.31 | 3h | −$16.11 | -0.67% | stop loss |
| 171 | long | 2023-07-26 21:00 @ 29,568.01 | 2023-07-26 23:00 @ 29,286.39 | 2h | −$25.13 | -1.05% | stop loss |
| 172 | long | 2023-07-28 15:00 @ 29,481.50 | 2023-07-28 17:00 @ 29,271.72 | 2h | −$19.56 | -0.82% | stop loss |
| 173 | long | 2023-07-30 15:00 @ 29,383.08 | 2023-07-30 19:00 @ 29,265.75 | 4h | −$11.97 | -0.50% | stop loss |
| 174 | long | 2023-07-31 01:00 @ 29,455.59 | 2023-07-31 14:00 @ 29,247.68 | 13h | −$19.30 | -0.81% | stop loss |
| 175 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-02 08:00 @ 29,378.31 | 8h | −$29.06 | -1.23% | stop loss |
| 176 | long | 2023-08-03 15:00 @ 29,385.88 | 2023-08-04 02:00 @ 29,110.53 | 11h | −$24.91 | -1.05% | stop loss |
| 177 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-09 17:00 @ 29,498.50 | 1d 5h | $2.03 | +0.09% | signal |
| 178 | long | 2023-08-10 14:00 @ 29,675.73 | 2023-08-10 14:00 @ 29,411.70 | 0m | −$23.31 | -0.99% | stop loss |
| 179 | long | 2023-08-14 15:00 @ 29,529.50 | 2023-08-14 18:00 @ 29,358.27 | 3h | −$16.21 | -0.69% | stop loss |
| 180 | long | 2023-08-19 17:00 @ 26,245.35 | 2023-08-21 05:00 @ 26,038.49 | 1d 12h | −$20.59 | -0.88% | signal |
| 181 | long | 2023-08-23 17:00 @ 26,384.48 | 2023-08-24 14:00 @ 26,341.23 | 21h | −$6.17 | -0.26% | signal |
| 182 | long | 2023-08-27 15:00 @ 26,139.23 | 2023-08-27 17:00 @ 26,053.24 | 2h | −$10.06 | -0.43% | stop loss |
| 183 | long | 2023-08-29 15:00 @ 27,490.30 | 2023-08-30 14:00 @ 27,088.04 | 23h | −$36.51 | -1.56% | stop loss |
| 184 | long | 2023-09-07 21:00 @ 25,996.70 | 2023-09-08 10:00 @ 26,026.99 | 13h | $0.41 | +0.02% | signal |
| 185 | long | 2023-09-12 11:00 @ 26,154.53 | 2023-09-13 00:00 @ 25,820.63 | 13h | −$31.96 | -1.37% | signal |
| 186 | long | 2023-09-15 23:00 @ 26,769.55 | 2023-09-16 06:00 @ 26,464.47 | 7h | −$28.72 | -1.24% | stop loss |
| 187 | long | 2023-09-18 03:00 @ 26,653.83 | 2023-09-20 20:00 @ 26,911.12 | 2d 17h | $20.36 | +0.88% | signal |
| 188 | long | 2023-09-24 18:00 @ 26,666.63 | 2023-09-24 18:00 @ 26,536.71 | 0m | −$13.61 | -0.59% | stop loss |
| 189 | long | 2023-09-27 10:00 @ 26,388.58 | 2023-09-27 14:00 @ 26,218.88 | 4h | −$17.19 | -0.74% | stop loss |
| 190 | long | 2023-09-28 15:00 @ 26,785.36 | 2023-10-01 18:00 @ 27,056.29 | 3d 3h | $21.27 | +0.92% | signal |
| 191 | long | 2023-10-01 23:00 @ 27,995.20 | 2023-10-02 18:00 @ 27,668.92 | 19h | −$29.41 | -1.27% | stop loss |
| 192 | long | 2023-10-05 14:00 @ 27,982.20 | 2023-10-05 15:00 @ 27,707.70 | 1h | −$24.94 | -1.08% | stop loss |
| 193 | long | 2023-10-06 16:00 @ 27,932.19 | 2023-10-08 11:00 @ 27,799.84 | 1d 19h | −$13.33 | -0.58% | signal |
| 194 | long | 2023-10-15 18:00 @ 26,974.89 | 2023-10-17 05:00 @ 28,169.37 | 1d 11h | $99.20 | +4.32% | signal |
| 195 | long | 2023-10-18 05:00 @ 28,722.54 | 2023-10-18 09:00 @ 28,305.43 | 4h | −$36.03 | -1.55% | stop loss |
| 196 | long | 2023-10-19 11:00 @ 28,466.69 | 2023-10-22 08:00 @ 29,794.44 | 2d 21h | $105.69 | +4.57% | signal |
| 197 | long | 2023-10-23 02:00 @ 30,342.77 | 2023-10-24 16:00 @ 33,667.17 | 1d 14h | $253.27 | +10.82% | signal |
| 198 | long | 2023-10-25 14:00 @ 34,490.00 | 2023-10-26 11:00 @ 34,270.24 | 21h | −$18.44 | -0.77% | signal |
| 199 | long | 2023-10-29 09:00 @ 34,264.85 | 2023-10-30 03:00 @ 34,321.63 | 18h | $1.09 | +0.05% | signal |
| 200 | long | 2023-11-01 13:00 @ 34,832.37 | 2023-11-01 14:00 @ 34,375.59 | 1h | −$33.86 | -1.41% | 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.