[Famous-PA] Williams volatility breakout (part 2/2)
public
@djgambhirBTCUSDT · 1h · 2024-04-30 → 2026-08-31 · 20,476 bars in 38.8ms
Underperformed the market. Holding BTCUSDT returned +31.06% over the same period, against this strategy’s -75.82%.
Net P&L
-75.82%
−$7,582.47
Max drawdown
-76.52%
Max run-up
+4.15%
Trades
3,491
33.7% win rate
Profit factor
0.60
2024-04-30drawdown · worst -76.52%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2024-05-01 → 2025-09-24 | -61.20% | -61.64% | 2123 | 34% |
| Validation | 2025-09-24 → 2026-03-14 | -21.55% | -23.07% | 684 | 33% |
| Out-of-sample | 2026-03-14 → 2026-08-31 | -20.59% | -22.87% | 683 | 34% |
Risk-adjusted
- Sharpe
- -6.82
- Sortino
- -9.62
- Calmar
- -0.60
- Return ÷ max drawdown
- -0.99
- CAGR
- -45.55%
- Exposure
- 53.7%
Per trade
- Expectancy
- −$2.17 · -0.16%
- Average win / loss
- $9.82 / −$8.27
- Payoff ratio
- 1.19
- Largest win / loss
- $150.62 / −$86.29
- Longest losing streak(winning: 7)
- 27 trades
Drawdown over time
- Max drawdown
- -76.52%
- Longest time under water(still going at the end)
- 852 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$4,508.26
- Funding
- $0.27
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 13
- Benchmark(buy and hold)
- +31.06%
Monte Carlo
1,000 alternative histories, each 3,491 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 | -80.60% | -75.63% | -69.70% |
| Max drawdown | -80.80% | -75.83% | -70.29% |
100% of histories lost money, and 42% had a deeper drawdown than this run’s -76.52%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- atr14 length
- 14
- Long entry: close > open + (▢ × (high[1] − low[1]))
- 0.6
- Short entry: close < open − (▢ × (high[1] − low[1]))
- 0.6
- Stop loss (× atr14)
- 2
- Close after (bars)
- 3
- 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
3,491 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2024-04-30 23:00 @ 60,573.01 | 2024-05-01 01:00 @ 60,205.26 | 2h | −$17.92 | -0.72% | reverse |
| 2 | short | 2024-05-01 06:00 @ 60,018.09 | 2024-05-01 10:00 @ 57,101.42 | 4h | $119.05 | +4.77% | time stop |
| 3 | long | 2024-05-01 11:00 @ 57,754.25 | 2024-05-01 14:00 @ 57,272.04 | 3h | −$23.60 | -0.93% | reverse |
| 4 | short | 2024-05-01 16:00 @ 56,853.93 | 2024-05-01 18:00 @ 58,352.53 | 2h | −$68.71 | -2.73% | stop loss |
| 5 | long | 2024-05-01 19:00 @ 58,896.18 | 2024-05-01 19:00 @ 56,923.03 | 0m | −$86.29 | -3.45% | stop loss |
| 6 | short | 2024-05-01 20:00 @ 56,924.31 | 2024-05-01 22:00 @ 57,899.58 | 2h | −$45.00 | -1.81% | reverse |
| 7 | long | 2024-05-02 00:00 @ 58,319.36 | 2024-05-02 01:00 @ 57,724.85 | 1h | −$27.79 | -1.13% | reverse |
| 8 | short | 2024-05-02 02:00 @ 57,085.08 | 2024-05-02 06:00 @ 57,474.59 | 4h | −$19.27 | -0.78% | time stop |
| 9 | long | 2024-05-02 12:00 @ 58,550.21 | 2024-05-02 16:00 @ 59,218.95 | 4h | $25.60 | +1.04% | time stop |
| 10 | short | 2024-05-02 21:00 @ 58,679.56 | 2024-05-03 01:00 @ 59,019.50 | 4h | −$16.78 | -0.68% | time stop |
| 11 | long | 2024-05-03 02:00 @ 59,296.76 | 2024-05-03 06:00 @ 59,483.10 | 4h | $5.27 | +0.21% | time stop |
| 12 | short | 2024-05-03 07:00 @ 59,208.56 | 2024-05-03 10:00 @ 59,457.19 | 3h | −$12.89 | -0.52% | reverse |
| 13 | short | 2024-05-03 11:00 @ 58,997.30 | 2024-05-03 12:00 @ 60,013.26 | 1h | −$44.81 | -1.82% | stop loss |
| 14 | long | 2024-05-03 13:00 @ 60,616.82 | 2024-05-03 17:00 @ 61,637.67 | 4h | $38.54 | +1.58% | time stop |
| 15 | long | 2024-05-03 20:00 @ 62,044.31 | 2024-05-04 00:00 @ 62,841.13 | 4h | $29.07 | +1.18% | time stop |
| 16 | long | 2024-05-04 05:00 @ 63,045.41 | 2024-05-04 07:00 @ 62,919.51 | 2h | −$7.38 | -0.30% | reverse |
| 17 | long | 2024-05-04 09:00 @ 63,156.63 | 2024-05-04 13:00 @ 64,031.19 | 4h | $31.61 | +1.28% | time stop |
| 18 | short | 2024-05-04 14:00 @ 63,692.26 | 2024-05-04 18:00 @ 63,451.09 | 4h | $7.04 | +0.29% | time stop |
| 19 | long | 2024-05-04 20:00 @ 63,897.98 | 2024-05-05 00:00 @ 63,851.53 | 4h | −$4.27 | -0.17% | time stop |
| 20 | short | 2024-05-05 01:00 @ 63,467.30 | 2024-05-05 05:00 @ 63,327.96 | 4h | $2.96 | +0.12% | time stop |
| 21 | short | 2024-05-05 06:00 @ 63,172.16 | 2024-05-05 08:00 @ 63,709.84 | 2h | −$23.51 | -0.95% | reverse |
| 22 | long | 2024-05-05 14:00 @ 64,101.12 | 2024-05-05 18:00 @ 64,177.06 | 4h | $0.36 | +0.01% | time stop |
| 23 | short | 2024-05-05 19:00 @ 63,887.22 | 2024-05-05 23:00 @ 63,836.96 | 4h | −$0.53 | -0.02% | time stop |
| 24 | long | 2024-05-06 00:00 @ 64,000.70 | 2024-05-06 03:00 @ 63,775.34 | 3h | −$11.16 | -0.45% | reverse |
| 25 | long | 2024-05-06 05:00 @ 64,133.32 | 2024-05-06 09:00 @ 65,096.08 | 4h | $34.51 | +1.40% | time stop |
| 26 | short | 2024-05-06 11:00 @ 63,969.10 | 2024-05-06 15:00 @ 63,244.05 | 4h | $25.55 | +1.03% | time stop |
| 27 | long | 2024-05-06 22:00 @ 63,526.70 | 2024-05-07 00:00 @ 63,130.07 | 2h | −$17.94 | -0.72% | reverse |
| 28 | long | 2024-05-07 01:00 @ 63,523.80 | 2024-05-07 04:00 @ 63,191.46 | 3h | −$15.40 | -0.62% | reverse |
| 29 | long | 2024-05-07 09:00 @ 64,219.64 | 2024-05-07 12:00 @ 63,459.71 | 3h | −$31.67 | -1.28% | reverse |
| 30 | short | 2024-05-07 14:00 @ 63,178.86 | 2024-05-07 15:00 @ 64,008.20 | 1h | −$34.78 | -1.41% | reverse |
| 31 | short | 2024-05-07 23:00 @ 62,807.34 | 2024-05-08 03:00 @ 62,741.95 | 4h | $0.22 | +0.01% | time stop |
| 32 | short | 2024-05-08 05:00 @ 62,490.90 | 2024-05-08 09:00 @ 62,370.87 | 4h | $2.40 | +0.10% | time stop |
| 33 | short | 2024-05-08 12:00 @ 62,212.46 | 2024-05-08 16:00 @ 62,264.35 | 4h | −$4.50 | -0.18% | time stop |
| 34 | short | 2024-05-08 20:00 @ 62,136.17 | 2024-05-09 00:00 @ 61,170.13 | 4h | $35.69 | +1.46% | time stop |
| 35 | short | 2024-05-09 08:00 @ 61,210.26 | 2024-05-09 12:00 @ 61,045.21 | 4h | $4.26 | +0.17% | time stop |
| 36 | long | 2024-05-09 13:00 @ 61,493.10 | 2024-05-09 17:00 @ 61,820.03 | 4h | $10.44 | +0.42% | time stop |
| 37 | long | 2024-05-09 19:00 @ 62,241.15 | 2024-05-09 23:00 @ 63,240.05 | 4h | $37.07 | +1.50% | time stop |
| 38 | short | 2024-05-10 06:00 @ 62,732.95 | 2024-05-10 07:00 @ 63,143.63 | 1h | −$18.68 | -0.75% | reverse |
| 39 | long | 2024-05-10 12:00 @ 63,289.16 | 2024-05-10 14:00 @ 62,425.69 | 2h | −$36.14 | -1.46% | stop loss |
| 40 | short | 2024-05-10 15:00 @ 61,022.49 | 2024-05-10 19:00 @ 60,696.24 | 4h | $10.89 | +0.44% | time stop |
| 41 | short | 2024-05-11 04:00 @ 60,693.86 | 2024-05-11 06:00 @ 60,912.78 | 2h | −$11.35 | -0.46% | reverse |
| 42 | short | 2024-05-11 09:00 @ 60,751.65 | 2024-05-11 13:00 @ 60,693.14 | 4h | −$0.09 | -0.00% | time stop |
| 43 | long | 2024-05-11 14:00 @ 60,951.29 | 2024-05-11 18:00 @ 61,057.89 | 4h | $1.72 | +0.07% | time stop |
| 44 | short | 2024-05-11 21:00 @ 60,973.90 | 2024-05-12 01:00 @ 60,964.09 | 4h | −$2.00 | -0.08% | time stop |
| 45 | long | 2024-05-12 05:00 @ 61,077.61 | 2024-05-12 07:00 @ 60,907.82 | 2h | −$9.30 | -0.38% | reverse |
| 46 | short | 2024-05-12 08:00 @ 60,791.64 | 2024-05-12 10:00 @ 61,346.35 | 2h | −$24.82 | -1.01% | stop loss |
| 47 | long | 2024-05-12 11:00 @ 61,160.23 | 2024-05-12 15:00 @ 61,141.77 | 4h | −$3.19 | -0.13% | time stop |
| 48 | long | 2024-05-12 16:00 @ 61,408.18 | 2024-05-12 20:00 @ 61,381.12 | 4h | −$3.77 | -0.15% | time stop |
| 49 | long | 2024-05-13 00:00 @ 61,467.99 | 2024-05-13 03:00 @ 61,011.00 | 3h | −$20.90 | -0.85% | reverse |
| 50 | long | 2024-05-13 07:00 @ 61,491.40 | 2024-05-13 11:00 @ 62,629.47 | 4h | $42.56 | +1.74% | time stop |
| 51 | long | 2024-05-13 16:00 @ 62,993.80 | 2024-05-13 18:00 @ 62,771.54 | 2h | −$11.34 | -0.46% | reverse |
| 52 | long | 2024-05-13 20:00 @ 63,152.23 | 2024-05-13 22:00 @ 62,868.92 | 2h | −$13.45 | -0.55% | reverse |
| 53 | long | 2024-05-14 00:00 @ 62,924.78 | 2024-05-14 04:00 @ 62,452.31 | 4h | −$21.07 | -0.86% | time stop |
| 54 | long | 2024-05-14 06:00 @ 62,706.44 | 2024-05-14 06:00 @ 61,823.36 | 0m | −$36.84 | -1.51% | stop loss |
| 55 | short | 2024-05-14 07:00 @ 62,002.20 | 2024-05-14 11:00 @ 61,708.04 | 4h | $9.36 | +0.38% | time stop |
| 56 | short | 2024-05-14 13:00 @ 61,524.19 | 2024-05-14 17:00 @ 61,419.28 | 4h | $1.83 | +0.07% | time stop |
| 57 | long | 2024-05-14 20:00 @ 61,575.91 | 2024-05-15 00:00 @ 61,538.19 | 4h | −$3.93 | -0.16% | time stop |
| 58 | short | 2024-05-15 01:00 @ 61,400.92 | 2024-05-15 04:00 @ 61,935.58 | 3h | −$23.66 | -0.97% | reverse |
| 59 | long | 2024-05-15 08:00 @ 62,169.93 | 2024-05-15 12:00 @ 62,434.81 | 4h | $7.93 | +0.33% | time stop |
| 60 | long | 2024-05-15 13:00 @ 63,747.85 | 2024-05-15 17:00 @ 64,715.85 | 4h | $34.42 | +1.42% | time stop |
| 61 | long | 2024-05-15 18:00 @ 65,017.50 | 2024-05-15 22:00 @ 65,822.33 | 4h | $27.76 | +1.14% | time stop |
| 62 | long | 2024-05-16 07:00 @ 65,946.59 | 2024-05-16 11:00 @ 66,117.67 | 4h | $3.77 | +0.15% | time stop |
| 63 | long | 2024-05-16 12:00 @ 66,497.10 | 2024-05-16 13:00 @ 65,963.70 | 1h | −$22.08 | -0.90% | reverse |
| 64 | short | 2024-05-16 15:00 @ 65,564.08 | 2024-05-16 19:00 @ 65,104.52 | 4h | $14.78 | +0.60% | time stop |
| 65 | long | 2024-05-16 22:00 @ 65,442.09 | 2024-05-17 02:00 @ 65,298.04 | 4h | −$7.94 | -0.32% | time stop |
| 66 | long | 2024-05-17 04:00 @ 65,558.21 | 2024-05-17 08:00 @ 66,337.23 | 4h | $26.59 | +1.09% | time stop |
| 67 | short | 2024-05-17 12:00 @ 66,169.36 | 2024-05-17 15:00 @ 66,791.26 | 3h | −$25.50 | -1.04% | reverse |
| 68 | long | 2024-05-18 00:00 @ 66,993.40 | 2024-05-18 04:00 @ 66,905.62 | 4h | −$5.66 | -0.23% | time stop |
| 69 | long | 2024-05-18 07:00 @ 66,911.08 | 2024-05-18 11:00 @ 67,169.86 | 4h | $6.81 | +0.28% | time stop |
| 70 | short | 2024-05-18 13:00 @ 66,903.72 | 2024-05-18 17:00 @ 66,870.27 | 4h | −$1.24 | -0.05% | time stop |
| 71 | long | 2024-05-18 20:00 @ 66,895.18 | 2024-05-19 00:00 @ 66,871.52 | 4h | −$3.31 | -0.14% | time stop |
| 72 | long | 2024-05-19 03:00 @ 67,188.03 | 2024-05-19 07:00 @ 66,980.80 | 4h | −$9.98 | -0.41% | time stop |
| 73 | long | 2024-05-19 08:00 @ 67,308.56 | 2024-05-19 12:00 @ 67,289.94 | 4h | −$3.24 | -0.13% | time stop |
| 74 | short | 2024-05-19 13:00 @ 66,785.54 | 2024-05-19 17:00 @ 66,653.13 | 4h | $2.52 | +0.10% | time stop |
| 75 | short | 2024-05-19 20:00 @ 65,989.70 | 2024-05-20 00:00 @ 66,252.65 | 4h | −$12.18 | -0.50% | time stop |
| 76 | long | 2024-05-20 01:00 @ 66,442.19 | 2024-05-20 05:00 @ 67,086.58 | 4h | $21.20 | +0.87% | time stop |
| 77 | short | 2024-05-20 07:00 @ 66,359.23 | 2024-05-20 10:00 @ 67,155.95 | 3h | −$31.74 | -1.30% | stop loss |
| 78 | long | 2024-05-20 11:00 @ 67,086.11 | 2024-05-20 15:00 @ 66,949.61 | 4h | −$7.39 | -0.30% | time stop |
| 79 | long | 2024-05-20 16:00 @ 67,395.58 | 2024-05-20 20:00 @ 69,982.50 | 4h | $90.89 | +3.73% | time stop |
| 80 | long | 2024-05-21 00:00 @ 71,480.79 | 2024-05-21 04:00 @ 71,309.44 | 4h | −$8.59 | -0.35% | time stop |
| 81 | short | 2024-05-21 05:00 @ 70,941.71 | 2024-05-21 09:00 @ 70,984.79 | 4h | −$3.69 | -0.15% | time stop |
| 82 | short | 2024-05-21 14:00 @ 70,608.78 | 2024-05-21 18:00 @ 69,928.28 | 4h | $21.45 | +0.87% | time stop |
| 83 | short | 2024-05-21 20:00 @ 69,305.34 | 2024-05-21 23:00 @ 70,252.75 | 3h | −$36.09 | -1.47% | reverse |
| 84 | short | 2024-05-22 03:00 @ 70,027.99 | 2024-05-22 07:00 @ 69,938.99 | 4h | $0.67 | +0.03% | time stop |
| 85 | long | 2024-05-22 09:00 @ 70,063.01 | 2024-05-22 12:00 @ 69,756.35 | 3h | −$13.17 | -0.54% | reverse |
| 86 | long | 2024-05-22 15:00 @ 70,158.73 | 2024-05-22 18:00 @ 69,876.22 | 3h | −$12.54 | -0.51% | reverse |
| 87 | long | 2024-05-23 01:00 @ 69,559.91 | 2024-05-23 05:00 @ 69,575.38 | 4h | −$1.90 | -0.08% | time stop |
| 88 | long | 2024-05-23 12:00 @ 70,033.40 | 2024-05-23 12:00 @ 69,105.53 | 0m | −$34.80 | -1.42% | stop loss |
| 89 | short | 2024-05-23 13:00 @ 69,447.21 | 2024-05-23 17:00 @ 67,872.47 | 4h | $53.04 | +2.18% | time stop |
| 90 | long | 2024-05-23 21:00 @ 67,844.97 | 2024-05-24 01:00 @ 67,857.73 | 4h | −$2.23 | -0.09% | time stop |
| 91 | long | 2024-05-24 03:00 @ 68,015.30 | 2024-05-24 05:00 @ 67,723.85 | 2h | −$12.93 | -0.53% | reverse |
| 92 | short | 2024-05-24 06:00 @ 67,304.84 | 2024-05-24 10:00 @ 67,411.28 | 4h | −$6.07 | -0.25% | time stop |
| 93 | long | 2024-05-24 13:00 @ 67,539.21 | 2024-05-24 14:00 @ 67,092.28 | 1h | −$18.60 | -0.76% | reverse |
| 94 | long | 2024-05-24 15:00 @ 67,898.68 | 2024-05-24 19:00 @ 68,968.20 | 4h | $35.70 | +1.46% | time stop |
| 95 | short | 2024-05-25 00:00 @ 68,570.28 | 2024-05-25 03:00 @ 68,844.67 | 3h | −$12.00 | -0.49% | reverse |
| 96 | long | 2024-05-25 08:00 @ 68,788.86 | 2024-05-25 12:00 @ 69,098.58 | 4h | $8.31 | +0.34% | time stop |
| 97 | short | 2024-05-25 16:00 @ 68,935.21 | 2024-05-25 19:00 @ 69,237.64 | 3h | −$12.94 | -0.53% | reverse |
| 98 | long | 2024-05-26 00:00 @ 69,328.36 | 2024-05-26 03:00 @ 68,911.31 | 3h | −$17.37 | -0.71% | reverse |
| 99 | long | 2024-05-26 06:00 @ 69,174.93 | 2024-05-26 10:00 @ 69,092.88 | 4h | −$5.57 | -0.23% | time stop |
| 100 | short | 2024-05-26 13:00 @ 68,988.10 | 2024-05-26 14:00 @ 69,175.63 | 1h | −$9.07 | -0.37% | reverse |
| 101 | long | 2024-05-26 15:00 @ 69,317.76 | 2024-05-26 15:00 @ 68,730.38 | 0m | −$23.06 | -0.95% | stop loss |
| 102 | short | 2024-05-26 16:00 @ 68,850.93 | 2024-05-26 20:00 @ 68,939.29 | 4h | −$5.31 | -0.22% | time stop |
| 103 | short | 2024-05-26 21:00 @ 68,718.35 | 2024-05-27 01:00 @ 68,865.37 | 4h | −$7.38 | -0.30% | time stop |
| 104 | long | 2024-05-27 02:00 @ 69,104.52 | 2024-05-27 04:00 @ 68,886.72 | 2h | −$10.07 | -0.42% | reverse |
| 105 | short | 2024-05-27 06:00 @ 68,531.29 | 2024-05-27 08:00 @ 68,674.73 | 2h | −$7.50 | -0.31% | reverse |
| 106 | short | 2024-05-27 12:00 @ 68,449.31 | 2024-05-27 13:00 @ 69,080.03 | 1h | −$24.75 | -1.02% | stop loss |
| 107 | long | 2024-05-27 14:00 @ 68,965.49 | 2024-05-27 18:00 @ 70,224.45 | 4h | $41.41 | +1.71% | time stop |
| 108 | short | 2024-05-27 20:00 @ 69,284.04 | 2024-05-28 00:00 @ 69,475.39 | 4h | −$9.13 | -0.38% | time stop |
| 109 | short | 2024-05-28 02:00 @ 68,626.97 | 2024-05-28 06:00 @ 68,089.82 | 4h | $16.55 | +0.68% | time stop |
| 110 | short | 2024-05-28 08:00 @ 67,698.56 | 2024-05-28 09:00 @ 68,187.63 | 1h | −$19.73 | -0.81% | reverse |
| 111 | short | 2024-05-28 14:00 @ 67,808.44 | 2024-05-28 18:00 @ 67,825.96 | 4h | −$2.81 | -0.12% | time stop |
| 112 | long | 2024-05-28 20:00 @ 68,480.09 | 2024-05-29 00:00 @ 68,426.71 | 4h | −$4.31 | -0.18% | time stop |
| 113 | short | 2024-05-29 06:00 @ 68,616.37 | 2024-05-29 10:00 @ 67,964.79 | 4h | $20.82 | +0.86% | time stop |
| 114 | short | 2024-05-29 12:00 @ 67,803.24 | 2024-05-29 16:00 @ 67,434.48 | 4h | $10.77 | +0.44% | time stop |
| 115 | long | 2024-05-29 22:00 @ 67,750.55 | 2024-05-30 02:00 @ 67,828.93 | 4h | $0.14 | +0.01% | time stop |
| 116 | short | 2024-05-30 07:00 @ 67,865.62 | 2024-05-30 11:00 @ 67,989.40 | 4h | −$6.62 | -0.27% | time stop |
| 117 | long | 2024-05-30 13:00 @ 68,196.24 | 2024-05-30 17:00 @ 68,709.46 | 4h | $15.58 | +0.64% | time stop |
| 118 | long | 2024-05-30 18:00 @ 69,380.37 | 2024-05-30 20:00 @ 68,691.26 | 2h | −$26.56 | -1.09% | reverse |
| 119 | short | 2024-05-31 07:00 @ 68,299.94 | 2024-05-31 11:00 @ 68,384.77 | 4h | −$5.14 | -0.21% | time stop |
| 120 | long | 2024-05-31 13:00 @ 68,686.33 | 2024-05-31 14:00 @ 68,105.28 | 1h | −$22.91 | -0.95% | reverse |
| 121 | short | 2024-05-31 15:00 @ 67,524.99 | 2024-05-31 19:00 @ 67,469.69 | 4h | −$0.20 | -0.01% | time stop |
| 122 | long | 2024-05-31 20:00 @ 67,733.54 | 2024-05-31 22:00 @ 67,588.98 | 2h | −$7.57 | -0.31% | reverse |
| 123 | long | 2024-06-01 03:00 @ 67,776.05 | 2024-06-01 07:00 @ 67,721.35 | 4h | −$4.36 | -0.18% | time stop |
| 124 | short | 2024-06-01 11:00 @ 67,656.57 | 2024-06-01 13:00 @ 67,770.75 | 2h | −$6.49 | -0.27% | reverse |
| 125 | long | 2024-06-01 15:00 @ 67,854.77 | 2024-06-01 19:00 @ 67,768.94 | 4h | −$5.71 | -0.24% | time stop |
| 126 | long | 2024-06-02 01:00 @ 67,936.28 | 2024-06-02 02:00 @ 67,776.44 | 1h | −$8.08 | -0.34% | reverse |
| 127 | long | 2024-06-02 05:00 @ 67,903.38 | 2024-06-02 06:00 @ 67,732.75 | 1h | −$8.46 | -0.35% | reverse |
| 128 | long | 2024-06-02 07:00 @ 67,878.67 | 2024-06-02 08:00 @ 67,729.45 | 1h | −$7.70 | -0.32% | reverse |
| 129 | short | 2024-06-02 10:00 @ 67,560.49 | 2024-06-02 11:00 @ 67,949.14 | 1h | −$16.25 | -0.68% | stop loss |
| 130 | long | 2024-06-02 12:00 @ 68,297.66 | 2024-06-02 16:00 @ 68,176.16 | 4h | −$6.67 | -0.28% | time stop |
| 131 | short | 2024-06-02 18:00 @ 67,908.22 | 2024-06-02 22:00 @ 67,862.27 | 4h | −$0.78 | -0.03% | time stop |
| 132 | long | 2024-06-02 23:00 @ 67,991.40 | 2024-06-03 00:00 @ 67,792.34 | 1h | −$9.42 | -0.39% | reverse |
| 133 | long | 2024-06-03 02:00 @ 68,535.20 | 2024-06-03 06:00 @ 68,733.05 | 4h | $4.52 | +0.19% | time stop |
| 134 | long | 2024-06-03 07:00 @ 69,115.22 | 2024-06-03 11:00 @ 68,944.21 | 4h | −$8.67 | -0.36% | time stop |
| 135 | long | 2024-06-03 13:00 @ 69,806.56 | 2024-06-03 14:00 @ 68,978.58 | 1h | −$30.80 | -1.29% | stop loss |
| 136 | short | 2024-06-03 15:00 @ 68,806.24 | 2024-06-03 19:00 @ 69,352.37 | 4h | −$21.11 | -0.88% | time stop |
| 137 | short | 2024-06-04 00:00 @ 68,837.53 | 2024-06-04 04:00 @ 69,212.94 | 4h | −$15.10 | -0.63% | time stop |
| 138 | short | 2024-06-04 09:00 @ 68,859.93 | 2024-06-04 13:00 @ 69,003.30 | 4h | −$7.34 | -0.31% | time stop |
| 139 | long | 2024-06-04 14:00 @ 69,580.61 | 2024-06-04 18:00 @ 70,592.18 | 4h | $31.92 | +1.34% | time stop |
| 140 | long | 2024-06-05 01:00 @ 70,834.36 | 2024-06-05 05:00 @ 71,205.96 | 4h | $10.12 | +0.42% | time stop |
| 141 | short | 2024-06-05 09:00 @ 70,957.71 | 2024-06-05 12:00 @ 71,022.60 | 3h | −$4.57 | -0.19% | reverse |
| 142 | long | 2024-06-05 16:00 @ 71,639.53 | 2024-06-05 19:00 @ 71,120.27 | 3h | −$19.99 | -0.84% | reverse |
| 143 | short | 2024-06-06 04:00 @ 71,073.48 | 2024-06-06 08:00 @ 71,091.42 | 4h | −$2.98 | -0.13% | time stop |
| 144 | long | 2024-06-06 12:00 @ 71,233.54 | 2024-06-06 16:00 @ 71,320.03 | 4h | $0.51 | +0.02% | time stop |
| 145 | short | 2024-06-06 17:00 @ 70,963.30 | 2024-06-06 21:00 @ 70,782.15 | 4h | $3.70 | +0.16% | time stop |
| 146 | long | 2024-06-06 23:00 @ 70,952.29 | 2024-06-07 03:00 @ 70,855.23 | 4h | −$5.88 | -0.25% | time stop |
| 147 | long | 2024-06-07 04:00 @ 71,047.01 | 2024-06-07 08:00 @ 71,133.67 | 4h | $0.52 | +0.02% | time stop |
| 148 | long | 2024-06-07 10:00 @ 71,346.67 | 2024-06-07 12:00 @ 70,741.27 | 2h | −$22.57 | -0.95% | stop loss |
| 149 | short | 2024-06-07 13:00 @ 71,259.75 | 2024-06-07 17:00 @ 70,935.48 | 4h | $8.68 | +0.37% | time stop |
| 150 | short | 2024-06-07 18:00 @ 69,820.03 | 2024-06-07 22:00 @ 69,293.56 | 4h | $15.56 | +0.65% | time stop |
| 151 | long | 2024-06-07 23:00 @ 69,551.81 | 2024-06-08 03:00 @ 69,442.41 | 4h | −$6.36 | -0.27% | time stop |
| 152 | short | 2024-06-08 05:00 @ 69,329.53 | 2024-06-08 08:00 @ 69,626.42 | 3h | −$12.57 | -0.53% | reverse |
| 153 | short | 2024-06-08 12:00 @ 69,390.62 | 2024-06-08 16:00 @ 69,475.89 | 4h | −$5.30 | -0.22% | time stop |
| 154 | short | 2024-06-08 21:00 @ 69,386.12 | 2024-06-09 01:00 @ 69,328.36 | 4h | −$0.16 | -0.01% | time stop |
| 155 | short | 2024-06-09 03:00 @ 69,195.06 | 2024-06-09 04:00 @ 69,314.76 | 1h | −$6.49 | -0.27% | reverse |
| 156 | long | 2024-06-09 07:00 @ 69,432.58 | 2024-06-09 08:00 @ 69,318.03 | 1h | −$6.29 | -0.26% | reverse |
| 157 | long | 2024-06-09 13:00 @ 69,748.75 | 2024-06-09 13:00 @ 69,358.03 | 0m | −$15.65 | -0.66% | stop loss |
| 158 | short | 2024-06-09 14:00 @ 69,468.30 | 2024-06-09 17:00 @ 69,656.13 | 3h | −$8.54 | -0.36% | reverse |
| 159 | short | 2024-06-10 01:00 @ 69,586.08 | 2024-06-10 03:00 @ 69,759.55 | 2h | −$8.27 | -0.35% | reverse |
| 160 | short | 2024-06-10 06:00 @ 69,581.28 | 2024-06-10 10:00 @ 69,485.49 | 4h | $1.13 | +0.05% | time stop |
| 161 | long | 2024-06-10 15:00 @ 69,713.94 | 2024-06-10 19:00 @ 69,869.72 | 4h | $2.68 | +0.11% | time stop |
| 162 | short | 2024-06-10 20:00 @ 69,510.40 | 2024-06-11 00:00 @ 69,572.71 | 4h | −$4.49 | -0.19% | time stop |
| 163 | short | 2024-06-11 02:00 @ 68,727.65 | 2024-06-11 06:00 @ 67,943.89 | 4h | $24.60 | +1.04% | time stop |
| 164 | short | 2024-06-11 10:00 @ 67,091.48 | 2024-06-11 14:00 @ 66,846.37 | 4h | $6.29 | +0.27% | time stop |
| 165 | short | 2024-06-11 16:00 @ 66,252.75 | 2024-06-11 19:00 @ 67,290.58 | 3h | −$39.30 | -1.66% | stop loss |
| 166 | long | 2024-06-12 03:00 @ 67,425.58 | 2024-06-12 06:00 @ 67,244.25 | 3h | −$8.71 | -0.37% | reverse |
| 167 | long | 2024-06-12 08:00 @ 67,462.99 | 2024-06-12 12:00 @ 67,776.44 | 4h | $8.36 | +0.35% | time stop |
| 168 | long | 2024-06-12 13:00 @ 69,353.97 | 2024-06-12 17:00 @ 69,599.58 | 4h | $5.76 | +0.24% | time stop |
| 169 | short | 2024-06-12 19:00 @ 68,823.33 | 2024-06-12 23:00 @ 68,362.87 | 4h | $13.45 | +0.57% | time stop |
| 170 | short | 2024-06-13 02:00 @ 67,966.70 | 2024-06-13 06:00 @ 67,613.42 | 4h | $9.94 | +0.42% | time stop |
| 171 | long | 2024-06-13 08:00 @ 67,738.44 | 2024-06-13 12:00 @ 67,731.05 | 4h | −$2.86 | -0.12% | time stop |
| 172 | short | 2024-06-13 16:00 @ 66,451.01 | 2024-06-13 20:00 @ 66,634.22 | 4h | −$8.66 | -0.37% | time stop |
| 173 | long | 2024-06-13 22:00 @ 66,996.70 | 2024-06-14 00:00 @ 66,773.44 | 2h | −$10.24 | -0.43% | reverse |
| 174 | short | 2024-06-14 04:00 @ 66,736.45 | 2024-06-14 06:00 @ 67,071.41 | 2h | −$14.23 | -0.60% | reverse |
| 175 | long | 2024-06-14 09:00 @ 67,153.73 | 2024-06-14 13:00 @ 67,060.69 | 4h | −$5.63 | -0.24% | time stop |
| 176 | short | 2024-06-14 16:00 @ 66,366.72 | 2024-06-14 20:00 @ 65,528.00 | 4h | $27.69 | +1.17% | time stop |
| 177 | long | 2024-06-14 22:00 @ 66,193.14 | 2024-06-15 02:00 @ 66,055.69 | 4h | −$7.51 | -0.32% | time stop |
| 178 | long | 2024-06-15 03:00 @ 66,219.14 | 2024-06-15 07:00 @ 66,158.37 | 4h | −$4.53 | -0.19% | time stop |
| 179 | long | 2024-06-15 09:00 @ 66,236.04 | 2024-06-15 13:00 @ 66,319.83 | 4h | $0.62 | +0.03% | time stop |
| 180 | short | 2024-06-15 15:00 @ 66,199.46 | 2024-06-15 16:00 @ 66,325.06 | 1h | −$6.85 | -0.29% | reverse |
| 181 | short | 2024-06-15 21:00 @ 66,021.99 | 2024-06-15 23:00 @ 66,206.04 | 2h | −$8.94 | -0.38% | reverse |
| 182 | short | 2024-06-16 01:00 @ 66,144.07 | 2024-06-16 05:00 @ 66,163.23 | 4h | −$3.04 | -0.13% | time stop |
| 183 | long | 2024-06-16 10:00 @ 66,405.48 | 2024-06-16 14:00 @ 66,730.85 | 4h | $9.19 | +0.39% | time stop |
| 184 | short | 2024-06-16 15:00 @ 66,488.20 | 2024-06-16 16:00 @ 66,703.74 | 1h | −$10.01 | -0.42% | reverse |
| 185 | long | 2024-06-16 23:00 @ 66,745.25 | 2024-06-17 01:00 @ 66,323.17 | 2h | −$17.49 | -0.74% | stop loss |
| 186 | long | 2024-06-17 05:00 @ 66,439.99 | 2024-06-17 07:00 @ 66,094.38 | 2h | −$14.59 | -0.62% | reverse |
| 187 | short | 2024-06-17 10:00 @ 65,683.16 | 2024-06-17 14:00 @ 65,193.64 | 4h | $15.17 | +0.65% | time stop |
| 188 | long | 2024-06-17 17:00 @ 65,879.07 | 2024-06-17 21:00 @ 66,362.72 | 4h | $14.91 | +0.63% | time stop |
| 189 | short | 2024-06-18 00:00 @ 66,458.81 | 2024-06-18 04:00 @ 65,487.99 | 4h | $32.32 | +1.37% | time stop |
| 190 | short | 2024-06-18 10:00 @ 65,442.41 | 2024-06-18 14:00 @ 64,833.66 | 4h | $19.64 | +0.83% | time stop |
| 191 | long | 2024-06-18 21:00 @ 64,921.18 | 2024-06-19 01:00 @ 65,100.98 | 4h | $3.95 | +0.17% | time stop |
| 192 | long | 2024-06-19 07:00 @ 65,581.81 | 2024-06-19 08:00 @ 65,281.84 | 1h | −$13.21 | -0.56% | reverse |
| 193 | long | 2024-06-19 11:00 @ 65,503.00 | 2024-06-19 12:00 @ 65,168.96 | 1h | −$14.43 | -0.61% | reverse |
| 194 | short | 2024-06-19 15:00 @ 64,905.12 | 2024-06-19 19:00 @ 64,954.19 | 4h | −$4.08 | -0.17% | time stop |
| 195 | short | 2024-06-19 23:00 @ 64,789.94 | 2024-06-20 01:00 @ 65,077.51 | 2h | −$12.76 | -0.54% | reverse |
| 196 | long | 2024-06-20 05:00 @ 65,291.56 | 2024-06-20 09:00 @ 65,655.17 | 4h | $10.63 | +0.45% | time stop |
| 197 | long | 2024-06-20 11:00 @ 66,205.34 | 2024-06-20 13:00 @ 65,496.64 | 2h | −$27.64 | -1.17% | stop loss |
| 198 | short | 2024-06-20 14:00 @ 65,105.78 | 2024-06-20 18:00 @ 64,960.99 | 4h | $3.05 | +0.13% | time stop |
| 199 | short | 2024-06-21 04:00 @ 64,460.51 | 2024-06-21 08:00 @ 64,192.34 | 4h | $7.45 | +0.32% | time stop |
| 200 | short | 2024-06-21 09:00 @ 63,600.88 | 2024-06-21 13:00 @ 63,818.96 | 4h | −$10.45 | -0.44% | 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 2024-05-01 so the requested window is fully tradable.