[Mine-Q] Z-score reversion, low-vol regime
public
@djgambhirBTCUSDT · 4h · 2022-01-02 → 2026-08-31 · 10,214 bars in 7.9ms
Underperformed the market. Holding BTCUSDT returned +67.45% over the same period, against this strategy’s -16.76%.
Net P&L
-16.76%
−$1,676.19
Max drawdown
-19.54%
Max run-up
+9.01%
Trades
229
53.3% win rate
Profit factor
0.83
2022-01-02drawdown · worst -19.54%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-02 → 2024-10-19 | -15.93% | -17.31% | 140 | 52% |
| Validation | 2024-10-19 → 2025-09-25 | +0.78% | -4.81% | 49 | 53% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -1.75% | -4.69% | 40 | 57% |
Risk-adjusted
- Sharpe
- -0.55
- Sortino
- -0.75
- Calmar
- -0.20
- Return ÷ max drawdown
- -0.86
- CAGR
- -3.86%
- Exposure
- 34.6%
Per trade
- Expectancy
- −$7.32 · -0.30%
- Average win / loss
- $67.37 / −$92.48
- Payoff ratio
- 0.73
- Largest win / loss
- $199.52 / −$188.87
- Longest losing streak(winning: 7)
- 6 trades
Drawdown over time
- Max drawdown
- -19.54%
- Longest time under water(still going at the end)
- 1684 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$496.29
- Funding
- $57.31
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 112
- Benchmark(buy and hold)
- +67.45%
Monte Carlo
1,000 alternative histories, each 229 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 | -35.84% | -17.21% | +8.59% |
| Max drawdown | -38.46% | -23.55% | -11.44% |
89% of histories lost money, and 68% had a deeper drawdown than this run’s -19.54%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- sma50 length
- 50
- sd50 length
- 50
- atr14 length
- 14
- atrAvg length
- 100
- Long entry: close < sma50 − (▢ × sd50)
- 2
- Long entry: atr14 < ▢ × atrAvg
- 1.2
- Short entry: close > sma50 + (▢ × sd50)
- 2
- Short entry: atr14 < ▢ × atrAvg
- 1.2
- Stop loss (× atr14)
- 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
229 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-05 20:00 @ 44,680.86 | 2022-01-07 00:00 @ 41,543.84 | 1d 4h | −$178.89 | -7.16% | stop loss |
| 2 | long | 2022-01-07 04:00 @ 41,798.33 | 2022-01-12 16:00 @ 43,541.29 | 5d 12h | $96.51 | +3.93% | signal |
| 3 | long | 2022-01-19 08:00 @ 41,279.46 | 2022-01-20 16:00 @ 43,267.09 | 1d 8h | $115.84 | +4.67% | signal |
| 4 | long | 2022-01-21 00:00 @ 40,670.19 | 2022-01-21 12:00 @ 37,774.05 | 12h | −$181.39 | -7.23% | stop loss |
| 5 | long | 2022-01-21 16:00 @ 38,839.65 | 2022-01-21 20:00 @ 35,901.83 | 4h | −$188.87 | -7.67% | stop loss |
| 6 | short | 2022-02-04 16:00 @ 39,473.82 | 2022-02-06 12:00 @ 42,165.03 | 1d 20h | −$165.75 | -6.86% | stop loss |
| 7 | short | 2022-02-07 04:00 @ 42,776.12 | 2022-02-08 04:00 @ 45,130.57 | 1d | −$132.99 | -5.60% | stop loss |
| 8 | short | 2022-02-08 08:00 @ 44,833.30 | 2022-02-12 00:00 @ 42,374.46 | 3d 16h | $127.23 | +5.43% | signal |
| 9 | long | 2022-02-17 20:00 @ 41,185.34 | 2022-02-20 04:00 @ 38,547.01 | 2d 8h | −$154.71 | -6.52% | stop loss |
| 10 | long | 2022-02-20 08:00 @ 38,778.05 | 2022-02-22 00:00 @ 36,550.23 | 1d 16h | −$136.20 | -5.83% | stop loss |
| 11 | short | 2022-03-18 20:00 @ 42,011.90 | 2022-03-25 08:00 @ 44,488.00 | 6d 12h | −$134.77 | -5.86% | stop loss |
| 12 | short | 2022-03-25 12:00 @ 44,545.59 | 2022-03-27 20:00 @ 46,705.19 | 2d 8h | −$111.72 | -4.93% | stop loss |
| 13 | short | 2022-03-28 00:00 @ 46,811.54 | 2022-04-01 00:00 @ 45,515.00 | 4d | $62.49 | +2.79% | signal |
| 14 | long | 2022-04-06 12:00 @ 44,811.46 | 2022-04-08 16:00 @ 42,467.65 | 2d 4h | −$121.34 | -5.38% | stop loss |
| 15 | long | 2022-04-08 20:00 @ 42,730.54 | 2022-04-11 16:00 @ 40,363.86 | 2d 20h | −$126.83 | -5.70% | stop loss |
| 16 | long | 2022-04-11 20:00 @ 39,968.99 | 2022-04-18 20:00 @ 40,662.27 | 7d | $36.17 | +1.65% | signal |
| 17 | short | 2022-04-19 16:00 @ 41,423.81 | 2022-04-22 00:00 @ 40,457.79 | 2d 8h | $49.55 | +2.25% | signal |
| 18 | long | 2022-04-25 08:00 @ 38,444.89 | 2022-04-26 00:00 @ 40,402.92 | 16h | $110.48 | +4.99% | signal |
| 19 | long | 2022-04-26 20:00 @ 38,258.25 | 2022-04-28 20:00 @ 39,966.71 | 2d | $98.31 | +4.39% | signal |
| 20 | long | 2022-05-01 00:00 @ 37,621.92 | 2022-05-04 12:00 @ 38,979.70 | 3d 12h | $77.53 | +3.42% | signal |
| 21 | short | 2022-05-04 20:00 @ 39,847.23 | 2022-05-05 16:00 @ 36,893.88 | 20h | $167.62 | +7.34% | signal |
| 22 | long | 2022-05-07 00:00 @ 36,002.40 | 2022-05-08 16:00 @ 33,709.17 | 1d 16h | −$150.90 | -6.48% | stop loss |
| 23 | long | 2022-05-09 00:00 @ 34,038.91 | 2022-05-09 16:00 @ 31,841.66 | 16h | −$150.65 | -6.58% | stop loss |
| 24 | short | 2022-05-30 08:00 @ 30,619.17 | 2022-05-30 20:00 @ 32,057.75 | 12h | −$107.64 | -4.78% | stop loss |
| 25 | short | 2022-05-31 00:00 @ 31,720.15 | 2022-06-02 00:00 @ 29,802.86 | 2d | $133.64 | +6.01% | signal |
| 26 | long | 2022-06-11 12:00 @ 28,729.64 | 2022-06-12 12:00 @ 27,057.20 | 1d | −$134.02 | -5.94% | stop loss |
| 27 | long | 2022-06-30 08:00 @ 19,426.98 | 2022-07-05 00:00 @ 20,222.25 | 4d 16h | $88.80 | +3.99% | signal |
| 28 | short | 2022-07-07 16:00 @ 20,877.82 | 2022-07-08 00:00 @ 22,315.52 | 8h | −$156.81 | -6.98% | stop loss |
| 29 | short | 2022-07-08 04:00 @ 22,115.28 | 2022-07-11 08:00 @ 20,433.39 | 3d 4h | $167.49 | +7.59% | signal |
| 30 | short | 2022-07-18 08:00 @ 22,238.85 | 2022-07-19 20:00 @ 23,763.33 | 1d 12h | −$155.41 | -6.91% | stop loss |
| 31 | long | 2022-07-26 04:00 @ 21,134.43 | 2022-07-27 20:00 @ 22,759.25 | 1d 16h | $167.11 | +7.56% | signal |
| 32 | short | 2022-08-08 08:00 @ 23,792.04 | 2022-08-09 16:00 @ 23,066.21 | 1d 8h | $67.19 | +2.98% | signal |
| 33 | short | 2022-08-10 16:00 @ 23,978.80 | 2022-08-15 00:00 @ 25,192.75 | 4d 8h | −$116.18 | -5.12% | stop loss |
| 34 | long | 2022-08-19 00:00 @ 23,189.64 | 2022-08-19 04:00 @ 22,146.52 | 4h | −$103.18 | -4.61% | stop loss |
| 35 | long | 2022-08-19 08:00 @ 21,897.28 | 2022-08-26 16:00 @ 20,534.24 | 7d 8h | −$139.28 | -6.29% | stop loss |
| 36 | long | 2022-08-27 00:00 @ 20,232.75 | 2022-09-02 16:00 @ 20,340.73 | 6d 16h | $10.15 | +0.47% | signal |
| 37 | long | 2022-09-06 20:00 @ 18,816.86 | 2022-09-09 04:00 @ 19,932.01 | 2d 8h | $127.03 | +5.82% | signal |
| 38 | short | 2022-09-09 08:00 @ 20,619.48 | 2022-09-10 20:00 @ 21,791.66 | 1d 12h | −$127.00 | -5.74% | stop loss |
| 39 | short | 2022-09-11 00:00 @ 21,635.17 | 2022-09-13 12:00 @ 22,735.16 | 2d 12h | −$111.58 | -5.11% | stop loss |
| 40 | short | 2022-09-27 04:00 @ 20,087.98 | 2022-09-27 20:00 @ 19,072.51 | 16h | $107.19 | +4.98% | signal |
| 41 | short | 2022-10-04 16:00 @ 20,088.18 | 2022-10-07 16:00 @ 19,578.01 | 3d | $55.20 | +2.53% | signal |
| 42 | short | 2022-10-18 08:00 @ 19,651.87 | 2022-10-18 20:00 @ 19,213.44 | 12h | $47.23 | +2.15% | signal |
| 43 | short | 2022-10-25 16:00 @ 19,736.35 | 2022-10-25 16:00 @ 20,414.77 | 0m | −$78.10 | -3.54% | stop loss |
| 44 | short | 2022-10-25 20:00 @ 20,262.65 | 2022-10-26 12:00 @ 20,961.36 | 16h | −$77.47 | -3.54% | stop loss |
| 45 | short | 2022-11-05 08:00 @ 21,370.13 | 2022-11-07 08:00 @ 20,632.23 | 2d | $73.70 | +3.40% | signal |
| 46 | long | 2022-11-21 00:00 @ 16,275.95 | 2022-11-21 16:00 @ 15,615.52 | 16h | −$91.04 | -4.16% | stop loss |
| 47 | long | 2022-11-21 20:00 @ 15,715.94 | 2022-11-23 04:00 @ 16,574.58 | 1d 8h | $115.71 | +5.35% | signal |
| 48 | short | 2022-11-30 20:00 @ 17,048.09 | 2022-12-07 08:00 @ 16,758.75 | 6d 12h | $36.47 | +1.66% | signal |
| 49 | short | 2022-12-08 20:00 @ 17,238.45 | 2022-12-12 04:00 @ 16,912.38 | 3d 8h | $39.74 | +1.81% | signal |
| 50 | short | 2022-12-13 12:00 @ 17,433.41 | 2022-12-13 12:00 @ 17,953.03 | 0m | −$68.16 | -3.08% | stop loss |
| 51 | short | 2022-12-13 16:00 @ 17,745.95 | 2022-12-14 16:00 @ 18,275.68 | 1d | −$66.85 | -3.05% | stop loss |
| 52 | long | 2022-12-28 08:00 @ 16,642.43 | 2022-12-30 12:00 @ 16,338.18 | 2d 4h | −$43.22 | -1.98% | stop loss |
| 53 | short | 2023-01-04 04:00 @ 16,852.53 | 2023-01-08 20:00 @ 17,141.28 | 4d 16h | −$37.52 | -1.73% | stop loss |
| 54 | short | 2023-01-09 00:00 @ 17,121.18 | 2023-01-10 16:00 @ 17,403.64 | 1d 16h | −$37.31 | -1.73% | stop loss |
| 55 | short | 2023-01-10 20:00 @ 17,420.62 | 2023-01-11 20:00 @ 17,746.48 | 1d | −$42.24 | -1.97% | stop loss |
| 56 | short | 2023-01-29 12:00 @ 23,425.31 | 2023-01-30 20:00 @ 22,788.16 | 1d 8h | $56.89 | +2.66% | signal |
| 57 | short | 2023-02-02 00:00 @ 23,725.35 | 2023-02-05 16:00 @ 23,098.82 | 3d 16h | $57.05 | +2.65% | signal |
| 58 | long | 2023-02-09 04:00 @ 22,516.10 | 2023-02-10 04:00 @ 21,642.53 | 1d | −$86.80 | -4.01% | stop loss |
| 59 | long | 2023-02-10 08:00 @ 21,906.38 | 2023-02-15 12:00 @ 22,428.51 | 5d 4h | $46.63 | +2.17% | signal |
| 60 | short | 2023-02-15 20:00 @ 23,305.94 | 2023-02-15 20:00 @ 24,390.70 | 0m | −$102.56 | -4.76% | stop loss |
| 61 | long | 2023-02-25 04:00 @ 23,069.51 | 2023-03-01 08:00 @ 23,704.86 | 4d 4h | $55.54 | +2.61% | signal |
| 62 | long | 2023-03-03 04:00 @ 22,310.86 | 2023-03-09 16:00 @ 21,164.20 | 6d 12h | −$113.94 | -5.31% | stop loss |
| 63 | long | 2023-03-09 20:00 @ 20,849.77 | 2023-03-10 00:00 @ 19,827.60 | 4h | −$105.61 | -4.99% | stop loss |
| 64 | long | 2023-03-10 04:00 @ 20,046.11 | 2023-03-13 00:00 @ 21,981.80 | 2d 20h | $199.52 | +9.55% | signal |
| 65 | long | 2023-03-27 16:00 @ 26,892.68 | 2023-03-29 08:00 @ 28,072.18 | 1d 16h | $91.36 | +4.27% | signal |
| 66 | short | 2023-04-10 20:00 @ 29,159.07 | 2023-04-11 00:00 @ 30,175.62 | 4h | −$77.35 | -3.58% | stop loss |
| 67 | short | 2023-04-11 04:00 @ 30,099.68 | 2023-04-17 12:00 @ 29,564.01 | 6d 8h | $38.84 | +1.81% | signal |
| 68 | long | 2023-04-19 12:00 @ 29,305.86 | 2023-04-20 16:00 @ 28,065.38 | 1d 4h | −$93.60 | -4.35% | stop loss |
| 69 | long | 2023-04-22 08:00 @ 27,273.85 | 2023-04-26 04:00 @ 28,290.44 | 3d 20h | $76.07 | +3.57% | signal |
| 70 | long | 2023-05-08 20:00 @ 27,334.47 | 2023-05-12 16:00 @ 26,040.71 | 3d 20h | −$104.81 | -4.88% | stop loss |
| 71 | long | 2023-05-24 16:00 @ 26,312.16 | 2023-05-28 00:00 @ 26,836.23 | 3d 8h | $38.46 | +1.81% | signal |
| 72 | short | 2023-05-28 20:00 @ 27,513.00 | 2023-05-29 00:00 @ 28,423.58 | 4h | −$72.50 | -3.40% | stop loss |
| 73 | short | 2023-05-29 04:00 @ 27,942.41 | 2023-05-31 16:00 @ 26,905.38 | 2d 12h | $77.29 | +3.66% | signal |
| 74 | long | 2023-06-05 16:00 @ 25,997.10 | 2023-06-06 20:00 @ 27,067.89 | 1d 4h | $85.62 | +4.01% | signal |
| 75 | long | 2023-06-10 08:00 @ 25,642.43 | 2023-06-16 20:00 @ 26,365.83 | 6d 12h | $56.82 | +2.64% | signal |
| 76 | short | 2023-06-20 20:00 @ 27,968.11 | 2023-06-21 08:00 @ 29,107.25 | 12h | −$90.16 | -4.16% | stop loss |
| 77 | short | 2023-07-03 16:00 @ 31,061.79 | 2023-07-05 12:00 @ 30,401.08 | 1d 20h | $44.80 | +2.09% | signal |
| 78 | long | 2023-07-07 00:00 @ 29,880.27 | 2023-07-10 20:00 @ 30,818.34 | 3d 20h | $64.72 | +3.00% | signal |
| 79 | short | 2023-07-13 16:00 @ 30,909.32 | 2023-07-14 20:00 @ 30,105.92 | 1d 4h | $55.00 | +2.53% | signal |
| 80 | long | 2023-07-24 12:00 @ 29,265.55 | 2023-07-31 04:00 @ 29,405.92 | 6d 16h | $5.40 | +0.25% | signal |
| 81 | long | 2023-08-01 04:00 @ 28,825.86 | 2023-08-01 20:00 @ 29,257.65 | 16h | $30.20 | +1.38% | signal |
| 82 | short | 2023-08-02 00:00 @ 29,695.26 | 2023-08-02 20:00 @ 29,147.63 | 20h | $38.97 | +1.77% | signal |
| 83 | short | 2023-08-08 20:00 @ 29,860.43 | 2023-08-14 00:00 @ 29,299.16 | 5d 4h | $42.23 | +1.91% | signal |
| 84 | long | 2023-08-16 16:00 @ 29,103.72 | 2023-08-17 00:00 @ 28,602.99 | 8h | −$40.77 | -1.84% | stop loss |
| 85 | long | 2023-08-17 04:00 @ 28,649.23 | 2023-08-17 12:00 @ 28,048.94 | 8h | −$48.62 | -2.20% | stop loss |
| 86 | long | 2023-08-17 16:00 @ 27,926.48 | 2023-08-17 20:00 @ 27,192.47 | 4h | −$60.04 | -2.74% | stop loss |
| 87 | short | 2023-08-29 16:00 @ 27,405.92 | 2023-08-31 20:00 @ 26,153.93 | 2d 4h | $97.86 | +4.49% | signal |
| 88 | long | 2023-09-11 16:00 @ 25,107.42 | 2023-09-12 04:00 @ 25,783.04 | 12h | $56.95 | +2.58% | signal |
| 89 | short | 2023-09-18 12:00 @ 27,179.16 | 2023-09-21 16:00 @ 26,572.91 | 3d 4h | $47.02 | +2.12% | signal |
| 90 | long | 2023-09-25 04:00 @ 26,153.73 | 2023-09-27 12:00 @ 26,750.35 | 2d 8h | $47.99 | +2.15% | signal |
| 91 | short | 2023-09-28 20:00 @ 27,083.08 | 2023-10-01 20:00 @ 27,925.37 | 3d | −$72.08 | -3.22% | stop loss |
| 92 | short | 2023-10-02 00:00 @ 27,975.80 | 2023-10-09 12:00 @ 27,461.49 | 7d 12h | $39.34 | +1.77% | signal |
| 93 | long | 2023-10-11 04:00 @ 27,006.10 | 2023-10-16 04:00 @ 27,215.96 | 5d | $13.96 | +0.63% | signal |
| 94 | short | 2023-11-02 00:00 @ 35,430.41 | 2023-11-03 12:00 @ 34,272.35 | 1d 12h | $72.01 | +3.22% | signal |
| 95 | short | 2023-11-08 20:00 @ 35,623.67 | 2023-11-09 08:00 @ 36,961.61 | 12h | −$86.51 | -3.84% | stop loss |
| 96 | short | 2023-11-09 12:00 @ 36,809.54 | 2023-11-14 12:00 @ 36,296.16 | 5d | $34.67 | +1.55% | signal |
| 97 | short | 2023-11-24 16:00 @ 38,209.66 | 2023-11-27 12:00 @ 37,030.70 | 2d 20h | $68.94 | +3.08% | signal |
| 98 | short | 2023-12-01 12:00 @ 38,570.28 | 2023-12-02 16:00 @ 39,838.93 | 1d 4h | −$75.78 | -3.36% | stop loss |
| 99 | short | 2023-12-02 20:00 @ 39,408.52 | 2023-12-04 00:00 @ 40,671.58 | 1d 4h | −$73.16 | -3.27% | stop loss |
| 100 | short | 2023-12-04 04:00 @ 40,712.46 | 2023-12-04 20:00 @ 42,228.64 | 16h | −$84.54 | -3.81% | stop loss |
| 101 | short | 2023-12-20 16:00 @ 44,070.08 | 2023-12-26 08:00 @ 42,807.26 | 5d 16h | $69.18 | +3.14% | signal |
| 102 | short | 2024-01-02 00:00 @ 44,221.45 | 2024-01-03 16:00 @ 43,022.60 | 1d 16h | $62.31 | +2.81% | signal |
| 103 | long | 2024-01-22 20:00 @ 39,820.56 | 2024-01-26 12:00 @ 41,263.65 | 3d 16h | $76.20 | +3.41% | signal |
| 104 | short | 2024-01-30 00:00 @ 43,278.94 | 2024-02-04 20:00 @ 42,632.42 | 5d 20h | $34.96 | +1.55% | signal |
| 105 | short | 2024-02-07 20:00 @ 43,587.48 | 2024-02-08 12:00 @ 45,029.60 | 16h | −$76.73 | -3.39% | stop loss |
| 106 | short | 2024-02-08 16:00 @ 45,397.32 | 2024-02-09 08:00 @ 46,885.93 | 16h | −$75.43 | -3.36% | stop loss |
| 107 | short | 2024-02-09 12:00 @ 47,146.47 | 2024-02-12 12:00 @ 49,008.86 | 3d | −$88.10 | -3.96% | stop loss |
| 108 | long | 2024-02-23 08:00 @ 50,962.49 | 2024-02-25 04:00 @ 51,643.77 | 1d 20h | $25.78 | +1.17% | signal |
| 109 | short | 2024-02-26 16:00 @ 52,861.63 | 2024-02-26 20:00 @ 54,853.09 | 4h | −$84.79 | -3.84% | stop loss |
| 110 | short | 2024-02-27 00:00 @ 54,500.80 | 2024-02-27 00:00 @ 57,057.29 | 0m | −$104.07 | -4.76% | stop loss |
| 111 | short | 2024-03-11 16:00 @ 72,046.89 | 2024-03-14 20:00 @ 69,514.30 | 3d 4h | $83.52 | +3.87% | signal |
| 112 | long | 2024-03-19 08:00 @ 64,755.05 | 2024-03-24 16:00 @ 65,705.46 | 5d 8h | $24.58 | +1.13% | signal |
| 113 | short | 2024-03-25 16:00 @ 69,830.53 | 2024-04-01 12:00 @ 69,534.30 | 6d 20h | $21.56 | +0.99% | signal |
| 114 | long | 2024-04-02 04:00 @ 66,747.45 | 2024-04-06 20:00 @ 68,245.75 | 4d 16h | $43.79 | +2.00% | signal |
| 115 | short | 2024-04-08 12:00 @ 72,458.11 | 2024-04-12 16:00 @ 69,387.87 | 4d 4h | $95.96 | +4.35% | signal |
| 116 | long | 2024-04-30 12:00 @ 61,194.54 | 2024-05-01 04:00 @ 58,195.33 | 16h | −$111.78 | -5.02% | stop loss |
| 117 | long | 2024-05-01 08:00 @ 57,493.50 | 2024-05-03 20:00 @ 62,019.49 | 2d 12h | $170.11 | +7.73% | signal |
| 118 | short | 2024-05-15 16:00 @ 64,672.46 | 2024-05-19 08:00 @ 67,657.52 | 3d 16h | −$104.98 | -4.68% | stop loss |
| 119 | short | 2024-05-20 20:00 @ 69,982.50 | 2024-05-23 20:00 @ 67,252.55 | 3d | $86.40 | +3.90% | signal |
| 120 | short | 2024-06-03 16:00 @ 69,636.07 | 2024-06-07 12:00 @ 71,991.65 | 3d 20h | −$74.93 | -3.35% | stop loss |
| 121 | long | 2024-06-11 08:00 @ 67,595.62 | 2024-06-12 16:00 @ 69,724.05 | 1d 8h | $66.73 | +3.01% | signal |
| 122 | long | 2024-06-18 20:00 @ 64,412.58 | 2024-06-24 08:00 @ 61,847.32 | 5d 12h | −$93.79 | -4.20% | stop loss |
| 123 | long | 2024-06-24 12:00 @ 61,269.55 | 2024-06-24 16:00 @ 59,132.90 | 4h | −$79.47 | -3.59% | stop loss |
| 124 | long | 2024-06-24 20:00 @ 59,304.66 | 2024-06-30 20:00 @ 62,004.40 | 6d | $93.67 | +4.27% | signal |
| 125 | long | 2024-07-03 20:00 @ 59,673.13 | 2024-07-04 08:00 @ 57,225.90 | 12h | −$93.47 | -4.22% | stop loss |
| 126 | short | 2024-07-14 00:00 @ 59,162.07 | 2024-07-15 00:00 @ 61,851.82 | 1d | −$101.34 | -4.62% | stop loss |
| 127 | short | 2024-07-15 04:00 @ 62,604.78 | 2024-07-17 00:00 @ 65,451.09 | 1d 20h | −$100.61 | -4.64% | stop loss |
| 128 | short | 2024-07-17 04:00 @ 65,649.67 | 2024-07-23 20:00 @ 65,529.30 | 6d 16h | $2.92 | +0.14% | signal |
| 129 | long | 2024-08-01 16:00 @ 62,905.18 | 2024-08-04 12:00 @ 59,645.87 | 2d 20h | −$114.79 | -5.36% | stop loss |
| 130 | short | 2024-08-21 20:00 @ 61,525.79 | 2024-08-23 20:00 @ 64,676.45 | 2d | −$110.69 | -5.24% | stop loss |
| 131 | short | 2024-08-24 00:00 @ 64,007.20 | 2024-08-27 16:00 @ 61,685.73 | 3d 16h | $73.94 | +3.54% | signal |
| 132 | long | 2024-09-05 12:00 @ 56,677.43 | 2024-09-06 16:00 @ 53,692.14 | 1d 4h | −$113.03 | -5.37% | stop loss |
| 133 | long | 2024-09-06 20:00 @ 53,526.00 | 2024-09-09 20:00 @ 57,048.69 | 3d | $135.39 | +6.52% | signal |
| 134 | short | 2024-09-13 16:00 @ 59,611.68 | 2024-09-17 04:00 @ 58,046.81 | 3d 12h | $53.58 | +2.54% | signal |
| 135 | short | 2024-09-17 16:00 @ 61,098.78 | 2024-09-20 04:00 @ 63,890.95 | 2d 12h | −$98.54 | -4.64% | stop loss |
| 136 | short | 2024-09-20 08:00 @ 63,481.80 | 2024-09-27 12:00 @ 66,324.65 | 7d 4h | −$93.92 | -4.47% | stop loss |
| 137 | short | 2024-09-27 16:00 @ 65,960.91 | 2024-09-30 12:00 @ 63,807.16 | 2d 20h | $66.54 | +3.21% | signal |
| 138 | long | 2024-10-01 20:00 @ 61,752.15 | 2024-10-07 00:00 @ 62,776.64 | 5d 4h | $31.47 | +1.50% | signal |
| 139 | long | 2024-10-10 20:00 @ 59,708.84 | 2024-10-11 16:00 @ 62,205.56 | 20h | $85.66 | +4.08% | signal |
| 140 | short | 2024-10-14 04:00 @ 64,267.94 | 2024-10-15 12:00 @ 66,608.73 | 1d 8h | −$78.56 | -3.70% | stop loss |
| 141 | short | 2024-10-28 20:00 @ 69,636.07 | 2024-10-29 12:00 @ 71,911.28 | 16h | −$70.38 | -3.35% | stop loss |
| 142 | short | 2024-10-29 16:00 @ 72,360.43 | 2024-11-01 20:00 @ 69,292.46 | 3d 4h | $88.37 | +4.24% | signal |
| 143 | short | 2024-11-20 16:00 @ 94,718.65 | 2024-11-22 04:00 @ 99,495.91 | 1d 12h | −$107.31 | -5.09% | stop loss |
| 144 | short | 2024-11-22 08:00 @ 99,232.75 | 2024-11-25 20:00 @ 94,742.64 | 3d 12h | $95.23 | +4.58% | signal |
| 145 | short | 2024-12-16 00:00 @ 104,439.61 | 2024-12-19 00:00 @ 100,201.24 | 3d | $85.12 | +4.05% | signal |
| 146 | long | 2024-12-30 16:00 @ 92,099.92 | 2024-12-31 16:00 @ 95,370.22 | 1d | $72.63 | +3.42% | signal |
| 147 | short | 2025-01-03 16:00 @ 97,460.10 | 2025-01-06 12:00 @ 101,104.21 | 2d 20h | −$80.74 | -3.77% | stop loss |
| 148 | short | 2025-01-06 16:00 @ 102,084.08 | 2025-01-07 20:00 @ 96,452.59 | 1d 4h | $115.80 | +5.46% | signal |
| 149 | short | 2025-01-15 16:00 @ 98,923.51 | 2025-01-17 12:00 @ 103,613.55 | 1d 20h | −$103.49 | -4.81% | stop loss |
| 150 | short | 2025-01-17 16:00 @ 103,925.51 | 2025-01-20 04:00 @ 108,607.38 | 2d 12h | −$96.43 | -4.54% | stop loss |
| 151 | long | 2025-01-27 04:00 @ 101,369.37 | 2025-01-30 00:00 @ 103,677.36 | 2d 20h | $44.50 | +2.12% | signal |
| 152 | long | 2025-02-02 04:00 @ 99,180.63 | 2025-02-03 00:00 @ 95,041.51 | 20h | −$90.49 | -4.28% | stop loss |
| 153 | long | 2025-02-03 04:00 @ 94,020.40 | 2025-02-03 20:00 @ 101,811.53 | 16h | $170.69 | +8.17% | signal |
| 154 | long | 2025-02-18 20:00 @ 94,081.01 | 2025-02-20 00:00 @ 96,578.58 | 1d 4h | $53.94 | +2.53% | signal |
| 155 | short | 2025-02-20 20:00 @ 98,350.23 | 2025-02-21 20:00 @ 95,266.45 | 1d | $65.23 | +3.04% | signal |
| 156 | long | 2025-02-24 16:00 @ 94,314.76 | 2025-02-24 20:00 @ 91,328.77 | 4h | −$70.63 | -3.27% | stop loss |
| 157 | long | 2025-02-25 00:00 @ 91,532.80 | 2025-02-25 08:00 @ 87,955.83 | 8h | −$86.24 | -4.02% | stop loss |
| 158 | long | 2025-03-10 00:00 @ 80,706.84 | 2025-03-14 16:00 @ 84,675.16 | 4d 16h | $101.08 | +4.76% | signal |
| 159 | short | 2025-03-19 20:00 @ 85,365.52 | 2025-03-21 16:00 @ 83,542.61 | 1d 20h | $44.05 | +2.05% | signal |
| 160 | short | 2025-03-24 00:00 @ 86,026.89 | 2025-03-24 12:00 @ 88,575.32 | 12h | −$66.00 | -3.06% | stop loss |
| 161 | short | 2025-03-24 16:00 @ 88,266.04 | 2025-03-28 08:00 @ 85,192.14 | 3d 16h | $72.43 | +3.38% | signal |
| 162 | long | 2025-03-29 12:00 @ 82,271.55 | 2025-04-01 16:00 @ 85,228.45 | 3d 4h | $74.92 | +3.47% | signal |
| 163 | long | 2025-04-06 20:00 @ 79,588.51 | 2025-04-07 04:00 @ 75,364.89 | 8h | −$117.91 | -5.41% | stop loss |
| 164 | short | 2025-04-21 04:00 @ 87,149.17 | 2025-04-22 12:00 @ 89,542.78 | 1d 8h | −$60.94 | -2.83% | stop loss |
| 165 | short | 2025-04-22 16:00 @ 90,862.92 | 2025-04-22 20:00 @ 94,117.37 | 4h | −$78.80 | -3.69% | stop loss |
| 166 | short | 2025-04-23 00:00 @ 93,386.22 | 2025-05-01 12:00 @ 97,102.31 | 8d 12h | −$86.55 | -4.09% | stop loss |
| 167 | short | 2025-05-01 16:00 @ 96,774.54 | 2025-05-05 00:00 @ 94,249.05 | 3d 8h | $51.83 | +2.48% | signal |
| 168 | short | 2025-05-08 04:00 @ 99,078.18 | 2025-05-08 20:00 @ 102,317.20 | 16h | −$70.79 | -3.36% | stop loss |
| 169 | short | 2025-05-10 08:00 @ 103,700.96 | 2025-05-15 08:00 @ 101,754.35 | 5d | $39.29 | +1.88% | signal |
| 170 | short | 2025-05-18 16:00 @ 105,463.10 | 2025-05-19 04:00 @ 103,590.21 | 12h | $35.52 | +1.69% | signal |
| 171 | short | 2025-05-21 04:00 @ 106,769.64 | 2025-05-22 00:00 @ 110,905.34 | 20h | −$83.31 | -3.95% | stop loss |
| 172 | long | 2025-05-29 20:00 @ 105,720.24 | 2025-06-03 16:00 @ 106,534.79 | 4d 20h | $12.73 | +0.61% | signal |
| 173 | long | 2025-06-05 20:00 @ 101,893.37 | 2025-06-06 16:00 @ 105,014.39 | 20h | $62.04 | +2.97% | signal |
| 174 | short | 2025-06-09 12:00 @ 107,686.26 | 2025-06-09 20:00 @ 110,517.31 | 8h | −$57.42 | -2.73% | stop loss |
| 175 | short | 2025-06-10 00:00 @ 110,205.95 | 2025-06-13 00:00 @ 105,630.52 | 3d | $85.95 | +4.11% | signal |
| 176 | long | 2025-06-21 20:00 @ 102,227.94 | 2025-06-22 12:00 @ 98,875.34 | 16h | −$71.64 | -3.39% | stop loss |
| 177 | long | 2025-06-22 16:00 @ 98,869.47 | 2025-06-24 00:00 @ 105,269.94 | 1d 8h | $133.34 | +6.37% | signal |
| 178 | short | 2025-07-02 16:00 @ 108,673.66 | 2025-07-04 16:00 @ 107,556.11 | 2d | $20.36 | +0.96% | signal |
| 179 | short | 2025-07-09 20:00 @ 111,696.46 | 2025-07-10 20:00 @ 114,654.35 | 1d | −$58.22 | -2.73% | stop loss |
| 180 | long | 2025-07-25 04:00 @ 115,407.78 | 2025-07-26 16:00 @ 118,087.48 | 1d 12h | $46.19 | +2.18% | signal |
| 181 | long | 2025-08-01 00:00 @ 115,720.44 | 2025-08-02 16:00 @ 112,157.37 | 1d 16h | −$68.02 | -3.19% | stop loss |
| 182 | long | 2025-08-02 20:00 @ 112,197.94 | 2025-08-06 16:00 @ 115,343.13 | 3d 20h | $55.67 | +2.63% | signal |
| 183 | short | 2025-08-10 04:00 @ 118,456.30 | 2025-08-11 00:00 @ 121,451.37 | 20h | −$55.29 | -2.60% | stop loss |
| 184 | short | 2025-08-11 04:00 @ 121,675.76 | 2025-08-14 16:00 @ 118,209.54 | 3d 12h | $60.08 | +2.84% | signal |
| 185 | long | 2025-08-18 04:00 @ 115,287.85 | 2025-08-21 16:00 @ 112,211.50 | 3d 12h | −$59.91 | -2.81% | stop loss |
| 186 | long | 2025-08-26 12:00 @ 109,864.17 | 2025-08-28 08:00 @ 113,056.68 | 1d 20h | $58.71 | +2.78% | signal |
| 187 | long | 2025-08-29 16:00 @ 108,356.07 | 2025-09-02 04:00 @ 110,263.94 | 3d 12h | $33.95 | +1.60% | signal |
| 188 | short | 2025-09-10 16:00 @ 113,778.54 | 2025-09-16 16:00 @ 116,814.24 | 6d | −$57.06 | -2.67% | stop loss |
| 189 | long | 2025-09-22 08:00 @ 112,476.99 | 2025-09-25 16:00 @ 109,998.39 | 3d 8h | −$50.05 | -2.36% | stop loss |
| 190 | short | 2025-10-01 12:00 @ 116,713.45 | 2025-10-02 12:00 @ 119,761.42 | 1d | −$56.64 | -2.68% | stop loss |
| 191 | short | 2025-10-02 16:00 @ 119,851.12 | 2025-10-03 16:00 @ 123,153.46 | 1d | −$59.03 | -2.82% | stop loss |
| 192 | short | 2025-10-26 12:00 @ 113,212.45 | 2025-10-29 16:00 @ 111,482.99 | 3d 4h | $30.87 | +1.48% | signal |
| 193 | long | 2025-10-30 20:00 @ 106,515.60 | 2025-11-04 16:00 @ 101,382.83 | 4d 20h | −$105.08 | -5.03% | stop loss |
| 194 | long | 2025-11-04 20:00 @ 100,527.10 | 2025-11-09 20:00 @ 104,743.15 | 5d | $82.85 | +4.02% | signal |
| 195 | long | 2025-11-13 20:00 @ 98,662.83 | 2025-11-16 20:00 @ 93,368.85 | 3d | −$115.34 | -5.54% | stop loss |
| 196 | long | 2025-11-20 20:00 @ 86,897.58 | 2025-11-21 04:00 @ 81,255.36 | 8h | −$135.45 | -6.59% | stop loss |
| 197 | long | 2025-12-01 16:00 @ 84,666.93 | 2025-12-02 16:00 @ 90,791.04 | 1d | $143.97 | +7.13% | signal |
| 198 | long | 2025-12-15 00:00 @ 88,136.42 | 2025-12-18 16:00 @ 84,883.58 | 3d 16h | −$78.92 | -3.84% | stop loss |
| 199 | long | 2025-12-18 20:00 @ 84,463.89 | 2025-12-20 20:00 @ 88,178.76 | 2d | $86.56 | +4.25% | signal |
| 200 | short | 2025-12-29 04:00 @ 90,073.48 | 2025-12-29 12:00 @ 87,546.61 | 8h | $55.91 | +2.72% | 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.