[Mine-Q] Z-score reversion, low-vol regime
public
@djgambhirBTCUSDT · 2h · 2022-01-01 → 2026-08-31 · 20,438 bars in 12.7ms
Underperformed the market. Holding BTCUSDT returned +65.99% over the same period, against this strategy’s -28.82%.
Net P&L
-28.82%
−$2,882.32
Max drawdown
-30.62%
Max run-up
+10.58%
Trades
465
50.8% win rate
Profit factor
0.81
2022-01-01drawdown · worst -30.62%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -16.30% | -18.04% | 285 | 53% |
| Validation | 2024-10-19 → 2025-09-25 | -6.31% | -8.52% | 91 | 49% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -9.23% | -10.48% | 89 | 45% |
Risk-adjusted
- Sharpe
- -0.97
- Sortino
- -1.33
- Calmar
- -0.23
- Return ÷ max drawdown
- -0.94
- CAGR
- -7.03%
- Exposure
- 34.8%
Per trade
- Expectancy
- −$6.20 · -0.28%
- Average win / loss
- $50.67 / −$64.80
- Payoff ratio
- 0.78
- Largest win / loss
- $190.19 / −$152.96
- Longest losing streak(winning: 7)
- 8 trades
Drawdown over time
- Max drawdown
- -30.62%
- Longest time under water(still going at the end)
- 1424 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,026.89
- Funding
- $46.21
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 112
- Benchmark(buy and hold)
- +65.99%
Monte Carlo
1,000 alternative histories, each 465 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 | -43.85% | -30.00% | -9.13% |
| Max drawdown | -46.75% | -33.85% | -18.14% |
99% of histories lost money, and 63% had a deeper drawdown than this run’s -30.62%. 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
465 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-03 22:00 @ 45,982.91 | 2022-01-05 10:00 @ 46,841.39 | 1d 12h | $42.89 | +1.72% | signal |
| 2 | long | 2022-01-05 20:00 @ 44,680.86 | 2022-01-05 22:00 @ 42,391.65 | 2h | −$131.08 | -5.22% | stop loss |
| 3 | long | 2022-01-06 14:00 @ 43,131.76 | 2022-01-07 04:00 @ 40,985.78 | 14h | −$126.20 | -5.09% | stop loss |
| 4 | long | 2022-01-10 14:00 @ 40,761.14 | 2022-01-11 02:00 @ 41,905.34 | 12h | $65.69 | +2.69% | signal |
| 5 | short | 2022-01-11 20:00 @ 42,929.96 | 2022-01-14 00:00 @ 42,547.23 | 2d 4h | $19.41 | +0.79% | signal |
| 6 | long | 2022-01-17 18:00 @ 42,116.91 | 2022-01-20 14:00 @ 42,359.39 | 2d 20h | $9.89 | +0.40% | signal |
| 7 | short | 2022-01-20 16:00 @ 43,267.09 | 2022-01-20 22:00 @ 41,327.93 | 6h | $108.54 | +4.39% | signal |
| 8 | short | 2022-01-26 06:00 @ 37,567.49 | 2022-01-27 02:00 @ 35,875.71 | 20h | $109.75 | +4.39% | signal |
| 9 | long | 2022-02-02 22:00 @ 36,906.23 | 2022-02-04 08:00 @ 37,851.43 | 1d 10h | $62.27 | +2.47% | signal |
| 10 | short | 2022-02-04 16:00 @ 39,473.82 | 2022-02-04 22:00 @ 41,567.39 | 6h | −$137.08 | -5.40% | stop loss |
| 11 | short | 2022-02-05 08:00 @ 41,359.47 | 2022-02-07 14:00 @ 43,256.29 | 2d 6h | −$116.06 | -4.63% | stop loss |
| 12 | long | 2022-02-12 02:00 @ 42,448.00 | 2022-02-15 00:00 @ 42,516.63 | 2d 22h | $0.00 | +0.00% | signal |
| 13 | short | 2022-02-15 08:00 @ 43,657.07 | 2022-02-17 12:00 @ 43,166.93 | 2d 4h | $26.53 | +1.07% | signal |
| 14 | long | 2022-02-17 20:00 @ 41,185.34 | 2022-02-20 04:00 @ 39,247.03 | 2d 8h | −$119.73 | -4.82% | stop loss |
| 15 | short | 2022-02-28 20:00 @ 41,298.24 | 2022-02-28 22:00 @ 43,830.16 | 2h | −$152.96 | -6.23% | stop loss |
| 16 | short | 2022-03-01 06:00 @ 43,189.36 | 2022-03-03 22:00 @ 42,093.92 | 2d 16h | $60.43 | +2.50% | signal |
| 17 | long | 2022-03-04 20:00 @ 39,793.26 | 2022-03-07 02:00 @ 37,546.15 | 2d 6h | −$140.26 | -5.77% | stop loss |
| 18 | short | 2022-03-09 04:00 @ 41,190.16 | 2022-03-10 06:00 @ 39,198.04 | 1d 2h | $114.25 | +4.77% | signal |
| 19 | long | 2022-03-14 00:00 @ 37,750.55 | 2022-03-14 08:00 @ 39,054.39 | 8h | $81.45 | +3.36% | signal |
| 20 | short | 2022-03-15 00:00 @ 39,643.67 | 2022-03-15 02:00 @ 38,821.96 | 2h | $48.38 | +1.98% | signal |
| 21 | short | 2022-03-15 20:00 @ 39,722.75 | 2022-03-16 02:00 @ 41,388.35 | 6h | −$105.27 | -4.29% | stop loss |
| 22 | short | 2022-03-16 10:00 @ 40,480.80 | 2022-03-20 18:00 @ 41,045.41 | 4d 8h | −$33.33 | -1.37% | signal |
| 23 | short | 2022-03-22 06:00 @ 42,841.43 | 2022-03-25 10:00 @ 44,543.00 | 3d 4h | −$97.25 | -4.02% | stop loss |
| 24 | short | 2022-03-25 12:00 @ 44,545.59 | 2022-03-27 20:00 @ 46,006.96 | 2d 8h | −$80.59 | -3.36% | stop loss |
| 25 | short | 2022-03-27 22:00 @ 46,548.99 | 2022-03-28 14:00 @ 47,939.09 | 16h | −$72.93 | -3.07% | stop loss |
| 26 | short | 2022-03-28 16:00 @ 47,401.42 | 2022-03-31 14:00 @ 46,914.78 | 2d 22h | $23.99 | +1.02% | signal |
| 27 | long | 2022-03-31 20:00 @ 45,587.22 | 2022-04-02 02:00 @ 46,726.55 | 1d 6h | $55.84 | +2.36% | signal |
| 28 | long | 2022-04-06 00:00 @ 45,486.60 | 2022-04-06 14:00 @ 43,742.23 | 14h | −$94.04 | -3.95% | stop loss |
| 29 | long | 2022-04-06 16:00 @ 44,168.23 | 2022-04-08 18:00 @ 42,389.19 | 2d 2h | −$98.50 | -4.18% | stop loss |
| 30 | long | 2022-04-11 10:00 @ 41,378.67 | 2022-04-11 18:00 @ 39,985.29 | 8h | −$81.01 | -3.48% | stop loss |
| 31 | long | 2022-04-11 20:00 @ 39,968.99 | 2022-04-13 22:00 @ 41,191.66 | 2d 2h | $68.95 | +2.98% | signal |
| 32 | long | 2022-04-18 06:00 @ 38,898.08 | 2022-04-18 18:00 @ 40,181.36 | 12h | $74.97 | +3.22% | signal |
| 33 | short | 2022-04-19 14:00 @ 41,411.32 | 2022-04-21 12:00 @ 42,819.26 | 1d 22h | −$81.88 | -3.49% | stop loss |
| 34 | short | 2022-04-21 14:00 @ 42,663.27 | 2022-04-21 22:00 @ 40,714.84 | 8h | $104.09 | +4.47% | signal |
| 35 | long | 2022-05-01 00:00 @ 37,621.92 | 2022-05-02 06:00 @ 38,981.60 | 1d 6h | $82.08 | +3.49% | signal |
| 36 | long | 2022-05-03 20:00 @ 37,714.84 | 2022-05-04 08:00 @ 38,665.37 | 12h | $57.16 | +2.41% | signal |
| 37 | short | 2022-05-04 20:00 @ 39,847.23 | 2022-05-05 16:00 @ 36,893.88 | 20h | $175.10 | +7.34% | signal |
| 38 | short | 2022-05-16 00:00 @ 31,318.04 | 2022-05-16 08:00 @ 29,578.61 | 8h | $132.89 | +5.47% | signal |
| 39 | long | 2022-05-18 16:00 @ 28,977.69 | 2022-05-19 16:00 @ 30,380.32 | 1d | $116.55 | +4.73% | signal |
| 40 | long | 2022-05-26 14:00 @ 28,792.76 | 2022-05-29 12:00 @ 29,198.16 | 2d 22h | $30.61 | +1.23% | signal |
| 41 | short | 2022-05-30 02:00 @ 29,755.55 | 2022-05-30 06:00 @ 30,687.71 | 4h | −$80.89 | -3.23% | stop loss |
| 42 | short | 2022-05-30 08:00 @ 30,619.17 | 2022-05-30 20:00 @ 31,570.02 | 12h | −$79.06 | -3.19% | stop loss |
| 43 | short | 2022-05-30 22:00 @ 31,782.84 | 2022-06-01 18:00 @ 30,169.33 | 1d 20h | $124.00 | +5.04% | signal |
| 44 | short | 2022-06-06 02:00 @ 30,826.23 | 2022-06-07 02:00 @ 29,561.71 | 1d | $100.52 | +4.03% | signal |
| 45 | long | 2022-06-10 20:00 @ 28,976.39 | 2022-06-12 02:00 @ 27,726.94 | 1d 6h | −$111.46 | -4.43% | stop loss |
| 46 | long | 2022-06-12 04:00 @ 27,543.71 | 2022-06-13 00:00 @ 26,196.15 | 20h | −$124.36 | -5.00% | stop loss |
| 47 | long | 2022-06-18 08:00 @ 19,248.85 | 2022-06-19 22:00 @ 20,383.02 | 1d 14h | $141.90 | +5.77% | signal |
| 48 | long | 2022-06-28 02:00 @ 20,613.72 | 2022-06-30 06:00 @ 19,748.04 | 2d 4h | −$107.52 | -4.31% | stop loss |
| 49 | long | 2022-06-30 08:00 @ 19,426.98 | 2022-07-01 02:00 @ 20,407.32 | 18h | $122.68 | +4.97% | signal |
| 50 | short | 2022-07-04 18:00 @ 19,883.82 | 2022-07-05 14:00 @ 19,398.08 | 20h | $58.92 | +2.36% | signal |
| 51 | short | 2022-07-05 20:00 @ 20,388.82 | 2022-07-07 18:00 @ 21,495.09 | 1d 22h | −$137.53 | -5.47% | stop loss |
| 52 | short | 2022-07-07 20:00 @ 21,793.54 | 2022-07-10 14:00 @ 21,079.62 | 2d 18h | $80.35 | +3.24% | signal |
| 53 | long | 2022-07-11 22:00 @ 20,234.35 | 2022-07-12 18:00 @ 19,321.83 | 20h | −$115.50 | -4.62% | stop loss |
| 54 | long | 2022-07-12 20:00 @ 19,387.58 | 2022-07-14 02:00 @ 20,263.85 | 1d 6h | $109.11 | +4.42% | signal |
| 55 | short | 2022-07-15 20:00 @ 21,152.47 | 2022-07-18 06:00 @ 22,178.09 | 2d 10h | −$122.31 | -4.90% | stop loss |
| 56 | short | 2022-07-18 08:00 @ 22,238.85 | 2022-07-19 16:00 @ 23,301.21 | 1d 8h | −$119.07 | -4.83% | stop loss |
| 57 | long | 2022-07-23 16:00 @ 22,214.34 | 2022-07-26 00:00 @ 21,147.64 | 2d 8h | −$120.69 | -4.95% | stop loss |
| 58 | long | 2022-07-26 02:00 @ 21,068.11 | 2022-07-27 20:00 @ 22,759.25 | 1d 18h | $190.00 | +7.90% | signal |
| 59 | short | 2022-07-28 16:00 @ 23,734.65 | 2022-07-31 22:00 @ 23,586.82 | 3d 6h | $15.22 | +0.62% | signal |
| 60 | long | 2022-08-01 18:00 @ 22,959.09 | 2022-08-03 12:00 @ 23,386.32 | 1d 18h | $42.70 | +1.74% | signal |
| 61 | long | 2022-08-04 20:00 @ 22,443.59 | 2022-08-05 04:00 @ 23,153.87 | 8h | $75.54 | +3.06% | signal |
| 62 | short | 2022-08-08 08:00 @ 23,792.04 | 2022-08-09 12:00 @ 23,262.35 | 1d 4h | $53.66 | +2.16% | signal |
| 63 | long | 2022-08-17 14:00 @ 23,420.88 | 2022-08-19 06:00 @ 22,627.28 | 1d 16h | −$88.28 | -3.53% | stop loss |
| 64 | long | 2022-08-19 08:00 @ 21,897.28 | 2022-08-19 20:00 @ 20,974.59 | 12h | −$106.72 | -4.31% | stop loss |
| 65 | long | 2022-08-19 22:00 @ 21,075.11 | 2022-08-23 10:00 @ 21,426.01 | 3d 12h | $39.18 | +1.60% | signal |
| 66 | short | 2022-08-24 20:00 @ 21,691.56 | 2022-08-25 00:00 @ 21,359.27 | 4h | $35.26 | +1.43% | signal |
| 67 | short | 2022-08-25 08:00 @ 21,727.85 | 2022-08-26 06:00 @ 21,399.38 | 22h | $34.99 | +1.42% | signal |
| 68 | long | 2022-08-26 20:00 @ 20,639.63 | 2022-08-27 14:00 @ 19,757.28 | 18h | −$108.16 | -4.36% | stop loss |
| 69 | long | 2022-08-27 16:00 @ 19,969.99 | 2022-08-30 06:00 @ 20,399.92 | 2d 14h | $51.42 | +2.10% | signal |
| 70 | long | 2022-09-06 18:00 @ 19,092.02 | 2022-09-09 04:00 @ 19,932.01 | 2d 10h | $105.86 | +4.30% | signal |
| 71 | long | 2022-09-18 22:00 @ 19,455.19 | 2022-09-19 02:00 @ 18,833.10 | 4h | −$82.19 | -3.30% | stop loss |
| 72 | long | 2022-09-19 04:00 @ 18,769.95 | 2022-09-21 18:00 @ 19,835.43 | 2d 14h | $137.27 | +5.56% | signal |
| 73 | short | 2022-09-27 02:00 @ 19,754.75 | 2022-09-27 18:00 @ 18,950.79 | 16h | $99.94 | +3.99% | signal |
| 74 | long | 2022-10-03 00:00 @ 19,053.11 | 2022-10-03 16:00 @ 19,326.13 | 16h | $33.39 | +1.32% | signal |
| 75 | short | 2022-10-04 08:00 @ 19,953.01 | 2022-10-07 08:00 @ 19,920.68 | 3d | $3.88 | +0.15% | signal |
| 76 | long | 2022-10-07 18:00 @ 19,415.88 | 2022-10-13 10:00 @ 18,798.29 | 5d 16h | −$86.32 | -3.40% | stop loss |
| 77 | long | 2022-10-13 12:00 @ 18,748.75 | 2022-10-13 12:00 @ 18,113.55 | 0m | −$87.76 | -3.49% | stop loss |
| 78 | short | 2022-10-23 18:00 @ 19,464.81 | 2022-10-25 14:00 @ 19,760.55 | 1d 20h | −$39.54 | -1.58% | stop loss |
| 79 | short | 2022-10-25 16:00 @ 19,736.35 | 2022-10-25 18:00 @ 20,219.18 | 2h | −$63.32 | -2.55% | stop loss |
| 80 | long | 2022-11-02 20:00 @ 20,245.25 | 2022-11-04 06:00 @ 20,427.71 | 1d 10h | $19.42 | +0.79% | signal |
| 81 | short | 2022-11-04 14:00 @ 20,745.75 | 2022-11-05 00:00 @ 21,354.00 | 10h | −$74.78 | -3.02% | stop loss |
| 82 | short | 2022-11-05 04:00 @ 21,432.11 | 2022-11-07 06:00 @ 20,855.67 | 2d 2h | $64.73 | +2.64% | signal |
| 83 | long | 2022-11-14 06:00 @ 15,858.07 | 2022-11-15 04:00 @ 16,805.64 | 22h | $145.68 | +5.89% | signal |
| 84 | long | 2022-11-20 22:00 @ 16,280.66 | 2022-11-21 02:00 @ 15,897.76 | 4h | −$61.67 | -2.46% | stop loss |
| 85 | long | 2022-11-21 04:00 @ 16,070.51 | 2022-11-21 18:00 @ 15,614.20 | 14h | −$73.27 | -2.94% | stop loss |
| 86 | long | 2022-11-21 20:00 @ 15,715.94 | 2022-11-23 04:00 @ 16,574.58 | 1d 8h | $132.36 | +5.35% | signal |
| 87 | long | 2022-11-28 02:00 @ 16,138.33 | 2022-11-29 06:00 @ 16,473.60 | 1d 4h | $49.43 | +1.97% | signal |
| 88 | short | 2022-11-30 02:00 @ 16,871.53 | 2022-12-01 12:00 @ 17,338.84 | 1d 10h | −$72.12 | -2.86% | stop loss |
| 89 | short | 2022-12-05 02:00 @ 17,253.45 | 2022-12-05 20:00 @ 16,922.88 | 18h | $45.47 | +1.82% | signal |
| 90 | long | 2022-12-07 08:00 @ 16,758.75 | 2022-12-08 20:00 @ 17,238.45 | 1d 12h | $69.33 | +2.76% | signal |
| 91 | short | 2022-12-13 10:00 @ 17,427.21 | 2022-12-13 12:00 @ 17,726.86 | 2h | −$46.07 | -1.82% | stop loss |
| 92 | short | 2022-12-20 16:00 @ 16,907.42 | 2022-12-22 16:00 @ 16,634.83 | 2d | $38.96 | +1.55% | signal |
| 93 | short | 2022-12-27 00:00 @ 16,909.42 | 2022-12-27 12:00 @ 16,826.96 | 12h | $10.06 | +0.40% | signal |
| 94 | long | 2022-12-27 18:00 @ 16,676.33 | 2022-12-28 20:00 @ 16,464.55 | 1d 2h | −$35.07 | -1.39% | stop loss |
| 95 | long | 2022-12-28 22:00 @ 16,524.30 | 2023-01-01 18:00 @ 16,569.79 | 3d 20h | $1.73 | +0.07% | signal |
| 96 | short | 2023-01-02 04:00 @ 16,651.37 | 2023-01-04 02:00 @ 16,824.56 | 1d 22h | −$28.10 | -1.11% | stop loss |
| 97 | short | 2023-01-04 04:00 @ 16,852.53 | 2023-01-06 12:00 @ 16,734.85 | 2d 8h | $16.01 | +0.64% | signal |
| 98 | short | 2023-01-06 20:00 @ 16,929.31 | 2023-01-08 22:00 @ 17,175.73 | 2d 2h | −$38.31 | -1.52% | stop loss |
| 99 | short | 2023-01-09 00:00 @ 17,121.18 | 2023-01-09 14:00 @ 17,320.51 | 14h | −$31.63 | -1.26% | stop loss |
| 100 | short | 2023-01-09 16:00 @ 17,256.95 | 2023-01-10 20:00 @ 17,483.70 | 1d 4h | −$35.00 | -1.40% | stop loss |
| 101 | short | 2023-01-20 20:00 @ 21,489.80 | 2023-01-20 20:00 @ 22,264.18 | 0m | −$92.41 | -3.71% | stop loss |
| 102 | short | 2023-01-20 22:00 @ 22,305.44 | 2023-01-21 08:00 @ 23,119.30 | 10h | −$92.16 | -3.73% | stop loss |
| 103 | short | 2023-01-21 10:00 @ 23,022.99 | 2023-01-25 00:00 @ 22,632.03 | 3d 14h | $41.58 | +1.70% | signal |
| 104 | long | 2023-01-25 02:00 @ 22,491.90 | 2023-01-25 22:00 @ 23,588.58 | 20h | $116.85 | +4.75% | signal |
| 105 | short | 2023-01-29 12:00 @ 23,425.31 | 2023-01-30 12:00 @ 23,079.82 | 1d | $34.97 | +1.41% | signal |
| 106 | short | 2023-02-02 02:00 @ 23,953.81 | 2023-02-03 20:00 @ 23,312.86 | 1d 18h | $65.56 | +2.63% | signal |
| 107 | long | 2023-02-05 18:00 @ 22,853.07 | 2023-02-07 18:00 @ 23,273.24 | 2d | $42.14 | +1.68% | signal |
| 108 | long | 2023-02-09 04:00 @ 22,516.10 | 2023-02-09 18:00 @ 21,879.26 | 14h | −$74.36 | -2.95% | stop loss |
| 109 | long | 2023-02-10 04:00 @ 21,821.86 | 2023-02-14 00:00 @ 21,761.75 | 3d 20h | −$11.26 | -0.45% | signal |
| 110 | short | 2023-02-14 16:00 @ 22,028.99 | 2023-02-15 12:00 @ 22,670.67 | 20h | −$75.06 | -3.00% | stop loss |
| 111 | short | 2023-02-15 14:00 @ 22,682.56 | 2023-02-15 18:00 @ 23,311.72 | 4h | −$71.16 | -2.87% | stop loss |
| 112 | long | 2023-02-21 22:00 @ 24,200.14 | 2023-02-24 16:00 @ 23,280.39 | 2d 18h | −$97.63 | -3.96% | stop loss |
| 113 | long | 2023-02-24 18:00 @ 23,057.51 | 2023-02-26 22:00 @ 23,543.59 | 2d 4h | $48.53 | +1.99% | signal |
| 114 | short | 2023-03-01 06:00 @ 23,681.36 | 2023-03-01 20:00 @ 23,347.47 | 14h | $32.64 | +1.33% | signal |
| 115 | long | 2023-03-03 08:00 @ 22,352.27 | 2023-03-06 16:00 @ 22,539.09 | 3d 8h | $17.66 | +0.72% | signal |
| 116 | long | 2023-03-07 20:00 @ 22,122.92 | 2023-03-08 22:00 @ 21,632.95 | 1d 2h | −$57.45 | -2.33% | stop loss |
| 117 | long | 2023-03-09 00:00 @ 21,699.64 | 2023-03-09 18:00 @ 21,109.65 | 18h | −$69.79 | -2.85% | stop loss |
| 118 | long | 2023-03-09 20:00 @ 20,849.77 | 2023-03-09 20:00 @ 20,046.94 | 0m | −$96.09 | -3.95% | stop loss |
| 119 | short | 2023-03-17 18:00 @ 26,476.70 | 2023-03-19 16:00 @ 27,932.45 | 1d 22h | −$133.47 | -5.54% | stop loss |
| 120 | short | 2023-03-22 16:00 @ 28,580.38 | 2023-03-22 20:00 @ 26,658.63 | 4h | $157.61 | +6.63% | signal |
| 121 | long | 2023-03-27 16:00 @ 26,892.68 | 2023-03-29 06:00 @ 27,527.19 | 1d 14h | $54.24 | +2.25% | signal |
| 122 | short | 2023-03-29 10:00 @ 28,306.24 | 2023-03-31 08:00 @ 27,738.85 | 1d 22h | $46.80 | +1.93% | signal |
| 123 | long | 2023-04-03 02:00 @ 27,702.24 | 2023-04-03 10:00 @ 28,312.74 | 8h | $51.35 | +2.10% | signal |
| 124 | short | 2023-04-09 22:00 @ 28,417.52 | 2023-04-10 16:00 @ 28,931.68 | 18h | −$46.23 | -1.88% | stop loss |
| 125 | short | 2023-04-10 18:00 @ 29,148.07 | 2023-04-10 22:00 @ 29,826.37 | 4h | −$59.30 | -2.43% | stop loss |
| 126 | short | 2023-04-11 00:00 @ 29,617.18 | 2023-04-11 18:00 @ 30,501.34 | 18h | −$74.19 | -3.06% | stop loss |
| 127 | long | 2023-04-17 08:00 @ 29,837.17 | 2023-04-17 12:00 @ 29,269.42 | 4h | −$48.40 | -2.01% | stop loss |
| 128 | long | 2023-04-17 14:00 @ 29,396.88 | 2023-04-18 12:00 @ 30,363.63 | 22h | $76.04 | +3.17% | signal |
| 129 | short | 2023-04-25 22:00 @ 28,243.75 | 2023-04-26 10:00 @ 29,099.57 | 12h | −$75.50 | -3.13% | stop loss |
| 130 | short | 2023-04-26 12:00 @ 28,934.91 | 2023-04-26 12:00 @ 29,992.00 | 0m | −$90.00 | -3.76% | stop loss |
| 131 | long | 2023-05-01 02:00 @ 28,493.90 | 2023-05-03 22:00 @ 28,909.32 | 2d 20h | $31.70 | +1.34% | signal |
| 132 | long | 2023-05-08 00:00 @ 28,425.18 | 2023-05-08 08:00 @ 27,604.95 | 8h | −$71.12 | -2.99% | stop loss |
| 133 | long | 2023-05-08 10:00 @ 27,905.58 | 2023-05-10 14:00 @ 28,148.17 | 2d 4h | $17.60 | +0.74% | signal |
| 134 | long | 2023-05-11 20:00 @ 26,836.87 | 2023-05-12 18:00 @ 25,831.71 | 22h | −$91.29 | -3.85% | stop loss |
| 135 | short | 2023-05-15 18:00 @ 27,487.60 | 2023-05-16 20:00 @ 26,923.28 | 1d 2h | $46.25 | +1.97% | signal |
| 136 | long | 2023-05-18 18:00 @ 26,480.40 | 2023-05-20 18:00 @ 27,124.47 | 2d | $54.53 | +2.31% | signal |
| 137 | short | 2023-05-23 04:00 @ 27,349.23 | 2023-05-24 04:00 @ 26,775.35 | 1d | $48.12 | +2.03% | signal |
| 138 | long | 2023-05-24 14:00 @ 26,437.29 | 2023-05-26 16:00 @ 26,732.15 | 2d 2h | $23.00 | +0.97% | signal |
| 139 | short | 2023-05-28 02:00 @ 27,074.68 | 2023-05-28 18:00 @ 27,569.43 | 16h | −$45.59 | -1.91% | stop loss |
| 140 | short | 2023-05-28 20:00 @ 27,513.00 | 2023-05-28 22:00 @ 28,132.69 | 2h | −$55.96 | -2.35% | stop loss |
| 141 | long | 2023-06-05 14:00 @ 26,720.24 | 2023-06-05 14:00 @ 26,112.21 | 0m | −$56.12 | -2.37% | stop loss |
| 142 | long | 2023-06-05 16:00 @ 25,997.10 | 2023-06-06 20:00 @ 27,067.89 | 1d 4h | $94.33 | +4.01% | signal |
| 143 | long | 2023-06-10 06:00 @ 25,509.50 | 2023-06-13 04:00 @ 26,049.49 | 2d 22h | $46.75 | +1.97% | signal |
| 144 | long | 2023-06-14 22:00 @ 25,109.82 | 2023-06-16 16:00 @ 25,827.23 | 1d 18h | $65.38 | +2.74% | signal |
| 145 | short | 2023-06-17 06:00 @ 26,674.26 | 2023-06-20 16:00 @ 27,456.23 | 3d 10h | −$71.53 | -2.98% | stop loss |
| 146 | short | 2023-06-30 12:00 @ 30,891.52 | 2023-06-30 14:00 @ 30,124.12 | 2h | $56.85 | +2.39% | signal |
| 147 | short | 2023-07-03 16:00 @ 31,061.79 | 2023-07-05 10:00 @ 30,675.03 | 1d 18h | $28.90 | +1.21% | signal |
| 148 | short | 2023-07-10 20:00 @ 30,818.34 | 2023-07-12 20:00 @ 30,274.15 | 2d | $40.99 | +1.70% | signal |
| 149 | short | 2023-07-13 16:00 @ 30,909.32 | 2023-07-13 18:00 @ 31,671.84 | 2h | −$62.01 | -2.57% | stop loss |
| 150 | long | 2023-07-18 20:00 @ 29,714.14 | 2023-07-20 06:00 @ 30,106.18 | 1d 10h | $28.62 | +1.19% | signal |
| 151 | long | 2023-07-24 20:00 @ 29,112.62 | 2023-07-27 06:00 @ 29,440.11 | 2d 10h | $23.39 | +0.97% | signal |
| 152 | long | 2023-08-01 04:00 @ 28,825.86 | 2023-08-01 20:00 @ 29,257.65 | 16h | $33.30 | +1.38% | signal |
| 153 | long | 2023-08-07 16:00 @ 28,858.97 | 2023-08-07 20:00 @ 29,139.07 | 4h | $20.82 | +0.86% | signal |
| 154 | short | 2023-08-08 12:00 @ 29,422.21 | 2023-08-08 16:00 @ 29,848.67 | 4h | −$37.46 | -1.54% | stop loss |
| 155 | short | 2023-08-08 18:00 @ 29,788.64 | 2023-08-11 04:00 @ 29,406.58 | 2d 10h | $30.15 | +1.25% | signal |
| 156 | long | 2023-08-14 02:00 @ 29,262.25 | 2023-08-14 06:00 @ 29,430.01 | 4h | $11.47 | +0.47% | signal |
| 157 | short | 2023-08-14 16:00 @ 29,586.88 | 2023-08-14 20:00 @ 29,359.57 | 4h | $16.47 | +0.68% | signal |
| 158 | long | 2023-08-15 20:00 @ 29,178.23 | 2023-08-16 20:00 @ 28,824.30 | 1d | −$32.64 | -1.34% | stop loss |
| 159 | long | 2023-08-16 22:00 @ 28,929.78 | 2023-08-17 00:00 @ 28,490.22 | 2h | −$39.46 | -1.63% | stop loss |
| 160 | long | 2023-08-22 18:00 @ 25,829.66 | 2023-08-22 20:00 @ 25,361.84 | 2h | −$46.10 | -1.91% | stop loss |
| 161 | long | 2023-08-22 22:00 @ 25,657.53 | 2023-08-23 00:00 @ 26,039.29 | 2h | $33.31 | +1.39% | signal |
| 162 | short | 2023-08-23 18:00 @ 26,521.69 | 2023-08-24 16:00 @ 25,992.50 | 22h | $45.69 | +1.90% | signal |
| 163 | long | 2023-09-06 16:00 @ 25,581.42 | 2023-09-06 18:00 @ 25,840.43 | 2h | $22.03 | +0.91% | signal |
| 164 | short | 2023-09-07 22:00 @ 26,144.37 | 2023-09-08 18:00 @ 25,820.06 | 20h | $27.63 | +1.14% | signal |
| 165 | short | 2023-09-18 10:00 @ 26,853.13 | 2023-09-18 12:00 @ 27,329.75 | 2h | −$45.65 | -1.88% | stop loss |
| 166 | short | 2023-09-18 14:00 @ 27,234.85 | 2023-09-21 10:00 @ 26,743.85 | 2d 20h | $41.00 | +1.69% | signal |
| 167 | long | 2023-09-25 00:00 @ 26,237.65 | 2023-09-27 10:00 @ 26,378.02 | 2d 10h | $9.95 | +0.41% | signal |
| 168 | short | 2023-09-27 12:00 @ 26,750.35 | 2023-09-27 16:00 @ 26,298.66 | 4h | $38.70 | +1.59% | signal |
| 169 | short | 2023-10-06 20:00 @ 27,933.51 | 2023-10-09 10:00 @ 27,536.51 | 2d 14h | $32.83 | +1.34% | signal |
| 170 | long | 2023-10-10 14:00 @ 27,390.38 | 2023-10-11 14:00 @ 26,902.37 | 1d | −$46.60 | -1.90% | stop loss |
| 171 | long | 2023-10-11 16:00 @ 26,774.55 | 2023-10-14 16:00 @ 26,922.51 | 3d | $10.18 | +0.42% | signal |
| 172 | short | 2023-10-15 20:00 @ 27,024.69 | 2023-10-15 20:00 @ 27,396.58 | 0m | −$36.09 | -1.48% | stop loss |
| 173 | short | 2023-10-15 22:00 @ 27,158.97 | 2023-10-16 04:00 @ 27,562.32 | 6h | −$38.60 | -1.59% | stop loss |
| 174 | short | 2023-10-23 04:00 @ 30,717.76 | 2023-10-23 20:00 @ 31,643.55 | 16h | −$75.31 | -3.11% | stop loss |
| 175 | short | 2023-10-30 12:00 @ 34,620.87 | 2023-10-31 08:00 @ 34,158.73 | 20h | $30.21 | +1.26% | signal |
| 176 | short | 2023-11-01 22:00 @ 35,402.22 | 2023-11-03 02:00 @ 34,597.32 | 1d 4h | $53.45 | +2.21% | signal |
| 177 | short | 2023-11-07 20:00 @ 35,466.41 | 2023-11-09 02:00 @ 36,398.67 | 1d 6h | −$65.29 | -2.69% | stop loss |
| 178 | long | 2023-11-13 22:00 @ 36,511.20 | 2023-11-14 18:00 @ 35,632.32 | 20h | −$61.58 | -2.55% | stop loss |
| 179 | long | 2023-11-15 04:00 @ 35,415.58 | 2023-11-15 20:00 @ 37,519.89 | 16h | $139.39 | +5.82% | signal |
| 180 | short | 2023-11-20 16:00 @ 37,467.51 | 2023-11-21 22:00 @ 36,847.37 | 1d 6h | $38.79 | +1.60% | signal |
| 181 | short | 2023-11-24 16:00 @ 38,209.66 | 2023-11-26 14:00 @ 37,507.40 | 1d 22h | $43.88 | +1.80% | signal |
| 182 | long | 2023-11-27 12:00 @ 37,030.70 | 2023-11-28 16:00 @ 37,494.60 | 1d 4h | $27.50 | +1.12% | signal |
| 183 | short | 2023-11-28 18:00 @ 38,194.76 | 2023-12-02 18:00 @ 39,157.04 | 4d | −$61.58 | -2.51% | stop loss |
| 184 | short | 2023-12-02 20:00 @ 39,408.52 | 2023-12-03 22:00 @ 40,296.04 | 1d 2h | −$56.75 | -2.32% | stop loss |
| 185 | long | 2023-12-11 16:00 @ 41,832.96 | 2023-12-11 18:00 @ 40,307.27 | 2h | −$91.19 | -3.76% | stop loss |
| 186 | long | 2023-12-12 18:00 @ 40,742.65 | 2023-12-13 20:00 @ 42,738.15 | 1d 2h | $114.51 | +4.76% | signal |
| 187 | long | 2023-12-18 00:00 @ 41,404.88 | 2023-12-18 22:00 @ 42,634.47 | 22h | $68.88 | +2.83% | signal |
| 188 | short | 2023-12-19 02:00 @ 43,337.43 | 2023-12-19 18:00 @ 41,890.18 | 16h | $79.94 | +3.26% | signal |
| 189 | short | 2023-12-20 14:00 @ 43,808.04 | 2023-12-24 06:00 @ 43,536.71 | 3d 16h | $18.74 | +0.76% | signal |
| 190 | long | 2023-12-25 00:00 @ 43,017.00 | 2023-12-25 14:00 @ 43,705.26 | 14h | $36.62 | +1.48% | signal |
| 191 | long | 2023-12-26 06:00 @ 42,801.56 | 2023-12-26 16:00 @ 41,821.47 | 10h | −$60.67 | -2.44% | stop loss |
| 192 | long | 2023-12-26 18:00 @ 42,057.51 | 2023-12-27 22:00 @ 43,379.42 | 1d 4h | $72.67 | +2.94% | signal |
| 193 | long | 2023-12-30 10:00 @ 41,733.45 | 2023-12-31 10:00 @ 42,774.04 | 1d | $56.98 | +2.29% | signal |
| 194 | short | 2024-01-01 20:00 @ 43,547.49 | 2024-01-02 00:00 @ 44,570.24 | 4h | −$59.61 | -2.38% | stop loss |
| 195 | short | 2024-01-08 12:00 @ 44,628.27 | 2024-01-08 18:00 @ 46,150.37 | 6h | −$87.12 | -3.50% | stop loss |
| 196 | short | 2024-01-08 20:00 @ 46,997.70 | 2024-01-11 14:00 @ 48,885.44 | 2d 18h | −$99.62 | -4.04% | stop loss |
| 197 | long | 2024-01-13 08:00 @ 43,110.72 | 2024-01-16 16:00 @ 43,242.35 | 3d 8h | $2.59 | +0.11% | signal |
| 198 | short | 2024-01-16 22:00 @ 43,418.71 | 2024-01-17 06:00 @ 42,787.16 | 8h | $33.33 | +1.37% | signal |
| 199 | long | 2024-01-18 18:00 @ 41,822.26 | 2024-01-19 16:00 @ 40,453.04 | 22h | −$83.34 | -3.40% | stop loss |
| 200 | long | 2024-01-22 18:00 @ 40,723.04 | 2024-01-23 08:00 @ 39,391.79 | 14h | −$82.27 | -3.39% | 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.