[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2024-01-23 14:00 @ 38,865.67 | 2024-01-26 04:00 @ 40,049.09 | 2d 14h | $68.92 | +2.86% | signal |
| 202 | short | 2024-01-26 12:00 @ 41,263.65 | 2024-01-28 04:00 @ 42,555.06 | 1d 16h | −$77.22 | -3.18% | stop loss |
| 203 | long | 2024-02-05 22:00 @ 42,376.97 | 2024-02-06 10:00 @ 42,971.50 | 12h | $30.93 | +1.29% | signal |
| 204 | short | 2024-02-07 18:00 @ 43,479.90 | 2024-02-08 00:00 @ 44,494.25 | 6h | −$58.52 | -2.42% | stop loss |
| 205 | short | 2024-02-08 02:00 @ 44,619.77 | 2024-02-09 02:00 @ 45,704.89 | 1d | −$60.49 | -2.52% | stop loss |
| 206 | short | 2024-02-09 04:00 @ 46,037.29 | 2024-02-09 10:00 @ 47,255.83 | 6h | −$65.29 | -2.74% | stop loss |
| 207 | short | 2024-02-20 14:00 @ 52,879.32 | 2024-02-20 16:00 @ 51,723.04 | 2h | $49.44 | +2.09% | signal |
| 208 | long | 2024-02-21 10:00 @ 51,125.52 | 2024-02-22 00:00 @ 51,867.52 | 14h | $31.91 | +1.34% | signal |
| 209 | short | 2024-02-26 16:00 @ 52,861.63 | 2024-02-26 18:00 @ 54,210.78 | 2h | −$62.72 | -2.63% | stop loss |
| 210 | short | 2024-02-26 20:00 @ 54,520.29 | 2024-02-27 02:00 @ 56,082.53 | 6h | −$69.61 | -2.93% | stop loss |
| 211 | short | 2024-03-04 00:00 @ 63,165.86 | 2024-03-04 08:00 @ 65,174.66 | 8h | −$74.85 | -3.18% | stop loss |
| 212 | short | 2024-03-04 10:00 @ 65,370.72 | 2024-03-04 16:00 @ 67,643.01 | 6h | −$82.08 | -3.51% | stop loss |
| 213 | short | 2024-03-04 18:00 @ 66,922.61 | 2024-03-05 20:00 @ 61,509.60 | 1d 2h | $190.19 | +8.21% | signal |
| 214 | short | 2024-03-10 08:00 @ 69,416.01 | 2024-03-11 06:00 @ 71,412.41 | 22h | −$66.75 | -2.82% | stop loss |
| 215 | short | 2024-03-11 08:00 @ 71,209.66 | 2024-03-14 06:00 @ 73,810.01 | 2d 22h | −$77.36 | -3.30% | stop loss |
| 216 | long | 2024-03-19 06:00 @ 65,278.85 | 2024-03-20 04:00 @ 61,518.34 | 22h | −$137.92 | -5.93% | stop loss |
| 217 | short | 2024-03-25 14:00 @ 68,032.99 | 2024-03-25 18:00 @ 70,959.00 | 4h | −$100.28 | -4.37% | stop loss |
| 218 | short | 2024-03-25 20:00 @ 71,005.40 | 2024-03-29 08:00 @ 69,869.57 | 3d 12h | $40.10 | +1.77% | signal |
| 219 | short | 2024-04-01 00:00 @ 71,348.73 | 2024-04-01 06:00 @ 69,226.04 | 6h | $67.12 | +2.95% | signal |
| 220 | long | 2024-04-01 16:00 @ 68,294.56 | 2024-04-02 02:00 @ 66,246.05 | 10h | −$71.99 | -3.14% | stop loss |
| 221 | long | 2024-04-02 04:00 @ 66,747.45 | 2024-04-04 16:00 @ 67,618.17 | 2d 12h | $25.69 | +1.13% | signal |
| 222 | short | 2024-04-07 02:00 @ 69,526.49 | 2024-04-08 08:00 @ 71,595.54 | 1d 6h | −$69.35 | -3.04% | stop loss |
| 223 | short | 2024-04-08 10:00 @ 72,248.75 | 2024-04-09 16:00 @ 69,336.66 | 1d 6h | $90.83 | +4.01% | signal |
| 224 | long | 2024-04-12 18:00 @ 68,204.94 | 2024-04-13 18:00 @ 65,069.29 | 1d | −$108.13 | -4.72% | stop loss |
| 225 | long | 2024-04-17 16:00 @ 60,286.05 | 2024-04-18 16:00 @ 63,461.21 | 1d | $116.35 | +5.14% | signal |
| 226 | long | 2024-04-24 20:00 @ 63,973.59 | 2024-04-29 12:00 @ 61,815.42 | 4d 16h | −$80.67 | -3.52% | stop loss |
| 227 | long | 2024-04-29 14:00 @ 62,002.50 | 2024-04-30 00:00 @ 63,829.63 | 10h | $64.45 | +2.84% | signal |
| 228 | long | 2024-04-30 10:00 @ 61,671.23 | 2024-04-30 18:00 @ 59,459.66 | 8h | −$84.47 | -3.69% | stop loss |
| 229 | short | 2024-05-04 12:00 @ 63,837.23 | 2024-05-07 14:00 @ 63,204.14 | 3d 2h | $20.95 | +0.92% | signal |
| 230 | long | 2024-05-08 00:00 @ 62,308.46 | 2024-05-10 00:00 @ 63,037.39 | 2d | $23.47 | +1.03% | signal |
| 231 | long | 2024-05-10 16:00 @ 60,905.88 | 2024-05-12 18:00 @ 61,572.68 | 2d 2h | $21.71 | +0.95% | signal |
| 232 | short | 2024-05-15 14:00 @ 64,093.78 | 2024-05-15 18:00 @ 66,295.65 | 4h | −$80.67 | -3.53% | stop loss |
| 233 | short | 2024-05-15 22:00 @ 65,822.33 | 2024-05-19 20:00 @ 66,016.10 | 3d 22h | −$8.08 | -0.36% | signal |
| 234 | short | 2024-05-20 18:00 @ 68,280.94 | 2024-05-20 20:00 @ 70,261.38 | 2h | −$67.84 | -3.00% | stop loss |
| 235 | short | 2024-05-27 16:00 @ 70,407.32 | 2024-05-28 02:00 @ 68,654.43 | 10h | $54.07 | +2.41% | signal |
| 236 | long | 2024-05-28 18:00 @ 67,825.96 | 2024-05-29 04:00 @ 68,848.23 | 10h | $31.51 | +1.40% | signal |
| 237 | long | 2024-05-29 16:00 @ 67,434.48 | 2024-05-30 14:00 @ 68,640.87 | 22h | $37.48 | +1.66% | signal |
| 238 | short | 2024-06-03 08:00 @ 68,936.21 | 2024-06-03 12:00 @ 70,314.52 | 4h | −$47.44 | -2.09% | stop loss |
| 239 | short | 2024-06-03 14:00 @ 69,816.13 | 2024-06-05 14:00 @ 71,588.22 | 2d | −$58.15 | -2.57% | stop loss |
| 240 | short | 2024-06-05 16:00 @ 71,610.87 | 2024-06-07 18:00 @ 69,847.97 | 2d 2h | $54.79 | +2.44% | signal |
| 241 | long | 2024-06-11 06:00 @ 67,943.89 | 2024-06-11 14:00 @ 66,422.41 | 8h | −$53.09 | -2.35% | stop loss |
| 242 | long | 2024-06-11 16:00 @ 66,279.25 | 2024-06-12 14:00 @ 69,311.14 | 22h | $99.84 | +4.44% | signal |
| 243 | long | 2024-06-17 14:00 @ 65,193.64 | 2024-06-17 18:00 @ 66,573.88 | 4h | $45.59 | +2.01% | signal |
| 244 | long | 2024-06-18 14:00 @ 64,833.66 | 2024-06-20 08:00 @ 65,818.13 | 1d 18h | $31.67 | +1.39% | signal |
| 245 | long | 2024-06-21 10:00 @ 64,091.42 | 2024-06-24 04:00 @ 62,466.21 | 2d 18h | −$61.77 | -2.70% | stop loss |
| 246 | long | 2024-06-24 06:00 @ 62,308.86 | 2024-06-24 08:00 @ 61,200.24 | 2h | −$42.99 | -1.89% | stop loss |
| 247 | long | 2024-06-24 10:00 @ 61,382.37 | 2024-06-24 18:00 @ 59,778.27 | 8h | −$61.62 | -2.72% | stop loss |
| 248 | short | 2024-07-01 00:00 @ 62,753.55 | 2024-07-02 22:00 @ 61,964.99 | 1d 22h | $27.40 | +1.22% | signal |
| 249 | long | 2024-07-03 20:00 @ 59,673.13 | 2024-07-04 02:00 @ 57,734.26 | 6h | −$75.79 | -3.36% | stop loss |
| 250 | short | 2024-07-10 06:00 @ 58,939.71 | 2024-07-12 00:00 @ 57,327.16 | 1d 18h | $60.02 | +2.68% | signal |
| 251 | short | 2024-07-14 00:00 @ 59,162.07 | 2024-07-14 20:00 @ 60,931.14 | 20h | −$69.19 | -3.07% | stop loss |
| 252 | short | 2024-07-14 22:00 @ 61,247.85 | 2024-07-15 06:00 @ 63,088.40 | 8h | −$69.36 | -3.10% | stop loss |
| 253 | short | 2024-07-15 08:00 @ 62,803.54 | 2024-07-15 22:00 @ 64,856.89 | 14h | −$74.74 | -3.37% | stop loss |
| 254 | short | 2024-07-16 00:00 @ 64,667.66 | 2024-07-18 16:00 @ 63,512.80 | 2d 16h | $37.31 | +1.70% | signal |
| 255 | short | 2024-07-19 18:00 @ 66,697.86 | 2024-07-23 06:00 @ 66,413.28 | 3d 12h | $7.68 | +0.35% | signal |
| 256 | long | 2024-07-23 20:00 @ 65,529.30 | 2024-07-26 02:00 @ 66,388.82 | 2d 6h | $25.23 | +1.14% | signal |
| 257 | short | 2024-07-27 14:00 @ 69,192.06 | 2024-07-29 18:00 @ 66,994.10 | 2d 4h | $69.42 | +3.13% | signal |
| 258 | long | 2024-07-30 02:00 @ 66,189.74 | 2024-08-01 02:00 @ 63,798.80 | 2d | −$83.67 | -3.74% | stop loss |
| 259 | long | 2024-08-01 04:00 @ 63,925.48 | 2024-08-02 20:00 @ 61,790.05 | 1d 16h | −$77.24 | -3.49% | stop loss |
| 260 | long | 2024-08-03 16:00 @ 60,869.97 | 2024-08-04 16:00 @ 58,262.45 | 1d | −$96.80 | -4.41% | stop loss |
| 261 | long | 2024-08-04 18:00 @ 57,853.67 | 2024-08-05 00:00 @ 54,979.42 | 6h | −$110.16 | -5.08% | stop loss |
| 262 | short | 2024-08-08 22:00 @ 61,142.57 | 2024-08-11 20:00 @ 59,610.02 | 2d 22h | $51.77 | +2.42% | signal |
| 263 | long | 2024-08-15 20:00 @ 57,013.90 | 2024-08-16 18:00 @ 59,172.36 | 22h | $79.84 | +3.70% | signal |
| 264 | short | 2024-08-20 02:00 @ 60,403.32 | 2024-08-20 16:00 @ 58,795.46 | 14h | $55.80 | +2.56% | signal |
| 265 | short | 2024-08-21 20:00 @ 61,525.79 | 2024-08-23 20:00 @ 63,849.07 | 2d | −$85.21 | -3.89% | stop loss |
| 266 | short | 2024-08-24 04:00 @ 63,787.24 | 2024-08-26 22:00 @ 63,127.92 | 2d 18h | $20.52 | +0.95% | signal |
| 267 | long | 2024-08-27 16:00 @ 61,685.73 | 2024-08-27 20:00 @ 60,115.25 | 4h | −$57.66 | -2.65% | stop loss |
| 268 | long | 2024-08-27 22:00 @ 60,391.68 | 2024-08-27 22:00 @ 58,052.44 | 0m | −$85.75 | -3.97% | stop loss |
| 269 | long | 2024-08-28 04:00 @ 59,609.22 | 2024-09-01 14:00 @ 57,450.51 | 4d 10h | −$79.84 | -3.73% | stop loss |
| 270 | long | 2024-09-02 00:00 @ 57,279.55 | 2024-09-02 22:00 @ 59,005.20 | 22h | $61.73 | +2.91% | signal |
| 271 | long | 2024-09-04 02:00 @ 56,762.25 | 2024-09-06 14:00 @ 54,710.77 | 2d 12h | −$79.53 | -3.73% | stop loss |
| 272 | short | 2024-09-09 20:00 @ 57,048.69 | 2024-09-13 14:00 @ 59,200.76 | 3d 18h | −$82.58 | -3.91% | stop loss |
| 273 | short | 2024-09-13 16:00 @ 59,611.68 | 2024-09-16 00:00 @ 59,112.32 | 2d 8h | $15.28 | +0.73% | signal |
| 274 | short | 2024-09-17 16:00 @ 61,098.78 | 2024-09-18 16:00 @ 59,411.98 | 1d | $55.99 | +2.67% | signal |
| 275 | short | 2024-09-19 12:00 @ 62,591.98 | 2024-09-22 22:00 @ 62,762.55 | 3d 10h | −$6.57 | -0.31% | signal |
| 276 | short | 2024-09-23 04:00 @ 64,307.24 | 2024-09-24 02:00 @ 62,921.38 | 22h | $43.55 | +2.06% | signal |
| 277 | short | 2024-09-24 20:00 @ 64,257.15 | 2024-09-25 18:00 @ 63,155.13 | 22h | $34.33 | +1.62% | signal |
| 278 | short | 2024-09-26 16:00 @ 65,186.96 | 2024-09-30 02:00 @ 64,750.85 | 3d 10h | $13.37 | +0.63% | signal |
| 279 | long | 2024-09-30 10:00 @ 63,524.80 | 2024-10-01 14:00 @ 62,181.66 | 1d 4h | −$47.82 | -2.24% | stop loss |
| 280 | long | 2024-10-01 16:00 @ 62,626.32 | 2024-10-01 20:00 @ 60,694.64 | 4h | −$67.68 | -3.19% | stop loss |
| 281 | short | 2024-10-07 02:00 @ 63,782.74 | 2024-10-08 00:00 @ 62,203.04 | 22h | $50.03 | +2.38% | signal |
| 282 | long | 2024-10-09 20:00 @ 61,025.80 | 2024-10-10 18:00 @ 59,286.38 | 22h | −$62.66 | -2.96% | stop loss |
| 283 | long | 2024-10-10 20:00 @ 59,708.84 | 2024-10-11 16:00 @ 62,205.56 | 20h | $85.65 | +4.08% | signal |
| 284 | short | 2024-10-14 04:00 @ 64,267.94 | 2024-10-14 14:00 @ 65,925.01 | 10h | −$56.63 | -2.67% | stop loss |
| 285 | short | 2024-10-14 20:00 @ 65,887.72 | 2024-10-15 12:00 @ 67,659.26 | 16h | −$58.37 | -2.77% | stop loss |
| 286 | short | 2024-10-21 02:00 @ 69,202.96 | 2024-10-21 14:00 @ 67,343.57 | 12h | $54.36 | +2.60% | signal |
| 287 | long | 2024-10-22 10:00 @ 66,954.39 | 2024-10-23 18:00 @ 65,300.63 | 1d 8h | −$54.94 | -2.61% | stop loss |
| 288 | short | 2024-10-28 10:00 @ 68,534.59 | 2024-10-28 18:00 @ 69,822.18 | 8h | −$41.23 | -1.97% | stop loss |
| 289 | short | 2024-10-28 20:00 @ 69,636.07 | 2024-10-29 02:00 @ 71,182.03 | 6h | −$48.11 | -2.31% | stop loss |
| 290 | short | 2024-10-29 04:00 @ 70,913.21 | 2024-10-29 16:00 @ 72,630.35 | 12h | −$51.80 | -2.50% | stop loss |
| 291 | short | 2024-10-29 18:00 @ 72,686.26 | 2024-10-31 16:00 @ 70,652.73 | 1d 22h | $56.54 | +2.75% | signal |
| 292 | long | 2024-11-04 22:00 @ 67,110.52 | 2024-11-05 16:00 @ 69,601.28 | 18h | $74.34 | +3.59% | signal |
| 293 | short | 2024-11-10 06:00 @ 79,174.86 | 2024-11-10 22:00 @ 81,362.49 | 16h | −$59.02 | -2.82% | stop loss |
| 294 | short | 2024-11-19 16:00 @ 92,437.01 | 2024-11-21 02:00 @ 95,974.07 | 1d 10h | −$80.30 | -3.87% | stop loss |
| 295 | short | 2024-11-21 04:00 @ 95,770.94 | 2024-11-22 02:00 @ 99,328.73 | 22h | −$77.80 | -3.79% | stop loss |
| 296 | long | 2024-11-25 16:00 @ 96,059.61 | 2024-11-25 22:00 @ 92,847.87 | 6h | −$70.56 | -3.47% | stop loss |
| 297 | long | 2024-11-26 00:00 @ 93,082.61 | 2024-11-27 18:00 @ 96,264.94 | 1d 18h | $64.34 | +3.19% | signal |
| 298 | short | 2024-11-29 16:00 @ 98,056.68 | 2024-12-02 06:00 @ 96,464.09 | 2d 14h | $33.66 | +1.65% | signal |
| 299 | long | 2024-12-02 18:00 @ 94,669.83 | 2024-12-04 06:00 @ 96,537.89 | 1d 12h | $36.66 | +1.80% | signal |
| 300 | short | 2024-12-05 00:00 @ 98,650.07 | 2024-12-05 02:00 @ 101,960.35 | 2h | −$70.36 | -3.43% | stop loss |
| 301 | long | 2024-12-09 20:00 @ 97,146.23 | 2024-12-11 14:00 @ 98,705.16 | 1d 18h | $29.57 | +1.45% | signal |
| 302 | short | 2024-12-15 18:00 @ 103,103.68 | 2024-12-16 00:00 @ 105,412.10 | 6h | −$47.56 | -2.33% | stop loss |
| 303 | short | 2024-12-16 02:00 @ 105,495.70 | 2024-12-18 06:00 @ 103,550.81 | 2d 4h | $36.57 | +1.80% | signal |
| 304 | long | 2024-12-23 16:00 @ 93,236.34 | 2024-12-24 14:00 @ 96,049.89 | 22h | $58.85 | +2.89% | signal |
| 305 | long | 2024-12-30 14:00 @ 92,677.53 | 2024-12-31 14:00 @ 95,548.29 | 1d | $60.89 | +2.97% | signal |
| 306 | short | 2025-01-02 08:00 @ 95,796.24 | 2025-01-03 16:00 @ 98,373.57 | 1d 8h | −$56.80 | -2.75% | stop loss |
| 307 | short | 2025-01-03 20:00 @ 98,525.89 | 2025-01-06 14:00 @ 100,933.53 | 2d 18h | −$50.91 | -2.48% | stop loss |
| 308 | short | 2025-01-06 16:00 @ 102,084.08 | 2025-01-07 16:00 @ 97,934.98 | 1d | $81.56 | +4.00% | signal |
| 309 | long | 2025-01-13 12:00 @ 90,845.67 | 2025-01-13 22:00 @ 94,141.87 | 10h | $72.69 | +3.53% | signal |
| 310 | short | 2025-01-14 10:00 @ 97,110.47 | 2025-01-15 20:00 @ 100,495.09 | 1d 10h | −$74.01 | -3.56% | stop loss |
| 311 | short | 2025-01-15 22:00 @ 99,608.07 | 2025-01-17 12:00 @ 102,922.21 | 1d 14h | −$70.13 | -3.40% | stop loss |
| 312 | short | 2025-01-17 16:00 @ 103,925.51 | 2025-01-20 00:00 @ 101,331.76 | 2d 8h | $50.23 | +2.46% | signal |
| 313 | long | 2025-01-27 02:00 @ 101,264.25 | 2025-01-27 06:00 @ 98,605.96 | 4h | −$56.02 | -2.72% | stop loss |
| 314 | long | 2025-01-27 08:00 @ 99,016.10 | 2025-01-29 20:00 @ 103,529.89 | 2d 12h | $89.82 | +4.40% | signal |
| 315 | long | 2025-02-02 04:00 @ 99,180.63 | 2025-02-02 22:00 @ 96,305.08 | 18h | −$61.96 | -3.00% | stop loss |
| 316 | long | 2025-02-09 22:00 @ 95,140.02 | 2025-02-10 06:00 @ 96,960.10 | 8h | $37.10 | +1.81% | signal |
| 317 | long | 2025-02-11 20:00 @ 95,007.00 | 2025-02-12 18:00 @ 97,302.24 | 22h | $47.42 | +2.30% | signal |
| 318 | long | 2025-02-17 18:00 @ 95,453.19 | 2025-02-18 18:00 @ 93,685.84 | 1d | −$41.00 | -1.98% | stop loss |
| 319 | long | 2025-02-18 20:00 @ 94,081.01 | 2025-02-19 12:00 @ 96,372.72 | 16h | $47.79 | +2.32% | signal |
| 320 | short | 2025-02-20 18:00 @ 97,895.72 | 2025-02-21 20:00 @ 95,266.45 | 1d 2h | $53.66 | +2.59% | signal |
| 321 | long | 2025-02-24 16:00 @ 94,314.76 | 2025-02-24 22:00 @ 92,227.80 | 6h | −$48.26 | -2.31% | stop loss |
| 322 | long | 2025-03-09 14:00 @ 83,444.49 | 2025-03-09 22:00 @ 80,359.26 | 8h | −$78.91 | -3.81% | stop loss |
| 323 | long | 2025-03-10 00:00 @ 80,706.84 | 2025-03-11 00:00 @ 76,946.98 | 1d | −$97.98 | -4.77% | stop loss |
| 324 | long | 2025-03-18 14:00 @ 81,346.57 | 2025-03-19 10:00 @ 83,474.80 | 20h | $50.84 | +2.51% | signal |
| 325 | short | 2025-03-19 20:00 @ 85,365.52 | 2025-03-21 08:00 @ 83,906.28 | 1d 12h | $33.06 | +1.62% | signal |
| 326 | short | 2025-03-24 04:00 @ 86,485.30 | 2025-03-24 14:00 @ 88,156.11 | 10h | −$41.57 | -2.03% | stop loss |
| 327 | short | 2025-03-24 16:00 @ 88,266.04 | 2025-03-27 12:00 @ 86,918.08 | 2d 20h | $29.09 | +1.43% | signal |
| 328 | long | 2025-03-28 06:00 @ 86,024.50 | 2025-03-28 16:00 @ 83,753.65 | 10h | −$56.22 | -2.75% | stop loss |
| 329 | long | 2025-03-28 18:00 @ 83,989.59 | 2025-03-29 16:00 @ 81,800.54 | 22h | −$55.33 | -2.72% | stop loss |
| 330 | long | 2025-03-29 18:00 @ 82,309.86 | 2025-04-01 08:00 @ 83,398.52 | 2d 14h | $24.28 | +1.20% | signal |
| 331 | short | 2025-04-02 00:00 @ 85,103.98 | 2025-04-02 20:00 @ 87,600.72 | 20h | −$61.45 | -3.03% | stop loss |
| 332 | long | 2025-04-06 18:00 @ 80,782.05 | 2025-04-06 22:00 @ 78,191.25 | 4h | −$66.45 | -3.31% | stop loss |
| 333 | long | 2025-04-07 00:00 @ 78,405.78 | 2025-04-07 06:00 @ 75,267.65 | 6h | −$81.84 | -4.11% | stop loss |
| 334 | short | 2025-04-21 02:00 @ 87,231.45 | 2025-04-22 12:00 @ 88,903.52 | 1d 10h | −$39.54 | -2.00% | stop loss |
| 335 | short | 2025-04-22 14:00 @ 90,162.46 | 2025-04-22 20:00 @ 92,763.25 | 6h | −$58.76 | -2.99% | stop loss |
| 336 | long | 2025-04-30 14:00 @ 92,996.80 | 2025-04-30 22:00 @ 94,364.12 | 8h | $26.76 | +1.37% | signal |
| 337 | short | 2025-05-01 12:00 @ 96,110.77 | 2025-05-04 04:00 @ 95,699.14 | 2d 16h | $5.59 | +0.29% | signal |
| 338 | long | 2025-05-05 00:00 @ 94,249.05 | 2025-05-07 00:00 @ 96,779.54 | 2d | $50.43 | +2.58% | signal |
| 339 | short | 2025-05-07 02:00 @ 97,189.26 | 2025-05-08 08:00 @ 99,561.56 | 1d 6h | −$49.90 | -2.53% | stop loss |
| 340 | short | 2025-05-08 12:00 @ 99,350.03 | 2025-05-08 16:00 @ 101,656.84 | 4h | −$47.30 | -2.42% | stop loss |
| 341 | long | 2025-05-15 08:00 @ 101,754.35 | 2025-05-15 18:00 @ 103,916.91 | 10h | $39.24 | +2.02% | signal |
| 342 | short | 2025-05-18 14:00 @ 104,687.16 | 2025-05-18 22:00 @ 106,485.56 | 8h | −$35.36 | -1.81% | stop loss |
| 343 | short | 2025-05-19 00:00 @ 106,386.22 | 2025-05-19 06:00 @ 103,011.30 | 6h | $59.93 | +3.08% | signal |
| 344 | long | 2025-05-29 18:00 @ 106,276.15 | 2025-05-31 00:00 @ 103,529.27 | 1d 6h | −$53.05 | -2.71% | stop loss |
| 345 | long | 2025-05-31 02:00 @ 103,447.19 | 2025-06-01 22:00 @ 105,423.81 | 1d 20h | $34.89 | +1.79% | signal |
| 346 | short | 2025-06-03 02:00 @ 106,421.41 | 2025-06-04 14:00 @ 104,723.44 | 1d 12h | $29.53 | +1.51% | signal |
| 347 | long | 2025-06-05 18:00 @ 103,221.64 | 2025-06-05 20:00 @ 100,703.35 | 2h | −$49.85 | -2.54% | stop loss |
| 348 | long | 2025-06-05 22:00 @ 101,508.40 | 2025-06-06 16:00 @ 105,014.39 | 18h | $65.54 | +3.36% | signal |
| 349 | short | 2025-06-09 12:00 @ 107,686.26 | 2025-06-09 20:00 @ 109,686.63 | 8h | −$38.48 | -1.96% | stop loss |
| 350 | short | 2025-06-09 22:00 @ 109,913.91 | 2025-06-12 04:00 @ 107,842.06 | 2d 6h | $35.91 | +1.83% | signal |
| 351 | short | 2025-06-16 16:00 @ 107,353.53 | 2025-06-17 12:00 @ 105,614.02 | 20h | $30.12 | +1.53% | signal |
| 352 | long | 2025-06-21 20:00 @ 102,227.94 | 2025-06-22 14:00 @ 100,018.71 | 18h | −$44.88 | -2.27% | stop loss |
| 353 | short | 2025-06-29 10:00 @ 107,830.53 | 2025-06-30 22:00 @ 107,087.51 | 1d 12h | $11.94 | +0.61% | signal |
| 354 | long | 2025-07-01 16:00 @ 105,929.48 | 2025-07-02 10:00 @ 107,569.88 | 18h | $28.34 | +1.44% | signal |
| 355 | short | 2025-07-02 18:00 @ 109,060.88 | 2025-07-04 14:00 @ 107,940.28 | 1d 20h | $18.78 | +0.95% | signal |
| 356 | short | 2025-07-10 08:00 @ 111,163.96 | 2025-07-10 16:00 @ 113,138.76 | 8h | −$36.93 | -1.87% | stop loss |
| 357 | long | 2025-07-21 20:00 @ 116,748.04 | 2025-07-22 10:00 @ 118,332.63 | 14h | $24.34 | +1.24% | signal |
| 358 | short | 2025-07-22 12:00 @ 119,118.37 | 2025-07-23 10:00 @ 118,025.70 | 22h | $16.74 | +0.85% | signal |
| 359 | long | 2025-07-25 04:00 @ 115,407.78 | 2025-07-26 14:00 @ 118,075.78 | 1d 10h | $42.95 | +2.17% | signal |
| 360 | long | 2025-07-30 20:00 @ 116,888.57 | 2025-07-31 04:00 @ 118,405.31 | 8h | $23.70 | +1.19% | signal |
| 361 | long | 2025-07-31 20:00 @ 116,742.24 | 2025-08-01 00:00 @ 114,385.61 | 4h | −$42.24 | -2.12% | stop loss |
| 362 | long | 2025-08-01 02:00 @ 115,293.05 | 2025-08-01 22:00 @ 112,691.62 | 20h | −$46.90 | -2.36% | stop loss |
| 363 | short | 2025-08-07 12:00 @ 116,445.81 | 2025-08-10 04:00 @ 118,613.81 | 2d 16h | −$37.72 | -1.91% | stop loss |
| 364 | short | 2025-08-10 16:00 @ 118,742.25 | 2025-08-11 02:00 @ 120,749.22 | 10h | −$34.78 | -1.77% | stop loss |
| 365 | short | 2025-08-11 04:00 @ 121,675.76 | 2025-08-14 00:00 @ 124,101.10 | 2d 20h | −$39.33 | -2.01% | stop loss |
| 366 | long | 2025-08-18 08:00 @ 115,176.23 | 2025-08-19 16:00 @ 113,149.40 | 1d 8h | −$36.58 | -1.88% | stop loss |
| 367 | long | 2025-08-19 18:00 @ 113,482.59 | 2025-08-22 16:00 @ 116,296.14 | 2d 22h | $45.19 | +2.33% | signal |
| 368 | long | 2025-08-29 14:00 @ 109,078.31 | 2025-09-01 20:00 @ 109,156.86 | 3d 6h | −$1.66 | -0.09% | signal |
| 369 | short | 2025-09-02 10:00 @ 110,385.92 | 2025-09-04 16:00 @ 109,469.89 | 2d 6h | $14.63 | +0.75% | signal |
| 370 | short | 2025-09-05 08:00 @ 112,877.42 | 2025-09-05 16:00 @ 110,696.23 | 8h | $35.96 | +1.84% | signal |
| 371 | short | 2025-09-08 16:00 @ 112,551.09 | 2025-09-09 16:00 @ 110,852.27 | 1d | $28.05 | +1.43% | signal |
| 372 | short | 2025-09-10 14:00 @ 113,888.52 | 2025-09-12 00:00 @ 116,121.08 | 1d 10h | −$39.96 | -2.03% | stop loss |
| 373 | short | 2025-09-12 02:00 @ 115,306.43 | 2025-09-15 00:00 @ 115,233.04 | 2d 22h | −$0.11 | -0.01% | signal |
| 374 | short | 2025-09-16 20:00 @ 116,733.75 | 2025-09-17 18:00 @ 115,500.00 | 22h | $19.16 | +0.98% | signal |
| 375 | long | 2025-09-22 02:00 @ 114,234.74 | 2025-09-22 06:00 @ 113,007.45 | 4h | −$23.03 | -1.17% | stop loss |
| 376 | long | 2025-09-22 08:00 @ 112,476.99 | 2025-09-24 18:00 @ 113,677.36 | 2d 10h | $18.02 | +0.92% | signal |
| 377 | short | 2025-09-29 10:00 @ 112,027.49 | 2025-09-29 14:00 @ 113,492.79 | 4h | −$27.62 | -1.41% | stop loss |
| 378 | short | 2025-09-29 16:00 @ 113,729.25 | 2025-10-01 08:00 @ 115,569.19 | 1d 16h | −$33.23 | -1.70% | stop loss |
| 379 | short | 2025-10-01 10:00 @ 116,349.03 | 2025-10-01 22:00 @ 118,559.26 | 12h | −$38.72 | -1.99% | stop loss |
| 380 | long | 2025-10-16 16:00 @ 108,495.59 | 2025-10-17 08:00 @ 104,402.69 | 16h | −$74.84 | -3.87% | stop loss |
| 381 | long | 2025-10-17 10:00 @ 104,508.40 | 2025-10-19 16:00 @ 108,407.91 | 2d 6h | $69.87 | +3.64% | signal |
| 382 | short | 2025-10-20 08:00 @ 111,103.97 | 2025-10-21 06:00 @ 107,519.50 | 22h | $60.38 | +3.12% | signal |
| 383 | short | 2025-10-21 16:00 @ 113,332.53 | 2025-10-22 00:00 @ 108,275.45 | 8h | $85.03 | +4.36% | signal |
| 384 | short | 2025-10-26 12:00 @ 113,212.45 | 2025-10-26 22:00 @ 115,209.12 | 10h | −$36.61 | -1.86% | stop loss |
| 385 | short | 2025-10-27 00:00 @ 114,475.00 | 2025-10-28 22:00 @ 112,957.99 | 1d 22h | $24.92 | +1.27% | signal |
| 386 | long | 2025-10-29 20:00 @ 110,628.02 | 2025-10-30 14:00 @ 107,323.64 | 18h | −$60.80 | -3.09% | stop loss |
| 387 | long | 2025-11-03 06:00 @ 107,578.31 | 2025-11-04 04:00 @ 105,039.57 | 22h | −$48.44 | -2.48% | stop loss |
| 388 | short | 2025-11-09 20:00 @ 104,743.15 | 2025-11-11 00:00 @ 107,299.60 | 1d 4h | −$48.85 | -2.52% | stop loss |
| 389 | long | 2025-11-13 18:00 @ 99,621.32 | 2025-11-14 10:00 @ 95,741.06 | 16h | −$77.33 | -4.01% | stop loss |
| 390 | long | 2025-11-17 20:00 @ 91,674.53 | 2025-11-20 16:00 @ 87,949.32 | 2d 20h | −$80.64 | -4.22% | stop loss |
| 391 | long | 2025-11-20 18:00 @ 87,203.54 | 2025-11-21 06:00 @ 82,923.75 | 12h | −$94.62 | -5.01% | stop loss |
| 392 | short | 2025-11-26 18:00 @ 89,774.44 | 2025-11-28 14:00 @ 93,049.81 | 1d 20h | −$69.71 | -3.74% | stop loss |
| 393 | long | 2025-12-01 02:00 @ 87,151.43 | 2025-12-01 14:00 @ 84,541.68 | 12h | −$57.21 | -3.10% | stop loss |
| 394 | long | 2025-12-01 16:00 @ 84,666.93 | 2025-12-02 16:00 @ 90,791.04 | 1d | $130.65 | +7.13% | signal |
| 395 | short | 2025-12-09 16:00 @ 92,658.36 | 2025-12-11 02:00 @ 90,655.13 | 1d 10h | $38.80 | +2.08% | signal |
| 396 | long | 2025-12-15 00:00 @ 88,136.42 | 2025-12-15 16:00 @ 86,116.20 | 16h | −$44.89 | -2.39% | stop loss |
| 397 | long | 2025-12-15 18:00 @ 85,751.35 | 2025-12-18 14:00 @ 88,786.24 | 2d 20h | $63.35 | +3.40% | signal |
| 398 | short | 2025-12-29 04:00 @ 90,073.48 | 2025-12-29 12:00 @ 87,546.61 | 8h | $51.08 | +2.72% | signal |
| 399 | short | 2026-01-02 10:00 @ 89,412.11 | 2026-01-02 16:00 @ 90,839.50 | 6h | −$32.04 | -1.69% | stop loss |
| 400 | short | 2026-01-03 02:00 @ 90,214.75 | 2026-01-05 00:00 @ 92,047.45 | 1d 22h | −$39.50 | -2.10% | 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.