[Mine-Q] Z-score reversion, low-vol regime

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-16.30%-18.04%28553%
Validation2024-10-19 → 2025-09-25-6.31%-8.52%9149%
Out-of-sample2025-09-25 → 2026-08-31-9.23%-10.48%8945%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
465long2026-08-28 20:00 @ 77,561.812026-08-30 14:00 @ 78,801.941d 18h$25.70+1.45%signal
464short2026-08-17 20:00 @ 64,267.542026-08-19 12:00 @ 65,146.031d 16h−$25.77-1.45%stop loss
463short2026-08-17 14:00 @ 63,634.172026-08-17 18:00 @ 64,487.894h−$25.59-1.43%stop loss
462long2026-08-14 14:00 @ 62,652.332026-08-17 04:00 @ 63,397.022d 14h$18.83+1.06%signal
461long2026-08-11 20:00 @ 63,521.202026-08-14 12:00 @ 62,562.532d 16h−$29.87-1.67%stop loss
460long2026-08-10 16:00 @ 64,281.552026-08-11 18:00 @ 63,292.281d 2h−$29.74-1.66%stop loss
459short2026-08-04 16:00 @ 64,075.482026-08-07 12:00 @ 65,363.092d 20h−$37.49-2.08%stop loss
458long2026-07-28 04:00 @ 63,322.662026-07-29 08:00 @ 64,526.191d 4h$32.04+1.78%signal
457long2026-07-24 14:00 @ 64,141.932026-07-26 22:00 @ 64,808.742d 8h$16.24+0.91%signal
456short2026-07-21 06:00 @ 65,711.662026-07-23 08:00 @ 65,418.382d 2h$6.59+0.37%signal
455long2026-07-13 14:00 @ 62,312.562026-07-14 14:00 @ 63,790.041d$40.06+2.25%signal
454long2026-07-08 14:00 @ 61,935.282026-07-09 08:00 @ 62,961.0118h$27.37+1.54%signal
453short2026-07-06 22:00 @ 64,463.002026-07-08 02:00 @ 63,016.301d 4h$38.35+2.17%signal
452short2026-07-02 04:00 @ 61,020.692026-07-04 16:00 @ 63,236.252d 12h−$65.34-3.67%stop loss
451long2026-06-30 12:00 @ 59,174.032026-07-01 16:00 @ 60,106.581d 4h$26.00+1.46%signal
450long2026-06-24 16:00 @ 60,266.952026-06-25 12:00 @ 58,088.8520h−$66.45-3.71%stop loss
449long2026-06-23 10:00 @ 62,362.772026-06-24 14:00 @ 60,576.971d 4h−$53.51-2.96%stop loss
448short2026-06-22 14:00 @ 65,534.792026-06-23 06:00 @ 63,384.6716h$57.15+3.19%signal
447long2026-06-18 18:00 @ 62,591.722026-06-20 16:00 @ 64,126.571d 22h$41.51+2.33%signal
446short2026-06-15 14:00 @ 66,397.522026-06-17 10:00 @ 64,892.981d 20h$38.16+2.16%signal
445short2026-06-14 22:00 @ 65,271.342026-06-15 12:00 @ 66,823.1214h−$44.10-2.48%stop loss
444long2026-06-01 14:00 @ 71,713.142026-06-02 02:00 @ 70,024.7712h−$44.34-2.47%stop loss
443long2026-06-01 08:00 @ 72,790.662026-06-01 12:00 @ 71,378.384h−$36.83-2.04%stop loss
442long2026-05-28 12:00 @ 73,493.702026-05-31 04:00 @ 74,092.682d 16h$11.94+0.66%signal
441long2026-05-27 14:00 @ 75,069.312026-05-28 02:00 @ 73,341.7712h−$43.80-2.42%stop loss
440long2026-05-23 08:00 @ 74,588.112026-05-24 02:00 @ 76,840.5318h$52.12+2.90%signal
439long2026-05-22 20:00 @ 75,842.272026-05-23 06:00 @ 74,332.2610h−$37.79-2.09%stop loss
438long2026-05-16 08:00 @ 78,349.972026-05-18 06:00 @ 76,569.931d 22h−$43.25-2.38%stop loss
437long2026-05-13 14:00 @ 79,633.722026-05-14 16:00 @ 81,229.351d 2h$34.26+1.89%signal
436short2026-05-11 00:00 @ 82,161.262026-05-12 12:00 @ 80,758.851d 12h$29.26+1.62%signal
435short2026-05-05 12:00 @ 80,956.912026-05-07 14:00 @ 80,473.692d 2h$8.26+0.46%signal
434short2026-05-01 14:00 @ 78,675.562026-05-04 04:00 @ 80,518.592d 14h−$44.35-2.45%stop loss
433long2026-04-29 20:00 @ 75,533.502026-05-01 04:00 @ 77,067.181d 8h$35.00+1.94%signal
432long2026-04-27 16:00 @ 76,775.352026-04-29 10:00 @ 77,589.881d 18h$17.43+0.97%signal
431short2026-04-27 00:00 @ 78,598.682026-04-27 06:00 @ 77,746.056h$17.67+0.99%signal
430short2026-04-22 04:00 @ 77,472.902026-04-25 08:00 @ 77,465.393d 4h−$2.18-0.12%signal
429short2026-04-18 00:00 @ 77,015.192026-04-19 08:00 @ 75,220.741d 8h$39.30+2.20%signal
428short2026-04-14 00:00 @ 74,370.022026-04-17 12:00 @ 76,504.143d 12h−$53.98-3.00%stop loss
427short2026-04-06 00:00 @ 68,984.102026-04-07 22:00 @ 70,471.381d 22h−$40.36-2.23%stop loss
426short2026-03-31 22:00 @ 68,221.052026-04-02 02:00 @ 67,329.861d 4h$21.75+1.21%signal
425long2026-03-27 10:00 @ 67,665.532026-03-29 22:00 @ 65,298.092d 12h−$64.99-3.57%stop loss
424long2026-03-22 22:00 @ 67,878.072026-03-23 12:00 @ 70,083.1814h$56.86+3.15%signal
423long2026-03-19 08:00 @ 70,159.032026-03-22 20:00 @ 67,654.663d 12h−$66.55-3.66%stop loss
422short2026-03-16 22:00 @ 74,345.432026-03-18 14:00 @ 72,118.921d 16h$52.08+2.88%signal
421short2026-03-16 00:00 @ 72,764.242026-03-16 20:00 @ 74,661.6520h−$49.08-2.70%stop loss
420short2026-03-13 14:00 @ 73,330.032026-03-14 10:00 @ 70,488.7920h$68.00+3.77%signal
419short2026-03-10 08:00 @ 70,360.632026-03-13 12:00 @ 73,124.003d 4h−$74.08-4.07%stop loss
418long2026-02-24 14:00 @ 62,889.582026-02-25 14:00 @ 66,196.261d$92.66+5.15%signal
417long2026-02-23 02:00 @ 64,400.082026-02-24 12:00 @ 62,417.551d 10h−$57.53-3.17%stop loss
416long2026-02-17 18:00 @ 67,221.942026-02-20 06:00 @ 67,742.552d 12h$12.06+0.67%signal
415short2026-02-14 12:00 @ 70,450.712026-02-15 20:00 @ 68,277.351d 8h$53.61+2.98%signal
414long2026-02-11 06:00 @ 67,381.272026-02-13 16:00 @ 68,638.372d 10h$31.60+1.77%signal
413long2026-02-04 16:00 @ 74,121.822026-02-05 04:00 @ 70,175.9012h−$98.52-5.43%stop loss
412short2026-01-28 14:00 @ 90,202.062026-01-29 04:00 @ 88,020.8014h$42.00+2.33%signal
411long2026-01-25 20:00 @ 86,476.692026-01-27 04:00 @ 88,726.951d 8h$44.49+2.48%signal
410long2026-01-25 10:00 @ 88,379.172026-01-25 18:00 @ 87,037.668h−$29.17-1.62%stop loss
409long2026-01-20 18:00 @ 89,757.552026-01-21 16:00 @ 87,618.5122h−$45.25-2.50%stop loss
408long2026-01-20 08:00 @ 91,154.332026-01-20 16:00 @ 89,373.458h−$37.56-2.06%stop loss
407long2026-01-19 02:00 @ 92,560.812026-01-20 06:00 @ 90,904.191d 4h−$34.79-1.90%stop loss
406long2026-01-19 00:00 @ 93,632.722026-01-19 00:00 @ 91,945.630m−$34.98-1.90%stop loss
405short2026-01-14 10:00 @ 95,032.492026-01-14 16:00 @ 97,413.266h−$48.11-2.60%stop loss
404short2026-01-13 18:00 @ 93,171.862026-01-13 22:00 @ 95,440.254h−$47.18-2.54%stop loss
403short2026-01-12 16:00 @ 91,600.282026-01-13 16:00 @ 93,657.261d−$43.54-2.33%stop loss
402short2026-01-12 04:00 @ 91,747.852026-01-12 10:00 @ 90,664.936h$20.23+1.08%signal
401short2026-01-05 02:00 @ 92,898.322026-01-05 20:00 @ 94,580.3918h−$35.60-1.90%stop loss
400short2026-01-03 02:00 @ 90,214.752026-01-05 00:00 @ 92,047.451d 22h−$39.50-2.10%stop loss
399short2026-01-02 10:00 @ 89,412.112026-01-02 16:00 @ 90,839.506h−$32.04-1.69%stop loss
398short2025-12-29 04:00 @ 90,073.482025-12-29 12:00 @ 87,546.618h$51.08+2.72%signal
397long2025-12-15 18:00 @ 85,751.352025-12-18 14:00 @ 88,786.242d 20h$63.35+3.40%signal
396long2025-12-15 00:00 @ 88,136.422025-12-15 16:00 @ 86,116.2016h−$44.89-2.39%stop loss
395short2025-12-09 16:00 @ 92,658.362025-12-11 02:00 @ 90,655.131d 10h$38.80+2.08%signal
394long2025-12-01 16:00 @ 84,666.932025-12-02 16:00 @ 90,791.041d$130.65+7.13%signal
393long2025-12-01 02:00 @ 87,151.432025-12-01 14:00 @ 84,541.6812h−$57.21-3.10%stop loss
392short2025-11-26 18:00 @ 89,774.442025-11-28 14:00 @ 93,049.811d 20h−$69.71-3.74%stop loss
391long2025-11-20 18:00 @ 87,203.542025-11-21 06:00 @ 82,923.7512h−$94.62-5.01%stop loss
390long2025-11-17 20:00 @ 91,674.532025-11-20 16:00 @ 87,949.322d 20h−$80.64-4.22%stop loss
389long2025-11-13 18:00 @ 99,621.322025-11-14 10:00 @ 95,741.0616h−$77.33-4.01%stop loss
388short2025-11-09 20:00 @ 104,743.152025-11-11 00:00 @ 107,299.601d 4h−$48.85-2.52%stop loss
387long2025-11-03 06:00 @ 107,578.312025-11-04 04:00 @ 105,039.5722h−$48.44-2.48%stop loss
386long2025-10-29 20:00 @ 110,628.022025-10-30 14:00 @ 107,323.6418h−$60.80-3.09%stop loss
385short2025-10-27 00:00 @ 114,475.002025-10-28 22:00 @ 112,957.991d 22h$24.92+1.27%signal
384short2025-10-26 12:00 @ 113,212.452025-10-26 22:00 @ 115,209.1210h−$36.61-1.86%stop loss
383short2025-10-21 16:00 @ 113,332.532025-10-22 00:00 @ 108,275.458h$85.03+4.36%signal
382short2025-10-20 08:00 @ 111,103.972025-10-21 06:00 @ 107,519.5022h$60.38+3.12%signal
381long2025-10-17 10:00 @ 104,508.402025-10-19 16:00 @ 108,407.912d 6h$69.87+3.64%signal
380long2025-10-16 16:00 @ 108,495.592025-10-17 08:00 @ 104,402.6916h−$74.84-3.87%stop loss
379short2025-10-01 10:00 @ 116,349.032025-10-01 22:00 @ 118,559.2612h−$38.72-1.99%stop loss
378short2025-09-29 16:00 @ 113,729.252025-10-01 08:00 @ 115,569.191d 16h−$33.23-1.70%stop loss
377short2025-09-29 10:00 @ 112,027.492025-09-29 14:00 @ 113,492.794h−$27.62-1.41%stop loss
376long2025-09-22 08:00 @ 112,476.992025-09-24 18:00 @ 113,677.362d 10h$18.02+0.92%signal
375long2025-09-22 02:00 @ 114,234.742025-09-22 06:00 @ 113,007.454h−$23.03-1.17%stop loss
374short2025-09-16 20:00 @ 116,733.752025-09-17 18:00 @ 115,500.0022h$19.16+0.98%signal
373short2025-09-12 02:00 @ 115,306.432025-09-15 00:00 @ 115,233.042d 22h−$0.11-0.01%signal
372short2025-09-10 14:00 @ 113,888.522025-09-12 00:00 @ 116,121.081d 10h−$39.96-2.03%stop loss
371short2025-09-08 16:00 @ 112,551.092025-09-09 16:00 @ 110,852.271d$28.05+1.43%signal
370short2025-09-05 08:00 @ 112,877.422025-09-05 16:00 @ 110,696.238h$35.96+1.84%signal
369short2025-09-02 10:00 @ 110,385.922025-09-04 16:00 @ 109,469.892d 6h$14.63+0.75%signal
368long2025-08-29 14:00 @ 109,078.312025-09-01 20:00 @ 109,156.863d 6h−$1.66-0.09%signal
367long2025-08-19 18:00 @ 113,482.592025-08-22 16:00 @ 116,296.142d 22h$45.19+2.33%signal
366long2025-08-18 08:00 @ 115,176.232025-08-19 16:00 @ 113,149.401d 8h−$36.58-1.88%stop loss
365short2025-08-11 04:00 @ 121,675.762025-08-14 00:00 @ 124,101.102d 20h−$39.33-2.01%stop loss
364short2025-08-10 16:00 @ 118,742.252025-08-11 02:00 @ 120,749.2210h−$34.78-1.77%stop loss
363short2025-08-07 12:00 @ 116,445.812025-08-10 04:00 @ 118,613.812d 16h−$37.72-1.91%stop loss
362long2025-08-01 02:00 @ 115,293.052025-08-01 22:00 @ 112,691.6220h−$46.90-2.36%stop loss
361long2025-07-31 20:00 @ 116,742.242025-08-01 00:00 @ 114,385.614h−$42.24-2.12%stop loss
360long2025-07-30 20:00 @ 116,888.572025-07-31 04:00 @ 118,405.318h$23.70+1.19%signal
359long2025-07-25 04:00 @ 115,407.782025-07-26 14:00 @ 118,075.781d 10h$42.95+2.17%signal
358short2025-07-22 12:00 @ 119,118.372025-07-23 10:00 @ 118,025.7022h$16.74+0.85%signal
357long2025-07-21 20:00 @ 116,748.042025-07-22 10:00 @ 118,332.6314h$24.34+1.24%signal
356short2025-07-10 08:00 @ 111,163.962025-07-10 16:00 @ 113,138.768h−$36.93-1.87%stop loss
355short2025-07-02 18:00 @ 109,060.882025-07-04 14:00 @ 107,940.281d 20h$18.78+0.95%signal
354long2025-07-01 16:00 @ 105,929.482025-07-02 10:00 @ 107,569.8818h$28.34+1.44%signal
353short2025-06-29 10:00 @ 107,830.532025-06-30 22:00 @ 107,087.511d 12h$11.94+0.61%signal
352long2025-06-21 20:00 @ 102,227.942025-06-22 14:00 @ 100,018.7118h−$44.88-2.27%stop loss
351short2025-06-16 16:00 @ 107,353.532025-06-17 12:00 @ 105,614.0220h$30.12+1.53%signal
350short2025-06-09 22:00 @ 109,913.912025-06-12 04:00 @ 107,842.062d 6h$35.91+1.83%signal
349short2025-06-09 12:00 @ 107,686.262025-06-09 20:00 @ 109,686.638h−$38.48-1.96%stop loss
348long2025-06-05 22:00 @ 101,508.402025-06-06 16:00 @ 105,014.3918h$65.54+3.36%signal
347long2025-06-05 18:00 @ 103,221.642025-06-05 20:00 @ 100,703.352h−$49.85-2.54%stop loss
346short2025-06-03 02:00 @ 106,421.412025-06-04 14:00 @ 104,723.441d 12h$29.53+1.51%signal
345long2025-05-31 02:00 @ 103,447.192025-06-01 22:00 @ 105,423.811d 20h$34.89+1.79%signal
344long2025-05-29 18:00 @ 106,276.152025-05-31 00:00 @ 103,529.271d 6h−$53.05-2.71%stop loss
343short2025-05-19 00:00 @ 106,386.222025-05-19 06:00 @ 103,011.306h$59.93+3.08%signal
342short2025-05-18 14:00 @ 104,687.162025-05-18 22:00 @ 106,485.568h−$35.36-1.81%stop loss
341long2025-05-15 08:00 @ 101,754.352025-05-15 18:00 @ 103,916.9110h$39.24+2.02%signal
340short2025-05-08 12:00 @ 99,350.032025-05-08 16:00 @ 101,656.844h−$47.30-2.42%stop loss
339short2025-05-07 02:00 @ 97,189.262025-05-08 08:00 @ 99,561.561d 6h−$49.90-2.53%stop loss
338long2025-05-05 00:00 @ 94,249.052025-05-07 00:00 @ 96,779.542d$50.43+2.58%signal
337short2025-05-01 12:00 @ 96,110.772025-05-04 04:00 @ 95,699.142d 16h$5.59+0.29%signal
336long2025-04-30 14:00 @ 92,996.802025-04-30 22:00 @ 94,364.128h$26.76+1.37%signal
335short2025-04-22 14:00 @ 90,162.462025-04-22 20:00 @ 92,763.256h−$58.76-2.99%stop loss
334short2025-04-21 02:00 @ 87,231.452025-04-22 12:00 @ 88,903.521d 10h−$39.54-2.00%stop loss
333long2025-04-07 00:00 @ 78,405.782025-04-07 06:00 @ 75,267.656h−$81.84-4.11%stop loss
332long2025-04-06 18:00 @ 80,782.052025-04-06 22:00 @ 78,191.254h−$66.45-3.31%stop loss
331short2025-04-02 00:00 @ 85,103.982025-04-02 20:00 @ 87,600.7220h−$61.45-3.03%stop loss
330long2025-03-29 18:00 @ 82,309.862025-04-01 08:00 @ 83,398.522d 14h$24.28+1.20%signal
329long2025-03-28 18:00 @ 83,989.592025-03-29 16:00 @ 81,800.5422h−$55.33-2.72%stop loss
328long2025-03-28 06:00 @ 86,024.502025-03-28 16:00 @ 83,753.6510h−$56.22-2.75%stop loss
327short2025-03-24 16:00 @ 88,266.042025-03-27 12:00 @ 86,918.082d 20h$29.09+1.43%signal
326short2025-03-24 04:00 @ 86,485.302025-03-24 14:00 @ 88,156.1110h−$41.57-2.03%stop loss
325short2025-03-19 20:00 @ 85,365.522025-03-21 08:00 @ 83,906.281d 12h$33.06+1.62%signal
324long2025-03-18 14:00 @ 81,346.572025-03-19 10:00 @ 83,474.8020h$50.84+2.51%signal
323long2025-03-10 00:00 @ 80,706.842025-03-11 00:00 @ 76,946.981d−$97.98-4.77%stop loss
322long2025-03-09 14:00 @ 83,444.492025-03-09 22:00 @ 80,359.268h−$78.91-3.81%stop loss
321long2025-02-24 16:00 @ 94,314.762025-02-24 22:00 @ 92,227.806h−$48.26-2.31%stop loss
320short2025-02-20 18:00 @ 97,895.722025-02-21 20:00 @ 95,266.451d 2h$53.66+2.59%signal
319long2025-02-18 20:00 @ 94,081.012025-02-19 12:00 @ 96,372.7216h$47.79+2.32%signal
318long2025-02-17 18:00 @ 95,453.192025-02-18 18:00 @ 93,685.841d−$41.00-1.98%stop loss
317long2025-02-11 20:00 @ 95,007.002025-02-12 18:00 @ 97,302.2422h$47.42+2.30%signal
316long2025-02-09 22:00 @ 95,140.022025-02-10 06:00 @ 96,960.108h$37.10+1.81%signal
315long2025-02-02 04:00 @ 99,180.632025-02-02 22:00 @ 96,305.0818h−$61.96-3.00%stop loss
314long2025-01-27 08:00 @ 99,016.102025-01-29 20:00 @ 103,529.892d 12h$89.82+4.40%signal
313long2025-01-27 02:00 @ 101,264.252025-01-27 06:00 @ 98,605.964h−$56.02-2.72%stop loss
312short2025-01-17 16:00 @ 103,925.512025-01-20 00:00 @ 101,331.762d 8h$50.23+2.46%signal
311short2025-01-15 22:00 @ 99,608.072025-01-17 12:00 @ 102,922.211d 14h−$70.13-3.40%stop loss
310short2025-01-14 10:00 @ 97,110.472025-01-15 20:00 @ 100,495.091d 10h−$74.01-3.56%stop loss
309long2025-01-13 12:00 @ 90,845.672025-01-13 22:00 @ 94,141.8710h$72.69+3.53%signal
308short2025-01-06 16:00 @ 102,084.082025-01-07 16:00 @ 97,934.981d$81.56+4.00%signal
307short2025-01-03 20:00 @ 98,525.892025-01-06 14:00 @ 100,933.532d 18h−$50.91-2.48%stop loss
306short2025-01-02 08:00 @ 95,796.242025-01-03 16:00 @ 98,373.571d 8h−$56.80-2.75%stop loss
305long2024-12-30 14:00 @ 92,677.532024-12-31 14:00 @ 95,548.291d$60.89+2.97%signal
304long2024-12-23 16:00 @ 93,236.342024-12-24 14:00 @ 96,049.8922h$58.85+2.89%signal
303short2024-12-16 02:00 @ 105,495.702024-12-18 06:00 @ 103,550.812d 4h$36.57+1.80%signal
302short2024-12-15 18:00 @ 103,103.682024-12-16 00:00 @ 105,412.106h−$47.56-2.33%stop loss
301long2024-12-09 20:00 @ 97,146.232024-12-11 14:00 @ 98,705.161d 18h$29.57+1.45%signal
300short2024-12-05 00:00 @ 98,650.072024-12-05 02:00 @ 101,960.352h−$70.36-3.43%stop loss
299long2024-12-02 18:00 @ 94,669.832024-12-04 06:00 @ 96,537.891d 12h$36.66+1.80%signal
298short2024-11-29 16:00 @ 98,056.682024-12-02 06:00 @ 96,464.092d 14h$33.66+1.65%signal
297long2024-11-26 00:00 @ 93,082.612024-11-27 18:00 @ 96,264.941d 18h$64.34+3.19%signal
296long2024-11-25 16:00 @ 96,059.612024-11-25 22:00 @ 92,847.876h−$70.56-3.47%stop loss
295short2024-11-21 04:00 @ 95,770.942024-11-22 02:00 @ 99,328.7322h−$77.80-3.79%stop loss
294short2024-11-19 16:00 @ 92,437.012024-11-21 02:00 @ 95,974.071d 10h−$80.30-3.87%stop loss
293short2024-11-10 06:00 @ 79,174.862024-11-10 22:00 @ 81,362.4916h−$59.02-2.82%stop loss
292long2024-11-04 22:00 @ 67,110.522024-11-05 16:00 @ 69,601.2818h$74.34+3.59%signal
291short2024-10-29 18:00 @ 72,686.262024-10-31 16:00 @ 70,652.731d 22h$56.54+2.75%signal
290short2024-10-29 04:00 @ 70,913.212024-10-29 16:00 @ 72,630.3512h−$51.80-2.50%stop loss
289short2024-10-28 20:00 @ 69,636.072024-10-29 02:00 @ 71,182.036h−$48.11-2.31%stop loss
288short2024-10-28 10:00 @ 68,534.592024-10-28 18:00 @ 69,822.188h−$41.23-1.97%stop loss
287long2024-10-22 10:00 @ 66,954.392024-10-23 18:00 @ 65,300.631d 8h−$54.94-2.61%stop loss
286short2024-10-21 02:00 @ 69,202.962024-10-21 14:00 @ 67,343.5712h$54.36+2.60%signal
285short2024-10-14 20:00 @ 65,887.722024-10-15 12:00 @ 67,659.2616h−$58.37-2.77%stop loss
284short2024-10-14 04:00 @ 64,267.942024-10-14 14:00 @ 65,925.0110h−$56.63-2.67%stop loss
283long2024-10-10 20:00 @ 59,708.842024-10-11 16:00 @ 62,205.5620h$85.65+4.08%signal
282long2024-10-09 20:00 @ 61,025.802024-10-10 18:00 @ 59,286.3822h−$62.66-2.96%stop loss
281short2024-10-07 02:00 @ 63,782.742024-10-08 00:00 @ 62,203.0422h$50.03+2.38%signal
280long2024-10-01 16:00 @ 62,626.322024-10-01 20:00 @ 60,694.644h−$67.68-3.19%stop loss
279long2024-09-30 10:00 @ 63,524.802024-10-01 14:00 @ 62,181.661d 4h−$47.82-2.24%stop loss
278short2024-09-26 16:00 @ 65,186.962024-09-30 02:00 @ 64,750.853d 10h$13.37+0.63%signal
277short2024-09-24 20:00 @ 64,257.152024-09-25 18:00 @ 63,155.1322h$34.33+1.62%signal
276short2024-09-23 04:00 @ 64,307.242024-09-24 02:00 @ 62,921.3822h$43.55+2.06%signal
275short2024-09-19 12:00 @ 62,591.982024-09-22 22:00 @ 62,762.553d 10h−$6.57-0.31%signal
274short2024-09-17 16:00 @ 61,098.782024-09-18 16:00 @ 59,411.981d$55.99+2.67%signal
273short2024-09-13 16:00 @ 59,611.682024-09-16 00:00 @ 59,112.322d 8h$15.28+0.73%signal
272short2024-09-09 20:00 @ 57,048.692024-09-13 14:00 @ 59,200.763d 18h−$82.58-3.91%stop loss
271long2024-09-04 02:00 @ 56,762.252024-09-06 14:00 @ 54,710.772d 12h−$79.53-3.73%stop loss
270long2024-09-02 00:00 @ 57,279.552024-09-02 22:00 @ 59,005.2022h$61.73+2.91%signal
269long2024-08-28 04:00 @ 59,609.222024-09-01 14:00 @ 57,450.514d 10h−$79.84-3.73%stop loss
268long2024-08-27 22:00 @ 60,391.682024-08-27 22:00 @ 58,052.440m−$85.75-3.97%stop loss
267long2024-08-27 16:00 @ 61,685.732024-08-27 20:00 @ 60,115.254h−$57.66-2.65%stop loss
266short2024-08-24 04:00 @ 63,787.242024-08-26 22:00 @ 63,127.922d 18h$20.52+0.95%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.

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