[Mine-Q] Z-score reversion, low-vol regime
public
@djgambhirBTCUSDT · 1h · 2022-01-01 → 2026-08-31 · 40,886 bars in 26.6ms
Underperformed the market. Holding BTCUSDT returned +67.61% over the same period, against this strategy’s -23.93%.
Net P&L
-23.93%
−$2,392.64
Max drawdown
-29.00%
Max run-up
+8.52%
Trades
901
54.4% win rate
Profit factor
0.87
2022-01-01drawdown · worst -29.00%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -9.70% | -14.38% | 545 | 55% |
| Validation | 2024-10-19 → 2025-09-25 | -6.31% | -9.56% | 182 | 54% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -10.08% | -11.74% | 174 | 52% |
Risk-adjusted
- Sharpe
- -0.81
- Sortino
- -1.12
- Calmar
- -0.20
- Return ÷ max drawdown
- -0.83
- CAGR
- -5.69%
- Exposure
- 33.1%
Per trade
- Expectancy
- −$2.66 · -0.12%
- Average win / loss
- $33.65 / −$45.94
- Payoff ratio
- 0.73
- Largest win / loss
- $227.13 / −$139.12
- Longest losing streak(winning: 10)
- 9 trades
Drawdown over time
- Max drawdown
- -29.00%
- Longest time under water(still going at the end)
- 1645 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$2,066.62
- Funding
- $49.09
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 112
- Benchmark(buy and hold)
- +67.61%
Monte Carlo
1,000 alternative histories, each 901 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 | -40.24% | -23.75% | -2.92% |
| Max drawdown | -43.09% | -28.54% | -15.10% |
97% of histories lost money, and 48% had a deeper drawdown than this run’s -29.00%. 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
901 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-03 16:00 @ 46,699.33 | 2022-01-04 14:00 @ 46,923.75 | 22h | $8.76 | +0.35% | signal |
| 2 | long | 2022-01-04 19:00 @ 45,751.85 | 2022-01-05 09:00 @ 46,614.69 | 14h | $44.16 | +1.76% | signal |
| 3 | long | 2022-01-08 18:00 @ 40,853.05 | 2022-01-08 23:00 @ 41,904.51 | 5h | $62.14 | +2.47% | signal |
| 4 | short | 2022-01-09 20:00 @ 42,670.42 | 2022-01-10 01:00 @ 41,652.91 | 5h | $58.05 | +2.30% | signal |
| 5 | long | 2022-01-10 13:00 @ 40,939.79 | 2022-01-10 14:00 @ 39,832.90 | 1h | −$71.27 | -2.80% | stop loss |
| 6 | long | 2022-01-10 15:00 @ 40,776.76 | 2022-01-10 17:00 @ 41,884.59 | 2h | $65.79 | +2.61% | signal |
| 7 | short | 2022-01-11 17:00 @ 42,675.64 | 2022-01-13 14:00 @ 44,325.14 | 1d 21h | −$100.79 | -3.97% | stop loss |
| 8 | long | 2022-01-14 11:00 @ 42,068.16 | 2022-01-14 17:00 @ 43,174.98 | 6h | $63.84 | +2.54% | signal |
| 9 | long | 2022-01-17 04:00 @ 42,644.83 | 2022-01-17 18:00 @ 41,842.45 | 14h | −$50.58 | -2.00% | stop loss |
| 10 | long | 2022-01-17 19:00 @ 42,171.28 | 2022-01-18 14:00 @ 41,329.17 | 19h | −$53.32 | -2.12% | stop loss |
| 11 | long | 2022-01-18 15:00 @ 41,452.42 | 2022-01-18 22:00 @ 42,340.09 | 7h | $50.89 | +2.03% | signal |
| 12 | long | 2022-01-19 08:00 @ 41,279.46 | 2022-01-19 12:00 @ 42,015.57 | 4h | $42.13 | +1.67% | signal |
| 13 | short | 2022-01-20 15:00 @ 42,933.89 | 2022-01-20 22:00 @ 41,327.93 | 7h | $92.41 | +3.65% | signal |
| 14 | long | 2022-01-24 11:00 @ 33,277.11 | 2022-01-24 18:00 @ 35,324.10 | 7h | $154.28 | +6.04% | signal |
| 15 | short | 2022-01-28 21:00 @ 37,722.63 | 2022-01-30 20:00 @ 37,513.23 | 1d 23h | $12.49 | +0.48% | signal |
| 16 | long | 2022-01-31 01:00 @ 36,828.75 | 2022-01-31 16:00 @ 37,686.92 | 15h | $58.03 | +2.24% | signal |
| 17 | long | 2022-02-02 15:00 @ 37,704.53 | 2022-02-02 21:00 @ 36,658.22 | 6h | −$75.05 | -2.88% | stop loss |
| 18 | long | 2022-02-02 22:00 @ 36,906.23 | 2022-02-04 06:00 @ 37,513.68 | 1d 8h | $40.20 | +1.55% | signal |
| 19 | short | 2022-02-07 00:00 @ 42,352.87 | 2022-02-07 15:00 @ 43,529.96 | 15h | −$74.74 | -2.87% | stop loss |
| 20 | short | 2022-02-07 16:00 @ 43,796.50 | 2022-02-08 06:00 @ 45,121.18 | 14h | −$80.70 | -3.13% | stop loss |
| 21 | short | 2022-02-10 12:00 @ 44,806.77 | 2022-02-10 14:00 @ 43,637.12 | 2h | $64.34 | +2.51% | signal |
| 22 | long | 2022-02-11 06:00 @ 42,834.57 | 2022-02-13 11:00 @ 42,543.61 | 2d 5h | −$20.92 | -0.81% | signal |
| 23 | long | 2022-02-14 02:00 @ 41,672.10 | 2022-02-14 08:00 @ 42,281.95 | 6h | $35.06 | +1.36% | signal |
| 24 | short | 2022-02-15 02:00 @ 43,436.77 | 2022-02-15 23:00 @ 44,636.64 | 21h | −$73.98 | -2.87% | stop loss |
| 25 | long | 2022-02-17 09:00 @ 43,470.09 | 2022-02-17 13:00 @ 42,386.09 | 4h | −$66.44 | -2.59% | stop loss |
| 26 | long | 2022-02-20 06:00 @ 39,348.67 | 2022-02-20 08:00 @ 38,380.69 | 2h | −$65.31 | -2.57% | stop loss |
| 27 | long | 2022-02-20 09:00 @ 38,150.03 | 2022-02-21 08:00 @ 39,258.15 | 23h | $70.94 | +2.80% | signal |
| 28 | long | 2022-02-21 12:00 @ 37,557.51 | 2022-02-22 15:00 @ 38,116.18 | 1d 3h | $35.49 | +1.39% | signal |
| 29 | long | 2022-02-24 03:00 @ 35,896.38 | 2022-02-24 20:00 @ 37,264.85 | 17h | $95.50 | +3.74% | signal |
| 30 | long | 2022-02-27 02:00 @ 38,235.25 | 2022-02-27 10:00 @ 39,045.99 | 8h | $52.06 | +2.02% | signal |
| 31 | long | 2022-02-27 20:00 @ 37,582.21 | 2022-02-28 15:00 @ 39,785.54 | 19h | $150.16 | +5.79% | signal |
| 32 | short | 2022-02-28 16:00 @ 40,784.64 | 2022-02-28 22:00 @ 42,770.43 | 6h | −$130.94 | -4.98% | stop loss |
| 33 | short | 2022-03-01 05:00 @ 43,314.84 | 2022-03-02 15:00 @ 45,175.03 | 1d 10h | −$113.61 | -4.37% | stop loss |
| 34 | long | 2022-03-03 16:00 @ 42,558.01 | 2022-03-04 08:00 @ 40,961.66 | 16h | −$99.67 | -3.88% | stop loss |
| 35 | long | 2022-03-04 20:00 @ 39,793.26 | 2022-03-06 10:00 @ 38,156.64 | 1d 14h | −$107.78 | -4.24% | stop loss |
| 36 | long | 2022-03-07 00:00 @ 38,408.78 | 2022-03-07 14:00 @ 38,989.70 | 14h | $35.76 | +1.42% | signal |
| 37 | short | 2022-03-09 03:00 @ 39,373.42 | 2022-03-09 03:00 @ 41,142.53 | 0m | −$116.12 | -4.60% | stop loss |
| 38 | short | 2022-03-09 11:00 @ 42,201.06 | 2022-03-10 05:00 @ 39,534.31 | 18h | $155.92 | +6.24% | signal |
| 39 | long | 2022-03-13 13:00 @ 38,482.70 | 2022-03-13 22:00 @ 37,621.18 | 9h | −$59.15 | -2.33% | stop loss |
| 40 | long | 2022-03-13 23:00 @ 37,711.54 | 2022-03-14 08:00 @ 39,054.39 | 9h | $87.44 | +3.47% | signal |
| 41 | short | 2022-03-15 00:00 @ 39,643.67 | 2022-03-15 04:00 @ 38,754.15 | 4h | $54.71 | +2.15% | signal |
| 42 | short | 2022-03-15 20:00 @ 39,722.75 | 2022-03-16 02:00 @ 40,924.79 | 6h | −$79.74 | -3.12% | stop loss |
| 43 | short | 2022-03-18 17:00 @ 41,377.92 | 2022-03-19 20:00 @ 42,433.66 | 1d 3h | −$66.55 | -2.62% | stop loss |
| 44 | long | 2022-03-20 17:00 @ 41,298.66 | 2022-03-21 02:00 @ 40,439.93 | 9h | −$55.17 | -2.19% | stop loss |
| 45 | long | 2022-03-21 03:00 @ 40,793.66 | 2022-03-22 03:00 @ 41,807.54 | 1d | $59.55 | +2.38% | signal |
| 46 | short | 2022-03-24 07:00 @ 43,177.86 | 2022-03-25 01:00 @ 44,277.29 | 18h | −$66.76 | -2.65% | stop loss |
| 47 | short | 2022-03-25 13:00 @ 44,799.94 | 2022-03-26 16:00 @ 44,202.44 | 1d 3h | $31.12 | +1.24% | signal |
| 48 | short | 2022-03-27 16:00 @ 44,827.13 | 2022-03-27 20:00 @ 45,509.58 | 4h | −$40.54 | -1.61% | stop loss |
| 49 | short | 2022-03-27 21:00 @ 46,104.78 | 2022-03-28 00:00 @ 47,295.34 | 3h | −$66.92 | -2.67% | stop loss |
| 50 | long | 2022-03-30 14:00 @ 47,000.00 | 2022-03-30 18:00 @ 47,630.47 | 4h | $30.60 | +1.23% | signal |
| 51 | long | 2022-03-31 15:00 @ 46,689.74 | 2022-03-31 17:00 @ 45,647.04 | 2h | −$58.41 | -2.34% | stop loss |
| 52 | long | 2022-03-31 18:00 @ 45,833.46 | 2022-04-01 02:00 @ 44,710.65 | 8h | −$63.43 | -2.56% | stop loss |
| 53 | long | 2022-04-01 03:00 @ 44,403.18 | 2022-04-01 16:00 @ 46,514.30 | 13h | $114.41 | +4.64% | signal |
| 54 | short | 2022-04-03 22:00 @ 46,954.21 | 2022-04-04 01:00 @ 45,856.17 | 3h | $56.06 | +2.25% | signal |
| 55 | long | 2022-04-04 16:00 @ 45,636.13 | 2022-04-04 21:00 @ 46,284.24 | 5h | $32.82 | +1.31% | signal |
| 56 | long | 2022-04-06 01:00 @ 44,988.90 | 2022-04-06 14:00 @ 43,729.48 | 13h | −$73.12 | -2.91% | stop loss |
| 57 | long | 2022-04-06 15:00 @ 44,249.85 | 2022-04-07 00:00 @ 42,956.84 | 9h | −$75.88 | -3.04% | stop loss |
| 58 | long | 2022-04-08 14:00 @ 42,906.58 | 2022-04-08 15:00 @ 43,727.75 | 1h | $44.91 | +1.81% | signal |
| 59 | long | 2022-04-08 18:00 @ 42,992.50 | 2022-04-10 07:00 @ 42,754.75 | 1d 13h | −$17.03 | -0.68% | signal |
| 60 | short | 2022-04-10 18:00 @ 43,065.39 | 2022-04-10 23:00 @ 42,095.82 | 5h | $53.47 | +2.15% | signal |
| 61 | long | 2022-04-11 03:00 @ 41,938.29 | 2022-04-11 12:00 @ 40,921.88 | 9h | −$63.24 | -2.53% | stop loss |
| 62 | long | 2022-04-11 13:00 @ 41,141.73 | 2022-04-11 19:00 @ 40,014.31 | 6h | −$70.70 | -2.85% | stop loss |
| 63 | short | 2022-04-13 22:00 @ 41,191.66 | 2022-04-14 15:00 @ 40,423.08 | 17h | $43.74 | +1.78% | signal |
| 64 | long | 2022-04-17 18:00 @ 40,091.82 | 2022-04-17 20:00 @ 40,349.83 | 2h | $13.44 | +0.54% | signal |
| 65 | long | 2022-04-17 23:00 @ 39,991.40 | 2022-04-18 04:00 @ 39,236.42 | 5h | −$49.16 | -1.98% | stop loss |
| 66 | long | 2022-04-18 05:00 @ 38,806.16 | 2022-04-18 18:00 @ 40,181.36 | 13h | $85.44 | +3.46% | signal |
| 67 | short | 2022-04-21 11:00 @ 42,221.05 | 2022-04-21 18:00 @ 41,555.01 | 7h | $36.90 | +1.48% | signal |
| 68 | long | 2022-04-22 18:00 @ 39,322.66 | 2022-04-24 10:00 @ 39,722.05 | 1d 16h | $24.41 | +0.98% | signal |
| 69 | long | 2022-04-25 01:00 @ 38,845.27 | 2022-04-25 17:00 @ 39,444.61 | 16h | $36.10 | +1.44% | signal |
| 70 | long | 2022-04-29 17:00 @ 38,513.00 | 2022-05-01 16:00 @ 38,462.71 | 1d 23h | −$5.88 | -0.23% | signal |
| 71 | short | 2022-05-02 05:00 @ 38,943.91 | 2022-05-02 19:00 @ 38,214.74 | 14h | $44.99 | +1.79% | signal |
| 72 | long | 2022-05-03 19:00 @ 37,757.25 | 2022-05-04 07:00 @ 38,371.92 | 12h | $38.25 | +1.52% | signal |
| 73 | short | 2022-05-04 17:00 @ 39,176.66 | 2022-05-05 15:00 @ 38,222.14 | 22h | $59.68 | +2.36% | signal |
| 74 | long | 2022-05-07 22:00 @ 34,979.19 | 2022-05-08 03:00 @ 34,180.35 | 5h | −$60.59 | -2.38% | stop loss |
| 75 | long | 2022-05-08 04:00 @ 34,482.60 | 2022-05-09 02:00 @ 33,390.00 | 22h | −$83.44 | -3.30% | stop loss |
| 76 | long | 2022-05-09 03:00 @ 33,506.70 | 2022-05-09 15:00 @ 32,326.99 | 12h | −$91.09 | -3.63% | stop loss |
| 77 | short | 2022-05-15 21:00 @ 31,049.89 | 2022-05-16 07:00 @ 29,563.31 | 10h | $116.90 | +4.70% | signal |
| 78 | long | 2022-05-18 14:00 @ 29,343.87 | 2022-05-19 15:00 @ 29,847.43 | 1d 1h | $40.44 | +1.61% | signal |
| 79 | short | 2022-05-22 13:00 @ 30,156.97 | 2022-05-23 19:00 @ 29,872.07 | 1d 6h | $22.36 | +0.89% | signal |
| 80 | long | 2022-05-23 20:00 @ 29,068.41 | 2022-05-25 02:00 @ 29,766.75 | 1d 6h | $58.43 | +2.31% | signal |
| 81 | long | 2022-05-26 09:00 @ 28,996.80 | 2022-05-26 13:00 @ 28,103.00 | 4h | −$81.01 | -3.18% | stop loss |
| 82 | long | 2022-05-27 06:00 @ 28,801.46 | 2022-05-28 14:00 @ 29,060.29 | 1d 8h | $19.19 | +0.76% | signal |
| 83 | short | 2022-05-29 13:00 @ 29,361.83 | 2022-05-30 02:00 @ 29,862.08 | 13h | −$45.17 | -1.78% | stop loss |
| 84 | short | 2022-05-30 03:00 @ 30,200.76 | 2022-05-30 06:00 @ 30,834.70 | 3h | −$55.44 | -2.20% | stop loss |
| 85 | short | 2022-05-30 07:00 @ 30,682.56 | 2022-05-30 20:00 @ 31,385.54 | 13h | −$59.45 | -2.37% | stop loss |
| 86 | short | 2022-05-30 21:00 @ 31,262.65 | 2022-05-30 21:00 @ 32,309.90 | 0m | −$85.98 | -3.45% | stop loss |
| 87 | short | 2022-06-05 16:00 @ 29,952.41 | 2022-06-06 01:00 @ 30,477.40 | 9h | −$45.51 | -1.84% | stop loss |
| 88 | short | 2022-06-06 02:00 @ 30,826.23 | 2022-06-06 09:00 @ 31,554.49 | 7h | −$60.32 | -2.45% | stop loss |
| 89 | short | 2022-06-06 10:00 @ 31,455.21 | 2022-06-07 01:00 @ 30,198.84 | 15h | $95.67 | +3.92% | signal |
| 90 | long | 2022-06-10 01:00 @ 29,745.05 | 2022-06-10 16:00 @ 28,935.90 | 15h | −$69.86 | -2.83% | stop loss |
| 91 | long | 2022-06-10 17:00 @ 29,039.81 | 2022-06-11 16:00 @ 28,129.41 | 23h | −$79.42 | -3.24% | stop loss |
| 92 | long | 2022-06-12 03:00 @ 27,414.98 | 2022-06-13 00:00 @ 26,367.94 | 21h | −$95.34 | -3.92% | stop loss |
| 93 | long | 2022-06-15 09:00 @ 20,259.35 | 2022-06-15 22:00 @ 22,192.96 | 13h | $227.13 | +9.44% | signal |
| 94 | long | 2022-06-18 07:00 @ 19,423.18 | 2022-06-18 18:00 @ 18,346.71 | 11h | −$139.12 | -5.65% | stop loss |
| 95 | long | 2022-06-18 19:00 @ 18,207.34 | 2022-06-19 11:00 @ 19,884.52 | 16h | $221.12 | +9.11% | signal |
| 96 | short | 2022-06-21 14:00 @ 21,600.18 | 2022-06-22 01:00 @ 20,584.02 | 11h | $114.45 | +4.61% | signal |
| 97 | short | 2022-06-23 23:00 @ 20,979.10 | 2022-06-25 16:00 @ 20,963.19 | 1d 17h | $0.37 | +0.01% | signal |
| 98 | short | 2022-06-25 22:00 @ 21,503.70 | 2022-06-26 18:00 @ 21,255.65 | 20h | $27.00 | +1.07% | signal |
| 99 | long | 2022-06-27 14:00 @ 20,734.15 | 2022-06-28 09:00 @ 21,097.88 | 19h | $41.70 | +1.66% | signal |
| 100 | long | 2022-06-28 19:00 @ 20,345.67 | 2022-06-30 06:00 @ 19,717.68 | 1d 11h | −$81.01 | -3.20% | stop loss |
| 101 | long | 2022-06-30 07:00 @ 19,409.98 | 2022-06-30 13:00 @ 18,810.75 | 6h | −$79.80 | -3.18% | stop loss |
| 102 | long | 2022-07-03 06:00 @ 19,038.31 | 2022-07-03 19:00 @ 19,223.65 | 13h | $21.43 | +0.86% | signal |
| 103 | short | 2022-07-03 20:00 @ 19,479.60 | 2022-07-04 03:00 @ 19,069.91 | 7h | $50.18 | +2.01% | signal |
| 104 | short | 2022-07-04 11:00 @ 19,454.21 | 2022-07-04 15:00 @ 19,959.48 | 4h | −$67.65 | -2.70% | stop loss |
| 105 | short | 2022-07-04 16:00 @ 19,788.44 | 2022-07-05 00:00 @ 20,384.85 | 8h | −$77.38 | -3.11% | stop loss |
| 106 | short | 2022-07-05 01:00 @ 20,380.02 | 2022-07-05 12:00 @ 19,518.20 | 11h | $102.30 | +4.14% | signal |
| 107 | short | 2022-07-07 15:00 @ 20,904.52 | 2022-07-07 19:00 @ 21,491.47 | 4h | −$72.37 | -2.90% | stop loss |
| 108 | short | 2022-07-07 20:00 @ 21,793.54 | 2022-07-08 01:00 @ 22,567.60 | 5h | −$90.53 | -3.65% | stop loss |
| 109 | long | 2022-07-10 14:00 @ 21,079.62 | 2022-07-11 01:00 @ 20,515.13 | 11h | −$68.53 | -2.79% | stop loss |
| 110 | long | 2022-07-11 02:00 @ 20,549.21 | 2022-07-11 23:00 @ 19,943.34 | 21h | −$74.68 | -3.06% | stop loss |
| 111 | long | 2022-07-12 00:00 @ 19,958.29 | 2022-07-12 19:00 @ 19,346.79 | 19h | −$76.93 | -3.18% | stop loss |
| 112 | long | 2022-07-12 20:00 @ 19,387.58 | 2022-07-13 18:00 @ 19,871.32 | 22h | $57.51 | +2.40% | signal |
| 113 | short | 2022-07-16 17:00 @ 21,450.01 | 2022-07-17 18:00 @ 20,916.58 | 1d 1h | $58.31 | +2.41% | signal |
| 114 | short | 2022-07-18 06:00 @ 21,847.63 | 2022-07-18 15:00 @ 22,650.42 | 9h | −$91.49 | -3.77% | stop loss |
| 115 | long | 2022-07-23 12:00 @ 22,231.25 | 2022-07-24 06:00 @ 22,737.25 | 18h | $52.01 | +2.16% | signal |
| 116 | long | 2022-07-25 03:00 @ 21,949.99 | 2022-07-25 23:00 @ 21,240.29 | 20h | −$80.69 | -3.34% | stop loss |
| 117 | long | 2022-07-26 00:00 @ 21,304.26 | 2022-07-27 13:00 @ 21,355.93 | 1d 13h | $2.66 | +0.11% | signal |
| 118 | short | 2022-07-27 19:00 @ 22,540.39 | 2022-07-28 02:00 @ 23,359.18 | 7h | −$89.40 | -3.73% | stop loss |
| 119 | short | 2022-07-30 13:00 @ 24,367.93 | 2022-07-30 20:00 @ 23,919.68 | 7h | $41.62 | +1.75% | signal |
| 120 | long | 2022-08-01 00:00 @ 23,294.76 | 2022-08-02 09:00 @ 22,621.58 | 1d 9h | −$72.46 | -3.03% | stop loss |
| 121 | short | 2022-08-03 19:00 @ 23,472.30 | 2022-08-03 23:00 @ 22,924.58 | 4h | $52.96 | +2.23% | signal |
| 122 | long | 2022-08-04 17:00 @ 22,583.12 | 2022-08-05 03:00 @ 23,029.59 | 10h | $44.67 | +1.87% | signal |
| 123 | short | 2022-08-08 06:00 @ 23,411.82 | 2022-08-08 07:00 @ 23,824.73 | 1h | −$44.64 | -1.86% | stop loss |
| 124 | short | 2022-08-08 08:00 @ 23,792.04 | 2022-08-09 10:00 @ 23,469.89 | 1d 2h | $30.64 | +1.29% | signal |
| 125 | short | 2022-08-15 03:00 @ 24,903.22 | 2022-08-15 07:00 @ 24,124.12 | 4h | $72.44 | +3.03% | signal |
| 126 | long | 2022-08-15 09:00 @ 24,033.71 | 2022-08-17 06:00 @ 24,146.27 | 1d 21h | $8.74 | +0.36% | signal |
| 127 | short | 2022-08-17 07:00 @ 24,394.22 | 2022-08-17 08:00 @ 23,778.95 | 1h | $58.43 | +2.42% | signal |
| 128 | long | 2022-08-17 13:00 @ 23,668.03 | 2022-08-19 00:00 @ 23,055.16 | 1d 11h | −$66.28 | -2.73% | stop loss |
| 129 | long | 2022-08-19 01:00 @ 22,927.78 | 2022-08-19 06:00 @ 22,432.82 | 5h | −$54.39 | -2.26% | stop loss |
| 130 | long | 2022-08-23 06:00 @ 20,959.39 | 2022-08-23 09:00 @ 21,440.01 | 3h | $52.61 | +2.20% | signal |
| 131 | short | 2022-08-24 17:00 @ 21,700.56 | 2022-08-25 00:00 @ 21,359.27 | 7h | $35.49 | +1.47% | signal |
| 132 | short | 2022-08-25 08:00 @ 21,727.85 | 2022-08-25 17:00 @ 21,435.79 | 9h | $30.24 | +1.25% | signal |
| 133 | long | 2022-08-26 12:00 @ 21,183.84 | 2022-08-26 13:00 @ 21,622.17 | 1h | $47.73 | +1.97% | signal |
| 134 | long | 2022-08-27 04:00 @ 20,193.94 | 2022-08-28 23:00 @ 19,601.11 | 1d 19h | −$73.38 | -3.01% | stop loss |
| 135 | long | 2022-08-29 00:00 @ 19,551.41 | 2022-08-29 14:00 @ 20,062.89 | 14h | $61.40 | +2.54% | signal |
| 136 | short | 2022-08-29 16:00 @ 20,245.05 | 2022-08-30 15:00 @ 19,824.66 | 23h | $47.93 | +1.97% | signal |
| 137 | short | 2022-09-02 15:00 @ 20,350.03 | 2022-09-02 18:00 @ 19,795.36 | 3h | $64.37 | +2.63% | signal |
| 138 | short | 2022-09-05 00:00 @ 19,988.70 | 2022-09-05 06:00 @ 19,716.04 | 6h | $31.34 | +1.27% | signal |
| 139 | short | 2022-09-06 01:00 @ 20,089.68 | 2022-09-06 02:00 @ 19,766.85 | 1h | $37.24 | +1.51% | signal |
| 140 | short | 2022-09-06 09:00 @ 20,004.40 | 2022-09-06 14:00 @ 19,779.06 | 5h | $25.46 | +1.03% | signal |
| 141 | short | 2022-09-09 04:00 @ 19,932.01 | 2022-09-09 05:00 @ 20,512.58 | 1h | −$74.92 | -3.01% | stop loss |
| 142 | short | 2022-09-12 00:00 @ 21,815.94 | 2022-09-12 01:00 @ 22,381.83 | 1h | −$66.24 | -2.69% | stop loss |
| 143 | short | 2022-09-12 15:00 @ 22,300.14 | 2022-09-13 13:00 @ 21,401.58 | 22h | $97.07 | +3.96% | signal |
| 144 | long | 2022-09-15 15:00 @ 19,701.84 | 2022-09-17 01:00 @ 19,933.71 | 1d 10h | $26.16 | +1.06% | signal |
| 145 | short | 2022-09-17 17:00 @ 20,114.78 | 2022-09-18 10:00 @ 19,828.46 | 17h | $33.20 | +1.34% | signal |
| 146 | long | 2022-09-18 22:00 @ 19,455.19 | 2022-09-19 02:00 @ 19,005.86 | 4h | −$60.05 | -2.41% | stop loss |
| 147 | long | 2022-09-19 03:00 @ 18,758.75 | 2022-09-19 20:00 @ 19,500.80 | 17h | $95.57 | +3.86% | signal |
| 148 | long | 2022-09-25 22:00 @ 18,739.85 | 2022-09-26 09:00 @ 19,260.85 | 11h | $66.85 | +2.68% | signal |
| 149 | short | 2022-09-27 01:00 @ 19,332.13 | 2022-09-27 02:00 @ 19,907.53 | 1h | −$77.41 | -3.08% | stop loss |
| 150 | short | 2022-09-27 10:00 @ 20,169.17 | 2022-09-27 17:00 @ 19,105.92 | 7h | $129.34 | +5.18% | signal |
| 151 | short | 2022-09-30 15:00 @ 19,978.60 | 2022-09-30 21:00 @ 19,420.08 | 6h | $68.43 | +2.71% | signal |
| 152 | long | 2022-10-03 00:00 @ 19,053.11 | 2022-10-03 12:00 @ 19,236.65 | 12h | $21.65 | +0.85% | signal |
| 153 | short | 2022-10-03 15:00 @ 19,402.82 | 2022-10-04 06:00 @ 19,811.69 | 15h | −$55.81 | -2.19% | stop loss |
| 154 | short | 2022-10-04 07:00 @ 19,828.03 | 2022-10-04 14:00 @ 20,234.71 | 7h | −$54.34 | -2.14% | stop loss |
| 155 | short | 2022-10-04 15:00 @ 20,098.98 | 2022-10-05 15:00 @ 19,876.57 | 1d | $26.17 | +1.04% | signal |
| 156 | long | 2022-10-06 22:00 @ 19,906.98 | 2022-10-07 12:00 @ 19,457.06 | 14h | −$60.18 | -2.38% | stop loss |
| 157 | long | 2022-10-07 13:00 @ 19,612.72 | 2022-10-09 13:00 @ 19,486.80 | 2d | −$19.35 | -0.77% | signal |
| 158 | long | 2022-10-10 09:00 @ 19,232.15 | 2022-10-11 00:00 @ 18,952.79 | 15h | −$39.44 | -1.57% | stop loss |
| 159 | long | 2022-10-11 01:00 @ 19,043.41 | 2022-10-12 07:00 @ 19,139.57 | 1d 6h | $9.36 | +0.37% | signal |
| 160 | long | 2022-10-13 11:00 @ 18,686.14 | 2022-10-13 12:00 @ 18,367.94 | 1h | −$45.09 | -1.80% | stop loss |
| 161 | short | 2022-10-16 20:00 @ 19,365.93 | 2022-10-16 22:00 @ 19,142.23 | 2h | $26.30 | +1.06% | signal |
| 162 | short | 2022-10-16 23:00 @ 19,285.94 | 2022-10-17 12:00 @ 19,579.04 | 13h | −$40.34 | -1.62% | stop loss |
| 163 | short | 2022-10-17 13:00 @ 19,505.30 | 2022-10-18 16:00 @ 19,367.97 | 1d 3h | $15.69 | +0.63% | signal |
| 164 | long | 2022-10-20 01:00 @ 18,967.19 | 2022-10-20 15:00 @ 19,312.44 | 14h | $42.68 | +1.71% | signal |
| 165 | long | 2022-10-21 12:00 @ 18,937.99 | 2022-10-21 12:00 @ 18,617.78 | 0m | −$44.78 | -1.79% | stop loss |
| 166 | long | 2022-10-21 13:00 @ 18,873.77 | 2022-10-21 16:00 @ 19,154.77 | 3h | $34.57 | +1.39% | signal |
| 167 | short | 2022-10-23 18:00 @ 19,464.81 | 2022-10-23 22:00 @ 19,669.16 | 4h | −$28.75 | -1.15% | stop loss |
| 168 | short | 2022-10-23 23:00 @ 19,580.18 | 2022-10-24 15:00 @ 19,268.55 | 16h | $37.69 | +1.51% | signal |
| 169 | long | 2022-10-28 08:00 @ 20,073.91 | 2022-10-28 17:00 @ 20,687.86 | 9h | $73.95 | +2.96% | signal |
| 170 | short | 2022-10-29 09:00 @ 20,908.42 | 2022-10-30 11:00 @ 20,679.14 | 1d 2h | $25.25 | +1.00% | signal |
| 171 | long | 2022-10-31 01:00 @ 20,536.81 | 2022-10-31 11:00 @ 20,737.45 | 10h | $22.05 | +0.87% | signal |
| 172 | long | 2022-10-31 14:00 @ 20,319.46 | 2022-11-01 07:00 @ 20,612.78 | 17h | $33.99 | +1.34% | signal |
| 173 | long | 2022-11-03 12:00 @ 20,128.32 | 2022-11-04 05:00 @ 20,313.04 | 17h | $20.47 | +0.81% | signal |
| 174 | short | 2022-11-04 07:00 @ 20,592.58 | 2022-11-04 14:00 @ 20,911.77 | 7h | −$41.99 | -1.65% | stop loss |
| 175 | long | 2022-11-07 00:00 @ 20,904.18 | 2022-11-07 07:00 @ 20,611.01 | 7h | −$38.27 | -1.51% | stop loss |
| 176 | long | 2022-11-07 08:00 @ 20,632.23 | 2022-11-08 03:00 @ 20,274.91 | 19h | −$46.91 | -1.86% | stop loss |
| 177 | long | 2022-11-13 16:00 @ 16,571.71 | 2022-11-14 00:00 @ 16,172.06 | 8h | −$63.09 | -2.51% | stop loss |
| 178 | long | 2022-11-14 01:00 @ 16,257.25 | 2022-11-14 08:00 @ 16,809.74 | 7h | $82.35 | +3.30% | signal |
| 179 | short | 2022-11-18 01:00 @ 16,935.11 | 2022-11-18 17:00 @ 16,649.83 | 16h | $40.01 | +1.59% | signal |
| 180 | long | 2022-11-20 12:00 @ 16,520.90 | 2022-11-20 21:00 @ 16,302.98 | 9h | −$35.84 | -1.42% | stop loss |
| 181 | long | 2022-11-20 22:00 @ 16,280.66 | 2022-11-21 02:00 @ 15,984.90 | 4h | −$48.47 | -1.92% | stop loss |
| 182 | long | 2022-11-25 06:00 @ 16,356.37 | 2022-11-26 01:00 @ 16,567.39 | 19h | $29.68 | +1.18% | signal |
| 183 | long | 2022-11-28 00:00 @ 16,425.78 | 2022-11-28 01:00 @ 16,253.19 | 1h | −$28.99 | -1.15% | stop loss |
| 184 | long | 2022-11-28 02:00 @ 16,138.33 | 2022-11-29 05:00 @ 16,419.52 | 1d 3h | $41.03 | +1.64% | signal |
| 185 | short | 2022-12-04 20:00 @ 17,074.18 | 2022-12-05 01:00 @ 17,271.04 | 5h | −$31.56 | -1.25% | stop loss |
| 186 | short | 2022-12-05 02:00 @ 17,253.45 | 2022-12-05 16:00 @ 17,077.21 | 14h | $23.04 | +0.92% | signal |
| 187 | long | 2022-12-07 08:00 @ 16,758.75 | 2022-12-08 15:00 @ 16,887.12 | 1d 7h | $16.68 | +0.66% | signal |
| 188 | short | 2022-12-08 19:00 @ 17,236.45 | 2022-12-10 18:00 @ 17,162.13 | 1d 23h | $8.55 | +0.34% | signal |
| 189 | short | 2022-12-11 19:00 @ 17,193.66 | 2022-12-11 21:00 @ 17,097.32 | 2h | $11.62 | +0.46% | signal |
| 190 | long | 2022-12-11 23:00 @ 17,095.22 | 2022-12-12 00:00 @ 16,959.13 | 1h | −$22.68 | -0.90% | stop loss |
| 191 | long | 2022-12-12 01:00 @ 16,946.79 | 2022-12-12 21:00 @ 17,110.98 | 20h | $21.85 | +0.87% | signal |
| 192 | long | 2022-12-16 12:00 @ 17,022.10 | 2022-12-16 22:00 @ 16,691.39 | 10h | −$51.51 | -2.04% | stop loss |
| 193 | long | 2022-12-17 00:00 @ 16,627.42 | 2022-12-18 19:00 @ 16,736.65 | 1d 19h | $13.17 | +0.52% | signal |
| 194 | short | 2022-12-19 02:00 @ 16,774.64 | 2022-12-19 04:00 @ 16,676.83 | 2h | $12.16 | +0.48% | signal |
| 195 | long | 2022-12-19 17:00 @ 16,630.43 | 2022-12-19 22:00 @ 16,423.88 | 5h | −$33.78 | -1.34% | stop loss |
| 196 | long | 2022-12-19 23:00 @ 16,410.78 | 2022-12-20 03:00 @ 16,709.66 | 4h | $43.04 | +1.71% | signal |
| 197 | long | 2022-12-22 15:00 @ 16,670.63 | 2022-12-23 00:00 @ 16,812.14 | 9h | $18.68 | +0.74% | signal |
| 198 | long | 2022-12-25 16:00 @ 16,787.56 | 2022-12-25 22:00 @ 16,820.44 | 6h | $2.34 | +0.09% | signal |
| 199 | short | 2022-12-26 03:00 @ 16,877.82 | 2022-12-26 15:00 @ 16,826.96 | 12h | $4.96 | +0.20% | signal |
| 200 | short | 2022-12-27 00:00 @ 16,909.42 | 2022-12-27 12:00 @ 16,826.96 | 12h | $10.05 | +0.40% | 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.