[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2022-12-27 15:00 @ 16,767.55 | 2022-12-27 17:00 @ 16,623.27 | 2h | −$24.34 | -0.96% | stop loss |
| 202 | long | 2022-12-30 08:00 @ 16,470.89 | 2022-12-30 21:00 @ 16,561.29 | 13h | $10.89 | +0.43% | signal |
| 203 | short | 2023-01-02 00:00 @ 16,607.08 | 2023-01-02 02:00 @ 16,559.81 | 2h | $4.63 | +0.18% | signal |
| 204 | short | 2023-01-02 04:00 @ 16,651.37 | 2023-01-02 07:00 @ 16,768.15 | 3h | −$20.26 | -0.80% | stop loss |
| 205 | short | 2023-01-02 08:00 @ 16,709.26 | 2023-01-03 15:00 @ 16,656.43 | 1d 7h | $5.89 | +0.23% | signal |
| 206 | short | 2023-01-04 07:00 @ 16,869.43 | 2023-01-05 14:00 @ 16,774.35 | 1d 7h | $12.16 | +0.48% | signal |
| 207 | long | 2023-01-06 11:00 @ 16,763.55 | 2023-01-06 16:00 @ 16,830.73 | 5h | $7.59 | +0.30% | signal |
| 208 | short | 2023-01-09 00:00 @ 17,121.18 | 2023-01-09 09:00 @ 17,268.77 | 9h | −$24.21 | -0.96% | stop loss |
| 209 | short | 2023-01-16 02:00 @ 21,188.76 | 2023-01-16 09:00 @ 20,761.15 | 7h | $48.66 | +1.93% | signal |
| 210 | short | 2023-01-16 19:00 @ 21,282.44 | 2023-01-18 16:00 @ 21,039.71 | 1d 21h | $27.65 | +1.09% | signal |
| 211 | long | 2023-01-18 23:00 @ 20,815.96 | 2023-01-19 20:00 @ 21,085.88 | 21h | $29.64 | +1.17% | signal |
| 212 | short | 2023-01-20 17:00 @ 21,307.74 | 2023-01-20 20:00 @ 21,715.43 | 3h | −$51.35 | -2.01% | stop loss |
| 213 | short | 2023-01-20 21:00 @ 22,282.74 | 2023-01-21 09:00 @ 22,881.82 | 12h | −$70.25 | -2.77% | stop loss |
| 214 | short | 2023-01-21 10:00 @ 23,022.99 | 2023-01-22 20:00 @ 22,724.54 | 1d 10h | $31.15 | +1.24% | signal |
| 215 | short | 2023-01-24 02:00 @ 23,083.08 | 2023-01-24 10:00 @ 22,849.77 | 8h | $23.28 | +0.92% | signal |
| 216 | long | 2023-01-25 02:00 @ 22,491.90 | 2023-01-25 21:00 @ 22,928.01 | 19h | $46.04 | +1.82% | signal |
| 217 | short | 2023-01-25 22:00 @ 23,588.58 | 2023-01-27 02:00 @ 22,644.43 | 1d 4h | $100.32 | +3.94% | signal |
| 218 | short | 2023-01-29 02:00 @ 23,227.45 | 2023-01-29 11:00 @ 23,609.19 | 9h | −$44.55 | -1.73% | stop loss |
| 219 | short | 2023-01-29 12:00 @ 23,425.31 | 2023-01-29 19:00 @ 23,867.89 | 7h | −$50.65 | -1.98% | stop loss |
| 220 | short | 2023-01-29 20:00 @ 23,891.72 | 2023-01-30 10:00 @ 23,197.54 | 14h | $71.95 | +2.83% | signal |
| 221 | short | 2023-02-01 20:00 @ 23,375.12 | 2023-02-02 00:00 @ 23,933.23 | 4h | −$63.53 | -2.48% | stop loss |
| 222 | long | 2023-02-05 13:00 @ 23,164.73 | 2023-02-05 17:00 @ 22,863.71 | 4h | −$35.89 | -1.41% | stop loss |
| 223 | long | 2023-02-05 18:00 @ 22,853.07 | 2023-02-07 10:00 @ 22,997.00 | 1d 16h | $12.17 | +0.48% | signal |
| 224 | short | 2023-02-07 18:00 @ 23,273.24 | 2023-02-08 16:00 @ 22,866.97 | 22h | $42.35 | +1.67% | signal |
| 225 | long | 2023-02-09 04:00 @ 22,516.10 | 2023-02-09 19:00 @ 22,057.29 | 15h | −$55.04 | -2.16% | stop loss |
| 226 | short | 2023-02-12 10:00 @ 21,892.12 | 2023-02-12 22:00 @ 21,732.35 | 12h | $16.05 | +0.63% | signal |
| 227 | long | 2023-02-13 10:00 @ 21,576.61 | 2023-02-14 00:00 @ 21,761.75 | 14h | $19.01 | +0.75% | signal |
| 228 | short | 2023-02-15 12:00 @ 22,428.51 | 2023-02-15 12:00 @ 22,889.05 | 0m | −$54.87 | -2.15% | stop loss |
| 229 | long | 2023-02-20 00:00 @ 24,270.75 | 2023-02-20 10:00 @ 24,879.72 | 10h | $60.49 | +2.39% | signal |
| 230 | short | 2023-02-20 11:00 @ 24,913.82 | 2023-02-21 09:00 @ 24,689.34 | 22h | $21.19 | +0.83% | signal |
| 231 | long | 2023-02-21 22:00 @ 24,200.14 | 2023-02-23 03:00 @ 24,515.10 | 1d 5h | $29.65 | +1.16% | signal |
| 232 | long | 2023-02-24 16:00 @ 23,341.77 | 2023-02-26 10:00 @ 23,263.55 | 1d 18h | −$11.58 | -0.45% | signal |
| 233 | short | 2023-02-26 19:00 @ 23,476.10 | 2023-02-27 14:00 @ 23,861.07 | 19h | −$44.29 | -1.73% | stop loss |
| 234 | short | 2023-02-27 15:00 @ 23,785.34 | 2023-02-27 19:00 @ 23,281.36 | 4h | $51.62 | +2.03% | signal |
| 235 | long | 2023-02-28 22:00 @ 23,131.33 | 2023-03-01 04:00 @ 23,426.91 | 6h | $30.13 | +1.18% | signal |
| 236 | short | 2023-03-06 16:00 @ 22,539.09 | 2023-03-06 20:00 @ 22,387.38 | 4h | $14.86 | +0.58% | signal |
| 237 | long | 2023-03-07 15:00 @ 22,300.56 | 2023-03-07 15:00 @ 21,953.61 | 0m | −$42.55 | -1.66% | stop loss |
| 238 | long | 2023-03-07 16:00 @ 22,312.06 | 2023-03-07 21:00 @ 21,945.12 | 5h | −$44.72 | -1.75% | stop loss |
| 239 | short | 2023-03-12 18:00 @ 20,770.75 | 2023-03-12 18:00 @ 21,340.52 | 0m | −$72.52 | -2.84% | stop loss |
| 240 | short | 2023-03-12 19:00 @ 21,063.89 | 2023-03-12 22:00 @ 21,700.01 | 3h | −$79.01 | -3.12% | stop loss |
| 241 | short | 2023-03-17 02:00 @ 25,649.37 | 2023-03-17 10:00 @ 26,619.67 | 8h | −$97.32 | -3.87% | stop loss |
| 242 | short | 2023-03-17 11:00 @ 26,689.46 | 2023-03-17 22:00 @ 27,696.76 | 11h | −$96.16 | -3.87% | stop loss |
| 243 | short | 2023-03-17 23:00 @ 27,506.10 | 2023-03-19 07:00 @ 26,931.59 | 1d 8h | $49.99 | +2.03% | signal |
| 244 | short | 2023-03-19 17:00 @ 27,909.42 | 2023-03-20 04:00 @ 27,269.75 | 11h | $54.54 | +2.20% | signal |
| 245 | short | 2023-03-20 08:00 @ 28,162.87 | 2023-03-21 07:00 @ 27,626.72 | 23h | $45.59 | +1.83% | signal |
| 246 | short | 2023-03-22 15:00 @ 28,540.19 | 2023-03-22 19:00 @ 28,024.50 | 4h | $42.84 | +1.71% | signal |
| 247 | short | 2023-03-26 14:00 @ 28,133.77 | 2023-03-27 14:00 @ 27,682.54 | 1d | $38.01 | +1.51% | signal |
| 248 | long | 2023-03-27 15:00 @ 26,938.39 | 2023-03-28 20:00 @ 27,406.62 | 1d 5h | $41.10 | +1.63% | signal |
| 249 | short | 2023-03-29 07:00 @ 28,038.59 | 2023-03-30 02:00 @ 28,762.94 | 19h | −$67.34 | -2.66% | stop loss |
| 250 | long | 2023-03-31 08:00 @ 27,738.85 | 2023-03-31 14:00 @ 28,355.33 | 6h | $53.18 | +2.11% | signal |
| 251 | long | 2023-04-02 16:00 @ 28,115.72 | 2023-04-03 01:00 @ 27,708.00 | 9h | −$39.32 | -1.56% | stop loss |
| 252 | long | 2023-04-03 02:00 @ 27,702.24 | 2023-04-03 09:00 @ 28,320.53 | 7h | $53.68 | +2.13% | signal |
| 253 | short | 2023-04-05 01:00 @ 28,649.97 | 2023-04-05 15:00 @ 28,098.32 | 14h | $46.45 | +1.83% | signal |
| 254 | short | 2023-04-08 06:00 @ 28,126.27 | 2023-04-08 18:00 @ 27,931.69 | 12h | $15.15 | +0.60% | signal |
| 255 | short | 2023-04-09 20:00 @ 28,126.77 | 2023-04-09 21:00 @ 28,434.96 | 1h | −$30.46 | -1.20% | stop loss |
| 256 | short | 2023-04-09 22:00 @ 28,417.52 | 2023-04-10 16:00 @ 28,800.24 | 18h | −$36.09 | -1.42% | stop loss |
| 257 | short | 2023-04-13 15:00 @ 30,422.21 | 2023-04-14 06:00 @ 31,023.85 | 15h | −$52.34 | -2.07% | stop loss |
| 258 | short | 2023-04-14 07:00 @ 30,932.81 | 2023-04-14 16:00 @ 30,232.75 | 9h | $54.72 | +2.17% | signal |
| 259 | short | 2023-04-16 19:00 @ 30,481.00 | 2023-04-16 20:00 @ 30,312.06 | 1h | $11.50 | +0.45% | signal |
| 260 | long | 2023-04-17 01:00 @ 29,838.97 | 2023-04-17 11:00 @ 29,366.19 | 10h | −$42.84 | -1.69% | stop loss |
| 261 | long | 2023-04-17 12:00 @ 29,564.01 | 2023-04-18 10:00 @ 29,881.02 | 22h | $24.16 | +0.96% | signal |
| 262 | long | 2023-04-21 22:00 @ 27,284.56 | 2023-04-22 23:00 @ 27,832.23 | 1d 1h | $47.73 | +1.89% | signal |
| 263 | long | 2023-04-24 09:00 @ 27,179.23 | 2023-04-24 14:00 @ 27,606.38 | 5h | $37.37 | +1.47% | signal |
| 264 | long | 2023-04-24 16:00 @ 27,261.35 | 2023-04-25 18:00 @ 27,602.68 | 1d 2h | $28.78 | +1.13% | signal |
| 265 | short | 2023-04-25 21:00 @ 27,956.11 | 2023-04-26 08:00 @ 28,600.21 | 11h | −$61.35 | -2.40% | stop loss |
| 266 | short | 2023-04-26 09:00 @ 28,697.76 | 2023-04-26 12:00 @ 29,301.85 | 3h | −$56.08 | -2.21% | stop loss |
| 267 | short | 2023-04-30 16:00 @ 29,638.47 | 2023-05-01 00:00 @ 29,228.84 | 8h | $32.58 | +1.29% | signal |
| 268 | long | 2023-05-01 02:00 @ 28,493.90 | 2023-05-01 19:00 @ 27,804.56 | 17h | −$63.71 | -2.51% | stop loss |
| 269 | long | 2023-05-01 20:00 @ 27,839.47 | 2023-05-02 16:00 @ 28,515.30 | 20h | $58.45 | +2.32% | signal |
| 270 | short | 2023-05-05 17:00 @ 29,574.08 | 2023-05-06 13:00 @ 29,093.72 | 20h | $39.16 | +1.55% | signal |
| 271 | long | 2023-05-06 15:00 @ 28,596.72 | 2023-05-08 07:00 @ 27,993.65 | 1d 16h | −$56.82 | -2.23% | stop loss |
| 272 | long | 2023-05-08 08:00 @ 27,963.29 | 2023-05-08 18:00 @ 27,293.99 | 10h | −$63.17 | -2.50% | stop loss |
| 273 | short | 2023-05-10 13:00 @ 28,154.57 | 2023-05-10 18:00 @ 27,486.60 | 5h | $57.27 | +2.28% | signal |
| 274 | long | 2023-05-11 15:00 @ 27,116.62 | 2023-05-12 05:00 @ 26,428.86 | 14h | −$66.86 | -2.64% | stop loss |
| 275 | long | 2023-05-12 07:00 @ 26,292.46 | 2023-05-13 09:00 @ 26,781.64 | 1d 2h | $43.90 | +1.75% | signal |
| 276 | short | 2023-05-15 02:00 @ 27,186.16 | 2023-05-15 17:00 @ 27,634.00 | 15h | −$44.15 | -1.75% | stop loss |
| 277 | long | 2023-05-17 12:00 @ 26,631.73 | 2023-05-17 18:00 @ 27,071.58 | 6h | $38.84 | +1.55% | signal |
| 278 | short | 2023-05-20 18:00 @ 27,124.47 | 2023-05-21 12:00 @ 26,823.36 | 18h | $25.79 | +1.02% | signal |
| 279 | long | 2023-05-22 01:00 @ 26,647.03 | 2023-05-22 14:00 @ 26,989.90 | 13h | $29.98 | +1.19% | signal |
| 280 | short | 2023-05-26 15:00 @ 26,741.25 | 2023-05-28 01:00 @ 27,152.60 | 1d 10h | −$40.60 | -1.60% | stop loss |
| 281 | short | 2023-05-28 02:00 @ 27,074.68 | 2023-05-28 11:00 @ 27,391.65 | 9h | −$31.85 | -1.26% | stop loss |
| 282 | short | 2023-05-28 18:00 @ 27,332.63 | 2023-05-28 18:00 @ 27,752.20 | 0m | −$41.18 | -1.64% | stop loss |
| 283 | short | 2023-05-28 19:00 @ 27,571.78 | 2023-05-28 21:00 @ 27,994.68 | 2h | −$40.98 | -1.63% | stop loss |
| 284 | long | 2023-05-31 10:00 @ 27,125.52 | 2023-06-01 02:00 @ 26,653.58 | 16h | −$46.22 | -1.85% | stop loss |
| 285 | long | 2023-06-05 03:00 @ 26,924.08 | 2023-06-05 15:00 @ 26,564.49 | 12h | −$35.90 | -1.44% | stop loss |
| 286 | long | 2023-06-10 05:00 @ 25,758.95 | 2023-06-11 18:00 @ 25,927.31 | 1d 13h | $13.21 | +0.53% | signal |
| 287 | short | 2023-06-13 03:00 @ 26,110.18 | 2023-06-13 16:00 @ 25,756.05 | 13h | $31.32 | +1.26% | signal |
| 288 | long | 2023-06-15 05:00 @ 25,020.90 | 2023-06-15 21:00 @ 25,551.59 | 16h | $49.93 | +2.01% | signal |
| 289 | short | 2023-06-16 23:00 @ 26,350.73 | 2023-06-17 05:00 @ 26,862.28 | 6h | −$50.81 | -2.03% | stop loss |
| 290 | short | 2023-06-17 06:00 @ 26,674.26 | 2023-06-18 21:00 @ 26,467.09 | 1d 15h | $17.74 | +0.71% | signal |
| 291 | short | 2023-06-19 18:00 @ 26,649.77 | 2023-06-20 01:00 @ 27,124.02 | 7h | −$46.75 | -1.88% | stop loss |
| 292 | short | 2023-06-20 04:00 @ 26,875.32 | 2023-06-20 16:00 @ 27,356.97 | 12h | −$47.03 | -1.90% | stop loss |
| 293 | long | 2023-06-25 21:00 @ 30,368.87 | 2023-06-26 14:00 @ 30,625.07 | 17h | $17.85 | +0.72% | signal |
| 294 | long | 2023-06-26 17:00 @ 30,097.82 | 2023-06-27 03:00 @ 30,467.11 | 10h | $27.60 | +1.12% | signal |
| 295 | short | 2023-06-27 12:00 @ 30,713.96 | 2023-06-28 03:00 @ 30,410.28 | 15h | $22.55 | +0.91% | signal |
| 296 | short | 2023-06-30 04:00 @ 30,728.25 | 2023-06-30 14:00 @ 30,124.12 | 10h | $46.65 | +1.88% | signal |
| 297 | short | 2023-07-02 23:00 @ 30,640.57 | 2023-07-03 15:00 @ 31,045.41 | 16h | −$35.01 | -1.40% | stop loss |
| 298 | short | 2023-07-03 16:00 @ 31,061.79 | 2023-07-04 20:00 @ 30,691.34 | 1d 4h | $28.20 | +1.13% | signal |
| 299 | long | 2023-07-05 11:00 @ 30,427.18 | 2023-07-06 08:00 @ 30,786.04 | 21h | $26.42 | +1.06% | signal |
| 300 | long | 2023-07-10 01:00 @ 30,083.72 | 2023-07-10 12:00 @ 30,215.56 | 11h | $8.34 | +0.33% | signal |
| 301 | short | 2023-07-10 19:00 @ 30,513.20 | 2023-07-10 20:00 @ 30,958.32 | 1h | −$39.05 | -1.56% | stop loss |
| 302 | short | 2023-07-10 21:00 @ 30,767.15 | 2023-07-12 16:00 @ 30,516.20 | 1d 19h | $18.70 | +0.75% | signal |
| 303 | long | 2023-07-17 10:00 @ 30,169.53 | 2023-07-17 14:00 @ 30,269.94 | 4h | $5.81 | +0.23% | signal |
| 304 | long | 2023-07-17 17:00 @ 30,131.93 | 2023-07-17 18:00 @ 29,741.31 | 1h | −$34.90 | -1.40% | stop loss |
| 305 | long | 2023-07-17 19:00 @ 29,789.96 | 2023-07-17 22:00 @ 30,223.85 | 3h | $33.78 | +1.36% | signal |
| 306 | long | 2023-07-18 12:00 @ 29,877.97 | 2023-07-18 16:00 @ 29,409.80 | 4h | −$41.84 | -1.67% | stop loss |
| 307 | short | 2023-07-20 08:00 @ 30,189.56 | 2023-07-20 15:00 @ 29,772.65 | 7h | $32.15 | +1.29% | signal |
| 308 | short | 2023-07-23 18:00 @ 30,104.08 | 2023-07-23 19:00 @ 30,360.39 | 1h | −$23.77 | -0.95% | stop loss |
| 309 | short | 2023-07-23 20:00 @ 30,077.08 | 2023-07-24 02:00 @ 29,910.78 | 6h | $11.54 | +0.46% | signal |
| 310 | short | 2023-07-26 14:00 @ 29,289.44 | 2023-07-26 20:00 @ 29,589.47 | 6h | −$27.92 | -1.12% | stop loss |
| 311 | short | 2023-07-27 05:00 @ 29,468.01 | 2023-07-27 16:00 @ 29,283.86 | 11h | $13.16 | +0.53% | signal |
| 312 | short | 2023-07-30 18:00 @ 29,379.32 | 2023-07-30 20:00 @ 29,193.04 | 2h | $13.31 | +0.53% | signal |
| 313 | long | 2023-07-30 22:00 @ 29,201.04 | 2023-07-31 01:00 @ 29,443.81 | 3h | $18.17 | +0.73% | signal |
| 314 | short | 2023-07-31 13:00 @ 29,451.01 | 2023-07-31 15:00 @ 29,295.86 | 2h | $10.67 | +0.43% | signal |
| 315 | long | 2023-08-04 19:00 @ 29,053.81 | 2023-08-06 09:00 @ 29,092.18 | 1d 14h | −$0.31 | -0.01% | signal |
| 316 | short | 2023-08-06 21:00 @ 29,120.37 | 2023-08-07 01:00 @ 29,052.31 | 4h | $3.60 | +0.14% | signal |
| 317 | short | 2023-08-07 02:00 @ 29,127.77 | 2023-08-07 07:00 @ 29,047.11 | 5h | $4.43 | +0.18% | signal |
| 318 | long | 2023-08-07 16:00 @ 28,858.97 | 2023-08-07 19:00 @ 29,074.18 | 3h | $15.91 | +0.64% | signal |
| 319 | short | 2023-08-08 11:00 @ 29,283.14 | 2023-08-08 12:00 @ 29,561.65 | 1h | −$26.37 | -1.05% | stop loss |
| 320 | long | 2023-08-13 17:00 @ 29,350.87 | 2023-08-13 19:00 @ 29,405.42 | 2h | $2.14 | +0.09% | signal |
| 321 | long | 2023-08-13 23:00 @ 29,312.86 | 2023-08-14 01:00 @ 29,188.87 | 2h | −$13.33 | -0.53% | stop loss |
| 322 | long | 2023-08-14 02:00 @ 29,262.25 | 2023-08-14 02:00 @ 29,064.63 | 0m | −$19.36 | -0.77% | stop loss |
| 323 | short | 2023-08-14 15:00 @ 29,517.70 | 2023-08-14 19:00 @ 29,321.06 | 4h | $14.37 | +0.58% | signal |
| 324 | long | 2023-08-21 16:00 @ 25,930.29 | 2023-08-21 20:00 @ 26,080.98 | 4h | $12.05 | +0.48% | signal |
| 325 | long | 2023-08-22 16:00 @ 25,928.18 | 2023-08-22 21:00 @ 25,627.28 | 5h | −$31.57 | -1.26% | stop loss |
| 326 | long | 2023-08-25 15:00 @ 25,826.66 | 2023-08-26 15:00 @ 26,051.69 | 1d | $18.85 | +0.76% | signal |
| 327 | short | 2023-08-27 15:00 @ 26,128.77 | 2023-08-28 01:00 @ 26,014.50 | 10h | $8.45 | +0.34% | signal |
| 328 | long | 2023-08-28 06:00 @ 25,955.29 | 2023-08-28 13:00 @ 26,120.77 | 7h | $13.31 | +0.53% | signal |
| 329 | short | 2023-09-03 20:00 @ 25,992.30 | 2023-09-04 12:00 @ 25,883.08 | 16h | $8.12 | +0.32% | signal |
| 330 | long | 2023-09-04 22:00 @ 25,669.23 | 2023-09-06 03:00 @ 25,831.53 | 1d 5h | $13.14 | +0.52% | signal |
| 331 | long | 2023-09-06 15:00 @ 25,611.02 | 2023-09-06 17:00 @ 25,356.29 | 2h | −$27.49 | -1.10% | stop loss |
| 332 | short | 2023-09-07 18:00 @ 25,913.82 | 2023-09-07 21:00 @ 26,240.83 | 3h | −$34.07 | -1.36% | stop loss |
| 333 | long | 2023-09-10 12:00 @ 25,788.16 | 2023-09-10 16:00 @ 25,642.11 | 4h | −$16.66 | -0.67% | stop loss |
| 334 | long | 2023-09-10 18:00 @ 25,690.44 | 2023-09-10 22:00 @ 25,887.82 | 4h | $16.62 | +0.67% | signal |
| 335 | long | 2023-09-11 01:00 @ 25,720.74 | 2023-09-11 06:00 @ 25,879.62 | 5h | $12.89 | +0.52% | signal |
| 336 | long | 2023-09-11 11:00 @ 25,703.14 | 2023-09-11 14:00 @ 25,380.32 | 3h | −$33.82 | -1.36% | stop loss |
| 337 | short | 2023-09-14 14:00 @ 26,565.29 | 2023-09-15 13:00 @ 26,357.77 | 23h | $16.75 | +0.67% | signal |
| 338 | short | 2023-09-18 03:00 @ 26,643.17 | 2023-09-18 09:00 @ 26,922.71 | 6h | −$28.62 | -1.15% | stop loss |
| 339 | short | 2023-09-18 10:00 @ 26,853.13 | 2023-09-18 11:00 @ 27,220.89 | 1h | −$36.52 | -1.47% | stop loss |
| 340 | short | 2023-09-18 12:00 @ 27,179.16 | 2023-09-19 01:00 @ 26,672.03 | 13h | $43.62 | +1.76% | signal |
| 341 | long | 2023-09-21 10:00 @ 26,743.85 | 2023-09-23 17:00 @ 26,586.88 | 2d 7h | −$17.54 | -0.71% | signal |
| 342 | short | 2023-09-24 18:00 @ 26,655.97 | 2023-09-24 20:00 @ 26,437.79 | 2h | $17.84 | +0.72% | signal |
| 343 | long | 2023-09-24 21:00 @ 26,494.60 | 2023-09-24 23:00 @ 26,247.75 | 2h | −$25.63 | -1.03% | stop loss |
| 344 | long | 2023-09-25 00:00 @ 26,237.65 | 2023-09-27 01:00 @ 26,240.95 | 2d 1h | −$2.73 | -0.11% | signal |
| 345 | short | 2023-09-27 10:00 @ 26,378.02 | 2023-09-27 11:00 @ 26,630.02 | 1h | −$26.17 | -1.06% | stop loss |
| 346 | short | 2023-10-01 07:00 @ 27,107.68 | 2023-10-01 22:00 @ 27,300.22 | 15h | −$20.11 | -0.81% | stop loss |
| 347 | short | 2023-10-04 23:00 @ 27,734.95 | 2023-10-05 17:00 @ 27,438.89 | 18h | $23.63 | +0.96% | signal |
| 348 | long | 2023-10-06 13:00 @ 27,244.15 | 2023-10-06 15:00 @ 27,649.17 | 2h | $34.27 | +1.39% | signal |
| 349 | long | 2023-10-09 09:00 @ 27,741.45 | 2023-10-09 11:00 @ 27,406.18 | 2h | −$32.46 | -1.31% | stop loss |
| 350 | long | 2023-10-09 12:00 @ 27,461.49 | 2023-10-11 02:00 @ 27,103.19 | 1d 14h | −$35.38 | -1.43% | stop loss |
| 351 | long | 2023-10-11 03:00 @ 27,115.32 | 2023-10-11 15:00 @ 26,727.19 | 12h | −$37.93 | -1.54% | stop loss |
| 352 | short | 2023-10-13 21:00 @ 26,962.41 | 2023-10-14 22:00 @ 26,811.86 | 1d 1h | $11.38 | +0.46% | signal |
| 353 | short | 2023-10-15 18:00 @ 26,964.11 | 2023-10-15 20:00 @ 27,144.82 | 2h | −$18.94 | -0.77% | stop loss |
| 354 | short | 2023-10-15 21:00 @ 27,188.46 | 2023-10-16 05:00 @ 27,474.47 | 8h | −$28.26 | -1.15% | stop loss |
| 355 | short | 2023-10-19 15:00 @ 28,659.77 | 2023-10-20 02:00 @ 29,117.32 | 11h | −$42.01 | -1.72% | stop loss |
| 356 | short | 2023-10-20 03:00 @ 28,961.71 | 2023-10-20 08:00 @ 29,581.16 | 5h | −$54.51 | -2.24% | stop loss |
| 357 | short | 2023-10-20 09:00 @ 29,713.86 | 2023-10-22 22:00 @ 29,746.45 | 2d 13h | −$4.60 | -0.19% | signal |
| 358 | short | 2023-10-23 02:00 @ 30,330.63 | 2023-10-23 05:00 @ 30,908.65 | 3h | −$48.58 | -2.01% | stop loss |
| 359 | long | 2023-10-27 18:00 @ 33,615.82 | 2023-10-28 06:00 @ 34,085.78 | 12h | $31.01 | +1.29% | signal |
| 360 | short | 2023-10-29 13:00 @ 34,433.81 | 2023-10-30 08:00 @ 34,198.64 | 19h | $14.58 | +0.60% | signal |
| 361 | short | 2023-11-01 13:00 @ 34,818.43 | 2023-11-01 15:00 @ 34,191.04 | 2h | $41.21 | +1.70% | signal |
| 362 | short | 2023-11-04 23:00 @ 35,164.77 | 2023-11-05 22:00 @ 34,659.73 | 23h | $33.22 | +1.37% | signal |
| 363 | long | 2023-11-07 11:00 @ 34,652.53 | 2023-11-07 19:00 @ 35,391.72 | 8h | $49.31 | +2.02% | signal |
| 364 | short | 2023-11-07 20:00 @ 35,466.41 | 2023-11-09 02:00 @ 36,197.66 | 1d 6h | −$52.03 | -2.12% | stop loss |
| 365 | long | 2023-11-13 12:00 @ 36,844.87 | 2023-11-14 00:00 @ 36,324.67 | 12h | −$37.76 | -1.55% | stop loss |
| 366 | long | 2023-11-14 01:00 @ 36,277.55 | 2023-11-14 18:00 @ 35,650.10 | 17h | −$45.17 | -1.86% | stop loss |
| 367 | short | 2023-11-19 19:00 @ 36,844.43 | 2023-11-19 23:00 @ 37,284.73 | 4h | −$31.32 | -1.30% | stop loss |
| 368 | short | 2023-11-20 00:00 @ 37,368.32 | 2023-11-21 14:00 @ 37,034.51 | 1d 14h | $20.33 | +0.84% | signal |
| 369 | short | 2023-11-24 16:00 @ 38,209.66 | 2023-11-26 02:00 @ 37,680.03 | 1d 10h | $32.26 | +1.34% | signal |
| 370 | long | 2023-11-26 14:00 @ 37,507.40 | 2023-11-27 07:00 @ 37,118.05 | 17h | −$28.04 | -1.16% | stop loss |
| 371 | long | 2023-11-27 11:00 @ 37,107.42 | 2023-11-28 12:00 @ 37,242.55 | 1d 1h | $5.65 | +0.23% | signal |
| 372 | short | 2023-11-28 17:00 @ 37,861.13 | 2023-11-30 02:00 @ 37,693.24 | 1d 9h | $9.27 | +0.38% | signal |
| 373 | short | 2023-12-01 09:00 @ 38,290.44 | 2023-12-01 16:00 @ 38,875.66 | 7h | −$39.17 | -1.62% | stop loss |
| 374 | short | 2023-12-01 17:00 @ 38,782.34 | 2023-12-02 19:00 @ 39,464.53 | 1d 2h | −$44.20 | -1.83% | stop loss |
| 375 | short | 2023-12-02 20:00 @ 39,408.52 | 2023-12-03 22:00 @ 40,023.52 | 1d 2h | −$39.13 | -1.63% | stop loss |
| 376 | short | 2023-12-03 23:00 @ 40,071.88 | 2023-12-04 01:00 @ 40,773.05 | 2h | −$43.97 | -1.84% | stop loss |
| 377 | long | 2023-12-07 20:00 @ 43,247.85 | 2023-12-08 12:00 @ 43,678.56 | 16h | $20.50 | +0.86% | signal |
| 378 | short | 2023-12-08 21:00 @ 44,384.22 | 2023-12-10 00:00 @ 43,742.95 | 1d 3h | $33.45 | +1.40% | signal |
| 379 | long | 2023-12-11 02:00 @ 43,250.45 | 2023-12-11 02:00 @ 42,030.22 | 0m | −$69.82 | -2.92% | stop loss |
| 380 | short | 2023-12-13 18:00 @ 42,129.67 | 2023-12-13 21:00 @ 43,127.97 | 3h | −$58.65 | -2.47% | stop loss |
| 381 | short | 2023-12-13 22:00 @ 42,992.00 | 2023-12-15 13:00 @ 42,639.63 | 1d 15h | $18.16 | +0.77% | signal |
| 382 | long | 2023-12-15 16:00 @ 41,938.79 | 2023-12-16 16:00 @ 42,623.07 | 1d | $35.47 | +1.50% | signal |
| 383 | long | 2023-12-17 15:00 @ 41,654.73 | 2023-12-17 19:00 @ 42,193.96 | 4h | $28.08 | +1.18% | signal |
| 384 | long | 2023-12-18 00:00 @ 41,404.88 | 2023-12-18 10:00 @ 40,567.60 | 10h | −$51.03 | -2.14% | stop loss |
| 385 | long | 2023-12-18 11:00 @ 40,854.07 | 2023-12-18 21:00 @ 41,986.00 | 10h | $62.80 | +2.65% | signal |
| 386 | short | 2023-12-20 14:00 @ 43,808.04 | 2023-12-22 08:00 @ 43,622.72 | 1d 18h | $11.02 | +0.46% | signal |
| 387 | long | 2023-12-24 23:00 @ 43,002.90 | 2023-12-25 13:00 @ 43,691.26 | 14h | $35.30 | +1.48% | signal |
| 388 | long | 2023-12-26 06:00 @ 42,801.56 | 2023-12-26 17:00 @ 42,063.44 | 11h | −$44.93 | -1.88% | stop loss |
| 389 | long | 2023-12-30 09:00 @ 41,621.72 | 2023-12-30 16:00 @ 42,401.92 | 7h | $42.26 | +1.77% | signal |
| 390 | short | 2024-01-01 19:00 @ 43,139.37 | 2024-01-01 20:00 @ 43,849.35 | 1h | −$41.80 | -1.75% | stop loss |
| 391 | short | 2024-01-01 21:00 @ 43,744.45 | 2024-01-02 00:00 @ 44,499.82 | 3h | −$41.93 | -1.76% | stop loss |
| 392 | short | 2024-01-07 14:00 @ 44,397.42 | 2024-01-07 23:00 @ 43,860.07 | 9h | $26.59 | +1.12% | signal |
| 393 | long | 2024-01-08 03:00 @ 43,363.47 | 2024-01-08 07:00 @ 43,891.22 | 4h | $26.56 | +1.12% | signal |
| 394 | short | 2024-01-08 12:00 @ 44,628.27 | 2024-01-08 18:00 @ 45,815.03 | 6h | −$65.62 | -2.75% | stop loss |
| 395 | short | 2024-01-11 13:00 @ 47,441.51 | 2024-01-11 17:00 @ 46,047.21 | 4h | $67.53 | +2.85% | signal |
| 396 | long | 2024-01-12 16:00 @ 44,504.00 | 2024-01-12 22:00 @ 42,664.46 | 6h | −$101.20 | -4.24% | stop loss |
| 397 | long | 2024-01-12 23:00 @ 42,526.40 | 2024-01-14 18:00 @ 42,971.20 | 1d 19h | $20.89 | +0.88% | signal |
| 398 | long | 2024-01-14 23:00 @ 42,288.36 | 2024-01-15 10:00 @ 42,751.35 | 11h | $23.05 | +0.97% | signal |
| 399 | long | 2024-01-15 15:00 @ 42,212.64 | 2024-01-15 19:00 @ 43,007.00 | 4h | $42.00 | +1.77% | signal |
| 400 | short | 2024-01-16 16:00 @ 43,242.35 | 2024-01-17 06:00 @ 42,787.16 | 14h | $23.18 | +0.97% | 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.