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

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-9.70%-14.38%54555%
Validation2024-10-19 → 2025-09-25-6.31%-9.56%18254%
Out-of-sample2025-09-25 → 2026-08-31-10.08%-11.74%17452%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
901short2026-08-30 17:00 @ 79,289.042026-08-31 00:00 @ 77,650.137h$37.25+1.97%signal
900long2026-08-28 17:00 @ 77,771.352026-08-30 07:00 @ 78,238.251d 14h$8.73+0.46%signal
899short2026-08-27 09:00 @ 79,706.762026-08-28 01:00 @ 81,222.7216h−$37.80-1.99%stop loss
898long2026-08-26 15:00 @ 77,780.052026-08-27 00:00 @ 78,973.609h$27.01+1.43%signal
897short2026-08-25 03:00 @ 80,614.272026-08-25 21:00 @ 78,184.4318h$55.16+2.94%signal
896short2026-08-24 12:00 @ 78,413.712026-08-25 02:00 @ 80,309.0214h−$47.32-2.50%stop loss
895short2026-08-17 03:00 @ 63,370.122026-08-17 15:00 @ 63,893.6012h−$17.43-0.92%stop loss
894long2026-08-16 23:00 @ 62,897.582026-08-17 02:00 @ 63,071.483h$3.27+0.17%signal
893short2026-08-16 17:00 @ 63,220.052026-08-16 22:00 @ 62,912.685h$7.31+0.39%signal
892long2026-08-14 07:00 @ 62,957.192026-08-15 20:00 @ 63,080.981d 13h$1.35+0.07%signal
891short2026-08-10 07:00 @ 65,260.052026-08-10 10:00 @ 64,953.993h$7.13+0.38%signal
890short2026-08-09 14:00 @ 65,181.962026-08-10 00:00 @ 64,880.7710h$6.98+0.37%signal
889short2026-08-07 12:00 @ 64,983.202026-08-09 03:00 @ 64,810.961d 15h$3.64+0.19%signal
888short2026-08-05 17:00 @ 64,618.872026-08-06 19:00 @ 64,401.681d 2h$4.74+0.25%signal
887long2026-07-31 14:00 @ 63,260.652026-08-02 03:00 @ 63,412.811d 13h$2.25+0.12%signal
886short2026-07-30 12:00 @ 64,753.952026-07-31 03:00 @ 64,284.8515h$12.12+0.64%signal
885short2026-07-26 23:00 @ 65,371.622026-07-27 15:00 @ 64,676.3316h$18.35+0.98%signal
884short2026-07-26 15:00 @ 64,674.262026-07-26 22:00 @ 65,119.307h−$14.73-0.78%stop loss
883long2026-07-24 14:00 @ 64,141.932026-07-26 01:00 @ 64,469.801d 11h$7.31+0.39%signal
882long2026-07-23 08:00 @ 65,418.382026-07-24 13:00 @ 64,536.521d 5h−$27.72-1.47%stop loss
881short2026-07-21 12:00 @ 66,304.642026-07-22 13:00 @ 65,617.221d 1h$17.86+0.95%signal
880long2026-07-17 06:00 @ 62,819.962026-07-17 19:00 @ 64,207.2613h$39.33+2.10%signal
879long2026-07-16 18:00 @ 64,058.312026-07-17 05:00 @ 62,915.1111h−$35.60-1.89%stop loss
878long2026-07-13 04:00 @ 62,792.662026-07-13 18:00 @ 61,840.5814h−$30.81-1.63%stop loss
877long2026-07-13 00:00 @ 63,762.652026-07-13 03:00 @ 62,983.283h−$25.09-1.32%stop loss
876long2026-07-12 07:00 @ 63,741.352026-07-12 15:00 @ 64,162.178h$10.48+0.55%signal
875short2026-07-10 02:00 @ 63,713.952026-07-12 00:00 @ 63,795.861d 22h−$3.72-0.20%signal
874long2026-07-06 13:00 @ 61,745.952026-07-06 16:00 @ 63,510.303h$51.85+2.76%signal
873short2026-07-05 23:00 @ 63,704.362026-07-06 09:00 @ 62,888.5810h$22.41+1.19%signal
872short2026-07-03 21:00 @ 62,746.752026-07-05 17:00 @ 62,624.521d 20h$2.84+0.15%signal
871short2026-07-01 22:00 @ 60,787.742026-07-03 15:00 @ 62,363.981d 17h−$50.13-2.66%stop loss
870long2026-06-30 13:00 @ 58,386.472026-07-01 14:00 @ 59,451.111d 1h$32.17+1.71%signal
869long2026-06-28 17:00 @ 59,667.832026-06-29 11:00 @ 60,050.2918h$9.95+0.53%signal
868long2026-06-23 13:00 @ 62,240.452026-06-24 14:00 @ 60,945.371d 1h−$41.18-2.18%stop loss
867long2026-06-23 06:00 @ 63,384.672026-06-23 08:00 @ 62,118.602h−$39.81-2.10%stop loss
866short2026-06-22 12:00 @ 64,611.282026-06-22 23:00 @ 63,961.2911h$17.25+0.91%signal
865short2026-06-22 02:00 @ 64,561.592026-06-22 04:00 @ 63,947.892h$16.08+0.85%signal
864short2026-06-20 16:00 @ 64,126.572026-06-21 21:00 @ 63,837.561d 5h$6.85+0.36%signal
863long2026-06-17 09:00 @ 64,902.882026-06-17 18:00 @ 66,059.899h$31.66+1.68%signal
862short2026-06-15 13:00 @ 66,515.192026-06-16 15:00 @ 65,643.331d 2h$22.55+1.20%signal
861short2026-06-14 22:00 @ 65,271.342026-06-15 12:00 @ 66,368.7514h−$33.48-1.78%stop loss
860short2026-06-13 22:00 @ 64,422.312026-06-14 15:00 @ 63,966.4917h$11.25+0.60%signal
859short2026-06-11 11:00 @ 63,107.582026-06-13 21:00 @ 64,454.472d 10h−$42.03-2.22%stop loss
858long2026-06-09 15:00 @ 61,523.902026-06-10 16:00 @ 62,592.181d 1h$30.83+1.64%signal
857short2026-06-07 09:00 @ 62,810.442026-06-09 01:00 @ 62,535.101d 16h$6.52+0.35%signal
856long2026-06-01 12:00 @ 72,467.192026-06-01 15:00 @ 71,293.493h−$32.46-1.72%stop loss
855long2026-06-01 02:00 @ 73,272.552026-06-01 11:00 @ 72,258.179h−$28.21-1.49%stop loss
854long2026-05-27 22:00 @ 74,454.892026-05-28 03:00 @ 73,105.155h−$36.61-1.92%stop loss
853long2026-05-27 04:00 @ 75,650.732026-05-27 21:00 @ 74,454.0017h−$32.52-1.70%stop loss
852long2026-05-23 08:00 @ 74,588.112026-05-23 21:00 @ 77,231.4513h$65.12+3.43%signal
851long2026-05-22 20:00 @ 75,842.272026-05-23 07:00 @ 74,664.7711h−$31.49-1.65%stop loss
850long2026-05-22 15:00 @ 76,750.052026-05-22 19:00 @ 75,766.374h−$26.45-1.38%stop loss
849short2026-05-20 07:00 @ 77,364.422026-05-21 11:00 @ 77,188.031d 4h$2.84+0.15%signal
848long2026-05-18 15:00 @ 76,384.972026-05-19 21:00 @ 76,961.001d 6h$12.03+0.63%signal
847long2026-05-18 00:00 @ 77,445.892026-05-18 14:00 @ 76,348.5414h−$29.12-1.52%stop loss
846long2026-05-13 14:00 @ 79,633.722026-05-14 15:00 @ 80,913.411d 1h$28.57+1.50%signal
845long2026-05-12 17:00 @ 79,983.092026-05-13 03:00 @ 81,001.9010h$22.21+1.17%signal
844short2026-05-10 18:00 @ 81,425.112026-05-10 23:00 @ 82,166.145h−$19.27-1.01%stop loss
843short2026-05-09 18:00 @ 80,749.652026-05-10 17:00 @ 81,569.6623h−$21.14-1.11%stop loss
842long2026-05-07 14:00 @ 80,473.692026-05-09 02:00 @ 80,264.041d 12h−$6.75-0.35%signal
841short2026-05-06 12:00 @ 82,468.802026-05-07 01:00 @ 80,983.1913h$32.26+1.69%signal
840short2026-05-04 02:00 @ 79,740.052026-05-04 12:00 @ 78,769.2510h$21.24+1.12%signal
839short2026-05-03 21:00 @ 78,873.222026-05-04 01:00 @ 79,675.544h−$21.22-1.11%stop loss
838short2026-05-01 13:00 @ 77,831.632026-05-02 21:00 @ 79,097.641d 8h−$33.29-1.74%stop loss
837short2026-04-27 03:00 @ 79,067.082026-04-27 06:00 @ 77,746.053h$29.96+1.57%signal
836short2026-04-26 22:00 @ 78,353.932026-04-27 01:00 @ 79,451.433h−$28.73-1.50%stop loss
835short2026-04-26 19:00 @ 78,222.452026-04-26 21:00 @ 78,986.892h−$20.68-1.08%stop loss
834short2026-04-22 09:00 @ 77,954.412026-04-23 11:00 @ 77,378.471d 2h$12.01+0.63%signal
833long2026-04-19 23:00 @ 74,019.802026-04-20 13:00 @ 75,230.0514h$29.46+1.54%signal
832short2026-04-17 14:00 @ 77,278.742026-04-18 17:00 @ 75,913.081d 3h$31.13+1.64%signal
831short2026-04-17 09:00 @ 75,734.652026-04-17 13:00 @ 77,245.544h−$40.05-2.10%stop loss
830short2026-04-14 05:00 @ 74,340.632026-04-14 14:00 @ 75,793.559h−$39.42-2.05%stop loss
829long2026-04-12 05:00 @ 71,442.992026-04-13 15:00 @ 72,332.631d 10h$22.01+1.15%signal
828short2026-04-10 15:00 @ 72,856.032026-04-12 02:00 @ 71,613.021d 11h$30.07+1.58%signal
827short2026-04-06 00:00 @ 68,984.102026-04-06 09:00 @ 70,122.549h−$33.31-1.74%stop loss
826short2026-04-05 21:00 @ 67,623.172026-04-05 23:00 @ 68,428.242h−$24.82-1.29%stop loss
825short2026-04-04 16:00 @ 67,343.932026-04-05 06:00 @ 66,918.5814h$10.29+0.54%signal
824short2026-03-30 04:00 @ 67,126.572026-03-30 18:00 @ 66,818.4614h$6.91+0.36%signal
823long2026-03-29 23:00 @ 65,833.362026-03-30 02:00 @ 66,610.883h$20.66+1.08%signal
822long2026-03-27 11:00 @ 66,469.692026-03-29 03:00 @ 66,760.351d 16h$6.92+0.36%signal
821long2026-03-26 12:00 @ 69,253.152026-03-27 08:00 @ 67,877.7620h−$39.95-2.08%stop loss
820long2026-03-22 00:00 @ 68,895.282026-03-22 21:00 @ 67,602.9321h−$37.92-1.96%stop loss
819long2026-03-18 15:00 @ 71,174.632026-03-19 12:00 @ 69,343.9321h−$51.87-2.67%stop loss
818long2026-03-18 12:00 @ 72,920.982026-03-18 14:00 @ 71,261.882h−$46.41-2.37%stop loss
817short2026-03-16 04:00 @ 73,524.792026-03-17 00:00 @ 75,362.3320h−$50.98-2.59%stop loss
816short2026-03-15 22:00 @ 72,060.192026-03-16 03:00 @ 73,396.035h−$38.60-1.95%stop loss
815short2026-03-13 14:00 @ 73,330.032026-03-14 01:00 @ 70,614.1211h$70.64+3.60%signal
814short2026-03-13 01:00 @ 71,429.112026-03-13 13:00 @ 73,375.7312h−$55.70-2.82%stop loss
813long2026-03-08 23:00 @ 66,211.642026-03-09 06:00 @ 67,856.137h$46.85+2.39%signal
812long2026-03-06 14:00 @ 69,203.442026-03-07 19:00 @ 67,185.521d 5h−$59.54-3.01%stop loss
811short2026-03-04 20:00 @ 73,565.582026-03-05 18:00 @ 70,682.6322h$74.98+3.83%signal
810short2026-03-04 09:00 @ 70,979.502026-03-04 17:00 @ 73,697.088h−$77.63-3.93%stop loss
809long2026-02-28 07:00 @ 63,186.432026-02-28 20:00 @ 66,304.8413h$94.58+4.84%signal
808long2026-02-27 13:00 @ 65,915.682026-02-28 06:00 @ 64,152.2717h−$54.64-2.78%stop loss
807long2026-02-23 02:00 @ 64,400.082026-02-24 04:00 @ 62,947.741d 2h−$46.56-2.35%stop loss
806long2026-02-22 18:00 @ 67,378.372026-02-23 01:00 @ 66,494.717h−$28.16-1.42%stop loss
805short2026-02-20 10:00 @ 68,160.572026-02-20 14:00 @ 66,798.164h$37.55+1.90%signal
804long2026-02-18 19:00 @ 66,340.472026-02-19 21:00 @ 67,105.181d 2h$20.83+1.06%signal
803long2026-02-16 16:00 @ 67,519.002026-02-18 09:00 @ 68,086.281d 17h$14.31+0.73%signal
802long2026-02-15 20:00 @ 68,277.352026-02-16 13:00 @ 69,725.3517h$39.56+2.02%signal
801short2026-02-13 16:00 @ 68,638.372026-02-15 07:00 @ 70,742.901d 15h−$62.54-3.17%stop loss
800long2026-02-12 17:00 @ 65,838.872026-02-13 10:00 @ 66,911.0217h$29.91+1.52%signal
799long2026-02-11 05:00 @ 67,562.312026-02-12 11:00 @ 67,965.801d 6h$9.90+0.50%signal
798long2026-02-04 23:00 @ 72,525.502026-02-05 12:00 @ 69,205.2713h−$93.10-4.69%stop loss
797long2026-02-03 18:00 @ 74,897.382026-02-04 22:00 @ 71,962.631d 4h−$80.78-4.02%stop loss
796long2026-01-31 16:00 @ 81,284.852026-01-31 17:00 @ 78,937.511h−$60.53-2.99%stop loss
795long2026-01-29 15:00 @ 86,996.202026-01-29 15:00 @ 85,020.310m−$48.22-2.37%stop loss
794short2026-01-28 12:00 @ 90,018.892026-01-29 02:00 @ 88,579.4114h$30.62+1.51%signal
793long2026-01-25 19:00 @ 87,387.672026-01-26 19:00 @ 88,344.331d$19.85+0.98%signal
792long2026-01-25 17:00 @ 88,067.512026-01-25 18:00 @ 87,063.191h−$25.14-1.24%stop loss
791long2026-01-25 08:00 @ 88,648.032026-01-25 16:00 @ 87,850.458h−$20.58-1.01%stop loss
790long2026-01-19 01:00 @ 92,676.732026-01-20 05:00 @ 91,328.481d 4h−$32.01-1.57%stop loss
789long2026-01-19 00:00 @ 93,632.722026-01-19 00:00 @ 92,332.400m−$30.56-1.49%stop loss
788long2026-01-16 16:00 @ 94,556.512026-01-17 16:00 @ 95,509.891d$18.45+0.90%signal
787short2026-01-12 03:00 @ 92,150.372026-01-12 09:00 @ 90,732.146h$29.39+1.44%signal
786short2026-01-12 00:00 @ 90,946.212026-01-12 02:00 @ 91,879.702h−$22.98-1.13%stop loss
785long2026-01-08 07:00 @ 89,861.972026-01-09 16:00 @ 91,119.571d 9h$26.02+1.28%signal
784short2026-01-05 02:00 @ 92,898.322026-01-05 17:00 @ 94,153.1315h−$29.39-1.44%stop loss
783short2026-01-04 01:00 @ 91,283.142026-01-05 01:00 @ 92,420.511d−$27.21-1.33%stop loss
782short2026-01-02 10:00 @ 89,412.112026-01-02 16:00 @ 90,403.746h−$24.78-1.20%stop loss
781short2025-12-29 05:00 @ 90,082.082025-12-29 11:00 @ 87,764.756h$50.76+2.48%signal
780short2025-12-29 03:00 @ 89,111.272025-12-29 04:00 @ 90,300.151h−$29.43-1.43%stop loss
779short2025-12-29 01:00 @ 88,244.552025-12-29 02:00 @ 89,125.971h−$22.61-1.10%stop loss
778short2025-12-26 03:00 @ 89,133.972025-12-26 15:00 @ 87,361.8712h$38.78+1.89%signal
777short2025-12-25 16:00 @ 88,321.332025-12-26 00:00 @ 87,200.248h$24.05+1.18%signal
776long2025-12-23 15:00 @ 86,854.572025-12-24 22:00 @ 87,636.371d 7h$15.75+0.77%signal
775short2025-12-22 13:00 @ 90,153.172025-12-22 20:00 @ 88,028.607h$45.87+2.26%signal
774short2025-12-22 04:00 @ 88,709.652025-12-22 12:00 @ 90,160.428h−$35.23-1.73%stop loss
773short2025-12-21 10:00 @ 88,850.232025-12-21 14:00 @ 87,647.934h$25.43+1.25%signal
772short2025-12-18 14:00 @ 88,786.242025-12-18 18:00 @ 86,460.894h$50.96+2.53%signal
771long2025-12-15 15:00 @ 88,021.902025-12-15 16:00 @ 86,131.871h−$45.59-2.25%stop loss
770long2025-12-14 23:00 @ 88,387.972025-12-15 08:00 @ 89,684.969h$27.60+1.37%signal
769long2025-12-14 15:00 @ 89,091.912025-12-14 22:00 @ 87,959.347h−$27.86-1.37%stop loss
768short2025-12-08 06:00 @ 91,272.342025-12-08 16:00 @ 89,930.6810h$27.82+1.38%signal
767short2025-12-07 18:00 @ 90,886.022025-12-07 23:00 @ 89,569.615h$27.16+1.35%signal
766long2025-12-05 17:00 @ 88,775.352025-12-07 16:00 @ 89,487.101d 23h$13.90+0.69%signal
765long2025-12-05 10:00 @ 91,104.622025-12-05 16:00 @ 89,271.536h−$42.66-2.11%stop loss
764short2025-11-30 17:00 @ 91,771.142025-12-01 00:00 @ 90,338.567h$29.43+1.46%signal
763short2025-11-26 18:00 @ 89,774.442025-11-28 13:00 @ 92,135.631d 19h−$55.11-2.72%stop loss
762short2025-11-24 18:00 @ 88,297.342025-11-25 09:00 @ 86,996.0015h$27.70+1.37%signal
761short2025-11-23 04:00 @ 86,243.752025-11-24 13:00 @ 85,984.391d 9h$4.04+0.20%signal
760long2025-11-20 17:00 @ 87,873.072025-11-21 07:00 @ 84,792.8714h−$73.50-3.61%stop loss
759long2025-11-19 18:00 @ 89,477.692025-11-20 00:00 @ 91,490.706h$43.54+2.15%signal
758long2025-11-18 04:00 @ 90,829.962025-11-18 17:00 @ 93,428.5113h$55.25+2.75%signal
757long2025-11-17 18:00 @ 92,742.542025-11-18 03:00 @ 89,794.949h−$66.69-3.29%stop loss
756long2025-11-16 16:00 @ 94,550.112025-11-17 08:00 @ 95,568.7816h$19.43+0.96%signal
755long2025-11-12 19:00 @ 101,513.902025-11-13 07:00 @ 103,534.2912h$38.04+1.89%signal
754long2025-11-11 16:00 @ 103,437.882025-11-12 11:00 @ 104,823.8319h$24.71+1.23%signal
753short2025-11-10 01:00 @ 106,246.652025-11-11 08:00 @ 104,758.051d 7h$26.36+1.32%signal
752short2025-11-09 16:00 @ 103,695.062025-11-10 00:00 @ 105,509.708h−$36.86-1.83%stop loss
751long2025-11-07 12:00 @ 100,389.272025-11-07 18:00 @ 102,334.236h$36.59+1.83%signal
750long2025-11-03 07:00 @ 107,474.292025-11-03 15:00 @ 105,647.358h−$36.32-1.81%stop loss
749long2025-11-03 03:00 @ 109,013.502025-11-03 06:00 @ 107,229.853h−$35.05-1.74%stop loss
748short2025-11-02 08:00 @ 110,821.832025-11-02 16:00 @ 110,088.218h$11.51+0.57%signal
747short2025-10-26 23:00 @ 114,608.772025-10-27 07:00 @ 116,272.728h−$31.23-1.54%stop loss
746short2025-10-26 12:00 @ 113,212.452025-10-26 22:00 @ 114,474.5610h−$24.54-1.21%stop loss
745short2025-10-24 05:00 @ 111,095.482025-10-26 11:00 @ 113,270.872d 6h−$41.64-2.04%stop loss
744short2025-10-20 04:00 @ 110,078.282025-10-21 04:00 @ 109,026.901d$17.30+0.85%signal
743short2025-10-19 14:00 @ 108,013.692025-10-20 03:00 @ 109,881.0213h−$37.43-1.83%stop loss
742long2025-10-17 09:00 @ 104,866.172025-10-18 20:00 @ 107,001.601d 11h$39.73+1.95%signal
741long2025-10-16 21:00 @ 107,817.962025-10-17 08:00 @ 104,635.1511h−$62.58-3.05%stop loss
740long2025-10-14 11:00 @ 110,596.012025-10-16 16:00 @ 107,993.252d 5h−$50.35-2.44%stop loss
739short2025-10-12 21:00 @ 114,841.432025-10-14 03:00 @ 113,588.811d 6h$20.26+0.98%signal
738long2025-10-10 20:00 @ 116,628.522025-10-10 20:00 @ 113,261.620m−$61.95-2.99%stop loss
737long2025-10-10 16:00 @ 118,988.992025-10-10 19:00 @ 116,477.033h−$46.14-2.21%stop loss
736short2025-10-06 19:00 @ 125,960.902025-10-07 07:00 @ 123,877.3712h$32.53+1.56%signal
735short2025-10-05 05:00 @ 125,142.372025-10-05 20:00 @ 122,575.0115h$40.79+1.97%signal
734short2025-10-05 03:00 @ 123,987.402025-10-05 04:00 @ 125,584.891h−$28.83-1.39%stop loss
733short2025-10-03 16:00 @ 122,214.052025-10-05 02:00 @ 124,335.621d 10h−$37.32-1.79%stop loss
732short2025-09-29 14:00 @ 113,145.472025-09-30 00:00 @ 114,611.2610h−$29.16-1.39%stop loss
731short2025-09-28 23:00 @ 111,859.022025-09-29 13:00 @ 112,934.7814h−$22.21-1.06%stop loss
730short2025-09-28 21:00 @ 110,725.852025-09-28 22:00 @ 111,590.241h−$18.52-0.88%stop loss
729short2025-09-28 15:00 @ 109,779.242025-09-28 20:00 @ 110,527.755h−$16.36-0.78%stop loss
728long2025-09-25 13:00 @ 111,102.122025-09-25 17:00 @ 109,416.024h−$34.40-1.63%stop loss
727long2025-09-22 01:00 @ 114,358.672025-09-22 06:00 @ 113,386.685h−$20.13-0.95%stop loss
726long2025-09-19 19:00 @ 115,388.772025-09-22 00:00 @ 114,166.642d 5h−$24.85-1.17%stop loss
725short2025-09-16 22:00 @ 116,733.752025-09-17 15:00 @ 115,580.6117h$19.17+0.90%signal
724long2025-09-15 13:00 @ 114,709.642025-09-16 05:00 @ 115,435.3116h$11.08+0.52%signal
723short2025-09-15 06:00 @ 116,450.912025-09-15 09:00 @ 114,719.943h$29.46+1.40%signal
722long2025-09-15 00:00 @ 115,233.042025-09-15 05:00 @ 115,983.305h$11.48+0.54%signal
721long2025-09-14 16:00 @ 115,185.232025-09-14 22:00 @ 116,000.106h$12.72+0.60%signal
720short2025-09-12 19:00 @ 116,400.622025-09-13 17:00 @ 115,309.6622h$17.68+0.84%signal
719short2025-09-09 07:00 @ 112,967.002025-09-09 15:00 @ 111,731.148h$21.05+1.00%signal
718short2025-09-08 16:00 @ 112,551.092025-09-09 02:00 @ 111,335.2610h$20.73+0.99%signal
717short2025-09-08 09:00 @ 111,617.672025-09-08 15:00 @ 112,774.106h−$23.83-1.14%stop loss
716short2025-09-05 08:00 @ 112,877.422025-09-05 15:00 @ 110,549.417h$41.17+1.97%signal
715long2025-09-04 15:00 @ 109,821.962025-09-04 23:00 @ 111,432.618h$28.23+1.36%signal
714short2025-09-02 07:00 @ 110,304.632025-09-02 13:00 @ 108,771.256h$26.93+1.30%signal
713short2025-09-01 09:00 @ 109,530.192025-09-01 11:00 @ 108,548.112h$16.49+0.80%signal
712long2025-09-01 03:00 @ 107,612.022025-09-01 08:00 @ 109,368.325h$31.55+1.53%signal
711long2025-08-29 15:00 @ 108,176.032025-08-31 01:00 @ 109,318.031d 10h$19.16+0.93%signal
710long2025-08-29 08:00 @ 109,990.992025-08-29 14:00 @ 108,168.256h−$36.38-1.76%stop loss
709short2025-08-28 05:00 @ 112,908.512025-08-28 21:00 @ 111,872.3716h$17.21+0.84%signal
708long2025-08-24 20:00 @ 112,578.912025-08-25 20:00 @ 110,463.061d−$41.55-2.01%stop loss
707short2025-08-23 00:00 @ 116,874.122025-08-24 03:00 @ 114,992.991d 3h$31.96+1.55%signal
706long2025-08-21 17:00 @ 112,373.272025-08-22 15:00 @ 115,721.3522h$58.59+2.86%signal
705long2025-08-18 07:00 @ 115,223.142025-08-19 14:00 @ 113,686.221d 7h−$29.83-1.45%stop loss
704long2025-08-18 02:00 @ 116,237.242025-08-18 06:00 @ 114,812.284h−$27.33-1.33%stop loss
703short2025-08-17 14:00 @ 118,367.322025-08-17 19:00 @ 117,524.605h$12.65+0.61%signal
702short2025-08-13 14:00 @ 121,752.942025-08-14 00:00 @ 123,884.4710h−$37.89-1.83%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.

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