[Mine-Q] Volatility squeeze breakout

public
@djgambhir

BTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,900 bars in 75.0ms

Underperformed the market. Holding BTCUSDT returned +71.25% over the same period, against this strategy’s -27.58%.

Net P&L
-27.58%
−$2,757.87
Max drawdown
-27.85%
Max run-up
+4.26%
Trades
411
25.1% win rate
Profit factor
0.53
2021-12-31drawdown · worst -27.85%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-19.99%-21.02%25625%
Validation2024-10-19 → 2025-09-25-8.47%-9.54%8320%
Out-of-sample2025-09-25 → 2026-08-31-1.10%-4.19%7231%

Risk-adjusted

Sharpe
-1.81
Sortino
-2.48
Calmar
-0.24
Return ÷ max drawdown
-0.99
CAGR
-6.68%
Exposure
14.0%

Per trade

Expectancy
−$6.71 · -0.31%
Average win / loss
$29.83 / −$18.93
Payoff ratio
1.58
Largest win / loss
$165.10 / −$86.77
Longest losing streak(winning: 3)
23 trades

Drawdown over time

Max drawdown
-27.85%
Longest time under water(still going at the end)
1703 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$856.81
Funding
$2.63
Liquidations
0
Warmup bars(loaded before the start date)
119
Benchmark(buy and hold)
+71.25%

Monte Carlo

1,000 alternative histories, each 411 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-35.19%-27.83%-18.91%
Max drawdown-35.72%-28.70%-20.42%

100% of histories lost money, and 56% had a deeper drawdown than this run’s -27.85%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

bb length
20
bb width (standard deviations)
2
sd20 length
20
sdMin length
120
atr14 length
14
Long entry: sd20[1] ≤ ▢ × sdMin[1]
1.25
Short entry: sd20[1] ≤ ▢ × sdMin[1]
1.25
Stop loss (× atr14)
2
Trailing stop (× 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

411 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
411long2026-08-30 13:00 @ 78,765.852026-08-30 20:00 @ 78,513.237h−$7.75-0.43%trailing stop
410short2026-08-28 10:00 @ 79,238.652026-08-29 15:00 @ 77,994.801d 5h$27.01+1.50%reverse
409short2026-08-16 10:00 @ 62,944.412026-08-16 15:00 @ 63,107.235h−$6.48-0.36%trailing stop
408short2026-08-09 02:00 @ 64,825.432026-08-09 13:00 @ 65,023.8111h−$7.23-0.40%trailing stop
407long2026-08-08 15:00 @ 65,113.122026-08-09 01:00 @ 64,840.3010h−$9.58-0.53%trailing stop
406short2026-08-01 18:00 @ 62,671.562026-08-01 21:00 @ 62,817.803h−$6.05-0.33%trailing stop
405long2026-07-25 19:00 @ 64,404.182026-07-26 22:00 @ 64,915.111d 3h$12.26+0.68%trailing stop
404long2026-07-18 13:00 @ 64,194.342026-07-19 12:00 @ 64,393.6623h$3.61+0.20%trailing stop
403short2026-07-12 00:00 @ 63,770.342026-07-12 04:00 @ 64,250.244h−$15.38-0.85%trailing stop
402long2026-07-05 23:00 @ 63,729.842026-07-06 05:00 @ 63,063.146h−$20.97-1.15%trailing stop
401long2026-07-05 22:00 @ 63,083.012026-07-05 22:00 @ 63,013.450m−$3.82-0.21%trailing stop
400long2026-07-03 11:00 @ 61,898.882026-07-05 02:00 @ 62,581.131d 15h$17.39+0.96%trailing stop
399short2026-06-28 16:00 @ 59,838.032026-06-29 03:00 @ 60,023.7411h−$7.32-0.40%trailing stop
398short2026-06-21 21:00 @ 63,812.042026-06-22 01:00 @ 64,124.974h−$10.63-0.58%trailing stop
397long2026-06-20 16:00 @ 64,152.232026-06-21 20:00 @ 63,778.741d 4h−$12.65-0.69%trailing stop
396short2026-06-14 15:00 @ 63,940.912026-06-14 21:00 @ 64,382.776h−$14.51-0.79%trailing stop
395long2026-06-12 15:00 @ 63,983.892026-06-14 14:00 @ 63,953.181d 23h−$2.67-0.15%trailing stop
394long2026-06-07 02:00 @ 61,464.792026-06-07 19:00 @ 61,273.1817h−$7.58-0.41%trailing stop
393short2026-05-31 15:00 @ 73,555.492026-05-31 23:00 @ 73,991.548h−$12.59-0.69%trailing stop
392long2026-05-30 14:00 @ 73,819.662026-05-31 14:00 @ 73,574.171d−$8.23-0.45%trailing stop
391short2026-05-27 14:00 @ 75,039.292026-05-29 15:00 @ 73,631.172d 1h$33.35+1.83%trailing stop
390short2026-05-26 01:00 @ 76,734.752026-05-26 10:00 @ 77,413.929h−$17.96-0.98%trailing stop
389short2026-05-22 15:00 @ 76,719.352026-05-23 07:00 @ 75,305.1416h$31.87+1.75%trailing stop
388long2026-05-20 06:00 @ 77,185.732026-05-21 11:00 @ 77,100.591d 5h−$4.21-0.23%trailing stop
387short2026-05-18 00:00 @ 77,414.912026-05-18 12:00 @ 77,635.4312h−$6.94-0.38%trailing stop
386long2026-05-17 11:00 @ 78,438.682026-05-17 14:00 @ 77,928.183h−$13.72-0.75%trailing stop
385short2026-05-17 02:00 @ 77,672.462026-05-17 05:00 @ 78,234.163h−$15.09-0.82%trailing stop
384long2026-05-09 16:00 @ 80,504.402026-05-10 20:00 @ 80,855.521d 4h$5.89+0.32%trailing stop
383long2026-05-01 04:00 @ 77,098.022026-05-03 01:00 @ 78,355.131d 21h$28.10+1.54%trailing stop
382short2026-04-25 18:00 @ 77,197.862026-04-26 04:00 @ 77,712.9110h−$14.02-0.77%trailing stop
381short2026-04-19 18:00 @ 74,727.352026-04-20 07:00 @ 75,045.9513h−$9.72-0.53%trailing stop
380long2026-04-11 18:00 @ 73,070.812026-04-12 01:00 @ 72,758.297h−$9.51-0.52%trailing stop
379long2026-04-04 11:00 @ 67,152.532026-04-05 02:00 @ 66,924.7515h−$8.13-0.44%trailing stop
378short2026-03-29 23:00 @ 65,807.042026-03-30 00:00 @ 66,649.251h−$25.40-1.38%trailing stop
377long2026-03-28 14:00 @ 66,826.762026-03-29 17:00 @ 66,140.521d 3h−$20.76-1.13%trailing stop
376short2026-03-27 09:00 @ 67,863.122026-03-28 13:00 @ 67,136.211d 4h$17.50+0.95%trailing stop
375short2026-03-21 17:00 @ 70,260.952026-03-21 23:00 @ 69,687.006h$13.18+0.72%trailing stop
374long2026-03-15 23:00 @ 72,730.242026-03-16 03:00 @ 72,538.894h−$6.72-0.37%trailing stop
373long2026-03-15 00:00 @ 71,188.632026-03-15 22:00 @ 71,794.6722h$13.89+0.76%trailing stop
372short2026-03-05 16:00 @ 71,597.382026-03-08 09:00 @ 67,683.912d 17h$97.11+5.36%trailing stop
371short2026-02-28 07:00 @ 63,161.172026-02-28 13:00 @ 64,472.116h−$39.72-2.18%trailing stop
370long2026-02-21 11:00 @ 68,198.242026-02-22 13:00 @ 67,642.101d 2h−$16.78-0.92%trailing stop
369long2026-02-16 13:00 @ 69,753.252026-02-16 13:00 @ 68,548.010m−$33.51-1.83%trailing stop
368long2026-02-14 11:00 @ 69,647.732026-02-14 13:00 @ 69,200.972h−$13.62-0.74%trailing stop
367long2026-02-08 09:00 @ 70,638.522026-02-08 23:00 @ 69,927.9614h−$20.28-1.10%trailing stop
366short2026-02-03 15:00 @ 77,149.072026-02-03 20:00 @ 76,035.555h$24.67+1.34%trailing stop
365short2026-02-01 16:00 @ 77,548.292026-02-02 11:00 @ 77,909.2219h−$10.43-0.57%trailing stop
364short2026-01-24 16:00 @ 89,217.052026-01-25 13:00 @ 88,881.7821h$5.31+0.29%trailing stop
363long2026-01-18 19:00 @ 95,415.382026-01-18 23:00 @ 94,972.024h−$10.39-0.56%trailing stop
362short2026-01-18 02:00 @ 94,909.812026-01-18 18:00 @ 95,375.2916h−$10.59-0.57%trailing stop
361long2026-01-11 13:00 @ 90,907.482026-01-11 20:00 @ 90,576.307h−$8.59-0.47%trailing stop
360short2026-01-10 23:00 @ 90,366.822026-01-11 05:00 @ 90,811.256h−$10.78-0.58%trailing stop
359long2026-01-05 01:00 @ 92,386.472026-01-05 06:00 @ 92,132.425h−$6.93-0.37%trailing stop
358long2025-12-27 22:00 @ 87,641.022025-12-28 18:00 @ 87,501.2020h−$5.12-0.28%trailing stop
357long2025-12-21 00:00 @ 88,338.362025-12-21 13:00 @ 88,130.8613h−$6.55-0.35%trailing stop
356short2025-12-13 15:00 @ 90,030.492025-12-14 11:00 @ 89,417.1220h$11.11+0.60%trailing stop
355long2025-12-06 15:00 @ 89,966.692025-12-06 23:00 @ 89,027.438h−$21.18-1.14%trailing stop
354short2025-12-05 10:00 @ 91,068.182025-12-05 16:00 @ 90,410.166h$11.54+0.62%trailing stop
353long2025-11-30 10:00 @ 91,371.572025-11-30 23:00 @ 90,786.6313h−$13.80-0.74%trailing stop
352long2025-11-28 14:00 @ 92,347.672025-11-28 16:00 @ 91,194.472h−$25.07-1.35%trailing stop
351long2025-11-22 23:00 @ 85,037.502025-11-24 00:00 @ 86,123.181d 1h$21.78+1.17%trailing stop
350short2025-11-16 16:00 @ 94,512.292025-11-17 01:00 @ 95,384.959h−$18.73-1.01%trailing stop
349long2025-11-16 10:00 @ 96,616.622025-11-16 11:00 @ 95,540.451h−$22.65-1.21%trailing stop
348short2025-11-15 21:00 @ 95,230.352025-11-16 09:00 @ 96,596.4212h−$28.43-1.52%trailing stop
347long2025-11-09 14:00 @ 102,898.482025-11-10 14:00 @ 104,648.981d$29.39+1.57%trailing stop
346long2025-11-02 05:00 @ 110,646.922025-11-02 16:00 @ 109,851.2511h−$15.57-0.83%trailing stop
345long2025-10-26 10:00 @ 112,500.502025-10-26 22:00 @ 113,871.0112h$20.72+1.11%trailing stop
344short2025-10-19 09:00 @ 106,379.922025-10-19 09:00 @ 107,564.040m−$22.71-1.21%trailing stop
343short2025-10-15 12:00 @ 111,818.532025-10-17 11:00 @ 106,575.871d 23h$84.76+4.58%trailing stop
342short2025-10-10 15:00 @ 120,412.212025-10-10 20:00 @ 116,154.075h$63.07+3.44%trailing stop
341long2025-10-05 03:00 @ 124,037.002025-10-05 04:00 @ 123,921.161h−$3.55-0.19%trailing stop
340long2025-09-28 15:00 @ 109,823.162025-09-28 22:00 @ 110,921.427h$16.37+0.89%trailing stop
339short2025-09-21 02:00 @ 115,412.012025-09-22 00:00 @ 115,046.8722h$4.20+0.23%trailing stop
338short2025-09-14 14:00 @ 115,256.542025-09-14 21:00 @ 115,895.027h−$11.93-0.65%trailing stop
337short2025-09-13 17:00 @ 115,263.542025-09-14 02:00 @ 116,016.049h−$13.68-0.74%trailing stop
336long2025-09-08 09:00 @ 111,662.332025-09-09 00:00 @ 111,614.1015h−$2.83-0.15%trailing stop
335short2025-09-06 17:00 @ 110,184.162025-09-07 08:00 @ 110,948.3115h−$14.51-0.79%trailing stop
334long2025-08-31 01:00 @ 109,361.772025-08-31 05:00 @ 108,588.064h−$14.88-0.81%trailing stop
333long2025-08-22 15:00 @ 115,767.652025-08-23 13:00 @ 114,946.9822h−$15.42-0.83%trailing stop
332long2025-08-17 05:00 @ 118,047.102025-08-17 16:00 @ 117,617.5411h−$8.70-0.47%trailing stop
331long2025-08-12 16:00 @ 119,911.982025-08-13 13:00 @ 120,137.9121h$1.16+0.06%trailing stop
330long2025-08-09 09:00 @ 117,092.812025-08-09 14:00 @ 116,703.545h−$8.01-0.43%trailing stop
329long2025-08-04 01:00 @ 114,879.672025-08-05 03:00 @ 114,270.631d 2h−$11.99-0.65%trailing stop
328short2025-08-02 15:00 @ 113,031.892025-08-03 10:00 @ 113,774.5019h−$13.80-0.74%trailing stop
327long2025-07-27 15:00 @ 118,438.482025-07-28 10:00 @ 118,614.3519h$0.34+0.02%trailing stop
326long2025-07-20 14:00 @ 118,402.382025-07-20 22:00 @ 117,730.628h−$12.60-0.68%trailing stop
325short2025-07-12 16:00 @ 117,052.182025-07-13 07:00 @ 118,014.1815h−$16.83-0.90%trailing stop
324short2025-07-06 10:00 @ 107,770.442025-07-06 12:00 @ 108,192.742h−$9.19-0.49%trailing stop
323long2025-06-29 09:00 @ 107,679.532025-06-29 14:00 @ 107,725.955h−$1.06-0.06%trailing stop
322short2025-06-27 01:00 @ 106,602.582025-06-27 07:00 @ 107,657.096h−$20.41-1.09%trailing stop
321short2025-06-26 14:00 @ 106,884.522025-06-26 20:00 @ 107,886.026h−$19.47-1.04%trailing stop
320short2025-06-21 19:00 @ 102,600.382025-06-21 21:00 @ 102,616.582h−$2.18-0.12%trailing stop
319long2025-06-20 08:00 @ 105,784.752025-06-20 14:00 @ 105,045.746h−$15.17-0.81%trailing stop
318short2025-06-19 17:00 @ 103,943.712025-06-20 07:00 @ 104,995.1814h−$20.92-1.11%trailing stop
317short2025-06-15 21:00 @ 104,667.862025-06-15 23:00 @ 105,480.342h−$16.58-0.88%trailing stop
316long2025-06-15 01:00 @ 105,608.422025-06-15 09:00 @ 104,924.718h−$14.19-0.75%trailing stop
315short2025-06-08 10:00 @ 105,072.482025-06-08 12:00 @ 105,704.182h−$13.32-0.70%trailing stop
314long2025-06-05 13:00 @ 105,621.822025-06-05 13:00 @ 104,577.460m−$20.72-1.09%trailing stop
313short2025-06-01 10:00 @ 103,867.222025-06-01 14:00 @ 104,670.834h−$16.68-0.87%trailing stop
312short2025-05-27 02:00 @ 108,332.732025-05-27 08:00 @ 109,693.356h−$25.83-1.35%trailing stop
311long2025-05-25 23:00 @ 109,144.422025-05-27 01:00 @ 108,778.071d 2h−$9.02-0.47%trailing stop
310short2025-05-23 12:00 @ 109,011.392025-05-23 13:00 @ 109,647.111h−$13.12-0.68%trailing stop
309long2025-05-18 08:00 @ 103,913.782025-05-18 18:00 @ 104,616.2110h$10.73+0.56%trailing stop
308short2025-05-17 02:00 @ 102,757.842025-05-18 06:00 @ 103,618.521d 4h−$17.82-0.93%reverse
307short2025-05-15 02:00 @ 102,958.602025-05-15 15:00 @ 103,057.5913h−$3.67-0.19%trailing stop
306short2025-05-12 15:00 @ 102,736.652025-05-13 09:00 @ 103,137.2518h−$9.07-0.47%trailing stop
305long2025-05-10 07:00 @ 103,928.682025-05-11 02:00 @ 103,478.3519h−$10.74-0.56%trailing stop
304short2025-05-04 00:00 @ 95,784.142025-05-04 22:00 @ 95,652.1522h$0.87+0.05%trailing stop
303short2025-04-28 01:00 @ 93,355.032025-04-28 03:00 @ 93,912.332h−$13.46-0.70%trailing stop
302long2025-04-26 23:00 @ 94,752.752025-04-27 01:00 @ 94,011.172h−$17.04-0.88%trailing stop
301long2025-04-25 12:00 @ 94,621.122025-04-26 13:00 @ 93,835.421d 1h−$17.79-0.92%trailing stop
300long2025-04-17 17:00 @ 84,915.582025-04-19 16:00 @ 84,806.231d 23h−$4.80-0.25%trailing stop
299long2025-04-16 15:00 @ 84,576.912025-04-16 17:00 @ 83,476.042h−$27.32-1.40%trailing stop
298long2025-04-12 14:00 @ 84,429.882025-04-13 08:00 @ 84,293.4718h−$5.47-0.28%trailing stop
297short2025-04-06 14:00 @ 82,239.652025-04-06 18:00 @ 80,457.304h$40.09+2.07%trailing stop
296short2025-04-05 14:00 @ 82,697.562025-04-06 01:00 @ 83,782.4211h−$27.47-1.41%trailing stop
295short2025-03-30 17:00 @ 82,236.852025-03-31 12:00 @ 82,867.7419h−$16.75-0.86%trailing stop
294short2025-03-29 11:00 @ 82,873.122025-03-30 02:00 @ 83,178.8115h−$9.10-0.47%trailing stop
293short2025-03-21 13:00 @ 83,412.012025-03-23 10:00 @ 84,373.271d 21h−$24.33-1.24%trailing stop
292short2025-03-16 10:00 @ 83,840.332025-03-16 11:00 @ 83,547.101h$4.89+0.25%trailing stop
291short2025-03-09 09:00 @ 85,735.852025-03-10 02:00 @ 82,652.0417h$68.14+3.51%trailing stop
290long2025-03-02 16:00 @ 87,407.582025-03-02 16:00 @ 88,801.770m$28.94+1.50%trailing stop
289short2025-03-02 15:00 @ 85,059.382025-03-02 15:00 @ 86,595.540m−$37.03-1.91%trailing stop
288short2025-02-23 06:00 @ 96,141.872025-02-23 23:00 @ 96,105.0717h−$1.11-0.06%trailing stop
287long2025-02-21 14:00 @ 99,301.562025-02-21 14:00 @ 98,363.230m−$20.34-1.04%trailing stop
286short2025-02-16 08:00 @ 97,187.962025-02-17 14:00 @ 96,884.121d 6h$4.46+0.23%trailing stop
285long2025-02-14 17:00 @ 97,646.332025-02-14 21:00 @ 96,715.924h−$20.54-1.05%trailing stop
284long2025-02-11 06:00 @ 98,398.582025-02-11 13:00 @ 97,323.527h−$23.47-1.20%trailing stop
283long2025-02-09 02:00 @ 96,954.092025-02-09 13:00 @ 96,080.1511h−$19.83-1.01%trailing stop
282short2025-02-05 19:00 @ 96,660.762025-02-06 09:00 @ 98,535.2014h−$40.20-2.04%trailing stop
281short2025-02-01 21:00 @ 101,275.142025-02-03 01:00 @ 96,108.621d 4h$97.82+5.02%trailing stop
280short2025-01-26 22:00 @ 104,479.102025-01-26 23:00 @ 103,781.301h$11.05+0.57%trailing stop
279long2025-01-19 20:00 @ 106,269.152025-01-19 21:00 @ 104,613.321h−$32.37-1.66%trailing stop
278short2025-01-12 10:00 @ 93,840.332025-01-12 12:00 @ 94,547.072h−$16.71-0.85%trailing stop
277long2025-01-11 22:00 @ 94,910.482025-01-12 09:00 @ 93,982.2611h−$21.31-1.09%trailing stop
276short2025-01-07 12:00 @ 100,766.842025-01-07 15:00 @ 99,294.613h$26.64+1.36%trailing stop
275long2025-01-04 21:00 @ 98,597.122025-01-05 08:00 @ 97,787.8611h−$18.44-0.94%trailing stop
274short2024-12-29 15:00 @ 94,549.492024-12-30 17:00 @ 93,425.481d 2h$21.85+1.12%trailing stop
273long2024-12-28 17:00 @ 94,857.872024-12-29 14:00 @ 94,304.6421h−$13.73-0.70%trailing stop
272short2024-12-27 08:00 @ 95,061.082024-12-27 09:00 @ 96,592.141h−$33.47-1.70%trailing stop
271long2024-12-27 07:00 @ 96,584.912024-12-27 07:00 @ 95,138.360m−$31.54-1.60%trailing stop
270long2024-12-25 20:00 @ 99,001.102024-12-26 07:00 @ 97,759.0611h−$27.03-1.36%trailing stop
269short2024-12-22 05:00 @ 96,039.492024-12-23 04:00 @ 96,411.3823h−$9.09-0.46%trailing stop
268short2024-12-14 19:00 @ 100,849.032024-12-15 01:00 @ 101,862.146h−$21.78-1.10%trailing stop
267long2024-12-13 15:00 @ 101,020.202024-12-14 18:00 @ 100,931.711d 3h−$4.47-0.22%reverse
266short2024-12-08 09:00 @ 99,014.692024-12-08 12:00 @ 100,105.033h−$23.99-1.20%trailing stop
265long2024-12-07 21:00 @ 100,397.882024-12-08 08:00 @ 99,197.0411h−$26.62-1.33%trailing stop
264short2024-12-01 03:00 @ 95,825.732024-12-01 08:00 @ 96,724.645h−$20.46-1.02%trailing stop
263long2024-11-29 02:00 @ 95,994.302024-11-30 01:00 @ 96,735.5123h$12.58+0.63%trailing stop
262short2024-11-23 17:00 @ 97,731.952024-11-24 02:00 @ 98,680.109h−$21.32-1.06%trailing stop
261short2024-11-16 16:00 @ 90,559.782024-11-17 09:00 @ 91,292.6817h−$17.54-0.87%trailing stop
260long2024-11-08 16:00 @ 76,438.582024-11-09 17:00 @ 76,050.691d 1h−$13.06-0.65%reverse
259short2024-11-03 01:00 @ 69,142.272024-11-03 02:00 @ 68,904.971h$4.91+0.24%trailing stop
258long2024-10-27 13:00 @ 67,386.872024-10-29 02:00 @ 70,184.371d 13h$79.88+4.00%trailing stop
257short2024-10-19 17:00 @ 68,014.392024-10-20 07:00 @ 68,394.8814h−$12.99-0.65%reverse
256short2024-10-17 07:00 @ 67,127.972024-10-18 01:00 @ 67,971.1318h−$26.62-1.33%trailing stop
255long2024-10-06 13:00 @ 62,203.742024-10-07 00:00 @ 62,755.8611h$15.59+0.78%trailing stop
254short2024-10-05 21:00 @ 61,686.762024-10-06 01:00 @ 62,141.994h−$16.81-0.84%trailing stop
253short2024-09-22 07:00 @ 62,838.432024-09-22 19:00 @ 63,153.7112h−$11.80-0.59%trailing stop
252short2024-09-15 18:00 @ 59,777.942024-09-16 08:00 @ 59,126.4914h$19.97+1.00%trailing stop
251long2024-09-13 15:00 @ 58,432.582024-09-15 17:00 @ 59,754.302d 2h$43.26+2.17%trailing stop
250long2024-09-10 19:00 @ 57,562.212024-09-11 04:00 @ 56,554.969h−$36.86-1.84%trailing stop
249long2024-09-09 00:00 @ 54,850.572024-09-10 03:00 @ 56,529.451d 3h$59.35+2.98%trailing stop
248short2024-09-08 16:00 @ 53,652.672024-09-08 17:00 @ 54,306.831h−$26.44-1.33%trailing stop
247short2024-09-01 03:00 @ 58,501.402024-09-01 15:00 @ 58,279.2912h$5.51+0.28%trailing stop
246long2024-08-25 22:00 @ 64,371.872024-08-25 23:00 @ 64,240.401h−$6.07-0.30%trailing stop
245short2024-08-24 22:00 @ 63,571.382024-08-25 00:00 @ 64,386.642h−$27.79-1.39%trailing stop
244long2024-08-17 17:00 @ 59,594.522024-08-18 03:00 @ 59,265.7010h−$13.15-0.66%trailing stop
243short2024-08-11 12:00 @ 60,625.372024-08-12 11:00 @ 59,300.7723h$41.83+2.10%trailing stop
242short2024-07-31 20:00 @ 65,215.052024-08-01 20:00 @ 63,967.281d$36.58+1.84%trailing stop
241long2024-07-31 18:00 @ 66,669.432024-07-31 19:00 @ 65,733.781h−$29.96-1.50%trailing stop
240long2024-07-29 01:00 @ 68,701.142024-07-29 14:00 @ 68,724.1113h−$1.44-0.07%trailing stop
239long2024-07-27 14:00 @ 69,219.742024-07-27 17:00 @ 68,420.153h−$25.27-1.26%trailing stop
238long2024-07-19 14:00 @ 65,118.122024-07-21 17:00 @ 66,545.422d 3h$41.55+2.09%trailing stop
237short2024-07-18 15:00 @ 63,944.412024-07-19 13:00 @ 64,623.7722h−$22.97-1.15%trailing stop
236long2024-07-14 22:00 @ 61,272.352024-07-16 06:00 @ 63,414.681d 8h$67.13+3.39%trailing stop
235long2024-07-13 10:00 @ 58,665.832024-07-13 22:00 @ 58,467.3012h−$8.88-0.45%trailing stop
234long2024-07-12 14:00 @ 57,827.862024-07-12 20:00 @ 57,132.566h−$25.95-1.31%trailing stop
233long2024-07-06 14:00 @ 56,974.392024-07-07 07:00 @ 57,170.5217h$4.62+0.23%trailing stop
232short2024-06-30 03:00 @ 60,819.432024-06-30 07:00 @ 61,213.194h−$14.88-0.75%trailing stop
231short2024-06-23 15:00 @ 64,153.672024-06-23 20:00 @ 64,115.405h−$0.71-0.04%trailing stop
230long2024-06-23 01:00 @ 64,468.992024-06-23 14:00 @ 64,130.8913h−$12.49-0.63%trailing stop
229long2024-06-16 11:00 @ 66,709.542024-06-17 01:00 @ 66,334.8014h−$13.61-0.68%trailing stop
228short2024-06-15 21:00 @ 66,021.992024-06-16 10:00 @ 66,405.4813h−$13.22-0.66%reverse
227long2024-06-09 13:00 @ 69,748.752024-06-09 13:00 @ 69,358.030m−$13.22-0.66%trailing stop
226short2024-06-09 03:00 @ 69,195.062024-06-09 12:00 @ 69,571.739h−$12.73-0.63%trailing stop
225short2024-06-02 10:00 @ 67,560.492024-06-02 11:00 @ 67,949.141h−$13.58-0.68%trailing stop
224long2024-06-02 01:00 @ 67,936.282024-06-02 09:00 @ 67,539.298h−$13.97-0.69%trailing stop
223short2024-05-26 16:00 @ 68,850.932024-05-27 01:00 @ 69,002.349h−$6.05-0.30%trailing stop
222long2024-05-26 08:00 @ 69,373.072024-05-26 15:00 @ 68,820.937h−$18.29-0.91%trailing stop
221long2024-05-19 08:00 @ 67,308.562024-05-19 11:00 @ 66,914.523h−$13.97-0.69%trailing stop
220long2024-05-18 11:00 @ 67,196.742024-05-18 14:00 @ 66,537.753h−$21.91-1.08%trailing stop
219long2024-05-11 16:00 @ 61,158.332024-05-12 21:00 @ 60,989.031d 5h−$8.06-0.40%trailing stop
218short2024-05-08 21:00 @ 61,531.792024-05-09 15:00 @ 61,883.4718h−$13.48-0.66%trailing stop
217long2024-05-07 09:00 @ 64,219.642024-05-07 13:00 @ 63,184.354h−$34.95-1.71%trailing stop
216long2024-05-05 16:00 @ 64,410.982024-05-06 10:00 @ 64,186.0018h−$9.25-0.45%trailing stop
215short2024-04-28 23:00 @ 63,115.272024-04-29 15:00 @ 63,081.9516h−$0.80-0.04%trailing stop
214short2024-04-26 15:00 @ 63,814.432024-04-28 01:00 @ 63,596.021d 10h$5.50+0.27%reverse
213short2024-04-24 14:00 @ 66,027.792024-04-24 14:00 @ 66,056.660m−$2.94-0.14%trailing stop
212long2024-04-22 04:00 @ 65,690.642024-04-23 12:00 @ 65,778.161d 8h$0.53+0.03%trailing stop

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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