[Mine-Q] Trend + momentum ensemble
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,227 bars in 7.7ms
Underperformed the market. Holding BTCUSDT returned +63.63% over the same period, against this strategy’s +17.75%.
Net P&L
+17.75%
$1,774.88
Max drawdown
-18.35%
Max run-up
+41.69%
Trades
352
29.3% win rate
Profit factor
1.14
2021-12-31drawdown · worst -18.35%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +24.14% | -10.71% | 211 | 28% |
| Validation | 2024-10-19 → 2025-09-25 | -10.21% | -16.53% | 76 | 28% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +5.64% | -9.26% | 65 | 34% |
Risk-adjusted
- Sharpe
- 0.39
- Sortino
- 0.56
- Calmar
- 0.19
- Return ÷ max drawdown
- 0.97
- CAGR
- +3.56%
- Exposure
- 73.3%
Per trade
- Expectancy
- $5.04 · +0.22%
- Average win / loss
- $142.49 / −$51.82
- Payoff ratio
- 2.75
- Largest win / loss
- $931.07 / −$305.14
- Longest losing streak(winning: 4)
- 15 trades
Drawdown over time
- Max drawdown
- -18.35%
- Longest time under water(still going at the end)
- 910 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,019.89
- Funding
- −$319.59
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +63.63%
Monte Carlo
1,000 alternative histories, each 352 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 | -19.91% | +17.34% | +73.68% |
| Max drawdown | -29.27% | -16.48% | -9.68% |
23% of histories lost money, and 40% had a deeper drawdown than this run’s -18.35%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- ema200 length
- 200
- ema50 length
- 50
- roc20 length
- 20
- macd fast length
- 12
- macd slow length
- 26
- macd signal length
- 9
- atr14 length
- 14
- Long entry: roc20 > ▢
- 0
- Long entry: macd.hist > ▢
- 0
- Short entry: roc20 < ▢
- 0
- Short entry: macd.hist < ▢
- 0
- 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
352 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 00:00 @ 46,201.33 | 2022-01-12 16:00 @ 43,558.71 | 11d 16h | $148.38 | +5.94% | signal |
| 2 | short | 2022-01-14 12:00 @ 41,974.72 | 2022-01-15 16:00 @ 43,378.67 | 1d 4h | −$87.29 | -3.44% | signal |
| 3 | short | 2022-01-16 12:00 @ 42,951.41 | 2022-01-16 16:00 @ 43,216.65 | 4h | −$18.06 | -0.72% | signal |
| 4 | short | 2022-01-16 20:00 @ 42,808.45 | 2022-01-20 16:00 @ 43,284.41 | 3d 20h | −$28.14 | -1.12% | signal |
| 5 | short | 2022-01-21 04:00 @ 38,440.23 | 2022-01-26 12:00 @ 38,053.53 | 5d 8h | $23.95 | +0.96% | signal |
| 6 | short | 2022-01-31 08:00 @ 37,091.26 | 2022-01-31 16:00 @ 37,702.00 | 8h | −$44.04 | -1.75% | signal |
| 7 | short | 2022-02-02 16:00 @ 37,412.05 | 2022-02-04 08:00 @ 37,866.57 | 1d 16h | −$32.97 | -1.32% | signal |
| 8 | long | 2022-02-04 20:00 @ 40,711.47 | 2022-02-12 00:00 @ 42,357.52 | 7d 4h | $95.21 | +3.82% | signal |
| 9 | long | 2022-02-15 04:00 @ 43,543.81 | 2022-02-17 16:00 @ 41,899.42 | 2d 12h | −$98.62 | -3.92% | signal |
| 10 | short | 2022-02-17 20:00 @ 41,168.86 | 2022-02-25 04:00 @ 38,906.78 | 7d 8h | $134.00 | +5.38% | signal |
| 11 | short | 2022-02-28 12:00 @ 38,302.74 | 2022-02-28 16:00 @ 40,800.96 | 4h | −$167.17 | -6.63% | signal |
| 12 | long | 2022-02-28 20:00 @ 41,314.76 | 2022-03-04 16:00 @ 40,686.46 | 3d 20h | −$42.62 | -1.72% | signal |
| 13 | short | 2022-03-04 20:00 @ 39,777.34 | 2022-03-09 04:00 @ 41,206.64 | 4d 8h | −$90.18 | -3.65% | signal |
| 14 | long | 2022-03-09 08:00 @ 41,778.95 | 2022-03-10 08:00 @ 39,212.16 | 1d | −$153.51 | -6.27% | signal |
| 15 | short | 2022-03-11 20:00 @ 38,768.24 | 2022-03-15 00:00 @ 39,659.53 | 3d 4h | −$58.41 | -2.42% | signal |
| 16 | long | 2022-03-16 12:00 @ 40,501.00 | 2022-03-31 20:00 @ 45,568.98 | 15d 8h | $288.35 | +12.04% | signal |
| 17 | long | 2022-04-04 04:00 @ 45,999.50 | 2022-04-04 16:00 @ 45,617.87 | 12h | −$23.17 | -0.94% | signal |
| 18 | long | 2022-04-05 00:00 @ 46,590.22 | 2022-04-05 16:00 @ 45,731.35 | 16h | −$48.31 | -1.96% | signal |
| 19 | short | 2022-04-07 00:00 @ 43,151.17 | 2022-04-19 00:00 @ 40,793.86 | 12d | $133.83 | +5.46% | signal |
| 20 | long | 2022-04-21 12:00 @ 42,426.48 | 2022-04-21 20:00 @ 40,420.05 | 8h | −$119.97 | -4.83% | stop loss |
| 21 | short | 2022-04-22 04:00 @ 40,462.41 | 2022-04-25 20:00 @ 40,212.04 | 3d 16h | $10.51 | +0.43% | signal |
| 22 | short | 2022-04-26 20:00 @ 38,242.95 | 2022-04-28 20:00 @ 39,982.69 | 2d | −$114.78 | -4.67% | signal |
| 23 | short | 2022-04-29 20:00 @ 38,307.54 | 2022-05-04 12:00 @ 38,995.30 | 4d 16h | −$43.95 | -1.81% | signal |
| 24 | short | 2022-05-05 16:00 @ 36,879.12 | 2022-05-20 12:00 @ 30,418.48 | 14d 20h | $423.66 | +17.54% | signal |
| 25 | short | 2022-05-20 20:00 @ 29,263.65 | 2022-05-23 00:00 @ 30,290.06 | 2d 4h | −$90.77 | -3.60% | signal |
| 26 | short | 2022-05-24 00:00 @ 29,091.98 | 2022-05-25 04:00 @ 30,195.04 | 1d 4h | −$97.46 | -3.90% | signal |
| 27 | short | 2022-05-26 00:00 @ 29,530.79 | 2022-05-26 04:00 @ 29,832.37 | 4h | −$27.57 | -1.11% | signal |
| 28 | short | 2022-05-26 12:00 @ 28,987.10 | 2022-05-30 00:00 @ 29,458.49 | 3d 12h | −$40.41 | -1.64% | signal |
| 29 | short | 2022-06-02 12:00 @ 30,151.77 | 2022-06-02 20:00 @ 30,278.25 | 8h | −$12.72 | -0.52% | signal |
| 30 | short | 2022-06-03 00:00 @ 30,431.01 | 2022-06-03 04:00 @ 30,516.50 | 4h | −$9.44 | -0.38% | signal |
| 31 | short | 2022-06-03 08:00 @ 30,418.12 | 2022-06-05 20:00 @ 30,042.31 | 2d 12h | $28.53 | +1.16% | signal |
| 32 | short | 2022-06-07 08:00 @ 29,563.19 | 2022-06-07 16:00 @ 31,213.48 | 8h | −$140.15 | -5.70% | stop loss |
| 33 | short | 2022-06-09 12:00 @ 30,280.64 | 2022-06-24 12:00 @ 21,169.23 | 15d | $728.95 | +30.07% | signal |
| 34 | short | 2022-06-27 16:00 @ 20,739.85 | 2022-07-04 20:00 @ 19,827.96 | 7d 4h | $112.52 | +4.32% | signal |
| 35 | short | 2022-07-11 00:00 @ 20,849.63 | 2022-07-14 16:00 @ 20,383.48 | 3d 16h | $57.46 | +2.18% | signal |
| 36 | long | 2022-07-18 08:00 @ 22,247.75 | 2022-07-23 12:00 @ 22,222.35 | 5d 4h | −$9.56 | -0.36% | signal |
| 37 | short | 2022-07-25 04:00 @ 21,853.73 | 2022-07-27 20:00 @ 22,768.35 | 2d 16h | −$112.47 | -4.25% | signal |
| 38 | long | 2022-07-28 00:00 @ 22,945.69 | 2022-08-01 20:00 @ 22,940.41 | 4d 20h | −$7.05 | -0.27% | signal |
| 39 | short | 2022-08-04 20:00 @ 22,434.61 | 2022-08-05 04:00 @ 23,163.13 | 8h | −$87.58 | -3.35% | signal |
| 40 | long | 2022-08-05 12:00 @ 23,397.78 | 2022-08-05 16:00 @ 22,974.50 | 4h | −$49.51 | -1.91% | signal |
| 41 | long | 2022-08-05 20:00 @ 22,927.18 | 2022-08-07 00:00 @ 22,938.61 | 1d 4h | −$1.96 | -0.08% | signal |
| 42 | long | 2022-08-07 20:00 @ 23,159.63 | 2022-08-09 12:00 @ 23,253.05 | 1d 16h | $6.75 | +0.26% | signal |
| 43 | long | 2022-08-10 20:00 @ 23,631.03 | 2022-08-15 20:00 @ 23,967.41 | 5d | $33.23 | +1.29% | signal |
| 44 | short | 2022-08-19 00:00 @ 23,180.36 | 2022-09-09 04:00 @ 19,939.99 | 21d 4h | $359.55 | +13.87% | signal |
| 45 | long | 2022-09-09 16:00 @ 21,262.75 | 2022-09-13 16:00 @ 20,819.74 | 4d | −$61.60 | -2.30% | signal |
| 46 | short | 2022-09-13 20:00 @ 20,267.95 | 2022-09-27 00:00 @ 19,220.14 | 13d 4h | $137.56 | +5.16% | signal |
| 47 | long | 2022-09-27 08:00 @ 20,178.23 | 2022-09-27 16:00 @ 19,031.66 | 8h | −$156.58 | -5.80% | stop loss |
| 48 | short | 2022-09-28 04:00 @ 18,732.25 | 2022-09-28 16:00 @ 19,481.80 | 12h | −$109.24 | -4.10% | signal |
| 49 | short | 2022-10-02 00:00 @ 19,300.14 | 2022-10-03 16:00 @ 19,333.87 | 1d 16h | −$6.51 | -0.25% | signal |
| 50 | long | 2022-10-04 08:00 @ 19,960.99 | 2022-10-07 16:00 @ 19,570.19 | 3d 8h | −$56.80 | -2.16% | signal |
| 51 | short | 2022-10-07 20:00 @ 19,449.21 | 2022-10-13 20:00 @ 19,364.77 | 6d | $12.01 | +0.46% | signal |
| 52 | long | 2022-10-14 04:00 @ 19,810.16 | 2022-10-14 16:00 @ 19,349.03 | 12h | −$63.87 | -2.44% | signal |
| 53 | short | 2022-10-15 20:00 @ 19,088.08 | 2022-10-16 20:00 @ 19,373.67 | 1d | −$41.43 | -1.59% | signal |
| 54 | long | 2022-10-18 08:00 @ 19,659.73 | 2022-10-18 20:00 @ 19,205.76 | 12h | −$63.00 | -2.43% | signal |
| 55 | short | 2022-10-20 00:00 @ 19,112.78 | 2022-10-22 16:00 @ 19,227.64 | 2d 16h | −$17.10 | -0.66% | signal |
| 56 | long | 2022-10-24 00:00 @ 19,564.51 | 2022-11-02 20:00 @ 20,237.15 | 9d 20h | $83.71 | +3.25% | signal |
| 57 | long | 2022-11-04 08:00 @ 20,607.42 | 2022-11-07 08:00 @ 20,623.97 | 3d | −$2.06 | -0.08% | signal |
| 58 | short | 2022-11-08 04:00 @ 20,136.57 | 2022-11-23 04:00 @ 16,581.22 | 15d | $448.46 | +17.28% | signal |
| 59 | short | 2022-11-26 16:00 @ 16,503.10 | 2022-11-27 08:00 @ 16,557.21 | 16h | −$11.47 | -0.42% | signal |
| 60 | short | 2022-11-27 12:00 @ 16,540.99 | 2022-11-27 16:00 @ 16,569.61 | 4h | −$7.39 | -0.27% | signal |
| 61 | short | 2022-11-27 20:00 @ 16,543.59 | 2022-11-29 08:00 @ 16,459.29 | 1d 12h | $11.28 | +0.42% | signal |
| 62 | short | 2022-12-04 04:00 @ 16,948.51 | 2022-12-04 08:00 @ 16,991.30 | 4h | −$9.54 | -0.35% | signal |
| 63 | short | 2022-12-04 12:00 @ 16,935.01 | 2022-12-04 16:00 @ 17,025.60 | 4h | −$17.17 | -0.64% | signal |
| 64 | short | 2022-12-04 20:00 @ 17,074.18 | 2022-12-05 00:00 @ 17,102.92 | 4h | −$7.24 | -0.27% | signal |
| 65 | short | 2022-12-05 20:00 @ 16,916.12 | 2022-12-06 00:00 @ 16,961.59 | 4h | −$9.95 | -0.37% | signal |
| 66 | short | 2022-12-06 08:00 @ 16,990.30 | 2022-12-06 12:00 @ 16,977.99 | 4h | −$0.63 | -0.02% | signal |
| 67 | short | 2022-12-07 08:00 @ 16,752.05 | 2022-12-08 16:00 @ 16,911.08 | 1d 8h | −$28.22 | -1.05% | signal |
| 68 | short | 2022-12-12 04:00 @ 16,905.62 | 2022-12-12 20:00 @ 17,039.01 | 16h | −$23.88 | -0.89% | signal |
| 69 | long | 2022-12-13 12:00 @ 17,440.39 | 2022-12-16 08:00 @ 16,920.97 | 2d 20h | −$84.56 | -3.15% | stop loss |
| 70 | short | 2022-12-16 12:00 @ 17,015.30 | 2022-12-26 04:00 @ 16,890.58 | 9d 16h | $20.77 | +0.78% | signal |
| 71 | short | 2022-12-27 16:00 @ 16,787.34 | 2023-01-02 04:00 @ 16,658.03 | 5d 12h | $21.11 | +0.79% | signal |
| 72 | long | 2023-01-07 00:00 @ 16,947.29 | 2023-01-30 20:00 @ 22,779.04 | 23d 20h | $893.20 | +33.44% | signal |
| 73 | long | 2023-02-02 00:00 @ 23,734.85 | 2023-02-05 16:00 @ 23,089.58 | 3d 16h | −$84.69 | -2.93% | signal |
| 74 | short | 2023-02-10 16:00 @ 21,644.57 | 2023-02-13 08:00 @ 21,861.47 | 2d 16h | −$30.29 | -1.05% | reverse |
| 75 | long | 2023-02-14 00:00 @ 21,770.45 | 2023-02-14 04:00 @ 21,687.46 | 4h | −$14.07 | -0.49% | signal |
| 76 | long | 2023-02-14 08:00 @ 21,764.35 | 2023-02-14 12:00 @ 21,794.54 | 4h | $0.82 | +0.03% | signal |
| 77 | long | 2023-02-14 16:00 @ 22,037.81 | 2023-02-15 04:00 @ 22,084.48 | 12h | $2.87 | +0.10% | signal |
| 78 | long | 2023-02-15 08:00 @ 22,101.82 | 2023-02-22 08:00 @ 24,054.69 | 7d | $243.15 | +8.49% | signal |
| 79 | long | 2023-02-28 00:00 @ 23,484.70 | 2023-02-28 04:00 @ 23,449.61 | 4h | −$7.39 | -0.25% | signal |
| 80 | long | 2023-02-28 08:00 @ 23,228.04 | 2023-02-28 12:00 @ 23,376.82 | 4h | $15.73 | +0.54% | signal |
| 81 | long | 2023-02-28 16:00 @ 23,515.80 | 2023-02-28 20:00 @ 23,246.45 | 4h | −$36.59 | -1.25% | signal |
| 82 | long | 2023-03-01 00:00 @ 23,134.33 | 2023-03-01 04:00 @ 23,426.91 | 4h | $33.95 | +1.16% | signal |
| 83 | long | 2023-03-01 08:00 @ 23,714.34 | 2023-03-01 20:00 @ 23,338.13 | 12h | −$49.89 | -1.71% | signal |
| 84 | long | 2023-03-02 00:00 @ 23,624.52 | 2023-03-02 04:00 @ 23,482.40 | 4h | −$20.68 | -0.71% | signal |
| 85 | long | 2023-03-02 20:00 @ 23,461.39 | 2023-03-03 00:00 @ 23,452.41 | 4h | −$4.02 | -0.14% | signal |
| 86 | short | 2023-03-03 04:00 @ 22,301.94 | 2023-03-13 00:00 @ 21,990.60 | 9d 20h | $39.74 | +1.37% | signal |
| 87 | long | 2023-03-13 08:00 @ 22,455.99 | 2023-03-27 16:00 @ 26,881.92 | 14d 8h | $560.40 | +19.22% | signal |
| 88 | long | 2023-03-29 08:00 @ 28,083.42 | 2023-04-02 20:00 @ 27,928.11 | 4d 12h | −$22.71 | -0.74% | signal |
| 89 | long | 2023-04-05 04:00 @ 28,541.81 | 2023-04-05 16:00 @ 28,009.40 | 12h | −$60.19 | -1.97% | signal |
| 90 | long | 2023-04-06 00:00 @ 28,159.63 | 2023-04-06 08:00 @ 27,891.12 | 8h | −$32.01 | -1.05% | signal |
| 91 | long | 2023-04-09 20:00 @ 28,138.03 | 2023-04-17 12:00 @ 29,552.19 | 7d 16h | $143.66 | +4.74% | signal |
| 92 | long | 2023-04-19 00:00 @ 30,371.87 | 2023-04-19 08:00 @ 29,350.38 | 8h | −$106.54 | -3.48% | stop loss |
| 93 | short | 2023-04-20 20:00 @ 28,085.58 | 2023-04-26 00:00 @ 28,292.36 | 5d 4h | −$22.90 | -0.75% | signal |
| 94 | long | 2023-04-26 04:00 @ 28,301.76 | 2023-04-26 20:00 @ 27,866.33 | 16h | −$50.00 | -1.65% | signal |
| 95 | long | 2023-04-27 00:00 @ 28,401.68 | 2023-05-01 04:00 @ 28,539.89 | 4d 4h | $9.62 | +0.32% | signal |
| 96 | short | 2023-05-01 16:00 @ 28,152.87 | 2023-05-02 20:00 @ 28,682.24 | 1d 4h | −$59.59 | -1.97% | signal |
| 97 | long | 2023-05-04 12:00 @ 29,150.83 | 2023-05-06 16:00 @ 28,552.19 | 2d 4h | −$66.12 | -2.20% | signal |
| 98 | short | 2023-05-08 00:00 @ 28,413.82 | 2023-05-15 08:00 @ 27,404.08 | 7d 8h | $105.49 | +3.53% | signal |
| 99 | short | 2023-05-17 12:00 @ 26,621.07 | 2023-05-17 20:00 @ 27,382.48 | 8h | −$89.19 | -2.96% | signal |
| 100 | short | 2023-05-18 20:00 @ 26,713.96 | 2023-05-21 04:00 @ 27,171.83 | 2d 8h | −$53.65 | -1.79% | signal |
| 101 | short | 2023-05-22 00:00 @ 26,727.45 | 2023-05-23 04:00 @ 27,360.17 | 1d 4h | −$73.03 | -2.45% | signal |
| 102 | short | 2023-05-24 08:00 @ 26,658.87 | 2023-05-28 00:00 @ 26,846.97 | 3d 16h | −$21.52 | -0.73% | signal |
| 103 | long | 2023-05-28 20:00 @ 27,524.00 | 2023-05-31 08:00 @ 27,144.97 | 2d 12h | −$45.19 | -1.53% | signal |
| 104 | short | 2023-05-31 12:00 @ 27,082.48 | 2023-06-02 20:00 @ 27,236.95 | 2d 8h | −$18.12 | -0.62% | signal |
| 105 | short | 2023-06-05 04:00 @ 26,830.43 | 2023-06-06 20:00 @ 27,078.71 | 1d 16h | −$29.83 | -1.01% | signal |
| 106 | short | 2023-06-10 08:00 @ 25,632.17 | 2023-06-16 20:00 @ 26,376.37 | 6d 12h | −$85.75 | -2.92% | signal |
| 107 | long | 2023-06-18 20:00 @ 26,646.93 | 2023-07-05 12:00 @ 30,388.92 | 16d 16h | $391.38 | +13.44% | signal |
| 108 | long | 2023-07-10 08:00 @ 30,106.02 | 2023-07-10 12:00 @ 30,215.56 | 4h | $7.79 | +0.26% | signal |
| 109 | long | 2023-07-10 16:00 @ 30,303.56 | 2023-07-12 20:00 @ 30,262.05 | 2d 4h | −$8.39 | -0.28% | signal |
| 110 | long | 2023-07-13 16:00 @ 30,921.68 | 2023-07-14 20:00 @ 30,093.88 | 1d 4h | −$84.46 | -2.81% | signal |
| 111 | long | 2023-07-21 04:00 @ 29,890.28 | 2023-07-21 08:00 @ 29,751.85 | 4h | −$16.82 | -0.56% | signal |
| 112 | long | 2023-07-22 04:00 @ 29,892.68 | 2023-07-22 08:00 @ 29,926.91 | 4h | $0.43 | +0.01% | signal |
| 113 | long | 2023-07-23 08:00 @ 29,906.88 | 2023-07-23 12:00 @ 29,875.52 | 4h | −$6.41 | -0.21% | signal |
| 114 | long | 2023-07-24 00:00 @ 30,076.91 | 2023-07-24 04:00 @ 29,699.76 | 4h | −$40.66 | -1.36% | signal |
| 115 | long | 2023-07-24 08:00 @ 29,822.36 | 2023-07-24 08:00 @ 28,980.30 | 0m | −$87.00 | -2.93% | stop loss |
| 116 | short | 2023-07-24 12:00 @ 29,253.85 | 2023-08-02 00:00 @ 29,707.14 | 8d 12h | −$43.65 | -1.48% | signal |
| 117 | long | 2023-08-02 04:00 @ 29,628.42 | 2023-08-02 16:00 @ 29,306.64 | 12h | −$35.15 | -1.20% | signal |
| 118 | short | 2023-08-03 04:00 @ 29,164.27 | 2023-08-08 00:00 @ 29,208.54 | 4d 20h | −$3.58 | -0.12% | signal |
| 119 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-11 20:00 @ 29,381.92 | 3d 8h | −$10.70 | -0.36% | reverse |
| 120 | short | 2023-08-12 00:00 @ 29,409.62 | 2023-08-12 04:00 @ 29,393.88 | 4h | −$1.07 | -0.04% | signal |
| 121 | short | 2023-08-12 08:00 @ 29,404.32 | 2023-08-12 12:00 @ 29,422.58 | 4h | −$4.45 | -0.15% | signal |
| 122 | short | 2023-08-12 16:00 @ 29,420.11 | 2023-08-12 20:00 @ 29,413.48 | 4h | −$1.99 | -0.07% | signal |
| 123 | short | 2023-08-13 00:00 @ 29,414.92 | 2023-08-13 04:00 @ 29,407.68 | 4h | −$1.91 | -0.07% | signal |
| 124 | short | 2023-08-13 08:00 @ 29,379.72 | 2023-08-13 20:00 @ 29,431.89 | 12h | −$7.69 | -0.26% | signal |
| 125 | short | 2023-08-14 00:00 @ 29,287.44 | 2023-08-14 04:00 @ 29,395.88 | 4h | −$13.46 | -0.46% | signal |
| 126 | short | 2023-08-14 08:00 @ 29,404.52 | 2023-08-14 12:00 @ 29,405.68 | 4h | −$2.74 | -0.09% | signal |
| 127 | long | 2023-08-14 16:00 @ 29,598.72 | 2023-08-14 20:00 @ 29,347.83 | 4h | −$27.94 | -0.96% | signal |
| 128 | short | 2023-08-15 08:00 @ 29,391.02 | 2023-08-29 16:00 @ 27,416.88 | 14d 8h | $196.22 | +6.74% | signal |
| 129 | long | 2023-08-29 20:00 @ 27,825.56 | 2023-08-31 12:00 @ 26,846.90 | 1d 16h | −$107.78 | -3.64% | stop loss |
| 130 | short | 2023-09-01 00:00 @ 25,922.81 | 2023-09-08 00:00 @ 26,245.95 | 7d | −$38.01 | -1.30% | signal |
| 131 | short | 2023-09-10 12:00 @ 25,777.84 | 2023-09-12 08:00 @ 25,815.36 | 1d 20h | −$6.93 | -0.24% | signal |
| 132 | long | 2023-09-14 16:00 @ 26,685.34 | 2023-09-18 00:00 @ 26,508.90 | 3d 8h | −$22.04 | -0.75% | reverse |
| 133 | long | 2023-09-18 12:00 @ 27,190.04 | 2023-09-21 12:00 @ 26,455.74 | 3d | −$81.35 | -2.79% | stop loss |
| 134 | short | 2023-09-21 16:00 @ 26,562.29 | 2023-09-27 12:00 @ 26,761.05 | 5d 20h | −$23.12 | -0.80% | signal |
| 135 | long | 2023-09-28 16:00 @ 27,017.70 | 2023-10-09 12:00 @ 27,450.51 | 10d 20h | $42.77 | +1.48% | signal |
| 136 | short | 2023-10-11 04:00 @ 26,995.30 | 2023-10-16 00:00 @ 27,145.23 | 4d 20h | −$17.56 | -0.60% | signal |
| 137 | long | 2023-10-16 04:00 @ 27,226.84 | 2023-11-14 12:00 @ 36,281.64 | 29d 8h | $931.07 | +32.13% | signal |
| 138 | long | 2023-11-15 20:00 @ 37,534.91 | 2023-11-16 16:00 @ 36,416.02 | 20h | −$97.20 | -3.10% | signal |
| 139 | long | 2023-11-18 16:00 @ 36,679.33 | 2023-11-22 00:00 @ 35,729.85 | 3d 8h | −$86.62 | -2.79% | signal |
| 140 | long | 2023-11-23 00:00 @ 37,420.98 | 2023-11-27 12:00 @ 37,015.90 | 4d 12h | −$40.79 | -1.32% | signal |
| 141 | long | 2023-11-28 20:00 @ 38,112.32 | 2023-12-11 04:00 @ 42,304.24 | 12d 8h | $319.49 | +10.39% | signal |
| 142 | long | 2023-12-14 12:00 @ 43,278.55 | 2023-12-15 16:00 @ 41,922.01 | 1d 4h | −$102.92 | -3.26% | signal |
| 143 | long | 2023-12-19 00:00 @ 42,680.33 | 2023-12-25 00:00 @ 42,999.80 | 6d | $9.74 | +0.31% | signal |
| 144 | long | 2023-12-28 08:00 @ 43,095.92 | 2023-12-28 16:00 @ 42,477.40 | 8h | −$49.23 | -1.57% | signal |
| 145 | long | 2024-01-01 16:00 @ 42,826.56 | 2024-01-03 12:00 @ 41,296.08 | 1d 20h | −$121.94 | -3.91% | stop loss |
| 146 | long | 2024-01-07 00:00 @ 43,965.39 | 2024-01-08 04:00 @ 43,493.30 | 1d 4h | −$37.47 | -1.21% | signal |
| 147 | long | 2024-01-08 12:00 @ 44,646.13 | 2024-01-12 16:00 @ 44,486.20 | 4d 4h | −$17.95 | -0.58% | signal |
| 148 | short | 2024-01-13 00:00 @ 42,780.44 | 2024-01-16 16:00 @ 43,259.65 | 3d 16h | −$34.15 | -1.11% | reverse |
| 149 | short | 2024-01-18 20:00 @ 41,006.00 | 2024-01-26 12:00 @ 41,280.15 | 7d 16h | −$16.58 | -0.54% | signal |
| 150 | long | 2024-01-28 04:00 @ 42,218.54 | 2024-02-01 04:00 @ 41,989.60 | 4d | −$22.78 | -0.74% | signal |
| 151 | short | 2024-02-01 12:00 @ 42,067.38 | 2024-02-01 16:00 @ 42,508.50 | 4h | −$35.12 | -1.15% | signal |
| 152 | long | 2024-02-06 16:00 @ 43,240.65 | 2024-02-21 12:00 @ 50,978.00 | 14d 20h | $524.78 | +17.22% | signal |
| 153 | long | 2024-02-24 20:00 @ 51,600.22 | 2024-02-26 12:00 @ 51,116.07 | 1d 16h | −$35.84 | -1.13% | signal |
| 154 | long | 2024-02-26 16:00 @ 52,882.77 | 2024-03-05 20:00 @ 61,485.00 | 8d 4h | $464.04 | +14.64% | signal |
| 155 | long | 2024-03-08 20:00 @ 68,935.68 | 2024-03-14 20:00 @ 69,486.50 | 6d | −$3.75 | -0.11% | signal |
| 156 | long | 2024-03-18 12:00 @ 68,321.26 | 2024-03-18 16:00 @ 67,495.70 | 4h | −$42.96 | -1.31% | signal |
| 157 | short | 2024-03-20 00:00 @ 61,961.71 | 2024-03-20 20:00 @ 67,699.92 | 20h | −$305.14 | -9.32% | stop loss |
| 158 | long | 2024-03-23 16:00 @ 65,160.43 | 2024-03-23 20:00 @ 64,905.02 | 4h | −$16.07 | -0.50% | signal |
| 159 | long | 2024-03-24 00:00 @ 64,033.20 | 2024-03-24 04:00 @ 63,995.30 | 4h | −$5.41 | -0.17% | signal |
| 160 | long | 2024-03-25 00:00 @ 67,274.35 | 2024-04-01 16:00 @ 68,267.24 | 7d 16h | $20.65 | +0.65% | signal |
| 161 | short | 2024-04-02 16:00 @ 64,915.21 | 2024-04-04 16:00 @ 68,729.29 | 2d | −$188.66 | -5.90% | stop loss |
| 162 | long | 2024-04-05 00:00 @ 68,503.50 | 2024-04-05 08:00 @ 66,924.01 | 8h | −$76.06 | -2.41% | signal |
| 163 | long | 2024-04-05 16:00 @ 68,213.64 | 2024-04-05 20:00 @ 67,386.52 | 4h | −$41.39 | -1.32% | signal |
| 164 | long | 2024-04-06 00:00 @ 67,839.37 | 2024-04-06 04:00 @ 67,779.84 | 4h | −$6.17 | -0.20% | signal |
| 165 | long | 2024-04-06 08:00 @ 67,998.70 | 2024-04-06 12:00 @ 67,641.37 | 4h | −$19.81 | -0.64% | signal |
| 166 | long | 2024-04-06 16:00 @ 68,107.62 | 2024-04-09 20:00 @ 69,035.79 | 3d 4h | $34.29 | +1.10% | signal |
| 167 | long | 2024-04-11 08:00 @ 70,803.26 | 2024-04-12 16:00 @ 69,360.13 | 1d 8h | −$69.14 | -2.21% | signal |
| 168 | short | 2024-04-12 20:00 @ 66,854.23 | 2024-04-19 12:00 @ 64,852.77 | 6d 16h | $93.81 | +3.02% | signal |
| 169 | long | 2024-04-22 08:00 @ 65,956.99 | 2024-04-24 16:00 @ 64,580.58 | 2d 8h | −$68.81 | -2.20% | signal |
| 170 | short | 2024-04-24 20:00 @ 63,948.01 | 2024-05-03 16:00 @ 61,674.53 | 8d 20h | $111.22 | +3.57% | signal |
| 171 | long | 2024-05-05 16:00 @ 64,410.98 | 2024-05-07 20:00 @ 63,022.09 | 2d 4h | −$71.67 | -2.28% | reverse |
| 172 | short | 2024-05-08 00:00 @ 62,283.54 | 2024-05-08 04:00 @ 62,876.57 | 4h | −$32.71 | -1.05% | signal |
| 173 | short | 2024-05-08 08:00 @ 62,174.26 | 2024-05-09 20:00 @ 62,433.08 | 1d 12h | −$15.12 | -0.49% | signal |
| 174 | short | 2024-05-10 00:00 @ 63,037.39 | 2024-05-10 04:00 @ 62,892.58 | 4h | $4.07 | +0.13% | signal |
| 175 | short | 2024-05-10 16:00 @ 60,881.52 | 2024-05-13 08:00 @ 62,308.96 | 2d 16h | −$74.50 | -2.39% | signal |
| 176 | long | 2024-05-15 16:00 @ 64,698.34 | 2024-05-23 20:00 @ 67,225.65 | 8d 4h | $112.83 | +3.65% | signal |
| 177 | long | 2024-05-26 08:00 @ 69,373.07 | 2024-05-28 04:00 @ 68,056.39 | 1d 20h | −$64.17 | -2.06% | signal |
| 178 | long | 2024-05-30 20:00 @ 68,718.74 | 2024-05-31 08:00 @ 68,212.55 | 12h | −$26.41 | -0.85% | signal |
| 179 | long | 2024-05-31 12:00 @ 68,401.58 | 2024-05-31 16:00 @ 67,239.15 | 4h | −$55.72 | -1.80% | signal |
| 180 | long | 2024-06-02 00:00 @ 67,812.76 | 2024-06-02 04:00 @ 67,812.43 | 4h | −$3.41 | -0.11% | signal |
| 181 | long | 2024-06-02 08:00 @ 67,756.55 | 2024-06-02 20:00 @ 67,751.85 | 12h | −$3.92 | -0.13% | signal |
| 182 | long | 2024-06-03 08:00 @ 68,963.79 | 2024-06-07 20:00 @ 69,273.34 | 4d 12h | $5.77 | +0.19% | signal |
| 183 | short | 2024-06-11 08:00 @ 67,568.58 | 2024-06-12 12:00 @ 69,644.96 | 1d 4h | −$96.66 | -3.13% | stop loss |
| 184 | long | 2024-06-12 16:00 @ 69,751.95 | 2024-06-12 20:00 @ 67,509.60 | 4h | −$101.66 | -3.32% | signal |
| 185 | short | 2024-06-13 16:00 @ 66,451.01 | 2024-06-30 20:00 @ 62,029.20 | 17d 4h | $212.10 | +6.99% | signal |
| 186 | short | 2024-07-03 04:00 @ 60,971.20 | 2024-07-10 04:00 @ 58,169.23 | 7d | $143.89 | +4.66% | signal |
| 187 | long | 2024-07-15 04:00 @ 62,629.82 | 2024-07-25 00:00 @ 65,337.63 | 9d 20h | $128.94 | +4.13% | signal |
| 188 | long | 2024-07-26 16:00 @ 67,541.41 | 2024-07-30 00:00 @ 66,736.75 | 3d 8h | −$42.99 | -1.36% | signal |
| 189 | short | 2024-08-01 04:00 @ 63,899.92 | 2024-08-08 16:00 @ 59,403.78 | 7d 12h | $221.99 | +7.06% | signal |
| 190 | short | 2024-08-12 00:00 @ 58,681.36 | 2024-08-12 12:00 @ 59,821.16 | 12h | −$65.06 | -2.03% | signal |
| 191 | short | 2024-08-12 16:00 @ 60,159.27 | 2024-08-13 20:00 @ 60,806.66 | 1d 4h | −$37.45 | -1.18% | signal |
| 192 | short | 2024-08-14 20:00 @ 58,842.03 | 2024-08-15 16:00 @ 59,655.23 | 20h | −$47.13 | -1.48% | signal |
| 193 | short | 2024-08-15 20:00 @ 56,991.10 | 2024-08-16 20:00 @ 59,661.23 | 1d | −$152.03 | -4.81% | signal |
| 194 | long | 2024-08-20 08:00 @ 60,912.08 | 2024-08-20 16:00 @ 58,771.94 | 8h | −$112.89 | -3.61% | signal |
| 195 | short | 2024-08-21 04:00 @ 59,278.44 | 2024-08-21 08:00 @ 59,701.14 | 4h | −$25.19 | -0.81% | signal |
| 196 | short | 2024-08-21 16:00 @ 59,474.00 | 2024-08-21 20:00 @ 61,550.41 | 4h | −$111.01 | -3.59% | signal |
| 197 | long | 2024-08-22 00:00 @ 61,132.22 | 2024-08-27 16:00 @ 61,661.07 | 5d 16h | $23.32 | +0.76% | signal |
| 198 | short | 2024-08-28 00:00 @ 59,372.52 | 2024-09-09 20:00 @ 57,071.51 | 12d 20h | $115.90 | +3.78% | signal |
| 199 | long | 2024-09-13 16:00 @ 59,635.52 | 2024-09-16 16:00 @ 57,849.13 | 3d | −$95.75 | -3.09% | signal |
| 200 | short | 2024-09-17 00:00 @ 58,175.36 | 2024-09-17 08:00 @ 58,679.83 | 8h | −$29.47 | -0.96% | 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.