[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 · 201–352 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2024-09-17 16:00 @ 61,123.22 | 2024-09-30 12:00 @ 63,781.64 | 12d 20h | $124.55 | +4.06% | signal |
| 202 | short | 2024-10-02 00:00 @ 60,764.54 | 2024-10-05 04:00 @ 61,847.87 | 3d 4h | −$56.96 | -1.84% | reverse |
| 203 | long | 2024-10-05 08:00 @ 62,055.41 | 2024-10-05 12:00 @ 62,136.67 | 4h | $0.92 | +0.03% | signal |
| 204 | long | 2024-10-05 16:00 @ 62,143.93 | 2024-10-05 20:00 @ 61,810.04 | 4h | −$19.67 | -0.64% | signal |
| 205 | long | 2024-10-06 00:00 @ 62,035.50 | 2024-10-06 04:00 @ 61,840.13 | 4h | −$12.78 | -0.42% | signal |
| 206 | long | 2024-10-06 08:00 @ 61,932.18 | 2024-10-06 12:00 @ 62,054.59 | 4h | $2.90 | +0.09% | signal |
| 207 | long | 2024-10-06 16:00 @ 62,702.94 | 2024-10-08 00:00 @ 62,178.16 | 1d 8h | −$29.11 | -0.95% | signal |
| 208 | long | 2024-10-08 04:00 @ 62,614.82 | 2024-10-08 08:00 @ 62,278.94 | 4h | −$19.52 | -0.64% | signal |
| 209 | short | 2024-10-09 20:00 @ 61,001.40 | 2024-10-11 16:00 @ 62,230.44 | 1d 20h | −$64.39 | -2.10% | signal |
| 210 | long | 2024-10-11 20:00 @ 63,054.91 | 2024-10-13 16:00 @ 62,182.76 | 1d 20h | −$45.57 | -1.50% | signal |
| 211 | long | 2024-10-13 20:00 @ 62,711.74 | 2024-10-23 04:00 @ 67,044.39 | 9d 8h | $197.73 | +6.51% | signal |
| 212 | long | 2024-10-24 20:00 @ 68,293.36 | 2024-10-25 20:00 @ 66,812.33 | 1d | −$70.88 | -2.30% | signal |
| 213 | long | 2024-10-27 16:00 @ 67,773.45 | 2024-11-01 04:00 @ 69,383.82 | 4d 12h | $65.36 | +2.13% | signal |
| 214 | long | 2024-11-06 04:00 @ 74,381.97 | 2024-11-25 20:00 @ 94,704.76 | 19d 16h | $806.43 | +26.15% | signal |
| 215 | long | 2024-11-29 04:00 @ 96,665.83 | 2024-12-02 12:00 @ 95,172.36 | 3d 8h | −$59.52 | -1.81% | signal |
| 216 | long | 2024-12-04 20:00 @ 97,302.86 | 2024-12-05 20:00 @ 93,036.83 | 1d | −$151.62 | -4.64% | stop loss |
| 217 | long | 2024-12-06 20:00 @ 101,552.91 | 2024-12-09 12:00 @ 98,137.87 | 2d 16h | −$116.99 | -3.62% | signal |
| 218 | long | 2024-12-11 16:00 @ 100,372.77 | 2024-12-18 20:00 @ 102,761.24 | 7d 4h | $66.06 | +2.06% | signal |
| 219 | short | 2024-12-20 12:00 @ 92,696.56 | 2024-12-24 16:00 @ 98,263.15 | 4d 4h | −$193.03 | -5.99% | signal |
| 220 | long | 2024-12-25 00:00 @ 98,646.63 | 2024-12-25 12:00 @ 97,868.82 | 12h | −$28.80 | -0.91% | signal |
| 221 | long | 2024-12-25 16:00 @ 98,513.00 | 2024-12-26 08:00 @ 97,649.97 | 16h | −$31.50 | -1.00% | signal |
| 222 | short | 2024-12-28 00:00 @ 94,240.05 | 2024-12-31 16:00 @ 95,408.38 | 3d 16h | −$39.48 | -1.25% | signal |
| 223 | long | 2025-01-02 08:00 @ 95,834.56 | 2025-01-07 16:00 @ 97,895.82 | 5d 8h | $59.94 | +1.90% | signal |
| 224 | short | 2025-01-07 20:00 @ 96,414.01 | 2025-01-14 12:00 @ 96,527.60 | 6d 16h | −$3.15 | -0.10% | signal |
| 225 | long | 2025-01-14 16:00 @ 96,436.08 | 2025-01-23 04:00 @ 102,396.62 | 8d 12h | $184.86 | +5.85% | signal |
| 226 | long | 2025-01-24 12:00 @ 105,395.17 | 2025-01-27 00:00 @ 102,539.49 | 2d 12h | −$91.93 | -2.87% | signal |
| 227 | short | 2025-01-27 08:00 @ 98,976.50 | 2025-01-29 16:00 @ 103,856.43 | 2d 8h | −$158.37 | -4.97% | stop loss |
| 228 | long | 2025-01-30 04:00 @ 105,176.63 | 2025-01-31 20:00 @ 102,255.24 | 1d 16h | −$91.72 | -2.92% | signal |
| 229 | short | 2025-02-02 00:00 @ 100,583.48 | 2025-02-03 20:00 @ 101,852.27 | 1d 20h | −$41.52 | -1.33% | signal |
| 230 | short | 2025-02-06 00:00 @ 96,533.89 | 2025-02-11 08:00 @ 98,250.85 | 5d 8h | −$56.46 | -1.81% | signal |
| 231 | short | 2025-02-11 20:00 @ 94,969.00 | 2025-02-13 00:00 @ 97,835.86 | 1d 4h | −$96.29 | -3.11% | signal |
| 232 | short | 2025-02-13 16:00 @ 95,924.01 | 2025-02-14 20:00 @ 97,917.98 | 1d 4h | −$66.44 | -2.16% | signal |
| 233 | short | 2025-02-17 08:00 @ 96,004.60 | 2025-02-20 00:00 @ 96,617.22 | 2d 16h | −$20.69 | -0.68% | signal |
| 234 | long | 2025-02-20 20:00 @ 98,389.57 | 2025-02-21 16:00 @ 95,332.63 | 20h | −$97.88 | -3.21% | stop loss |
| 235 | short | 2025-02-21 20:00 @ 95,228.35 | 2025-03-02 20:00 @ 93,485.89 | 9d | $55.01 | +1.82% | signal |
| 236 | long | 2025-03-03 00:00 @ 94,240.84 | 2025-03-03 16:00 @ 87,759.70 | 16h | −$212.05 | -6.97% | stop loss |
| 237 | short | 2025-03-04 04:00 @ 83,912.11 | 2025-03-04 20:00 @ 88,182.93 | 16h | −$155.09 | -5.19% | signal |
| 238 | short | 2025-03-08 04:00 @ 85,862.82 | 2025-03-14 16:00 @ 84,709.04 | 6d 12h | $38.53 | +1.31% | signal |
| 239 | short | 2025-03-16 12:00 @ 82,351.43 | 2025-03-17 20:00 @ 84,453.09 | 1d 8h | −$78.15 | -2.64% | signal |
| 240 | short | 2025-03-18 04:00 @ 83,090.98 | 2025-03-19 12:00 @ 83,865.27 | 1d 8h | −$29.99 | -1.02% | signal |
| 241 | short | 2025-03-21 04:00 @ 84,393.12 | 2025-03-21 12:00 @ 84,022.70 | 8h | $10.10 | +0.34% | signal |
| 242 | short | 2025-03-23 00:00 @ 83,788.14 | 2025-03-23 04:00 @ 84,211.94 | 4h | −$17.72 | -0.60% | signal |
| 243 | short | 2025-03-23 08:00 @ 84,213.05 | 2025-03-23 12:00 @ 84,668.33 | 4h | −$18.78 | -0.64% | signal |
| 244 | long | 2025-03-24 12:00 @ 87,661.13 | 2025-03-27 20:00 @ 87,008.49 | 3d 8h | −$24.52 | -0.84% | reverse |
| 245 | short | 2025-03-28 04:00 @ 86,729.45 | 2025-04-01 16:00 @ 85,262.55 | 4d 12h | $47.77 | +1.64% | signal |
| 246 | long | 2025-04-02 16:00 @ 86,726.84 | 2025-04-02 20:00 @ 83,131.00 | 4h | −$124.40 | -4.24% | stop loss |
| 247 | short | 2025-04-03 20:00 @ 81,961.00 | 2025-04-04 20:00 @ 83,986.09 | 1d | −$74.08 | -2.55% | signal |
| 248 | short | 2025-04-05 16:00 @ 82,559.98 | 2025-04-09 20:00 @ 82,307.86 | 4d 4h | $7.22 | +0.25% | signal |
| 249 | long | 2025-04-12 16:00 @ 84,991.09 | 2025-04-16 00:00 @ 83,591.88 | 3d 8h | −$51.83 | -1.80% | reverse |
| 250 | short | 2025-04-16 04:00 @ 83,637.17 | 2025-04-16 08:00 @ 83,341.67 | 4h | $7.27 | +0.25% | signal |
| 251 | long | 2025-04-19 12:00 @ 85,196.34 | 2025-04-20 12:00 @ 84,067.78 | 1d | −$40.80 | -1.42% | signal |
| 252 | long | 2025-04-21 04:00 @ 87,184.03 | 2025-05-05 00:00 @ 94,211.35 | 13d 20h | $228.92 | +8.00% | signal |
| 253 | long | 2025-05-07 00:00 @ 96,818.26 | 2025-05-15 08:00 @ 101,713.65 | 8d 8h | $139.86 | +4.79% | signal |
| 254 | long | 2025-05-16 16:00 @ 104,164.83 | 2025-05-19 12:00 @ 102,891.52 | 2d 20h | −$40.40 | -1.37% | signal |
| 255 | long | 2025-05-19 20:00 @ 105,478.99 | 2025-05-25 16:00 @ 106,906.61 | 5d 20h | $33.12 | +1.13% | signal |
| 256 | long | 2025-05-26 20:00 @ 109,096.21 | 2025-05-28 16:00 @ 107,044.09 | 1d 20h | −$59.12 | -2.00% | signal |
| 257 | long | 2025-06-03 00:00 @ 105,835.56 | 2025-06-03 04:00 @ 105,427.71 | 4h | −$14.40 | -0.49% | signal |
| 258 | long | 2025-06-03 08:00 @ 105,155.43 | 2025-06-03 12:00 @ 105,219.05 | 4h | −$1.34 | -0.05% | signal |
| 259 | long | 2025-06-03 16:00 @ 106,577.41 | 2025-06-04 00:00 @ 105,309.03 | 8h | −$37.95 | -1.29% | signal |
| 260 | long | 2025-06-04 04:00 @ 105,495.89 | 2025-06-04 08:00 @ 105,239.05 | 4h | −$10.04 | -0.34% | signal |
| 261 | long | 2025-06-04 12:00 @ 105,065.21 | 2025-06-04 16:00 @ 105,233.65 | 4h | $1.76 | +0.06% | signal |
| 262 | long | 2025-06-04 20:00 @ 104,891.37 | 2025-06-05 00:00 @ 104,620.87 | 4h | −$10.45 | -0.36% | signal |
| 263 | short | 2025-06-05 20:00 @ 101,852.63 | 2025-06-06 16:00 @ 105,056.41 | 20h | −$94.97 | -3.25% | signal |
| 264 | long | 2025-06-07 16:00 @ 105,529.00 | 2025-06-12 12:00 @ 106,841.53 | 4d 20h | $31.07 | +1.07% | signal |
| 265 | short | 2025-06-13 04:00 @ 104,213.05 | 2025-06-16 08:00 @ 107,045.20 | 3d 4h | −$81.35 | -2.80% | signal |
| 266 | long | 2025-06-16 12:00 @ 106,863.97 | 2025-06-17 12:00 @ 105,571.78 | 1d | −$38.02 | -1.32% | signal |
| 267 | short | 2025-06-17 16:00 @ 104,178.36 | 2025-06-20 08:00 @ 105,784.75 | 2d 16h | −$46.67 | -1.62% | signal |
| 268 | short | 2025-06-20 20:00 @ 103,243.15 | 2025-06-24 00:00 @ 105,312.06 | 3d 4h | −$59.34 | -2.07% | signal |
| 269 | long | 2025-06-24 04:00 @ 104,890.97 | 2025-07-01 12:00 @ 106,535.49 | 7d 8h | $40.20 | +1.41% | signal |
| 270 | long | 2025-07-02 16:00 @ 108,717.14 | 2025-07-04 16:00 @ 107,513.09 | 2d | −$35.28 | -1.23% | signal |
| 271 | long | 2025-07-07 00:00 @ 109,167.63 | 2025-07-08 04:00 @ 107,830.93 | 1d 4h | −$38.02 | -1.33% | signal |
| 272 | long | 2025-07-09 00:00 @ 108,894.97 | 2025-07-21 00:00 @ 117,192.66 | 12d | $203.25 | +7.16% | signal |
| 273 | long | 2025-07-21 08:00 @ 119,376.17 | 2025-07-21 20:00 @ 116,701.36 | 12h | −$68.16 | -2.36% | signal |
| 274 | long | 2025-07-22 12:00 @ 119,166.03 | 2025-07-25 04:00 @ 115,361.62 | 2d 16h | −$96.80 | -3.37% | signal |
| 275 | long | 2025-07-27 16:00 @ 118,604.62 | 2025-07-29 16:00 @ 117,322.23 | 2d | −$35.34 | -1.24% | signal |
| 276 | short | 2025-08-01 20:00 @ 113,255.74 | 2025-08-05 12:00 @ 114,805.06 | 3d 16h | −$40.06 | -1.41% | reverse |
| 277 | long | 2025-08-06 16:00 @ 115,389.27 | 2025-08-07 00:00 @ 114,918.01 | 8h | −$14.61 | -0.52% | signal |
| 278 | long | 2025-08-07 08:00 @ 114,774.15 | 2025-08-14 16:00 @ 118,162.26 | 7d 8h | $75.19 | +2.66% | signal |
| 279 | short | 2025-08-18 04:00 @ 115,241.75 | 2025-08-22 16:00 @ 116,342.66 | 4d 12h | −$28.19 | -0.99% | signal |
| 280 | long | 2025-08-22 20:00 @ 116,648.73 | 2025-08-23 12:00 @ 115,243.75 | 16h | −$37.55 | -1.32% | signal |
| 281 | short | 2025-08-24 20:00 @ 112,533.89 | 2025-08-28 08:00 @ 113,101.92 | 3d 12h | −$15.35 | -0.54% | signal |
| 282 | short | 2025-08-29 16:00 @ 108,312.73 | 2025-09-02 16:00 @ 110,812.06 | 4d | −$65.95 | -2.34% | signal |
| 283 | short | 2025-09-06 00:00 @ 110,592.68 | 2025-09-06 04:00 @ 111,056.21 | 4h | −$14.54 | -0.52% | signal |
| 284 | short | 2025-09-06 08:00 @ 110,757.74 | 2025-09-07 12:00 @ 111,271.75 | 1d 4h | −$15.36 | -0.55% | signal |
| 285 | long | 2025-09-09 08:00 @ 112,972.79 | 2025-09-09 16:00 @ 110,807.93 | 8h | −$56.71 | -2.03% | signal |
| 286 | long | 2025-09-10 16:00 @ 113,824.06 | 2025-09-19 20:00 @ 115,059.38 | 9d 4h | $23.35 | +0.84% | signal |
| 287 | short | 2025-09-22 08:00 @ 112,432.01 | 2025-09-29 00:00 @ 112,142.12 | 6d 16h | $7.06 | +0.25% | signal |
| 288 | long | 2025-09-29 16:00 @ 113,774.75 | 2025-10-09 20:00 @ 120,873.42 | 10d 4h | $164.99 | +5.91% | signal |
| 289 | short | 2025-10-10 20:00 @ 116,581.88 | 2025-10-20 08:00 @ 111,148.43 | 9d 12h | $128.63 | +4.54% | signal |
| 290 | short | 2025-10-23 00:00 @ 107,510.59 | 2025-10-23 16:00 @ 109,870.97 | 16h | −$65.50 | -2.28% | signal |
| 291 | long | 2025-10-26 12:00 @ 113,257.75 | 2025-10-29 16:00 @ 111,438.41 | 3d 4h | −$50.19 | -1.76% | signal |
| 292 | short | 2025-10-29 20:00 @ 110,583.78 | 2025-11-02 08:00 @ 110,866.17 | 3d 12h | −$8.22 | -0.29% | signal |
| 293 | short | 2025-11-03 08:00 @ 107,399.12 | 2025-11-09 20:00 @ 104,785.05 | 6d 12h | $69.15 | +2.44% | signal |
| 294 | short | 2025-11-12 20:00 @ 101,225.05 | 2025-11-26 20:00 @ 89,941.28 | 14d | $321.11 | +11.25% | signal |
| 295 | short | 2025-11-30 12:00 @ 90,982.70 | 2025-11-30 16:00 @ 91,424.18 | 4h | −$17.17 | -0.59% | signal |
| 296 | short | 2025-12-01 00:00 @ 90,302.44 | 2025-12-02 16:00 @ 90,827.36 | 1d 16h | −$19.69 | -0.67% | signal |
| 297 | short | 2025-12-06 00:00 @ 89,270.74 | 2025-12-07 20:00 @ 91,398.08 | 1d 20h | −$72.20 | -2.47% | signal |
| 298 | short | 2025-12-11 04:00 @ 89,815.13 | 2025-12-12 00:00 @ 92,496.10 | 20h | −$89.57 | -3.08% | signal |
| 299 | short | 2025-12-12 16:00 @ 89,877.02 | 2025-12-20 08:00 @ 88,257.65 | 7d 16h | $52.42 | +1.82% | signal |
| 300 | short | 2025-12-23 08:00 @ 87,513.79 | 2025-12-25 16:00 @ 88,356.67 | 2d 8h | −$29.50 | -1.02% | signal |
| 301 | short | 2025-12-26 20:00 @ 87,436.21 | 2025-12-29 00:00 @ 87,937.98 | 2d 4h | −$18.67 | -0.65% | signal |
| 302 | long | 2025-12-29 04:00 @ 90,109.52 | 2025-12-29 08:00 @ 87,772.45 | 4h | −$77.95 | -2.70% | stop loss |
| 303 | short | 2025-12-29 20:00 @ 87,311.43 | 2025-12-30 12:00 @ 87,892.88 | 16h | −$21.54 | -0.75% | signal |
| 304 | short | 2025-12-31 20:00 @ 87,497.50 | 2026-01-01 12:00 @ 87,997.70 | 16h | −$18.64 | -0.65% | signal |
| 305 | short | 2026-01-01 16:00 @ 87,969.20 | 2026-01-01 20:00 @ 88,372.47 | 4h | −$15.90 | -0.56% | signal |
| 306 | long | 2026-01-02 20:00 @ 89,882.97 | 2026-01-08 04:00 @ 90,761.84 | 5d 8h | $22.54 | +0.79% | signal |
| 307 | short | 2026-01-08 12:00 @ 90,174.16 | 2026-01-09 00:00 @ 91,078.01 | 12h | −$31.32 | -1.10% | signal |
| 308 | short | 2026-01-09 20:00 @ 90,272.54 | 2026-01-11 16:00 @ 90,852.17 | 1d 20h | −$20.21 | -0.71% | signal |
| 309 | long | 2026-01-11 20:00 @ 90,662.83 | 2026-01-12 12:00 @ 90,555.79 | 16h | −$6.34 | -0.22% | signal |
| 310 | long | 2026-01-12 16:00 @ 91,636.92 | 2026-01-19 00:00 @ 93,595.28 | 6d 8h | $55.75 | +1.96% | signal |
| 311 | short | 2026-01-20 08:00 @ 91,117.87 | 2026-01-28 12:00 @ 90,054.91 | 8d 4h | $34.35 | +1.20% | signal |
| 312 | short | 2026-01-29 16:00 @ 84,880.92 | 2026-02-14 12:00 @ 70,478.89 | 15d 20h | $482.30 | +16.83% | signal |
| 313 | short | 2026-02-17 04:00 @ 68,429.91 | 2026-02-21 16:00 @ 68,585.21 | 4d 12h | −$9.09 | -0.30% | signal |
| 314 | short | 2026-02-23 04:00 @ 64,881.12 | 2026-02-25 16:00 @ 67,375.87 | 2d 12h | −$117.77 | -3.95% | signal |
| 315 | short | 2026-02-28 08:00 @ 63,774.64 | 2026-02-28 20:00 @ 67,484.67 | 12h | −$175.12 | -5.93% | stop loss |
| 316 | short | 2026-03-01 00:00 @ 66,923.61 | 2026-03-01 04:00 @ 67,488.29 | 4h | −$27.50 | -0.94% | signal |
| 317 | long | 2026-03-04 16:00 @ 73,354.37 | 2026-03-06 12:00 @ 68,200.60 | 1d 20h | −$207.13 | -7.13% | stop loss |
| 318 | short | 2026-03-07 04:00 @ 68,049.69 | 2026-03-09 16:00 @ 68,846.17 | 2d 12h | −$36.79 | -1.29% | signal |
| 319 | long | 2026-03-10 12:00 @ 70,584.21 | 2026-03-18 16:00 @ 71,422.01 | 8d 4h | $32.53 | +1.14% | signal |
| 320 | short | 2026-03-18 20:00 @ 71,016.09 | 2026-03-23 20:00 @ 70,661.23 | 5d | $10.90 | +0.38% | signal |
| 321 | long | 2026-03-24 00:00 @ 70,880.17 | 2026-03-24 16:00 @ 69,823.63 | 16h | −$45.59 | -1.60% | signal |
| 322 | long | 2026-03-25 08:00 @ 70,914.08 | 2026-03-26 08:00 @ 70,039.79 | 1d | −$38.09 | -1.34% | signal |
| 323 | short | 2026-03-26 20:00 @ 68,489.00 | 2026-04-01 00:00 @ 68,255.05 | 5d 4h | $6.05 | +0.21% | signal |
| 324 | short | 2026-04-02 12:00 @ 66,167.36 | 2026-04-06 00:00 @ 69,011.70 | 3d 12h | −$124.44 | -4.39% | signal |
| 325 | long | 2026-04-06 04:00 @ 69,106.12 | 2026-04-13 00:00 @ 70,697.06 | 6d 20h | $61.72 | +2.20% | signal |
| 326 | long | 2026-04-14 00:00 @ 74,399.78 | 2026-04-20 00:00 @ 73,743.65 | 6d | −$25.06 | -0.89% | signal |
| 327 | long | 2026-04-22 00:00 @ 76,303.56 | 2026-04-27 16:00 @ 76,744.65 | 5d 16h | $14.96 | +0.53% | signal |
| 328 | long | 2026-04-29 12:00 @ 77,568.01 | 2026-04-29 16:00 @ 75,873.92 | 4h | −$64.28 | -2.28% | signal |
| 329 | long | 2026-05-01 04:00 @ 77,098.02 | 2026-05-12 16:00 @ 80,285.54 | 11d 12h | $113.88 | +4.07% | signal |
| 330 | long | 2026-05-14 20:00 @ 81,390.07 | 2026-05-15 12:00 @ 78,708.88 | 16h | −$95.77 | -3.39% | stop loss |
| 331 | short | 2026-05-18 00:00 @ 77,414.91 | 2026-05-21 08:00 @ 77,861.67 | 3d 8h | −$17.67 | -0.63% | reverse |
| 332 | long | 2026-05-22 04:00 @ 77,755.45 | 2026-05-22 08:00 @ 77,351.33 | 4h | −$17.34 | -0.62% | signal |
| 333 | short | 2026-05-22 20:00 @ 75,811.93 | 2026-05-24 12:00 @ 77,304.96 | 1d 16h | −$57.15 | -2.04% | signal |
| 334 | long | 2026-05-25 16:00 @ 77,602.72 | 2026-05-26 04:00 @ 76,613.67 | 12h | −$38.47 | -1.38% | signal |
| 335 | short | 2026-05-27 04:00 @ 75,620.47 | 2026-06-12 12:00 @ 63,742.15 | 16d 8h | $437.48 | +15.79% | signal |
| 336 | short | 2026-06-17 20:00 @ 64,258.55 | 2026-06-20 16:00 @ 64,152.23 | 2d 20h | $2.59 | +0.09% | signal |
| 337 | short | 2026-06-23 08:00 @ 62,836.73 | 2026-07-02 04:00 @ 61,045.11 | 8d 20h | $82.17 | +2.85% | signal |
| 338 | long | 2026-07-07 00:00 @ 64,036.30 | 2026-07-08 04:00 @ 62,728.45 | 1d 4h | −$62.93 | -2.17% | reverse |
| 339 | short | 2026-07-08 08:00 @ 62,841.53 | 2026-07-09 08:00 @ 62,986.19 | 1d | −$9.13 | -0.32% | signal |
| 340 | short | 2026-07-09 12:00 @ 62,743.35 | 2026-07-09 16:00 @ 62,847.97 | 4h | −$7.69 | -0.27% | signal |
| 341 | long | 2026-07-10 04:00 @ 63,930.08 | 2026-07-13 04:00 @ 62,767.54 | 3d | −$56.76 | -1.97% | signal |
| 342 | short | 2026-07-13 08:00 @ 62,940.21 | 2026-07-14 12:00 @ 64,860.37 | 1d 4h | −$89.64 | -3.13% | stop loss |
| 343 | long | 2026-07-14 16:00 @ 64,740.35 | 2026-07-17 04:00 @ 63,525.29 | 2d 12h | −$57.74 | -2.03% | signal |
| 344 | long | 2026-07-19 16:00 @ 64,558.21 | 2026-07-23 16:00 @ 64,927.41 | 4d | $11.95 | +0.42% | signal |
| 345 | short | 2026-07-24 16:00 @ 64,052.29 | 2026-07-26 16:00 @ 64,746.45 | 2d | −$32.77 | -1.16% | signal |
| 346 | long | 2026-07-27 00:00 @ 65,388.28 | 2026-07-27 16:00 @ 64,504.30 | 16h | −$41.36 | -1.46% | signal |
| 347 | short | 2026-07-28 00:00 @ 63,707.96 | 2026-07-29 08:00 @ 64,552.01 | 1d 8h | −$39.54 | -1.40% | signal |
| 348 | long | 2026-07-31 00:00 @ 64,762.95 | 2026-07-31 04:00 @ 64,331.13 | 4h | −$21.78 | -0.78% | signal |
| 349 | short | 2026-07-31 16:00 @ 62,682.76 | 2026-08-03 20:00 @ 63,849.67 | 3d 4h | −$53.36 | -1.91% | signal |
| 350 | long | 2026-08-04 16:00 @ 64,101.12 | 2026-08-10 16:00 @ 64,255.85 | 6d | $1.40 | +0.05% | signal |
| 351 | short | 2026-08-10 20:00 @ 64,004.40 | 2026-08-17 12:00 @ 63,612.72 | 6d 16h | $17.37 | +0.62% | signal |
| 352 | long | 2026-08-17 16:00 @ 64,182.63 | 2026-08-31 20:00 @ 78,533.89 | 14d 4h | $609.42 | +21.83% | end of data |
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.