[Mine-Q] Trend + momentum ensemble

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+24.14%-10.71%21128%
Validation2024-10-19 → 2025-09-25-10.21%-16.53%7628%
Out-of-sample2025-09-25 → 2026-08-31+5.64%-9.26%6534%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
352long2026-08-17 16:00 @ 64,182.632026-08-31 20:00 @ 78,533.8914d 4h$609.42+21.83%end of data
351short2026-08-10 20:00 @ 64,004.402026-08-17 12:00 @ 63,612.726d 16h$17.37+0.62%signal
350long2026-08-04 16:00 @ 64,101.122026-08-10 16:00 @ 64,255.856d$1.40+0.05%signal
349short2026-07-31 16:00 @ 62,682.762026-08-03 20:00 @ 63,849.673d 4h−$53.36-1.91%signal
348long2026-07-31 00:00 @ 64,762.952026-07-31 04:00 @ 64,331.134h−$21.78-0.78%signal
347short2026-07-28 00:00 @ 63,707.962026-07-29 08:00 @ 64,552.011d 8h−$39.54-1.40%signal
346long2026-07-27 00:00 @ 65,388.282026-07-27 16:00 @ 64,504.3016h−$41.36-1.46%signal
345short2026-07-24 16:00 @ 64,052.292026-07-26 16:00 @ 64,746.452d−$32.77-1.16%signal
344long2026-07-19 16:00 @ 64,558.212026-07-23 16:00 @ 64,927.414d$11.95+0.42%signal
343long2026-07-14 16:00 @ 64,740.352026-07-17 04:00 @ 63,525.292d 12h−$57.74-2.03%signal
342short2026-07-13 08:00 @ 62,940.212026-07-14 12:00 @ 64,860.371d 4h−$89.64-3.13%stop loss
341long2026-07-10 04:00 @ 63,930.082026-07-13 04:00 @ 62,767.543d−$56.76-1.97%signal
340short2026-07-09 12:00 @ 62,743.352026-07-09 16:00 @ 62,847.974h−$7.69-0.27%signal
339short2026-07-08 08:00 @ 62,841.532026-07-09 08:00 @ 62,986.191d−$9.13-0.32%signal
338long2026-07-07 00:00 @ 64,036.302026-07-08 04:00 @ 62,728.451d 4h−$62.93-2.17%reverse
337short2026-06-23 08:00 @ 62,836.732026-07-02 04:00 @ 61,045.118d 20h$82.17+2.85%signal
336short2026-06-17 20:00 @ 64,258.552026-06-20 16:00 @ 64,152.232d 20h$2.59+0.09%signal
335short2026-05-27 04:00 @ 75,620.472026-06-12 12:00 @ 63,742.1516d 8h$437.48+15.79%signal
334long2026-05-25 16:00 @ 77,602.722026-05-26 04:00 @ 76,613.6712h−$38.47-1.38%signal
333short2026-05-22 20:00 @ 75,811.932026-05-24 12:00 @ 77,304.961d 16h−$57.15-2.04%signal
332long2026-05-22 04:00 @ 77,755.452026-05-22 08:00 @ 77,351.334h−$17.34-0.62%signal
331short2026-05-18 00:00 @ 77,414.912026-05-21 08:00 @ 77,861.673d 8h−$17.67-0.63%reverse
330long2026-05-14 20:00 @ 81,390.072026-05-15 12:00 @ 78,708.8816h−$95.77-3.39%stop loss
329long2026-05-01 04:00 @ 77,098.022026-05-12 16:00 @ 80,285.5411d 12h$113.88+4.07%signal
328long2026-04-29 12:00 @ 77,568.012026-04-29 16:00 @ 75,873.924h−$64.28-2.28%signal
327long2026-04-22 00:00 @ 76,303.562026-04-27 16:00 @ 76,744.655d 16h$14.96+0.53%signal
326long2026-04-14 00:00 @ 74,399.782026-04-20 00:00 @ 73,743.656d−$25.06-0.89%signal
325long2026-04-06 04:00 @ 69,106.122026-04-13 00:00 @ 70,697.066d 20h$61.72+2.20%signal
324short2026-04-02 12:00 @ 66,167.362026-04-06 00:00 @ 69,011.703d 12h−$124.44-4.39%signal
323short2026-03-26 20:00 @ 68,489.002026-04-01 00:00 @ 68,255.055d 4h$6.05+0.21%signal
322long2026-03-25 08:00 @ 70,914.082026-03-26 08:00 @ 70,039.791d−$38.09-1.34%signal
321long2026-03-24 00:00 @ 70,880.172026-03-24 16:00 @ 69,823.6316h−$45.59-1.60%signal
320short2026-03-18 20:00 @ 71,016.092026-03-23 20:00 @ 70,661.235d$10.90+0.38%signal
319long2026-03-10 12:00 @ 70,584.212026-03-18 16:00 @ 71,422.018d 4h$32.53+1.14%signal
318short2026-03-07 04:00 @ 68,049.692026-03-09 16:00 @ 68,846.172d 12h−$36.79-1.29%signal
317long2026-03-04 16:00 @ 73,354.372026-03-06 12:00 @ 68,200.601d 20h−$207.13-7.13%stop loss
316short2026-03-01 00:00 @ 66,923.612026-03-01 04:00 @ 67,488.294h−$27.50-0.94%signal
315short2026-02-28 08:00 @ 63,774.642026-02-28 20:00 @ 67,484.6712h−$175.12-5.93%stop loss
314short2026-02-23 04:00 @ 64,881.122026-02-25 16:00 @ 67,375.872d 12h−$117.77-3.95%signal
313short2026-02-17 04:00 @ 68,429.912026-02-21 16:00 @ 68,585.214d 12h−$9.09-0.30%signal
312short2026-01-29 16:00 @ 84,880.922026-02-14 12:00 @ 70,478.8915d 20h$482.30+16.83%signal
311short2026-01-20 08:00 @ 91,117.872026-01-28 12:00 @ 90,054.918d 4h$34.35+1.20%signal
310long2026-01-12 16:00 @ 91,636.922026-01-19 00:00 @ 93,595.286d 8h$55.75+1.96%signal
309long2026-01-11 20:00 @ 90,662.832026-01-12 12:00 @ 90,555.7916h−$6.34-0.22%signal
308short2026-01-09 20:00 @ 90,272.542026-01-11 16:00 @ 90,852.171d 20h−$20.21-0.71%signal
307short2026-01-08 12:00 @ 90,174.162026-01-09 00:00 @ 91,078.0112h−$31.32-1.10%signal
306long2026-01-02 20:00 @ 89,882.972026-01-08 04:00 @ 90,761.845d 8h$22.54+0.79%signal
305short2026-01-01 16:00 @ 87,969.202026-01-01 20:00 @ 88,372.474h−$15.90-0.56%signal
304short2025-12-31 20:00 @ 87,497.502026-01-01 12:00 @ 87,997.7016h−$18.64-0.65%signal
303short2025-12-29 20:00 @ 87,311.432025-12-30 12:00 @ 87,892.8816h−$21.54-0.75%signal
302long2025-12-29 04:00 @ 90,109.522025-12-29 08:00 @ 87,772.454h−$77.95-2.70%stop loss
301short2025-12-26 20:00 @ 87,436.212025-12-29 00:00 @ 87,937.982d 4h−$18.67-0.65%signal
300short2025-12-23 08:00 @ 87,513.792025-12-25 16:00 @ 88,356.672d 8h−$29.50-1.02%signal
299short2025-12-12 16:00 @ 89,877.022025-12-20 08:00 @ 88,257.657d 16h$52.42+1.82%signal
298short2025-12-11 04:00 @ 89,815.132025-12-12 00:00 @ 92,496.1020h−$89.57-3.08%signal
297short2025-12-06 00:00 @ 89,270.742025-12-07 20:00 @ 91,398.081d 20h−$72.20-2.47%signal
296short2025-12-01 00:00 @ 90,302.442025-12-02 16:00 @ 90,827.361d 16h−$19.69-0.67%signal
295short2025-11-30 12:00 @ 90,982.702025-11-30 16:00 @ 91,424.184h−$17.17-0.59%signal
294short2025-11-12 20:00 @ 101,225.052025-11-26 20:00 @ 89,941.2814d$321.11+11.25%signal
293short2025-11-03 08:00 @ 107,399.122025-11-09 20:00 @ 104,785.056d 12h$69.15+2.44%signal
292short2025-10-29 20:00 @ 110,583.782025-11-02 08:00 @ 110,866.173d 12h−$8.22-0.29%signal
291long2025-10-26 12:00 @ 113,257.752025-10-29 16:00 @ 111,438.413d 4h−$50.19-1.76%signal
290short2025-10-23 00:00 @ 107,510.592025-10-23 16:00 @ 109,870.9716h−$65.50-2.28%signal
289short2025-10-10 20:00 @ 116,581.882025-10-20 08:00 @ 111,148.439d 12h$128.63+4.54%signal
288long2025-09-29 16:00 @ 113,774.752025-10-09 20:00 @ 120,873.4210d 4h$164.99+5.91%signal
287short2025-09-22 08:00 @ 112,432.012025-09-29 00:00 @ 112,142.126d 16h$7.06+0.25%signal
286long2025-09-10 16:00 @ 113,824.062025-09-19 20:00 @ 115,059.389d 4h$23.35+0.84%signal
285long2025-09-09 08:00 @ 112,972.792025-09-09 16:00 @ 110,807.938h−$56.71-2.03%signal
284short2025-09-06 08:00 @ 110,757.742025-09-07 12:00 @ 111,271.751d 4h−$15.36-0.55%signal
283short2025-09-06 00:00 @ 110,592.682025-09-06 04:00 @ 111,056.214h−$14.54-0.52%signal
282short2025-08-29 16:00 @ 108,312.732025-09-02 16:00 @ 110,812.064d−$65.95-2.34%signal
281short2025-08-24 20:00 @ 112,533.892025-08-28 08:00 @ 113,101.923d 12h−$15.35-0.54%signal
280long2025-08-22 20:00 @ 116,648.732025-08-23 12:00 @ 115,243.7516h−$37.55-1.32%signal
279short2025-08-18 04:00 @ 115,241.752025-08-22 16:00 @ 116,342.664d 12h−$28.19-0.99%signal
278long2025-08-07 08:00 @ 114,774.152025-08-14 16:00 @ 118,162.267d 8h$75.19+2.66%signal
277long2025-08-06 16:00 @ 115,389.272025-08-07 00:00 @ 114,918.018h−$14.61-0.52%signal
276short2025-08-01 20:00 @ 113,255.742025-08-05 12:00 @ 114,805.063d 16h−$40.06-1.41%reverse
275long2025-07-27 16:00 @ 118,604.622025-07-29 16:00 @ 117,322.232d−$35.34-1.24%signal
274long2025-07-22 12:00 @ 119,166.032025-07-25 04:00 @ 115,361.622d 16h−$96.80-3.37%signal
273long2025-07-21 08:00 @ 119,376.172025-07-21 20:00 @ 116,701.3612h−$68.16-2.36%signal
272long2025-07-09 00:00 @ 108,894.972025-07-21 00:00 @ 117,192.6612d$203.25+7.16%signal
271long2025-07-07 00:00 @ 109,167.632025-07-08 04:00 @ 107,830.931d 4h−$38.02-1.33%signal
270long2025-07-02 16:00 @ 108,717.142025-07-04 16:00 @ 107,513.092d−$35.28-1.23%signal
269long2025-06-24 04:00 @ 104,890.972025-07-01 12:00 @ 106,535.497d 8h$40.20+1.41%signal
268short2025-06-20 20:00 @ 103,243.152025-06-24 00:00 @ 105,312.063d 4h−$59.34-2.07%signal
267short2025-06-17 16:00 @ 104,178.362025-06-20 08:00 @ 105,784.752d 16h−$46.67-1.62%signal
266long2025-06-16 12:00 @ 106,863.972025-06-17 12:00 @ 105,571.781d−$38.02-1.32%signal
265short2025-06-13 04:00 @ 104,213.052025-06-16 08:00 @ 107,045.203d 4h−$81.35-2.80%signal
264long2025-06-07 16:00 @ 105,529.002025-06-12 12:00 @ 106,841.534d 20h$31.07+1.07%signal
263short2025-06-05 20:00 @ 101,852.632025-06-06 16:00 @ 105,056.4120h−$94.97-3.25%signal
262long2025-06-04 20:00 @ 104,891.372025-06-05 00:00 @ 104,620.874h−$10.45-0.36%signal
261long2025-06-04 12:00 @ 105,065.212025-06-04 16:00 @ 105,233.654h$1.76+0.06%signal
260long2025-06-04 04:00 @ 105,495.892025-06-04 08:00 @ 105,239.054h−$10.04-0.34%signal
259long2025-06-03 16:00 @ 106,577.412025-06-04 00:00 @ 105,309.038h−$37.95-1.29%signal
258long2025-06-03 08:00 @ 105,155.432025-06-03 12:00 @ 105,219.054h−$1.34-0.05%signal
257long2025-06-03 00:00 @ 105,835.562025-06-03 04:00 @ 105,427.714h−$14.40-0.49%signal
256long2025-05-26 20:00 @ 109,096.212025-05-28 16:00 @ 107,044.091d 20h−$59.12-2.00%signal
255long2025-05-19 20:00 @ 105,478.992025-05-25 16:00 @ 106,906.615d 20h$33.12+1.13%signal
254long2025-05-16 16:00 @ 104,164.832025-05-19 12:00 @ 102,891.522d 20h−$40.40-1.37%signal
253long2025-05-07 00:00 @ 96,818.262025-05-15 08:00 @ 101,713.658d 8h$139.86+4.79%signal
252long2025-04-21 04:00 @ 87,184.032025-05-05 00:00 @ 94,211.3513d 20h$228.92+8.00%signal
251long2025-04-19 12:00 @ 85,196.342025-04-20 12:00 @ 84,067.781d−$40.80-1.42%signal
250short2025-04-16 04:00 @ 83,637.172025-04-16 08:00 @ 83,341.674h$7.27+0.25%signal
249long2025-04-12 16:00 @ 84,991.092025-04-16 00:00 @ 83,591.883d 8h−$51.83-1.80%reverse
248short2025-04-05 16:00 @ 82,559.982025-04-09 20:00 @ 82,307.864d 4h$7.22+0.25%signal
247short2025-04-03 20:00 @ 81,961.002025-04-04 20:00 @ 83,986.091d−$74.08-2.55%signal
246long2025-04-02 16:00 @ 86,726.842025-04-02 20:00 @ 83,131.004h−$124.40-4.24%stop loss
245short2025-03-28 04:00 @ 86,729.452025-04-01 16:00 @ 85,262.554d 12h$47.77+1.64%signal
244long2025-03-24 12:00 @ 87,661.132025-03-27 20:00 @ 87,008.493d 8h−$24.52-0.84%reverse
243short2025-03-23 08:00 @ 84,213.052025-03-23 12:00 @ 84,668.334h−$18.78-0.64%signal
242short2025-03-23 00:00 @ 83,788.142025-03-23 04:00 @ 84,211.944h−$17.72-0.60%signal
241short2025-03-21 04:00 @ 84,393.122025-03-21 12:00 @ 84,022.708h$10.10+0.34%signal
240short2025-03-18 04:00 @ 83,090.982025-03-19 12:00 @ 83,865.271d 8h−$29.99-1.02%signal
239short2025-03-16 12:00 @ 82,351.432025-03-17 20:00 @ 84,453.091d 8h−$78.15-2.64%signal
238short2025-03-08 04:00 @ 85,862.822025-03-14 16:00 @ 84,709.046d 12h$38.53+1.31%signal
237short2025-03-04 04:00 @ 83,912.112025-03-04 20:00 @ 88,182.9316h−$155.09-5.19%signal
236long2025-03-03 00:00 @ 94,240.842025-03-03 16:00 @ 87,759.7016h−$212.05-6.97%stop loss
235short2025-02-21 20:00 @ 95,228.352025-03-02 20:00 @ 93,485.899d$55.01+1.82%signal
234long2025-02-20 20:00 @ 98,389.572025-02-21 16:00 @ 95,332.6320h−$97.88-3.21%stop loss
233short2025-02-17 08:00 @ 96,004.602025-02-20 00:00 @ 96,617.222d 16h−$20.69-0.68%signal
232short2025-02-13 16:00 @ 95,924.012025-02-14 20:00 @ 97,917.981d 4h−$66.44-2.16%signal
231short2025-02-11 20:00 @ 94,969.002025-02-13 00:00 @ 97,835.861d 4h−$96.29-3.11%signal
230short2025-02-06 00:00 @ 96,533.892025-02-11 08:00 @ 98,250.855d 8h−$56.46-1.81%signal
229short2025-02-02 00:00 @ 100,583.482025-02-03 20:00 @ 101,852.271d 20h−$41.52-1.33%signal
228long2025-01-30 04:00 @ 105,176.632025-01-31 20:00 @ 102,255.241d 16h−$91.72-2.92%signal
227short2025-01-27 08:00 @ 98,976.502025-01-29 16:00 @ 103,856.432d 8h−$158.37-4.97%stop loss
226long2025-01-24 12:00 @ 105,395.172025-01-27 00:00 @ 102,539.492d 12h−$91.93-2.87%signal
225long2025-01-14 16:00 @ 96,436.082025-01-23 04:00 @ 102,396.628d 12h$184.86+5.85%signal
224short2025-01-07 20:00 @ 96,414.012025-01-14 12:00 @ 96,527.606d 16h−$3.15-0.10%signal
223long2025-01-02 08:00 @ 95,834.562025-01-07 16:00 @ 97,895.825d 8h$59.94+1.90%signal
222short2024-12-28 00:00 @ 94,240.052024-12-31 16:00 @ 95,408.383d 16h−$39.48-1.25%signal
221long2024-12-25 16:00 @ 98,513.002024-12-26 08:00 @ 97,649.9716h−$31.50-1.00%signal
220long2024-12-25 00:00 @ 98,646.632024-12-25 12:00 @ 97,868.8212h−$28.80-0.91%signal
219short2024-12-20 12:00 @ 92,696.562024-12-24 16:00 @ 98,263.154d 4h−$193.03-5.99%signal
218long2024-12-11 16:00 @ 100,372.772024-12-18 20:00 @ 102,761.247d 4h$66.06+2.06%signal
217long2024-12-06 20:00 @ 101,552.912024-12-09 12:00 @ 98,137.872d 16h−$116.99-3.62%signal
216long2024-12-04 20:00 @ 97,302.862024-12-05 20:00 @ 93,036.831d−$151.62-4.64%stop loss
215long2024-11-29 04:00 @ 96,665.832024-12-02 12:00 @ 95,172.363d 8h−$59.52-1.81%signal
214long2024-11-06 04:00 @ 74,381.972024-11-25 20:00 @ 94,704.7619d 16h$806.43+26.15%signal
213long2024-10-27 16:00 @ 67,773.452024-11-01 04:00 @ 69,383.824d 12h$65.36+2.13%signal
212long2024-10-24 20:00 @ 68,293.362024-10-25 20:00 @ 66,812.331d−$70.88-2.30%signal
211long2024-10-13 20:00 @ 62,711.742024-10-23 04:00 @ 67,044.399d 8h$197.73+6.51%signal
210long2024-10-11 20:00 @ 63,054.912024-10-13 16:00 @ 62,182.761d 20h−$45.57-1.50%signal
209short2024-10-09 20:00 @ 61,001.402024-10-11 16:00 @ 62,230.441d 20h−$64.39-2.10%signal
208long2024-10-08 04:00 @ 62,614.822024-10-08 08:00 @ 62,278.944h−$19.52-0.64%signal
207long2024-10-06 16:00 @ 62,702.942024-10-08 00:00 @ 62,178.161d 8h−$29.11-0.95%signal
206long2024-10-06 08:00 @ 61,932.182024-10-06 12:00 @ 62,054.594h$2.90+0.09%signal
205long2024-10-06 00:00 @ 62,035.502024-10-06 04:00 @ 61,840.134h−$12.78-0.42%signal
204long2024-10-05 16:00 @ 62,143.932024-10-05 20:00 @ 61,810.044h−$19.67-0.64%signal
203long2024-10-05 08:00 @ 62,055.412024-10-05 12:00 @ 62,136.674h$0.92+0.03%signal
202short2024-10-02 00:00 @ 60,764.542024-10-05 04:00 @ 61,847.873d 4h−$56.96-1.84%reverse
201long2024-09-17 16:00 @ 61,123.222024-09-30 12:00 @ 63,781.6412d 20h$124.55+4.06%signal
200short2024-09-17 00:00 @ 58,175.362024-09-17 08:00 @ 58,679.838h−$29.47-0.96%signal
199long2024-09-13 16:00 @ 59,635.522024-09-16 16:00 @ 57,849.133d−$95.75-3.09%signal
198short2024-08-28 00:00 @ 59,372.522024-09-09 20:00 @ 57,071.5112d 20h$115.90+3.78%signal
197long2024-08-22 00:00 @ 61,132.222024-08-27 16:00 @ 61,661.075d 16h$23.32+0.76%signal
196short2024-08-21 16:00 @ 59,474.002024-08-21 20:00 @ 61,550.414h−$111.01-3.59%signal
195short2024-08-21 04:00 @ 59,278.442024-08-21 08:00 @ 59,701.144h−$25.19-0.81%signal
194long2024-08-20 08:00 @ 60,912.082024-08-20 16:00 @ 58,771.948h−$112.89-3.61%signal
193short2024-08-15 20:00 @ 56,991.102024-08-16 20:00 @ 59,661.231d−$152.03-4.81%signal
192short2024-08-14 20:00 @ 58,842.032024-08-15 16:00 @ 59,655.2320h−$47.13-1.48%signal
191short2024-08-12 16:00 @ 60,159.272024-08-13 20:00 @ 60,806.661d 4h−$37.45-1.18%signal
190short2024-08-12 00:00 @ 58,681.362024-08-12 12:00 @ 59,821.1612h−$65.06-2.03%signal
189short2024-08-01 04:00 @ 63,899.922024-08-08 16:00 @ 59,403.787d 12h$221.99+7.06%signal
188long2024-07-26 16:00 @ 67,541.412024-07-30 00:00 @ 66,736.753d 8h−$42.99-1.36%signal
187long2024-07-15 04:00 @ 62,629.822024-07-25 00:00 @ 65,337.639d 20h$128.94+4.13%signal
186short2024-07-03 04:00 @ 60,971.202024-07-10 04:00 @ 58,169.237d$143.89+4.66%signal
185short2024-06-13 16:00 @ 66,451.012024-06-30 20:00 @ 62,029.2017d 4h$212.10+6.99%signal
184long2024-06-12 16:00 @ 69,751.952024-06-12 20:00 @ 67,509.604h−$101.66-3.32%signal
183short2024-06-11 08:00 @ 67,568.582024-06-12 12:00 @ 69,644.961d 4h−$96.66-3.13%stop loss
182long2024-06-03 08:00 @ 68,963.792024-06-07 20:00 @ 69,273.344d 12h$5.77+0.19%signal
181long2024-06-02 08:00 @ 67,756.552024-06-02 20:00 @ 67,751.8512h−$3.92-0.13%signal
180long2024-06-02 00:00 @ 67,812.762024-06-02 04:00 @ 67,812.434h−$3.41-0.11%signal
179long2024-05-31 12:00 @ 68,401.582024-05-31 16:00 @ 67,239.154h−$55.72-1.80%signal
178long2024-05-30 20:00 @ 68,718.742024-05-31 08:00 @ 68,212.5512h−$26.41-0.85%signal
177long2024-05-26 08:00 @ 69,373.072024-05-28 04:00 @ 68,056.391d 20h−$64.17-2.06%signal
176long2024-05-15 16:00 @ 64,698.342024-05-23 20:00 @ 67,225.658d 4h$112.83+3.65%signal
175short2024-05-10 16:00 @ 60,881.522024-05-13 08:00 @ 62,308.962d 16h−$74.50-2.39%signal
174short2024-05-10 00:00 @ 63,037.392024-05-10 04:00 @ 62,892.584h$4.07+0.13%signal
173short2024-05-08 08:00 @ 62,174.262024-05-09 20:00 @ 62,433.081d 12h−$15.12-0.49%signal
172short2024-05-08 00:00 @ 62,283.542024-05-08 04:00 @ 62,876.574h−$32.71-1.05%signal
171long2024-05-05 16:00 @ 64,410.982024-05-07 20:00 @ 63,022.092d 4h−$71.67-2.28%reverse
170short2024-04-24 20:00 @ 63,948.012024-05-03 16:00 @ 61,674.538d 20h$111.22+3.57%signal
169long2024-04-22 08:00 @ 65,956.992024-04-24 16:00 @ 64,580.582d 8h−$68.81-2.20%signal
168short2024-04-12 20:00 @ 66,854.232024-04-19 12:00 @ 64,852.776d 16h$93.81+3.02%signal
167long2024-04-11 08:00 @ 70,803.262024-04-12 16:00 @ 69,360.131d 8h−$69.14-2.21%signal
166long2024-04-06 16:00 @ 68,107.622024-04-09 20:00 @ 69,035.793d 4h$34.29+1.10%signal
165long2024-04-06 08:00 @ 67,998.702024-04-06 12:00 @ 67,641.374h−$19.81-0.64%signal
164long2024-04-06 00:00 @ 67,839.372024-04-06 04:00 @ 67,779.844h−$6.17-0.20%signal
163long2024-04-05 16:00 @ 68,213.642024-04-05 20:00 @ 67,386.524h−$41.39-1.32%signal
162long2024-04-05 00:00 @ 68,503.502024-04-05 08:00 @ 66,924.018h−$76.06-2.41%signal
161short2024-04-02 16:00 @ 64,915.212024-04-04 16:00 @ 68,729.292d−$188.66-5.90%stop loss
160long2024-03-25 00:00 @ 67,274.352024-04-01 16:00 @ 68,267.247d 16h$20.65+0.65%signal
159long2024-03-24 00:00 @ 64,033.202024-03-24 04:00 @ 63,995.304h−$5.41-0.17%signal
158long2024-03-23 16:00 @ 65,160.432024-03-23 20:00 @ 64,905.024h−$16.07-0.50%signal
157short2024-03-20 00:00 @ 61,961.712024-03-20 20:00 @ 67,699.9220h−$305.14-9.32%stop loss
156long2024-03-18 12:00 @ 68,321.262024-03-18 16:00 @ 67,495.704h−$42.96-1.31%signal
155long2024-03-08 20:00 @ 68,935.682024-03-14 20:00 @ 69,486.506d−$3.75-0.11%signal
154long2024-02-26 16:00 @ 52,882.772024-03-05 20:00 @ 61,485.008d 4h$464.04+14.64%signal
153long2024-02-24 20:00 @ 51,600.222024-02-26 12:00 @ 51,116.071d 16h−$35.84-1.13%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.

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