[Mine-Q] Trend + momentum ensemble
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,451 bars in 8.9ms
Underperformed the market. Holding BTCUSDT returned +71.85% over the same period, against this strategy’s -7.22%.
Net P&L
-7.22%
−$722.25
Max drawdown
-17.05%
Max run-up
+18.90%
Trades
760
24.9% win rate
Profit factor
0.96
2021-12-31drawdown · worst -17.05%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -0.54% | -14.40% | 450 | 24% |
| Validation | 2024-10-19 → 2025-09-25 | -8.92% | -14.93% | 164 | 24% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +2.72% | -9.86% | 145 | 29% |
Risk-adjusted
- Sharpe
- -0.10
- Sortino
- -0.14
- Calmar
- -0.09
- Return ÷ max drawdown
- -0.42
- CAGR
- -1.59%
- Exposure
- 73.7%
Per trade
- Expectancy
- −$0.95 · -0.02%
- Average win / loss
- $86.63 / −$29.94
- Payoff ratio
- 2.89
- Largest win / loss
- $756.42 / −$160.62
- Longest losing streak(winning: 5)
- 19 trades
Drawdown over time
- Max drawdown
- -17.05%
- Longest time under water
- 663 days
- Worst drawdown recovered in
- not recovered
- Under water at the end
- 656 days
Costs and mechanics
- Fees paid
- −$1,817.02
- Funding
- −$227.28
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +71.85%
Monte Carlo
1,000 alternative histories, each 760 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 | -39.62% | -8.26% | +38.92% |
| Max drawdown | -43.69% | -25.67% | -13.65% |
63% of histories lost money, and 84% had a deeper drawdown than this run’s -17.05%. 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
760 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 20:00 @ 45,698.48 | 2022-01-01 16:00 @ 47,883.89 | 20h | −$121.34 | -4.85% | stop loss |
| 2 | short | 2022-01-02 22:00 @ 47,011.54 | 2022-01-03 12:00 @ 47,373.58 | 14h | −$21.00 | -0.85% | signal |
| 3 | short | 2022-01-03 16:00 @ 46,680.65 | 2022-01-05 10:00 @ 46,860.13 | 1d 18h | −$10.47 | -0.43% | signal |
| 4 | short | 2022-01-05 20:00 @ 44,663.00 | 2022-01-09 20:00 @ 42,687.50 | 4d | $109.27 | +4.44% | signal |
| 5 | short | 2022-01-10 14:00 @ 40,744.84 | 2022-01-11 04:00 @ 42,260.05 | 14h | −$94.59 | -3.80% | signal |
| 6 | short | 2022-01-14 00:00 @ 42,530.21 | 2022-01-14 06:00 @ 42,872.91 | 6h | −$22.33 | -0.91% | signal |
| 7 | short | 2022-01-14 08:00 @ 42,627.11 | 2022-01-14 16:00 @ 43,091.20 | 8h | −$29.48 | -1.20% | signal |
| 8 | short | 2022-01-14 18:00 @ 42,895.49 | 2022-01-14 20:00 @ 43,063.71 | 2h | −$12.08 | -0.49% | signal |
| 9 | short | 2022-01-16 12:00 @ 42,951.41 | 2022-01-16 14:00 @ 43,106.51 | 2h | −$11.30 | -0.46% | signal |
| 10 | short | 2022-01-16 20:00 @ 42,808.45 | 2022-01-17 00:00 @ 43,069.27 | 4h | −$17.36 | -0.71% | signal |
| 11 | short | 2022-01-17 02:00 @ 42,871.41 | 2022-01-20 14:00 @ 42,376.33 | 3d 12h | $27.97 | +1.15% | signal |
| 12 | short | 2022-01-21 00:00 @ 40,653.93 | 2022-01-24 22:00 @ 36,807.35 | 3d 22h | $230.67 | +9.42% | signal |
| 13 | short | 2022-01-27 02:00 @ 35,861.37 | 2022-01-27 14:00 @ 36,813.44 | 12h | −$69.36 | -2.77% | signal |
| 14 | short | 2022-01-27 16:00 @ 36,617.96 | 2022-01-28 00:00 @ 37,138.43 | 8h | −$38.08 | -1.53% | signal |
| 15 | short | 2022-01-28 12:00 @ 36,426.00 | 2022-01-28 14:00 @ 36,897.54 | 2h | −$34.60 | -1.40% | signal |
| 16 | short | 2022-01-30 20:00 @ 37,498.23 | 2022-01-30 22:00 @ 37,720.53 | 2h | −$17.13 | -0.69% | signal |
| 17 | short | 2022-01-31 02:00 @ 36,797.00 | 2022-01-31 16:00 @ 37,702.00 | 14h | −$63.36 | -2.57% | signal |
| 18 | long | 2022-02-01 14:00 @ 38,852.62 | 2022-02-02 14:00 @ 38,342.97 | 1d | −$34.61 | -1.41% | reverse |
| 19 | short | 2022-02-02 16:00 @ 37,412.05 | 2022-02-04 06:00 @ 37,528.68 | 1d 14h | −$10.16 | -0.42% | signal |
| 20 | long | 2022-02-04 16:00 @ 39,489.62 | 2022-02-11 02:00 @ 43,153.39 | 6d 10h | $220.27 | +9.03% | signal |
| 21 | long | 2022-02-13 16:00 @ 42,558.10 | 2022-02-13 18:00 @ 42,242.95 | 2h | −$21.13 | -0.85% | signal |
| 22 | long | 2022-02-14 08:00 @ 42,298.87 | 2022-02-14 10:00 @ 42,060.72 | 2h | −$16.57 | -0.67% | signal |
| 23 | long | 2022-02-14 14:00 @ 42,474.10 | 2022-02-14 20:00 @ 42,093.86 | 6h | −$24.89 | -1.00% | signal |
| 24 | long | 2022-02-15 00:00 @ 42,533.65 | 2022-02-17 10:00 @ 43,206.06 | 2d 10h | $35.23 | +1.42% | signal |
| 25 | short | 2022-02-17 16:00 @ 41,899.42 | 2022-02-23 10:00 @ 38,854.37 | 5d 18h | $178.57 | +7.18% | signal |
| 26 | short | 2022-02-24 02:00 @ 36,916.32 | 2022-02-24 20:00 @ 39,210.08 | 18h | −$160.62 | -6.34% | stop loss |
| 27 | short | 2022-02-27 02:00 @ 38,219.95 | 2022-02-27 04:00 @ 38,591.92 | 2h | −$26.77 | -1.07% | signal |
| 28 | short | 2022-02-27 06:00 @ 38,555.39 | 2022-02-27 08:00 @ 38,777.55 | 2h | −$16.82 | -0.68% | signal |
| 29 | short | 2022-02-27 18:00 @ 38,948.31 | 2022-02-28 16:00 @ 40,800.96 | 22h | −$121.33 | -4.89% | signal |
| 30 | long | 2022-02-28 18:00 @ 41,423.38 | 2022-03-03 20:00 @ 42,212.16 | 3d 2h | $42.31 | +1.73% | signal |
| 31 | short | 2022-03-04 16:00 @ 40,686.46 | 2022-03-09 02:00 @ 39,195.24 | 4d 10h | $89.14 | +3.62% | signal |
| 32 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 04:00 @ 38,787.58 | 1d | −$149.02 | -6.00% | stop loss |
| 33 | short | 2022-03-10 18:00 @ 39,133.17 | 2022-03-11 12:00 @ 39,886.28 | 18h | −$49.99 | -2.04% | signal |
| 34 | short | 2022-03-11 18:00 @ 38,782.94 | 2022-03-14 08:00 @ 39,070.01 | 2d 14h | −$20.94 | -0.86% | signal |
| 35 | long | 2022-03-15 00:00 @ 39,659.53 | 2022-03-15 02:00 @ 38,806.44 | 2h | −$54.80 | -2.26% | signal |
| 36 | short | 2022-03-15 08:00 @ 38,420.41 | 2022-03-15 16:00 @ 39,008.60 | 8h | −$39.31 | -1.63% | signal |
| 37 | long | 2022-03-15 20:00 @ 39,738.65 | 2022-03-20 18:00 @ 41,028.99 | 4d 22h | $72.26 | +3.00% | signal |
| 38 | long | 2022-03-22 04:00 @ 42,238.45 | 2022-03-31 16:00 @ 46,440.81 | 9d 12h | $233.68 | +9.64% | signal |
| 39 | long | 2022-04-02 08:00 @ 46,587.22 | 2022-04-02 16:00 @ 46,274.74 | 8h | −$19.37 | -0.78% | signal |
| 40 | long | 2022-04-02 18:00 @ 46,359.87 | 2022-04-02 20:00 @ 46,089.88 | 2h | −$16.90 | -0.68% | signal |
| 41 | long | 2022-04-02 22:00 @ 46,217.04 | 2022-04-03 00:00 @ 45,783.14 | 2h | −$25.68 | -1.04% | signal |
| 42 | long | 2022-04-03 14:00 @ 46,425.58 | 2022-04-04 02:00 @ 45,831.03 | 12h | −$34.53 | -1.40% | signal |
| 43 | long | 2022-04-05 00:00 @ 46,590.22 | 2022-04-05 16:00 @ 45,731.35 | 16h | −$48.25 | -1.96% | signal |
| 44 | short | 2022-04-06 12:00 @ 44,793.54 | 2022-04-13 16:00 @ 41,142.63 | 7d 4h | $199.42 | +8.15% | signal |
| 45 | short | 2022-04-14 16:00 @ 39,935.21 | 2022-04-18 18:00 @ 40,197.44 | 4d 2h | −$18.87 | -0.76% | signal |
| 46 | long | 2022-04-20 12:00 @ 42,079.11 | 2022-04-21 20:00 @ 41,200.36 | 1d 8h | −$54.59 | -2.19% | reverse |
| 47 | short | 2022-04-21 22:00 @ 40,698.56 | 2022-04-25 20:00 @ 40,212.04 | 3d 22h | $25.00 | +1.01% | signal |
| 48 | short | 2022-04-26 16:00 @ 38,539.29 | 2022-04-28 08:00 @ 39,372.87 | 1d 16h | −$56.68 | -2.28% | signal |
| 49 | short | 2022-04-29 12:00 @ 38,730.05 | 2022-05-02 04:00 @ 38,661.33 | 2d 16h | $2.56 | +0.10% | signal |
| 50 | short | 2022-05-03 16:00 @ 38,319.53 | 2022-05-04 08:00 @ 38,680.83 | 16h | −$25.29 | -1.02% | signal |
| 51 | long | 2022-05-04 20:00 @ 39,863.17 | 2022-05-05 14:00 @ 38,429.48 | 18h | −$91.53 | -3.71% | stop loss |
| 52 | short | 2022-05-05 16:00 @ 36,879.12 | 2022-05-13 14:00 @ 30,747.05 | 7d 22h | $403.93 | +16.55% | signal |
| 53 | short | 2022-05-14 16:00 @ 28,806.74 | 2022-05-15 12:00 @ 30,231.95 | 20h | −$127.64 | -5.02% | signal |
| 54 | short | 2022-05-16 10:00 @ 29,589.78 | 2022-05-16 22:00 @ 30,168.53 | 12h | −$51.51 | -2.05% | signal |
| 55 | short | 2022-05-17 20:00 @ 30,075.18 | 2022-05-17 22:00 @ 30,536.61 | 2h | −$40.83 | -1.63% | signal |
| 56 | short | 2022-05-18 04:00 @ 29,809.34 | 2022-05-19 16:00 @ 30,392.48 | 1d 12h | −$51.11 | -2.06% | signal |
| 57 | short | 2022-05-21 04:00 @ 29,240.85 | 2022-05-22 10:00 @ 30,138.53 | 1d 6h | −$78.49 | -3.17% | signal |
| 58 | short | 2022-05-23 20:00 @ 29,056.79 | 2022-05-25 00:00 @ 29,648.93 | 1d 4h | −$52.76 | -2.15% | signal |
| 59 | short | 2022-05-26 10:00 @ 29,172.96 | 2022-05-26 18:00 @ 29,632.73 | 8h | −$40.92 | -1.68% | signal |
| 60 | short | 2022-05-26 20:00 @ 29,368.93 | 2022-05-29 12:00 @ 29,209.84 | 2d 16h | $12.62 | +0.52% | signal |
| 61 | long | 2022-05-30 04:00 @ 30,351.67 | 2022-06-01 16:00 @ 30,727.45 | 2d 12h | $25.93 | +1.06% | signal |
| 62 | short | 2022-06-01 18:00 @ 30,157.27 | 2022-06-03 02:00 @ 30,620.12 | 1d 8h | −$39.94 | -1.64% | signal |
| 63 | short | 2022-06-03 16:00 @ 29,480.90 | 2022-06-05 16:00 @ 29,964.39 | 2d | −$41.72 | -1.72% | signal |
| 64 | long | 2022-06-06 02:00 @ 30,838.57 | 2022-06-07 00:00 @ 29,859.07 | 22h | −$79.99 | -3.30% | stop loss |
| 65 | short | 2022-06-07 02:00 @ 29,549.89 | 2022-06-07 18:00 @ 30,917.88 | 16h | −$113.93 | -4.75% | stop loss |
| 66 | long | 2022-06-07 22:00 @ 31,404.88 | 2022-06-08 04:00 @ 30,000.00 | 6h | −$108.67 | -4.58% | signal |
| 67 | long | 2022-06-09 10:00 @ 30,540.11 | 2022-06-09 12:00 @ 30,280.64 | 2h | −$22.26 | -0.95% | signal |
| 68 | short | 2022-06-09 14:00 @ 30,151.77 | 2022-06-19 22:00 @ 20,391.18 | 10d 8h | $756.42 | +32.33% | signal |
| 69 | short | 2022-06-22 02:00 @ 20,400.82 | 2022-06-22 14:00 @ 20,719.54 | 12h | −$42.13 | -1.67% | signal |
| 70 | short | 2022-06-22 16:00 @ 20,071.38 | 2022-06-23 08:00 @ 20,450.29 | 16h | −$50.14 | -1.99% | signal |
| 71 | short | 2022-06-25 16:00 @ 20,954.81 | 2022-06-25 18:00 @ 21,091.82 | 2h | −$18.64 | -0.74% | signal |
| 72 | short | 2022-06-26 18:00 @ 21,247.15 | 2022-06-26 20:00 @ 21,277.85 | 2h | −$6.12 | -0.24% | signal |
| 73 | short | 2022-06-27 00:00 @ 21,024.89 | 2022-06-27 04:00 @ 21,165.13 | 4h | −$18.98 | -0.76% | signal |
| 74 | short | 2022-06-27 14:00 @ 20,725.85 | 2022-06-28 10:00 @ 21,054.21 | 20h | −$42.09 | -1.69% | signal |
| 75 | short | 2022-06-28 18:00 @ 20,618.28 | 2022-07-01 02:00 @ 20,415.48 | 2d 8h | $21.70 | +0.87% | signal |
| 76 | short | 2022-07-03 14:00 @ 18,965.31 | 2022-07-03 20:00 @ 19,487.40 | 6h | −$70.87 | -2.85% | signal |
| 77 | short | 2022-07-06 16:00 @ 20,136.07 | 2022-07-06 18:00 @ 20,260.25 | 2h | −$17.51 | -0.71% | signal |
| 78 | long | 2022-07-07 16:00 @ 20,886.18 | 2022-07-10 14:00 @ 21,071.18 | 2d 22h | $17.44 | +0.71% | signal |
| 79 | short | 2022-07-10 16:00 @ 20,888.32 | 2022-07-14 00:00 @ 20,224.14 | 3d 8h | $77.26 | +3.13% | signal |
| 80 | long | 2022-07-14 18:00 @ 20,727.34 | 2022-07-18 00:00 @ 20,790.24 | 3d 6h | $3.71 | +0.15% | signal |
| 81 | long | 2022-07-18 06:00 @ 21,856.37 | 2022-07-22 20:00 @ 22,574.48 | 4d 14h | $75.87 | +3.04% | signal |
| 82 | long | 2022-07-24 12:00 @ 22,652.63 | 2022-07-24 14:00 @ 22,554.19 | 2h | −$13.42 | -0.53% | signal |
| 83 | long | 2022-07-24 16:00 @ 22,841.57 | 2022-07-25 00:00 @ 22,566.09 | 8h | −$32.94 | -1.31% | signal |
| 84 | short | 2022-07-25 04:00 @ 21,853.73 | 2022-07-27 18:00 @ 22,843.39 | 2d 14h | −$114.81 | -4.59% | stop loss |
| 85 | long | 2022-07-27 20:00 @ 22,768.35 | 2022-08-01 00:00 @ 23,285.44 | 4d 4h | $50.64 | +2.05% | signal |
| 86 | long | 2022-08-03 10:00 @ 23,378.77 | 2022-08-04 00:00 @ 22,796.94 | 14h | −$64.36 | -2.59% | signal |
| 87 | long | 2022-08-04 02:00 @ 23,133.63 | 2022-08-04 04:00 @ 23,079.08 | 2h | −$8.28 | -0.34% | signal |
| 88 | long | 2022-08-04 06:00 @ 23,115.62 | 2022-08-04 08:00 @ 22,930.31 | 2h | −$22.22 | -0.90% | signal |
| 89 | short | 2022-08-04 18:00 @ 22,620.28 | 2022-08-05 04:00 @ 23,163.13 | 10h | −$61.47 | -2.50% | signal |
| 90 | long | 2022-08-05 16:00 @ 22,983.70 | 2022-08-05 18:00 @ 22,814.54 | 2h | −$20.48 | -0.84% | signal |
| 91 | long | 2022-08-06 00:00 @ 23,302.66 | 2022-08-07 00:00 @ 22,938.61 | 1d | −$41.14 | -1.69% | signal |
| 92 | long | 2022-08-07 18:00 @ 23,239.75 | 2022-08-09 12:00 @ 23,253.05 | 1d 18h | −$2.04 | -0.08% | signal |
| 93 | short | 2022-08-10 02:00 @ 22,866.13 | 2022-08-10 12:00 @ 23,583.79 | 10h | −$78.67 | -3.24% | stop loss |
| 94 | long | 2022-08-10 14:00 @ 24,016.90 | 2022-08-12 12:00 @ 23,658.47 | 1d 22h | −$39.36 | -1.63% | signal |
| 95 | long | 2022-08-13 02:00 @ 24,550.81 | 2022-08-14 18:00 @ 24,208.96 | 1d 16h | −$36.12 | -1.51% | signal |
| 96 | long | 2022-08-15 06:00 @ 24,815.06 | 2022-08-15 08:00 @ 24,005.90 | 2h | −$80.28 | -3.36% | signal |
| 97 | long | 2022-08-17 06:00 @ 24,155.93 | 2022-08-17 08:00 @ 23,769.45 | 2h | −$40.27 | -1.70% | signal |
| 98 | short | 2022-08-17 14:00 @ 23,411.52 | 2022-08-24 16:00 @ 21,609.92 | 7d 2h | $179.52 | +7.61% | signal |
| 99 | short | 2022-08-26 06:00 @ 21,390.82 | 2022-08-26 14:00 @ 21,751.85 | 8h | −$42.93 | -1.79% | signal |
| 100 | short | 2022-08-26 16:00 @ 20,765.45 | 2022-08-30 06:00 @ 20,408.08 | 3d 14h | $37.62 | +1.57% | signal |
| 101 | short | 2022-08-31 00:00 @ 19,799.24 | 2022-08-31 04:00 @ 20,396.78 | 4h | −$75.02 | -3.12% | signal |
| 102 | short | 2022-08-31 18:00 @ 19,968.41 | 2022-08-31 22:00 @ 20,276.25 | 4h | −$39.16 | -1.64% | signal |
| 103 | short | 2022-09-01 00:00 @ 20,037.39 | 2022-09-02 04:00 @ 20,149.13 | 1d 4h | −$15.20 | -0.64% | signal |
| 104 | short | 2022-09-02 20:00 @ 19,895.32 | 2022-09-05 00:00 @ 19,996.70 | 2d 4h | −$14.02 | -0.59% | signal |
| 105 | short | 2022-09-05 12:00 @ 19,688.96 | 2022-09-06 00:00 @ 20,167.20 | 12h | −$59.79 | -2.53% | stop loss |
| 106 | short | 2022-09-06 18:00 @ 19,084.38 | 2022-09-09 02:00 @ 19,842.40 | 2d 8h | −$95.79 | -4.07% | stop loss |
| 107 | long | 2022-09-09 06:00 @ 20,530.51 | 2022-09-13 14:00 @ 21,184.16 | 4d 8h | $68.77 | +2.95% | signal |
| 108 | short | 2022-09-13 18:00 @ 20,750.05 | 2022-09-21 18:00 @ 19,843.37 | 8d | $101.78 | +4.34% | signal |
| 109 | short | 2022-09-22 00:00 @ 18,443.81 | 2022-09-22 12:00 @ 19,223.84 | 12h | −$103.15 | -4.35% | signal |
| 110 | short | 2022-09-23 12:00 @ 18,850.63 | 2022-09-24 00:00 @ 19,284.56 | 12h | −$56.48 | -2.41% | signal |
| 111 | short | 2022-09-24 22:00 @ 18,937.71 | 2022-09-25 08:00 @ 19,092.92 | 10h | −$21.42 | -0.92% | signal |
| 112 | short | 2022-09-25 14:00 @ 18,921.51 | 2022-09-26 10:00 @ 19,080.42 | 20h | −$21.74 | -0.93% | signal |
| 113 | long | 2022-09-27 02:00 @ 19,762.65 | 2022-09-27 16:00 @ 18,884.67 | 14h | −$105.78 | -4.56% | stop loss |
| 114 | short | 2022-09-28 02:00 @ 18,994.10 | 2022-09-28 16:00 @ 19,481.80 | 14h | −$61.25 | -2.67% | signal |
| 115 | short | 2022-09-29 14:00 @ 18,977.10 | 2022-09-29 16:00 @ 19,284.56 | 2h | −$39.21 | -1.72% | signal |
| 116 | long | 2022-09-30 00:00 @ 19,586.42 | 2022-09-30 22:00 @ 19,348.23 | 22h | −$30.53 | -1.35% | signal |
| 117 | short | 2022-10-01 02:00 @ 19,409.32 | 2022-10-01 04:00 @ 19,411.88 | 2h | −$2.56 | -0.11% | signal |
| 118 | short | 2022-10-01 12:00 @ 19,300.44 | 2022-10-03 16:00 @ 19,333.87 | 2d 4h | −$5.39 | -0.24% | signal |
| 119 | long | 2022-10-03 18:00 @ 19,543.91 | 2022-10-06 22:00 @ 19,899.02 | 3d 4h | $36.68 | +1.62% | signal |
| 120 | short | 2022-10-07 14:00 @ 19,590.58 | 2022-10-13 20:00 @ 19,364.77 | 6d 6h | $26.86 | +1.18% | signal |
| 121 | long | 2022-10-14 02:00 @ 19,858.07 | 2022-10-14 20:00 @ 19,156.27 | 18h | −$83.05 | -3.65% | signal |
| 122 | short | 2022-10-15 10:00 @ 19,095.28 | 2022-10-16 20:00 @ 19,373.67 | 1d 10h | −$34.89 | -1.55% | signal |
| 123 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 20:00 @ 19,205.76 | 1d 8h | −$32.01 | -1.43% | signal |
| 124 | short | 2022-10-19 02:00 @ 19,301.44 | 2022-10-21 20:00 @ 19,182.64 | 2d 18h | $12.57 | +0.56% | signal |
| 125 | short | 2022-10-23 12:00 @ 19,138.27 | 2022-10-23 14:00 @ 19,173.03 | 2h | −$6.31 | -0.28% | signal |
| 126 | long | 2022-10-23 18:00 @ 19,472.59 | 2022-10-24 14:00 @ 19,176.96 | 20h | −$36.66 | -1.64% | stop loss |
| 127 | short | 2022-10-25 10:00 @ 19,250.85 | 2022-10-25 12:00 @ 19,294.86 | 2h | −$7.33 | -0.33% | signal |
| 128 | long | 2022-10-25 16:00 @ 19,744.25 | 2022-10-28 08:00 @ 20,065.89 | 2d 16h | $33.78 | +1.52% | signal |
| 129 | long | 2022-10-29 02:00 @ 20,623.12 | 2022-10-31 02:00 @ 20,508.00 | 2d | −$15.08 | -0.67% | signal |
| 130 | long | 2022-11-02 06:00 @ 20,478.99 | 2022-11-02 08:00 @ 20,410.12 | 2h | −$9.74 | -0.44% | signal |
| 131 | long | 2022-11-02 10:00 @ 20,458.99 | 2022-11-02 12:00 @ 20,418.92 | 2h | −$6.60 | -0.30% | signal |
| 132 | long | 2022-11-04 06:00 @ 20,435.89 | 2022-11-07 00:00 @ 20,895.82 | 2d 18h | $46.75 | +2.10% | signal |
| 133 | short | 2022-11-08 04:00 @ 20,136.57 | 2022-11-15 14:00 @ 17,006.10 | 7d 10h | $339.71 | +15.16% | signal |
| 134 | short | 2022-11-16 16:00 @ 16,421.12 | 2022-11-18 02:00 @ 16,884.58 | 1d 10h | −$68.50 | -2.95% | signal |
| 135 | short | 2022-11-18 18:00 @ 16,585.38 | 2022-11-20 00:00 @ 16,696.34 | 1d 6h | −$17.47 | -0.76% | signal |
| 136 | short | 2022-11-20 12:00 @ 16,514.30 | 2022-11-23 04:00 @ 16,581.22 | 2d 16h | −$11.20 | -0.49% | signal |
| 137 | short | 2022-11-24 20:00 @ 16,565.59 | 2022-11-24 22:00 @ 16,549.61 | 2h | −$0.08 | -0.00% | signal |
| 138 | short | 2022-11-25 02:00 @ 16,514.10 | 2022-11-25 04:00 @ 16,483.50 | 2h | $1.96 | +0.09% | signal |
| 139 | short | 2022-11-25 06:00 @ 16,349.83 | 2022-11-25 08:00 @ 16,456.99 | 2h | −$17.39 | -0.76% | signal |
| 140 | short | 2022-11-25 16:00 @ 16,502.00 | 2022-11-25 18:00 @ 16,505.80 | 2h | −$2.80 | -0.12% | signal |
| 141 | short | 2022-11-25 20:00 @ 16,512.60 | 2022-11-25 22:00 @ 16,497.00 | 2h | −$0.13 | -0.01% | signal |
| 142 | short | 2022-11-26 00:00 @ 16,512.90 | 2022-11-26 02:00 @ 16,627.32 | 2h | −$18.13 | -0.79% | signal |
| 143 | short | 2022-11-26 16:00 @ 16,503.10 | 2022-11-26 18:00 @ 16,514.60 | 2h | −$3.81 | -0.17% | signal |
| 144 | short | 2022-11-27 00:00 @ 16,445.91 | 2022-11-27 04:00 @ 16,523.40 | 4h | −$13.07 | -0.57% | signal |
| 145 | short | 2022-11-27 18:00 @ 16,520.30 | 2022-11-27 20:00 @ 16,550.21 | 2h | −$6.43 | -0.28% | signal |
| 146 | short | 2022-11-28 00:00 @ 16,419.22 | 2022-11-29 06:00 @ 16,480.20 | 1d 6h | −$10.61 | -0.46% | signal |
| 147 | long | 2022-11-30 02:00 @ 16,878.27 | 2022-12-04 00:00 @ 16,876.12 | 3d 22h | −$3.61 | -0.16% | signal |
| 148 | long | 2022-12-04 10:00 @ 16,995.60 | 2022-12-05 20:00 @ 16,916.12 | 1d 10h | −$13.07 | -0.57% | signal |
| 149 | short | 2022-12-07 08:00 @ 16,752.05 | 2022-12-08 18:00 @ 16,960.29 | 1d 10h | −$30.57 | -1.34% | signal |
| 150 | long | 2022-12-08 20:00 @ 17,245.35 | 2022-12-12 00:00 @ 17,073.88 | 3d 4h | −$25.08 | -1.10% | signal |
| 151 | short | 2022-12-12 02:00 @ 16,942.71 | 2022-12-12 20:00 @ 17,153.82 | 18h | −$30.48 | -1.35% | stop loss |
| 152 | long | 2022-12-12 22:00 @ 17,170.93 | 2022-12-15 14:00 @ 17,494.30 | 2d 16h | $38.72 | +1.72% | signal |
| 153 | short | 2022-12-16 10:00 @ 17,025.69 | 2022-12-20 16:00 @ 16,914.18 | 4d 6h | $13.70 | +0.60% | signal |
| 154 | short | 2022-12-22 08:00 @ 16,816.64 | 2022-12-22 10:00 @ 16,843.07 | 2h | −$5.66 | -0.25% | signal |
| 155 | short | 2022-12-22 12:00 @ 16,824.23 | 2022-12-23 00:00 @ 16,818.86 | 12h | −$1.38 | -0.06% | signal |
| 156 | short | 2022-12-23 02:00 @ 16,790.24 | 2022-12-23 04:00 @ 16,826.86 | 2h | −$7.22 | -0.32% | signal |
| 157 | short | 2022-12-24 00:00 @ 16,772.94 | 2022-12-24 04:00 @ 16,836.67 | 4h | −$10.66 | -0.47% | signal |
| 158 | short | 2022-12-25 00:00 @ 16,825.63 | 2022-12-25 02:00 @ 16,840.87 | 2h | −$4.30 | -0.19% | signal |
| 159 | short | 2022-12-25 04:00 @ 16,820.74 | 2022-12-25 06:00 @ 16,828.67 | 2h | −$3.33 | -0.15% | signal |
| 160 | short | 2022-12-25 08:00 @ 16,813.34 | 2022-12-25 10:00 @ 16,827.36 | 2h | −$4.11 | -0.18% | signal |
| 161 | short | 2022-12-25 12:00 @ 16,811.64 | 2022-12-25 22:00 @ 16,827.16 | 10h | −$4.28 | -0.19% | signal |
| 162 | short | 2022-12-26 00:00 @ 16,821.14 | 2022-12-26 02:00 @ 16,848.97 | 2h | −$5.93 | -0.26% | signal |
| 163 | short | 2022-12-26 16:00 @ 16,797.74 | 2022-12-26 18:00 @ 16,830.37 | 2h | −$6.58 | -0.29% | signal |
| 164 | long | 2022-12-27 00:00 @ 16,916.18 | 2022-12-27 12:00 @ 16,820.24 | 12h | −$15.28 | -0.68% | signal |
| 165 | short | 2022-12-27 14:00 @ 16,807.74 | 2023-01-01 20:00 @ 16,599.42 | 5d 6h | $28.46 | +1.26% | signal |
| 166 | long | 2023-01-02 22:00 @ 16,755.25 | 2023-01-03 18:00 @ 16,622.77 | 20h | −$20.63 | -0.91% | signal |
| 167 | short | 2023-01-03 20:00 @ 16,634.27 | 2023-01-03 22:00 @ 16,662.13 | 2h | −$6.04 | -0.27% | signal |
| 168 | short | 2023-01-04 00:00 @ 16,663.97 | 2023-01-04 02:00 @ 16,699.44 | 2h | −$6.91 | -0.31% | signal |
| 169 | long | 2023-01-04 04:00 @ 16,859.27 | 2023-01-06 12:00 @ 16,728.15 | 2d 8h | −$20.61 | -0.91% | signal |
| 170 | long | 2023-01-06 20:00 @ 16,936.09 | 2023-01-18 22:00 @ 20,776.54 | 12d 2h | $498.76 | +22.19% | signal |
| 171 | long | 2023-01-20 10:00 @ 20,960.89 | 2023-01-25 02:00 @ 22,482.90 | 4d 16h | $166.17 | +7.01% | signal |
| 172 | long | 2023-01-25 22:00 @ 23,598.02 | 2023-01-27 00:00 @ 22,581.65 | 1d 2h | −$107.25 | -4.44% | stop loss |
| 173 | long | 2023-01-27 18:00 @ 23,202.24 | 2023-01-30 10:00 @ 23,188.26 | 2d 16h | −$5.74 | -0.24% | signal |
| 174 | long | 2023-02-01 04:00 @ 23,132.03 | 2023-02-01 08:00 @ 23,066.29 | 4h | −$9.16 | -0.38% | signal |
| 175 | long | 2023-02-01 12:00 @ 23,080.72 | 2023-02-01 14:00 @ 23,077.88 | 2h | −$2.68 | -0.11% | signal |
| 176 | long | 2023-02-01 16:00 @ 22,980.20 | 2023-02-01 18:00 @ 22,984.60 | 2h | −$2.16 | -0.09% | signal |
| 177 | long | 2023-02-01 20:00 @ 23,384.48 | 2023-02-03 14:00 @ 23,344.13 | 1d 18h | −$7.70 | -0.32% | signal |
| 178 | long | 2023-02-07 10:00 @ 23,006.20 | 2023-02-07 12:00 @ 22,965.81 | 2h | −$6.56 | -0.28% | signal |
| 179 | long | 2023-02-07 14:00 @ 22,978.09 | 2023-02-07 16:00 @ 22,894.32 | 2h | −$11.04 | -0.46% | signal |
| 180 | long | 2023-02-07 18:00 @ 23,282.56 | 2023-02-07 20:00 @ 23,081.48 | 2h | −$22.88 | -0.96% | signal |
| 181 | long | 2023-02-07 22:00 @ 23,194.14 | 2023-02-08 14:00 @ 23,099.38 | 16h | −$12.52 | -0.53% | signal |
| 182 | short | 2023-02-09 04:00 @ 22,507.10 | 2023-02-14 16:00 @ 22,037.81 | 5d 12h | $49.87 | +2.11% | signal |
| 183 | long | 2023-02-15 12:00 @ 22,437.49 | 2023-02-21 22:00 @ 24,190.46 | 6d 10h | $178.14 | +7.49% | signal |
| 184 | long | 2023-02-24 08:00 @ 23,826.36 | 2023-02-24 10:00 @ 23,815.64 | 2h | −$3.63 | -0.15% | signal |
| 185 | long | 2023-02-24 12:00 @ 23,881.08 | 2023-02-24 14:00 @ 23,765.35 | 2h | −$14.16 | -0.58% | signal |
| 186 | short | 2023-02-24 16:00 @ 23,332.43 | 2023-02-26 20:00 @ 23,495.70 | 2d 4h | −$18.78 | -0.78% | signal |
| 187 | long | 2023-02-26 22:00 @ 23,553.01 | 2023-02-27 06:00 @ 23,373.12 | 8h | −$21.04 | -0.87% | signal |
| 188 | long | 2023-02-27 14:00 @ 23,700.94 | 2023-02-27 18:00 @ 23,316.24 | 4h | −$41.66 | -1.73% | signal |
| 189 | short | 2023-02-28 08:00 @ 23,218.76 | 2023-02-28 16:00 @ 23,515.80 | 8h | −$33.05 | -1.38% | signal |
| 190 | short | 2023-02-28 20:00 @ 23,246.45 | 2023-03-01 04:00 @ 23,436.29 | 8h | −$21.92 | -0.92% | signal |
| 191 | long | 2023-03-01 08:00 @ 23,714.34 | 2023-03-01 20:00 @ 23,338.13 | 12h | −$40.68 | -1.71% | signal |
| 192 | long | 2023-03-01 22:00 @ 23,549.51 | 2023-03-02 06:00 @ 23,432.41 | 8h | −$14.38 | -0.61% | signal |
| 193 | short | 2023-03-02 08:00 @ 23,377.12 | 2023-03-02 20:00 @ 23,461.39 | 12h | −$10.52 | -0.44% | signal |
| 194 | short | 2023-03-02 22:00 @ 23,395.42 | 2023-03-03 00:00 @ 23,461.79 | 2h | −$9.09 | -0.38% | signal |
| 195 | short | 2023-03-03 02:00 @ 22,132.77 | 2023-03-12 18:00 @ 20,779.05 | 9d 16h | $144.13 | +6.09% | signal |
| 196 | long | 2023-03-13 00:00 @ 21,990.60 | 2023-03-22 20:00 @ 26,647.97 | 9d 20h | $497.87 | +20.72% | signal |
| 197 | long | 2023-03-23 16:00 @ 28,580.31 | 2023-03-24 12:00 @ 27,552.89 | 20h | −$94.07 | -3.72% | signal |
| 198 | long | 2023-03-26 10:00 @ 27,681.14 | 2023-03-27 14:00 @ 27,671.46 | 1d 4h | −$3.60 | -0.14% | signal |
| 199 | long | 2023-03-29 08:00 @ 28,083.42 | 2023-03-30 18:00 @ 27,825.03 | 1d 10h | −$26.29 | -1.05% | signal |
| 200 | long | 2023-04-01 02:00 @ 28,606.92 | 2023-04-02 16:00 @ 28,104.48 | 1d 14h | −$47.06 | -1.89% | 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.