[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2023-04-04 10:00 @ 28,186.74 | 2023-04-04 16:00 @ 28,006.10 | 6h | −$18.40 | -0.74% | signal |
| 202 | long | 2023-04-04 18:00 @ 28,221.14 | 2023-04-05 16:00 @ 28,009.40 | 22h | −$21.36 | -0.86% | signal |
| 203 | long | 2023-04-08 02:00 @ 27,897.58 | 2023-04-08 04:00 @ 28,000.30 | 2h | $6.63 | +0.27% | signal |
| 204 | long | 2023-04-08 06:00 @ 28,137.53 | 2023-04-08 10:00 @ 28,014.30 | 4h | −$13.32 | -0.54% | signal |
| 205 | long | 2023-04-08 14:00 @ 28,014.20 | 2023-04-08 16:00 @ 27,998.70 | 2h | −$3.84 | -0.16% | signal |
| 206 | long | 2023-04-09 02:00 @ 28,070.61 | 2023-04-09 04:00 @ 28,006.30 | 2h | −$8.13 | -0.33% | signal |
| 207 | long | 2023-04-09 06:00 @ 27,993.40 | 2023-04-09 08:00 @ 27,882.62 | 2h | −$12.24 | -0.50% | signal |
| 208 | long | 2023-04-09 20:00 @ 28,138.03 | 2023-04-17 02:00 @ 29,926.61 | 7d 6h | $150.01 | +6.08% | signal |
| 209 | long | 2023-04-18 12:00 @ 30,375.77 | 2023-04-19 08:00 @ 29,660.84 | 20h | −$61.97 | -2.48% | stop loss |
| 210 | short | 2023-04-19 10:00 @ 29,179.16 | 2023-04-25 22:00 @ 28,255.05 | 6d 12h | $78.78 | +3.17% | signal |
| 211 | long | 2023-04-26 10:00 @ 28,855.27 | 2023-04-26 18:00 @ 27,973.33 | 8h | −$79.39 | -3.17% | stop loss |
| 212 | long | 2023-04-26 22:00 @ 28,675.63 | 2023-05-01 02:00 @ 28,482.50 | 4d 4h | −$20.91 | -0.84% | signal |
| 213 | short | 2023-05-01 04:00 @ 28,539.89 | 2023-05-02 20:00 @ 28,682.24 | 1d 16h | −$14.82 | -0.60% | signal |
| 214 | long | 2023-05-03 22:00 @ 28,920.88 | 2023-05-06 14:00 @ 28,931.61 | 2d 16h | −$3.23 | -0.13% | signal |
| 215 | short | 2023-05-06 16:00 @ 28,552.19 | 2023-05-10 14:00 @ 28,159.43 | 3d 22h | $32.86 | +1.33% | signal |
| 216 | short | 2023-05-11 10:00 @ 27,398.82 | 2023-05-14 16:00 @ 27,076.81 | 3d 6h | $27.49 | +1.11% | signal |
| 217 | short | 2023-05-16 18:00 @ 27,069.09 | 2023-05-17 02:00 @ 27,165.53 | 8h | −$11.17 | -0.45% | signal |
| 218 | short | 2023-05-17 04:00 @ 27,046.69 | 2023-05-17 18:00 @ 27,082.42 | 14h | −$5.50 | -0.22% | signal |
| 219 | short | 2023-05-18 18:00 @ 26,469.80 | 2023-05-20 18:00 @ 27,135.33 | 2d | −$64.66 | -2.60% | signal |
| 220 | short | 2023-05-21 12:00 @ 26,812.64 | 2023-05-22 14:00 @ 27,000.70 | 1d 2h | −$19.62 | -0.79% | signal |
| 221 | long | 2023-05-23 04:00 @ 27,360.17 | 2023-05-24 02:00 @ 26,778.29 | 22h | −$55.67 | -2.26% | stop loss |
| 222 | short | 2023-05-24 04:00 @ 26,764.65 | 2023-05-26 16:00 @ 26,742.85 | 2d 12h | $0.80 | +0.03% | signal |
| 223 | long | 2023-05-28 02:00 @ 27,085.52 | 2023-05-31 06:00 @ 27,074.98 | 3d 4h | −$5.20 | -0.21% | signal |
| 224 | short | 2023-05-31 08:00 @ 27,144.97 | 2023-06-02 20:00 @ 27,236.95 | 2d 12h | −$9.34 | -0.38% | signal |
| 225 | long | 2023-06-02 22:00 @ 27,195.34 | 2023-06-03 02:00 @ 27,117.48 | 4h | −$9.65 | -0.39% | signal |
| 226 | long | 2023-06-03 08:00 @ 27,166.83 | 2023-06-03 12:00 @ 27,115.58 | 4h | −$7.31 | -0.30% | signal |
| 227 | long | 2023-06-03 14:00 @ 27,162.63 | 2023-06-03 20:00 @ 27,079.48 | 6h | −$10.07 | -0.41% | signal |
| 228 | short | 2023-06-03 22:00 @ 26,984.60 | 2023-06-04 08:00 @ 27,146.43 | 10h | −$16.99 | -0.70% | signal |
| 229 | long | 2023-06-04 10:00 @ 27,211.44 | 2023-06-05 00:00 @ 27,096.98 | 14h | −$12.94 | -0.53% | signal |
| 230 | short | 2023-06-05 02:00 @ 27,032.79 | 2023-06-06 18:00 @ 26,665.13 | 1d 16h | $31.00 | +1.27% | signal |
| 231 | long | 2023-06-06 20:00 @ 27,078.71 | 2023-06-07 10:00 @ 26,471.30 | 14h | −$57.74 | -2.36% | signal |
| 232 | short | 2023-06-08 10:00 @ 26,368.33 | 2023-06-08 16:00 @ 26,711.14 | 6h | −$34.04 | -1.40% | signal |
| 233 | short | 2023-06-10 04:00 @ 26,307.34 | 2023-06-13 04:00 @ 26,059.91 | 3d | $21.44 | +0.89% | signal |
| 234 | short | 2023-06-13 18:00 @ 25,806.94 | 2023-06-14 02:00 @ 26,040.11 | 8h | −$24.31 | -1.00% | signal |
| 235 | short | 2023-06-14 20:00 @ 25,855.33 | 2023-06-16 16:00 @ 25,837.57 | 1d 20h | −$0.42 | -0.02% | signal |
| 236 | long | 2023-06-16 18:00 @ 26,309.76 | 2023-06-26 18:00 @ 30,062.49 | 10d | $336.46 | +13.90% | signal |
| 237 | long | 2023-06-27 12:00 @ 30,726.24 | 2023-06-28 08:00 @ 30,169.96 | 20h | −$48.33 | -1.93% | signal |
| 238 | long | 2023-06-29 12:00 @ 30,666.83 | 2023-06-30 12:00 @ 29,877.81 | 1d | −$67.34 | -2.70% | stop loss |
| 239 | long | 2023-07-01 14:00 @ 30,556.01 | 2023-07-02 18:00 @ 30,428.21 | 1d 4h | −$13.82 | -0.56% | signal |
| 240 | long | 2023-07-03 00:00 @ 30,618.82 | 2023-07-04 20:00 @ 30,679.06 | 1d 20h | $0.89 | +0.04% | signal |
| 241 | long | 2023-07-06 10:00 @ 31,071.01 | 2023-07-06 14:00 @ 30,355.53 | 4h | −$59.39 | -2.40% | signal |
| 242 | short | 2023-07-07 00:00 @ 29,868.33 | 2023-07-08 16:00 @ 30,202.84 | 1d 16h | −$29.73 | -1.21% | reverse |
| 243 | long | 2023-07-08 18:00 @ 30,246.85 | 2023-07-08 20:00 @ 30,093.98 | 2h | −$14.83 | -0.61% | signal |
| 244 | long | 2023-07-09 00:00 @ 30,275.25 | 2023-07-09 02:00 @ 30,314.34 | 2h | $0.57 | +0.02% | signal |
| 245 | long | 2023-07-09 04:00 @ 30,283.66 | 2023-07-09 06:00 @ 30,243.25 | 2h | −$5.71 | -0.23% | signal |
| 246 | long | 2023-07-09 10:00 @ 30,266.35 | 2023-07-09 12:00 @ 30,251.15 | 2h | −$3.67 | -0.15% | signal |
| 247 | long | 2023-07-09 16:00 @ 30,342.97 | 2023-07-09 18:00 @ 30,273.74 | 2h | −$8.17 | -0.33% | signal |
| 248 | long | 2023-07-10 14:00 @ 30,201.04 | 2023-07-10 18:00 @ 30,258.35 | 4h | $2.12 | +0.09% | signal |
| 249 | long | 2023-07-10 20:00 @ 30,830.66 | 2023-07-10 20:00 @ 30,106.91 | 0m | −$59.77 | -2.45% | stop loss |
| 250 | long | 2023-07-10 22:00 @ 30,288.86 | 2023-07-12 18:00 @ 30,427.01 | 1d 20h | $7.70 | +0.32% | signal |
| 251 | long | 2023-07-13 14:00 @ 30,652.83 | 2023-07-14 18:00 @ 30,668.67 | 1d 4h | −$1.93 | -0.08% | signal |
| 252 | short | 2023-07-14 20:00 @ 30,093.88 | 2023-07-16 16:00 @ 30,371.97 | 1d 20h | −$24.69 | -1.02% | reverse |
| 253 | long | 2023-07-16 18:00 @ 30,371.57 | 2023-07-16 20:00 @ 30,233.55 | 2h | −$13.43 | -0.55% | signal |
| 254 | short | 2023-07-17 18:00 @ 30,009.60 | 2023-07-20 06:00 @ 30,118.22 | 2d 12h | −$10.13 | -0.42% | signal |
| 255 | long | 2023-07-20 10:00 @ 30,325.06 | 2023-07-20 14:00 @ 29,723.39 | 4h | −$50.36 | -2.08% | stop loss |
| 256 | short | 2023-07-20 18:00 @ 29,738.95 | 2023-07-23 18:00 @ 30,116.12 | 3d | −$32.12 | -1.34% | signal |
| 257 | short | 2023-07-24 04:00 @ 29,699.76 | 2023-07-26 22:00 @ 29,459.39 | 2d 18h | $18.51 | +0.77% | signal |
| 258 | short | 2023-07-27 20:00 @ 29,146.77 | 2023-07-28 16:00 @ 29,384.88 | 20h | −$21.76 | -0.91% | signal |
| 259 | short | 2023-07-30 08:00 @ 29,274.24 | 2023-07-30 16:00 @ 29,343.07 | 8h | −$7.90 | -0.33% | signal |
| 260 | short | 2023-07-30 20:00 @ 29,181.36 | 2023-07-31 00:00 @ 29,503.54 | 4h | −$28.78 | -1.20% | stop loss |
| 261 | short | 2023-07-31 16:00 @ 29,225.45 | 2023-08-01 20:00 @ 29,269.35 | 1d 4h | −$5.23 | -0.22% | signal |
| 262 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-02 16:00 @ 29,052.49 | 16h | −$55.64 | -2.33% | stop loss |
| 263 | short | 2023-08-02 18:00 @ 29,131.67 | 2023-08-03 20:00 @ 29,271.45 | 1d 2h | −$13.04 | -0.55% | signal |
| 264 | short | 2023-08-04 04:00 @ 29,146.77 | 2023-08-04 16:00 @ 29,264.65 | 12h | −$11.71 | -0.49% | signal |
| 265 | short | 2023-08-04 20:00 @ 29,015.20 | 2023-08-07 02:00 @ 29,139.43 | 2d 6h | −$10.98 | -0.46% | signal |
| 266 | short | 2023-08-07 16:00 @ 28,847.43 | 2023-08-07 20:00 @ 29,150.73 | 4h | −$26.98 | -1.14% | signal |
| 267 | long | 2023-08-08 12:00 @ 29,433.99 | 2023-08-09 20:00 @ 29,398.42 | 1d 8h | −$5.97 | -0.25% | signal |
| 268 | short | 2023-08-11 10:00 @ 29,371.22 | 2023-08-11 14:00 @ 29,465.69 | 4h | −$9.93 | -0.42% | signal |
| 269 | short | 2023-08-11 16:00 @ 29,377.02 | 2023-08-12 10:00 @ 29,414.18 | 18h | −$4.69 | -0.20% | reverse |
| 270 | long | 2023-08-12 20:00 @ 29,413.48 | 2023-08-12 22:00 @ 29,405.62 | 2h | −$2.98 | -0.13% | signal |
| 271 | long | 2023-08-13 00:00 @ 29,426.68 | 2023-08-13 04:00 @ 29,395.92 | 4h | −$5.04 | -0.21% | signal |
| 272 | short | 2023-08-13 14:00 @ 29,357.53 | 2023-08-13 20:00 @ 29,431.89 | 6h | −$8.07 | -0.34% | signal |
| 273 | short | 2023-08-14 00:00 @ 29,287.44 | 2023-08-14 06:00 @ 29,441.79 | 6h | −$14.49 | -0.62% | signal |
| 274 | long | 2023-08-14 16:00 @ 29,598.72 | 2023-08-14 18:00 @ 29,262.86 | 2h | −$29.15 | -1.24% | stop loss |
| 275 | long | 2023-08-15 00:00 @ 29,425.38 | 2023-08-15 02:00 @ 29,392.62 | 2h | −$5.17 | -0.22% | signal |
| 276 | short | 2023-08-15 06:00 @ 29,354.43 | 2023-08-15 10:00 @ 29,417.38 | 4h | −$7.11 | -0.30% | signal |
| 277 | short | 2023-08-15 12:00 @ 29,351.23 | 2023-08-23 18:00 @ 26,532.31 | 8d 6h | $223.48 | +9.58% | signal |
| 278 | short | 2023-08-24 16:00 @ 25,982.10 | 2023-08-27 16:00 @ 26,116.12 | 3d | −$14.06 | -0.59% | signal |
| 279 | short | 2023-08-28 06:00 @ 25,944.91 | 2023-08-28 12:00 @ 26,234.99 | 6h | −$28.96 | -1.21% | stop loss |
| 280 | short | 2023-08-29 10:00 @ 25,972.90 | 2023-08-29 14:00 @ 26,309.85 | 4h | −$33.24 | -1.40% | stop loss |
| 281 | long | 2023-08-29 16:00 @ 27,416.88 | 2023-08-31 16:00 @ 26,904.02 | 2d | −$46.98 | -1.98% | reverse |
| 282 | short | 2023-08-31 18:00 @ 26,314.04 | 2023-09-07 18:00 @ 25,924.18 | 7d | $33.79 | +1.43% | signal |
| 283 | short | 2023-09-09 10:00 @ 25,865.93 | 2023-09-10 00:00 @ 25,897.78 | 14h | −$5.25 | -0.22% | signal |
| 284 | short | 2023-09-10 02:00 @ 25,835.13 | 2023-09-10 22:00 @ 25,898.18 | 20h | −$8.00 | -0.34% | signal |
| 285 | short | 2023-09-11 02:00 @ 25,670.86 | 2023-09-11 06:00 @ 25,889.98 | 4h | −$22.54 | -0.95% | signal |
| 286 | short | 2023-09-11 10:00 @ 25,722.05 | 2023-09-12 04:00 @ 25,793.36 | 18h | −$8.79 | -0.37% | signal |
| 287 | long | 2023-09-12 12:00 @ 26,092.42 | 2023-09-21 10:00 @ 26,733.15 | 8d 22h | $55.72 | +2.37% | signal |
| 288 | short | 2023-09-21 14:00 @ 26,402.92 | 2023-09-23 06:00 @ 26,535.21 | 1d 16h | −$13.83 | -0.58% | reverse |
| 289 | long | 2023-09-23 08:00 @ 26,577.21 | 2023-09-23 10:00 @ 26,558.79 | 2h | −$4.04 | -0.17% | signal |
| 290 | long | 2023-09-23 16:00 @ 26,572.71 | 2023-09-23 18:00 @ 26,579.28 | 2h | −$1.79 | -0.08% | signal |
| 291 | long | 2023-09-24 10:00 @ 26,584.32 | 2023-09-24 12:00 @ 26,582.18 | 2h | −$2.55 | -0.11% | signal |
| 292 | long | 2023-09-24 14:00 @ 26,581.82 | 2023-09-24 16:00 @ 26,560.69 | 2h | −$4.24 | -0.18% | signal |
| 293 | long | 2023-09-24 18:00 @ 26,666.63 | 2023-09-24 18:00 @ 26,369.97 | 0m | −$28.63 | -1.21% | stop loss |
| 294 | short | 2023-09-25 00:00 @ 26,227.15 | 2023-09-27 10:00 @ 26,388.58 | 2d 10h | −$16.25 | -0.69% | signal |
| 295 | long | 2023-09-27 12:00 @ 26,761.05 | 2023-09-27 14:00 @ 26,279.80 | 2h | −$44.61 | -1.90% | stop loss |
| 296 | long | 2023-09-28 08:00 @ 26,450.99 | 2023-10-03 16:00 @ 27,326.63 | 5d 8h | $75.08 | +3.21% | signal |
| 297 | long | 2023-10-04 20:00 @ 27,611.82 | 2023-10-05 18:00 @ 27,468.21 | 22h | −$14.38 | -0.61% | signal |
| 298 | long | 2023-10-06 10:00 @ 27,680.43 | 2023-10-06 14:00 @ 27,508.30 | 4h | −$17.00 | -0.72% | signal |
| 299 | long | 2023-10-06 16:00 @ 27,932.19 | 2023-10-09 10:00 @ 27,525.49 | 2d 18h | −$36.98 | -1.57% | signal |
| 300 | short | 2023-10-11 04:00 @ 26,995.30 | 2023-10-15 18:00 @ 26,974.89 | 4d 14h | $0.62 | +0.03% | signal |
| 301 | long | 2023-10-15 22:00 @ 27,169.83 | 2023-10-31 08:00 @ 34,145.07 | 15d 10h | $591.46 | +25.25% | signal |
| 302 | long | 2023-10-31 22:00 @ 34,500.90 | 2023-11-01 16:00 @ 34,290.04 | 18h | −$18.20 | -0.73% | signal |
| 303 | long | 2023-11-01 20:00 @ 34,571.01 | 2023-11-03 02:00 @ 34,583.48 | 1d 6h | −$2.60 | -0.10% | signal |
| 304 | long | 2023-11-04 08:00 @ 34,766.15 | 2023-11-05 22:00 @ 34,645.87 | 1d 14h | −$12.33 | -0.50% | signal |
| 305 | long | 2023-11-06 12:00 @ 35,260.15 | 2023-11-07 10:00 @ 34,792.24 | 22h | −$36.13 | -1.46% | signal |
| 306 | long | 2023-11-07 20:00 @ 35,480.59 | 2023-11-13 18:00 @ 36,689.46 | 5d 22h | $74.74 | +3.02% | signal |
| 307 | short | 2023-11-14 20:00 @ 35,298.94 | 2023-11-15 16:00 @ 36,419.48 | 20h | −$81.11 | -3.26% | signal |
| 308 | long | 2023-11-15 18:00 @ 36,506.20 | 2023-11-16 16:00 @ 36,416.02 | 22h | −$9.21 | -0.37% | signal |
| 309 | long | 2023-11-18 08:00 @ 36,436.29 | 2023-11-18 10:00 @ 36,402.72 | 2h | −$4.99 | -0.20% | signal |
| 310 | long | 2023-11-18 12:00 @ 36,424.28 | 2023-11-18 14:00 @ 36,436.51 | 2h | −$1.64 | -0.07% | signal |
| 311 | long | 2023-11-18 16:00 @ 36,679.33 | 2023-11-19 02:00 @ 36,486.60 | 10h | −$15.92 | -0.65% | signal |
| 312 | long | 2023-11-19 04:00 @ 36,534.91 | 2023-11-19 12:00 @ 36,451.71 | 8h | −$8.32 | -0.34% | signal |
| 313 | long | 2023-11-19 14:00 @ 36,502.40 | 2023-11-21 16:00 @ 36,968.40 | 2d 2h | $27.43 | +1.11% | signal |
| 314 | short | 2023-11-22 00:00 @ 35,729.85 | 2023-11-22 18:00 @ 37,124.33 | 18h | −$98.07 | -3.97% | stop loss |
| 315 | long | 2023-11-22 22:00 @ 37,625.82 | 2023-11-23 16:00 @ 36,946.71 | 18h | −$47.01 | -1.92% | signal |
| 316 | long | 2023-11-23 18:00 @ 37,181.03 | 2023-11-26 14:00 @ 37,492.40 | 2d 20h | $15.95 | +0.66% | signal |
| 317 | short | 2023-11-27 16:00 @ 36,735.95 | 2023-11-28 14:00 @ 37,409.08 | 22h | −$46.35 | -1.90% | signal |
| 318 | long | 2023-11-28 16:00 @ 37,509.60 | 2023-11-30 16:00 @ 37,606.38 | 2d | $2.36 | +0.10% | signal |
| 319 | long | 2023-12-01 08:00 @ 38,242.55 | 2023-12-11 02:00 @ 43,233.15 | 9d 18h | $303.37 | +12.51% | signal |
| 320 | short | 2023-12-11 20:00 @ 40,791.14 | 2023-12-13 14:00 @ 41,496.30 | 1d 18h | −$44.43 | -1.78% | reverse |
| 321 | long | 2023-12-13 16:00 @ 41,968.39 | 2023-12-15 14:00 @ 42,302.94 | 1d 22h | $15.75 | +0.63% | signal |
| 322 | short | 2023-12-18 00:00 @ 41,388.32 | 2023-12-18 20:00 @ 42,602.98 | 20h | −$74.73 | -3.00% | stop loss |
| 323 | long | 2023-12-18 22:00 @ 42,651.53 | 2023-12-19 18:00 @ 41,873.42 | 20h | −$48.34 | -1.95% | signal |
| 324 | long | 2023-12-20 08:00 @ 42,958.59 | 2023-12-24 22:00 @ 43,508.10 | 4d 14h | $21.77 | +0.88% | signal |
| 325 | long | 2023-12-25 22:00 @ 43,559.81 | 2023-12-26 04:00 @ 43,479.30 | 6h | −$8.10 | -0.33% | signal |
| 326 | short | 2023-12-26 10:00 @ 42,440.51 | 2023-12-27 12:00 @ 43,067.91 | 1d 2h | −$36.59 | -1.48% | signal |
| 327 | long | 2023-12-27 22:00 @ 43,396.78 | 2023-12-28 08:00 @ 43,078.68 | 10h | −$20.78 | -0.85% | signal |
| 328 | long | 2023-12-28 10:00 @ 43,093.62 | 2023-12-28 14:00 @ 42,828.63 | 4h | −$17.52 | -0.71% | signal |
| 329 | short | 2023-12-28 16:00 @ 42,477.40 | 2023-12-31 08:00 @ 42,575.51 | 2d 16h | $0.29 | +0.01% | signal |
| 330 | long | 2023-12-31 10:00 @ 42,791.16 | 2023-12-31 14:00 @ 42,486.60 | 4h | −$19.86 | -0.81% | signal |
| 331 | long | 2023-12-31 18:00 @ 42,660.43 | 2024-01-01 00:00 @ 42,305.54 | 6h | −$22.75 | -0.93% | signal |
| 332 | long | 2024-01-01 02:00 @ 42,656.43 | 2024-01-01 04:00 @ 42,361.33 | 2h | −$19.28 | -0.79% | signal |
| 333 | long | 2024-01-01 10:00 @ 42,697.34 | 2024-01-03 12:00 @ 43,720.15 | 2d 2h | $50.00 | +2.06% | signal |
| 334 | short | 2024-01-03 14:00 @ 42,537.19 | 2024-01-04 16:00 @ 44,059.21 | 1d 2h | −$89.20 | -3.65% | signal |
| 335 | long | 2024-01-05 06:00 @ 43,651.83 | 2024-01-05 16:00 @ 43,486.40 | 10h | −$11.84 | -0.49% | signal |
| 336 | long | 2024-01-05 18:00 @ 43,612.32 | 2024-01-05 20:00 @ 43,590.28 | 2h | −$3.64 | -0.15% | signal |
| 337 | long | 2024-01-05 22:00 @ 43,945.09 | 2024-01-06 06:00 @ 43,687.06 | 8h | −$16.85 | -0.70% | signal |
| 338 | long | 2024-01-06 18:00 @ 43,970.79 | 2024-01-08 02:00 @ 43,690.56 | 1d 8h | −$18.75 | -0.78% | signal |
| 339 | long | 2024-01-08 12:00 @ 44,646.13 | 2024-01-10 14:00 @ 45,111.28 | 2d 2h | $21.18 | +0.88% | signal |
| 340 | long | 2024-01-11 02:00 @ 46,516.00 | 2024-01-12 14:00 @ 45,779.24 | 1d 12h | −$41.60 | -1.72% | signal |
| 341 | short | 2024-01-12 18:00 @ 43,825.33 | 2024-01-16 16:00 @ 43,259.65 | 3d 22h | $31.22 | +1.30% | signal |
| 342 | short | 2024-01-17 10:00 @ 42,668.36 | 2024-01-26 12:00 @ 41,280.15 | 9d 2h | $82.34 | +3.41% | signal |
| 343 | long | 2024-01-26 18:00 @ 41,907.68 | 2024-01-28 20:00 @ 41,762.25 | 2d 2h | −$12.14 | -0.50% | reverse |
| 344 | long | 2024-01-29 18:00 @ 42,989.40 | 2024-01-31 22:00 @ 42,464.31 | 2d 4h | −$33.23 | -1.37% | signal |
| 345 | short | 2024-02-01 02:00 @ 41,961.51 | 2024-02-01 18:00 @ 42,917.88 | 16h | −$57.14 | -2.36% | signal |
| 346 | long | 2024-02-01 20:00 @ 43,214.94 | 2024-02-02 14:00 @ 42,662.57 | 18h | −$33.63 | -1.40% | signal |
| 347 | long | 2024-02-02 16:00 @ 43,231.54 | 2024-02-04 06:00 @ 42,866.43 | 1d 14h | −$23.67 | -0.99% | signal |
| 348 | long | 2024-02-05 12:00 @ 43,189.44 | 2024-02-05 16:00 @ 42,621.17 | 4h | −$33.86 | -1.42% | signal |
| 349 | short | 2024-02-05 22:00 @ 42,360.03 | 2024-02-06 08:00 @ 42,878.57 | 10h | −$31.34 | -1.31% | signal |
| 350 | long | 2024-02-06 10:00 @ 42,988.70 | 2024-02-06 12:00 @ 42,805.74 | 2h | −$12.48 | -0.53% | signal |
| 351 | long | 2024-02-06 14:00 @ 42,871.17 | 2024-02-07 04:00 @ 42,774.54 | 14h | −$8.14 | -0.34% | signal |
| 352 | long | 2024-02-07 10:00 @ 43,137.53 | 2024-02-17 16:00 @ 51,003.20 | 10d 6h | $422.15 | +17.80% | signal |
| 353 | long | 2024-02-18 12:00 @ 51,871.47 | 2024-02-20 02:00 @ 51,656.77 | 1d 14h | −$14.80 | -0.60% | signal |
| 354 | long | 2024-02-20 14:00 @ 52,900.48 | 2024-02-20 16:00 @ 51,702.36 | 2h | −$58.45 | -2.36% | signal |
| 355 | long | 2024-02-22 08:00 @ 51,870.97 | 2024-02-22 12:00 @ 51,648.77 | 4h | −$13.32 | -0.54% | signal |
| 356 | long | 2024-02-24 18:00 @ 51,581.01 | 2024-02-26 08:00 @ 51,317.23 | 1d 14h | −$16.68 | -0.68% | signal |
| 357 | long | 2024-02-26 16:00 @ 52,882.77 | 2024-03-05 20:00 @ 61,485.00 | 8d 4h | $358.69 | +14.64% | signal |
| 358 | long | 2024-03-07 12:00 @ 66,988.40 | 2024-03-14 16:00 @ 70,890.32 | 7d 4h | $120.08 | +4.73% | signal |
| 359 | short | 2024-03-16 22:00 @ 66,270.64 | 2024-03-18 06:00 @ 68,760.35 | 1d 8h | −$97.20 | -3.78% | signal |
| 360 | long | 2024-03-18 10:00 @ 67,912.88 | 2024-03-18 12:00 @ 68,293.94 | 2h | $11.73 | +0.46% | signal |
| 361 | long | 2024-03-18 14:00 @ 67,619.22 | 2024-03-18 16:00 @ 67,495.70 | 2h | −$7.20 | -0.28% | signal |
| 362 | long | 2024-03-18 18:00 @ 67,445.79 | 2024-03-18 20:00 @ 66,972.40 | 2h | −$20.42 | -0.80% | signal |
| 363 | long | 2024-03-19 00:00 @ 67,673.53 | 2024-03-19 02:00 @ 65,886.22 | 2h | −$70.32 | -2.77% | signal |
| 364 | short | 2024-03-19 04:00 @ 65,917.21 | 2024-03-20 20:00 @ 65,834.76 | 1d 16h | $3.02 | +0.12% | signal |
| 365 | long | 2024-03-20 22:00 @ 67,730.44 | 2024-03-21 18:00 @ 65,771.44 | 20h | −$76.75 | -3.04% | signal |
| 366 | short | 2024-03-22 12:00 @ 64,255.25 | 2024-03-23 18:00 @ 65,714.34 | 1d 6h | −$58.37 | -2.33% | signal |
| 367 | long | 2024-03-24 20:00 @ 65,899.98 | 2024-03-29 16:00 @ 69,226.55 | 4d 20h | $113.54 | +4.56% | signal |
| 368 | long | 2024-03-31 08:00 @ 70,381.57 | 2024-04-01 06:00 @ 69,198.36 | 22h | −$48.67 | -1.93% | signal |
| 369 | short | 2024-04-01 16:00 @ 68,267.24 | 2024-04-04 14:00 @ 67,244.95 | 2d 22h | $37.89 | +1.51% | signal |
| 370 | long | 2024-04-04 18:00 @ 68,860.77 | 2024-04-05 04:00 @ 66,375.33 | 10h | −$93.58 | -3.72% | stop loss |
| 371 | long | 2024-04-05 16:00 @ 68,213.64 | 2024-04-06 14:00 @ 67,674.66 | 22h | −$22.93 | -0.92% | reverse |
| 372 | long | 2024-04-06 18:00 @ 68,303.66 | 2024-04-09 16:00 @ 69,308.94 | 2d 22h | $30.85 | +1.24% | signal |
| 373 | short | 2024-04-10 14:00 @ 68,286.24 | 2024-04-10 20:00 @ 70,134.32 | 6h | −$69.82 | -2.80% | signal |
| 374 | long | 2024-04-11 00:00 @ 70,695.94 | 2024-04-12 14:00 @ 69,920.51 | 1d 14h | −$31.89 | -1.29% | signal |
| 375 | short | 2024-04-12 18:00 @ 68,177.66 | 2024-04-18 16:00 @ 63,486.59 | 5d 22h | $170.62 | +6.91% | signal |
| 376 | long | 2024-04-22 06:00 @ 66,356.07 | 2024-04-24 16:00 @ 64,580.58 | 2d 10h | −$70.05 | -2.79% | signal |
| 377 | short | 2024-04-24 18:00 @ 64,837.03 | 2024-04-30 00:00 @ 63,855.17 | 5d 6h | $36.70 | +1.47% | signal |
| 378 | short | 2024-04-30 10:00 @ 61,646.57 | 2024-05-03 14:00 @ 61,666.33 | 3d 4h | −$2.21 | -0.09% | signal |
| 379 | long | 2024-05-04 00:00 @ 62,866.27 | 2024-05-07 20:00 @ 63,022.09 | 3d 20h | $2.39 | +0.10% | signal |
| 380 | short | 2024-05-07 22:00 @ 63,027.79 | 2024-05-09 20:00 @ 62,433.08 | 1d 22h | $22.03 | +0.88% | signal |
| 381 | long | 2024-05-10 00:00 @ 63,062.61 | 2024-05-10 14:00 @ 60,958.32 | 14h | −$86.41 | -3.44% | stop loss |
| 382 | short | 2024-05-10 18:00 @ 60,356.23 | 2024-05-12 18:00 @ 61,597.32 | 2d | −$52.85 | -2.12% | signal |
| 383 | long | 2024-05-13 10:00 @ 63,040.91 | 2024-05-14 10:00 @ 61,755.05 | 1d | −$53.65 | -2.17% | signal |
| 384 | short | 2024-05-14 18:00 @ 61,276.64 | 2024-05-15 04:00 @ 61,935.58 | 10h | −$28.70 | -1.17% | signal |
| 385 | short | 2024-05-15 06:00 @ 61,889.72 | 2024-05-15 08:00 @ 62,169.93 | 2h | −$13.58 | -0.55% | signal |
| 386 | long | 2024-05-15 14:00 @ 64,119.42 | 2024-05-19 20:00 @ 65,989.70 | 4d 6h | $68.02 | +2.77% | signal |
| 387 | long | 2024-05-20 14:00 @ 67,077.31 | 2024-05-23 14:00 @ 68,049.19 | 3d | $30.99 | +1.26% | signal |
| 388 | long | 2024-05-25 06:00 @ 68,757.85 | 2024-05-26 18:00 @ 68,782.64 | 1d 12h | −$2.83 | -0.11% | signal |
| 389 | long | 2024-05-27 16:00 @ 70,435.48 | 2024-05-28 00:00 @ 68,691.05 | 8h | −$64.24 | -2.60% | stop loss |
| 390 | long | 2024-05-29 04:00 @ 68,875.77 | 2024-05-29 06:00 @ 68,616.37 | 2h | −$11.72 | -0.48% | signal |
| 391 | long | 2024-05-30 06:00 @ 68,193.64 | 2024-05-30 08:00 @ 67,614.37 | 2h | −$23.31 | -0.95% | signal |
| 392 | long | 2024-05-30 14:00 @ 68,668.33 | 2024-05-31 08:00 @ 68,212.55 | 18h | −$19.31 | -0.79% | signal |
| 393 | short | 2024-05-31 16:00 @ 67,239.15 | 2024-06-02 08:00 @ 67,756.55 | 1d 16h | −$20.04 | -0.82% | reverse |
| 394 | long | 2024-06-02 10:00 @ 67,587.51 | 2024-06-02 18:00 @ 67,908.22 | 8h | $8.89 | +0.36% | signal |
| 395 | long | 2024-06-02 20:00 @ 67,778.95 | 2024-06-02 22:00 @ 67,835.13 | 2h | −$0.42 | -0.02% | signal |
| 396 | long | 2024-06-03 00:00 @ 67,819.46 | 2024-06-07 18:00 @ 69,820.03 | 4d 18h | $65.33 | +2.67% | signal |
| 397 | long | 2024-06-09 12:00 @ 69,414.48 | 2024-06-09 14:00 @ 69,468.30 | 2h | −$0.55 | -0.02% | signal |
| 398 | long | 2024-06-09 16:00 @ 69,544.01 | 2024-06-09 18:00 @ 69,670.76 | 2h | $1.77 | +0.07% | signal |
| 399 | long | 2024-06-09 20:00 @ 69,756.45 | 2024-06-09 22:00 @ 69,760.25 | 2h | −$2.33 | -0.09% | signal |
| 400 | long | 2024-06-10 00:00 @ 69,681.03 | 2024-06-10 02:00 @ 69,631.07 | 2h | −$4.47 | -0.18% | 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.