[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 |
|---|---|---|---|---|---|---|---|
| 760 | long | 2026-08-31 16:00 @ 78,558.81 | 2026-08-31 22:00 @ 78,533.89 | 6h | −$3.29 | -0.14% | end of data |
| 759 | long | 2026-08-31 10:00 @ 78,502.30 | 2026-08-31 14:00 @ 77,819.13 | 4h | −$22.56 | -0.97% | signal |
| 758 | long | 2026-08-31 00:00 @ 77,650.13 | 2026-08-31 02:00 @ 77,594.38 | 2h | −$4.17 | -0.18% | signal |
| 757 | long | 2026-08-30 14:00 @ 78,833.46 | 2026-08-30 22:00 @ 77,545.94 | 8h | −$40.65 | -1.74% | stop loss |
| 756 | long | 2026-08-30 10:00 @ 77,983.29 | 2026-08-30 12:00 @ 78,125.87 | 2h | $1.93 | +0.08% | signal |
| 755 | long | 2026-08-17 16:00 @ 64,182.63 | 2026-08-28 16:00 @ 78,293.34 | 11d | $478.12 | +21.57% | signal |
| 754 | short | 2026-08-10 16:00 @ 64,255.85 | 2026-08-17 04:00 @ 63,422.38 | 6d 12h | $28.87 | +1.31% | signal |
| 753 | long | 2026-08-04 16:00 @ 64,101.12 | 2026-08-10 14:00 @ 64,520.69 | 5d 22h | $10.22 | +0.46% | signal |
| 752 | short | 2026-08-03 06:00 @ 62,787.44 | 2026-08-03 14:00 @ 63,813.76 | 8h | −$38.33 | -1.73% | stop loss |
| 751 | short | 2026-07-31 08:00 @ 63,896.32 | 2026-08-02 22:00 @ 63,572.71 | 2d 14h | $10.04 | +0.45% | signal |
| 750 | long | 2026-07-30 10:00 @ 64,562.91 | 2026-07-31 04:00 @ 64,331.13 | 18h | −$10.59 | -0.48% | signal |
| 749 | short | 2026-07-28 00:00 @ 63,707.96 | 2026-07-29 08:00 @ 64,552.01 | 1d 8h | −$31.25 | -1.40% | signal |
| 748 | long | 2026-07-26 20:00 @ 64,678.53 | 2026-07-27 16:00 @ 64,504.30 | 20h | −$8.51 | -0.38% | signal |
| 747 | long | 2026-07-26 16:00 @ 64,746.45 | 2026-07-26 18:00 @ 64,650.37 | 2h | −$5.66 | -0.25% | signal |
| 746 | long | 2026-07-26 12:00 @ 64,494.40 | 2026-07-26 14:00 @ 64,479.00 | 2h | −$2.76 | -0.12% | signal |
| 745 | long | 2026-07-26 08:00 @ 64,354.17 | 2026-07-26 10:00 @ 64,499.40 | 2h | $2.67 | +0.12% | signal |
| 744 | short | 2026-07-24 14:00 @ 64,116.27 | 2026-07-26 06:00 @ 64,398.88 | 1d 16h | −$11.58 | -0.52% | reverse |
| 743 | long | 2026-07-20 16:00 @ 65,583.21 | 2026-07-23 08:00 @ 65,392.22 | 2d 16h | −$9.48 | -0.42% | signal |
| 742 | long | 2026-07-18 16:00 @ 64,102.82 | 2026-07-20 06:00 @ 64,088.98 | 1d 14h | −$3.18 | -0.14% | signal |
| 741 | short | 2026-07-17 06:00 @ 62,794.84 | 2026-07-17 18:00 @ 64,024.60 | 12h | −$46.08 | -2.05% | signal |
| 740 | long | 2026-07-14 16:00 @ 64,740.35 | 2026-07-16 10:00 @ 64,051.09 | 1d 18h | −$27.13 | -1.20% | signal |
| 739 | short | 2026-07-13 04:00 @ 62,767.54 | 2026-07-14 12:00 @ 64,018.16 | 1d 8h | −$46.81 | -2.07% | stop loss |
| 738 | long | 2026-07-09 18:00 @ 63,127.42 | 2026-07-13 02:00 @ 63,369.42 | 3d 8h | $5.01 | +0.22% | signal |
| 737 | short | 2026-07-08 10:00 @ 62,019.39 | 2026-07-09 08:00 @ 62,986.19 | 22h | −$37.41 | -1.65% | signal |
| 736 | long | 2026-07-06 20:00 @ 63,722.64 | 2026-07-08 04:00 @ 62,728.45 | 1d 8h | −$38.50 | -1.69% | signal |
| 735 | long | 2026-07-02 14:00 @ 61,925.98 | 2026-07-06 14:00 @ 61,739.35 | 4d | −$11.46 | -0.50% | signal |
| 734 | short | 2026-06-30 06:00 @ 59,615.87 | 2026-07-01 16:00 @ 60,130.62 | 1d 10h | −$21.65 | -0.95% | signal |
| 733 | short | 2026-06-23 00:00 @ 63,977.30 | 2026-06-29 18:00 @ 60,408.08 | 6d 18h | $125.28 | +5.55% | signal |
| 732 | long | 2026-06-22 14:00 @ 65,561.01 | 2026-06-22 22:00 @ 63,820.89 | 8h | −$62.73 | -2.76% | stop loss |
| 731 | short | 2026-06-22 00:00 @ 63,274.54 | 2026-06-22 00:00 @ 64,796.16 | 0m | −$57.21 | -2.50% | stop loss |
| 730 | short | 2026-06-17 20:00 @ 64,258.55 | 2026-06-20 16:00 @ 64,152.23 | 2d 20h | $2.06 | +0.09% | signal |
| 729 | short | 2026-06-17 08:00 @ 65,490.80 | 2026-06-17 16:00 @ 65,725.84 | 8h | −$10.67 | -0.47% | signal |
| 728 | short | 2026-06-17 04:00 @ 65,805.44 | 2026-06-17 06:00 @ 65,809.26 | 2h | −$2.43 | -0.11% | signal |
| 727 | short | 2026-06-16 22:00 @ 65,728.15 | 2026-06-17 00:00 @ 65,657.93 | 2h | $0.16 | +0.01% | signal |
| 726 | long | 2026-06-15 12:00 @ 66,205.24 | 2026-06-16 20:00 @ 65,640.07 | 1d 8h | −$21.73 | -0.95% | reverse |
| 725 | short | 2026-06-14 18:00 @ 63,693.46 | 2026-06-14 20:00 @ 63,790.16 | 2h | −$5.79 | -0.25% | signal |
| 724 | short | 2026-06-09 16:00 @ 61,088.38 | 2026-06-10 16:00 @ 62,617.22 | 1d | −$60.31 | -2.61% | signal |
| 723 | short | 2026-05-26 16:00 @ 76,462.90 | 2026-06-08 00:00 @ 63,311.66 | 12d 8h | $383.28 | +17.28% | signal |
| 722 | short | 2026-05-26 02:00 @ 76,702.46 | 2026-05-26 12:00 @ 77,169.23 | 10h | −$15.66 | -0.71% | signal |
| 721 | short | 2026-05-22 08:00 @ 77,351.33 | 2026-05-23 22:00 @ 76,793.36 | 1d 14h | $14.06 | +0.63% | signal |
| 720 | short | 2026-05-15 16:00 @ 79,102.28 | 2026-05-20 18:00 @ 77,552.61 | 5d 2h | $42.38 | +1.92% | signal |
| 719 | long | 2026-05-15 12:00 @ 80,598.12 | 2026-05-15 14:00 @ 78,712.05 | 2h | −$54.18 | -2.44% | signal |
| 718 | long | 2026-05-15 08:00 @ 80,799.06 | 2026-05-15 10:00 @ 80,433.81 | 2h | −$12.23 | -0.55% | signal |
| 717 | long | 2026-05-14 16:00 @ 81,261.85 | 2026-05-15 06:00 @ 80,303.94 | 14h | −$28.52 | -1.28% | signal |
| 716 | short | 2026-05-13 16:00 @ 78,778.94 | 2026-05-14 14:00 @ 80,620.85 | 22h | −$54.57 | -2.43% | stop loss |
| 715 | long | 2026-05-09 12:00 @ 80,326.46 | 2026-05-12 08:00 @ 80,793.04 | 2d 20h | $10.17 | +0.45% | signal |
| 714 | long | 2026-05-09 08:00 @ 80,197.64 | 2026-05-09 10:00 @ 80,183.86 | 2h | −$2.54 | -0.11% | signal |
| 713 | long | 2026-05-01 06:00 @ 77,150.73 | 2026-05-07 14:00 @ 80,441.51 | 6d 8h | $93.66 | +4.22% | signal |
| 712 | long | 2026-04-30 16:00 @ 76,438.28 | 2026-04-30 18:00 @ 76,193.96 | 2h | −$9.26 | -0.42% | signal |
| 711 | short | 2026-04-29 20:00 @ 75,503.30 | 2026-04-30 14:00 @ 76,385.67 | 18h | −$28.43 | -1.28% | reverse |
| 710 | long | 2026-04-29 08:00 @ 77,019.20 | 2026-04-29 14:00 @ 76,733.25 | 6h | −$10.45 | -0.47% | signal |
| 709 | long | 2026-04-26 08:00 @ 78,077.11 | 2026-04-27 06:00 @ 77,714.95 | 22h | −$12.61 | -0.56% | signal |
| 708 | long | 2026-04-22 02:00 @ 76,282.65 | 2026-04-25 16:00 @ 77,273.84 | 3d 14h | $27.56 | +1.24% | signal |
| 707 | long | 2026-04-20 16:00 @ 75,683.23 | 2026-04-21 20:00 @ 74,973.70 | 1d 4h | −$22.70 | -1.02% | signal |
| 706 | long | 2026-04-13 18:00 @ 72,115.32 | 2026-04-19 08:00 @ 75,190.66 | 5d 14h | $93.66 | +4.24% | signal |
| 705 | long | 2026-04-08 00:00 @ 71,904.58 | 2026-04-12 02:00 @ 71,584.38 | 4d 2h | −$11.77 | -0.53% | signal |
| 704 | long | 2026-04-06 00:00 @ 69,011.70 | 2026-04-07 16:00 @ 68,124.87 | 1d 16h | −$31.12 | -1.40% | signal |
| 703 | short | 2026-04-05 08:00 @ 66,774.04 | 2026-04-05 14:00 @ 67,791.42 | 6h | −$36.14 | -1.62% | stop loss |
| 702 | short | 2026-04-02 04:00 @ 66,525.09 | 2026-04-04 12:00 @ 67,142.33 | 2d 8h | −$22.99 | -1.03% | signal |
| 701 | long | 2026-04-01 16:00 @ 68,890.68 | 2026-04-02 02:00 @ 67,302.94 | 10h | −$54.16 | -2.41% | signal |
| 700 | short | 2026-03-31 10:00 @ 66,086.08 | 2026-03-31 16:00 @ 68,385.47 | 6h | −$81.35 | -3.58% | stop loss |
| 699 | short | 2026-03-26 12:00 @ 69,225.45 | 2026-03-30 06:00 @ 67,472.49 | 3d 18h | $54.30 | +2.41% | signal |
| 698 | long | 2026-03-25 08:00 @ 70,914.08 | 2026-03-26 06:00 @ 69,974.60 | 22h | −$32.43 | -1.43% | signal |
| 697 | long | 2026-03-23 14:00 @ 71,464.19 | 2026-03-24 14:00 @ 70,052.99 | 1d | −$47.38 | -2.08% | signal |
| 696 | short | 2026-03-22 00:00 @ 68,867.72 | 2026-03-23 10:00 @ 70,793.94 | 1d 10h | −$66.81 | -2.91% | stop loss |
| 695 | long | 2026-03-21 14:00 @ 70,714.44 | 2026-03-21 16:00 @ 70,584.98 | 2h | −$6.49 | -0.28% | signal |
| 694 | short | 2026-03-19 06:00 @ 70,778.54 | 2026-03-21 08:00 @ 70,701.54 | 2d 2h | $0.15 | +0.01% | reverse |
| 693 | long | 2026-03-09 16:00 @ 68,846.17 | 2026-03-18 12:00 @ 72,891.82 | 8d 20h | $132.02 | +5.84% | signal |
| 692 | short | 2026-03-06 16:00 @ 68,454.61 | 2026-03-09 14:00 @ 68,953.79 | 2d 22h | −$19.27 | -0.85% | signal |
| 691 | long | 2026-03-04 08:00 @ 69,478.39 | 2026-03-06 14:00 @ 69,175.76 | 2d 6h | −$12.50 | -0.55% | signal |
| 690 | long | 2026-03-02 16:00 @ 69,102.92 | 2026-03-03 10:00 @ 66,601.08 | 18h | −$85.19 | -3.72% | signal |
| 689 | short | 2026-03-02 14:00 @ 65,399.22 | 2026-03-02 14:00 @ 69,118.45 | 0m | −$134.58 | -5.79% | stop loss |
| 688 | short | 2026-02-27 12:00 @ 66,080.78 | 2026-02-28 20:00 @ 66,331.36 | 1d 8h | −$11.26 | -0.48% | signal |
| 687 | long | 2026-02-25 18:00 @ 68,639.33 | 2026-02-27 10:00 @ 67,304.84 | 1d 16h | −$47.60 | -2.04% | reverse |
| 686 | short | 2026-02-22 14:00 @ 67,608.78 | 2026-02-25 02:00 @ 65,873.57 | 2d 12h | $57.62 | +2.48% | signal |
| 685 | short | 2026-02-17 00:00 @ 68,848.83 | 2026-02-20 06:00 @ 67,769.65 | 3d 6h | $34.49 | +1.49% | signal |
| 684 | short | 2026-02-16 12:00 @ 68,755.65 | 2026-02-16 22:00 @ 68,848.97 | 10h | −$5.56 | -0.24% | signal |
| 683 | short | 2026-02-15 18:00 @ 68,594.08 | 2026-02-16 10:00 @ 68,974.79 | 16h | −$15.23 | -0.66% | signal |
| 682 | short | 2026-02-10 04:00 @ 69,459.31 | 2026-02-13 16:00 @ 68,665.83 | 3d 12h | $23.80 | +1.03% | signal |
| 681 | short | 2026-02-09 12:00 @ 68,886.22 | 2026-02-09 18:00 @ 70,584.71 | 6h | −$59.92 | -2.57% | signal |
| 680 | short | 2026-01-29 12:00 @ 87,777.54 | 2026-02-08 12:00 @ 70,968.19 | 10d | $423.60 | +19.04% | signal |
| 679 | short | 2026-01-24 16:00 @ 89,217.05 | 2026-01-27 04:00 @ 88,762.45 | 2d 12h | $9.87 | +0.44% | signal |
| 678 | short | 2026-01-19 02:00 @ 92,523.79 | 2026-01-23 18:00 @ 90,594.12 | 4d 16h | $45.67 | +2.07% | signal |
| 677 | long | 2026-01-18 20:00 @ 95,354.67 | 2026-01-18 22:00 @ 94,298.97 | 2h | −$26.75 | -1.21% | stop loss |
| 676 | long | 2026-01-13 00:00 @ 91,270.75 | 2026-01-16 16:00 @ 94,518.69 | 3d 16h | $75.09 | +3.42% | signal |
| 675 | long | 2026-01-12 16:00 @ 91,636.92 | 2026-01-12 22:00 @ 90,987.40 | 6h | −$17.91 | -0.81% | signal |
| 674 | long | 2026-01-11 22:00 @ 90,729.24 | 2026-01-12 10:00 @ 90,628.67 | 12h | −$4.75 | -0.22% | signal |
| 673 | long | 2026-01-11 16:00 @ 90,852.17 | 2026-01-11 20:00 @ 90,626.57 | 4h | −$7.72 | -0.35% | signal |
| 672 | long | 2026-01-11 12:00 @ 90,725.34 | 2026-01-11 14:00 @ 90,793.74 | 2h | −$0.54 | -0.02% | signal |
| 671 | long | 2026-01-11 06:00 @ 90,748.55 | 2026-01-11 08:00 @ 90,645.77 | 2h | −$4.71 | -0.21% | signal |
| 670 | long | 2026-01-11 02:00 @ 90,615.92 | 2026-01-11 04:00 @ 90,678.26 | 2h | −$0.69 | -0.03% | signal |
| 669 | long | 2026-01-10 04:00 @ 90,609.42 | 2026-01-10 06:00 @ 90,545.39 | 2h | −$3.77 | -0.17% | signal |
| 668 | long | 2026-01-10 00:00 @ 90,621.82 | 2026-01-10 02:00 @ 90,631.47 | 2h | −$2.10 | -0.10% | signal |
| 667 | short | 2026-01-08 10:00 @ 89,961.30 | 2026-01-09 18:00 @ 91,391.17 | 1d 8h | −$37.24 | -1.68% | signal |
| 666 | long | 2026-01-02 00:00 @ 88,817.76 | 2026-01-06 18:00 @ 91,529.19 | 4d 18h | $63.38 | +2.88% | signal |
| 665 | short | 2026-01-01 14:00 @ 87,854.23 | 2026-01-01 16:00 @ 88,004.40 | 2h | −$5.97 | -0.27% | signal |
| 664 | short | 2026-01-01 02:00 @ 87,899.02 | 2026-01-01 12:00 @ 87,997.70 | 10h | −$4.46 | -0.20% | signal |
| 663 | long | 2025-12-30 16:00 @ 88,984.59 | 2025-12-31 16:00 @ 87,891.42 | 1d | −$29.66 | -1.34% | signal |
| 662 | short | 2025-12-29 14:00 @ 87,336.83 | 2025-12-30 10:00 @ 87,972.29 | 20h | −$17.92 | -0.81% | signal |
| 661 | long | 2025-12-29 02:00 @ 88,436.98 | 2025-12-29 12:00 @ 87,511.59 | 10h | −$25.70 | -1.16% | signal |
| 660 | short | 2025-12-26 16:00 @ 87,082.58 | 2025-12-28 00:00 @ 87,847.07 | 1d 8h | −$21.35 | -0.96% | signal |
| 659 | long | 2025-12-26 04:00 @ 88,813.96 | 2025-12-26 14:00 @ 86,773.21 | 10h | −$53.86 | -2.40% | stop loss |
| 658 | short | 2025-12-23 02:00 @ 88,453.21 | 2025-12-25 04:00 @ 87,829.16 | 2d 2h | $14.39 | +0.64% | signal |
| 657 | long | 2025-12-22 08:00 @ 89,145.63 | 2025-12-22 20:00 @ 87,993.40 | 12h | −$31.52 | -1.40% | signal |
| 656 | short | 2025-12-21 22:00 @ 88,103.98 | 2025-12-22 00:00 @ 88,639.02 | 2h | −$15.92 | -0.71% | signal |
| 655 | short | 2025-12-21 14:00 @ 87,612.87 | 2025-12-21 16:00 @ 88,042.30 | 2h | −$13.31 | -0.59% | signal |
| 654 | short | 2025-12-21 02:00 @ 87,962.90 | 2025-12-21 04:00 @ 88,060.91 | 2h | −$4.77 | -0.21% | signal |
| 653 | short | 2025-12-18 20:00 @ 84,430.11 | 2025-12-19 06:00 @ 88,247.11 | 10h | −$105.34 | -4.62% | stop loss |
| 652 | short | 2025-12-12 18:00 @ 90,025.89 | 2025-12-18 14:00 @ 88,821.76 | 5d 20h | $29.72 | +1.31% | signal |
| 651 | long | 2025-12-11 22:00 @ 92,842.16 | 2025-12-12 16:00 @ 89,877.02 | 18h | −$75.75 | -3.30% | signal |
| 650 | short | 2025-12-11 04:00 @ 89,815.13 | 2025-12-11 20:00 @ 92,982.44 | 16h | −$83.84 | -3.62% | stop loss |
| 649 | long | 2025-12-09 16:00 @ 92,695.44 | 2025-12-11 02:00 @ 90,618.87 | 1d 10h | −$54.81 | -2.36% | signal |
| 648 | short | 2025-12-09 10:00 @ 90,081.98 | 2025-12-09 14:00 @ 92,721.03 | 4h | −$71.08 | -3.03% | stop loss |
| 647 | long | 2025-12-08 04:00 @ 91,057.51 | 2025-12-08 16:00 @ 89,894.72 | 12h | −$32.55 | -1.38% | signal |
| 646 | long | 2025-12-07 20:00 @ 91,398.08 | 2025-12-07 22:00 @ 90,171.16 | 2h | −$34.05 | -1.44% | signal |
| 645 | short | 2025-12-05 12:00 @ 91,289.74 | 2025-12-07 18:00 @ 90,922.38 | 2d 6h | $7.50 | +0.32% | signal |
| 644 | long | 2025-12-02 18:00 @ 91,435.78 | 2025-12-05 10:00 @ 91,068.18 | 2d 16h | −$12.39 | -0.52% | signal |
| 643 | short | 2025-12-01 00:00 @ 90,302.44 | 2025-12-02 16:00 @ 90,827.36 | 1d 16h | −$15.91 | -0.67% | signal |
| 642 | short | 2025-11-30 06:00 @ 90,724.55 | 2025-11-30 08:00 @ 90,942.68 | 2h | −$8.07 | -0.34% | signal |
| 641 | short | 2025-11-30 02:00 @ 90,847.83 | 2025-11-30 04:00 @ 90,891.07 | 2h | −$3.50 | -0.15% | signal |
| 640 | short | 2025-11-29 22:00 @ 90,951.81 | 2025-11-30 00:00 @ 90,783.05 | 2h | $2.03 | +0.09% | signal |
| 639 | short | 2025-11-29 18:00 @ 90,363.02 | 2025-11-29 20:00 @ 90,621.02 | 2h | −$9.15 | -0.39% | signal |
| 638 | short | 2025-11-29 14:00 @ 90,720.35 | 2025-11-29 16:00 @ 91,048.21 | 2h | −$10.96 | -0.46% | signal |
| 637 | short | 2025-11-29 10:00 @ 90,500.00 | 2025-11-29 12:00 @ 90,651.93 | 2h | −$6.37 | -0.27% | signal |
| 636 | short | 2025-11-29 06:00 @ 90,694.36 | 2025-11-29 08:00 @ 90,541.50 | 2h | $1.63 | +0.07% | signal |
| 635 | short | 2025-11-29 02:00 @ 90,821.13 | 2025-11-29 04:00 @ 90,656.23 | 2h | $1.94 | +0.08% | signal |
| 634 | short | 2025-11-28 22:00 @ 90,813.53 | 2025-11-29 00:00 @ 90,865.97 | 2h | −$3.75 | -0.16% | signal |
| 633 | short | 2025-11-28 18:00 @ 90,603.08 | 2025-11-28 20:00 @ 91,124.22 | 2h | −$16.08 | -0.68% | signal |
| 632 | short | 2025-11-26 10:00 @ 86,782.54 | 2025-11-26 16:00 @ 89,700.82 | 6h | −$83.19 | -3.46% | stop loss |
| 631 | short | 2025-11-25 20:00 @ 86,817.73 | 2025-11-26 00:00 @ 87,341.56 | 4h | −$16.92 | -0.70% | signal |
| 630 | short | 2025-11-25 14:00 @ 87,010.39 | 2025-11-25 18:00 @ 87,598.62 | 4h | −$18.78 | -0.78% | signal |
| 629 | short | 2025-11-12 16:00 @ 102,104.48 | 2025-11-23 16:00 @ 87,060.21 | 11d | $344.87 | +14.84% | signal |
| 628 | short | 2025-11-11 14:00 @ 104,329.23 | 2025-11-12 10:00 @ 104,496.30 | 20h | −$5.84 | -0.25% | signal |
| 627 | short | 2025-11-09 10:00 @ 101,581.98 | 2025-11-09 14:00 @ 102,898.48 | 4h | −$32.59 | -1.40% | signal |
| 626 | short | 2025-11-03 02:00 @ 109,592.28 | 2025-11-07 22:00 @ 103,865.57 | 4d 20h | $119.88 | +5.20% | signal |
| 625 | short | 2025-11-02 20:00 @ 110,103.27 | 2025-11-03 00:00 @ 110,517.00 | 4h | −$10.98 | -0.48% | signal |
| 624 | short | 2025-10-29 16:00 @ 111,438.41 | 2025-11-02 06:00 @ 110,475.19 | 3d 14h | $19.22 | +0.84% | signal |
| 623 | long | 2025-10-25 08:00 @ 111,467.79 | 2025-10-28 22:00 @ 112,912.81 | 3d 14h | $26.01 | +1.13% | signal |
| 622 | short | 2025-10-22 00:00 @ 108,232.15 | 2025-10-23 06:00 @ 108,915.88 | 1d 6h | −$16.53 | -0.72% | signal |
| 621 | long | 2025-10-21 16:00 @ 113,377.87 | 2025-10-21 22:00 @ 109,227.34 | 6h | −$87.17 | -3.76% | stop loss |
| 620 | short | 2025-10-21 06:00 @ 107,476.50 | 2025-10-21 14:00 @ 110,392.28 | 8h | −$65.72 | -2.81% | stop loss |
| 619 | short | 2025-10-14 08:00 @ 111,642.87 | 2025-10-19 16:00 @ 108,451.29 | 5d 8h | $63.41 | +2.73% | signal |
| 618 | short | 2025-10-10 16:00 @ 118,941.41 | 2025-10-13 02:00 @ 115,661.13 | 2d 10h | $61.45 | +2.67% | signal |
| 617 | long | 2025-09-29 14:00 @ 113,190.73 | 2025-10-07 16:00 @ 121,763.84 | 8d 2h | $164.74 | +7.27% | signal |
| 616 | short | 2025-09-25 06:00 @ 111,668.06 | 2025-09-28 20:00 @ 110,303.76 | 3d 14h | $26.48 | +1.17% | signal |
| 615 | short | 2025-09-22 02:00 @ 114,189.06 | 2025-09-24 18:00 @ 113,722.84 | 2d 16h | $7.96 | +0.35% | signal |
| 614 | long | 2025-09-21 18:00 @ 115,604.42 | 2025-09-21 20:00 @ 115,417.91 | 2h | −$5.90 | -0.26% | signal |
| 613 | long | 2025-09-21 14:00 @ 115,634.12 | 2025-09-21 16:00 @ 115,447.91 | 2h | −$5.90 | -0.26% | signal |
| 612 | long | 2025-09-21 10:00 @ 115,649.23 | 2025-09-21 12:00 @ 115,536.19 | 2h | −$4.47 | -0.20% | signal |
| 611 | long | 2025-09-18 04:00 @ 117,554.81 | 2025-09-19 12:00 @ 116,320.03 | 1d 8h | −$26.40 | -1.16% | signal |
| 610 | long | 2025-09-16 16:00 @ 115,901.08 | 2025-09-17 18:00 @ 115,453.80 | 1d 2h | −$11.67 | -0.51% | signal |
| 609 | long | 2025-09-16 06:00 @ 115,916.38 | 2025-09-16 14:00 @ 115,131.47 | 8h | −$17.82 | -0.78% | signal |
| 608 | long | 2025-09-10 10:00 @ 112,262.75 | 2025-09-15 10:00 @ 114,797.14 | 5d | $47.06 | +2.08% | signal |
| 607 | short | 2025-09-10 06:00 @ 111,507.69 | 2025-09-10 08:00 @ 112,522.50 | 2h | −$22.92 | -1.01% | signal |
| 606 | short | 2025-09-10 02:00 @ 110,933.61 | 2025-09-10 04:00 @ 111,521.20 | 2h | −$14.31 | -0.63% | signal |
| 605 | long | 2025-09-08 10:00 @ 112,082.41 | 2025-09-09 16:00 @ 110,807.93 | 1d 6h | −$28.66 | -1.26% | signal |
| 604 | short | 2025-09-06 16:00 @ 110,302.14 | 2025-09-07 08:00 @ 110,732.94 | 16h | −$11.04 | -0.48% | signal |
| 603 | short | 2025-09-05 22:00 @ 110,521.89 | 2025-09-06 04:00 @ 111,056.21 | 6h | −$13.31 | -0.58% | signal |
| 602 | short | 2025-09-05 18:00 @ 110,544.99 | 2025-09-05 20:00 @ 111,572.31 | 2h | −$23.59 | -1.03% | signal |
| 601 | long | 2025-09-05 08:00 @ 112,922.58 | 2025-09-05 14:00 @ 110,472.32 | 6h | −$52.50 | -2.28% | stop loss |
| 600 | short | 2025-09-05 04:00 @ 111,244.75 | 2025-09-05 06:00 @ 111,546.50 | 2h | −$8.56 | -0.37% | signal |
| 599 | short | 2025-09-05 00:00 @ 110,657.36 | 2025-09-05 02:00 @ 111,102.12 | 2h | −$11.42 | -0.49% | signal |
| 598 | short | 2025-09-04 14:00 @ 110,399.12 | 2025-09-04 22:00 @ 110,467.89 | 8h | −$3.57 | -0.15% | signal |
| 597 | short | 2025-09-04 08:00 @ 110,395.22 | 2025-09-04 10:00 @ 110,786.25 | 2h | −$10.41 | -0.45% | signal |
| 596 | long | 2025-09-03 16:00 @ 112,190.93 | 2025-09-04 06:00 @ 110,591.18 | 14h | −$35.50 | -1.53% | reverse |
| 595 | short | 2025-08-29 06:00 @ 111,243.55 | 2025-09-01 08:00 @ 109,412.08 | 3d 2h | $36.86 | +1.59% | signal |
| 594 | short | 2025-08-24 08:00 @ 114,831.93 | 2025-08-27 18:00 @ 112,308.76 | 3d 10h | $50.00 | +2.17% | signal |
| 593 | long | 2025-08-22 18:00 @ 116,996.19 | 2025-08-23 16:00 @ 114,753.44 | 22h | −$47.05 | -2.04% | signal |
| 592 | short | 2025-08-18 02:00 @ 116,190.76 | 2025-08-22 16:00 @ 116,342.66 | 4d 14h | −$3.85 | -0.17% | signal |
| 591 | long | 2025-08-17 18:00 @ 117,869.87 | 2025-08-17 20:00 @ 117,503.49 | 2h | −$9.51 | -0.41% | signal |
| 590 | long | 2025-08-17 12:00 @ 118,277.65 | 2025-08-17 16:00 @ 118,167.36 | 4h | −$4.47 | -0.19% | signal |
| 589 | long | 2025-08-17 08:00 @ 117,973.59 | 2025-08-17 10:00 @ 118,254.84 | 2h | $3.09 | +0.13% | signal |
| 588 | short | 2025-08-15 14:00 @ 117,699.66 | 2025-08-17 06:00 @ 117,969.19 | 1d 16h | −$6.74 | -0.29% | reverse |
| 587 | long | 2025-08-07 12:00 @ 116,492.39 | 2025-08-14 14:00 @ 118,341.03 | 7d 2h | $30.19 | +1.31% | signal |
| 586 | short | 2025-08-05 14:00 @ 114,299.74 | 2025-08-06 16:00 @ 115,389.27 | 1d 2h | −$23.95 | -1.03% | signal |
| 585 | short | 2025-07-31 20:00 @ 116,695.56 | 2025-08-04 14:00 @ 114,892.97 | 3d 18h | $34.32 | +1.49% | signal |
| 584 | long | 2025-07-31 08:00 @ 118,647.72 | 2025-07-31 18:00 @ 117,688.66 | 10h | −$21.45 | -0.93% | signal |
| 583 | short | 2025-07-30 20:00 @ 116,841.83 | 2025-07-31 02:00 @ 118,048.71 | 6h | −$26.14 | -1.13% | signal |
| 582 | long | 2025-07-30 10:00 @ 118,150.03 | 2025-07-30 12:00 @ 117,503.09 | 2h | −$15.03 | -0.65% | signal |
| 581 | long | 2025-07-26 18:00 @ 118,033.00 | 2025-07-28 16:00 @ 118,129.27 | 1d 22h | −$1.60 | -0.07% | signal |
| 580 | short | 2025-07-25 04:00 @ 115,361.62 | 2025-07-26 12:00 @ 117,781.65 | 1d 8h | −$50.40 | -2.16% | signal |
| 579 | long | 2025-07-24 20:00 @ 118,925.78 | 2025-07-25 00:00 @ 118,270.74 | 4h | −$15.22 | -0.65% | signal |
| 578 | long | 2025-07-24 02:00 @ 119,084.01 | 2025-07-24 06:00 @ 117,533.09 | 4h | −$32.90 | -1.40% | signal |
| 577 | long | 2025-07-22 10:00 @ 118,379.97 | 2025-07-23 08:00 @ 118,303.23 | 22h | −$4.34 | -0.18% | signal |
| 576 | long | 2025-07-21 14:00 @ 118,829.56 | 2025-07-21 18:00 @ 117,791.64 | 4h | −$23.14 | -0.98% | signal |
| 575 | long | 2025-07-21 04:00 @ 118,398.47 | 2025-07-21 12:00 @ 118,021.29 | 8h | −$10.10 | -0.43% | signal |
| 574 | long | 2025-07-20 12:00 @ 117,892.77 | 2025-07-20 18:00 @ 117,979.80 | 6h | −$0.85 | -0.04% | signal |
| 573 | long | 2025-07-20 08:00 @ 118,007.90 | 2025-07-20 10:00 @ 117,867.92 | 2h | −$5.39 | -0.23% | signal |
| 572 | long | 2025-07-17 16:00 @ 118,898.78 | 2025-07-18 16:00 @ 117,806.53 | 1d | −$24.79 | -1.05% | signal |
| 571 | long | 2025-07-16 18:00 @ 119,063.21 | 2025-07-17 12:00 @ 117,945.21 | 18h | −$25.09 | -1.06% | signal |
| 570 | long | 2025-07-09 06:00 @ 108,750.75 | 2025-07-15 04:00 @ 117,185.76 | 5d 22h | $174.17 | +7.48% | signal |
| 569 | long | 2025-07-08 12:00 @ 108,734.94 | 2025-07-08 16:00 @ 108,195.36 | 4h | −$13.89 | -0.60% | signal |
| 568 | long | 2025-07-06 12:00 @ 108,038.90 | 2025-07-07 16:00 @ 108,227.25 | 1d 4h | $1.57 | +0.07% | signal |
| 567 | long | 2025-07-06 06:00 @ 107,963.39 | 2025-07-06 08:00 @ 107,969.80 | 2h | −$2.19 | -0.09% | signal |
| 566 | long | 2025-07-02 10:00 @ 107,612.92 | 2025-07-04 14:00 @ 107,897.12 | 2d 4h | $3.16 | +0.14% | signal |
| 565 | short | 2025-07-01 16:00 @ 105,887.12 | 2025-07-02 08:00 @ 107,047.51 | 16h | −$27.89 | -1.19% | signal |
| 564 | long | 2025-06-24 00:00 @ 105,312.06 | 2025-06-30 22:00 @ 107,044.69 | 6d 22h | $34.79 | +1.49% | signal |
| 563 | short | 2025-06-20 18:00 @ 103,195.96 | 2025-06-23 20:00 @ 103,134.82 | 3d 2h | −$0.22 | -0.01% | signal |
| 562 | long | 2025-06-20 10:00 @ 105,918.98 | 2025-06-20 14:00 @ 103,870.43 | 4h | −$47.58 | -2.03% | stop loss |
| 561 | short | 2025-06-17 16:00 @ 104,178.36 | 2025-06-20 08:00 @ 105,784.75 | 2d 16h | −$38.17 | -1.62% | 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.