[Mine-Q] Trend + momentum ensemble
public
@djgambhirBTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,899 bars in 13.5ms
Underperformed the market. Holding BTCUSDT returned +69.60% over the same period, against this strategy’s -24.55%.
Net P&L
-24.55%
−$2,455.18
Max drawdown
-28.88%
Max run-up
+17.39%
Trades
1,566
22.3% win rate
Profit factor
0.89
2021-12-31drawdown · worst -28.88%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -9.10% | -17.44% | 915 | 23% |
| Validation | 2024-10-19 → 2025-09-25 | -14.22% | -19.95% | 339 | 21% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -3.28% | -12.37% | 311 | 22% |
Risk-adjusted
- Sharpe
- -0.50
- Sortino
- -0.73
- Calmar
- -0.20
- Return ÷ max drawdown
- -0.85
- CAGR
- -5.86%
- Exposure
- 73.6%
Per trade
- Expectancy
- −$1.57 · -0.06%
- Average win / loss
- $58.41 / −$18.83
- Payoff ratio
- 3.10
- Largest win / loss
- $596.81 / −$216.26
- Longest losing streak(winning: 5)
- 22 trades
Drawdown over time
- Max drawdown
- -28.88%
- Longest time under water(still going at the end)
- 1680 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$3,400.22
- Funding
- −$163.95
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +69.60%
Monte Carlo
1,000 alternative histories, each 1,566 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 | -48.82% | -24.93% | +11.82% |
| Max drawdown | -52.44% | -34.70% | -19.48% |
89% of histories lost money, and 70% had a deeper drawdown than this run’s -28.88%. 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
1,566 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 22:00 @ 46,304.10 | 2022-01-01 16:00 @ 47,204.21 | 18h | −$50.62 | -2.02% | signal |
| 2 | short | 2022-01-02 05:00 @ 46,894.51 | 2022-01-02 10:00 @ 47,272.63 | 5h | −$22.30 | -0.90% | signal |
| 3 | short | 2022-01-02 14:00 @ 47,123.65 | 2022-01-02 16:00 @ 47,339.15 | 2h | −$13.84 | -0.56% | signal |
| 4 | short | 2022-01-02 19:00 @ 47,037.55 | 2022-01-02 23:00 @ 47,271.26 | 4h | −$14.80 | -0.60% | signal |
| 5 | short | 2022-01-03 00:00 @ 47,270.55 | 2022-01-03 12:00 @ 47,373.58 | 12h | −$7.38 | -0.30% | signal |
| 6 | short | 2022-01-03 16:00 @ 46,680.65 | 2022-01-04 12:00 @ 46,719.31 | 20h | −$3.78 | -0.15% | signal |
| 7 | short | 2022-01-04 19:00 @ 45,733.55 | 2022-01-05 09:00 @ 46,633.33 | 14h | −$50.63 | -2.05% | signal |
| 8 | short | 2022-01-05 18:00 @ 45,998.78 | 2022-01-09 03:00 @ 42,098.77 | 3d 9h | $208.41 | +8.47% | signal |
| 9 | short | 2022-01-10 01:00 @ 41,636.25 | 2022-01-10 05:00 @ 42,173.48 | 4h | −$34.93 | -1.39% | signal |
| 10 | short | 2022-01-10 12:00 @ 41,555.95 | 2022-01-10 17:00 @ 41,901.35 | 5h | −$23.06 | -0.92% | signal |
| 11 | short | 2022-01-10 18:00 @ 41,160.73 | 2022-01-11 00:00 @ 41,809.91 | 6h | −$41.90 | -1.68% | signal |
| 12 | short | 2022-01-11 13:00 @ 41,788.43 | 2022-01-11 17:00 @ 42,692.72 | 4h | −$56.06 | -2.25% | signal |
| 13 | long | 2022-01-12 13:00 @ 43,254.32 | 2022-01-13 16:00 @ 43,161.37 | 1d 3h | −$7.71 | -0.31% | signal |
| 14 | short | 2022-01-13 17:00 @ 43,216.15 | 2022-01-14 15:00 @ 42,953.68 | 22h | $12.33 | +0.50% | signal |
| 15 | long | 2022-01-14 17:00 @ 43,192.26 | 2022-01-15 04:00 @ 42,909.69 | 11h | −$18.70 | -0.76% | signal |
| 16 | short | 2022-01-15 12:00 @ 42,989.60 | 2022-01-15 15:00 @ 43,170.83 | 3h | −$12.88 | -0.52% | signal |
| 17 | long | 2022-01-15 16:00 @ 43,378.67 | 2022-01-16 02:00 @ 42,971.01 | 10h | −$25.91 | -1.05% | signal |
| 18 | short | 2022-01-16 03:00 @ 42,906.83 | 2022-01-16 07:00 @ 43,180.30 | 4h | −$18.14 | -0.74% | signal |
| 19 | short | 2022-01-16 11:00 @ 42,896.58 | 2022-01-16 14:00 @ 43,106.51 | 3h | −$14.47 | -0.59% | signal |
| 20 | short | 2022-01-16 20:00 @ 42,808.45 | 2022-01-16 23:00 @ 43,165.85 | 3h | −$22.92 | -0.94% | signal |
| 21 | short | 2022-01-17 01:00 @ 42,865.30 | 2022-01-18 22:00 @ 42,357.03 | 1d 21h | $27.68 | +1.13% | signal |
| 22 | short | 2022-01-19 07:00 @ 41,691.67 | 2022-01-19 13:00 @ 42,084.06 | 6h | −$25.30 | -1.03% | signal |
| 23 | short | 2022-01-19 21:00 @ 41,617.68 | 2022-01-20 07:00 @ 41,997.25 | 10h | −$24.52 | -1.00% | signal |
| 24 | long | 2022-01-20 15:00 @ 42,951.07 | 2022-01-20 21:00 @ 41,955.60 | 6h | −$59.20 | -2.43% | stop loss |
| 25 | short | 2022-01-20 22:00 @ 41,311.41 | 2022-01-24 00:00 @ 36,237.25 | 3d 2h | $296.51 | +12.23% | signal |
| 26 | short | 2022-01-24 05:00 @ 35,099.26 | 2022-01-24 18:00 @ 35,338.24 | 13h | −$19.26 | -0.77% | signal |
| 27 | long | 2022-01-26 11:00 @ 37,918.21 | 2022-01-26 21:00 @ 36,991.07 | 10h | −$63.34 | -2.54% | signal |
| 28 | short | 2022-01-26 22:00 @ 36,305.69 | 2022-01-27 01:00 @ 36,982.50 | 3h | −$48.82 | -1.97% | signal |
| 29 | short | 2022-01-27 02:00 @ 35,861.37 | 2022-01-27 14:00 @ 36,813.44 | 12h | −$68.23 | -2.77% | signal |
| 30 | short | 2022-01-27 21:00 @ 35,566.90 | 2022-01-27 23:00 @ 36,691.23 | 2h | −$79.91 | -3.26% | signal |
| 31 | short | 2022-01-28 10:00 @ 36,466.01 | 2022-01-28 14:00 @ 36,897.54 | 4h | −$31.19 | -1.28% | signal |
| 32 | long | 2022-01-28 21:00 @ 37,737.73 | 2022-01-30 20:00 @ 37,498.23 | 1d 23h | −$18.42 | -0.76% | signal |
| 33 | short | 2022-01-31 01:00 @ 36,814.03 | 2022-01-31 15:00 @ 37,491.54 | 14h | −$47.09 | -1.95% | signal |
| 34 | long | 2022-01-31 16:00 @ 37,702.00 | 2022-02-02 07:00 @ 38,254.93 | 1d 15h | $33.16 | +1.38% | signal |
| 35 | short | 2022-02-02 15:00 @ 37,689.45 | 2022-02-04 00:00 @ 37,294.79 | 1d 9h | $22.74 | +0.94% | signal |
| 36 | long | 2022-02-04 07:00 @ 37,977.10 | 2022-02-08 17:00 @ 43,000.66 | 4d 10h | $315.07 | +13.03% | signal |
| 37 | long | 2022-02-08 23:00 @ 44,050.70 | 2022-02-09 03:00 @ 43,308.48 | 4h | −$44.77 | -1.79% | signal |
| 38 | long | 2022-02-09 13:00 @ 44,129.25 | 2022-02-10 04:00 @ 43,740.02 | 15h | −$24.78 | -1.00% | signal |
| 39 | long | 2022-02-10 11:00 @ 44,636.55 | 2022-02-10 14:00 @ 43,619.66 | 3h | −$58.96 | -2.38% | signal |
| 40 | long | 2022-02-10 15:00 @ 44,376.67 | 2022-02-10 21:00 @ 44,069.03 | 6h | −$19.80 | -0.80% | signal |
| 41 | short | 2022-02-11 21:00 @ 42,327.52 | 2022-02-12 17:00 @ 42,712.92 | 20h | −$24.14 | -0.98% | reverse |
| 42 | long | 2022-02-12 18:00 @ 42,700.02 | 2022-02-12 19:00 @ 42,801.44 | 1h | $3.37 | +0.14% | signal |
| 43 | long | 2022-02-12 20:00 @ 42,653.19 | 2022-02-12 21:00 @ 42,601.48 | 1h | −$5.43 | -0.22% | signal |
| 44 | long | 2022-02-13 01:00 @ 42,380.89 | 2022-02-13 02:00 @ 42,214.87 | 1h | −$12.06 | -0.49% | signal |
| 45 | long | 2022-02-13 07:00 @ 42,412.48 | 2022-02-13 08:00 @ 42,377.21 | 1h | −$4.49 | -0.18% | signal |
| 46 | long | 2022-02-13 09:00 @ 42,432.76 | 2022-02-13 10:00 @ 42,284.55 | 1h | −$11.00 | -0.45% | signal |
| 47 | long | 2022-02-13 11:00 @ 42,560.63 | 2022-02-13 12:00 @ 42,453.51 | 1h | −$8.60 | -0.35% | signal |
| 48 | short | 2022-02-13 19:00 @ 41,956.62 | 2022-02-14 13:00 @ 42,508.57 | 18h | −$34.32 | -1.40% | signal |
| 49 | long | 2022-02-14 14:00 @ 42,474.10 | 2022-02-14 19:00 @ 42,219.39 | 5h | −$17.20 | -0.71% | signal |
| 50 | long | 2022-02-14 23:00 @ 42,668.53 | 2022-02-16 14:00 @ 43,627.07 | 1d 15h | $51.49 | +2.12% | signal |
| 51 | long | 2022-02-16 22:00 @ 44,059.31 | 2022-02-17 04:00 @ 43,565.59 | 6h | −$30.07 | -1.23% | signal |
| 52 | short | 2022-02-17 14:00 @ 42,233.85 | 2022-02-21 05:00 @ 39,280.95 | 3d 15h | $168.84 | +6.93% | signal |
| 53 | short | 2022-02-21 12:00 @ 37,542.49 | 2022-02-21 14:00 @ 38,827.28 | 2h | −$87.38 | -3.52% | stop loss |
| 54 | short | 2022-02-21 19:00 @ 37,713.56 | 2022-02-22 15:00 @ 38,131.42 | 20h | −$29.77 | -1.21% | signal |
| 55 | short | 2022-02-23 19:00 @ 37,755.15 | 2022-02-24 20:00 @ 37,279.75 | 1d 1h | $27.99 | +1.14% | signal |
| 56 | long | 2022-02-25 04:00 @ 38,906.78 | 2022-02-26 09:00 @ 38,764.65 | 1d 5h | −$12.08 | -0.49% | reverse |
| 57 | short | 2022-02-26 10:00 @ 38,773.64 | 2022-02-26 11:00 @ 38,990.90 | 1h | −$16.21 | -0.66% | signal |
| 58 | short | 2022-02-27 01:00 @ 38,758.65 | 2022-02-27 07:00 @ 38,765.05 | 6h | −$2.86 | -0.12% | signal |
| 59 | short | 2022-02-27 08:00 @ 38,762.05 | 2022-02-27 09:00 @ 38,794.86 | 1h | −$4.48 | -0.18% | signal |
| 60 | long | 2022-02-27 11:00 @ 39,357.47 | 2022-02-27 15:00 @ 38,765.45 | 4h | −$39.26 | -1.60% | signal |
| 61 | long | 2022-02-27 16:00 @ 39,337.97 | 2022-02-27 19:00 @ 37,906.27 | 3h | −$91.13 | -3.74% | stop loss |
| 62 | short | 2022-02-27 20:00 @ 37,567.19 | 2022-02-28 14:00 @ 39,263.89 | 18h | −$112.31 | -4.65% | stop loss |
| 63 | long | 2022-02-28 15:00 @ 39,801.46 | 2022-03-03 04:00 @ 43,304.14 | 2d 13h | $206.36 | +8.64% | signal |
| 64 | long | 2022-03-03 14:00 @ 43,976.69 | 2022-03-03 15:00 @ 42,522.26 | 1h | −$83.08 | -3.41% | stop loss |
| 65 | short | 2022-03-04 16:00 @ 40,686.46 | 2022-03-07 14:00 @ 39,005.30 | 2d 22h | $98.24 | +4.06% | signal |
| 66 | short | 2022-03-07 20:00 @ 37,282.54 | 2022-03-08 02:00 @ 38,879.31 | 6h | −$107.05 | -4.38% | stop loss |
| 67 | short | 2022-03-08 23:00 @ 38,527.59 | 2022-03-09 00:00 @ 38,717.64 | 1h | −$14.34 | -0.59% | signal |
| 68 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 04:00 @ 39,413.95 | 1d | −$108.07 | -4.48% | stop loss |
| 69 | short | 2022-03-10 05:00 @ 39,518.49 | 2022-03-11 12:00 @ 39,886.28 | 1d 7h | −$25.03 | -1.05% | signal |
| 70 | long | 2022-03-11 13:00 @ 39,904.18 | 2022-03-11 14:00 @ 39,237.15 | 1h | −$42.14 | -1.77% | signal |
| 71 | short | 2022-03-11 19:00 @ 38,610.38 | 2022-03-13 03:00 @ 39,149.63 | 1d 8h | −$35.63 | -1.50% | signal |
| 72 | short | 2022-03-13 10:00 @ 38,956.21 | 2022-03-14 08:00 @ 39,070.01 | 22h | −$9.58 | -0.41% | signal |
| 73 | long | 2022-03-14 23:00 @ 39,319.96 | 2022-03-15 02:00 @ 38,806.44 | 3h | −$33.27 | -1.41% | signal |
| 74 | short | 2022-03-15 04:00 @ 38,738.65 | 2022-03-15 13:00 @ 38,845.77 | 9h | −$8.74 | -0.37% | signal |
| 75 | short | 2022-03-15 14:00 @ 38,701.86 | 2022-03-15 15:00 @ 39,020.20 | 1h | −$21.66 | -0.92% | signal |
| 76 | long | 2022-03-15 18:00 @ 39,285.06 | 2022-03-18 01:00 @ 40,302.04 | 2d 7h | $56.66 | +2.42% | signal |
| 77 | long | 2022-03-18 16:00 @ 40,910.38 | 2022-03-20 12:00 @ 41,579.58 | 1d 20h | $34.72 | +1.47% | signal |
| 78 | long | 2022-03-21 14:00 @ 41,093.22 | 2022-03-21 15:00 @ 41,007.70 | 1h | −$7.28 | -0.31% | signal |
| 79 | long | 2022-03-21 22:00 @ 41,286.26 | 2022-03-21 23:00 @ 41,089.88 | 1h | −$13.60 | -0.58% | signal |
| 80 | long | 2022-03-22 00:00 @ 40,990.20 | 2022-03-22 01:00 @ 41,098.28 | 1h | $3.62 | +0.15% | signal |
| 81 | long | 2022-03-22 02:00 @ 41,157.23 | 2022-03-23 05:00 @ 41,925.51 | 1d 3h | $40.95 | +1.73% | signal |
| 82 | long | 2022-03-23 16:00 @ 42,597.22 | 2022-03-23 19:00 @ 42,060.69 | 3h | −$32.38 | -1.37% | signal |
| 83 | long | 2022-03-23 22:00 @ 42,366.77 | 2022-03-30 02:00 @ 46,851.53 | 6d 4h | $244.95 | +10.37% | signal |
| 84 | long | 2022-03-30 18:00 @ 47,649.53 | 2022-03-30 19:00 @ 47,099.68 | 1h | −$30.38 | -1.25% | signal |
| 85 | long | 2022-03-31 10:00 @ 47,293.66 | 2022-03-31 12:00 @ 47,137.07 | 2h | −$10.41 | -0.43% | signal |
| 86 | long | 2022-03-31 13:00 @ 47,392.88 | 2022-03-31 14:00 @ 46,896.02 | 1h | −$27.70 | -1.15% | signal |
| 87 | short | 2022-03-31 20:00 @ 45,568.98 | 2022-04-01 15:00 @ 46,105.92 | 19h | −$30.36 | -1.26% | signal |
| 88 | long | 2022-04-01 16:00 @ 46,532.90 | 2022-04-02 16:00 @ 46,274.74 | 1d | −$16.40 | -0.68% | signal |
| 89 | short | 2022-04-03 03:00 @ 45,754.65 | 2022-04-03 05:00 @ 46,359.27 | 2h | −$34.06 | -1.42% | signal |
| 90 | long | 2022-04-03 13:00 @ 46,368.67 | 2022-04-04 01:00 @ 45,837.83 | 12h | −$30.17 | -1.26% | signal |
| 91 | short | 2022-04-04 02:00 @ 45,831.03 | 2022-04-04 21:00 @ 46,302.76 | 19h | −$26.40 | -1.11% | signal |
| 92 | long | 2022-04-04 22:00 @ 46,451.89 | 2022-04-05 15:00 @ 45,789.84 | 17h | −$36.64 | -1.54% | signal |
| 93 | short | 2022-04-05 16:00 @ 45,731.35 | 2022-04-10 17:00 @ 42,771.85 | 5d 1h | $153.67 | +6.50% | signal |
| 94 | short | 2022-04-10 23:00 @ 42,078.98 | 2022-04-13 14:00 @ 40,504.50 | 2d 15h | $87.42 | +3.64% | signal |
| 95 | short | 2022-04-14 12:00 @ 40,905.32 | 2022-04-14 13:00 @ 41,133.23 | 1h | −$15.93 | -0.66% | signal |
| 96 | short | 2022-04-14 14:00 @ 40,578.18 | 2022-04-15 15:00 @ 40,442.89 | 1d 1h | $5.28 | +0.22% | signal |
| 97 | short | 2022-04-16 11:00 @ 40,394.92 | 2022-04-16 12:00 @ 40,411.28 | 1h | −$3.40 | -0.14% | signal |
| 98 | short | 2022-04-16 14:00 @ 40,408.12 | 2022-04-16 15:00 @ 40,488.50 | 1h | −$7.24 | -0.30% | signal |
| 99 | short | 2022-04-16 16:00 @ 40,031.69 | 2022-04-16 22:00 @ 40,473.09 | 6h | −$28.94 | -1.20% | signal |
| 100 | short | 2022-04-17 03:00 @ 40,135.97 | 2022-04-17 06:00 @ 40,353.97 | 3h | −$15.51 | -0.64% | signal |
| 101 | short | 2022-04-17 17:00 @ 40,167.06 | 2022-04-17 20:00 @ 40,365.97 | 3h | −$14.33 | -0.60% | signal |
| 102 | short | 2022-04-17 21:00 @ 40,237.95 | 2022-04-18 18:00 @ 40,197.44 | 21h | −$0.59 | -0.02% | signal |
| 103 | long | 2022-04-18 22:00 @ 40,798.76 | 2022-04-20 19:00 @ 40,951.81 | 1d 21h | $5.79 | +0.24% | signal |
| 104 | long | 2022-04-21 04:00 @ 41,682.23 | 2022-04-21 18:00 @ 41,538.39 | 14h | −$10.70 | -0.45% | signal |
| 105 | short | 2022-04-21 21:00 @ 40,586.58 | 2022-04-25 17:00 @ 39,460.39 | 3d 20h | $62.18 | +2.59% | signal |
| 106 | long | 2022-04-25 20:00 @ 40,212.04 | 2022-04-26 14:00 @ 39,800.04 | 18h | −$27.66 | -1.14% | signal |
| 107 | short | 2022-04-26 15:00 @ 39,261.75 | 2022-04-27 14:00 @ 39,325.06 | 23h | −$6.62 | -0.27% | signal |
| 108 | long | 2022-04-28 10:00 @ 39,756.65 | 2022-04-28 14:00 @ 39,077.88 | 4h | −$43.52 | -1.81% | signal |
| 109 | long | 2022-04-28 17:00 @ 39,890.18 | 2022-04-29 05:00 @ 39,522.09 | 12h | −$24.75 | -1.03% | reverse |
| 110 | short | 2022-04-29 06:00 @ 39,479.30 | 2022-04-29 08:00 @ 39,591.92 | 2h | −$9.22 | -0.39% | signal |
| 111 | short | 2022-04-29 09:00 @ 39,393.42 | 2022-05-01 16:00 @ 38,478.09 | 2d 7h | $53.30 | +2.23% | signal |
| 112 | short | 2022-05-02 13:00 @ 38,481.20 | 2022-05-02 14:00 @ 38,916.48 | 1h | −$29.60 | -1.23% | signal |
| 113 | short | 2022-05-02 19:00 @ 38,199.46 | 2022-05-02 20:00 @ 38,559.71 | 1h | −$25.00 | -1.04% | signal |
| 114 | short | 2022-05-02 21:00 @ 38,304.24 | 2022-05-02 22:00 @ 38,647.83 | 1h | −$23.83 | -1.00% | signal |
| 115 | short | 2022-05-02 23:00 @ 38,584.18 | 2022-05-03 00:00 @ 38,533.21 | 1h | $0.77 | +0.03% | signal |
| 116 | short | 2022-05-03 01:00 @ 38,404.32 | 2022-05-03 02:00 @ 38,523.30 | 1h | −$9.77 | -0.41% | signal |
| 117 | short | 2022-05-03 03:00 @ 38,400.62 | 2022-05-03 04:00 @ 38,530.30 | 1h | −$10.43 | -0.44% | signal |
| 118 | short | 2022-05-03 05:00 @ 38,495.90 | 2022-05-03 06:00 @ 38,527.10 | 1h | −$4.31 | -0.18% | signal |
| 119 | short | 2022-05-03 07:00 @ 38,462.31 | 2022-05-03 08:00 @ 38,560.71 | 1h | −$8.46 | -0.36% | signal |
| 120 | short | 2022-05-03 10:00 @ 38,447.51 | 2022-05-03 12:00 @ 38,569.61 | 2h | −$9.92 | -0.42% | signal |
| 121 | short | 2022-05-03 13:00 @ 38,434.81 | 2022-05-04 07:00 @ 38,387.28 | 18h | $1.03 | +0.04% | signal |
| 122 | long | 2022-05-04 09:00 @ 38,964.99 | 2022-05-05 14:00 @ 38,984.90 | 1d 5h | −$1.88 | -0.08% | signal |
| 123 | short | 2022-05-05 15:00 @ 38,206.86 | 2022-05-11 11:00 @ 31,841.47 | 5d 20h | $394.87 | +16.64% | signal |
| 124 | short | 2022-05-11 13:00 @ 29,288.74 | 2022-05-11 15:00 @ 31,821.26 | 2h | −$216.26 | -8.75% | signal |
| 125 | short | 2022-05-11 17:00 @ 30,317.14 | 2022-05-13 01:00 @ 29,530.10 | 1d 8h | $58.46 | +2.42% | signal |
| 126 | short | 2022-05-13 23:00 @ 29,796.94 | 2022-05-14 18:00 @ 29,605.92 | 19h | $13.89 | +0.57% | signal |
| 127 | short | 2022-05-16 07:00 @ 29,551.49 | 2022-05-16 11:00 @ 30,167.93 | 4h | −$53.04 | -2.18% | signal |
| 128 | short | 2022-05-16 12:00 @ 29,933.61 | 2022-05-16 22:00 @ 30,168.53 | 10h | −$21.32 | -0.88% | signal |
| 129 | short | 2022-05-17 18:00 @ 30,061.89 | 2022-05-17 22:00 @ 30,536.61 | 4h | −$40.60 | -1.68% | signal |
| 130 | short | 2022-05-18 02:00 @ 30,109.28 | 2022-05-18 03:00 @ 30,210.84 | 1h | −$10.53 | -0.44% | signal |
| 131 | short | 2022-05-18 04:00 @ 29,809.34 | 2022-05-19 14:00 @ 29,513.90 | 1d 10h | $21.49 | +0.89% | signal |
| 132 | long | 2022-05-20 02:00 @ 30,477.39 | 2022-05-20 14:00 @ 29,426.64 | 12h | −$85.67 | -3.56% | stop loss |
| 133 | short | 2022-05-20 15:00 @ 29,479.80 | 2022-05-21 16:00 @ 29,537.31 | 1d 1h | −$6.87 | -0.29% | signal |
| 134 | short | 2022-05-22 05:00 @ 29,264.35 | 2022-05-22 09:00 @ 29,547.71 | 4h | −$25.58 | -1.07% | signal |
| 135 | long | 2022-05-22 10:00 @ 30,138.53 | 2022-05-23 19:00 @ 29,860.13 | 1d 9h | −$25.30 | -1.06% | signal |
| 136 | short | 2022-05-23 20:00 @ 29,056.79 | 2022-05-24 22:00 @ 29,578.21 | 1d 2h | −$45.23 | -1.91% | signal |
| 137 | long | 2022-05-25 03:00 @ 30,114.32 | 2022-05-25 12:00 @ 29,397.62 | 9h | −$58.78 | -2.49% | signal |
| 138 | short | 2022-05-25 20:00 @ 29,578.08 | 2022-05-25 21:00 @ 29,782.16 | 1h | −$18.55 | -0.79% | signal |
| 139 | short | 2022-05-26 00:00 @ 29,530.79 | 2022-05-26 01:00 @ 29,783.46 | 1h | −$22.22 | -0.95% | signal |
| 140 | short | 2022-05-26 02:00 @ 29,664.07 | 2022-05-26 03:00 @ 29,804.06 | 1h | −$13.37 | -0.57% | signal |
| 141 | short | 2022-05-26 06:00 @ 29,707.96 | 2022-05-26 08:00 @ 29,720.94 | 2h | −$3.35 | -0.14% | signal |
| 142 | short | 2022-05-26 09:00 @ 28,985.20 | 2022-05-26 17:00 @ 29,581.12 | 8h | −$50.31 | -2.16% | signal |
| 143 | short | 2022-05-27 01:00 @ 29,065.29 | 2022-05-27 14:00 @ 29,312.06 | 13h | −$21.80 | -0.94% | signal |
| 144 | short | 2022-05-27 17:00 @ 28,719.85 | 2022-05-28 14:00 @ 29,071.91 | 21h | −$30.27 | -1.31% | signal |
| 145 | long | 2022-05-29 23:00 @ 29,421.68 | 2022-06-01 15:00 @ 31,154.17 | 2d 16h | $131.54 | +5.70% | signal |
| 146 | short | 2022-06-01 18:00 @ 30,157.27 | 2022-06-02 17:00 @ 30,281.96 | 23h | −$11.95 | -0.51% | reverse |
| 147 | long | 2022-06-02 20:00 @ 30,278.25 | 2022-06-02 21:00 @ 30,224.85 | 1h | −$6.46 | -0.28% | signal |
| 148 | long | 2022-06-02 22:00 @ 30,354.27 | 2022-06-03 01:00 @ 30,379.82 | 3h | −$0.29 | -0.01% | signal |
| 149 | long | 2022-06-03 02:00 @ 30,620.12 | 2022-06-03 05:00 @ 30,404.52 | 3h | −$18.77 | -0.80% | signal |
| 150 | long | 2022-06-03 06:00 @ 30,531.00 | 2022-06-03 07:00 @ 30,343.93 | 1h | −$16.61 | -0.71% | signal |
| 151 | long | 2022-06-03 08:00 @ 30,430.28 | 2022-06-03 09:00 @ 30,422.81 | 1h | −$2.86 | -0.12% | signal |
| 152 | short | 2022-06-03 11:00 @ 29,807.54 | 2022-06-05 16:00 @ 29,964.39 | 2d 5h | −$14.00 | -0.60% | signal |
| 153 | long | 2022-06-05 20:00 @ 30,042.31 | 2022-06-07 01:00 @ 30,186.76 | 1d 5h | $7.99 | +0.34% | signal |
| 154 | short | 2022-06-07 02:00 @ 29,549.89 | 2022-06-07 19:00 @ 30,624.29 | 17h | −$87.21 | -3.75% | stop loss |
| 155 | long | 2022-06-07 21:00 @ 31,356.17 | 2022-06-08 03:00 @ 30,288.15 | 6h | −$80.93 | -3.51% | stop loss |
| 156 | short | 2022-06-08 19:00 @ 30,218.56 | 2022-06-08 22:00 @ 30,415.08 | 3h | −$17.13 | -0.75% | signal |
| 157 | short | 2022-06-09 01:00 @ 30,204.86 | 2022-06-09 08:00 @ 30,483.50 | 7h | −$23.31 | -1.02% | signal |
| 158 | long | 2022-06-09 09:00 @ 30,502.70 | 2022-06-09 12:00 @ 30,280.64 | 3h | −$18.81 | -0.83% | signal |
| 159 | short | 2022-06-09 14:00 @ 30,151.77 | 2022-06-15 22:00 @ 22,201.84 | 6d 8h | $596.81 | +26.32% | signal |
| 160 | short | 2022-06-16 10:00 @ 21,262.25 | 2022-06-19 11:00 @ 19,892.48 | 3d 1h | $153.46 | +6.35% | signal |
| 161 | short | 2022-06-20 17:00 @ 20,266.85 | 2022-06-20 19:00 @ 20,041.91 | 2h | $24.81 | +1.01% | signal |
| 162 | short | 2022-06-20 20:00 @ 20,060.39 | 2022-06-20 21:00 @ 20,450.09 | 1h | −$50.30 | -2.04% | signal |
| 163 | short | 2022-06-22 01:00 @ 20,575.78 | 2022-06-22 14:00 @ 20,719.54 | 13h | −$19.64 | -0.80% | signal |
| 164 | short | 2022-06-22 17:00 @ 20,307.64 | 2022-06-23 07:00 @ 20,541.61 | 14h | −$30.64 | -1.25% | signal |
| 165 | long | 2022-06-24 03:00 @ 21,169.53 | 2022-06-24 16:00 @ 20,871.32 | 13h | −$36.98 | -1.52% | reverse |
| 166 | long | 2022-06-24 22:00 @ 21,310.76 | 2022-06-25 16:00 @ 20,954.81 | 18h | −$43.25 | -1.78% | signal |
| 167 | short | 2022-06-25 17:00 @ 21,037.89 | 2022-06-25 18:00 @ 21,091.82 | 1h | −$8.61 | -0.36% | signal |
| 168 | long | 2022-06-25 22:00 @ 21,512.30 | 2022-06-26 18:00 @ 21,247.15 | 20h | −$32.65 | -1.35% | signal |
| 169 | short | 2022-06-26 19:00 @ 21,173.06 | 2022-06-26 20:00 @ 21,277.85 | 1h | −$14.32 | -0.60% | signal |
| 170 | short | 2022-06-26 23:00 @ 21,132.37 | 2022-06-27 05:00 @ 21,240.25 | 6h | −$14.49 | -0.60% | signal |
| 171 | short | 2022-06-27 06:00 @ 21,168.87 | 2022-06-27 07:00 @ 21,262.25 | 1h | −$12.99 | -0.54% | signal |
| 172 | long | 2022-06-27 09:00 @ 21,480.80 | 2022-06-27 13:00 @ 21,227.35 | 4h | −$30.65 | -1.28% | signal |
| 173 | short | 2022-06-27 14:00 @ 20,725.85 | 2022-06-28 09:00 @ 21,106.32 | 19h | −$46.30 | -1.94% | signal |
| 174 | short | 2022-06-28 17:00 @ 20,697.66 | 2022-07-01 00:00 @ 19,927.28 | 2d 7h | $86.07 | +3.62% | signal |
| 175 | short | 2022-07-01 11:00 @ 19,058.69 | 2022-07-03 20:00 @ 19,487.40 | 2d 9h | −$56.08 | -2.34% | signal |
| 176 | short | 2022-07-04 03:00 @ 19,062.29 | 2022-07-04 10:00 @ 19,361.97 | 7h | −$39.77 | -1.67% | signal |
| 177 | long | 2022-07-04 18:00 @ 19,891.78 | 2022-07-05 12:00 @ 19,510.40 | 18h | −$48.23 | -2.03% | signal |
| 178 | short | 2022-07-05 13:00 @ 19,360.53 | 2022-07-05 18:00 @ 19,695.84 | 5h | −$43.28 | -1.83% | signal |
| 179 | long | 2022-07-05 20:00 @ 20,396.98 | 2022-07-06 03:00 @ 19,851.23 | 7h | −$65.46 | -2.78% | reverse |
| 180 | long | 2022-07-06 10:00 @ 20,196.24 | 2022-07-10 01:00 @ 21,362.43 | 3d 15h | $130.20 | +5.58% | signal |
| 181 | short | 2022-07-11 02:00 @ 20,540.99 | 2022-07-13 18:00 @ 19,879.28 | 2d 16h | $74.65 | +3.15% | signal |
| 182 | short | 2022-07-14 14:00 @ 19,751.15 | 2022-07-14 16:00 @ 20,383.48 | 2h | −$78.81 | -3.30% | signal |
| 183 | long | 2022-07-14 18:00 @ 20,727.34 | 2022-07-16 07:00 @ 20,537.29 | 1d 13h | −$24.48 | -1.03% | signal |
| 184 | long | 2022-07-16 17:00 @ 21,458.59 | 2022-07-17 17:00 @ 20,850.90 | 1d | −$69.79 | -2.96% | stop loss |
| 185 | long | 2022-07-18 06:00 @ 21,856.37 | 2022-07-18 21:00 @ 21,484.50 | 15h | −$42.66 | -1.82% | signal |
| 186 | long | 2022-07-19 14:00 @ 22,318.06 | 2022-07-21 03:00 @ 22,684.36 | 1d 13h | $34.75 | +1.49% | signal |
| 187 | long | 2022-07-21 23:00 @ 23,015.90 | 2022-07-22 03:00 @ 22,973.20 | 4h | −$6.92 | -0.30% | signal |
| 188 | long | 2022-07-22 05:00 @ 22,967.89 | 2022-07-22 17:00 @ 23,097.18 | 12h | $10.46 | +0.45% | signal |
| 189 | short | 2022-07-23 12:00 @ 22,222.35 | 2022-07-24 06:00 @ 22,746.35 | 18h | −$57.26 | -2.45% | signal |
| 190 | long | 2022-07-24 07:00 @ 22,673.73 | 2022-07-24 10:00 @ 22,606.18 | 3h | −$9.49 | -0.41% | signal |
| 191 | long | 2022-07-24 11:00 @ 22,512.40 | 2022-07-24 13:00 @ 22,480.50 | 2h | −$5.62 | -0.24% | signal |
| 192 | long | 2022-07-24 14:00 @ 22,563.21 | 2022-07-24 23:00 @ 22,643.27 | 9h | $5.72 | +0.25% | signal |
| 193 | short | 2022-07-25 01:00 @ 22,310.24 | 2022-07-27 14:00 @ 21,453.69 | 2d 13h | $87.76 | +3.77% | signal |
| 194 | long | 2022-07-27 19:00 @ 22,549.41 | 2022-07-30 23:00 @ 23,685.76 | 3d 4h | $113.65 | +4.84% | signal |
| 195 | long | 2022-07-31 19:00 @ 23,746.85 | 2022-07-31 22:00 @ 23,577.38 | 3h | −$19.32 | -0.81% | signal |
| 196 | short | 2022-08-01 11:00 @ 23,021.79 | 2022-08-02 17:00 @ 23,371.97 | 1d 6h | −$37.68 | -1.59% | signal |
| 197 | long | 2022-08-02 18:00 @ 23,180.24 | 2022-08-02 19:00 @ 22,968.51 | 1h | −$23.91 | -1.01% | signal |
| 198 | long | 2022-08-02 22:00 @ 23,083.62 | 2022-08-02 23:00 @ 23,086.98 | 1h | −$2.01 | -0.09% | signal |
| 199 | short | 2022-08-03 02:00 @ 22,784.94 | 2022-08-03 09:00 @ 23,289.16 | 7h | −$54.58 | -2.32% | signal |
| 200 | long | 2022-08-03 10:00 @ 23,378.77 | 2022-08-03 23:00 @ 22,915.42 | 13h | −$48.81 | -2.09% | 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.