[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | short | 2022-08-04 00:00 @ 22,796.94 | 2022-08-05 03:00 @ 23,038.81 | 1d 3h | −$26.94 | -1.16% | signal |
| 202 | long | 2022-08-05 04:00 @ 23,163.13 | 2022-08-05 16:00 @ 22,974.50 | 12h | −$21.38 | -0.92% | signal |
| 203 | long | 2022-08-05 23:00 @ 23,235.45 | 2022-08-07 00:00 @ 22,938.61 | 1d 1h | −$32.48 | -1.40% | signal |
| 204 | short | 2022-08-07 01:00 @ 22,870.62 | 2022-08-07 13:00 @ 23,107.62 | 12h | −$26.26 | -1.14% | signal |
| 205 | long | 2022-08-07 14:00 @ 23,146.93 | 2022-08-07 16:00 @ 23,007.60 | 2h | −$16.15 | -0.70% | signal |
| 206 | long | 2022-08-07 18:00 @ 23,239.75 | 2022-08-09 10:00 @ 23,460.51 | 1d 16h | $18.56 | +0.81% | signal |
| 207 | short | 2022-08-09 12:00 @ 23,253.05 | 2022-08-10 12:00 @ 23,745.42 | 1d | −$50.87 | -2.21% | stop loss |
| 208 | long | 2022-08-10 13:00 @ 23,973.39 | 2022-08-11 23:00 @ 23,874.42 | 1d 10h | −$12.47 | -0.54% | signal |
| 209 | long | 2022-08-12 19:00 @ 24,116.72 | 2022-08-14 17:00 @ 24,298.54 | 1d 22h | $14.70 | +0.64% | signal |
| 210 | long | 2022-08-15 02:00 @ 24,637.63 | 2022-08-15 06:00 @ 24,094.19 | 4h | −$52.78 | -2.30% | stop loss |
| 211 | short | 2022-08-15 13:00 @ 23,932.91 | 2022-08-16 04:00 @ 24,077.41 | 15h | −$15.99 | -0.70% | reverse |
| 212 | long | 2022-08-16 08:00 @ 24,059.21 | 2022-08-16 09:00 @ 23,973.30 | 1h | −$10.39 | -0.46% | signal |
| 213 | short | 2022-08-16 15:00 @ 23,705.46 | 2022-08-17 05:00 @ 24,056.41 | 14h | −$35.82 | -1.58% | signal |
| 214 | long | 2022-08-17 06:00 @ 24,155.93 | 2022-08-17 08:00 @ 23,769.45 | 2h | −$38.43 | -1.70% | signal |
| 215 | short | 2022-08-17 10:00 @ 23,813.14 | 2022-08-21 12:00 @ 21,518.70 | 4d 2h | $215.41 | +9.57% | signal |
| 216 | short | 2022-08-22 06:00 @ 21,411.12 | 2022-08-23 00:00 @ 21,391.28 | 18h | −$0.15 | -0.01% | signal |
| 217 | short | 2022-08-23 06:00 @ 20,951.01 | 2022-08-23 08:00 @ 21,512.43 | 2h | −$64.22 | -2.79% | stop loss |
| 218 | short | 2022-08-24 04:00 @ 21,248.85 | 2022-08-24 06:00 @ 21,411.58 | 2h | −$19.83 | -0.87% | signal |
| 219 | short | 2022-08-24 07:00 @ 21,387.42 | 2022-08-24 12:00 @ 21,430.39 | 5h | −$6.98 | -0.31% | signal |
| 220 | short | 2022-08-25 16:00 @ 21,552.69 | 2022-08-25 18:00 @ 21,562.61 | 2h | −$3.23 | -0.14% | signal |
| 221 | short | 2022-08-26 01:00 @ 21,467.01 | 2022-08-26 02:00 @ 21,553.81 | 1h | −$11.51 | -0.50% | signal |
| 222 | short | 2022-08-26 03:00 @ 21,583.48 | 2022-08-26 04:00 @ 21,546.21 | 1h | $1.66 | +0.07% | signal |
| 223 | short | 2022-08-26 05:00 @ 21,515.80 | 2022-08-26 13:00 @ 21,630.83 | 8h | −$14.40 | -0.63% | signal |
| 224 | short | 2022-08-26 15:00 @ 21,140.67 | 2022-08-29 14:00 @ 20,070.91 | 2d 23h | $111.95 | +4.92% | signal |
| 225 | short | 2022-08-30 14:00 @ 20,260.15 | 2022-08-31 02:00 @ 20,232.75 | 12h | $0.63 | +0.03% | signal |
| 226 | short | 2022-08-31 23:00 @ 20,144.27 | 2022-09-01 21:00 @ 20,064.41 | 22h | $7.18 | +0.31% | signal |
| 227 | short | 2022-09-02 18:00 @ 19,787.44 | 2022-09-04 13:00 @ 19,870.57 | 1d 19h | −$11.62 | -0.50% | signal |
| 228 | short | 2022-09-05 06:00 @ 19,708.16 | 2022-09-05 15:00 @ 19,838.67 | 9h | −$17.58 | -0.76% | signal |
| 229 | short | 2022-09-05 20:00 @ 19,696.96 | 2022-09-06 00:00 @ 20,027.51 | 4h | −$40.90 | -1.78% | stop loss |
| 230 | long | 2022-09-06 01:00 @ 20,097.72 | 2022-09-06 02:00 @ 19,758.95 | 1h | −$40.84 | -1.78% | signal |
| 231 | short | 2022-09-06 14:00 @ 19,771.14 | 2022-09-06 15:00 @ 19,832.17 | 1h | −$9.31 | -0.41% | signal |
| 232 | short | 2022-09-06 18:00 @ 19,084.38 | 2022-09-07 21:00 @ 19,378.67 | 1d 3h | −$37.60 | -1.65% | signal |
| 233 | short | 2022-09-08 17:00 @ 19,174.86 | 2022-09-08 20:00 @ 19,345.57 | 3h | −$22.45 | -0.99% | signal |
| 234 | long | 2022-09-09 04:00 @ 19,939.99 | 2022-09-13 13:00 @ 21,393.02 | 4d 9h | $159.43 | +7.05% | signal |
| 235 | short | 2022-09-13 15:00 @ 20,997.20 | 2022-09-17 01:00 @ 19,941.69 | 3d 10h | $114.24 | +4.97% | signal |
| 236 | short | 2022-09-18 10:00 @ 19,820.54 | 2022-09-18 13:00 @ 19,980.70 | 3h | −$21.16 | -0.91% | signal |
| 237 | short | 2022-09-18 14:00 @ 19,951.71 | 2022-09-19 20:00 @ 19,508.60 | 1d 6h | $49.29 | +2.12% | signal |
| 238 | short | 2022-09-20 13:00 @ 19,113.48 | 2022-09-21 12:00 @ 19,159.33 | 23h | −$7.75 | -0.33% | signal |
| 239 | long | 2022-09-21 18:00 @ 19,843.37 | 2022-09-21 18:00 @ 18,817.32 | 0m | −$122.98 | -5.27% | stop loss |
| 240 | short | 2022-09-21 22:00 @ 18,451.71 | 2022-09-22 09:00 @ 19,198.84 | 11h | −$96.07 | -4.17% | signal |
| 241 | short | 2022-09-23 08:00 @ 19,212.66 | 2022-09-23 23:00 @ 19,329.27 | 15h | −$16.17 | -0.71% | signal |
| 242 | short | 2022-09-24 22:00 @ 18,937.71 | 2022-09-25 04:00 @ 19,048.21 | 6h | −$15.54 | -0.68% | signal |
| 243 | short | 2022-09-25 05:00 @ 18,995.70 | 2022-09-25 08:00 @ 19,092.92 | 3h | −$13.90 | -0.61% | signal |
| 244 | short | 2022-09-25 15:00 @ 18,903.32 | 2022-09-26 08:00 @ 19,259.24 | 17h | −$44.87 | -1.98% | stop loss |
| 245 | long | 2022-09-26 09:00 @ 19,268.55 | 2022-09-26 12:00 @ 18,860.93 | 3h | −$49.98 | -2.21% | signal |
| 246 | long | 2022-09-27 00:00 @ 19,220.14 | 2022-09-27 17:00 @ 19,098.28 | 17h | −$16.95 | -0.75% | signal |
| 247 | short | 2022-09-27 18:00 @ 18,943.21 | 2022-09-28 15:00 @ 19,376.77 | 21h | −$53.54 | -2.39% | signal |
| 248 | long | 2022-09-28 16:00 @ 19,481.80 | 2022-09-29 13:00 @ 19,201.66 | 21h | −$34.65 | -1.56% | signal |
| 249 | short | 2022-09-29 14:00 @ 18,977.10 | 2022-09-29 17:00 @ 19,445.19 | 3h | −$56.81 | -2.56% | signal |
| 250 | short | 2022-09-29 18:00 @ 19,253.55 | 2022-09-29 20:00 @ 19,403.18 | 2h | −$19.34 | -0.88% | signal |
| 251 | long | 2022-09-29 21:00 @ 19,503.30 | 2022-09-30 03:00 @ 19,351.13 | 6h | −$19.57 | -0.89% | signal |
| 252 | long | 2022-09-30 04:00 @ 19,397.88 | 2022-09-30 13:00 @ 19,286.64 | 9h | −$14.99 | -0.68% | signal |
| 253 | long | 2022-09-30 15:00 @ 19,986.60 | 2022-09-30 21:00 @ 19,412.32 | 6h | −$65.32 | -2.98% | signal |
| 254 | short | 2022-10-01 06:00 @ 19,308.94 | 2022-10-03 12:00 @ 19,244.35 | 2d 6h | $6.07 | +0.28% | signal |
| 255 | long | 2022-10-03 15:00 @ 19,410.58 | 2022-10-05 15:00 @ 19,868.63 | 2d | $47.81 | +2.20% | signal |
| 256 | long | 2022-10-06 01:00 @ 20,266.55 | 2022-10-06 16:00 @ 20,000.30 | 15h | −$31.13 | -1.42% | signal |
| 257 | short | 2022-10-07 13:00 @ 19,604.88 | 2022-10-09 16:00 @ 19,528.40 | 2d 3h | $6.93 | +0.32% | signal |
| 258 | short | 2022-10-10 06:00 @ 19,399.52 | 2022-10-12 10:00 @ 19,166.13 | 2d 4h | $25.50 | +1.17% | signal |
| 259 | short | 2022-10-13 03:00 @ 19,075.78 | 2022-10-13 17:00 @ 19,081.32 | 14h | −$2.52 | -0.12% | signal |
| 260 | long | 2022-10-13 19:00 @ 19,413.28 | 2022-10-14 16:00 @ 19,349.03 | 21h | −$9.72 | -0.44% | signal |
| 261 | short | 2022-10-14 17:00 @ 19,293.14 | 2022-10-14 18:00 @ 19,358.97 | 1h | −$9.64 | -0.44% | signal |
| 262 | short | 2022-10-14 19:00 @ 19,203.06 | 2022-10-16 20:00 @ 19,373.67 | 2d 1h | −$21.17 | -0.97% | signal |
| 263 | long | 2022-10-16 21:00 @ 19,323.86 | 2022-10-16 22:00 @ 19,134.57 | 1h | −$23.50 | -1.08% | signal |
| 264 | long | 2022-10-16 23:00 @ 19,293.66 | 2022-10-17 02:00 @ 19,163.07 | 3h | −$16.87 | -0.78% | signal |
| 265 | long | 2022-10-17 08:00 @ 19,288.86 | 2022-10-18 15:00 @ 19,405.52 | 1d 7h | $10.25 | +0.47% | signal |
| 266 | short | 2022-10-18 19:00 @ 19,207.86 | 2022-10-20 15:00 @ 19,320.16 | 1d 20h | −$13.92 | -0.64% | signal |
| 267 | short | 2022-10-20 19:00 @ 19,050.89 | 2022-10-21 16:00 @ 19,162.43 | 21h | −$14.66 | -0.68% | signal |
| 268 | long | 2022-10-22 15:00 @ 19,230.25 | 2022-10-22 18:00 @ 19,138.07 | 3h | −$12.52 | -0.58% | reverse |
| 269 | short | 2022-10-22 19:00 @ 19,156.87 | 2022-10-22 20:00 @ 19,178.84 | 1h | −$4.64 | -0.21% | signal |
| 270 | short | 2022-10-23 08:00 @ 19,147.77 | 2022-10-23 09:00 @ 19,177.23 | 1h | −$5.46 | -0.25% | signal |
| 271 | short | 2022-10-23 10:00 @ 19,169.17 | 2022-10-23 11:00 @ 19,163.83 | 1h | −$1.56 | -0.07% | signal |
| 272 | short | 2022-10-23 12:00 @ 19,138.27 | 2022-10-23 14:00 @ 19,173.03 | 2h | −$6.08 | -0.28% | signal |
| 273 | short | 2022-10-23 17:00 @ 19,165.07 | 2022-10-23 17:00 @ 19,354.40 | 0m | −$23.46 | -1.09% | stop loss |
| 274 | long | 2022-10-23 18:00 @ 19,472.59 | 2022-10-24 04:00 @ 19,268.32 | 10h | −$24.90 | -1.16% | stop loss |
| 275 | short | 2022-10-25 10:00 @ 19,250.85 | 2022-10-25 13:00 @ 19,318.96 | 3h | −$9.73 | -0.45% | signal |
| 276 | long | 2022-10-25 14:00 @ 19,473.29 | 2022-10-27 21:00 @ 20,379.12 | 2d 7h | $97.09 | +4.54% | signal |
| 277 | long | 2022-10-28 17:00 @ 20,696.14 | 2022-10-30 10:00 @ 20,679.56 | 1d 17h | −$4.16 | -0.19% | signal |
| 278 | long | 2022-10-31 10:00 @ 20,708.84 | 2022-10-31 13:00 @ 20,356.95 | 3h | −$38.91 | -1.80% | stop loss |
| 279 | long | 2022-11-01 03:00 @ 20,572.21 | 2022-11-01 04:00 @ 20,467.21 | 1h | −$13.14 | -0.61% | signal |
| 280 | long | 2022-11-01 05:00 @ 20,488.40 | 2022-11-01 06:00 @ 20,514.90 | 1h | $0.63 | +0.03% | signal |
| 281 | long | 2022-11-01 10:00 @ 20,588.12 | 2022-11-01 12:00 @ 20,507.70 | 2h | −$10.55 | -0.49% | signal |
| 282 | long | 2022-11-01 13:00 @ 20,537.11 | 2022-11-01 14:00 @ 20,407.12 | 1h | −$15.74 | -0.73% | signal |
| 283 | long | 2022-11-02 00:00 @ 20,476.19 | 2022-11-02 01:00 @ 20,503.60 | 1h | $0.62 | +0.03% | signal |
| 284 | long | 2022-11-02 17:00 @ 20,517.30 | 2022-11-02 18:00 @ 20,427.11 | 1h | −$11.57 | -0.54% | signal |
| 285 | short | 2022-11-02 20:00 @ 20,237.15 | 2022-11-04 04:00 @ 20,313.36 | 1d 8h | −$9.90 | -0.46% | signal |
| 286 | long | 2022-11-04 06:00 @ 20,435.89 | 2022-11-06 22:00 @ 21,113.08 | 2d 16h | $67.60 | +3.16% | signal |
| 287 | short | 2022-11-07 08:00 @ 20,623.97 | 2022-11-10 14:00 @ 17,652.83 | 3d 6h | $304.66 | +14.13% | signal |
| 288 | short | 2022-11-11 10:00 @ 17,379.42 | 2022-11-14 07:00 @ 16,631.23 | 2d 21h | $93.82 | +4.20% | signal |
| 289 | short | 2022-11-14 20:00 @ 16,241.85 | 2022-11-15 00:00 @ 16,608.62 | 4h | −$53.22 | -2.36% | signal |
| 290 | short | 2022-11-16 05:00 @ 16,896.22 | 2022-11-16 06:00 @ 16,915.18 | 1h | −$4.76 | -0.21% | signal |
| 291 | short | 2022-11-16 07:00 @ 16,856.13 | 2022-11-16 08:00 @ 16,817.46 | 1h | $2.90 | +0.13% | signal |
| 292 | short | 2022-11-16 09:00 @ 16,777.64 | 2022-11-17 17:00 @ 16,646.83 | 1d 8h | $14.83 | +0.66% | signal |
| 293 | short | 2022-11-18 15:00 @ 16,687.06 | 2022-11-19 00:00 @ 16,693.04 | 9h | −$3.03 | -0.13% | signal |
| 294 | short | 2022-11-19 01:00 @ 16,653.57 | 2022-11-19 12:00 @ 16,672.63 | 11h | −$4.64 | -0.21% | signal |
| 295 | short | 2022-11-20 09:00 @ 16,602.18 | 2022-11-22 14:00 @ 16,165.63 | 2d 5h | $56.84 | +2.53% | signal |
| 296 | long | 2022-11-23 04:00 @ 16,581.22 | 2022-11-25 01:00 @ 16,516.10 | 1d 21h | −$11.69 | -0.52% | reverse |
| 297 | short | 2022-11-25 02:00 @ 16,514.10 | 2022-11-25 03:00 @ 16,522.70 | 1h | −$3.43 | -0.15% | signal |
| 298 | short | 2022-11-25 04:00 @ 16,476.90 | 2022-11-25 12:00 @ 16,526.80 | 8h | −$9.07 | -0.40% | signal |
| 299 | long | 2022-11-26 01:00 @ 16,574.01 | 2022-11-26 16:00 @ 16,503.10 | 15h | −$11.83 | -0.53% | signal |
| 300 | short | 2022-11-26 17:00 @ 16,497.70 | 2022-11-27 03:00 @ 16,523.50 | 10h | −$5.74 | -0.26% | signal |
| 301 | short | 2022-11-27 04:00 @ 16,516.80 | 2022-11-27 05:00 @ 16,559.91 | 1h | −$8.12 | -0.36% | signal |
| 302 | long | 2022-11-27 12:00 @ 16,547.61 | 2022-11-27 18:00 @ 16,520.30 | 6h | −$6.03 | -0.27% | signal |
| 303 | long | 2022-11-27 19:00 @ 16,559.41 | 2022-11-27 23:00 @ 16,404.77 | 4h | −$23.19 | -1.03% | stop loss |
| 304 | short | 2022-11-28 00:00 @ 16,419.22 | 2022-11-29 05:00 @ 16,426.08 | 1d 5h | −$3.01 | -0.13% | signal |
| 305 | long | 2022-11-29 06:00 @ 16,480.20 | 2022-11-29 15:00 @ 16,352.43 | 9h | −$19.57 | -0.87% | signal |
| 306 | long | 2022-11-29 23:00 @ 16,492.70 | 2022-12-02 03:00 @ 16,909.72 | 2d 4h | $53.47 | +2.40% | signal |
| 307 | long | 2022-12-02 12:00 @ 16,990.40 | 2022-12-02 13:00 @ 16,771.01 | 1h | −$31.23 | -1.39% | stop loss |
| 308 | long | 2022-12-02 20:00 @ 16,982.60 | 2022-12-03 08:00 @ 16,951.31 | 12h | −$6.43 | -0.29% | signal |
| 309 | long | 2022-12-04 05:00 @ 17,002.70 | 2022-12-04 12:00 @ 16,935.01 | 7h | −$11.28 | -0.50% | signal |
| 310 | long | 2022-12-04 15:00 @ 17,002.30 | 2022-12-05 16:00 @ 17,070.39 | 1d 1h | $6.70 | +0.30% | signal |
| 311 | long | 2022-12-06 16:00 @ 16,978.29 | 2022-12-06 17:00 @ 16,973.70 | 1h | −$2.89 | -0.13% | signal |
| 312 | long | 2022-12-06 19:00 @ 16,968.69 | 2022-12-06 20:00 @ 16,960.71 | 1h | −$3.29 | -0.15% | signal |
| 313 | long | 2022-12-07 00:00 @ 17,082.12 | 2022-12-07 04:00 @ 17,014.00 | 4h | −$11.31 | -0.51% | signal |
| 314 | long | 2022-12-07 05:00 @ 17,034.11 | 2022-12-07 06:00 @ 16,993.90 | 1h | −$7.49 | -0.34% | signal |
| 315 | short | 2022-12-07 08:00 @ 16,752.05 | 2022-12-08 15:00 @ 16,893.88 | 1d 7h | −$21.05 | -0.94% | signal |
| 316 | long | 2022-12-08 16:00 @ 16,911.08 | 2022-12-10 22:00 @ 17,112.58 | 2d 6h | $24.08 | +1.08% | signal |
| 317 | long | 2022-12-11 06:00 @ 17,167.83 | 2022-12-11 21:00 @ 17,090.48 | 15h | −$12.31 | -0.55% | signal |
| 318 | short | 2022-12-12 01:00 @ 16,940.01 | 2022-12-12 20:00 @ 17,100.81 | 19h | −$23.35 | -1.05% | stop loss |
| 319 | long | 2022-12-12 21:00 @ 17,117.82 | 2022-12-15 02:00 @ 17,628.07 | 2d 5h | $62.68 | +2.82% | signal |
| 320 | short | 2022-12-15 23:00 @ 17,331.23 | 2022-12-20 03:00 @ 16,716.34 | 4d 4h | $78.47 | +3.51% | signal |
| 321 | short | 2022-12-21 05:00 @ 16,782.64 | 2022-12-21 06:00 @ 16,829.87 | 1h | −$8.61 | -0.38% | signal |
| 322 | short | 2022-12-21 11:00 @ 16,850.13 | 2022-12-21 12:00 @ 16,875.77 | 1h | −$5.69 | -0.25% | signal |
| 323 | short | 2022-12-21 15:00 @ 16,785.64 | 2022-12-21 16:00 @ 16,857.97 | 1h | −$11.96 | -0.53% | signal |
| 324 | short | 2022-12-21 17:00 @ 16,770.35 | 2022-12-21 18:00 @ 16,811.26 | 1h | −$7.74 | -0.34% | signal |
| 325 | short | 2022-12-21 19:00 @ 16,778.74 | 2022-12-22 00:00 @ 16,823.06 | 5h | −$8.19 | -0.36% | signal |
| 326 | short | 2022-12-22 02:00 @ 16,806.64 | 2022-12-22 03:00 @ 16,847.47 | 1h | −$7.70 | -0.34% | signal |
| 327 | short | 2022-12-22 14:00 @ 16,771.94 | 2022-12-22 21:00 @ 16,778.76 | 7h | −$2.99 | -0.13% | signal |
| 328 | short | 2022-12-23 23:00 @ 16,780.94 | 2022-12-24 02:00 @ 16,809.16 | 3h | −$5.79 | -0.26% | signal |
| 329 | short | 2022-12-24 03:00 @ 16,815.54 | 2022-12-24 04:00 @ 16,836.67 | 1h | −$5.06 | -0.23% | signal |
| 330 | short | 2022-12-24 05:00 @ 16,818.94 | 2022-12-24 06:00 @ 16,819.26 | 1h | −$2.28 | -0.10% | signal |
| 331 | short | 2022-12-24 07:00 @ 16,807.54 | 2022-12-24 08:00 @ 16,843.57 | 1h | −$7.04 | -0.31% | signal |
| 332 | short | 2022-12-24 12:00 @ 16,815.94 | 2022-12-24 13:00 @ 16,819.56 | 1h | −$2.72 | -0.12% | signal |
| 333 | short | 2022-12-24 14:00 @ 16,806.34 | 2022-12-24 15:00 @ 16,827.36 | 1h | −$5.04 | -0.23% | signal |
| 334 | short | 2022-12-25 00:00 @ 16,825.63 | 2022-12-25 01:00 @ 16,838.47 | 1h | −$3.93 | -0.18% | signal |
| 335 | short | 2022-12-25 04:00 @ 16,820.74 | 2022-12-25 06:00 @ 16,828.67 | 2h | −$3.29 | -0.15% | signal |
| 336 | short | 2022-12-25 08:00 @ 16,813.34 | 2022-12-25 09:00 @ 16,825.36 | 1h | −$3.79 | -0.17% | signal |
| 337 | short | 2022-12-25 11:00 @ 16,813.84 | 2022-12-25 15:00 @ 16,826.86 | 4h | −$3.96 | -0.18% | signal |
| 338 | short | 2022-12-25 16:00 @ 16,780.84 | 2022-12-25 22:00 @ 16,827.16 | 6h | −$8.33 | -0.37% | signal |
| 339 | long | 2022-12-26 03:00 @ 16,884.58 | 2022-12-26 15:00 @ 16,820.24 | 12h | −$10.61 | -0.48% | signal |
| 340 | short | 2022-12-26 19:00 @ 16,807.94 | 2022-12-26 20:00 @ 16,838.27 | 1h | −$6.25 | -0.28% | signal |
| 341 | short | 2022-12-26 22:00 @ 16,822.83 | 2022-12-26 23:00 @ 16,834.87 | 1h | −$3.82 | -0.17% | signal |
| 342 | long | 2022-12-27 00:00 @ 16,916.18 | 2022-12-27 09:00 @ 16,837.13 | 9h | −$12.83 | -0.58% | reverse |
| 343 | short | 2022-12-27 13:00 @ 16,799.74 | 2022-12-30 00:00 @ 16,633.63 | 2d 11h | $20.78 | +0.94% | signal |
| 344 | short | 2022-12-30 06:00 @ 16,544.79 | 2022-12-30 22:00 @ 16,582.32 | 16h | −$6.90 | -0.31% | signal |
| 345 | short | 2022-12-31 21:00 @ 16,560.19 | 2023-01-01 13:00 @ 16,557.11 | 16h | −$1.37 | -0.06% | signal |
| 346 | long | 2023-01-02 04:00 @ 16,658.03 | 2023-01-03 15:00 @ 16,649.77 | 1d 11h | −$3.71 | -0.17% | signal |
| 347 | short | 2023-01-03 17:00 @ 16,613.98 | 2023-01-03 23:00 @ 16,673.53 | 6h | −$10.20 | -0.46% | signal |
| 348 | short | 2023-01-04 01:00 @ 16,652.27 | 2023-01-04 02:00 @ 16,699.44 | 1h | −$8.52 | -0.38% | signal |
| 349 | long | 2023-01-04 03:00 @ 16,732.45 | 2023-01-05 14:00 @ 16,767.65 | 1d 11h | $2.04 | +0.09% | signal |
| 350 | long | 2023-01-05 20:00 @ 16,859.67 | 2023-01-06 06:00 @ 16,797.94 | 10h | −$10.47 | -0.47% | signal |
| 351 | short | 2023-01-06 12:00 @ 16,728.15 | 2023-01-06 16:00 @ 16,837.47 | 4h | −$16.71 | -0.75% | signal |
| 352 | long | 2023-01-06 19:00 @ 16,844.97 | 2023-01-18 16:00 @ 21,031.29 | 11d 21h | $539.51 | +24.38% | signal |
| 353 | long | 2023-01-19 17:00 @ 20,877.67 | 2023-01-19 18:00 @ 20,834.03 | 1h | −$7.25 | -0.31% | signal |
| 354 | long | 2023-01-19 19:00 @ 20,981.30 | 2023-01-19 22:00 @ 20,925.61 | 3h | −$8.57 | -0.37% | signal |
| 355 | long | 2023-01-19 23:00 @ 21,066.61 | 2023-01-20 07:00 @ 20,934.91 | 8h | −$17.22 | -0.73% | signal |
| 356 | long | 2023-01-20 14:00 @ 21,057.21 | 2023-01-22 21:00 @ 22,459.81 | 2d 7h | $151.66 | +6.48% | signal |
| 357 | long | 2023-01-23 12:00 @ 22,910.98 | 2023-01-23 15:00 @ 22,631.27 | 3h | −$31.39 | -1.32% | signal |
| 358 | long | 2023-01-23 16:00 @ 22,856.67 | 2023-01-24 10:00 @ 22,840.63 | 18h | −$4.75 | -0.20% | signal |
| 359 | long | 2023-01-25 20:00 @ 22,747.95 | 2023-01-27 01:00 @ 22,914.02 | 1d 5h | $13.95 | +0.59% | signal |
| 360 | long | 2023-01-27 08:00 @ 23,072.71 | 2023-01-27 13:00 @ 22,922.01 | 5h | −$18.08 | -0.76% | signal |
| 361 | long | 2023-01-27 17:00 @ 23,131.33 | 2023-01-28 08:00 @ 22,979.70 | 15h | −$18.12 | -0.77% | signal |
| 362 | long | 2023-01-29 01:00 @ 23,109.82 | 2023-01-30 10:00 @ 23,188.26 | 1d 9h | $4.69 | +0.20% | signal |
| 363 | short | 2023-01-30 20:00 @ 22,779.04 | 2023-01-31 14:00 @ 23,117.12 | 18h | −$36.99 | -1.56% | signal |
| 364 | long | 2023-01-31 16:00 @ 23,118.62 | 2023-01-31 22:00 @ 22,939.41 | 6h | −$20.84 | -0.88% | signal |
| 365 | long | 2023-01-31 23:00 @ 23,183.14 | 2023-02-01 01:00 @ 23,071.68 | 2h | −$13.87 | -0.59% | signal |
| 366 | long | 2023-02-01 02:00 @ 23,123.32 | 2023-02-01 07:00 @ 23,055.39 | 5h | −$9.24 | -0.39% | signal |
| 367 | long | 2023-02-01 20:00 @ 23,384.48 | 2023-02-02 22:00 @ 23,451.51 | 1d 2h | $3.65 | +0.16% | signal |
| 368 | long | 2023-02-03 18:00 @ 23,508.80 | 2023-02-03 19:00 @ 23,414.12 | 1h | −$11.78 | -0.50% | signal |
| 369 | long | 2023-02-04 15:00 @ 23,467.19 | 2023-02-04 16:00 @ 23,415.42 | 1h | −$7.51 | -0.32% | signal |
| 370 | long | 2023-02-04 17:00 @ 23,415.78 | 2023-02-04 20:00 @ 23,422.71 | 3h | −$1.65 | -0.07% | signal |
| 371 | long | 2023-02-04 21:00 @ 23,416.28 | 2023-02-04 22:00 @ 23,410.02 | 1h | −$2.97 | -0.13% | signal |
| 372 | long | 2023-02-04 23:00 @ 23,406.08 | 2023-02-05 00:00 @ 23,317.94 | 1h | −$11.14 | -0.48% | signal |
| 373 | long | 2023-02-05 07:00 @ 23,395.48 | 2023-02-05 08:00 @ 23,372.32 | 1h | −$4.65 | -0.20% | signal |
| 374 | short | 2023-02-05 13:00 @ 23,155.47 | 2023-02-07 10:00 @ 23,006.20 | 1d 21h | $14.11 | +0.60% | signal |
| 375 | long | 2023-02-07 18:00 @ 23,282.56 | 2023-02-07 18:00 @ 22,782.38 | 0m | −$52.55 | -2.25% | stop loss |
| 376 | long | 2023-02-07 21:00 @ 23,194.54 | 2023-02-08 14:00 @ 23,099.38 | 17h | −$12.33 | -0.53% | reverse |
| 377 | short | 2023-02-08 16:00 @ 22,857.83 | 2023-02-12 10:00 @ 21,900.88 | 3d 18h | $97.28 | +4.19% | signal |
| 378 | short | 2023-02-12 22:00 @ 21,723.65 | 2023-02-13 08:00 @ 21,861.47 | 10h | −$17.19 | -0.73% | signal |
| 379 | short | 2023-02-13 09:00 @ 21,707.06 | 2023-02-14 00:00 @ 21,770.45 | 15h | −$8.95 | -0.38% | signal |
| 380 | long | 2023-02-14 15:00 @ 22,244.45 | 2023-02-17 00:00 @ 23,521.89 | 2d 9h | $130.31 | +5.57% | signal |
| 381 | long | 2023-02-17 19:00 @ 24,367.57 | 2023-02-19 18:00 @ 24,348.73 | 1d 23h | −$5.65 | -0.24% | signal |
| 382 | long | 2023-02-20 10:00 @ 24,889.68 | 2023-02-21 09:00 @ 24,679.46 | 23h | −$23.10 | -0.97% | signal |
| 383 | short | 2023-02-22 07:00 @ 23,943.61 | 2023-02-23 02:00 @ 24,185.74 | 19h | −$25.59 | -1.08% | reverse |
| 384 | long | 2023-02-23 03:00 @ 24,524.90 | 2023-02-23 11:00 @ 24,240.25 | 8h | −$29.81 | -1.26% | signal |
| 385 | short | 2023-02-23 17:00 @ 23,744.45 | 2023-02-26 10:00 @ 23,272.85 | 2d 17h | $45.01 | +1.91% | signal |
| 386 | long | 2023-02-27 15:00 @ 23,794.86 | 2023-02-27 16:00 @ 23,310.15 | 1h | −$50.63 | -2.14% | stop loss |
| 387 | short | 2023-02-27 17:00 @ 23,375.62 | 2023-02-27 23:00 @ 23,474.89 | 6h | −$12.34 | -0.52% | signal |
| 388 | short | 2023-02-28 00:00 @ 23,475.30 | 2023-02-28 01:00 @ 23,415.78 | 1h | $3.69 | +0.16% | signal |
| 389 | short | 2023-02-28 06:00 @ 23,360.63 | 2023-02-28 12:00 @ 23,386.18 | 6h | −$4.87 | -0.21% | signal |
| 390 | short | 2023-02-28 21:00 @ 23,255.25 | 2023-03-01 04:00 @ 23,436.29 | 7h | −$20.62 | -0.88% | signal |
| 391 | long | 2023-03-01 05:00 @ 23,792.96 | 2023-03-01 20:00 @ 23,338.13 | 15h | −$47.55 | -2.03% | signal |
| 392 | short | 2023-03-02 02:00 @ 23,498.10 | 2023-03-02 05:00 @ 23,533.51 | 3h | −$5.84 | -0.25% | signal |
| 393 | short | 2023-03-02 06:00 @ 23,432.41 | 2023-03-02 20:00 @ 23,461.39 | 14h | −$4.81 | -0.21% | signal |
| 394 | short | 2023-03-03 02:00 @ 22,132.77 | 2023-03-05 02:00 @ 22,587.22 | 2d | −$50.04 | -2.15% | signal |
| 395 | short | 2023-03-06 02:00 @ 22,364.33 | 2023-03-06 14:00 @ 22,435.29 | 12h | −$9.54 | -0.41% | signal |
| 396 | short | 2023-03-06 21:00 @ 22,336.43 | 2023-03-06 23:00 @ 22,430.39 | 2h | −$12.04 | -0.52% | signal |
| 397 | short | 2023-03-07 10:00 @ 22,366.43 | 2023-03-11 02:00 @ 20,575.81 | 3d 16h | $183.60 | +7.95% | signal |
| 398 | long | 2023-03-12 23:00 @ 21,698.84 | 2023-03-15 17:00 @ 24,112.18 | 2d 18h | $255.80 | +10.86% | signal |
| 399 | long | 2023-03-16 07:00 @ 24,574.31 | 2023-03-20 04:00 @ 27,258.85 | 3d 21h | $258.73 | +10.70% | signal |
| 400 | long | 2023-03-20 09:00 @ 28,308.96 | 2023-03-21 07:00 @ 27,615.68 | 22h | −$63.72 | -2.57% | 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.