[Mine-Q] Trend + momentum ensemble

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-9.10%-17.44%91523%
Validation2024-10-19 → 2025-09-25-14.22%-19.95%33921%
Out-of-sample2025-09-25 → 2026-08-31-3.28%-12.37%31122%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
1566long2026-08-31 17:00 @ 78,616.422026-08-31 23:00 @ 78,533.896h−$3.87-0.20%end of data
1565long2026-08-30 13:00 @ 78,765.852026-08-30 23:00 @ 78,374.3210h−$11.41-0.60%signal
1564long2026-08-30 11:00 @ 78,134.722026-08-30 12:00 @ 78,125.871h−$2.10-0.11%signal
1563long2026-08-30 09:00 @ 78,064.712026-08-30 10:00 @ 77,952.111h−$4.62-0.24%signal
1562long2026-08-30 07:00 @ 78,269.552026-08-30 08:00 @ 78,067.081h−$6.79-0.36%signal
1561long2026-08-30 05:00 @ 78,098.722026-08-30 06:00 @ 78,093.181h−$2.03-0.11%signal
1560long2026-08-30 03:00 @ 78,087.612026-08-30 04:00 @ 78,085.881h−$1.94-0.10%signal
1559long2026-08-30 01:00 @ 78,160.432026-08-30 02:00 @ 78,035.191h−$4.93-0.26%signal
1558long2026-08-29 23:00 @ 78,209.542026-08-30 00:00 @ 78,184.961h−$2.49-0.13%signal
1557long2026-08-29 21:00 @ 78,110.222026-08-29 22:00 @ 78,116.171h−$1.75-0.09%signal
1556long2026-08-29 19:00 @ 78,137.622026-08-29 20:00 @ 78,139.271h−$1.86-0.10%signal
1555long2026-08-29 17:00 @ 78,004.702026-08-29 18:00 @ 78,057.391h−$0.62-0.03%signal
1554long2026-08-29 15:00 @ 77,994.802026-08-29 16:00 @ 77,808.541h−$6.43-0.34%signal
1553long2026-08-27 05:00 @ 78,761.752026-08-28 10:00 @ 79,238.651d 5h$8.95+0.47%signal
1552long2026-08-23 12:00 @ 77,311.562026-08-25 21:00 @ 78,153.172d 9h$17.43+0.92%signal
1551long2026-08-17 07:00 @ 63,645.932026-08-23 06:00 @ 76,049.795d 23h$347.13+19.23%signal
1550short2026-08-16 22:00 @ 62,887.522026-08-17 02:00 @ 63,096.724h−$7.75-0.43%signal
1549short2026-08-16 10:00 @ 62,944.412026-08-16 15:00 @ 63,091.225h−$6.03-0.33%signal
1548short2026-08-13 16:00 @ 63,372.322026-08-15 22:00 @ 63,136.422d 6h$5.67+0.31%signal
1547short2026-08-12 16:00 @ 63,408.622026-08-13 06:00 @ 63,857.1714h−$14.39-0.79%signal
1546short2026-08-10 14:00 @ 64,520.692026-08-12 10:00 @ 64,089.721d 20h$10.92+0.60%signal
1545long2026-08-10 07:00 @ 65,286.152026-08-10 10:00 @ 64,928.013h−$11.89-0.66%signal
1544long2026-08-09 14:00 @ 65,208.042026-08-09 23:00 @ 64,874.569h−$11.22-0.62%stop loss
1543long2026-08-07 09:00 @ 64,589.222026-08-09 02:00 @ 64,825.431d 17h$4.31+0.24%signal
1542long2026-08-04 15:00 @ 64,112.822026-08-06 19:00 @ 64,375.922d 4h$5.11+0.28%signal
1541long2026-08-03 15:00 @ 63,940.792026-08-04 14:00 @ 63,650.9723h−$10.25-0.56%reverse
1540short2026-08-03 02:00 @ 63,173.262026-08-03 14:00 @ 63,330.2612h−$6.22-0.34%signal
1539short2026-07-31 06:00 @ 64,321.432026-08-02 03:00 @ 63,438.191d 21h$23.60+1.30%signal
1538long2026-07-30 11:00 @ 64,561.812026-07-31 03:00 @ 64,259.1516h−$10.65-0.59%signal
1537short2026-07-30 07:00 @ 63,961.812026-07-30 09:00 @ 64,293.262h−$11.10-0.61%signal
1536short2026-07-30 03:00 @ 64,150.872026-07-30 04:00 @ 64,146.831h−$1.70-0.09%signal
1535short2026-07-29 20:00 @ 63,551.292026-07-30 02:00 @ 64,258.056h−$21.93-1.20%signal
1534short2026-07-29 17:00 @ 63,773.842026-07-29 18:00 @ 64,260.251h−$15.75-0.86%signal
1533long2026-07-29 08:00 @ 64,552.012026-07-29 15:00 @ 64,065.387h−$15.80-0.86%signal
1532short2026-07-27 23:00 @ 63,742.752026-07-29 06:00 @ 64,058.111d 7h−$10.51-0.57%signal
1531short2026-07-27 16:00 @ 64,504.302026-07-27 17:00 @ 64,883.971h−$12.55-0.68%signal
1530long2026-07-26 16:00 @ 64,746.452026-07-27 15:00 @ 64,650.4723h−$4.90-0.27%signal
1529short2026-07-24 14:00 @ 64,116.272026-07-26 01:00 @ 64,495.601d 11h−$12.32-0.67%signal
1528long2026-07-24 12:00 @ 65,058.712026-07-24 13:00 @ 64,733.551h−$11.04-0.60%signal
1527long2026-07-24 09:00 @ 65,287.652026-07-24 10:00 @ 65,075.181h−$7.84-0.43%signal
1526short2026-07-23 14:00 @ 64,845.732026-07-24 04:00 @ 65,438.5914h−$18.46-1.00%signal
1525long2026-07-20 16:00 @ 65,583.212026-07-22 13:00 @ 65,590.981d 21h−$2.23-0.12%signal
1524long2026-07-20 12:00 @ 64,983.792026-07-20 14:00 @ 64,302.142h−$21.30-1.15%signal
1523short2026-07-20 07:00 @ 63,877.222026-07-20 11:00 @ 64,842.854h−$29.93-1.61%stop loss
1522long2026-07-17 19:00 @ 64,232.942026-07-20 06:00 @ 64,088.982d 11h−$6.61-0.35%signal
1521short2026-07-17 02:00 @ 63,498.002026-07-17 18:00 @ 64,024.6016h−$17.23-0.92%signal
1520long2026-07-14 13:00 @ 63,947.992026-07-16 08:00 @ 64,187.261d 19h$4.50+0.24%signal
1519short2026-07-13 04:00 @ 62,767.542026-07-14 12:00 @ 63,720.001d 8h−$29.83-1.59%stop loss
1518long2026-07-12 20:00 @ 64,214.842026-07-12 22:00 @ 63,876.722h−$11.76-0.63%signal
1517long2026-07-09 14:00 @ 63,012.602026-07-12 00:00 @ 63,770.342d 10h$19.76+1.06%signal
1516long2026-07-09 06:00 @ 62,578.312026-07-09 13:00 @ 62,570.787h−$2.22-0.12%signal
1515short2026-07-08 09:00 @ 61,977.402026-07-09 05:00 @ 62,432.7820h−$15.42-0.82%reverse
1514long2026-07-07 16:00 @ 63,922.782026-07-08 02:00 @ 62,991.1010h−$29.55-1.57%signal
1513long2026-07-06 17:00 @ 63,723.142026-07-07 05:00 @ 63,056.3912h−$21.84-1.16%signal
1512short2026-07-06 13:00 @ 61,721.252026-07-06 15:00 @ 62,924.802h−$38.96-2.05%stop loss
1511long2026-07-01 22:00 @ 60,812.062026-07-06 10:00 @ 62,633.974d 12h$52.43+2.78%signal
1510short2026-06-30 02:00 @ 59,907.622026-07-01 05:00 @ 59,322.961d 3h$16.81+0.89%signal
1509short2026-06-29 15:00 @ 59,432.212026-06-29 18:00 @ 60,408.083h−$32.78-1.73%signal
1508short2026-06-28 14:00 @ 60,032.592026-06-29 04:00 @ 60,031.9014h−$1.73-0.09%signal
1507short2026-06-28 10:00 @ 60,217.952026-06-28 12:00 @ 60,327.062h−$5.32-0.28%signal
1506short2026-06-27 23:00 @ 60,192.262026-06-28 09:00 @ 60,352.1710h−$6.82-0.36%signal
1505short2026-06-23 02:00 @ 64,112.272026-06-27 03:00 @ 60,268.654d 1h$110.52+5.92%signal
1504long2026-06-22 06:00 @ 64,232.342026-06-22 23:00 @ 63,935.7117h−$10.61-0.57%signal
1503short2026-06-22 04:00 @ 63,922.312026-06-22 05:00 @ 64,076.311h−$6.38-0.34%signal
1502short2026-06-21 22:00 @ 63,765.342026-06-22 01:00 @ 64,610.893h−$26.66-1.42%stop loss
1501long2026-06-20 16:00 @ 64,152.232026-06-21 21:00 @ 63,812.041d 5h−$12.07-0.64%signal
1500short2026-06-17 20:00 @ 64,258.552026-06-20 00:00 @ 63,525.202d 4h$19.83+1.06%signal
1499long2026-06-17 16:00 @ 65,725.842026-06-17 19:00 @ 65,468.103h−$9.19-0.49%signal
1498short2026-06-17 11:00 @ 64,757.452026-06-17 15:00 @ 65,838.304h−$33.38-1.77%stop loss
1497long2026-06-14 22:00 @ 65,297.462026-06-16 15:00 @ 65,617.071d 17h$7.41+0.39%signal
1496short2026-06-14 18:00 @ 63,693.462026-06-14 21:00 @ 63,991.003h−$10.70-0.57%signal
1495long2026-06-13 12:00 @ 63,948.892026-06-14 15:00 @ 63,940.911d 3h−$1.97-0.10%signal
1494short2026-06-13 06:00 @ 63,542.192026-06-13 07:00 @ 63,719.941h−$7.18-0.38%signal
1493short2026-06-13 01:00 @ 63,561.192026-06-13 02:00 @ 63,813.861h−$9.41-0.50%signal
1492short2026-06-12 23:00 @ 63,470.102026-06-13 00:00 @ 63,559.711h−$4.57-0.24%signal
1491short2026-06-12 21:00 @ 63,405.522026-06-12 22:00 @ 63,462.691h−$3.60-0.19%signal
1490long2026-06-12 18:00 @ 63,849.672026-06-12 20:00 @ 63,542.292h−$11.02-0.58%reverse
1489short2026-06-12 16:00 @ 63,544.392026-06-12 17:00 @ 63,963.991h−$14.43-0.76%signal
1488short2026-06-12 14:00 @ 63,187.662026-06-12 15:00 @ 63,983.891h−$25.94-1.36%signal
1487short2026-06-12 07:00 @ 62,943.412026-06-12 08:00 @ 63,079.111h−$6.02-0.32%signal
1486short2026-06-11 00:00 @ 61,471.302026-06-11 02:00 @ 62,192.842h−$24.40-1.28%signal
1485short2026-06-09 08:00 @ 63,158.272026-06-10 14:00 @ 62,136.321d 6h$28.97+1.52%signal
1484short2026-06-09 06:00 @ 63,305.842026-06-09 07:00 @ 63,292.161h−$1.49-0.08%signal
1483short2026-06-09 04:00 @ 62,828.532026-06-09 05:00 @ 63,226.441h−$14.01-0.73%signal
1482short2026-06-09 00:00 @ 63,045.292026-06-09 03:00 @ 62,852.473h$3.90+0.20%signal
1481short2026-06-08 21:00 @ 63,446.412026-06-08 22:00 @ 63,703.441h−$9.66-0.51%signal
1480short2026-06-01 02:00 @ 73,243.252026-06-07 04:00 @ 61,683.436d 2h$289.67+15.75%signal
1479short2026-06-01 00:00 @ 73,638.472026-06-01 01:00 @ 73,869.671h−$7.52-0.41%signal
1478short2026-05-31 13:00 @ 73,877.422026-05-31 22:00 @ 73,875.279h−$1.68-0.09%signal
1477short2026-05-31 11:00 @ 73,856.732026-05-31 12:00 @ 73,928.381h−$3.63-0.20%signal
1476short2026-05-26 16:00 @ 76,462.902026-05-29 17:00 @ 74,036.903d 1h$57.66+3.15%signal
1475short2026-05-26 02:00 @ 76,702.462026-05-26 11:00 @ 77,414.189h−$18.78-1.02%signal
1474long2026-05-25 05:00 @ 77,372.572026-05-26 01:00 @ 76,734.7520h−$17.21-0.94%signal
1473short2026-05-24 21:00 @ 76,623.772026-05-24 23:00 @ 76,786.552h−$5.75-0.31%signal
1472short2026-05-24 17:00 @ 76,629.772026-05-24 18:00 @ 76,676.931h−$2.97-0.16%signal
1471short2026-05-22 14:00 @ 77,240.052026-05-23 21:00 @ 77,262.351d 7h−$2.13-0.12%signal
1470short2026-05-22 09:00 @ 77,222.152026-05-22 13:00 @ 77,506.904h−$8.64-0.47%signal
1469short2026-05-21 19:00 @ 77,338.932026-05-21 20:00 @ 77,672.631h−$9.81-0.53%signal
1468short2026-05-21 11:00 @ 77,157.172026-05-21 18:00 @ 77,846.577h−$18.26-0.99%signal
1467short2026-05-15 13:00 @ 80,333.732026-05-20 06:00 @ 77,185.734d 17h$70.78+3.87%signal
1466long2026-05-14 15:00 @ 80,945.792026-05-15 06:00 @ 80,303.9415h−$16.38-0.89%signal
1465short2026-05-13 14:00 @ 79,601.882026-05-14 14:00 @ 80,790.051d−$29.20-1.58%stop loss
1464long2026-05-13 03:00 @ 81,034.302026-05-13 11:00 @ 80,750.058h−$8.41-0.46%signal
1463short2026-05-12 16:00 @ 80,285.542026-05-13 02:00 @ 80,976.2910h−$17.56-0.95%signal
1462long2026-05-11 16:00 @ 81,419.682026-05-12 02:00 @ 81,132.1710h−$8.47-0.46%signal
1461long2026-05-10 23:00 @ 82,029.602026-05-11 03:00 @ 80,777.824h−$30.32-1.63%stop loss
1460long2026-05-09 11:00 @ 80,248.852026-05-10 21:00 @ 80,674.961d 10h$7.73+0.42%signal
1459long2026-05-09 09:00 @ 80,394.082026-05-09 10:00 @ 80,183.861h−$6.72-0.36%signal
1458long2026-05-09 01:00 @ 80,209.342026-05-09 07:00 @ 80,198.966h−$2.10-0.11%signal
1457long2026-05-08 22:00 @ 80,238.242026-05-09 00:00 @ 80,139.172h−$4.16-0.22%signal
1456long2026-05-08 20:00 @ 80,163.932026-05-08 21:00 @ 80,087.981h−$3.62-0.19%signal
1455long2026-05-08 18:00 @ 80,046.412026-05-08 19:00 @ 80,028.391h−$2.28-0.12%signal
1454long2026-05-08 16:00 @ 80,135.122026-05-08 17:00 @ 79,752.751h−$10.73-0.58%signal
1453long2026-05-08 12:00 @ 80,197.842026-05-08 13:00 @ 79,971.701h−$7.13-0.38%signal
1452short2026-05-08 03:00 @ 79,433.812026-05-08 11:00 @ 80,178.338h−$19.37-1.04%reverse
1451long2026-05-04 17:00 @ 79,998.302026-05-07 01:00 @ 80,950.812d 8h$21.06+1.13%signal
1450long2026-05-01 04:00 @ 77,098.022026-05-04 12:00 @ 78,737.753d 8h$37.75+2.03%signal
1449short2026-04-29 16:00 @ 75,873.922026-04-30 14:00 @ 76,385.6722h−$14.46-0.78%signal
1448long2026-04-29 05:00 @ 77,239.542026-04-29 14:00 @ 76,733.259h−$14.02-0.75%signal
1447short2026-04-27 16:00 @ 76,744.652026-04-29 04:00 @ 76,971.091d 12h−$7.49-0.40%signal
1446long2026-04-26 05:00 @ 77,742.652026-04-27 06:00 @ 77,714.951d 1h−$2.54-0.14%signal
1445long2026-04-26 03:00 @ 77,495.502026-04-26 04:00 @ 77,333.831h−$5.76-0.31%signal
1444long2026-04-25 14:00 @ 77,665.632026-04-25 15:00 @ 77,602.781h−$3.38-0.18%signal
1443long2026-04-24 13:00 @ 78,248.652026-04-24 17:00 @ 77,717.054h−$14.52-0.78%signal
1442long2026-04-23 23:00 @ 78,209.742026-04-24 04:00 @ 77,674.565h−$14.63-0.78%signal
1441long2026-04-22 01:00 @ 76,342.372026-04-23 11:00 @ 77,347.531d 10h$22.90+1.22%signal
1440long2026-04-20 16:00 @ 75,683.232026-04-21 15:00 @ 75,613.7723h−$3.28-0.18%signal
1439long2026-04-20 14:00 @ 75,247.752026-04-20 15:00 @ 74,985.101h−$8.41-0.45%signal
1438short2026-04-19 23:00 @ 73,990.202026-04-20 07:00 @ 75,321.068h−$35.83-1.90%stop loss
1437long2026-04-19 14:00 @ 75,893.182026-04-19 17:00 @ 75,330.433h−$15.63-0.83%signal
1436long2026-04-16 20:00 @ 75,324.562026-04-18 12:00 @ 75,986.801d 16h$15.04+0.80%signal
1435long2026-04-13 13:00 @ 71,057.212026-04-16 14:00 @ 73,741.253d 1h$69.33+3.72%signal
1434short2026-04-12 15:00 @ 70,700.162026-04-13 12:00 @ 70,898.0821h−$7.11-0.38%reverse
1433long2026-04-07 20:00 @ 68,989.702026-04-12 02:00 @ 71,584.384d 6h$67.92+3.67%signal
1432short2026-04-07 15:00 @ 67,817.532026-04-07 18:00 @ 68,683.833h−$25.43-1.37%signal
1431long2026-04-05 21:00 @ 67,650.232026-04-07 02:00 @ 68,350.231d 5h$17.05+0.92%signal
1430short2026-04-05 06:00 @ 66,891.822026-04-05 15:00 @ 67,509.859h−$18.94-1.02%stop loss
1429short2026-04-02 02:00 @ 67,302.942026-04-04 07:00 @ 66,994.902d 5h$6.57+0.35%signal
1428long2026-03-31 21:00 @ 68,240.952026-04-01 19:00 @ 68,040.5922h−$7.24-0.39%reverse
1427short2026-03-31 15:00 @ 66,542.692026-03-31 17:00 @ 67,646.132h−$32.85-1.76%signal
1426short2026-03-31 09:00 @ 66,731.752026-03-31 14:00 @ 67,269.055h−$16.92-0.91%signal
1425short2026-03-30 23:00 @ 66,733.052026-03-31 01:00 @ 67,185.932h−$14.58-0.78%signal
1424short2026-03-26 06:00 @ 69,974.602026-03-30 03:00 @ 67,100.523d 21h$73.86+3.98%signal
1423long2026-03-25 01:00 @ 70,818.462026-03-26 05:00 @ 70,722.851d 4h−$4.51-0.24%signal
1422short2026-03-24 22:00 @ 70,282.142026-03-24 23:00 @ 70,292.061h−$2.12-0.11%signal
1421short2026-03-24 15:00 @ 69,833.632026-03-24 21:00 @ 70,080.616h−$8.37-0.45%signal
1420long2026-03-23 13:00 @ 70,724.142026-03-24 14:00 @ 70,052.991d 1h−$19.68-1.06%signal
1419short2026-03-21 18:00 @ 70,265.942026-03-23 11:00 @ 71,250.251d 17h−$28.35-1.52%stop loss
1418short2026-03-18 15:00 @ 71,146.172026-03-20 23:00 @ 70,753.352d 8h$8.46+0.45%signal
1417long2026-03-15 00:00 @ 71,188.632026-03-18 12:00 @ 72,891.823d 12h$42.72+2.30%signal
1416long2026-03-14 21:00 @ 70,779.452026-03-14 22:00 @ 70,755.351h−$2.49-0.13%signal
1415long2026-03-12 20:00 @ 70,407.782026-03-13 23:00 @ 70,771.541d 3h$7.71+0.42%signal
1414long2026-03-12 12:00 @ 70,402.682026-03-12 15:00 @ 69,535.393h−$24.78-1.33%signal
1413long2026-03-11 15:00 @ 70,550.812026-03-12 02:00 @ 69,786.7411h−$21.82-1.17%signal
1412long2026-03-09 14:00 @ 68,953.792026-03-11 06:00 @ 69,449.811d 16h$11.80+0.63%signal
1411short2026-03-06 15:00 @ 68,354.032026-03-09 06:00 @ 67,883.272d 15h$10.66+0.57%signal
1410long2026-03-04 02:00 @ 68,398.282026-03-05 18:00 @ 70,654.371d 16h$58.73+3.18%signal
1409short2026-03-03 15:00 @ 66,526.592026-03-03 16:00 @ 67,706.041h−$34.77-1.87%signal
1408long2026-03-02 16:00 @ 69,102.922026-03-03 09:00 @ 66,959.4117h−$59.87-3.20%signal
1407short2026-03-02 13:00 @ 65,914.512026-03-02 15:00 @ 67,142.032h−$36.90-1.96%signal
1406short2026-03-02 10:00 @ 66,119.072026-03-02 11:00 @ 66,297.261h−$6.95-0.37%signal
1405long2026-03-02 05:00 @ 66,838.572026-03-02 07:00 @ 66,163.562h−$20.93-1.11%signal
1404short2026-03-02 03:00 @ 66,228.952026-03-02 04:00 @ 66,800.661h−$18.23-0.96%signal
1403short2026-03-01 18:00 @ 65,943.512026-03-02 01:00 @ 66,485.897h−$17.50-0.92%signal
1402long2026-02-28 21:00 @ 66,931.982026-03-01 17:00 @ 66,098.9820h−$25.69-1.35%signal
1401short2026-02-27 11:00 @ 66,561.882026-02-28 19:00 @ 65,886.071d 8h$17.30+0.91%signal
1400short2026-02-26 18:00 @ 66,782.042026-02-26 19:00 @ 67,282.251h−$16.15-0.85%signal
1399long2026-02-25 15:00 @ 66,950.092026-02-26 17:00 @ 66,603.981d 2h−$11.74-0.62%signal
1398short2026-02-22 13:00 @ 67,878.822026-02-25 02:00 @ 65,873.572d 13h$54.22+2.87%signal
1397short2026-02-22 09:00 @ 67,895.722026-02-22 10:00 @ 68,036.001h−$5.81-0.31%signal
1396short2026-02-22 07:00 @ 67,992.702026-02-22 08:00 @ 67,986.591h−$1.72-0.09%signal
1395short2026-02-22 05:00 @ 67,936.612026-02-22 06:00 @ 67,958.091h−$2.49-0.13%signal
1394long2026-02-21 11:00 @ 68,198.242026-02-21 23:00 @ 67,923.1112h−$9.60-0.51%reverse
1393short2026-02-21 06:00 @ 67,813.632026-02-21 07:00 @ 67,773.151h−$0.76-0.04%signal
1392short2026-02-21 04:00 @ 67,623.372026-02-21 05:00 @ 67,795.861h−$6.74-0.36%signal
1391long2026-02-20 10:00 @ 68,187.832026-02-20 13:00 @ 66,903.433h−$37.82-1.98%stop loss
1390short2026-02-18 14:00 @ 67,188.862026-02-19 21:00 @ 67,132.021d 7h−$0.31-0.02%signal
1389short2026-02-17 09:00 @ 68,126.272026-02-18 08:00 @ 68,092.1223h−$0.79-0.04%signal
1388short2026-02-16 16:00 @ 67,492.002026-02-16 22:00 @ 68,848.976h−$40.58-2.12%signal
1387long2026-02-16 13:00 @ 69,753.252026-02-16 14:00 @ 68,341.831h−$40.92-2.12%signal
1386short2026-02-15 14:00 @ 68,893.422026-02-16 10:00 @ 68,974.7920h−$4.27-0.22%signal
1385long2026-02-14 10:00 @ 69,689.542026-02-15 13:00 @ 69,271.141d 3h−$13.54-0.70%signal
1384short2026-02-12 17:00 @ 65,812.532026-02-13 12:00 @ 67,151.2319h−$41.35-2.13%signal
1383short2026-02-10 23:00 @ 68,648.972026-02-12 11:00 @ 67,993.001d 12h$16.48+0.85%signal
1382short2026-02-10 04:00 @ 69,459.312026-02-10 18:00 @ 69,900.4814h−$14.55-0.75%signal
1381short2026-02-09 08:00 @ 70,379.422026-02-09 17:00 @ 70,063.119h$6.74+0.35%signal
1380short2026-02-08 01:00 @ 69,086.482026-02-08 02:00 @ 69,355.271h−$9.51-0.49%signal
1379short2026-02-07 19:00 @ 69,461.112026-02-07 20:00 @ 69,355.171h$1.02+0.05%signal
1378short2026-02-07 17:00 @ 68,910.622026-02-07 18:00 @ 69,168.031h−$9.21-0.47%signal
1377short2026-02-07 11:00 @ 67,941.212026-02-07 16:00 @ 69,135.925h−$36.33-1.86%signal
1376short2026-02-03 12:00 @ 78,024.492026-02-06 17:00 @ 69,909.983d 5h$196.09+10.29%signal
1375short2026-01-29 02:00 @ 88,543.992026-02-02 16:00 @ 78,816.264d 14h$202.61+10.93%signal
1374long2026-01-28 10:00 @ 89,560.512026-01-28 21:00 @ 89,082.1811h−$11.84-0.64%reverse
1373short2026-01-27 18:00 @ 87,492.802026-01-27 19:00 @ 88,267.251h−$18.35-0.99%signal
1372short2026-01-27 10:00 @ 87,835.032026-01-27 17:00 @ 88,622.627h−$18.47-0.99%signal
1371short2026-01-24 12:00 @ 89,530.592026-01-26 19:00 @ 88,379.672d 7h$22.64+1.22%signal
1370short2026-01-24 00:00 @ 89,540.792026-01-24 04:00 @ 89,756.354h−$6.32-0.34%signal
1369short2026-01-23 09:00 @ 89,167.262026-01-23 16:00 @ 89,729.147h−$13.63-0.73%signal
1368short2026-01-22 16:00 @ 88,935.912026-01-23 02:00 @ 89,911.6810h−$22.14-1.18%signal
1367short2026-01-19 00:00 @ 93,595.282026-01-21 20:00 @ 90,339.962d 20h$63.59+3.43%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.

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