[Mine-Q] ADX-gated EMA 20/100 trend

public
@djgambhir

BTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,227 bars in 20.5ms

Underperformed the market. Holding BTCUSDT returned +63.63% over the same period, against this strategy’s -1.37%.

Net P&L
-1.37%
−$136.62
Max drawdown
-21.17%
Max run-up
+27.91%
Trades
187
35.8% win rate
Profit factor
0.99
2021-12-31drawdown · worst -21.17%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+1.06%-14.56%11635%
Validation2024-10-19 → 2025-09-25-3.74%-12.00%3636%
Out-of-sample2025-09-25 → 2026-08-31+1.38%-7.62%3435%

Risk-adjusted

Sharpe
0.02
Sortino
0.03
Calmar
-0.01
Return ÷ max drawdown
-0.06
CAGR
-0.29%
Exposure
65.2%

Per trade

Expectancy
−$0.73 · +0.03%
Average win / loss
$152.10 / −$86.06
Payoff ratio
1.77
Largest win / loss
$1,196.69 / −$262.03
Longest losing streak(winning: 3)
9 trades

Drawdown over time

Max drawdown
-21.17%
Longest time under water(still going at the end)
910 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$463.53
Funding
−$249.03
Liquidations
0
Warmup bars(loaded before the start date)
99
Benchmark(buy and hold)
+63.63%

Monte Carlo

1,000 alternative histories, each 187 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-30.18%-1.03%+47.48%
Max drawdown-36.36%-20.61%-11.07%

52% of histories lost money, and 48% had a deeper drawdown than this run’s -21.17%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

ema20 length
20
ema100 length
100
adx length
14
atr14 length
14
Long entry: adx > ▢
25
Short entry: adx > ▢
25
Stop loss (× atr14)
3
Trailing stop (× atr14)
4
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

187 trades

#SideEntryExitHeldP&LReturnClosed by
187long2026-08-19 16:00 @ 68,537.402026-08-28 16:00 @ 76,848.219d$281.49+11.75%trailing stop
186short2026-08-12 04:00 @ 63,787.342026-08-17 12:00 @ 63,884.255d 8h−$3.91-0.16%trailing stop
185short2026-07-28 20:00 @ 63,869.622026-08-04 20:00 @ 64,427.747d−$20.01-0.83%trailing stop
184long2026-07-21 08:00 @ 66,180.032026-07-24 12:00 @ 64,333.243d 4h−$70.92-2.93%trailing stop
183long2026-07-14 16:00 @ 64,740.352026-07-17 04:00 @ 62,726.462d 12h−$79.58-3.26%trailing stop
182long2026-07-05 00:00 @ 63,127.522026-07-13 16:00 @ 61,939.298d 16h−$53.01-2.16%trailing stop
181short2026-06-25 00:00 @ 61,038.992026-07-01 20:00 @ 61,177.196d 20h−$5.81-0.24%trailing stop
180short2026-05-24 16:00 @ 76,328.532026-06-14 20:00 @ 65,192.7621d 4h$348.06+14.71%trailing stop
179short2026-05-16 20:00 @ 78,208.162026-05-23 20:00 @ 77,351.777d$25.33+1.07%trailing stop
178long2026-05-14 16:00 @ 81,261.852026-05-16 04:00 @ 78,498.461d 12h−$83.40-3.50%trailing stop
177long2026-05-03 16:00 @ 78,640.932026-05-13 12:00 @ 79,553.859d 20h$25.31+1.07%trailing stop
176long2026-04-07 04:00 @ 68,760.152026-04-19 20:00 @ 73,839.0112d 16h$172.45+7.40%trailing stop
175short2026-03-27 20:00 @ 65,992.302026-03-31 16:00 @ 68,495.513d 20h−$92.20-3.92%trailing stop
174short2026-03-22 04:00 @ 69,293.242026-03-23 08:00 @ 71,180.521d 4h−$67.38-2.84%trailing stop
173long2026-03-15 04:00 @ 71,329.062026-03-18 12:00 @ 71,509.573d 8h$3.80+0.16%trailing stop
172short2026-03-09 00:00 @ 65,921.112026-03-09 12:00 @ 69,426.5812h−$130.53-5.43%trailing stop
171short2026-02-27 12:00 @ 66,080.782026-03-01 00:00 @ 68,007.401d 12h−$73.19-3.02%trailing stop
170short2026-02-07 08:00 @ 68,036.892026-02-25 12:00 @ 66,685.2818d 4h$45.19+1.87%trailing stop
169short2026-01-30 00:00 @ 84,587.782026-02-06 16:00 @ 69,858.587d 16h$400.35+17.33%trailing stop
168short2026-01-21 00:00 @ 88,373.022026-01-28 08:00 @ 89,553.127d 8h−$30.34-1.31%trailing stop
167long2026-01-14 08:00 @ 95,185.632026-01-19 00:00 @ 93,166.054d 16h−$53.07-2.28%trailing stop
166long2026-01-04 08:00 @ 91,495.802026-01-07 12:00 @ 91,142.703d 4h−$12.59-0.54%trailing stop
165short2025-12-17 16:00 @ 87,173.562025-12-22 12:00 @ 90,528.504d 20h−$90.86-3.86%trailing stop
164short2025-12-16 04:00 @ 85,820.432025-12-17 12:00 @ 89,492.321d 8h−$103.89-4.36%trailing stop
163short2025-12-06 12:00 @ 89,567.482025-12-08 08:00 @ 92,075.151d 20h−$69.26-2.89%trailing stop
162short2025-12-01 20:00 @ 84,968.002025-12-02 12:00 @ 89,006.6316h−$117.94-4.85%trailing stop
161short2025-11-14 20:00 @ 95,718.252025-11-26 16:00 @ 89,660.8911d 20h$153.03+6.40%trailing stop
160short2025-10-30 16:00 @ 107,648.972025-11-10 00:00 @ 105,837.3710d 8h$42.36+1.78%trailing stop
159long2025-10-27 04:00 @ 114,950.792025-10-29 12:00 @ 111,611.272d 8h−$72.97-3.04%trailing stop
158short2025-10-22 00:00 @ 108,232.152025-10-26 12:00 @ 113,632.164d 12h−$122.68-5.05%trailing stop
157short2025-10-21 04:00 @ 108,983.302025-10-21 12:00 @ 113,126.798h−$95.74-3.90%trailing stop
156short2025-10-11 12:00 @ 112,202.162025-10-20 08:00 @ 111,614.998d 20h$9.23+0.38%trailing stop
155long2025-10-08 12:00 @ 122,850.372025-10-10 12:00 @ 118,718.752d−$86.05-3.48%trailing stop
154long2025-10-01 08:00 @ 114,503.702025-10-07 12:00 @ 121,302.226d 4h$137.89+5.65%trailing stop
153short2025-09-23 00:00 @ 112,582.182025-09-28 20:00 @ 112,077.635d 20h$10.63+0.44%trailing stop
152long2025-09-12 04:00 @ 115,161.332025-09-22 04:00 @ 113,998.0510d−$30.19-1.24%trailing stop
151short2025-08-25 04:00 @ 112,845.232025-09-02 12:00 @ 111,302.018d 8h$34.52+1.42%trailing stop
150short2025-08-18 08:00 @ 115,130.172025-08-22 12:00 @ 116,243.534d 4h−$24.48-1.00%trailing stop
149long2025-08-10 04:00 @ 118,503.702025-08-14 12:00 @ 119,411.384d 8h$13.17+0.54%trailing stop
148short2025-08-01 16:00 @ 115,282.242025-08-07 08:00 @ 116,770.475d 16h−$31.54-1.29%trailing stop
147long2025-07-16 08:00 @ 118,204.842025-07-25 04:00 @ 114,835.048d 20h−$79.37-3.22%trailing stop
146long2025-07-10 20:00 @ 113,268.752025-07-15 00:00 @ 118,113.264d 4h$98.63+4.04%trailing stop
145long2025-06-26 04:00 @ 107,830.962025-07-01 12:00 @ 105,665.285d 8h−$52.96-2.16%trailing stop
144short2025-06-21 04:00 @ 103,413.912025-06-23 20:00 @ 103,884.322d 16h−$12.97-0.53%trailing stop
143short2025-06-14 12:00 @ 105,009.492025-06-16 16:00 @ 108,310.192d 4h−$80.00-3.23%trailing stop
142long2025-06-10 08:00 @ 109,199.942025-06-12 20:00 @ 106,260.022d 12h−$70.89-2.84%trailing stop
141short2025-05-31 12:00 @ 103,440.212025-06-06 12:00 @ 105,083.756d−$41.30-1.65%trailing stop
140long2025-05-13 12:00 @ 103,706.242025-05-29 16:00 @ 105,635.9916d 4h$36.33+1.46%trailing stop
139long2025-05-06 20:00 @ 94,929.782025-05-12 16:00 @ 100,747.815d 20h$145.44+5.91%trailing stop
138long2025-04-15 00:00 @ 84,570.812025-05-05 00:00 @ 93,745.4720d$257.32+10.74%trailing stop
137short2025-04-07 16:00 @ 78,428.912025-04-09 16:00 @ 82,106.442d−$115.43-4.76%trailing stop
136short2025-04-03 00:00 @ 82,468.602025-04-07 12:00 @ 80,840.314d 12h$46.87+1.94%trailing stop
135short2025-03-29 12:00 @ 82,238.652025-04-01 12:00 @ 85,037.663d−$84.69-3.48%trailing stop
134long2025-03-25 00:00 @ 87,480.892025-03-28 12:00 @ 84,533.653d 12h−$85.09-3.47%trailing stop
133short2025-03-10 00:00 @ 80,674.562025-03-19 16:00 @ 85,552.919d 16h−$151.32-6.07%trailing stop
132short2025-03-03 20:00 @ 85,534.892025-03-06 00:00 @ 91,403.412d 4h−$176.29-6.95%trailing stop
131short2025-02-25 00:00 @ 91,496.202025-03-02 12:00 @ 87,109.085d 12h$119.22+4.76%trailing stop
130short2025-02-04 08:00 @ 98,385.422025-02-20 12:00 @ 97,394.5116d 4h$28.02+1.12%trailing stop
129short2025-02-03 04:00 @ 93,982.802025-02-03 16:00 @ 99,900.2912h−$162.20-6.38%trailing stop
128long2025-01-20 08:00 @ 107,200.242025-01-27 04:00 @ 100,004.236d 20h−$180.68-6.99%trailing stop
127long2025-01-17 20:00 @ 105,792.152025-01-19 20:00 @ 101,067.702d−$120.85-4.62%trailing stop
126short2025-01-09 04:00 @ 93,966.202025-01-14 00:00 @ 95,102.634d 20h−$32.52-1.24%trailing stop
125long2025-01-04 04:00 @ 98,168.932025-01-07 12:00 @ 98,268.623d 8h−$2.30-0.09%trailing stop
124short2024-12-20 16:00 @ 96,942.012025-01-02 08:00 @ 96,281.5312d 16h$24.41+0.93%trailing stop
123long2024-12-16 08:00 @ 104,970.992024-12-18 20:00 @ 102,322.822d 12h−$71.13-2.70%trailing stop
122long2024-12-06 16:00 @ 99,378.372024-12-09 20:00 @ 95,282.383d 4h−$117.34-4.40%trailing stop
121long2024-11-06 08:00 @ 73,450.492024-11-25 20:00 @ 94,047.8419d 12h$670.89+26.86%trailing stop
120long2024-11-05 08:00 @ 68,889.682024-11-06 00:00 @ 69,995.8116h$36.69+1.47%trailing stop
119long2024-10-29 04:00 @ 70,941.592024-10-31 16:00 @ 70,088.142d 12h−$34.55-1.38%trailing stop
118long2024-10-24 12:00 @ 67,289.762024-10-25 20:00 @ 65,703.571d 8h−$62.74-2.50%trailing stop
117long2024-10-14 16:00 @ 65,864.072024-10-21 12:00 @ 67,107.426d 20h$39.42+1.57%trailing stop
116short2024-10-11 00:00 @ 60,281.242024-10-11 16:00 @ 62,765.8316h−$106.85-4.22%trailing stop
115long2024-10-07 16:00 @ 63,632.822024-10-09 04:00 @ 62,352.531d 12h−$54.34-2.14%signal
114short2024-10-02 20:00 @ 60,142.972024-10-07 00:00 @ 63,202.864d 4h−$132.81-5.15%trailing stop
113long2024-09-19 04:00 @ 62,099.022024-09-30 08:00 @ 63,807.0411d 4h$63.61+2.48%trailing stop
112short2024-08-29 00:00 @ 58,998.202024-09-09 16:00 @ 56,983.5111d 16h$84.32+3.32%trailing stop
111long2024-08-24 16:00 @ 63,956.192024-08-27 12:00 @ 62,051.982d 20h−$79.18-3.09%trailing stop
110short2024-08-11 20:00 @ 59,586.182024-08-20 04:00 @ 61,248.268d 8h−$75.41-2.92%trailing stop
109short2024-08-06 20:00 @ 56,725.652024-08-08 20:00 @ 61,483.202d−$223.63-8.49%trailing stop
108short2024-08-01 20:00 @ 63,390.322024-08-06 16:00 @ 56,742.304d 20h$269.35+10.49%trailing stop
107long2024-07-27 08:00 @ 68,027.102024-07-30 00:00 @ 66,098.122d 16h−$77.57-3.00%trailing stop
106long2024-07-15 04:00 @ 62,629.822024-07-25 00:00 @ 64,798.639d 20h$83.60+3.26%trailing stop
105short2024-07-03 20:00 @ 59,649.272024-07-10 04:00 @ 58,500.956d 8h$50.37+1.97%trailing stop
104short2024-06-25 16:00 @ 61,763.542024-07-01 00:00 @ 63,138.735d 8h−$55.47-2.16%trailing stop
103short2024-06-12 20:00 @ 67,509.602024-06-25 12:00 @ 61,840.9912d 16h$216.21+8.60%trailing stop
102short2024-06-11 16:00 @ 66,252.752024-06-12 12:00 @ 68,603.9620h−$91.80-3.62%trailing stop
101long2024-06-04 20:00 @ 70,473.192024-06-07 16:00 @ 69,107.932d 20h−$54.53-2.14%trailing stop
100long2024-05-24 20:00 @ 69,141.132024-05-29 16:00 @ 67,141.624d 20h−$80.73-3.14%trailing stop
99long2024-05-16 08:00 @ 66,113.222024-05-23 12:00 @ 67,914.987d 4h$63.49+2.49%trailing stop
98long2024-05-06 12:00 @ 64,190.942024-05-08 08:00 @ 62,174.261d 20h−$84.17-3.27%signal
97short2024-04-27 08:00 @ 62,931.712024-05-03 12:00 @ 61,653.086d 4h$51.78+2.02%trailing stop
96short2024-04-15 12:00 @ 65,835.432024-04-22 16:00 @ 66,676.787d 4h−$33.07-1.29%trailing stop
95short2024-04-13 20:00 @ 64,766.142024-04-15 08:00 @ 66,768.441d 12h−$81.64-3.15%trailing stop
94long2024-04-10 20:00 @ 70,134.322024-04-12 16:00 @ 66,770.351d 20h−$131.09-5.00%trailing stop
93long2024-04-07 16:00 @ 69,581.812024-04-09 16:00 @ 68,315.472d−$53.97-2.05%trailing stop
92short2024-04-03 00:00 @ 65,489.302024-04-06 20:00 @ 69,358.473d 20h−$157.58-5.89%trailing stop
91long2024-03-26 08:00 @ 70,549.112024-04-01 12:00 @ 68,297.676d 4h−$105.21-3.89%trailing stop
90short2024-03-21 20:00 @ 65,261.252024-03-25 12:00 @ 69,425.243d 16h−$173.85-6.33%trailing stop
89short2024-03-20 00:00 @ 61,961.712024-03-20 20:00 @ 67,699.9220h−$262.03-9.32%trailing stop
88long2024-03-17 20:00 @ 68,589.222024-03-19 08:00 @ 63,341.561d 12h−$225.90-7.88%trailing stop
87long2024-03-06 08:00 @ 66,772.652024-03-14 16:00 @ 68,819.028d 8h$50.55+1.77%trailing stop
86long2024-01-29 16:00 @ 42,631.622024-03-05 16:00 @ 63,885.4036d$1,196.69+46.82%trailing stop
85short2024-01-14 08:00 @ 43,004.202024-01-26 08:00 @ 41,189.1512d$113.22+4.48%trailing stop
84long2024-01-04 16:00 @ 44,059.212024-01-12 16:00 @ 44,108.868d−$6.16-0.24%trailing stop
83long2024-01-02 12:00 @ 45,495.902024-01-03 08:00 @ 43,594.7320h−$111.69-4.37%trailing stop
82long2023-12-13 16:00 @ 41,968.392023-12-26 16:00 @ 42,053.0613d−$14.66-0.57%trailing stop
81long2023-12-01 16:00 @ 38,409.082023-12-11 00:00 @ 42,336.159d 8h$242.53+9.70%trailing stop
80long2023-11-15 16:00 @ 36,419.482023-11-16 16:00 @ 35,531.871d−$65.03-2.58%trailing stop
79long2023-11-09 20:00 @ 36,406.682023-11-14 12:00 @ 35,714.434d 16h−$56.70-2.24%trailing stop
78long2023-10-24 00:00 @ 33,080.612023-11-09 16:00 @ 36,132.4116d 16h$212.44+8.57%trailing stop
77long2023-10-16 16:00 @ 28,059.712023-10-23 20:00 @ 32,899.697d 4h$406.61+17.11%trailing stop
76short2023-10-12 04:00 @ 26,830.632023-10-15 20:00 @ 27,442.283d 16h−$56.27-2.35%trailing stop
75long2023-10-03 00:00 @ 27,483.202023-10-11 00:00 @ 27,081.098d−$38.74-1.61%trailing stop
74long2023-10-02 00:00 @ 27,987.002023-10-02 20:00 @ 27,291.9020h−$62.50-2.59%trailing stop
73long2023-09-28 20:00 @ 27,093.922023-10-01 20:00 @ 27,254.623d$12.00+0.50%trailing stop
72short2023-09-27 16:00 @ 26,288.142023-09-28 12:00 @ 27,039.0420h−$71.86-2.96%trailing stop
71short2023-09-25 08:00 @ 26,171.462023-09-27 08:00 @ 26,761.012d−$56.87-2.33%trailing stop
70long2023-09-14 20:00 @ 26,667.332023-09-21 12:00 @ 26,419.706d 16h−$24.87-1.01%trailing stop
69short2023-09-12 00:00 @ 25,145.372023-09-12 08:00 @ 26,011.368h−$87.46-3.54%trailing stop
68short2023-08-31 16:00 @ 26,904.022023-09-07 20:00 @ 26,251.617d 4h$58.59+2.38%trailing stop
67short2023-08-24 16:00 @ 25,982.102023-08-29 12:00 @ 26,504.284d 20h−$51.11-2.07%trailing stop
66short2023-08-18 00:00 @ 26,604.382023-08-23 16:00 @ 26,428.475d 16h$13.90+0.56%trailing stop
65short2023-08-17 08:00 @ 28,607.382023-08-17 20:00 @ 26,441.1312h$181.54+7.50%trailing stop
64long2023-08-09 16:00 @ 29,755.252023-08-15 16:00 @ 29,309.246d−$42.92-1.76%signal
63short2023-07-18 04:00 @ 30,057.792023-08-01 20:00 @ 29,408.3114d 16h$56.36+2.33%trailing stop
62long2023-07-12 08:00 @ 30,736.852023-07-14 16:00 @ 30,334.152d 8h−$35.35-1.46%trailing stop
61long2023-06-20 20:00 @ 27,979.292023-06-30 12:00 @ 29,640.979d 16h$132.76+5.55%trailing stop
60short2023-06-06 12:00 @ 25,670.862023-06-06 16:00 @ 26,614.044h−$91.15-3.77%trailing stop
59long2023-05-29 08:00 @ 27,900.582023-05-31 04:00 @ 26,977.311d 20h−$84.08-3.45%trailing stop
58short2023-05-25 12:00 @ 26,277.242023-05-28 00:00 @ 27,152.872d 12h−$82.74-3.37%trailing stop
57short2023-05-09 08:00 @ 27,643.772023-05-15 16:00 @ 27,602.236d 8h$2.79+0.11%trailing stop
56long2023-04-28 00:00 @ 29,464.892023-05-01 00:00 @ 28,334.823d−$98.99-3.99%trailing stop
55short2023-04-26 20:00 @ 27,866.332023-04-27 16:00 @ 29,836.9720h−$181.08-7.16%trailing stop
54short2023-04-21 00:00 @ 28,224.252023-04-26 04:00 @ 28,578.035d 4h−$32.15-1.27%trailing stop
53long2023-04-18 12:00 @ 30,375.772023-04-19 08:00 @ 29,340.2120h−$90.32-3.53%trailing stop
52long2023-03-14 08:00 @ 24,257.152023-04-17 08:00 @ 29,527.0934d$509.12+20.94%trailing stop
51short2023-02-25 20:00 @ 22,971.102023-03-12 16:00 @ 20,966.2314d 20h$209.40+8.80%trailing stop
50long2023-02-17 00:00 @ 23,531.312023-02-22 12:00 @ 23,651.325d 12h$5.54+0.23%trailing stop
49long2023-02-16 00:00 @ 24,337.572023-02-16 20:00 @ 23,636.1020h−$72.46-3.02%trailing stop
48short2023-02-10 04:00 @ 21,813.142023-02-14 12:00 @ 22,307.894d 8h−$54.82-2.28%trailing stop
47long2023-01-14 04:00 @ 21,000.402023-01-30 16:00 @ 22,676.7016d 12h$172.71+7.30%trailing stop
46long2023-01-12 20:00 @ 18,881.082023-01-14 00:00 @ 19,969.311d 4h$131.22+5.62%trailing stop
45long2023-01-05 08:00 @ 16,819.462023-01-12 16:00 @ 18,067.007d 8h$164.75+7.19%trailing stop
44short2022-12-30 16:00 @ 16,544.392023-01-04 00:00 @ 16,850.084d 8h−$42.88-1.86%trailing stop
43short2022-12-17 16:00 @ 16,688.962022-12-20 12:00 @ 16,890.822d 20h−$29.29-1.27%trailing stop
42long2022-12-15 04:00 @ 17,728.442022-12-16 08:00 @ 17,112.271d 4h−$83.91-3.60%trailing stop
41long2022-12-14 04:00 @ 17,785.962022-12-15 00:00 @ 17,584.0920h−$29.57-1.26%trailing stop
40long2022-12-02 12:00 @ 16,990.402022-12-07 04:00 @ 16,760.894d 16h−$35.18-1.50%trailing stop
39short2022-11-08 20:00 @ 18,234.352022-11-23 00:00 @ 16,512.9414d 4h$207.07+9.02%trailing stop
38long2022-10-26 04:00 @ 20,242.652022-11-07 20:00 @ 20,430.7912d 16h$15.74+0.69%trailing stop
37short2022-10-14 20:00 @ 19,156.272022-10-23 16:00 @ 19,485.628d 20h−$38.72-1.68%trailing stop
36short2022-10-13 16:00 @ 18,943.912022-10-14 00:00 @ 19,826.348h−$110.70-4.75%trailing stop
35short2022-10-09 12:00 @ 19,457.012022-10-13 12:00 @ 18,996.584d$54.81+2.37%trailing stop
34long2022-10-06 08:00 @ 20,218.742022-10-07 16:00 @ 19,322.981d 8h−$107.16-4.58%trailing stop
33short2022-09-21 20:00 @ 18,986.502022-09-27 00:00 @ 19,979.575d 4h−$126.07-5.31%trailing stop
32short2022-09-15 12:00 @ 20,136.872022-09-21 16:00 @ 19,747.206d 4h$44.82+1.90%trailing stop
31long2022-09-10 12:00 @ 21,283.162022-09-13 12:00 @ 21,042.783d−$31.13-1.31%trailing stop
30short2022-08-20 00:00 @ 20,820.842022-09-09 00:00 @ 19,867.1120d$104.58+4.46%trailing stop
29long2022-08-11 16:00 @ 24,341.272022-08-17 12:00 @ 23,522.085d 20h−$82.50-3.49%trailing stop
28long2022-07-28 00:00 @ 22,945.692022-08-02 08:00 @ 22,608.045d 8h−$41.24-1.74%trailing stop
27short2022-07-27 00:00 @ 21,236.752022-07-27 16:00 @ 22,592.2316h−$156.27-6.47%trailing stop
26long2022-07-18 16:00 @ 22,678.132022-07-25 16:00 @ 21,548.217d−$128.66-5.26%trailing stop
25short2022-07-13 20:00 @ 19,640.772022-07-16 16:00 @ 21,206.462d 20h−$200.55-8.03%trailing stop
24long2022-07-08 12:00 @ 21,582.122022-07-11 20:00 @ 20,064.823d 8h−$183.34-7.21%trailing stop
23short2022-07-01 04:00 @ 19,716.662022-07-05 20:00 @ 20,544.364d 16h−$109.35-4.26%trailing stop
22short2022-06-22 04:00 @ 20,304.942022-07-01 00:00 @ 20,489.208d 20h−$24.29-0.94%trailing stop
21short2022-06-11 20:00 @ 28,575.382022-06-21 08:00 @ 21,371.759d 12h$609.26+25.14%trailing stop
20short2022-06-07 12:00 @ 29,498.702022-06-07 16:00 @ 31,174.164h−$142.29-5.79%trailing stop
19long2022-06-06 16:00 @ 31,536.012022-06-07 00:00 @ 30,117.598h−$114.80-4.61%trailing stop
18short2022-06-03 16:00 @ 29,480.902022-06-06 00:00 @ 31,126.782d 8h−$142.55-5.65%trailing stop
17long2022-06-03 04:00 @ 30,516.502022-06-03 12:00 @ 29,738.058h−$67.27-2.65%signal
16long2022-05-31 12:00 @ 31,761.852022-06-01 16:00 @ 30,072.371d 4h−$140.50-5.46%trailing stop
15short2022-05-05 16:00 @ 36,879.122022-05-30 04:00 @ 30,526.7224d 12h$429.10+17.39%trailing stop
14short2022-04-26 20:00 @ 38,242.952022-05-04 16:00 @ 39,904.207d 20h−$108.55-4.35%trailing stop
13short2022-04-21 20:00 @ 41,200.362022-04-25 20:00 @ 40,598.074d$31.75+1.28%trailing stop
12short2022-04-07 16:00 @ 43,296.342022-04-18 16:00 @ 40,777.2411d$142.17+5.80%trailing stop
11long2022-04-01 16:00 @ 46,532.902022-04-06 00:00 @ 44,576.784d 8h−$110.07-4.44%trailing stop
10long2022-03-17 16:00 @ 40,796.462022-03-31 20:00 @ 45,409.7014d 4h$262.28+10.87%trailing stop
9short2022-03-10 12:00 @ 39,047.492022-03-16 00:00 @ 40,681.345d 12h−$104.98-4.30%trailing stop
8long2022-03-10 00:00 @ 41,947.892022-03-10 04:00 @ 38,822.324h−$187.93-7.56%trailing stop
7short2022-03-06 00:00 @ 39,367.132022-03-09 00:00 @ 41,075.673d−$111.10-4.42%trailing stop
6long2022-03-01 04:00 @ 43,149.532022-03-04 12:00 @ 40,583.723d 8h−$156.46-6.13%trailing stop
5short2022-02-18 20:00 @ 40,188.162022-02-24 20:00 @ 38,689.826d$91.35+3.61%trailing stop
4long2022-02-05 04:00 @ 41,436.962022-02-11 16:00 @ 42,147.386d 12h$37.94+1.50%trailing stop
3short2022-01-21 12:00 @ 38,870.942022-01-26 04:00 @ 37,811.284d 16h$66.98+2.67%trailing stop
2short2022-01-18 16:00 @ 41,565.782022-01-20 12:00 @ 43,398.711d 20h−$112.87-4.46%trailing stop
1short2021-12-31 20:00 @ 45,698.482022-01-12 08:00 @ 43,400.0211d 12h$131.20+5.25%trailing stop

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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