[Mine-PA] Liquidity sweep reversal with trend

public
@djgambhir

BTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,452 bars in 16.8ms

Underperformed the market. Holding BTCUSDT returned +67.13% over the same period, against this strategy’s -21.05%.

Net P&L
-21.05%
−$2,105.11
Max drawdown
-27.42%
Max run-up
+6.46%
Trades
421
32.8% win rate
Profit factor
0.76
2021-12-31drawdown · worst -27.42%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-13.39%-18.38%25035%
Validation2024-10-19 → 2025-09-25-6.07%-6.94%8730%
Out-of-sample2025-09-25 → 2026-08-31-2.96%-8.00%8429%

Risk-adjusted

Sharpe
-0.79
Sortino
-1.09
Calmar
-0.18
Return ÷ max drawdown
-0.77
CAGR
-4.94%
Exposure
30.2%

Per trade

Expectancy
−$5.00 · -0.22%
Average win / loss
$49.21 / −$31.43
Payoff ratio
1.57
Largest win / loss
$442.76 / −$131.75
Longest losing streak(winning: 5)
12 trades

Drawdown over time

Max drawdown
-27.42%
Longest time under water(still going at the end)
1680 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$937.70
Funding
−$65.60
Liquidations
0
Warmup bars(loaded before the start date)
199
Benchmark(buy and hold)
+67.13%

Monte Carlo

1,000 alternative histories, each 421 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-34.67%-21.20%-1.17%
Max drawdown-36.38%-25.72%-12.38%

96% of histories lost money, and 42% had a deeper drawdown than this run’s -27.42%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

ll20 length
20
hh20 length
20
ema200 length
200
atr14 length
14
Stop loss (× atr14)
1.5
Trailing stop (× 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

421 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
421long2026-08-31 00:00 @ 77,650.132026-08-31 22:00 @ 78,533.8922h$19.89+1.01%end of data
420long2026-08-26 16:00 @ 77,996.302026-08-28 08:00 @ 79,178.321d 16h$26.86+1.37%trailing stop
419short2026-08-17 06:00 @ 63,475.402026-08-17 14:00 @ 63,821.228h−$12.54-0.64%trailing stop
418short2026-08-16 18:00 @ 63,117.972026-08-17 00:00 @ 63,231.656h−$5.44-0.28%trailing stop
417short2026-08-03 16:00 @ 63,646.772026-08-04 18:00 @ 64,303.381d 2h−$21.94-1.11%trailing stop
416short2026-08-02 22:00 @ 63,547.292026-08-03 12:00 @ 63,345.9114h$4.60+0.23%trailing stop
415long2026-07-23 16:00 @ 64,953.392026-07-24 12:00 @ 64,560.4020h−$14.33-0.73%trailing stop
414long2026-07-20 08:00 @ 64,262.852026-07-20 14:00 @ 64,058.096h−$8.38-0.42%trailing stop
413long2026-07-17 04:00 @ 63,550.712026-07-17 04:00 @ 62,783.010m−$25.93-1.31%trailing stop
412long2026-07-16 10:00 @ 64,076.712026-07-17 02:00 @ 63,347.4016h−$24.89-1.25%trailing stop
411long2026-07-12 08:00 @ 63,869.172026-07-13 02:00 @ 63,304.9318h−$19.91-1.00%trailing stop
410short2026-07-02 10:00 @ 61,147.372026-07-03 12:00 @ 62,261.731d 2h−$38.03-1.90%trailing stop
409short2026-07-02 00:00 @ 59,987.602026-07-02 02:00 @ 61,075.082h−$38.37-1.91%trailing stop
408short2026-07-01 16:00 @ 60,106.582026-07-01 22:00 @ 61,108.216h−$35.59-1.76%trailing stop
407short2026-06-29 14:00 @ 59,547.492026-06-29 16:00 @ 60,568.012h−$36.68-1.81%trailing stop
406short2026-06-22 16:00 @ 64,795.042026-06-24 22:00 @ 61,238.732d 6h$108.31+5.40%trailing stop
405short2026-06-21 06:00 @ 64,213.752026-06-22 00:00 @ 64,511.0418h−$11.03-0.55%trailing stop
404short2026-06-15 02:00 @ 65,469.502026-06-15 10:00 @ 66,267.988h−$26.57-1.32%trailing stop
403short2026-06-11 20:00 @ 63,554.992026-06-13 20:00 @ 64,624.722d−$35.92-1.78%trailing stop
402short2026-06-11 04:00 @ 62,644.972026-06-11 18:00 @ 63,799.9814h−$39.42-1.94%trailing stop
401short2026-05-26 16:00 @ 76,462.902026-06-07 22:00 @ 62,973.3012d 6h$344.95+17.72%trailing stop
400short2026-05-25 08:00 @ 77,361.422026-05-26 14:00 @ 77,879.711d 6h−$14.69-0.75%trailing stop
399short2026-05-24 12:00 @ 77,274.042026-05-25 06:00 @ 77,599.9518h−$9.94-0.51%trailing stop
398short2026-05-21 02:00 @ 77,802.542026-05-23 18:00 @ 75,778.202d 16h$49.06+2.53%trailing stop
397short2026-05-20 08:00 @ 77,234.552026-05-21 00:00 @ 77,981.2716h−$20.44-1.05%trailing stop
396long2026-05-13 18:00 @ 79,485.992026-05-15 12:00 @ 79,926.211d 18h$8.72+0.45%trailing stop
395long2026-05-12 18:00 @ 80,509.102026-05-13 12:00 @ 79,778.1618h−$19.84-1.02%trailing stop
394long2026-05-07 18:00 @ 80,069.312026-05-10 20:00 @ 80,501.113d 2h$8.43+0.43%trailing stop
393long2026-05-07 12:00 @ 80,844.072026-05-07 14:00 @ 79,846.592h−$26.03-1.33%trailing stop
392long2026-04-28 16:00 @ 76,042.912026-04-29 14:00 @ 76,278.5122h$4.02+0.21%trailing stop
391long2026-04-27 18:00 @ 76,717.642026-04-28 14:00 @ 75,818.4220h−$24.75-1.26%trailing stop
390long2026-04-25 18:00 @ 77,228.742026-04-27 04:00 @ 77,870.371d 10h$14.26+0.73%trailing stop
389long2026-04-20 02:00 @ 74,564.412026-04-21 18:00 @ 74,966.611d 16h$9.08+0.47%trailing stop
388long2026-04-19 20:00 @ 74,932.982026-04-19 22:00 @ 73,972.362h−$27.05-1.38%trailing stop
387long2026-04-16 14:00 @ 73,770.752026-04-18 16:00 @ 75,669.502d 2h$48.67+2.50%trailing stop
386long2026-04-12 16:00 @ 70,870.272026-04-14 18:00 @ 73,806.422d 2h$78.15+4.06%trailing stop
385long2026-04-12 02:00 @ 71,613.022026-04-12 14:00 @ 70,642.8012h−$28.05-1.45%trailing stop
384short2026-04-05 16:00 @ 67,258.752026-04-05 22:00 @ 67,823.516h−$18.19-0.94%trailing stop
383short2026-04-01 08:00 @ 68,638.172026-04-05 14:00 @ 67,615.074d 6h$27.10+1.40%trailing stop
382short2026-03-31 18:00 @ 67,480.302026-04-01 06:00 @ 68,792.9212h−$39.80-2.05%trailing stop
381short2026-03-31 02:00 @ 67,882.522026-03-31 16:00 @ 68,232.5014h−$12.07-0.62%trailing stop
380short2026-03-30 14:00 @ 67,477.302026-03-31 00:00 @ 68,234.8710h−$23.84-1.22%trailing stop
379short2026-03-30 04:00 @ 67,126.572026-03-30 12:00 @ 68,106.808h−$30.56-1.56%trailing stop
378short2026-03-23 16:00 @ 70,098.182026-03-25 10:00 @ 71,558.891d 18h−$42.73-2.17%trailing stop
377short2026-03-23 12:00 @ 70,083.182026-03-23 12:00 @ 71,569.690m−$44.00-2.22%trailing stop
376long2026-03-18 22:00 @ 71,233.942026-03-19 06:00 @ 69,950.568h−$37.79-1.90%trailing stop
375short2026-03-09 10:00 @ 67,932.812026-03-09 12:00 @ 69,197.672h−$39.24-1.96%trailing stop
374long2026-03-06 06:00 @ 70,410.482026-03-06 14:00 @ 68,902.338h−$44.99-2.24%trailing stop
373short2026-03-01 04:00 @ 67,461.312026-03-02 14:00 @ 67,914.041d 10h−$15.44-0.77%trailing stop
372short2026-02-25 14:00 @ 66,196.262026-02-25 16:00 @ 67,578.712h−$44.37-2.19%trailing stop
371short2026-02-20 12:00 @ 67,276.942026-02-21 14:00 @ 68,363.601d 2h−$34.78-1.71%trailing stop
370short2026-02-15 10:00 @ 70,368.422026-02-20 04:00 @ 67,756.714d 18h$73.11+3.63%trailing stop
369short2026-02-13 18:00 @ 68,990.202026-02-14 10:00 @ 70,439.6316h−$44.54-2.20%trailing stop
368short2026-02-09 00:00 @ 70,274.142026-02-13 14:00 @ 68,355.404d 14h$52.41+2.60%trailing stop
367short2026-01-28 18:00 @ 90,124.872026-01-29 14:00 @ 87,038.9420h$66.68+3.34%trailing stop
366short2026-01-27 06:00 @ 88,406.322026-01-27 20:00 @ 89,363.5214h−$23.43-1.17%trailing stop
365long2026-01-12 16:00 @ 91,636.922026-01-13 22:00 @ 94,207.011d 6h$53.38+2.68%trailing stop
364long2026-01-08 16:00 @ 90,748.152026-01-12 08:00 @ 90,956.993d 16h$1.58+0.08%trailing stop
363long2026-01-07 16:00 @ 91,321.462026-01-08 06:00 @ 90,044.4514h−$30.14-1.51%trailing stop
362long2026-01-06 20:00 @ 92,080.612026-01-07 14:00 @ 91,222.2518h−$20.99-1.05%trailing stop
361short2025-12-28 12:00 @ 87,833.332025-12-29 00:00 @ 88,348.5812h−$13.38-0.67%trailing stop
360short2025-12-26 08:00 @ 88,415.312025-12-26 14:00 @ 89,006.706h−$15.35-0.76%trailing stop
359short2025-12-22 02:00 @ 88,562.482025-12-22 08:00 @ 89,591.166h−$25.35-1.26%trailing stop
358short2025-12-21 10:00 @ 88,850.232025-12-22 00:00 @ 89,416.7914h−$14.73-0.73%trailing stop
357short2025-12-17 16:00 @ 87,173.562025-12-18 12:00 @ 88,631.6820h−$35.74-1.76%trailing stop
356long2025-12-04 20:00 @ 91,959.892025-12-05 12:00 @ 90,312.7216h−$38.72-1.90%trailing stop
355short2025-11-27 04:00 @ 91,031.092025-11-28 12:00 @ 92,585.891d 8h−$36.72-1.79%trailing stop
354short2025-11-26 20:00 @ 89,905.322025-11-27 02:00 @ 91,543.876h−$39.62-1.93%trailing stop
353short2025-11-24 20:00 @ 88,259.442025-11-26 16:00 @ 88,986.181d 20h−$18.99-0.92%trailing stop
352short2025-11-23 18:00 @ 86,682.062025-11-24 16:00 @ 88,289.4222h−$40.41-1.95%trailing stop
351short2025-11-11 02:00 @ 106,026.292025-11-13 06:00 @ 103,986.912d 4h$37.89+1.84%trailing stop
350short2025-11-09 22:00 @ 104,462.702025-11-10 00:00 @ 105,815.162h−$28.69-1.39%trailing stop
349short2025-11-09 16:00 @ 103,695.062025-11-09 20:00 @ 104,937.424h−$26.78-1.29%trailing stop
348short2025-11-08 00:00 @ 103,284.642025-11-09 14:00 @ 103,769.251d 14h−$11.49-0.55%trailing stop
347short2025-11-02 10:00 @ 110,635.072025-11-05 14:00 @ 103,266.333d 4h$135.34+6.62%trailing stop
346long2025-10-29 02:00 @ 112,457.892025-10-29 16:00 @ 111,056.1514h−$27.80-1.35%trailing stop
345short2025-10-24 06:00 @ 111,170.862025-10-26 08:00 @ 112,786.192d 2h−$31.61-1.53%trailing stop
344short2025-10-21 18:00 @ 111,937.812025-10-23 06:00 @ 110,258.781d 12h$29.01+1.41%trailing stop
343short2025-10-20 10:00 @ 110,898.722025-10-21 14:00 @ 110,272.881d 4h$9.46+0.46%trailing stop
342short2025-10-19 10:00 @ 107,327.432025-10-19 16:00 @ 108,727.576h−$28.86-1.40%trailing stop
341short2025-10-13 00:00 @ 114,871.522025-10-19 08:00 @ 107,919.206d 8h$120.04+5.92%trailing stop
340long2025-10-09 16:00 @ 121,103.622025-10-10 14:00 @ 119,690.3022h−$25.89-1.27%trailing stop
339long2025-10-07 20:00 @ 121,617.822025-10-09 14:00 @ 120,729.811d 18h−$17.42-0.85%trailing stop
338short2025-09-29 10:00 @ 112,027.492025-09-29 12:00 @ 112,771.342h−$15.61-0.76%trailing stop
337short2025-09-24 18:00 @ 113,677.362025-09-25 16:00 @ 111,314.8622h$40.44+1.99%trailing stop
336long2025-09-19 22:00 @ 115,434.482025-09-22 00:00 @ 114,768.072d 2h−$13.99-0.69%trailing stop
335long2025-09-15 10:00 @ 114,843.062025-09-17 14:00 @ 115,338.312d 4h$5.95+0.29%trailing stop
334long2025-09-15 02:00 @ 115,201.442025-09-15 08:00 @ 114,977.536h−$6.16-0.30%trailing stop
333short2025-09-07 16:00 @ 111,253.942025-09-08 08:00 @ 112,003.4916h−$15.32-0.75%trailing stop
332short2025-09-02 16:00 @ 110,767.742025-09-03 14:00 @ 112,272.3722h−$29.62-1.45%trailing stop
331short2025-09-02 10:00 @ 110,385.922025-09-02 14:00 @ 111,355.744h−$20.09-0.98%trailing stop
330short2025-08-28 08:00 @ 113,056.682025-09-01 06:00 @ 109,084.073d 22h$70.86+3.48%trailing stop
329short2025-08-27 16:00 @ 111,942.612025-08-28 06:00 @ 113,311.7614h−$26.84-1.31%trailing stop
328long2025-08-14 18:00 @ 117,902.282025-08-18 00:00 @ 116,956.053d 6h−$19.63-0.96%trailing stop
327short2025-08-06 20:00 @ 115,191.962025-08-07 10:00 @ 116,222.9714h−$20.16-0.98%trailing stop
326short2025-08-04 18:00 @ 115,126.772025-08-06 14:00 @ 114,890.751d 20h$2.87+0.14%trailing stop
325short2025-08-04 02:00 @ 114,614.872025-08-04 16:00 @ 115,623.2014h−$19.95-0.97%trailing stop
324long2025-07-29 18:00 @ 117,747.042025-07-30 18:00 @ 116,624.431d−$22.32-1.08%trailing stop
323long2025-07-28 20:00 @ 118,073.612025-07-29 16:00 @ 117,168.7720h−$18.51-0.90%trailing stop
322long2025-07-24 08:00 @ 118,391.772025-07-25 02:00 @ 116,940.1018h−$28.09-1.36%trailing stop
321long2025-07-22 02:00 @ 117,723.642025-07-24 06:00 @ 117,080.352d 4h−$14.67-0.71%trailing stop
320long2025-07-18 16:00 @ 117,853.672025-07-20 22:00 @ 116,926.242d 6h−$19.91-0.96%trailing stop
319long2025-07-15 06:00 @ 117,348.672025-07-18 14:00 @ 117,385.283d 8h−$3.54-0.17%trailing stop
318long2025-07-07 20:00 @ 108,021.502025-07-09 18:00 @ 109,883.061d 22h$33.23+1.60%trailing stop
317long2025-07-04 18:00 @ 107,846.462025-07-07 12:00 @ 108,248.792d 18h$5.27+0.25%trailing stop
316long2025-07-04 10:00 @ 108,968.392025-07-04 12:00 @ 108,039.052h−$19.79-0.95%trailing stop
315long2025-07-01 12:00 @ 106,578.112025-07-01 14:00 @ 105,768.152h−$17.90-0.86%trailing stop
314long2025-07-01 08:00 @ 107,156.232025-07-01 10:00 @ 106,336.712h−$18.12-0.87%trailing stop
313long2025-06-30 16:00 @ 107,547.212025-07-01 04:00 @ 106,757.4712h−$17.56-0.84%trailing stop
312long2025-06-27 14:00 @ 106,796.962025-06-29 16:00 @ 107,253.152d 2h$6.23+0.30%trailing stop
311long2025-06-12 14:00 @ 107,037.202025-06-12 20:00 @ 106,066.326h−$21.11-1.01%trailing stop
310long2025-06-12 06:00 @ 107,725.642025-06-12 12:00 @ 106,640.186h−$23.41-1.11%trailing stop
309long2025-06-12 00:00 @ 108,621.822025-06-12 04:00 @ 107,542.664h−$23.06-1.09%trailing stop
308short2025-06-07 08:00 @ 104,792.742025-06-07 20:00 @ 105,873.1112h−$23.96-1.13%trailing stop
307short2025-06-03 04:00 @ 105,427.712025-06-03 14:00 @ 106,558.8910h−$24.73-1.17%trailing stop
306short2025-06-02 10:00 @ 104,509.492025-06-02 22:00 @ 105,563.9312h−$23.47-1.10%trailing stop
305long2025-05-29 16:00 @ 106,993.992025-05-29 18:00 @ 105,619.232h−$29.68-1.39%trailing stop
304long2025-05-28 22:00 @ 107,468.292025-05-29 14:00 @ 106,411.2916h−$23.28-1.09%trailing stop
303long2025-05-24 00:00 @ 107,293.052025-05-27 00:00 @ 107,942.763d$9.29+0.44%trailing stop
302long2025-05-23 14:00 @ 109,625.322025-05-23 22:00 @ 107,801.988h−$37.98-1.77%trailing stop
301long2025-05-19 06:00 @ 103,011.302025-05-23 12:00 @ 108,305.664d 6h$104.64+4.94%trailing stop
300long2025-05-15 10:00 @ 101,799.962025-05-18 18:00 @ 104,070.933d 8h$43.86+2.08%trailing stop
299long2025-05-05 04:00 @ 94,020.002025-05-06 22:00 @ 94,630.771d 18h$11.38+0.54%trailing stop
298long2025-05-04 12:00 @ 95,395.082025-05-04 22:00 @ 94,636.9610h−$18.94-0.90%trailing stop
297long2025-05-04 02:00 @ 96,074.512025-05-04 10:00 @ 95,254.778h−$20.21-0.96%trailing stop
296long2025-04-30 16:00 @ 93,967.192025-05-04 00:00 @ 95,663.263d 8h$36.67+1.74%trailing stop
295long2025-04-27 06:00 @ 93,888.772025-04-28 00:00 @ 92,954.0918h−$23.10-1.09%trailing stop
294long2025-04-16 02:00 @ 83,606.822025-04-20 10:00 @ 84,313.234d 8h$14.90+0.71%trailing stop
293short2025-03-31 16:00 @ 83,356.632025-04-01 14:00 @ 84,674.1222h−$35.40-1.67%trailing stop
292long2025-03-26 20:00 @ 86,542.512025-03-28 06:00 @ 85,586.761d 10h−$25.69-1.21%trailing stop
291short2025-03-16 18:00 @ 83,853.032025-03-17 18:00 @ 84,456.471d−$17.22-0.81%trailing stop
290short2025-03-12 14:00 @ 82,633.372025-03-14 12:00 @ 83,747.441d 22h−$30.49-1.43%trailing stop
289short2025-03-05 12:00 @ 89,759.642025-03-06 04:00 @ 92,460.9616h−$66.74-3.10%trailing stop
288short2025-02-20 16:00 @ 96,851.732025-02-20 16:00 @ 97,904.040m−$25.45-1.18%trailing stop
287short2025-02-20 00:00 @ 96,578.582025-02-20 14:00 @ 97,672.9014h−$26.57-1.23%trailing stop
286short2025-02-10 06:00 @ 96,960.102025-02-11 04:00 @ 98,445.0322h−$35.01-1.61%trailing stop
285short2025-02-07 16:00 @ 98,237.452025-02-10 00:00 @ 97,048.222d 8h$24.52+1.13%trailing stop
284short2025-02-04 00:00 @ 101,273.342025-02-07 14:00 @ 99,097.483d 14h$45.06+2.09%trailing stop
283long2025-01-23 06:00 @ 102,529.302025-01-26 22:00 @ 103,284.063d 16h$11.82+0.55%trailing stop
282long2025-01-20 02:00 @ 100,686.332025-01-20 06:00 @ 104,041.484h$68.98+3.23%trailing stop
281short2025-01-13 02:00 @ 94,157.862025-01-13 14:00 @ 92,407.8912h$37.55+1.77%trailing stop
280long2025-01-07 16:00 @ 97,934.982025-01-07 18:00 @ 96,383.332h−$36.12-1.69%trailing stop
279long2025-01-05 16:00 @ 98,006.702025-01-06 14:00 @ 99,825.4122h$36.70+1.73%trailing stop
278short2024-12-31 16:00 @ 95,370.222025-01-02 04:00 @ 95,623.511d 12h−$6.73-0.32%trailing stop
277short2024-12-25 22:00 @ 98,454.212024-12-30 16:00 @ 93,954.504d 18h$96.63+4.59%trailing stop
276short2024-12-24 20:00 @ 97,538.892024-12-25 20:00 @ 99,548.131d−$45.06-2.13%trailing stop
275long2024-12-19 04:00 @ 101,183.632024-12-19 16:00 @ 99,086.3012h−$46.60-2.19%trailing stop
274long2024-12-18 06:00 @ 103,550.812024-12-18 20:00 @ 101,964.3114h−$35.24-1.65%trailing stop
273long2024-12-09 04:00 @ 99,199.742024-12-09 14:00 @ 97,674.7210h−$35.53-1.66%trailing stop
272long2024-12-06 00:00 @ 97,021.002024-12-09 02:00 @ 98,640.823d 2h$29.69+1.39%trailing stop
271long2024-12-03 16:00 @ 95,763.852024-12-05 02:00 @ 100,180.261d 10h$92.83+4.39%trailing stop
270long2024-12-02 12:00 @ 95,210.442024-12-02 16:00 @ 94,667.094h−$14.47-0.68%trailing stop
269long2024-12-01 04:00 @ 96,423.282024-12-02 04:00 @ 96,232.161d−$7.50-0.35%trailing stop
268long2024-11-26 12:00 @ 92,438.482024-12-01 02:00 @ 95,813.004d 14h$69.55+3.31%trailing stop
267long2024-11-26 10:00 @ 93,633.222024-11-26 10:00 @ 91,674.280m−$46.30-2.19%trailing stop
266long2024-11-25 16:00 @ 96,059.612024-11-25 20:00 @ 94,444.134h−$38.33-1.81%trailing stop
265long2024-11-24 18:00 @ 96,012.002024-11-25 14:00 @ 96,413.1720h$6.07+0.29%trailing stop
264long2024-11-24 14:00 @ 97,300.262024-11-24 14:00 @ 96,070.880m−$29.01-1.36%trailing stop
263long2024-11-23 22:00 @ 98,031.402024-11-24 12:00 @ 96,804.0714h−$29.42-1.38%trailing stop
262long2024-11-18 00:00 @ 89,917.982024-11-18 12:00 @ 89,464.5212h−$13.93-0.65%trailing stop
261long2024-11-01 20:00 @ 69,292.462024-11-03 02:00 @ 68,025.371d 6h−$42.30-1.97%trailing stop
260long2024-11-01 04:00 @ 69,411.582024-11-01 14:00 @ 69,163.0410h−$10.07-0.47%trailing stop
259long2024-10-31 22:00 @ 70,484.292024-11-01 00:00 @ 69,523.462h−$31.81-1.47%trailing stop
258long2024-10-31 18:00 @ 70,822.662024-10-31 20:00 @ 69,870.382h−$31.30-1.44%trailing stop
257long2024-10-26 00:00 @ 66,676.032024-10-30 12:00 @ 71,656.474d 12h$153.97+7.23%trailing stop
256long2024-10-25 20:00 @ 66,839.072024-10-25 22:00 @ 65,721.482h−$37.89-1.77%trailing stop
255long2024-10-23 20:00 @ 66,478.592024-10-25 16:00 @ 66,987.861d 20h$12.92+0.60%trailing stop
254long2024-10-23 16:00 @ 66,214.942024-10-23 18:00 @ 65,322.652h−$31.23-1.46%trailing stop
253long2024-10-23 14:00 @ 66,793.962024-10-23 14:00 @ 65,913.290m−$30.50-1.42%trailing stop
252long2024-10-22 02:00 @ 67,513.402024-10-22 12:00 @ 66,677.6010h−$29.08-1.35%trailing stop
251long2024-10-21 16:00 @ 67,367.672024-10-22 00:00 @ 66,588.818h−$27.62-1.28%trailing stop
250short2024-10-04 14:00 @ 61,532.692024-10-06 14:00 @ 62,504.682d−$36.44-1.68%trailing stop
249long2024-09-30 20:00 @ 63,485.592024-10-01 12:00 @ 62,792.0016h−$26.44-1.21%trailing stop
248long2024-09-30 12:00 @ 63,807.162024-09-30 18:00 @ 63,133.896h−$25.48-1.16%trailing stop
247long2024-09-26 02:00 @ 63,136.322024-09-30 00:00 @ 65,058.743d 22h$62.47+2.88%trailing stop
246long2024-09-23 00:00 @ 63,571.212024-09-23 00:00 @ 62,699.490m−$32.20-1.48%trailing stop
245long2024-09-22 16:00 @ 62,636.622024-09-22 22:00 @ 62,460.766h−$8.43-0.39%trailing stop
244long2024-09-16 04:00 @ 58,558.112024-09-16 14:00 @ 57,847.7810h−$28.81-1.32%trailing stop
243short2024-09-12 16:00 @ 57,460.712024-09-13 14:00 @ 58,538.9022h−$43.59-1.98%trailing stop
242short2024-09-09 02:00 @ 55,060.892024-09-09 16:00 @ 55,890.3614h−$35.75-1.62%trailing stop
241short2024-09-03 00:00 @ 59,100.382024-09-04 00:00 @ 57,690.721d$50.61+2.30%trailing stop
240long2024-08-27 14:00 @ 62,221.142024-08-27 14:00 @ 61,424.460m−$30.41-1.38%trailing stop
239long2024-08-27 02:00 @ 62,974.792024-08-27 12:00 @ 62,157.8710h−$30.93-1.40%trailing stop
238long2024-08-26 16:00 @ 63,505.702024-08-27 00:00 @ 62,708.448h−$30.21-1.36%trailing stop
237long2024-08-26 10:00 @ 63,846.972024-08-26 14:00 @ 63,108.154h−$27.97-1.26%trailing stop
236short2024-08-18 14:00 @ 59,782.242024-08-19 22:00 @ 59,387.971d 8h$12.11+0.54%trailing stop
235short2024-08-18 04:00 @ 59,296.642024-08-18 10:00 @ 60,126.926h−$33.52-1.50%trailing stop
234short2024-08-14 14:00 @ 59,570.982024-08-16 12:00 @ 58,790.711d 22h$26.18+1.18%trailing stop
233short2024-08-11 10:00 @ 61,066.482024-08-12 10:00 @ 59,817.051d$43.35+1.96%trailing stop
232short2024-08-08 18:00 @ 59,427.612024-08-08 20:00 @ 61,087.462h−$64.56-2.89%trailing stop
231short2024-08-08 14:00 @ 57,236.452024-08-08 14:00 @ 59,017.950m−$72.27-3.21%trailing stop
230short2024-08-06 20:00 @ 56,725.652024-08-08 12:00 @ 57,785.071d 16h−$44.45-1.97%trailing stop
229long2024-07-30 16:00 @ 66,211.242024-07-31 18:00 @ 65,092.361d 2h−$41.10-1.81%trailing stop
228long2024-07-27 22:00 @ 68,842.572024-07-28 00:00 @ 67,580.242h−$44.27-1.94%trailing stop
227long2024-07-25 06:00 @ 64,257.752024-07-27 18:00 @ 67,530.382d 12h$110.88+4.92%trailing stop
226long2024-07-24 22:00 @ 65,637.122024-07-25 00:00 @ 64,575.382h−$39.07-1.73%trailing stop
225long2024-07-21 20:00 @ 67,404.982024-07-23 04:00 @ 66,376.211d 8h−$37.45-1.65%trailing stop
224long2024-07-18 18:00 @ 63,542.612024-07-21 18:00 @ 65,984.533d$83.96+3.73%trailing stop
223short2024-07-13 18:00 @ 58,674.562024-07-13 22:00 @ 59,483.304h−$33.42-1.48%trailing stop
222short2024-07-11 14:00 @ 58,532.592024-07-13 08:00 @ 58,801.011d 18h−$11.78-0.52%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.

← Browse other results