[Mine-PA] Liquidity sweep reversal with trend

public
@djgambhir

BTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,900 bars in 45.9ms

Underperformed the market. Holding BTCUSDT returned +71.25% over the same period, against this strategy’s -48.05%.

Net P&L
-48.05%
−$4,804.66
Max drawdown
-48.67%
Max run-up
+3.84%
Trades
804
28.9% win rate
Profit factor
0.56
2021-12-31drawdown · worst -48.67%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-33.98%-35.42%49129%
Validation2024-10-19 → 2025-09-25-12.31%-12.96%16230%
Out-of-sample2025-09-25 → 2026-08-31-10.26%-13.42%15126%

Risk-adjusted

Sharpe
-2.27
Sortino
-3.09
Calmar
-0.27
Return ÷ max drawdown
-0.99
CAGR
-13.09%
Exposure
30.0%

Per trade

Expectancy
−$5.98 · -0.32%
Average win / loss
$25.94 / −$18.92
Payoff ratio
1.37
Largest win / loss
$233.30 / −$127.53
Longest losing streak(winning: 4)
15 trades

Drawdown over time

Max drawdown
-48.67%
Longest time under water(still going at the end)
1693 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$1,456.08
Funding
−$46.45
Liquidations
0
Warmup bars(loaded before the start date)
199
Benchmark(buy and hold)
+71.25%

Monte Carlo

1,000 alternative histories, each 804 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-55.74%-48.05%-38.25%
Max drawdown-56.22%-48.68%-39.38%

100% of histories lost money, and 50% had a deeper drawdown than this run’s -48.67%. 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

804 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
804long2026-08-28 15:00 @ 79,528.202026-08-28 15:00 @ 78,620.360m−$16.17-1.24%trailing stop
803long2026-08-28 11:00 @ 79,544.312026-08-28 14:00 @ 78,841.883h−$12.83-0.98%trailing stop
802long2026-08-25 14:00 @ 78,643.432026-08-27 13:00 @ 78,984.371d 23h$3.76+0.29%trailing stop
801long2026-08-23 05:00 @ 76,626.022026-08-23 05:00 @ 75,837.440m−$14.77-1.13%trailing stop
800short2026-08-17 04:00 @ 63,397.022026-08-17 06:00 @ 63,663.422h−$6.82-0.52%trailing stop
799short2026-08-12 13:00 @ 64,077.082026-08-13 05:00 @ 63,994.3316h$0.55+0.04%trailing stop
798short2026-08-11 13:00 @ 64,290.242026-08-12 09:00 @ 63,953.6320h$5.90+0.45%trailing stop
797long2026-08-09 04:00 @ 64,771.852026-08-09 13:00 @ 64,924.629h$1.69+0.13%trailing stop
796long2026-08-06 14:00 @ 64,417.682026-08-06 23:00 @ 64,153.929h−$6.75-0.52%trailing stop
795long2026-08-05 14:00 @ 64,399.782026-08-06 13:00 @ 64,256.7523h−$4.38-0.33%trailing stop
794short2026-08-03 16:00 @ 63,646.772026-08-04 04:00 @ 64,161.9112h−$11.88-0.90%trailing stop
793short2026-08-02 22:00 @ 63,547.292026-08-03 13:00 @ 63,004.9815h$10.10+0.77%trailing stop
792short2026-08-02 06:00 @ 63,415.912026-08-02 18:00 @ 63,584.0612h−$4.58-0.35%trailing stop
791short2026-07-29 09:00 @ 64,378.322026-07-29 18:00 @ 64,710.299h−$8.05-0.61%trailing stop
790short2026-07-29 01:00 @ 63,914.712026-07-29 06:00 @ 64,429.145h−$11.93-0.91%trailing stop
789short2026-07-26 17:00 @ 64,687.062026-07-26 22:00 @ 64,923.915h−$6.15-0.47%trailing stop
788short2026-07-26 13:00 @ 64,421.312026-07-26 14:00 @ 64,632.881h−$5.66-0.43%trailing stop
787short2026-07-26 02:00 @ 64,421.412026-07-26 12:00 @ 64,639.6810h−$5.73-0.43%trailing stop
786short2026-07-25 18:00 @ 64,223.852026-07-26 00:00 @ 64,482.796h−$6.61-0.50%trailing stop
785long2026-07-22 06:00 @ 65,967.592026-07-22 12:00 @ 65,512.996h−$10.54-0.79%trailing stop
784long2026-07-17 01:00 @ 63,875.672026-07-17 02:00 @ 63,345.571h−$12.36-0.93%trailing stop
783long2026-07-16 09:00 @ 64,109.422026-07-16 23:00 @ 63,758.6714h−$8.70-0.65%trailing stop
782long2026-07-16 02:00 @ 64,711.542026-07-16 07:00 @ 64,204.245h−$11.79-0.88%trailing stop
781long2026-07-13 01:00 @ 64,054.612026-07-13 01:00 @ 63,613.240m−$10.55-0.79%trailing stop
780long2026-07-12 01:00 @ 63,815.662026-07-12 22:00 @ 63,632.2521h−$5.37-0.40%trailing stop
779long2026-07-08 03:00 @ 62,963.992026-07-08 08:00 @ 62,231.455h−$16.97-1.26%trailing stop
778long2026-07-07 15:00 @ 63,549.212026-07-08 02:00 @ 62,830.0311h−$16.74-1.24%trailing stop
777long2026-07-05 10:00 @ 62,612.722026-07-05 22:00 @ 63,013.4512h$7.15+0.53%trailing stop
776short2026-06-29 13:00 @ 59,911.522026-06-29 17:00 @ 60,594.304h−$16.62-1.23%trailing stop
775short2026-06-27 14:00 @ 60,542.492026-06-29 03:00 @ 60,023.741d 13h$10.43+0.77%trailing stop
774short2026-06-24 12:00 @ 62,875.222026-06-24 13:00 @ 62,543.761h$5.75+0.43%trailing stop
773short2026-06-20 06:00 @ 63,632.672026-06-20 14:00 @ 64,120.698h−$11.66-0.86%trailing stop
772short2026-06-19 14:00 @ 63,161.472026-06-20 05:00 @ 63,798.6715h−$14.88-1.10%trailing stop
771long2026-06-16 15:00 @ 65,643.332026-06-17 08:00 @ 64,982.7817h−$14.93-1.10%trailing stop
770long2026-06-14 15:00 @ 63,966.492026-06-14 21:00 @ 64,618.506h$12.47+0.92%trailing stop
769short2026-06-12 16:00 @ 63,544.392026-06-13 15:00 @ 64,273.3223h−$16.85-1.24%trailing stop
768short2026-06-11 19:00 @ 63,413.312026-06-12 15:00 @ 64,123.7620h−$16.60-1.22%trailing stop
767short2026-06-11 04:00 @ 62,644.972026-06-11 17:00 @ 63,473.6713h−$19.37-1.42%trailing stop
766short2026-06-10 14:00 @ 62,111.482026-06-11 03:00 @ 62,753.1313h−$15.50-1.13%trailing stop
765short2026-06-07 23:00 @ 62,820.432026-06-08 00:00 @ 63,848.421h−$23.85-1.73%trailing stop
764short2026-06-07 02:00 @ 61,440.212026-06-07 07:00 @ 62,292.245h−$20.54-1.49%trailing stop
763short2026-05-29 16:00 @ 73,760.642026-05-31 23:00 @ 74,018.672d 7h−$5.71-0.41%trailing stop
762short2026-05-26 15:00 @ 76,858.232026-05-29 15:00 @ 73,631.173d$57.10+4.17%trailing stop
761short2026-05-24 11:00 @ 77,147.872026-05-24 23:00 @ 77,106.3112h−$0.55-0.04%trailing stop
760short2026-05-23 22:00 @ 76,762.642026-05-24 10:00 @ 77,447.3312h−$13.40-0.98%trailing stop
759short2026-05-23 19:00 @ 75,797.242026-05-23 20:00 @ 76,308.651h−$10.65-0.78%trailing stop
758short2026-05-21 02:00 @ 77,802.542026-05-21 17:00 @ 77,829.2415h−$1.71-0.12%trailing stop
757short2026-05-20 16:00 @ 77,407.522026-05-21 00:00 @ 78,021.008h−$12.18-0.88%trailing stop
756short2026-05-20 08:00 @ 77,234.552026-05-20 15:00 @ 77,766.117h−$10.78-0.78%trailing stop
755short2026-05-14 14:00 @ 79,644.972026-05-14 14:00 @ 80,369.490m−$13.98-1.01%trailing stop
754long2026-05-12 12:00 @ 80,758.852026-05-12 15:00 @ 80,215.103h−$10.72-0.77%trailing stop
753long2026-05-10 21:00 @ 80,707.242026-05-10 22:00 @ 80,896.141h$1.86+0.13%trailing stop
752long2026-05-08 04:00 @ 79,555.812026-05-10 20:00 @ 80,855.522d 16h$20.98+1.52%trailing stop
751long2026-05-07 18:00 @ 80,069.312026-05-08 02:00 @ 79,372.188h−$13.33-0.96%trailing stop
750long2026-05-07 05:00 @ 80,956.092026-05-07 13:00 @ 80,444.628h−$10.08-0.73%trailing stop
749long2026-05-07 00:00 @ 81,406.282026-05-07 04:00 @ 80,724.874h−$12.94-0.93%trailing stop
748long2026-05-04 11:00 @ 78,910.682026-05-04 14:00 @ 78,681.793h−$5.42-0.39%trailing stop
747long2026-05-03 07:00 @ 78,264.652026-05-03 23:00 @ 78,547.0316h$3.63+0.26%trailing stop
746short2026-04-30 14:00 @ 76,355.132026-05-01 03:00 @ 77,022.0213h−$13.67-0.98%trailing stop
745long2026-04-27 06:00 @ 77,746.052026-04-27 15:00 @ 76,991.779h−$14.83-1.06%trailing stop
744long2026-04-24 19:00 @ 77,594.722026-04-26 21:00 @ 78,023.352d 2h$6.48+0.46%trailing stop
743long2026-04-23 04:00 @ 77,719.842026-04-23 10:00 @ 76,943.386h−$15.33-1.09%trailing stop
742long2026-04-21 16:00 @ 75,815.162026-04-21 19:00 @ 74,995.853h−$16.51-1.18%trailing stop
741long2026-04-19 19:00 @ 74,751.152026-04-19 22:00 @ 74,103.083h−$13.60-0.97%trailing stop
740long2026-04-19 07:00 @ 75,374.672026-04-19 07:00 @ 74,841.280m−$11.38-0.81%trailing stop
739long2026-04-18 17:00 @ 75,913.082026-04-19 06:00 @ 75,288.8113h−$12.91-0.91%trailing stop
738long2026-04-14 23:00 @ 74,002.402026-04-16 13:00 @ 73,864.331d 14h−$3.66-0.26%trailing stop
737long2026-04-12 16:00 @ 70,870.272026-04-14 16:00 @ 74,470.302d$69.73+4.99%trailing stop
736long2026-04-09 01:00 @ 70,793.162026-04-12 01:00 @ 72,758.293d$37.46+2.70%trailing stop
735long2026-04-07 12:00 @ 68,324.362026-04-08 14:00 @ 71,173.441d 2h$55.66+4.05%trailing stop
734long2026-04-07 00:00 @ 68,831.662026-04-07 11:00 @ 68,129.6811h−$15.46-1.12%trailing stop
733short2026-04-05 16:00 @ 67,258.752026-04-05 20:00 @ 67,657.414h−$9.54-0.69%trailing stop
732short2026-04-04 12:00 @ 67,115.472026-04-04 15:00 @ 67,412.453h−$7.50-0.54%trailing stop
731short2026-03-31 18:00 @ 67,480.302026-04-01 05:00 @ 68,521.4011h−$22.85-1.65%trailing stop
730short2026-03-31 02:00 @ 67,882.522026-03-31 14:00 @ 67,578.2012h$4.80+0.35%trailing stop
729short2026-03-30 06:00 @ 67,445.512026-03-31 01:00 @ 67,693.8319h−$6.48-0.47%trailing stop
728short2026-03-30 01:00 @ 66,237.952026-03-30 02:00 @ 66,975.071h−$16.89-1.21%trailing stop
727short2026-03-28 16:00 @ 66,969.002026-03-29 22:00 @ 66,147.761d 6h$15.63+1.13%trailing stop
726short2026-03-21 15:00 @ 70,580.882026-03-21 23:00 @ 69,687.008h$16.17+1.17%trailing stop
725short2026-03-20 05:00 @ 70,729.152026-03-21 14:00 @ 71,069.701d 9h−$8.09-0.58%trailing stop
724long2026-03-17 14:00 @ 73,595.422026-03-18 11:00 @ 72,981.1121h−$12.80-0.92%trailing stop
723long2026-03-14 02:00 @ 70,804.462026-03-15 22:00 @ 71,794.671d 20h$18.17+1.31%trailing stop
722long2026-03-11 13:00 @ 69,332.762026-03-13 15:00 @ 71,839.732d 2h$48.58+3.54%trailing stop
721short2026-03-09 10:00 @ 67,932.812026-03-09 13:00 @ 68,927.113h−$21.56-1.56%trailing stop
720short2026-03-08 11:00 @ 67,855.432026-03-09 03:00 @ 67,169.1616h$12.42+0.90%trailing stop
719long2026-03-05 17:00 @ 71,282.152026-03-06 12:00 @ 70,036.1919h−$25.49-1.85%trailing stop
718short2026-02-28 19:00 @ 65,859.732026-02-28 20:00 @ 66,986.081h−$25.13-1.81%trailing stop
717long2026-02-26 15:00 @ 67,673.332026-02-26 16:00 @ 66,684.541h−$21.79-1.56%trailing stop
716short2026-02-25 14:00 @ 66,196.262026-02-25 15:00 @ 67,105.571h−$20.61-1.47%trailing stop
715short2026-02-20 11:00 @ 67,896.222026-02-20 15:00 @ 67,872.964h−$0.92-0.07%trailing stop
714short2026-02-20 01:00 @ 67,176.762026-02-20 05:00 @ 67,915.294h−$16.83-1.20%trailing stop
713short2026-02-18 09:00 @ 68,086.282026-02-18 15:00 @ 68,178.866h−$3.31-0.24%trailing stop
712short2026-02-16 14:00 @ 68,341.832026-02-17 02:00 @ 69,184.2512h−$18.75-1.33%trailing stop
711short2026-02-13 17:00 @ 68,907.122026-02-14 11:00 @ 69,957.4118h−$22.91-1.62%trailing stop
710short2026-02-12 15:00 @ 67,534.292026-02-13 13:00 @ 67,394.7722h$1.57+0.11%trailing stop
709short2026-02-09 00:00 @ 70,274.142026-02-09 17:00 @ 70,663.3917h−$9.34-0.66%trailing stop
708short2026-02-08 15:00 @ 71,204.062026-02-08 23:00 @ 72,273.568h−$22.85-1.61%trailing stop
707short2026-02-06 23:00 @ 71,306.942026-02-08 11:00 @ 71,124.691d 12h$1.75+0.12%trailing stop
706short2026-02-06 16:00 @ 68,563.782026-02-06 17:00 @ 70,813.091h−$48.67-3.40%trailing stop
705short2026-02-02 14:00 @ 78,156.572026-02-03 20:00 @ 76,035.551d 6h$37.15+2.61%trailing stop
704short2026-01-27 22:00 @ 89,021.792026-01-28 11:00 @ 89,941.6413h−$16.01-1.12%trailing stop
703short2026-01-27 04:00 @ 88,726.952026-01-27 20:00 @ 88,902.6316h−$4.07-0.28%trailing stop
702short2026-01-26 15:00 @ 88,119.372026-01-27 02:00 @ 88,788.5711h−$12.17-0.85%trailing stop
701long2026-01-15 15:00 @ 96,032.802026-01-16 15:00 @ 94,987.491d−$17.29-1.20%trailing stop
700long2026-01-12 00:00 @ 90,982.592026-01-12 08:00 @ 91,236.948h$2.51+0.17%trailing stop
699short2026-01-11 06:00 @ 90,712.252026-01-11 14:00 @ 91,009.818h−$6.09-0.42%trailing stop
698long2026-01-07 20:00 @ 91,161.832026-01-08 06:00 @ 90,245.9510h−$16.04-1.11%trailing stop
697long2026-01-06 19:00 @ 92,024.802026-01-07 09:00 @ 91,766.9314h−$5.72-0.40%trailing stop
696short2025-12-30 09:00 @ 87,809.432025-12-30 14:00 @ 88,457.825h−$12.13-0.84%trailing stop
695short2025-12-28 00:00 @ 87,811.932025-12-28 23:00 @ 88,000.5923h−$4.31-0.30%trailing stop
694short2025-12-27 23:00 @ 87,508.892025-12-27 23:00 @ 87,879.670m−$7.59-0.52%trailing stop
693short2025-12-19 16:00 @ 87,908.012025-12-21 08:00 @ 88,743.641d 16h−$14.58-1.00%trailing stop
692short2025-12-19 15:00 @ 88,123.172025-12-19 15:00 @ 89,325.060m−$21.35-1.46%trailing stop
691short2025-12-18 15:00 @ 88,307.732025-12-19 03:00 @ 87,325.1312h$14.93+1.03%trailing stop
690short2025-12-17 16:00 @ 87,173.562025-12-18 13:00 @ 88,180.6621h−$18.15-1.24%trailing stop
689short2025-12-16 13:00 @ 87,144.372025-12-16 15:00 @ 88,160.672h−$18.53-1.27%trailing stop
688long2025-12-10 15:00 @ 91,812.362025-12-10 21:00 @ 92,039.226h$2.10+0.14%trailing stop
687long2025-12-04 20:00 @ 91,959.892025-12-05 13:00 @ 90,759.3917h−$20.76-1.41%trailing stop
686long2025-12-04 18:00 @ 92,403.082025-12-04 19:00 @ 91,271.301h−$19.50-1.32%trailing stop
685short2025-12-02 11:00 @ 87,224.352025-12-02 14:00 @ 88,261.533h−$19.05-1.29%trailing stop
684short2025-12-02 02:00 @ 86,392.622025-12-02 10:00 @ 87,585.858h−$21.93-1.48%trailing stop
683long2025-11-28 18:00 @ 90,639.322025-11-30 23:00 @ 90,786.632d 5h$0.69+0.05%trailing stop
682short2025-11-24 20:00 @ 88,259.442025-11-25 17:00 @ 88,055.9021h$1.84+0.12%trailing stop
681short2025-11-23 20:00 @ 87,259.242025-11-24 16:00 @ 87,574.8720h−$6.78-0.46%trailing stop
680short2025-11-23 15:00 @ 86,495.002025-11-23 19:00 @ 87,498.214h−$18.78-1.26%trailing stop
679short2025-11-23 03:00 @ 85,931.312025-11-23 14:00 @ 87,035.9711h−$20.70-1.39%trailing stop
678short2025-11-22 23:00 @ 85,003.502025-11-23 01:00 @ 86,084.862h−$20.52-1.37%trailing stop
677short2025-11-20 03:00 @ 92,537.492025-11-21 07:00 @ 84,868.241d 4h$120.65+8.21%trailing stop
676short2025-11-17 15:00 @ 94,711.252025-11-18 14:00 @ 92,043.9923h$40.03+2.74%trailing stop
675short2025-11-17 09:00 @ 95,558.182025-11-17 14:00 @ 95,816.625h−$5.41-0.37%trailing stop
674short2025-11-12 10:00 @ 104,454.502025-11-13 05:00 @ 103,090.4019h$17.66+1.21%trailing stop
673short2025-11-09 16:00 @ 103,695.062025-11-09 19:00 @ 104,612.753h−$14.25-0.98%trailing stop
672short2025-11-07 23:00 @ 103,565.882025-11-09 13:00 @ 102,857.811d 14h$8.76+0.60%trailing stop
671short2025-11-07 18:00 @ 102,334.232025-11-07 20:00 @ 103,771.612h−$22.02-1.51%trailing stop
670short2025-11-05 15:00 @ 103,141.972025-11-07 17:00 @ 101,688.562d 2h$19.62+1.35%trailing stop
669short2025-11-02 10:00 @ 110,635.072025-11-02 23:00 @ 110,641.2513h−$1.46-0.10%trailing stop
668short2025-10-31 16:00 @ 110,138.072025-11-02 07:00 @ 110,954.711d 15h−$11.60-0.79%trailing stop
667short2025-10-31 10:00 @ 109,791.342025-10-31 14:00 @ 111,037.964h−$18.11-1.24%trailing stop
666long2025-10-28 22:00 @ 112,957.992025-10-29 15:00 @ 111,787.9217h−$16.74-1.14%trailing stop
665long2025-10-27 23:00 @ 114,101.722025-10-28 14:00 @ 114,163.2815h−$0.88-0.06%trailing stop
664short2025-10-20 05:00 @ 110,347.132025-10-20 08:00 @ 111,464.793h−$16.42-1.11%trailing stop
663short2025-10-19 16:00 @ 108,407.912025-10-19 17:00 @ 109,333.361h−$14.06-0.95%trailing stop
662short2025-10-15 03:00 @ 112,740.652025-10-17 11:00 @ 106,575.872d 8h$78.24+5.37%trailing stop
661short2025-10-12 22:00 @ 114,799.042025-10-14 15:00 @ 112,496.731d 17h$27.56+1.90%trailing stop
660short2025-10-12 13:00 @ 111,688.962025-10-12 15:00 @ 113,039.302h−$19.07-1.31%trailing stop
659long2025-10-09 15:00 @ 121,259.352025-10-09 16:00 @ 119,998.011h−$16.66-1.14%trailing stop
658long2025-10-07 17:00 @ 121,645.922025-10-09 02:00 @ 121,681.521d 9h−$1.32-0.09%trailing stop
657long2025-10-07 09:00 @ 123,837.862025-10-07 13:00 @ 123,298.654h−$7.83-0.54%trailing stop
656long2025-10-04 17:00 @ 121,692.732025-10-05 02:00 @ 122,852.189h$12.31+0.84%trailing stop
655long2025-09-30 11:00 @ 112,899.082025-10-01 08:00 @ 114,793.5721h$22.79+1.57%trailing stop
654short2025-09-26 19:00 @ 109,647.972025-09-28 14:00 @ 109,797.611d 19h−$3.16-0.22%trailing stop
653short2025-09-24 18:00 @ 113,677.362025-09-25 17:00 @ 110,760.6123h$35.81+2.48%trailing stop
652short2025-09-24 12:00 @ 112,959.402025-09-24 14:00 @ 113,638.142h−$10.15-0.70%trailing stop
651short2025-09-23 15:00 @ 112,579.682025-09-24 05:00 @ 112,611.1214h−$1.66-0.11%trailing stop
650long2025-09-21 10:00 @ 115,649.232025-09-21 16:00 @ 115,317.356h−$5.66-0.39%trailing stop
649long2025-09-21 03:00 @ 115,658.832025-09-21 09:00 @ 115,353.946h−$5.31-0.37%trailing stop
648long2025-09-19 16:00 @ 115,850.072025-09-19 19:00 @ 115,225.323h−$9.36-0.64%trailing stop
647long2025-09-19 14:00 @ 116,261.852025-09-19 15:00 @ 115,642.011h−$9.21-0.63%trailing stop
646long2025-09-19 00:00 @ 117,040.502025-09-19 11:00 @ 116,342.4911h−$10.18-0.70%trailing stop
645long2025-09-17 17:00 @ 115,617.522025-09-17 18:00 @ 114,894.651h−$10.59-0.72%trailing stop
644long2025-09-17 14:00 @ 116,090.312025-09-17 14:00 @ 115,409.910m−$10.04-0.69%trailing stop
643long2025-09-15 10:00 @ 114,843.062025-09-16 13:00 @ 114,616.091d 3h−$4.59-0.31%trailing stop
642long2025-09-15 00:00 @ 115,233.042025-09-15 08:00 @ 115,496.048h$1.66+0.11%trailing stop
641long2025-09-14 15:00 @ 115,373.872025-09-14 23:00 @ 115,106.528h−$4.90-0.33%trailing stop
640short2025-09-02 09:00 @ 110,291.942025-09-02 13:00 @ 110,316.954h−$1.80-0.12%trailing stop
639short2025-09-01 10:00 @ 109,463.402025-09-01 23:00 @ 109,300.2113h$0.79+0.05%trailing stop
638short2025-08-28 06:00 @ 112,785.242025-08-29 12:00 @ 111,163.601d 6h$19.95+1.37%trailing stop
637short2025-08-27 15:00 @ 111,735.552025-08-28 04:00 @ 112,679.7213h−$13.71-0.94%trailing stop
636short2025-08-27 00:00 @ 111,687.662025-08-27 14:00 @ 112,056.5214h−$6.20-0.42%trailing stop
635short2025-08-26 19:00 @ 110,627.872025-08-26 22:00 @ 111,785.223h−$16.85-1.15%trailing stop
634short2025-08-20 18:00 @ 114,127.172025-08-22 14:00 @ 113,323.441d 20h$9.36+0.64%trailing stop
633short2025-08-20 16:00 @ 113,274.242025-08-20 17:00 @ 114,325.571h−$15.06-1.02%trailing stop
632short2025-08-18 23:00 @ 116,319.032025-08-20 15:00 @ 114,185.181d 16h$25.74+1.76%trailing stop
631short2025-08-17 10:00 @ 118,254.842025-08-18 01:00 @ 117,381.8715h$9.41+0.64%trailing stop
630short2025-08-17 06:00 @ 117,922.012025-08-17 09:00 @ 118,401.563h−$7.35-0.50%trailing stop
629long2025-08-11 20:00 @ 119,059.012025-08-13 13:00 @ 120,137.911d 17h$11.14+0.76%trailing stop
628short2025-08-04 18:00 @ 115,126.772025-08-05 10:00 @ 114,919.8316h$1.39+0.10%trailing stop
627short2025-08-04 15:00 @ 114,663.662025-08-04 16:00 @ 115,349.021h−$10.16-0.69%trailing stop
626short2025-08-04 02:00 @ 114,614.872025-08-04 14:00 @ 115,275.6712h−$9.84-0.67%trailing stop
625short2025-08-03 20:00 @ 114,236.252025-08-04 00:00 @ 114,857.104h−$9.39-0.64%trailing stop
624short2025-08-03 09:00 @ 113,618.172025-08-03 18:00 @ 114,317.279h−$10.42-0.71%trailing stop
623short2025-07-30 16:00 @ 117,926.312025-07-30 23:00 @ 117,742.507h$0.97+0.07%trailing stop
622short2025-07-26 03:00 @ 117,420.212025-07-27 02:00 @ 118,342.1823h−$12.61-0.86%trailing stop
621long2025-07-24 08:00 @ 118,391.772025-07-25 01:00 @ 117,371.3317h−$14.65-0.99%trailing stop
620long2025-07-23 13:00 @ 117,956.192025-07-24 06:00 @ 117,366.7917h−$9.17-0.62%trailing stop
619long2025-07-22 02:00 @ 117,723.642025-07-22 04:00 @ 116,530.712h−$16.51-1.11%trailing stop
618long2025-07-18 19:00 @ 117,321.362025-07-20 22:00 @ 117,730.622d 3h$2.79+0.19%trailing stop
617long2025-07-17 13:00 @ 117,876.872025-07-18 08:00 @ 118,449.5119h$5.27+0.36%trailing stop
616long2025-07-15 05:00 @ 117,505.202025-07-15 14:00 @ 116,199.769h−$18.14-1.22%trailing stop
615long2025-07-15 01:00 @ 119,482.292025-07-15 02:00 @ 118,313.961h−$16.06-1.08%trailing stop
614long2025-07-12 16:00 @ 117,099.022025-07-13 14:00 @ 118,301.1422h$13.33+0.90%trailing stop
613long2025-07-07 15:00 @ 108,180.132025-07-07 18:00 @ 107,586.163h−$9.73-0.65%trailing stop
612long2025-07-07 14:00 @ 108,500.302025-07-07 14:00 @ 107,910.290m−$9.60-0.64%trailing stop
611long2025-07-04 17:00 @ 107,614.722025-07-06 13:00 @ 108,306.491d 20h$7.91+0.53%trailing stop
610long2025-07-04 09:00 @ 108,731.742025-07-04 13:00 @ 108,091.144h−$10.28-0.69%trailing stop
609long2025-07-01 08:00 @ 107,156.232025-07-01 09:00 @ 106,545.061h−$10.08-0.67%trailing stop
608long2025-06-30 16:00 @ 107,547.212025-06-30 21:00 @ 106,876.845h−$10.90-0.73%trailing stop
607long2025-06-27 14:00 @ 106,796.962025-06-29 14:00 @ 107,725.952d$11.23+0.75%trailing stop
606long2025-06-27 02:00 @ 107,091.012025-06-27 13:00 @ 106,322.9811h−$12.28-0.82%trailing stop
605long2025-06-26 14:00 @ 106,927.282025-06-27 01:00 @ 106,462.4411h−$8.05-0.54%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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