[Mine-PA] Higher highs + higher lows continuation
public
@djgambhirBTCUSDT · 1d · 2021-12-27 → 2026-08-31 · 1,709 bars in 6.4ms
Underperformed the market. Holding BTCUSDT returned +54.91% over the same period, against this strategy’s +3.70%.
Net P&L
+3.70%
$370.43
Max drawdown
-18.30%
Max run-up
+28.94%
Trades
113
31.0% win rate
Profit factor
1.05
2021-12-27drawdown · worst -18.30%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-18 | +0.45% | -18.30% | 64 | 28% |
| Validation | 2024-10-18 → 2025-09-24 | -5.68% | -12.50% | 23 | 17% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | +10.21% | -6.03% | 25 | 48% |
Risk-adjusted
- Sharpe
- 0.13
- Sortino
- 0.19
- Calmar
- 0.04
- Return ÷ max drawdown
- 0.20
- CAGR
- +0.78%
- Exposure
- 63.1%
Per trade
- Expectancy
- $3.28 · +0.22%
- Average win / loss
- $226.45 / −$96.86
- Payoff ratio
- 2.34
- Largest win / loss
- $1,100.14 / −$315.90
- Longest losing streak(winning: 3)
- 10 trades
Drawdown over time
- Max drawdown
- -18.30%
- Longest time under water(still going at the end)
- 901 days
- Worst drawdown recovered in
- 767 days
Costs and mechanics
- Fees paid
- −$275.28
- Funding
- −$287.52
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 49
- Benchmark(buy and hold)
- +54.91%
Monte Carlo
1,000 alternative histories, each 113 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 | -28.56% | +2.49% | +52.47% |
| Max drawdown | -36.25% | -19.54% | -10.59% |
45% of histories lost money, and 56% had a deeper drawdown than this run’s -18.30%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- ema50 length
- 50
- ll3 length
- 3
- hh3 length
- 3
- atr14 length
- 14
- Stop loss (× atr14)
- 2
- 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
113 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-30 00:00 @ 46,427.24 | 2022-01-13 00:00 @ 43,889.50 | 14d | $143.01 | +5.72% | signal |
| 2 | short | 2022-01-19 00:00 @ 42,329.11 | 2022-02-05 00:00 @ 41,558.31 | 17d | $46.54 | +1.84% | signal |
| 3 | long | 2022-02-08 00:00 @ 43,838.76 | 2022-02-12 00:00 @ 42,357.52 | 4d | −$90.08 | -3.54% | signal |
| 4 | short | 2022-02-13 00:00 @ 42,191.44 | 2022-02-16 00:00 @ 44,538.61 | 3d | −$141.79 | -5.62% | signal |
| 5 | short | 2022-02-19 00:00 @ 39,958.81 | 2022-02-28 00:00 @ 43,998.29 | 9d | −$254.53 | -10.22% | stop loss |
| 6 | long | 2022-03-02 00:00 @ 44,402.48 | 2022-03-04 00:00 @ 39,201.62 | 2d | −$288.22 | -11.88% | stop loss |
| 7 | short | 2022-03-05 00:00 @ 39,119.87 | 2022-03-10 00:00 @ 41,947.89 | 5d | −$171.01 | -7.27% | signal |
| 8 | short | 2022-03-12 00:00 @ 38,705.36 | 2022-03-17 00:00 @ 41,114.12 | 5d | −$145.66 | -6.30% | signal |
| 9 | long | 2022-03-26 00:00 @ 44,299.46 | 2022-04-01 00:00 @ 45,496.80 | 6d | $55.94 | +2.46% | signal |
| 10 | short | 2022-05-01 00:00 @ 37,606.88 | 2022-05-05 00:00 @ 39,692.04 | 4d | −$127.04 | -5.55% | signal |
| 11 | short | 2022-05-07 00:00 @ 35,988.00 | 2022-05-16 00:00 @ 31,330.56 | 9d | $291.41 | +12.91% | signal |
| 12 | short | 2022-06-12 00:00 @ 28,410.92 | 2022-07-08 00:00 @ 21,618.82 | 26d | $558.09 | +23.96% | signal |
| 13 | short | 2022-07-12 00:00 @ 19,950.31 | 2022-07-18 00:00 @ 22,505.20 | 6d | −$315.90 | -12.79% | stop loss |
| 14 | short | 2022-07-27 00:00 @ 21,236.75 | 2022-07-28 00:00 @ 23,830.39 | 1d | −$293.34 | -12.27% | stop loss |
| 15 | long | 2022-07-29 00:00 @ 23,840.97 | 2022-08-03 00:00 @ 22,970.50 | 5d | −$90.01 | -3.89% | reverse |
| 16 | short | 2022-08-20 00:00 @ 20,820.84 | 2022-09-10 00:00 @ 21,356.27 | 21d | −$61.36 | -2.67% | signal |
| 17 | long | 2022-09-11 00:00 @ 21,643.83 | 2022-09-14 00:00 @ 20,158.57 | 3d | −$160.44 | -7.04% | signal |
| 18 | short | 2022-09-16 00:00 @ 19,686.86 | 2022-10-05 00:00 @ 20,336.97 | 19d | −$70.80 | -3.16% | signal |
| 19 | short | 2022-10-09 00:00 @ 19,402.42 | 2022-10-24 00:00 @ 19,564.51 | 15d | −$14.86 | -0.67% | signal |
| 20 | long | 2022-10-27 00:00 @ 20,762.55 | 2022-11-03 00:00 @ 20,136.17 | 7d | −$69.83 | -3.15% | signal |
| 21 | long | 2022-11-06 00:00 @ 21,294.06 | 2022-11-08 00:00 @ 20,029.98 | 2d | −$134.11 | -6.10% | stop loss |
| 22 | short | 2022-11-09 00:00 @ 18,530.19 | 2022-12-01 00:00 @ 17,156.83 | 22d | $152.48 | +7.04% | signal |
| 23 | long | 2022-12-15 00:00 @ 17,807.56 | 2022-12-16 00:00 @ 16,718.42 | 1d | −$137.69 | -6.25% | stop loss |
| 24 | short | 2022-12-17 00:00 @ 16,620.78 | 2022-12-21 00:00 @ 16,890.68 | 4d | −$36.22 | -1.67% | signal |
| 25 | long | 2023-01-10 00:00 @ 17,173.03 | 2023-02-06 00:00 @ 22,924.71 | 27d | $698.63 | +32.33% | signal |
| 26 | long | 2023-02-16 00:00 @ 24,337.57 | 2023-02-25 00:00 @ 23,170.86 | 9d | −$120.20 | -5.15% | signal |
| 27 | long | 2023-02-28 00:00 @ 23,484.70 | 2023-03-04 00:00 @ 22,338.33 | 4d | −$116.24 | -5.04% | signal |
| 28 | short | 2023-03-09 00:00 @ 21,690.96 | 2023-03-13 00:00 @ 21,990.60 | 4d | −$33.24 | -1.46% | signal |
| 29 | long | 2023-03-14 00:00 @ 24,124.32 | 2023-04-18 00:00 @ 29,414.22 | 35d | $478.88 | +21.11% | signal |
| 30 | long | 2023-04-27 00:00 @ 28,401.68 | 2023-05-02 00:00 @ 28,048.89 | 5d | −$33.52 | -1.40% | signal |
| 31 | long | 2023-05-05 00:00 @ 28,831.77 | 2023-05-09 00:00 @ 27,654.27 | 4d | −$101.23 | -4.25% | signal |
| 32 | short | 2023-05-26 00:00 @ 26,456.41 | 2023-05-28 00:00 @ 28,192.02 | 2d | −$155.01 | -6.58% | stop loss |
| 33 | long | 2023-05-30 00:00 @ 27,727.64 | 2023-06-02 00:00 @ 26,799.94 | 3d | −$81.02 | -3.50% | signal |
| 34 | short | 2023-06-03 00:00 @ 27,222.35 | 2023-06-21 00:00 @ 28,296.36 | 18d | −$86.71 | -3.78% | signal |
| 35 | long | 2023-06-22 00:00 @ 29,994.50 | 2023-07-07 00:00 @ 29,868.33 | 15d | −$21.73 | -0.96% | signal |
| 36 | short | 2023-08-17 00:00 @ 28,708.66 | 2023-08-24 00:00 @ 26,424.48 | 7d | $178.96 | +7.89% | signal |
| 37 | short | 2023-09-02 00:00 @ 25,790.44 | 2023-09-08 00:00 @ 26,245.95 | 6d | −$42.32 | -1.83% | signal |
| 38 | long | 2023-10-03 00:00 @ 27,483.20 | 2023-10-12 00:00 @ 26,859.13 | 9d | −$56.09 | -2.44% | signal |
| 39 | long | 2023-10-17 00:00 @ 28,492.00 | 2023-11-15 00:00 @ 35,551.99 | 29d | $542.10 | +23.69% | signal |
| 40 | long | 2023-11-21 00:00 @ 37,470.09 | 2023-11-22 00:00 @ 35,729.85 | 1d | −$115.64 | -4.77% | signal |
| 41 | long | 2023-11-30 00:00 @ 37,844.77 | 2023-12-12 00:00 @ 41,262.85 | 12d | $201.84 | +8.43% | signal |
| 42 | long | 2023-12-21 00:00 @ 43,717.64 | 2023-12-25 00:00 @ 42,999.80 | 4d | −$48.83 | -2.00% | signal |
| 43 | long | 2023-12-29 00:00 @ 42,608.62 | 2024-01-13 00:00 @ 42,780.44 | 15d | −$15.94 | -0.65% | signal |
| 44 | long | 2024-01-17 00:00 @ 43,141.63 | 2024-01-19 00:00 @ 41,314.94 | 2d | −$106.66 | -4.39% | signal |
| 45 | short | 2024-01-20 00:00 @ 41,653.77 | 2024-01-27 00:00 @ 41,814.76 | 7d | −$6.77 | -0.28% | signal |
| 46 | long | 2024-01-30 00:00 @ 43,296.26 | 2024-03-17 00:00 @ 65,337.93 | 47d | $1,100.14 | +45.82% | signal |
| 47 | long | 2024-03-26 00:00 @ 69,934.58 | 2024-04-03 00:00 @ 65,489.30 | 8d | −$191.24 | -7.15% | signal |
| 48 | long | 2024-04-08 00:00 @ 69,376.57 | 2024-04-13 00:00 @ 67,122.97 | 5d | −$94.64 | -3.60% | signal |
| 49 | short | 2024-04-14 00:00 @ 63,926.91 | 2024-04-23 00:00 @ 66,791.26 | 9d | −$115.79 | -4.45% | signal |
| 50 | short | 2024-04-26 00:00 @ 64,465.90 | 2024-05-05 00:00 @ 63,877.07 | 9d | $24.26 | +0.94% | signal |
| 51 | long | 2024-05-06 00:00 @ 64,000.70 | 2024-05-08 00:00 @ 62,283.54 | 2d | −$72.42 | -2.81% | signal |
| 52 | short | 2024-05-09 00:00 @ 61,145.67 | 2024-05-16 00:00 @ 66,188.64 | 7d | −$210.76 | -8.22% | signal |
| 53 | long | 2024-05-17 00:00 @ 65,230.74 | 2024-06-12 00:00 @ 67,307.14 | 26d | $57.97 | +2.31% | signal |
| 54 | short | 2024-06-15 00:00 @ 66,026.49 | 2024-07-01 00:00 @ 62,778.65 | 16d | $131.74 | +5.22% | signal |
| 55 | short | 2024-07-04 00:00 @ 60,195.96 | 2024-07-15 00:00 @ 60,778.15 | 11d | −$21.00 | -0.82% | signal |
| 56 | long | 2024-07-16 00:00 @ 64,693.54 | 2024-07-25 00:00 @ 65,337.63 | 9d | $20.63 | +0.81% | signal |
| 57 | long | 2024-07-28 00:00 @ 67,887.27 | 2024-07-31 00:00 @ 66,146.07 | 3d | −$69.63 | -2.72% | signal |
| 58 | short | 2024-08-03 00:00 @ 61,471.40 | 2024-08-09 00:00 @ 61,672.13 | 6d | −$8.98 | -0.35% | signal |
| 59 | short | 2024-08-28 00:00 @ 59,372.52 | 2024-09-10 00:00 @ 57,021.50 | 13d | $98.01 | +3.86% | signal |
| 60 | long | 2024-09-14 00:00 @ 60,468.29 | 2024-09-17 00:00 @ 58,175.36 | 3d | −$99.87 | -3.90% | reverse |
| 61 | long | 2024-09-19 00:00 @ 61,747.65 | 2024-10-01 00:00 @ 63,296.34 | 12d | $56.51 | +2.23% | signal |
| 62 | short | 2024-10-02 00:00 @ 60,764.54 | 2024-10-07 00:00 @ 62,801.76 | 5d | −$86.77 | -3.40% | signal |
| 63 | long | 2024-10-08 00:00 @ 62,203.04 | 2024-10-10 00:00 @ 60,594.18 | 2d | −$68.86 | -2.72% | signal |
| 64 | short | 2024-10-11 00:00 @ 60,281.24 | 2024-10-13 00:00 @ 63,188.64 | 2d | −$123.50 | -4.91% | reverse |
| 65 | long | 2024-10-16 00:00 @ 67,057.41 | 2024-11-02 00:00 @ 69,481.50 | 17d | $74.57 | +3.00% | signal |
| 66 | long | 2024-11-07 00:00 @ 75,595.02 | 2024-11-26 00:00 @ 93,045.39 | 19d | $548.88 | +21.95% | signal |
| 67 | long | 2024-12-13 00:00 @ 100,002.30 | 2024-12-19 00:00 @ 100,161.16 | 6d | −$3.11 | -0.12% | signal |
| 68 | long | 2024-12-26 00:00 @ 99,399.48 | 2024-12-31 00:00 @ 92,740.75 | 5d | −$182.38 | -6.91% | signal |
| 69 | long | 2025-01-04 00:00 @ 98,165.33 | 2025-01-08 00:00 @ 96,900.82 | 4d | −$38.68 | -1.49% | signal |
| 70 | short | 2025-01-10 00:00 @ 92,487.50 | 2025-01-15 00:00 @ 96,534.20 | 5d | −$113.47 | -4.39% | signal |
| 71 | long | 2025-01-16 00:00 @ 100,480.09 | 2025-01-28 00:00 @ 102,000.90 | 12d | $28.63 | +1.12% | signal |
| 72 | long | 2025-01-30 00:00 @ 103,718.84 | 2025-02-02 00:00 @ 100,583.48 | 3d | −$81.66 | -3.19% | signal |
| 73 | short | 2025-02-03 00:00 @ 97,644.97 | 2025-02-21 00:00 @ 98,272.45 | 18d | −$12.52 | -0.49% | signal |
| 74 | short | 2025-02-25 00:00 @ 91,496.20 | 2025-03-03 00:00 @ 94,240.84 | 6d | −$77.31 | -3.05% | signal |
| 75 | short | 2025-03-11 00:00 @ 78,552.09 | 2025-03-20 00:00 @ 86,827.16 | 9d | −$266.08 | -10.57% | signal |
| 76 | short | 2025-03-28 00:00 @ 87,173.76 | 2025-04-02 00:00 @ 85,138.02 | 5d | $56.04 | +2.29% | signal |
| 77 | short | 2025-04-08 00:00 @ 79,124.27 | 2025-04-13 00:00 @ 85,254.95 | 5d | −$192.20 | -7.80% | signal |
| 78 | long | 2025-04-23 00:00 @ 93,423.58 | 2025-05-30 00:00 @ 105,518.79 | 37d | $299.95 | +12.41% | signal |
| 79 | long | 2025-06-09 00:00 @ 105,697.64 | 2025-06-21 00:00 @ 103,225.45 | 12d | −$63.81 | -2.56% | signal |
| 80 | short | 2025-06-23 00:00 @ 100,884.52 | 2025-06-25 00:00 @ 106,056.11 | 2d | −$129.40 | -5.22% | reverse |
| 81 | long | 2025-06-26 00:00 @ 107,301.56 | 2025-07-02 00:00 @ 105,616.77 | 6d | −$42.08 | -1.72% | signal |
| 82 | long | 2025-07-11 00:00 @ 116,002.40 | 2025-08-01 00:00 @ 115,674.16 | 21d | −$24.78 | -1.02% | signal |
| 83 | short | 2025-08-03 00:00 @ 112,486.30 | 2025-08-08 00:00 @ 117,443.38 | 5d | −$107.14 | -4.41% | signal |
| 84 | long | 2025-08-09 00:00 @ 116,651.53 | 2025-08-19 00:00 @ 116,160.36 | 10d | −$18.09 | -0.75% | signal |
| 85 | short | 2025-08-20 00:00 @ 112,801.54 | 2025-08-23 00:00 @ 116,920.88 | 3d | −$88.72 | -3.70% | signal |
| 86 | short | 2025-08-26 00:00 @ 110,042.09 | 2025-09-03 00:00 @ 111,210.14 | 8d | −$24.23 | -1.02% | signal |
| 87 | long | 2025-09-11 00:00 @ 113,919.58 | 2025-09-23 00:00 @ 112,582.18 | 12d | −$33.79 | -1.43% | signal |
| 88 | short | 2025-09-24 00:00 @ 111,924.61 | 2025-09-30 00:00 @ 114,279.95 | 6d | −$50.36 | -2.13% | signal |
| 89 | long | 2025-10-01 00:00 @ 114,011.50 | 2025-10-08 00:00 @ 121,262.34 | 7d | $142.35 | +6.07% | signal |
| 90 | short | 2025-10-11 00:00 @ 112,692.46 | 2025-10-21 00:00 @ 110,491.99 | 10d | $43.52 | +1.83% | signal |
| 91 | long | 2025-10-28 00:00 @ 114,087.01 | 2025-10-30 00:00 @ 109,963.60 | 2d | −$89.45 | -3.74% | signal |
| 92 | short | 2025-10-31 00:00 @ 108,241.95 | 2025-11-10 00:00 @ 104,691.63 | 10d | $79.73 | +3.36% | signal |
| 93 | short | 2025-11-14 00:00 @ 99,634.37 | 2025-11-25 00:00 @ 88,264.75 | 11d | $274.96 | +11.50% | signal |
| 94 | short | 2025-12-06 00:00 @ 89,270.74 | 2025-12-10 00:00 @ 92,656.83 | 4d | −$94.88 | -3.86% | signal |
| 95 | short | 2025-12-16 00:00 @ 86,372.72 | 2026-01-03 00:00 @ 89,969.49 | 18d | −$95.86 | -3.93% | signal |
| 96 | long | 2026-01-06 00:00 @ 93,841.06 | 2026-01-08 00:00 @ 91,309.83 | 2d | −$68.00 | -2.82% | reverse |
| 97 | short | 2026-01-09 00:00 @ 91,041.59 | 2026-01-13 00:00 @ 96,211.77 | 4d | −$136.93 | -5.72% | stop loss |
| 98 | long | 2026-01-15 00:00 @ 96,927.38 | 2026-01-19 00:00 @ 93,595.28 | 4d | −$84.53 | -3.58% | signal |
| 99 | short | 2026-01-21 00:00 @ 88,373.02 | 2026-02-15 00:00 @ 69,809.36 | 25d | $491.70 | +21.02% | signal |
| 100 | short | 2026-02-18 00:00 @ 67,462.40 | 2026-03-03 00:00 @ 68,815.56 | 13d | −$51.38 | -2.09% | signal |
| 101 | short | 2026-03-08 00:00 @ 67,218.65 | 2026-03-11 00:00 @ 69,915.78 | 3d | −$101.33 | -4.14% | signal |
| 102 | long | 2026-03-17 00:00 @ 74,861.37 | 2026-03-19 00:00 @ 68,853.45 | 2d | −$196.55 | -8.11% | stop loss |
| 103 | short | 2026-03-20 00:00 @ 69,873.42 | 2026-04-01 00:00 @ 68,255.05 | 12d | $52.15 | +2.20% | signal |
| 104 | long | 2026-04-12 00:00 @ 73,028.00 | 2026-04-29 00:00 @ 76,282.94 | 17d | $108.94 | +4.56% | signal |
| 105 | long | 2026-05-03 00:00 @ 78,668.53 | 2026-05-14 00:00 @ 79,272.34 | 11d | $16.18 | +0.67% | signal |
| 106 | long | 2026-05-22 00:00 @ 77,601.82 | 2026-05-23 00:00 @ 75,498.00 | 1d | −$68.12 | -2.82% | signal |
| 107 | short | 2026-05-24 00:00 @ 76,699.96 | 2026-05-26 00:00 @ 77,296.96 | 2d | −$20.31 | -0.85% | reverse |
| 108 | short | 2026-05-29 00:00 @ 73,576.68 | 2026-06-14 00:00 @ 64,431.18 | 16d | $299.00 | +12.47% | signal |
| 109 | short | 2026-06-19 00:00 @ 62,911.42 | 2026-07-03 00:00 @ 61,552.81 | 14d | $54.85 | +2.22% | signal |
| 110 | short | 2026-07-18 00:00 @ 63,897.12 | 2026-07-21 00:00 @ 65,237.74 | 3d | −$53.59 | -2.16% | signal |
| 111 | short | 2026-07-25 00:00 @ 64,103.68 | 2026-08-05 00:00 @ 64,088.42 | 11d | $2.99 | +0.12% | signal |
| 112 | short | 2026-08-12 00:00 @ 63,559.19 | 2026-08-18 00:00 @ 64,517.00 | 6d | −$37.08 | -1.50% | signal |
| 113 | long | 2026-08-19 00:00 @ 64,707.04 | 2026-08-31 00:00 @ 78,533.89 | 12d | $514.14 | +20.87% | end of data |
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.