[Mine-PA] Higher highs + higher lows continuation
public
@djgambhirBTCUSDT · 12h · 2021-12-29 → 2026-08-31 · 3,413 bars in 2.1ms
Underperformed the market. Holding BTCUSDT returned +69.15% over the same period, against this strategy’s +14.35%.
Net P&L
+14.35%
$1,434.67
Max drawdown
-15.37%
Max run-up
+29.12%
Trades
210
34.8% win rate
Profit factor
1.14
2021-12-29drawdown · worst -15.37%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +10.26% | -14.74% | 120 | 35% |
| Validation | 2024-10-19 → 2025-09-24 | -6.04% | -12.37% | 47 | 32% |
| Out-of-sample | 2025-09-24 → 2026-08-31 | +9.95% | -5.49% | 42 | 36% |
Risk-adjusted
- Sharpe
- 0.33
- Sortino
- 0.48
- Calmar
- 0.19
- Return ÷ max drawdown
- 0.93
- CAGR
- +2.91%
- Exposure
- 61.6%
Per trade
- Expectancy
- $6.83 · +0.30%
- Average win / loss
- $158.20 / −$73.82
- Payoff ratio
- 2.14
- Largest win / loss
- $778.50 / −$274.31
- Longest losing streak(winning: 4)
- 10 trades
Drawdown over time
- Max drawdown
- -15.37%
- Longest time under water(still going at the end)
- 902 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$559.36
- Funding
- −$281.62
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 49
- Benchmark(buy and hold)
- +69.15%
Monte Carlo
1,000 alternative histories, each 210 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 | -20.44% | +12.49% | +66.83% |
| Max drawdown | -30.18% | -16.63% | -9.29% |
31% of histories lost money, and 60% had a deeper drawdown than this run’s -15.37%. 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
210 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-30 12:00 @ 47,483.50 | 2022-01-12 00:00 @ 42,709.23 | 12d 12h | $257.15 | +10.29% | signal |
| 2 | short | 2022-01-18 00:00 @ 42,167.90 | 2022-01-25 00:00 @ 36,655.63 | 7d | $336.23 | +13.11% | signal |
| 3 | short | 2022-01-31 12:00 @ 37,237.55 | 2022-02-01 00:00 @ 38,446.73 | 12h | −$88.84 | -3.35% | signal |
| 4 | short | 2022-02-03 12:00 @ 36,747.64 | 2022-02-04 12:00 @ 39,698.01 | 1d | −$213.51 | -8.13% | stop loss |
| 5 | long | 2022-02-05 00:00 @ 41,558.31 | 2022-02-12 00:00 @ 42,357.52 | 7d | $43.88 | +1.71% | signal |
| 6 | long | 2022-02-15 12:00 @ 44,223.14 | 2022-02-17 12:00 @ 43,149.67 | 2d | −$66.69 | -2.58% | signal |
| 7 | short | 2022-02-18 00:00 @ 40,483.70 | 2022-02-28 12:00 @ 43,354.55 | 10d 12h | −$184.97 | -7.21% | stop loss |
| 8 | short | 2022-03-05 00:00 @ 39,119.87 | 2022-03-09 12:00 @ 42,158.43 | 4d 12h | −$197.00 | -7.81% | signal |
| 9 | long | 2022-03-10 00:00 @ 41,947.89 | 2022-03-11 00:00 @ 39,399.22 | 1d | −$152.78 | -6.18% | reverse |
| 10 | short | 2022-03-11 12:00 @ 39,870.32 | 2022-03-15 00:00 @ 39,659.53 | 3d 12h | $9.98 | +0.41% | signal |
| 11 | long | 2022-03-16 12:00 @ 40,501.00 | 2022-03-21 00:00 @ 41,252.75 | 4d 12h | $39.73 | +1.63% | signal |
| 12 | long | 2022-03-22 12:00 @ 42,985.50 | 2022-04-01 00:00 @ 45,496.80 | 9d 12h | $135.43 | +5.54% | signal |
| 13 | long | 2022-04-02 12:00 @ 46,543.71 | 2022-04-06 12:00 @ 44,793.54 | 4d | −$98.61 | -3.98% | signal |
| 14 | short | 2022-04-07 00:00 @ 43,151.17 | 2022-04-14 00:00 @ 41,138.03 | 7d | $114.31 | +4.66% | signal |
| 15 | long | 2022-04-20 12:00 @ 42,079.11 | 2022-04-21 12:00 @ 39,748.31 | 1d | −$140.07 | -5.64% | stop loss |
| 16 | short | 2022-04-30 00:00 @ 38,564.49 | 2022-05-05 00:00 @ 39,692.04 | 5d | −$71.75 | -2.93% | signal |
| 17 | short | 2022-05-08 12:00 @ 34,773.54 | 2022-05-16 00:00 @ 31,330.56 | 7d 12h | $239.82 | +9.87% | signal |
| 18 | short | 2022-05-17 00:00 @ 29,860.43 | 2022-05-30 00:00 @ 29,458.49 | 13d | $36.14 | +1.45% | signal |
| 19 | long | 2022-05-31 00:00 @ 31,732.85 | 2022-06-01 12:00 @ 29,585.42 | 1d 12h | −$173.05 | -6.92% | stop loss |
| 20 | long | 2022-06-06 12:00 @ 31,398.38 | 2022-06-07 00:00 @ 29,460.38 | 12h | −$154.23 | -6.28% | stop loss |
| 21 | short | 2022-06-10 12:00 @ 29,999.40 | 2022-06-24 00:00 @ 21,100.82 | 13d 12h | $715.73 | +29.60% | signal |
| 22 | short | 2022-06-28 00:00 @ 20,725.85 | 2022-07-04 12:00 @ 19,798.16 | 6d 12h | $113.93 | +4.39% | signal |
| 23 | short | 2022-07-11 00:00 @ 20,849.63 | 2022-07-14 00:00 @ 20,224.14 | 3d | $77.07 | +2.94% | signal |
| 24 | long | 2022-07-17 12:00 @ 21,454.99 | 2022-07-23 12:00 @ 22,222.35 | 6d | $87.35 | +3.30% | signal |
| 25 | long | 2022-07-25 00:00 @ 22,575.11 | 2022-07-25 12:00 @ 21,927.21 | 12h | −$79.44 | -2.98% | signal |
| 26 | short | 2022-07-26 00:00 @ 21,295.74 | 2022-07-27 12:00 @ 23,104.17 | 1d 12h | −$226.57 | -8.56% | stop loss |
| 27 | long | 2022-07-28 00:00 @ 22,945.69 | 2022-08-01 00:00 @ 23,285.44 | 4d | $32.65 | +1.26% | signal |
| 28 | long | 2022-08-03 12:00 @ 23,395.68 | 2022-08-05 00:00 @ 22,604.38 | 1d 12h | −$90.61 | -3.49% | signal |
| 29 | long | 2022-08-06 00:00 @ 23,302.66 | 2022-08-10 00:00 @ 23,135.47 | 4d | −$23.31 | -0.91% | signal |
| 30 | long | 2022-08-11 12:00 @ 24,552.11 | 2022-08-15 12:00 @ 24,032.39 | 4d | −$57.43 | -2.23% | signal |
| 31 | short | 2022-08-20 00:00 @ 20,820.84 | 2022-08-30 00:00 @ 20,279.56 | 10d | $61.80 | +2.42% | signal |
| 32 | short | 2022-09-02 00:00 @ 20,118.58 | 2022-09-09 12:00 @ 20,935.89 | 7d 12h | −$105.57 | -4.11% | signal |
| 33 | long | 2022-09-10 00:00 @ 21,356.27 | 2022-09-13 12:00 @ 20,065.13 | 3d 12h | −$159.18 | -6.26% | stop loss |
| 34 | short | 2022-09-19 12:00 @ 18,668.87 | 2022-09-21 12:00 @ 20,100.60 | 2d | −$194.01 | -7.75% | stop loss |
| 35 | short | 2022-10-03 00:00 @ 19,045.49 | 2022-10-04 00:00 @ 19,625.82 | 1d | −$76.77 | -3.13% | signal |
| 36 | long | 2022-10-04 12:00 @ 19,933.99 | 2022-10-08 00:00 @ 19,517.00 | 3d 12h | −$55.77 | -2.29% | signal |
| 37 | short | 2022-10-11 00:00 @ 19,120.28 | 2022-10-14 00:00 @ 19,369.27 | 3d | −$32.02 | -1.32% | signal |
| 38 | short | 2022-10-15 12:00 @ 19,156.97 | 2022-10-17 00:00 @ 19,255.65 | 1d 12h | −$14.59 | -0.60% | signal |
| 39 | long | 2022-10-18 00:00 @ 19,544.61 | 2022-10-20 12:00 @ 19,195.06 | 2d 12h | −$47.26 | -1.96% | reverse |
| 40 | long | 2022-10-26 12:00 @ 20,600.12 | 2022-10-28 12:00 @ 20,159.37 | 2d | −$53.89 | -2.25% | signal |
| 41 | long | 2022-11-05 00:00 @ 21,141.83 | 2022-11-07 00:00 @ 20,895.82 | 2d | −$31.14 | -1.31% | signal |
| 42 | short | 2022-11-08 12:00 @ 19,684.96 | 2022-11-23 12:00 @ 16,580.32 | 15d | $366.14 | +15.40% | signal |
| 43 | short | 2022-11-25 12:00 @ 16,520.20 | 2022-11-30 12:00 @ 16,874.67 | 5d | −$54.82 | -2.22% | signal |
| 44 | long | 2022-12-05 12:00 @ 17,305.66 | 2022-12-07 12:00 @ 16,783.84 | 2d | −$76.99 | -3.14% | signal |
| 45 | long | 2022-12-13 12:00 @ 17,440.39 | 2022-12-16 00:00 @ 17,348.43 | 2d 12h | −$16.89 | -0.69% | signal |
| 46 | short | 2022-12-16 12:00 @ 17,015.30 | 2022-12-21 00:00 @ 16,890.68 | 4d 12h | $16.67 | +0.69% | signal |
| 47 | short | 2022-12-28 12:00 @ 16,668.67 | 2023-01-02 12:00 @ 16,731.75 | 5d | −$9.18 | -0.38% | signal |
| 48 | short | 2023-01-04 00:00 @ 16,663.97 | 2023-01-04 12:00 @ 16,830.07 | 12h | −$26.47 | -1.09% | signal |
| 49 | long | 2023-01-05 00:00 @ 16,845.57 | 2023-01-06 12:00 @ 16,728.15 | 1d 12h | −$20.05 | -0.83% | signal |
| 50 | long | 2023-01-09 00:00 @ 17,128.02 | 2023-01-19 00:00 @ 20,675.96 | 10d | $491.13 | +20.27% | signal |
| 51 | long | 2023-01-20 12:00 @ 20,961.69 | 2023-01-31 00:00 @ 22,815.34 | 10d 12h | $213.81 | +8.40% | signal |
| 52 | long | 2023-02-08 12:00 @ 23,157.43 | 2023-02-09 12:00 @ 22,137.70 | 1d | −$117.99 | -4.54% | stop loss |
| 53 | short | 2023-02-10 00:00 @ 21,788.94 | 2023-02-15 00:00 @ 22,191.84 | 5d | −$47.19 | -1.84% | signal |
| 54 | long | 2023-02-16 00:00 @ 24,337.57 | 2023-02-20 00:00 @ 24,261.05 | 4d | −$13.99 | -0.55% | signal |
| 55 | long | 2023-02-27 00:00 @ 23,549.91 | 2023-03-03 00:00 @ 22,310.99 | 4d | −$138.86 | -5.44% | stop loss |
| 56 | short | 2023-03-03 12:00 @ 22,329.43 | 2023-03-13 00:00 @ 21,990.60 | 9d 12h | $37.60 | +1.49% | signal |
| 57 | long | 2023-03-14 00:00 @ 24,124.32 | 2023-03-23 00:00 @ 27,228.35 | 9d | $315.35 | +12.47% | signal |
| 58 | long | 2023-03-27 00:00 @ 27,959.89 | 2023-03-28 00:00 @ 27,106.58 | 1d | −$82.28 | -3.16% | signal |
| 59 | long | 2023-03-29 12:00 @ 28,353.17 | 2023-04-03 00:00 @ 28,155.67 | 4d 12h | −$22.73 | -0.88% | signal |
| 60 | long | 2023-04-12 00:00 @ 30,191.14 | 2023-04-17 12:00 @ 29,552.19 | 5d 12h | −$60.07 | -2.33% | signal |
| 61 | short | 2023-04-20 12:00 @ 28,595.78 | 2023-04-26 00:00 @ 28,292.36 | 5d 12h | $26.91 | +1.05% | signal |
| 62 | long | 2023-04-26 12:00 @ 28,946.49 | 2023-05-01 12:00 @ 28,504.90 | 5d | −$43.60 | -1.69% | signal |
| 63 | short | 2023-05-02 00:00 @ 28,048.89 | 2023-05-04 00:00 @ 29,024.20 | 2d | −$90.97 | -3.55% | signal |
| 64 | short | 2023-05-08 12:00 @ 27,916.62 | 2023-05-15 12:00 @ 27,328.66 | 7d | $52.79 | +2.08% | signal |
| 65 | short | 2023-05-22 12:00 @ 26,814.54 | 2023-05-23 12:00 @ 27,332.47 | 1d | −$51.24 | -2.01% | signal |
| 66 | short | 2023-05-25 00:00 @ 26,308.64 | 2023-05-27 00:00 @ 26,695.14 | 2d | −$38.59 | -1.52% | signal |
| 67 | long | 2023-05-29 00:00 @ 28,061.41 | 2023-05-31 12:00 @ 27,082.48 | 2d 12h | −$92.11 | -3.64% | signal |
| 68 | short | 2023-06-01 00:00 @ 27,195.66 | 2023-06-07 00:00 @ 27,226.94 | 6d | −$2.52 | -0.10% | signal |
| 69 | short | 2023-06-11 00:00 @ 25,821.43 | 2023-06-17 00:00 @ 26,341.17 | 6d | −$51.10 | -2.04% | signal |
| 70 | long | 2023-06-20 12:00 @ 26,900.58 | 2023-06-29 00:00 @ 30,060.29 | 8d 12h | $284.11 | +11.39% | signal |
| 71 | long | 2023-06-30 00:00 @ 30,445.99 | 2023-07-05 12:00 @ 30,388.92 | 5d 12h | −$11.76 | -0.46% | signal |
| 72 | long | 2023-07-24 00:00 @ 30,076.91 | 2023-07-24 00:00 @ 29,040.40 | 0m | −$91.16 | -3.56% | stop loss |
| 73 | short | 2023-07-25 00:00 @ 29,157.97 | 2023-08-02 00:00 @ 29,707.14 | 8d | −$46.27 | -1.82% | signal |
| 74 | long | 2023-08-09 00:00 @ 29,764.85 | 2023-08-14 00:00 @ 29,287.44 | 5d | −$46.45 | -1.84% | signal |
| 75 | short | 2023-08-18 00:00 @ 26,604.38 | 2023-08-24 00:00 @ 26,424.48 | 6d | $14.55 | +0.58% | signal |
| 76 | short | 2023-09-05 12:00 @ 25,766.15 | 2023-09-08 00:00 @ 26,245.95 | 2d 12h | −$48.97 | -1.94% | signal |
| 77 | long | 2023-09-14 12:00 @ 26,436.89 | 2023-09-21 12:00 @ 26,717.46 | 7d | $24.54 | +0.98% | signal |
| 78 | short | 2023-09-22 00:00 @ 26,547.29 | 2023-09-27 12:00 @ 26,761.05 | 5d 12h | −$21.67 | -0.86% | signal |
| 79 | long | 2023-10-01 12:00 @ 27,179.63 | 2023-10-09 12:00 @ 27,450.51 | 8d | $21.75 | +0.87% | signal |
| 80 | short | 2023-10-12 00:00 @ 26,859.13 | 2023-10-16 00:00 @ 27,145.23 | 4d | −$28.39 | -1.13% | signal |
| 81 | long | 2023-10-17 00:00 @ 28,492.00 | 2023-11-14 00:00 @ 36,478.90 | 28d | $676.77 | +27.00% | signal |
| 82 | long | 2023-11-25 00:00 @ 37,713.84 | 2023-11-27 00:00 @ 37,430.41 | 2d | −$24.37 | -0.91% | signal |
| 83 | long | 2023-11-29 00:00 @ 37,819.56 | 2023-12-11 12:00 @ 42,338.13 | 12d 12h | $302.28 | +11.32% | signal |
| 84 | long | 2023-12-19 12:00 @ 43,012.60 | 2023-12-25 00:00 @ 42,999.80 | 5d 12h | −$12.19 | -0.44% | signal |
| 85 | long | 2023-12-28 00:00 @ 43,462.49 | 2023-12-29 12:00 @ 41,405.40 | 1d 12h | −$139.28 | -5.08% | stop loss |
| 86 | long | 2023-12-31 12:00 @ 42,570.31 | 2024-01-03 12:00 @ 40,582.26 | 3d | −$138.47 | -5.11% | stop loss |
| 87 | short | 2024-01-13 00:00 @ 42,780.44 | 2024-01-26 12:00 @ 41,280.15 | 13d 12h | $101.74 | +3.81% | signal |
| 88 | long | 2024-01-28 12:00 @ 42,464.99 | 2024-02-01 12:00 @ 42,067.38 | 4d | −$30.82 | -1.14% | signal |
| 89 | long | 2024-02-02 12:00 @ 43,145.53 | 2024-02-05 00:00 @ 42,561.79 | 2d 12h | −$40.73 | -1.51% | signal |
| 90 | long | 2024-02-06 00:00 @ 42,701.44 | 2024-02-24 00:00 @ 50,761.75 | 18d | $484.60 | +18.08% | signal |
| 91 | long | 2024-02-25 12:00 @ 51,682.63 | 2024-03-15 12:00 @ 67,804.74 | 19d | $778.50 | +27.79% | signal |
| 92 | long | 2024-03-18 12:00 @ 68,321.26 | 2024-03-19 00:00 @ 62,726.93 | 12h | −$250.53 | -8.36% | stop loss |
| 93 | short | 2024-03-19 12:00 @ 63,124.47 | 2024-03-21 12:00 @ 67,095.72 | 2d | −$184.61 | -6.29% | reverse |
| 94 | short | 2024-03-22 12:00 @ 64,255.25 | 2024-03-25 00:00 @ 67,274.35 | 2d 12h | −$136.16 | -4.72% | signal |
| 95 | long | 2024-03-25 12:00 @ 66,868.47 | 2024-04-01 12:00 @ 69,506.50 | 7d | $89.95 | +3.15% | signal |
| 96 | short | 2024-04-02 12:00 @ 65,671.06 | 2024-04-05 00:00 @ 68,503.50 | 2d 12h | −$124.74 | -4.34% | signal |
| 97 | long | 2024-04-07 12:00 @ 69,380.07 | 2024-04-12 12:00 @ 65,367.81 | 5d | −$174.84 | -6.15% | stop loss |
| 98 | short | 2024-04-16 12:00 @ 63,051.99 | 2024-04-19 12:00 @ 64,852.77 | 3d | −$81.91 | -2.92% | signal |
| 99 | long | 2024-04-23 00:00 @ 66,791.26 | 2024-04-25 00:00 @ 64,237.15 | 2d | −$109.49 | -3.94% | signal |
| 100 | short | 2024-04-25 12:00 @ 63,814.23 | 2024-05-04 00:00 @ 62,866.27 | 8d 12h | $41.30 | +1.50% | signal |
| 101 | long | 2024-05-04 12:00 @ 63,862.77 | 2024-05-08 00:00 @ 62,283.54 | 3d 12h | −$72.20 | -2.61% | signal |
| 102 | short | 2024-05-08 12:00 @ 62,212.46 | 2024-05-10 00:00 @ 63,062.61 | 1d 12h | −$39.58 | -1.44% | signal |
| 103 | short | 2024-05-15 00:00 @ 61,538.19 | 2024-05-15 12:00 @ 64,838.33 | 12h | −$149.15 | -5.45% | stop loss |
| 104 | long | 2024-05-16 00:00 @ 66,188.64 | 2024-05-20 00:00 @ 66,226.15 | 4d | −$2.18 | -0.08% | signal |
| 105 | long | 2024-05-21 00:00 @ 71,480.79 | 2024-05-23 12:00 @ 67,954.77 | 2d 12h | −$138.22 | -5.12% | stop loss |
| 106 | long | 2024-05-25 12:00 @ 69,126.22 | 2024-06-08 00:00 @ 69,363.12 | 13d 12h | −$4.93 | -0.19% | signal |
| 107 | short | 2024-06-12 00:00 @ 67,307.14 | 2024-06-12 12:00 @ 69,938.84 | 12h | −$105.97 | -3.98% | stop loss |
| 108 | short | 2024-06-19 00:00 @ 65,136.87 | 2024-06-20 12:00 @ 66,163.23 | 1d 12h | −$43.46 | -1.65% | signal |
| 109 | short | 2024-06-21 12:00 @ 63,732.35 | 2024-07-01 00:00 @ 62,778.65 | 9d 12h | $43.02 | +1.64% | signal |
| 110 | short | 2024-07-03 00:00 @ 62,111.08 | 2024-07-07 00:00 @ 58,227.64 | 4d | $164.60 | +6.25% | signal |
| 111 | long | 2024-07-15 00:00 @ 60,778.15 | 2024-07-24 00:00 @ 65,903.12 | 9d | $221.05 | +8.26% | signal |
| 112 | long | 2024-07-27 00:00 @ 67,896.08 | 2024-07-30 00:00 @ 66,736.75 | 3d | −$51.20 | -1.87% | signal |
| 113 | short | 2024-08-03 12:00 @ 61,872.32 | 2024-08-09 00:00 @ 61,672.13 | 5d 12h | $7.52 | +0.28% | signal |
| 114 | short | 2024-08-12 12:00 @ 59,797.24 | 2024-08-18 12:00 @ 60,003.30 | 6d | −$12.80 | -0.47% | signal |
| 115 | long | 2024-08-20 12:00 @ 60,507.00 | 2024-08-27 00:00 @ 62,795.14 | 6d 12h | $100.18 | +3.69% | signal |
| 116 | short | 2024-08-28 00:00 @ 59,372.52 | 2024-09-03 00:00 @ 59,124.02 | 6d | $8.86 | +0.32% | signal |
| 117 | short | 2024-09-04 12:00 @ 56,524.79 | 2024-09-09 00:00 @ 54,850.57 | 4d 12h | $78.41 | +2.86% | signal |
| 118 | short | 2024-09-17 00:00 @ 58,175.36 | 2024-09-17 12:00 @ 61,186.94 | 12h | −$145.48 | -5.26% | stop loss |
| 119 | long | 2024-09-18 00:00 @ 60,293.06 | 2024-09-30 12:00 @ 63,781.64 | 12d 12h | $150.06 | +5.50% | signal |
| 120 | long | 2024-10-05 00:00 @ 62,066.71 | 2024-10-10 00:00 @ 60,594.18 | 5d | −$69.74 | -2.52% | signal |
| 121 | long | 2024-10-15 00:00 @ 66,078.11 | 2024-10-22 00:00 @ 67,355.23 | 7d | $44.52 | +1.62% | signal |
| 122 | long | 2024-10-25 00:00 @ 68,187.43 | 2024-10-25 12:00 @ 65,586.90 | 12h | −$108.74 | -3.94% | stop loss |
| 123 | long | 2024-10-28 12:00 @ 68,744.85 | 2024-11-01 00:00 @ 70,307.84 | 3d 12h | $56.53 | +2.07% | signal |
| 124 | long | 2024-11-06 12:00 @ 74,306.56 | 2024-11-26 00:00 @ 93,045.39 | 19d 12h | $660.51 | +24.06% | signal |
| 125 | long | 2024-11-30 00:00 @ 97,535.70 | 2024-12-02 12:00 @ 95,172.36 | 2d 12h | −$77.25 | -2.65% | signal |
| 126 | long | 2024-12-12 00:00 @ 101,135.52 | 2024-12-19 00:00 @ 100,161.16 | 7d | −$36.65 | -1.27% | signal |
| 127 | short | 2024-12-21 00:00 @ 97,744.95 | 2024-12-25 00:00 @ 98,646.63 | 4d | −$26.37 | -0.91% | signal |
| 128 | long | 2025-01-02 12:00 @ 96,734.74 | 2025-01-08 00:00 @ 96,900.82 | 5d 12h | −$2.02 | -0.07% | signal |
| 129 | short | 2025-01-08 12:00 @ 95,074.78 | 2025-01-14 12:00 @ 96,527.60 | 6d | −$43.97 | -1.53% | signal |
| 130 | long | 2025-01-16 00:00 @ 100,480.09 | 2025-01-20 00:00 @ 101,291.24 | 4d | $17.70 | +0.62% | signal |
| 131 | short | 2025-01-27 12:00 @ 98,680.36 | 2025-01-30 00:00 @ 105,269.30 | 2d 12h | −$192.38 | -6.71% | stop loss |
| 132 | long | 2025-01-30 12:00 @ 105,272.95 | 2025-02-01 00:00 @ 102,359.32 | 1d 12h | −$81.71 | -2.90% | signal |
| 133 | short | 2025-02-02 00:00 @ 100,583.48 | 2025-02-10 12:00 @ 97,646.83 | 8d 12h | $81.85 | +2.92% | signal |
| 134 | short | 2025-02-17 00:00 @ 96,047.79 | 2025-02-20 12:00 @ 97,184.03 | 3d 12h | −$34.13 | -1.21% | signal |
| 135 | long | 2025-02-21 00:00 @ 98,272.45 | 2025-02-22 00:00 @ 96,108.77 | 1d | −$64.76 | -2.30% | signal |
| 136 | short | 2025-02-24 00:00 @ 96,199.16 | 2025-03-03 00:00 @ 94,240.84 | 7d | $55.77 | +1.99% | signal |
| 137 | short | 2025-03-04 12:00 @ 83,873.32 | 2025-03-06 00:00 @ 91,993.98 | 1d 12h | −$274.31 | -9.76% | stop loss |
| 138 | short | 2025-03-07 12:00 @ 88,911.11 | 2025-03-20 00:00 @ 86,827.16 | 12d 12h | $64.04 | +2.34% | signal |
| 139 | long | 2025-03-24 00:00 @ 86,061.31 | 2025-03-28 12:00 @ 85,196.96 | 4d 12h | −$30.52 | -1.11% | signal |
| 140 | short | 2025-03-29 00:00 @ 84,363.92 | 2025-04-02 00:00 @ 85,138.02 | 4d | −$26.85 | -0.98% | signal |
| 141 | short | 2025-04-04 00:00 @ 83,165.06 | 2025-04-10 00:00 @ 82,604.42 | 6d | $17.89 | +0.65% | signal |
| 142 | long | 2025-04-12 00:00 @ 83,394.98 | 2025-04-16 00:00 @ 83,591.88 | 4d | $2.01 | +0.07% | signal |
| 143 | long | 2025-04-20 00:00 @ 85,063.91 | 2025-04-20 12:00 @ 84,067.78 | 12h | −$34.87 | -1.27% | signal |
| 144 | long | 2025-04-22 00:00 @ 87,483.49 | 2025-05-04 00:00 @ 95,784.14 | 12d | $258.64 | +9.44% | signal |
| 145 | long | 2025-05-09 00:00 @ 103,248.65 | 2025-05-13 00:00 @ 102,718.75 | 4d | −$19.70 | -0.70% | signal |
| 146 | long | 2025-05-17 00:00 @ 103,432.88 | 2025-05-24 00:00 @ 107,250.15 | 7d | $96.49 | +3.45% | signal |
| 147 | long | 2025-05-27 00:00 @ 109,408.68 | 2025-05-30 00:00 @ 105,518.79 | 3d | −$104.34 | -3.70% | signal |
| 148 | short | 2025-05-31 00:00 @ 103,929.11 | 2025-06-02 00:00 @ 105,604.42 | 2d | −$47.16 | -1.69% | signal |
| 149 | long | 2025-06-04 00:00 @ 105,351.17 | 2025-06-05 00:00 @ 104,620.87 | 1d | −$22.18 | -0.80% | signal |
| 150 | long | 2025-06-07 12:00 @ 105,115.52 | 2025-06-12 12:00 @ 106,841.53 | 5d | $40.89 | +1.47% | signal |
| 151 | short | 2025-06-13 12:00 @ 104,969.00 | 2025-06-16 12:00 @ 106,863.97 | 3d | −$52.56 | -1.88% | signal |
| 152 | long | 2025-06-17 00:00 @ 106,771.45 | 2025-06-18 00:00 @ 104,487.10 | 1d | −$62.43 | -2.25% | signal |
| 153 | long | 2025-06-25 12:00 @ 107,157.73 | 2025-07-01 00:00 @ 107,065.88 | 5d 12h | −$6.43 | -0.23% | signal |
| 154 | short | 2025-07-02 00:00 @ 105,616.77 | 2025-07-02 12:00 @ 109,102.97 | 12h | −$93.63 | -3.39% | stop loss |
| 155 | long | 2025-07-03 12:00 @ 109,573.01 | 2025-07-05 00:00 @ 107,913.71 | 1d 12h | −$44.62 | -1.63% | signal |
| 156 | long | 2025-07-14 00:00 @ 119,062.11 | 2025-07-15 12:00 @ 117,086.98 | 1d 12h | −$49.22 | -1.81% | signal |
| 157 | long | 2025-07-17 00:00 @ 118,614.42 | 2025-07-21 00:00 @ 117,192.66 | 4d | −$38.46 | -1.42% | signal |
| 158 | long | 2025-07-27 00:00 @ 117,912.88 | 2025-08-01 00:00 @ 115,674.16 | 5d | −$57.94 | -2.14% | signal |
| 159 | short | 2025-08-01 12:00 @ 115,223.45 | 2025-08-05 00:00 @ 115,025.10 | 3d 12h | $3.20 | +0.12% | signal |
| 160 | short | 2025-08-06 00:00 @ 114,046.79 | 2025-08-07 12:00 @ 116,492.39 | 1d 12h | −$59.44 | -2.21% | signal |
| 161 | long | 2025-08-08 00:00 @ 117,443.38 | 2025-08-15 00:00 @ 118,218.55 | 7d | $10.12 | +0.38% | signal |
| 162 | short | 2025-08-20 00:00 @ 112,801.54 | 2025-08-22 12:00 @ 116,954.73 | 2d 12h | −$99.94 | -3.73% | stop loss |
| 163 | short | 2025-08-26 12:00 @ 109,820.23 | 2025-08-28 12:00 @ 112,899.08 | 2d | −$76.07 | -2.87% | signal |
| 164 | short | 2025-08-30 00:00 @ 108,310.73 | 2025-09-03 00:00 @ 111,210.14 | 4d | −$71.07 | -2.70% | signal |
| 165 | short | 2025-09-05 00:00 @ 110,657.36 | 2025-09-08 12:00 @ 112,044.40 | 3d 12h | −$33.67 | -1.29% | signal |
| 166 | long | 2025-09-11 12:00 @ 113,983.79 | 2025-09-15 12:00 @ 114,986.00 | 4d | $18.87 | +0.72% | signal |
| 167 | long | 2025-09-19 00:00 @ 117,040.50 | 2025-09-20 00:00 @ 115,546.49 | 1d | −$36.12 | -1.38% | signal |
| 168 | short | 2025-09-22 12:00 @ 112,791.44 | 2025-09-29 00:00 @ 112,142.12 | 6d 12h | $14.81 | +0.57% | signal |
| 169 | long | 2025-09-30 00:00 @ 114,279.95 | 2025-10-08 00:00 @ 121,262.34 | 8d | $151.32 | +5.81% | signal |
| 170 | short | 2025-10-15 00:00 @ 112,961.30 | 2025-10-19 12:00 @ 107,752.15 | 4d 12h | $118.71 | +4.49% | signal |
| 171 | long | 2025-10-26 12:00 @ 113,257.75 | 2025-10-29 00:00 @ 112,810.93 | 2d 12h | −$14.60 | -0.55% | signal |
| 172 | short | 2025-10-31 00:00 @ 108,241.95 | 2025-11-10 00:00 @ 104,691.63 | 10d | $89.81 | +3.36% | signal |
| 173 | short | 2025-11-14 12:00 @ 96,115.27 | 2025-11-23 12:00 @ 86,307.56 | 9d | $276.76 | +10.28% | signal |
| 174 | short | 2025-12-02 00:00 @ 86,224.25 | 2025-12-02 12:00 @ 91,178.84 | 12h | −$161.38 | -5.84% | stop loss |
| 175 | long | 2025-12-04 00:00 @ 93,395.48 | 2025-12-05 12:00 @ 88,198.77 | 1d 12h | −$154.64 | -5.68% | stop loss |
| 176 | short | 2025-12-09 12:00 @ 90,323.93 | 2025-12-10 00:00 @ 92,656.83 | 12h | −$71.86 | -2.68% | signal |
| 177 | short | 2025-12-14 12:00 @ 89,290.44 | 2025-12-22 12:00 @ 89,923.18 | 8d | −$18.17 | -0.68% | signal |
| 178 | short | 2025-12-24 00:00 @ 87,445.61 | 2026-01-02 12:00 @ 89,476.19 | 9d 12h | −$59.61 | -2.24% | signal |
| 179 | long | 2026-01-03 00:00 @ 89,969.49 | 2026-01-08 12:00 @ 90,174.16 | 5d 12h | $0.81 | +0.03% | signal |
| 180 | long | 2026-01-10 00:00 @ 90,621.82 | 2026-01-19 00:00 @ 93,595.28 | 9d | $81.08 | +3.06% | signal |
| 181 | short | 2026-01-21 00:00 @ 88,373.02 | 2026-01-28 00:00 @ 89,215.64 | 7d | −$25.05 | -0.94% | signal |
| 182 | short | 2026-01-30 00:00 @ 84,587.78 | 2026-02-14 00:00 @ 68,835.26 | 15d | $491.58 | +18.48% | signal |
| 183 | short | 2026-02-23 00:00 @ 67,600.08 | 2026-02-26 00:00 @ 67,966.09 | 3d | −$17.71 | -0.64% | signal |
| 184 | short | 2026-02-27 12:00 @ 66,080.78 | 2026-03-03 00:00 @ 68,815.56 | 3d 12h | −$117.84 | -4.24% | signal |
| 185 | long | 2026-03-05 00:00 @ 72,655.93 | 2026-03-06 12:00 @ 70,171.56 | 1d 12h | −$96.89 | -3.53% | signal |
| 186 | short | 2026-03-07 00:00 @ 68,069.38 | 2026-03-10 12:00 @ 70,584.21 | 3d 12h | −$104.06 | -3.82% | signal |
| 187 | long | 2026-03-11 00:00 @ 69,915.78 | 2026-03-18 12:00 @ 72,891.82 | 7d 12h | $113.73 | +4.21% | signal |
| 188 | short | 2026-03-19 12:00 @ 69,912.81 | 2026-03-24 00:00 @ 70,880.17 | 4d 12h | −$40.85 | -1.50% | reverse |
| 189 | short | 2026-03-27 00:00 @ 68,774.34 | 2026-03-30 12:00 @ 67,665.03 | 3d 12h | $40.46 | +1.49% | signal |
| 190 | short | 2026-04-03 00:00 @ 66,855.23 | 2026-04-06 00:00 @ 69,011.70 | 3d | −$90.27 | -3.31% | signal |
| 191 | long | 2026-04-06 12:00 @ 69,597.42 | 2026-04-12 12:00 @ 71,420.71 | 6d | $68.26 | +2.52% | signal |
| 192 | long | 2026-04-14 12:00 @ 74,357.27 | 2026-04-20 00:00 @ 73,743.65 | 5d 12h | −$22.76 | -0.84% | signal |
| 193 | long | 2026-04-21 12:00 @ 76,423.58 | 2026-04-28 12:00 @ 76,183.66 | 7d | −$9.30 | -0.34% | signal |
| 194 | long | 2026-05-01 12:00 @ 77,445.09 | 2026-05-08 00:00 @ 79,953.51 | 6d 12h | $86.68 | +3.19% | signal |
| 195 | long | 2026-05-09 12:00 @ 80,326.46 | 2026-05-14 00:00 @ 79,272.34 | 4d 12h | −$39.96 | -1.46% | signal |
| 196 | short | 2026-05-16 12:00 @ 78,026.89 | 2026-06-07 12:00 @ 62,611.32 | 22d | $543.88 | +19.96% | signal |
| 197 | short | 2026-06-10 00:00 @ 61,682.56 | 2026-06-11 12:00 @ 63,090.62 | 1d 12h | −$68.16 | -2.38% | signal |
| 198 | short | 2026-06-17 00:00 @ 65,631.67 | 2026-06-21 00:00 @ 64,282.95 | 4d | $56.21 | +1.98% | signal |
| 199 | short | 2026-06-29 00:00 @ 59,538.29 | 2026-07-02 12:00 @ 61,341.37 | 3d 12h | −$87.59 | -3.06% | signal |
| 200 | short | 2026-07-08 12:00 @ 62,257.55 | 2026-07-10 00:00 @ 63,209.74 | 1d 12h | −$45.52 | -1.61% | reverse |
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.