[Mine-PA] Higher highs + higher lows continuation

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+10.26%-14.74%12035%
Validation2024-10-19 → 2025-09-24-6.04%-12.37%4732%
Out-of-sample2025-09-24 → 2026-08-31+9.95%-5.49%4236%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
210long2026-08-18 00:00 @ 64,517.002026-08-29 00:00 @ 77,790.3411d$548.58+20.16%signal
209short2026-08-14 12:00 @ 62,824.932026-08-17 12:00 @ 63,612.723d−$35.94-1.32%signal
208long2026-08-05 00:00 @ 64,088.422026-08-11 00:00 @ 63,926.516d−$12.06-0.44%signal
207long2026-07-31 00:00 @ 64,762.952026-07-31 12:00 @ 62,480.9912h−$100.59-3.65%stop loss
206short2026-07-28 12:00 @ 63,418.012026-07-30 12:00 @ 64,779.852d−$61.07-2.20%signal
205long2026-07-26 12:00 @ 64,494.402026-07-28 00:00 @ 63,707.961d 12h−$37.36-1.34%signal
204long2026-07-19 12:00 @ 64,458.592026-07-24 00:00 @ 65,056.594d 12h$21.36+0.77%signal
203short2026-07-17 12:00 @ 63,260.452026-07-19 00:00 @ 64,819.661d 12h−$71.19-2.55%signal
202long2026-07-15 12:00 @ 64,720.342026-07-17 00:00 @ 63,788.341d 12h−$43.78-1.56%signal
201long2026-07-10 12:00 @ 64,407.082026-07-13 12:00 @ 62,868.823d−$71.64-2.54%signal
200short2026-07-08 12:00 @ 62,257.552026-07-10 00:00 @ 63,209.741d 12h−$45.52-1.61%reverse
199short2026-06-29 00:00 @ 59,538.292026-07-02 12:00 @ 61,341.373d 12h−$87.59-3.06%signal
198short2026-06-17 00:00 @ 65,631.672026-06-21 00:00 @ 64,282.954d$56.21+1.98%signal
197short2026-06-10 00:00 @ 61,682.562026-06-11 12:00 @ 63,090.621d 12h−$68.16-2.38%signal
196short2026-05-16 12:00 @ 78,026.892026-06-07 12:00 @ 62,611.3222d$543.88+19.96%signal
195long2026-05-09 12:00 @ 80,326.462026-05-14 00:00 @ 79,272.344d 12h−$39.96-1.46%signal
194long2026-05-01 12:00 @ 77,445.092026-05-08 00:00 @ 79,953.516d 12h$86.68+3.19%signal
193long2026-04-21 12:00 @ 76,423.582026-04-28 12:00 @ 76,183.667d−$9.30-0.34%signal
192long2026-04-14 12:00 @ 74,357.272026-04-20 00:00 @ 73,743.655d 12h−$22.76-0.84%signal
191long2026-04-06 12:00 @ 69,597.422026-04-12 12:00 @ 71,420.716d$68.26+2.52%signal
190short2026-04-03 00:00 @ 66,855.232026-04-06 00:00 @ 69,011.703d−$90.27-3.31%signal
189short2026-03-27 00:00 @ 68,774.342026-03-30 12:00 @ 67,665.033d 12h$40.46+1.49%signal
188short2026-03-19 12:00 @ 69,912.812026-03-24 00:00 @ 70,880.174d 12h−$40.85-1.50%reverse
187long2026-03-11 00:00 @ 69,915.782026-03-18 12:00 @ 72,891.827d 12h$113.73+4.21%signal
186short2026-03-07 00:00 @ 68,069.382026-03-10 12:00 @ 70,584.213d 12h−$104.06-3.82%signal
185long2026-03-05 00:00 @ 72,655.932026-03-06 12:00 @ 70,171.561d 12h−$96.89-3.53%signal
184short2026-02-27 12:00 @ 66,080.782026-03-03 00:00 @ 68,815.563d 12h−$117.84-4.24%signal
183short2026-02-23 00:00 @ 67,600.082026-02-26 00:00 @ 67,966.093d−$17.71-0.64%signal
182short2026-01-30 00:00 @ 84,587.782026-02-14 00:00 @ 68,835.2615d$491.58+18.48%signal
181short2026-01-21 00:00 @ 88,373.022026-01-28 00:00 @ 89,215.647d−$25.05-0.94%signal
180long2026-01-10 00:00 @ 90,621.822026-01-19 00:00 @ 93,595.289d$81.08+3.06%signal
179long2026-01-03 00:00 @ 89,969.492026-01-08 12:00 @ 90,174.165d 12h$0.81+0.03%signal
178short2025-12-24 00:00 @ 87,445.612026-01-02 12:00 @ 89,476.199d 12h−$59.61-2.24%signal
177short2025-12-14 12:00 @ 89,290.442025-12-22 12:00 @ 89,923.188d−$18.17-0.68%signal
176short2025-12-09 12:00 @ 90,323.932025-12-10 00:00 @ 92,656.8312h−$71.86-2.68%signal
175long2025-12-04 00:00 @ 93,395.482025-12-05 12:00 @ 88,198.771d 12h−$154.64-5.68%stop loss
174short2025-12-02 00:00 @ 86,224.252025-12-02 12:00 @ 91,178.8412h−$161.38-5.84%stop loss
173short2025-11-14 12:00 @ 96,115.272025-11-23 12:00 @ 86,307.569d$276.76+10.28%signal
172short2025-10-31 00:00 @ 108,241.952025-11-10 00:00 @ 104,691.6310d$89.81+3.36%signal
171long2025-10-26 12:00 @ 113,257.752025-10-29 00:00 @ 112,810.932d 12h−$14.60-0.55%signal
170short2025-10-15 00:00 @ 112,961.302025-10-19 12:00 @ 107,752.154d 12h$118.71+4.49%signal
169long2025-09-30 00:00 @ 114,279.952025-10-08 00:00 @ 121,262.348d$151.32+5.81%signal
168short2025-09-22 12:00 @ 112,791.442025-09-29 00:00 @ 112,142.126d 12h$14.81+0.57%signal
167long2025-09-19 00:00 @ 117,040.502025-09-20 00:00 @ 115,546.491d−$36.12-1.38%signal
166long2025-09-11 12:00 @ 113,983.792025-09-15 12:00 @ 114,986.004d$18.87+0.72%signal
165short2025-09-05 00:00 @ 110,657.362025-09-08 12:00 @ 112,044.403d 12h−$33.67-1.29%signal
164short2025-08-30 00:00 @ 108,310.732025-09-03 00:00 @ 111,210.144d−$71.07-2.70%signal
163short2025-08-26 12:00 @ 109,820.232025-08-28 12:00 @ 112,899.082d−$76.07-2.87%signal
162short2025-08-20 00:00 @ 112,801.542025-08-22 12:00 @ 116,954.732d 12h−$99.94-3.73%stop loss
161long2025-08-08 00:00 @ 117,443.382025-08-15 00:00 @ 118,218.557d$10.12+0.38%signal
160short2025-08-06 00:00 @ 114,046.792025-08-07 12:00 @ 116,492.391d 12h−$59.44-2.21%signal
159short2025-08-01 12:00 @ 115,223.452025-08-05 00:00 @ 115,025.103d 12h$3.20+0.12%signal
158long2025-07-27 00:00 @ 117,912.882025-08-01 00:00 @ 115,674.165d−$57.94-2.14%signal
157long2025-07-17 00:00 @ 118,614.422025-07-21 00:00 @ 117,192.664d−$38.46-1.42%signal
156long2025-07-14 00:00 @ 119,062.112025-07-15 12:00 @ 117,086.981d 12h−$49.22-1.81%signal
155long2025-07-03 12:00 @ 109,573.012025-07-05 00:00 @ 107,913.711d 12h−$44.62-1.63%signal
154short2025-07-02 00:00 @ 105,616.772025-07-02 12:00 @ 109,102.9712h−$93.63-3.39%stop loss
153long2025-06-25 12:00 @ 107,157.732025-07-01 00:00 @ 107,065.885d 12h−$6.43-0.23%signal
152long2025-06-17 00:00 @ 106,771.452025-06-18 00:00 @ 104,487.101d−$62.43-2.25%signal
151short2025-06-13 12:00 @ 104,969.002025-06-16 12:00 @ 106,863.973d−$52.56-1.88%signal
150long2025-06-07 12:00 @ 105,115.522025-06-12 12:00 @ 106,841.535d$40.89+1.47%signal
149long2025-06-04 00:00 @ 105,351.172025-06-05 00:00 @ 104,620.871d−$22.18-0.80%signal
148short2025-05-31 00:00 @ 103,929.112025-06-02 00:00 @ 105,604.422d−$47.16-1.69%signal
147long2025-05-27 00:00 @ 109,408.682025-05-30 00:00 @ 105,518.793d−$104.34-3.70%signal
146long2025-05-17 00:00 @ 103,432.882025-05-24 00:00 @ 107,250.157d$96.49+3.45%signal
145long2025-05-09 00:00 @ 103,248.652025-05-13 00:00 @ 102,718.754d−$19.70-0.70%signal
144long2025-04-22 00:00 @ 87,483.492025-05-04 00:00 @ 95,784.1412d$258.64+9.44%signal
143long2025-04-20 00:00 @ 85,063.912025-04-20 12:00 @ 84,067.7812h−$34.87-1.27%signal
142long2025-04-12 00:00 @ 83,394.982025-04-16 00:00 @ 83,591.884d$2.01+0.07%signal
141short2025-04-04 00:00 @ 83,165.062025-04-10 00:00 @ 82,604.426d$17.89+0.65%signal
140short2025-03-29 00:00 @ 84,363.922025-04-02 00:00 @ 85,138.024d−$26.85-0.98%signal
139long2025-03-24 00:00 @ 86,061.312025-03-28 12:00 @ 85,196.964d 12h−$30.52-1.11%signal
138short2025-03-07 12:00 @ 88,911.112025-03-20 00:00 @ 86,827.1612d 12h$64.04+2.34%signal
137short2025-03-04 12:00 @ 83,873.322025-03-06 00:00 @ 91,993.981d 12h−$274.31-9.76%stop loss
136short2025-02-24 00:00 @ 96,199.162025-03-03 00:00 @ 94,240.847d$55.77+1.99%signal
135long2025-02-21 00:00 @ 98,272.452025-02-22 00:00 @ 96,108.771d−$64.76-2.30%signal
134short2025-02-17 00:00 @ 96,047.792025-02-20 12:00 @ 97,184.033d 12h−$34.13-1.21%signal
133short2025-02-02 00:00 @ 100,583.482025-02-10 12:00 @ 97,646.838d 12h$81.85+2.92%signal
132long2025-01-30 12:00 @ 105,272.952025-02-01 00:00 @ 102,359.321d 12h−$81.71-2.90%signal
131short2025-01-27 12:00 @ 98,680.362025-01-30 00:00 @ 105,269.302d 12h−$192.38-6.71%stop loss
130long2025-01-16 00:00 @ 100,480.092025-01-20 00:00 @ 101,291.244d$17.70+0.62%signal
129short2025-01-08 12:00 @ 95,074.782025-01-14 12:00 @ 96,527.606d−$43.97-1.53%signal
128long2025-01-02 12:00 @ 96,734.742025-01-08 00:00 @ 96,900.825d 12h−$2.02-0.07%signal
127short2024-12-21 00:00 @ 97,744.952024-12-25 00:00 @ 98,646.634d−$26.37-0.91%signal
126long2024-12-12 00:00 @ 101,135.522024-12-19 00:00 @ 100,161.167d−$36.65-1.27%signal
125long2024-11-30 00:00 @ 97,535.702024-12-02 12:00 @ 95,172.362d 12h−$77.25-2.65%signal
124long2024-11-06 12:00 @ 74,306.562024-11-26 00:00 @ 93,045.3919d 12h$660.51+24.06%signal
123long2024-10-28 12:00 @ 68,744.852024-11-01 00:00 @ 70,307.843d 12h$56.53+2.07%signal
122long2024-10-25 00:00 @ 68,187.432024-10-25 12:00 @ 65,586.9012h−$108.74-3.94%stop loss
121long2024-10-15 00:00 @ 66,078.112024-10-22 00:00 @ 67,355.237d$44.52+1.62%signal
120long2024-10-05 00:00 @ 62,066.712024-10-10 00:00 @ 60,594.185d−$69.74-2.52%signal
119long2024-09-18 00:00 @ 60,293.062024-09-30 12:00 @ 63,781.6412d 12h$150.06+5.50%signal
118short2024-09-17 00:00 @ 58,175.362024-09-17 12:00 @ 61,186.9412h−$145.48-5.26%stop loss
117short2024-09-04 12:00 @ 56,524.792024-09-09 00:00 @ 54,850.574d 12h$78.41+2.86%signal
116short2024-08-28 00:00 @ 59,372.522024-09-03 00:00 @ 59,124.026d$8.86+0.32%signal
115long2024-08-20 12:00 @ 60,507.002024-08-27 00:00 @ 62,795.146d 12h$100.18+3.69%signal
114short2024-08-12 12:00 @ 59,797.242024-08-18 12:00 @ 60,003.306d−$12.80-0.47%signal
113short2024-08-03 12:00 @ 61,872.322024-08-09 00:00 @ 61,672.135d 12h$7.52+0.28%signal
112long2024-07-27 00:00 @ 67,896.082024-07-30 00:00 @ 66,736.753d−$51.20-1.87%signal
111long2024-07-15 00:00 @ 60,778.152024-07-24 00:00 @ 65,903.129d$221.05+8.26%signal
110short2024-07-03 00:00 @ 62,111.082024-07-07 00:00 @ 58,227.644d$164.60+6.25%signal
109short2024-06-21 12:00 @ 63,732.352024-07-01 00:00 @ 62,778.659d 12h$43.02+1.64%signal
108short2024-06-19 00:00 @ 65,136.872024-06-20 12:00 @ 66,163.231d 12h−$43.46-1.65%signal
107short2024-06-12 00:00 @ 67,307.142024-06-12 12:00 @ 69,938.8412h−$105.97-3.98%stop loss
106long2024-05-25 12:00 @ 69,126.222024-06-08 00:00 @ 69,363.1213d 12h−$4.93-0.19%signal
105long2024-05-21 00:00 @ 71,480.792024-05-23 12:00 @ 67,954.772d 12h−$138.22-5.12%stop loss
104long2024-05-16 00:00 @ 66,188.642024-05-20 00:00 @ 66,226.154d−$2.18-0.08%signal
103short2024-05-15 00:00 @ 61,538.192024-05-15 12:00 @ 64,838.3312h−$149.15-5.45%stop loss
102short2024-05-08 12:00 @ 62,212.462024-05-10 00:00 @ 63,062.611d 12h−$39.58-1.44%signal
101long2024-05-04 12:00 @ 63,862.772024-05-08 00:00 @ 62,283.543d 12h−$72.20-2.61%signal
100short2024-04-25 12:00 @ 63,814.232024-05-04 00:00 @ 62,866.278d 12h$41.30+1.50%signal
99long2024-04-23 00:00 @ 66,791.262024-04-25 00:00 @ 64,237.152d−$109.49-3.94%signal
98short2024-04-16 12:00 @ 63,051.992024-04-19 12:00 @ 64,852.773d−$81.91-2.92%signal
97long2024-04-07 12:00 @ 69,380.072024-04-12 12:00 @ 65,367.815d−$174.84-6.15%stop loss
96short2024-04-02 12:00 @ 65,671.062024-04-05 00:00 @ 68,503.502d 12h−$124.74-4.34%signal
95long2024-03-25 12:00 @ 66,868.472024-04-01 12:00 @ 69,506.507d$89.95+3.15%signal
94short2024-03-22 12:00 @ 64,255.252024-03-25 00:00 @ 67,274.352d 12h−$136.16-4.72%signal
93short2024-03-19 12:00 @ 63,124.472024-03-21 12:00 @ 67,095.722d−$184.61-6.29%reverse
92long2024-03-18 12:00 @ 68,321.262024-03-19 00:00 @ 62,726.9312h−$250.53-8.36%stop loss
91long2024-02-25 12:00 @ 51,682.632024-03-15 12:00 @ 67,804.7419d$778.50+27.79%signal
90long2024-02-06 00:00 @ 42,701.442024-02-24 00:00 @ 50,761.7518d$484.60+18.08%signal
89long2024-02-02 12:00 @ 43,145.532024-02-05 00:00 @ 42,561.792d 12h−$40.73-1.51%signal
88long2024-01-28 12:00 @ 42,464.992024-02-01 12:00 @ 42,067.384d−$30.82-1.14%signal
87short2024-01-13 00:00 @ 42,780.442024-01-26 12:00 @ 41,280.1513d 12h$101.74+3.81%signal
86long2023-12-31 12:00 @ 42,570.312024-01-03 12:00 @ 40,582.263d−$138.47-5.11%stop loss
85long2023-12-28 00:00 @ 43,462.492023-12-29 12:00 @ 41,405.401d 12h−$139.28-5.08%stop loss
84long2023-12-19 12:00 @ 43,012.602023-12-25 00:00 @ 42,999.805d 12h−$12.19-0.44%signal
83long2023-11-29 00:00 @ 37,819.562023-12-11 12:00 @ 42,338.1312d 12h$302.28+11.32%signal
82long2023-11-25 00:00 @ 37,713.842023-11-27 00:00 @ 37,430.412d−$24.37-0.91%signal
81long2023-10-17 00:00 @ 28,492.002023-11-14 00:00 @ 36,478.9028d$676.77+27.00%signal
80short2023-10-12 00:00 @ 26,859.132023-10-16 00:00 @ 27,145.234d−$28.39-1.13%signal
79long2023-10-01 12:00 @ 27,179.632023-10-09 12:00 @ 27,450.518d$21.75+0.87%signal
78short2023-09-22 00:00 @ 26,547.292023-09-27 12:00 @ 26,761.055d 12h−$21.67-0.86%signal
77long2023-09-14 12:00 @ 26,436.892023-09-21 12:00 @ 26,717.467d$24.54+0.98%signal
76short2023-09-05 12:00 @ 25,766.152023-09-08 00:00 @ 26,245.952d 12h−$48.97-1.94%signal
75short2023-08-18 00:00 @ 26,604.382023-08-24 00:00 @ 26,424.486d$14.55+0.58%signal
74long2023-08-09 00:00 @ 29,764.852023-08-14 00:00 @ 29,287.445d−$46.45-1.84%signal
73short2023-07-25 00:00 @ 29,157.972023-08-02 00:00 @ 29,707.148d−$46.27-1.82%signal
72long2023-07-24 00:00 @ 30,076.912023-07-24 00:00 @ 29,040.400m−$91.16-3.56%stop loss
71long2023-06-30 00:00 @ 30,445.992023-07-05 12:00 @ 30,388.925d 12h−$11.76-0.46%signal
70long2023-06-20 12:00 @ 26,900.582023-06-29 00:00 @ 30,060.298d 12h$284.11+11.39%signal
69short2023-06-11 00:00 @ 25,821.432023-06-17 00:00 @ 26,341.176d−$51.10-2.04%signal
68short2023-06-01 00:00 @ 27,195.662023-06-07 00:00 @ 27,226.946d−$2.52-0.10%signal
67long2023-05-29 00:00 @ 28,061.412023-05-31 12:00 @ 27,082.482d 12h−$92.11-3.64%signal
66short2023-05-25 00:00 @ 26,308.642023-05-27 00:00 @ 26,695.142d−$38.59-1.52%signal
65short2023-05-22 12:00 @ 26,814.542023-05-23 12:00 @ 27,332.471d−$51.24-2.01%signal
64short2023-05-08 12:00 @ 27,916.622023-05-15 12:00 @ 27,328.667d$52.79+2.08%signal
63short2023-05-02 00:00 @ 28,048.892023-05-04 00:00 @ 29,024.202d−$90.97-3.55%signal
62long2023-04-26 12:00 @ 28,946.492023-05-01 12:00 @ 28,504.905d−$43.60-1.69%signal
61short2023-04-20 12:00 @ 28,595.782023-04-26 00:00 @ 28,292.365d 12h$26.91+1.05%signal
60long2023-04-12 00:00 @ 30,191.142023-04-17 12:00 @ 29,552.195d 12h−$60.07-2.33%signal
59long2023-03-29 12:00 @ 28,353.172023-04-03 00:00 @ 28,155.674d 12h−$22.73-0.88%signal
58long2023-03-27 00:00 @ 27,959.892023-03-28 00:00 @ 27,106.581d−$82.28-3.16%signal
57long2023-03-14 00:00 @ 24,124.322023-03-23 00:00 @ 27,228.359d$315.35+12.47%signal
56short2023-03-03 12:00 @ 22,329.432023-03-13 00:00 @ 21,990.609d 12h$37.60+1.49%signal
55long2023-02-27 00:00 @ 23,549.912023-03-03 00:00 @ 22,310.994d−$138.86-5.44%stop loss
54long2023-02-16 00:00 @ 24,337.572023-02-20 00:00 @ 24,261.054d−$13.99-0.55%signal
53short2023-02-10 00:00 @ 21,788.942023-02-15 00:00 @ 22,191.845d−$47.19-1.84%signal
52long2023-02-08 12:00 @ 23,157.432023-02-09 12:00 @ 22,137.701d−$117.99-4.54%stop loss
51long2023-01-20 12:00 @ 20,961.692023-01-31 00:00 @ 22,815.3410d 12h$213.81+8.40%signal
50long2023-01-09 00:00 @ 17,128.022023-01-19 00:00 @ 20,675.9610d$491.13+20.27%signal
49long2023-01-05 00:00 @ 16,845.572023-01-06 12:00 @ 16,728.151d 12h−$20.05-0.83%signal
48short2023-01-04 00:00 @ 16,663.972023-01-04 12:00 @ 16,830.0712h−$26.47-1.09%signal
47short2022-12-28 12:00 @ 16,668.672023-01-02 12:00 @ 16,731.755d−$9.18-0.38%signal
46short2022-12-16 12:00 @ 17,015.302022-12-21 00:00 @ 16,890.684d 12h$16.67+0.69%signal
45long2022-12-13 12:00 @ 17,440.392022-12-16 00:00 @ 17,348.432d 12h−$16.89-0.69%signal
44long2022-12-05 12:00 @ 17,305.662022-12-07 12:00 @ 16,783.842d−$76.99-3.14%signal
43short2022-11-25 12:00 @ 16,520.202022-11-30 12:00 @ 16,874.675d−$54.82-2.22%signal
42short2022-11-08 12:00 @ 19,684.962022-11-23 12:00 @ 16,580.3215d$366.14+15.40%signal
41long2022-11-05 00:00 @ 21,141.832022-11-07 00:00 @ 20,895.822d−$31.14-1.31%signal
40long2022-10-26 12:00 @ 20,600.122022-10-28 12:00 @ 20,159.372d−$53.89-2.25%signal
39long2022-10-18 00:00 @ 19,544.612022-10-20 12:00 @ 19,195.062d 12h−$47.26-1.96%reverse
38short2022-10-15 12:00 @ 19,156.972022-10-17 00:00 @ 19,255.651d 12h−$14.59-0.60%signal
37short2022-10-11 00:00 @ 19,120.282022-10-14 00:00 @ 19,369.273d−$32.02-1.32%signal
36long2022-10-04 12:00 @ 19,933.992022-10-08 00:00 @ 19,517.003d 12h−$55.77-2.29%signal
35short2022-10-03 00:00 @ 19,045.492022-10-04 00:00 @ 19,625.821d−$76.77-3.13%signal
34short2022-09-19 12:00 @ 18,668.872022-09-21 12:00 @ 20,100.602d−$194.01-7.75%stop loss
33long2022-09-10 00:00 @ 21,356.272022-09-13 12:00 @ 20,065.133d 12h−$159.18-6.26%stop loss
32short2022-09-02 00:00 @ 20,118.582022-09-09 12:00 @ 20,935.897d 12h−$105.57-4.11%signal
31short2022-08-20 00:00 @ 20,820.842022-08-30 00:00 @ 20,279.5610d$61.80+2.42%signal
30long2022-08-11 12:00 @ 24,552.112022-08-15 12:00 @ 24,032.394d−$57.43-2.23%signal
29long2022-08-06 00:00 @ 23,302.662022-08-10 00:00 @ 23,135.474d−$23.31-0.91%signal
28long2022-08-03 12:00 @ 23,395.682022-08-05 00:00 @ 22,604.381d 12h−$90.61-3.49%signal
27long2022-07-28 00:00 @ 22,945.692022-08-01 00:00 @ 23,285.444d$32.65+1.26%signal
26short2022-07-26 00:00 @ 21,295.742022-07-27 12:00 @ 23,104.171d 12h−$226.57-8.56%stop loss
25long2022-07-25 00:00 @ 22,575.112022-07-25 12:00 @ 21,927.2112h−$79.44-2.98%signal
24long2022-07-17 12:00 @ 21,454.992022-07-23 12:00 @ 22,222.356d$87.35+3.30%signal
23short2022-07-11 00:00 @ 20,849.632022-07-14 00:00 @ 20,224.143d$77.07+2.94%signal
22short2022-06-28 00:00 @ 20,725.852022-07-04 12:00 @ 19,798.166d 12h$113.93+4.39%signal
21short2022-06-10 12:00 @ 29,999.402022-06-24 00:00 @ 21,100.8213d 12h$715.73+29.60%signal
20long2022-06-06 12:00 @ 31,398.382022-06-07 00:00 @ 29,460.3812h−$154.23-6.28%stop loss
19long2022-05-31 00:00 @ 31,732.852022-06-01 12:00 @ 29,585.421d 12h−$173.05-6.92%stop loss
18short2022-05-17 00:00 @ 29,860.432022-05-30 00:00 @ 29,458.4913d$36.14+1.45%signal
17short2022-05-08 12:00 @ 34,773.542022-05-16 00:00 @ 31,330.567d 12h$239.82+9.87%signal
16short2022-04-30 00:00 @ 38,564.492022-05-05 00:00 @ 39,692.045d−$71.75-2.93%signal
15long2022-04-20 12:00 @ 42,079.112022-04-21 12:00 @ 39,748.311d−$140.07-5.64%stop loss
14short2022-04-07 00:00 @ 43,151.172022-04-14 00:00 @ 41,138.037d$114.31+4.66%signal
13long2022-04-02 12:00 @ 46,543.712022-04-06 12:00 @ 44,793.544d−$98.61-3.98%signal
12long2022-03-22 12:00 @ 42,985.502022-04-01 00:00 @ 45,496.809d 12h$135.43+5.54%signal
11long2022-03-16 12:00 @ 40,501.002022-03-21 00:00 @ 41,252.754d 12h$39.73+1.63%signal

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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