[Mine-PA] Higher highs + higher lows continuation
public
@djgambhirBTCUSDT · 4h · 2021-12-31 → 2026-08-31 · 10,229 bars in 9.0ms
Underperformed the market. Holding BTCUSDT returned +66.53% over the same period, against this strategy’s -15.65%.
Net P&L
-15.65%
−$1,565.15
Max drawdown
-26.80%
Max run-up
+16.26%
Trades
639
31.6% win rate
Profit factor
0.91
2021-12-31drawdown · worst -26.80%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -7.51% | -19.60% | 375 | 30% |
| Validation | 2024-10-19 → 2025-09-25 | -4.16% | -11.15% | 134 | 36% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -4.85% | -11.48% | 130 | 32% |
Risk-adjusted
- Sharpe
- -0.32
- Sortino
- -0.46
- Calmar
- -0.13
- Return ÷ max drawdown
- -0.58
- CAGR
- -3.58%
- Exposure
- 60.5%
Per trade
- Expectancy
- −$2.45 · -0.09%
- Average win / loss
- $78.19 / −$39.73
- Payoff ratio
- 1.97
- Largest win / loss
- $530.54 / −$154.09
- Longest losing streak(winning: 7)
- 12 trades
Drawdown over time
- Max drawdown
- -26.80%
- Longest time under water(still going at the end)
- 1258 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,513.57
- Funding
- −$192.09
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 49
- Benchmark(buy and hold)
- +66.53%
Monte Carlo
1,000 alternative histories, each 639 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 | -40.46% | -16.65% | +18.84% |
| Max drawdown | -44.14% | -27.25% | -14.37% |
80% of histories lost money, and 53% had a deeper drawdown than this run’s -26.80%. 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
639 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 00:00 @ 46,201.33 | 2022-01-04 12:00 @ 46,719.31 | 3d 12h | −$27.75 | -1.11% | signal |
| 2 | short | 2022-01-05 20:00 @ 44,663.00 | 2022-01-06 20:00 @ 43,417.71 | 1d | $67.77 | +2.72% | signal |
| 3 | short | 2022-01-07 08:00 @ 41,691.07 | 2022-01-09 20:00 @ 42,687.50 | 2d 12h | −$60.51 | -2.41% | signal |
| 4 | short | 2022-01-10 16:00 @ 40,965.37 | 2022-01-11 04:00 @ 42,260.05 | 12h | −$80.87 | -3.24% | signal |
| 5 | long | 2022-01-12 16:00 @ 43,558.71 | 2022-01-13 16:00 @ 43,161.37 | 1d | −$24.97 | -1.01% | signal |
| 6 | short | 2022-01-14 00:00 @ 42,530.21 | 2022-01-14 16:00 @ 43,091.20 | 16h | −$35.25 | -1.43% | signal |
| 7 | short | 2022-01-15 08:00 @ 43,065.38 | 2022-01-15 16:00 @ 43,378.67 | 8h | −$20.12 | -0.82% | signal |
| 8 | short | 2022-01-17 04:00 @ 42,627.77 | 2022-01-19 00:00 @ 42,346.05 | 1d 20h | $14.90 | +0.61% | signal |
| 9 | short | 2022-01-20 00:00 @ 41,648.57 | 2022-01-20 12:00 @ 42,983.10 | 12h | −$80.77 | -3.29% | stop loss |
| 10 | long | 2022-01-20 16:00 @ 43,284.41 | 2022-01-20 20:00 @ 41,895.54 | 4h | −$80.87 | -3.32% | stop loss |
| 11 | short | 2022-01-21 04:00 @ 38,440.23 | 2022-01-24 00:00 @ 36,237.25 | 2d 20h | $136.97 | +5.66% | signal |
| 12 | long | 2022-01-26 12:00 @ 38,053.53 | 2022-01-27 00:00 @ 36,780.06 | 12h | −$84.37 | -3.44% | signal |
| 13 | short | 2022-01-27 04:00 @ 35,723.27 | 2022-01-28 04:00 @ 37,350.01 | 1d | −$113.64 | -4.67% | signal |
| 14 | long | 2022-01-29 00:00 @ 37,703.76 | 2022-01-30 20:00 @ 37,498.23 | 1d 20h | −$16.13 | -0.67% | signal |
| 15 | short | 2022-02-03 00:00 @ 36,884.67 | 2022-02-04 00:00 @ 37,294.79 | 1d | −$29.27 | -1.22% | signal |
| 16 | long | 2022-02-04 08:00 @ 37,866.57 | 2022-02-08 16:00 @ 43,397.85 | 4d 8h | $344.71 | +14.42% | signal |
| 17 | long | 2022-02-09 16:00 @ 43,863.95 | 2022-02-11 20:00 @ 42,719.42 | 2d 4h | −$67.45 | -2.72% | signal |
| 18 | short | 2022-02-12 00:00 @ 42,357.52 | 2022-02-12 20:00 @ 42,653.19 | 20h | −$18.91 | -0.77% | signal |
| 19 | long | 2022-02-14 16:00 @ 42,573.51 | 2022-02-16 16:00 @ 43,582.88 | 2d | $54.88 | +2.23% | signal |
| 20 | long | 2022-02-17 00:00 @ 43,869.57 | 2022-02-17 12:00 @ 43,149.67 | 12h | −$43.46 | -1.76% | signal |
| 21 | short | 2022-02-17 20:00 @ 41,168.86 | 2022-02-23 12:00 @ 38,765.05 | 5d 16h | $141.06 | +5.74% | signal |
| 22 | short | 2022-02-24 00:00 @ 37,220.45 | 2022-02-24 20:00 @ 37,279.75 | 20h | −$6.93 | -0.28% | signal |
| 23 | long | 2022-02-26 04:00 @ 39,387.88 | 2022-02-27 04:00 @ 38,576.48 | 1d | −$54.38 | -2.18% | signal |
| 24 | short | 2022-02-28 00:00 @ 37,664.57 | 2022-02-28 12:00 @ 39,872.81 | 12h | −$148.63 | -6.00% | stop loss |
| 25 | long | 2022-03-01 00:00 @ 43,163.63 | 2022-03-03 04:00 @ 43,304.14 | 2d 4h | $4.17 | +0.17% | signal |
| 26 | short | 2022-03-04 20:00 @ 39,777.34 | 2022-03-05 20:00 @ 39,424.58 | 1d | $19.75 | +0.81% | signal |
| 27 | short | 2022-03-06 12:00 @ 38,321.43 | 2022-03-07 16:00 @ 39,070.11 | 1d 4h | −$50.45 | -2.06% | signal |
| 28 | long | 2022-03-09 08:00 @ 41,778.95 | 2022-03-10 04:00 @ 40,757.25 | 20h | −$62.68 | -2.57% | signal |
| 29 | short | 2022-03-10 08:00 @ 39,212.16 | 2022-03-11 12:00 @ 39,886.28 | 1d 4h | −$44.47 | -1.84% | signal |
| 30 | short | 2022-03-13 16:00 @ 38,905.52 | 2022-03-14 08:00 @ 39,070.01 | 16h | −$12.92 | -0.54% | signal |
| 31 | short | 2022-03-14 20:00 @ 38,787.24 | 2022-03-15 00:00 @ 39,659.53 | 4h | −$56.51 | -2.35% | signal |
| 32 | long | 2022-03-15 20:00 @ 39,738.65 | 2022-03-18 04:00 @ 40,492.40 | 2d 8h | $41.33 | +1.73% | signal |
| 33 | long | 2022-03-18 20:00 @ 42,028.70 | 2022-03-20 12:00 @ 41,579.58 | 1d 16h | −$29.24 | -1.22% | signal |
| 34 | long | 2022-03-23 16:00 @ 42,597.22 | 2022-03-31 16:00 @ 46,440.81 | 8d | $209.59 | +8.76% | signal |
| 35 | short | 2022-04-01 00:00 @ 45,496.80 | 2022-04-01 16:00 @ 46,532.90 | 16h | −$57.76 | -2.36% | signal |
| 36 | long | 2022-04-03 20:00 @ 46,397.28 | 2022-04-04 04:00 @ 45,981.10 | 8h | −$24.47 | -1.01% | signal |
| 37 | short | 2022-04-06 00:00 @ 45,468.40 | 2022-04-10 00:00 @ 42,736.35 | 4d | $145.85 | +6.01% | signal |
| 38 | short | 2022-04-10 12:00 @ 42,657.57 | 2022-04-10 20:00 @ 43,225.84 | 8h | −$35.03 | -1.42% | signal |
| 39 | short | 2022-04-11 20:00 @ 39,953.01 | 2022-04-12 12:00 @ 40,364.07 | 16h | −$28.12 | -1.15% | signal |
| 40 | short | 2022-04-14 16:00 @ 39,935.21 | 2022-04-18 20:00 @ 40,678.53 | 4d 4h | −$47.98 | -1.96% | signal |
| 41 | long | 2022-04-19 16:00 @ 41,440.39 | 2022-04-21 20:00 @ 41,200.36 | 2d 4h | −$16.96 | -0.70% | signal |
| 42 | short | 2022-04-22 00:00 @ 40,441.61 | 2022-04-25 20:00 @ 40,212.04 | 3d 20h | $9.24 | +0.38% | signal |
| 43 | long | 2022-04-26 00:00 @ 40,419.08 | 2022-04-26 12:00 @ 39,051.18 | 12h | −$85.20 | -3.50% | stop loss |
| 44 | short | 2022-04-26 20:00 @ 38,242.95 | 2022-04-27 08:00 @ 39,077.81 | 12h | −$55.38 | -2.30% | signal |
| 45 | short | 2022-05-01 04:00 @ 38,013.70 | 2022-05-01 16:00 @ 38,478.09 | 12h | −$31.70 | -1.32% | signal |
| 46 | short | 2022-05-02 00:00 @ 38,432.51 | 2022-05-02 08:00 @ 38,877.37 | 8h | −$29.82 | -1.25% | signal |
| 47 | short | 2022-05-03 20:00 @ 37,699.76 | 2022-05-04 08:00 @ 38,680.83 | 12h | −$64.16 | -2.69% | signal |
| 48 | long | 2022-05-04 12:00 @ 38,995.30 | 2022-05-05 12:00 @ 39,491.10 | 1d | $26.98 | +1.14% | signal |
| 49 | short | 2022-05-05 16:00 @ 36,879.12 | 2022-05-13 04:00 @ 30,570.51 | 7d 12h | $403.92 | +17.02% | signal |
| 50 | short | 2022-05-14 00:00 @ 29,268.35 | 2022-05-15 00:00 @ 30,085.52 | 1d | −$70.82 | -2.86% | signal |
| 51 | short | 2022-05-16 08:00 @ 29,566.79 | 2022-05-17 04:00 @ 30,347.67 | 20h | −$66.75 | -2.72% | signal |
| 52 | short | 2022-05-17 20:00 @ 30,075.18 | 2022-05-19 12:00 @ 29,488.10 | 1d 16h | $45.09 | +1.85% | signal |
| 53 | short | 2022-05-20 20:00 @ 29,263.65 | 2022-05-21 08:00 @ 29,416.98 | 12h | −$15.30 | -0.62% | signal |
| 54 | short | 2022-05-24 00:00 @ 29,091.98 | 2022-05-25 04:00 @ 30,195.04 | 1d 4h | −$95.41 | -3.90% | signal |
| 55 | short | 2022-05-25 16:00 @ 29,610.08 | 2022-05-28 16:00 @ 28,980.49 | 3d | $50.95 | +2.10% | signal |
| 56 | long | 2022-05-30 04:00 @ 30,351.67 | 2022-06-01 08:00 @ 31,473.30 | 2d 4h | $86.01 | +3.53% | signal |
| 57 | short | 2022-06-02 00:00 @ 29,790.94 | 2022-06-02 12:00 @ 30,163.83 | 12h | −$33.20 | -1.35% | signal |
| 58 | long | 2022-06-03 00:00 @ 30,443.19 | 2022-06-03 12:00 @ 29,738.05 | 12h | −$59.02 | -2.41% | signal |
| 59 | short | 2022-06-03 16:00 @ 29,480.90 | 2022-06-04 16:00 @ 29,845.87 | 1d | −$32.29 | -1.33% | signal |
| 60 | short | 2022-06-05 12:00 @ 29,694.76 | 2022-06-05 16:00 @ 29,964.39 | 4h | −$24.46 | -1.01% | signal |
| 61 | long | 2022-06-05 20:00 @ 30,042.31 | 2022-06-07 00:00 @ 29,232.56 | 1d 4h | −$68.49 | -2.83% | stop loss |
| 62 | long | 2022-06-07 20:00 @ 31,056.61 | 2022-06-10 00:00 @ 29,680.70 | 2d 4h | −$110.40 | -4.60% | stop loss |
| 63 | short | 2022-06-11 16:00 @ 28,386.92 | 2022-06-16 00:00 @ 22,572.01 | 4d 8h | $484.44 | +20.40% | signal |
| 64 | short | 2022-06-16 12:00 @ 21,023.99 | 2022-06-19 12:00 @ 19,689.34 | 3d | $156.12 | +6.25% | signal |
| 65 | short | 2022-06-22 04:00 @ 20,304.94 | 2022-06-23 20:00 @ 20,904.58 | 1d 16h | −$77.69 | -3.06% | signal |
| 66 | short | 2022-06-27 00:00 @ 21,024.89 | 2022-06-27 12:00 @ 21,302.36 | 12h | −$35.44 | -1.41% | reverse |
| 67 | short | 2022-06-27 20:00 @ 20,841.63 | 2022-06-28 12:00 @ 20,992.00 | 16h | −$20.81 | -0.83% | signal |
| 68 | short | 2022-06-28 20:00 @ 20,242.65 | 2022-07-01 00:00 @ 19,927.28 | 2d 4h | $36.45 | +1.46% | signal |
| 69 | long | 2022-07-05 04:00 @ 20,306.86 | 2022-07-05 08:00 @ 19,459.65 | 4h | −$107.45 | -4.28% | stop loss |
| 70 | short | 2022-07-05 16:00 @ 19,503.10 | 2022-07-05 16:00 @ 20,463.09 | 0m | −$124.80 | -5.02% | stop loss |
| 71 | long | 2022-07-06 00:00 @ 20,174.13 | 2022-07-10 04:00 @ 21,284.34 | 4d 4h | $129.64 | +5.29% | signal |
| 72 | short | 2022-07-11 08:00 @ 20,425.21 | 2022-07-14 00:00 @ 20,224.14 | 2d 16h | $22.75 | +0.92% | signal |
| 73 | short | 2022-07-14 12:00 @ 19,724.15 | 2022-07-14 16:00 @ 20,761.31 | 4h | −$133.44 | -5.36% | stop loss |
| 74 | long | 2022-07-15 12:00 @ 20,768.45 | 2022-07-16 08:00 @ 20,536.89 | 20h | −$30.03 | -1.22% | signal |
| 75 | long | 2022-07-16 20:00 @ 21,188.54 | 2022-07-17 20:00 @ 21,016.70 | 1d | −$22.97 | -0.94% | signal |
| 76 | long | 2022-07-18 08:00 @ 22,247.75 | 2022-07-21 00:00 @ 23,216.86 | 2d 16h | $102.02 | +4.17% | signal |
| 77 | long | 2022-07-22 00:00 @ 23,149.13 | 2022-07-22 20:00 @ 22,574.48 | 20h | −$64.37 | -2.61% | signal |
| 78 | long | 2022-07-23 08:00 @ 22,768.75 | 2022-07-23 12:00 @ 22,222.35 | 4h | −$61.33 | -2.50% | signal |
| 79 | short | 2022-07-23 16:00 @ 22,205.46 | 2022-07-24 04:00 @ 22,330.87 | 12h | −$15.88 | -0.65% | reverse |
| 80 | short | 2022-07-25 08:00 @ 21,946.81 | 2022-07-27 00:00 @ 21,245.25 | 1d 16h | $76.03 | +3.12% | signal |
| 81 | long | 2022-07-27 20:00 @ 22,768.35 | 2022-07-31 00:00 @ 23,625.27 | 3d 4h | $87.56 | +3.57% | signal |
| 82 | long | 2022-08-03 12:00 @ 23,395.68 | 2022-08-04 00:00 @ 22,796.94 | 12h | −$65.90 | -2.66% | signal |
| 83 | long | 2022-08-05 08:00 @ 23,181.54 | 2022-08-07 00:00 @ 22,938.61 | 1d 16h | −$29.06 | -1.18% | signal |
| 84 | short | 2022-08-07 04:00 @ 22,975.20 | 2022-08-08 04:00 @ 23,627.38 | 1d | −$71.78 | -2.93% | stop loss |
| 85 | long | 2022-08-08 12:00 @ 24,164.73 | 2022-08-09 08:00 @ 23,498.77 | 20h | −$70.13 | -2.88% | stop loss |
| 86 | short | 2022-08-09 16:00 @ 23,056.99 | 2022-08-10 12:00 @ 23,737.06 | 20h | −$73.49 | -3.04% | stop loss |
| 87 | long | 2022-08-10 16:00 @ 23,988.40 | 2022-08-11 20:00 @ 24,209.36 | 1d 4h | $18.91 | +0.79% | signal |
| 88 | long | 2022-08-13 00:00 @ 24,392.38 | 2022-08-14 20:00 @ 24,269.05 | 1d 20h | −$14.79 | -0.62% | signal |
| 89 | short | 2022-08-17 16:00 @ 23,381.02 | 2022-08-18 12:00 @ 23,525.90 | 20h | −$16.60 | -0.69% | signal |
| 90 | short | 2022-08-19 00:00 @ 23,180.36 | 2022-08-21 12:00 @ 21,518.70 | 2d 12h | $169.12 | +7.06% | signal |
| 91 | short | 2022-08-22 12:00 @ 21,234.35 | 2022-08-24 16:00 @ 21,609.92 | 2d 4h | −$45.67 | -1.87% | signal |
| 92 | short | 2022-08-25 04:00 @ 21,456.51 | 2022-08-29 16:00 @ 20,253.15 | 4d 12h | $132.78 | +5.47% | signal |
| 93 | short | 2022-08-30 20:00 @ 19,933.21 | 2022-09-02 00:00 @ 20,126.62 | 2d 4h | −$25.73 | -1.05% | signal |
| 94 | short | 2022-09-03 12:00 @ 19,785.94 | 2022-09-05 00:00 @ 19,996.70 | 1d 12h | −$28.36 | -1.16% | signal |
| 95 | short | 2022-09-05 12:00 @ 19,688.96 | 2022-09-07 16:00 @ 18,867.07 | 2d 4h | $99.73 | +4.08% | signal |
| 96 | long | 2022-09-09 04:00 @ 19,939.99 | 2022-09-13 16:00 @ 20,819.74 | 4d 12h | $103.17 | +4.18% | signal |
| 97 | short | 2022-09-14 00:00 @ 20,158.57 | 2022-09-17 04:00 @ 19,879.08 | 3d 4h | $32.79 | +1.31% | signal |
| 98 | short | 2022-09-18 20:00 @ 19,711.56 | 2022-09-19 20:00 @ 19,508.60 | 1d | $23.17 | +0.93% | signal |
| 99 | short | 2022-09-20 16:00 @ 19,221.85 | 2022-09-21 12:00 @ 19,159.33 | 20h | $5.87 | +0.23% | signal |
| 100 | short | 2022-09-23 16:00 @ 18,700.66 | 2022-09-24 00:00 @ 19,284.56 | 8h | −$81.08 | -3.23% | signal |
| 101 | long | 2022-09-27 08:00 @ 20,178.23 | 2022-09-27 16:00 @ 19,412.51 | 8h | −$97.42 | -3.91% | stop loss |
| 102 | long | 2022-09-28 20:00 @ 19,538.61 | 2022-10-01 12:00 @ 19,300.44 | 2d 16h | −$34.07 | -1.38% | reverse |
| 103 | short | 2022-10-02 00:00 @ 19,300.14 | 2022-10-03 16:00 @ 19,333.87 | 1d 16h | −$6.08 | -0.25% | signal |
| 104 | long | 2022-10-03 20:00 @ 19,541.71 | 2022-10-05 12:00 @ 20,022.09 | 1d 16h | $56.64 | +2.31% | signal |
| 105 | long | 2022-10-06 08:00 @ 20,218.74 | 2022-10-06 16:00 @ 20,000.30 | 8h | −$29.40 | -1.19% | signal |
| 106 | short | 2022-10-10 12:00 @ 19,319.44 | 2022-10-13 20:00 @ 19,364.77 | 3d 8h | −$6.02 | -0.24% | signal |
| 107 | short | 2022-10-15 00:00 @ 19,160.77 | 2022-10-16 20:00 @ 19,373.67 | 1d 20h | −$29.36 | -1.19% | signal |
| 108 | long | 2022-10-17 12:00 @ 19,456.69 | 2022-10-18 16:00 @ 19,360.23 | 1d 4h | −$15.27 | -0.62% | signal |
| 109 | short | 2022-10-19 12:00 @ 19,189.36 | 2022-10-21 16:00 @ 19,162.43 | 2d 4h | $1.90 | +0.08% | signal |
| 110 | long | 2022-10-22 16:00 @ 19,227.64 | 2022-10-28 00:00 @ 20,281.54 | 5d 8h | $130.36 | +5.32% | signal |
| 111 | long | 2022-11-01 08:00 @ 20,594.32 | 2022-11-02 16:00 @ 20,099.55 | 1d 8h | −$62.42 | -2.51% | stop loss |
| 112 | short | 2022-11-03 16:00 @ 20,237.05 | 2022-11-04 08:00 @ 20,607.42 | 16h | −$47.38 | -1.92% | signal |
| 113 | long | 2022-11-05 04:00 @ 21,440.69 | 2022-11-06 20:00 @ 20,887.83 | 1d 16h | −$66.68 | -2.71% | stop loss |
| 114 | short | 2022-11-07 08:00 @ 20,623.97 | 2022-11-10 16:00 @ 17,545.11 | 3d 8h | $357.50 | +14.65% | signal |
| 115 | short | 2022-11-13 12:00 @ 16,648.47 | 2022-11-14 08:00 @ 16,816.46 | 20h | −$28.08 | -1.11% | signal |
| 116 | short | 2022-11-16 16:00 @ 16,421.12 | 2022-11-18 04:00 @ 16,849.07 | 1d 12h | −$68.84 | -2.73% | signal |
| 117 | short | 2022-11-18 16:00 @ 16,683.36 | 2022-11-20 00:00 @ 16,696.34 | 1d 8h | −$4.12 | -0.16% | signal |
| 118 | short | 2022-11-20 16:00 @ 16,567.09 | 2022-11-22 16:00 @ 16,236.05 | 2d | $47.61 | +1.90% | signal |
| 119 | long | 2022-11-23 08:00 @ 16,576.21 | 2022-11-25 08:00 @ 16,450.41 | 2d | −$22.24 | -0.88% | signal |
| 120 | long | 2022-11-26 04:00 @ 16,618.22 | 2022-11-28 00:00 @ 16,419.22 | 1d 20h | −$32.62 | -1.30% | signal |
| 121 | long | 2022-11-29 12:00 @ 16,491.30 | 2022-12-01 16:00 @ 16,967.11 | 2d 4h | $69.21 | +2.77% | signal |
| 122 | long | 2022-12-03 04:00 @ 17,015.70 | 2022-12-04 00:00 @ 16,876.12 | 20h | −$23.55 | -0.93% | signal |
| 123 | long | 2022-12-04 08:00 @ 16,991.30 | 2022-12-05 20:00 @ 16,916.12 | 1d 12h | −$13.91 | -0.55% | signal |
| 124 | long | 2022-12-07 04:00 @ 17,020.80 | 2022-12-07 08:00 @ 16,752.05 | 4h | −$42.12 | -1.68% | signal |
| 125 | short | 2022-12-07 12:00 @ 16,783.84 | 2022-12-08 16:00 @ 16,911.08 | 1d 4h | −$21.41 | -0.86% | signal |
| 126 | long | 2022-12-08 20:00 @ 17,245.35 | 2022-12-09 16:00 @ 17,166.87 | 20h | −$13.97 | -0.56% | signal |
| 127 | long | 2022-12-10 08:00 @ 17,147.93 | 2022-12-12 00:00 @ 17,073.88 | 1d 16h | −$13.33 | -0.54% | signal |
| 128 | short | 2022-12-12 04:00 @ 16,905.62 | 2022-12-12 20:00 @ 17,120.26 | 16h | −$34.06 | -1.37% | stop loss |
| 129 | long | 2022-12-13 16:00 @ 17,753.05 | 2022-12-15 12:00 @ 17,398.85 | 1d 20h | −$53.39 | -2.15% | stop loss |
| 130 | short | 2022-12-16 16:00 @ 16,958.41 | 2022-12-18 00:00 @ 16,771.45 | 1d 8h | $25.15 | +1.02% | signal |
| 131 | short | 2022-12-19 20:00 @ 16,545.99 | 2022-12-20 12:00 @ 16,888.09 | 16h | −$53.46 | -2.16% | stop loss |
| 132 | short | 2022-12-21 08:00 @ 16,805.74 | 2022-12-26 04:00 @ 16,890.58 | 4d 20h | −$12.61 | -0.51% | signal |
| 133 | short | 2022-12-26 16:00 @ 16,797.74 | 2022-12-27 00:00 @ 16,916.18 | 8h | −$19.70 | -0.80% | signal |
| 134 | long | 2022-12-27 04:00 @ 16,871.47 | 2022-12-27 16:00 @ 16,787.34 | 12h | −$14.69 | -0.60% | signal |
| 135 | short | 2022-12-27 20:00 @ 16,677.96 | 2022-12-31 00:00 @ 16,604.52 | 3d 4h | $10.08 | +0.41% | signal |
| 136 | long | 2023-01-04 04:00 @ 16,859.27 | 2023-01-06 08:00 @ 16,782.24 | 2d 4h | −$14.39 | -0.59% | signal |
| 137 | short | 2023-01-06 12:00 @ 16,728.15 | 2023-01-06 16:00 @ 16,924.29 | 4h | −$30.92 | -1.26% | stop loss |
| 138 | long | 2023-01-07 00:00 @ 16,947.29 | 2023-01-10 00:00 @ 17,166.17 | 3d | $28.00 | +1.15% | signal |
| 139 | long | 2023-01-10 20:00 @ 17,427.58 | 2023-01-11 16:00 @ 17,321.73 | 20h | −$17.41 | -0.71% | signal |
| 140 | long | 2023-01-12 00:00 @ 17,939.19 | 2023-01-18 16:00 @ 21,031.29 | 6d 16h | $411.15 | +16.85% | signal |
| 141 | long | 2023-01-20 00:00 @ 21,072.51 | 2023-01-25 00:00 @ 22,622.97 | 5d | $180.40 | +7.09% | signal |
| 142 | long | 2023-01-26 00:00 @ 23,065.21 | 2023-01-27 04:00 @ 22,757.65 | 1d 4h | −$38.11 | -1.47% | signal |
| 143 | long | 2023-01-28 00:00 @ 23,072.71 | 2023-01-30 12:00 @ 23,070.58 | 2d 12h | −$4.90 | -0.19% | signal |
| 144 | short | 2023-01-30 20:00 @ 22,779.04 | 2023-01-31 08:00 @ 22,972.29 | 12h | −$24.20 | -0.94% | reverse |
| 145 | long | 2023-01-31 16:00 @ 23,118.62 | 2023-02-03 00:00 @ 23,488.30 | 2d 8h | $36.70 | +1.43% | signal |
| 146 | long | 2023-02-04 16:00 @ 23,424.78 | 2023-02-05 16:00 @ 23,089.58 | 1d | −$40.26 | -1.56% | signal |
| 147 | short | 2023-02-05 20:00 @ 22,885.02 | 2023-02-07 20:00 @ 23,090.72 | 2d | −$24.14 | -0.94% | signal |
| 148 | short | 2023-02-08 16:00 @ 22,857.83 | 2023-02-11 16:00 @ 21,731.25 | 3d | $125.96 | +4.91% | signal |
| 149 | short | 2023-02-13 04:00 @ 21,796.54 | 2023-02-14 12:00 @ 22,251.27 | 1d 8h | −$55.84 | -2.15% | stop loss |
| 150 | long | 2023-02-15 16:00 @ 22,802.56 | 2023-02-17 00:00 @ 23,521.89 | 1d 8h | $77.38 | +3.00% | signal |
| 151 | long | 2023-02-17 20:00 @ 24,531.71 | 2023-02-19 20:00 @ 24,507.60 | 2d | −$6.72 | -0.26% | signal |
| 152 | long | 2023-02-23 04:00 @ 24,449.19 | 2023-02-23 12:00 @ 23,591.36 | 8h | −$93.85 | -3.61% | stop loss |
| 153 | short | 2023-02-23 16:00 @ 23,935.21 | 2023-02-26 04:00 @ 23,206.44 | 2d 12h | $76.61 | +2.97% | signal |
| 154 | short | 2023-02-27 12:00 @ 23,415.22 | 2023-03-01 08:00 @ 23,714.34 | 1d 20h | −$35.29 | -1.36% | signal |
| 155 | long | 2023-03-01 12:00 @ 23,741.65 | 2023-03-01 20:00 @ 23,338.13 | 8h | −$46.78 | -1.81% | signal |
| 156 | short | 2023-03-10 00:00 @ 20,344.33 | 2023-03-11 04:00 @ 20,385.38 | 1d 4h | −$7.97 | -0.31% | signal |
| 157 | short | 2023-03-11 12:00 @ 20,073.48 | 2023-03-12 00:00 @ 20,451.39 | 12h | −$51.09 | -1.99% | signal |
| 158 | long | 2023-03-13 00:00 @ 21,990.60 | 2023-03-22 20:00 @ 26,647.97 | 9d 20h | $530.54 | +20.72% | signal |
| 159 | long | 2023-03-23 12:00 @ 27,579.01 | 2023-03-24 12:00 @ 27,552.89 | 1d | −$6.06 | -0.23% | signal |
| 160 | long | 2023-03-26 16:00 @ 27,795.66 | 2023-03-27 12:00 @ 26,793.18 | 20h | −$99.94 | -3.71% | stop loss |
| 161 | long | 2023-03-29 12:00 @ 28,353.17 | 2023-03-30 20:00 @ 27,965.81 | 1d 8h | −$39.71 | -1.49% | signal |
| 162 | long | 2023-04-01 04:00 @ 28,537.81 | 2023-04-02 16:00 @ 28,104.48 | 1d 12h | −$43.77 | -1.65% | signal |
| 163 | short | 2023-04-02 20:00 @ 27,928.11 | 2023-04-03 12:00 @ 28,248.95 | 16h | −$33.04 | -1.25% | signal |
| 164 | short | 2023-04-04 00:00 @ 27,780.54 | 2023-04-04 12:00 @ 28,280.35 | 12h | −$50.30 | -1.91% | signal |
| 165 | long | 2023-04-05 04:00 @ 28,541.81 | 2023-04-05 16:00 @ 28,009.40 | 12h | −$51.78 | -1.97% | signal |
| 166 | long | 2023-04-08 08:00 @ 28,079.41 | 2023-04-08 20:00 @ 27,903.62 | 12h | −$19.05 | -0.73% | signal |
| 167 | short | 2023-04-09 12:00 @ 27,913.72 | 2023-04-09 20:00 @ 28,138.03 | 8h | −$23.59 | -0.90% | signal |
| 168 | long | 2023-04-10 00:00 @ 28,315.06 | 2023-04-14 16:00 @ 30,220.65 | 4d 16h | $169.43 | +6.51% | signal |
| 169 | long | 2023-04-15 04:00 @ 30,373.07 | 2023-04-17 04:00 @ 29,960.51 | 2d | −$39.99 | -1.51% | signal |
| 170 | short | 2023-04-17 16:00 @ 29,340.63 | 2023-04-18 08:00 @ 29,762.75 | 16h | −$40.15 | -1.52% | signal |
| 171 | long | 2023-04-18 12:00 @ 30,375.77 | 2023-04-19 08:00 @ 29,683.37 | 20h | −$62.98 | -2.40% | stop loss |
| 172 | short | 2023-04-19 12:00 @ 29,294.14 | 2023-04-22 16:00 @ 27,482.60 | 3d 4h | $160.24 | +6.15% | signal |
| 173 | short | 2023-04-24 12:00 @ 27,534.39 | 2023-04-25 20:00 @ 27,601.72 | 1d 8h | −$8.52 | -0.32% | signal |
| 174 | long | 2023-04-26 00:00 @ 28,292.36 | 2023-04-26 20:00 @ 27,866.33 | 20h | −$42.88 | -1.62% | signal |
| 175 | short | 2023-05-01 04:00 @ 28,539.89 | 2023-05-02 16:00 @ 28,526.70 | 1d 12h | −$1.39 | -0.05% | signal |
| 176 | long | 2023-05-04 00:00 @ 29,024.20 | 2023-05-04 16:00 @ 28,844.23 | 16h | −$19.49 | -0.74% | signal |
| 177 | short | 2023-05-06 16:00 @ 28,552.19 | 2023-05-10 16:00 @ 28,146.83 | 4d | $36.03 | +1.37% | signal |
| 178 | short | 2023-05-14 04:00 @ 26,848.23 | 2023-05-14 16:00 @ 27,076.81 | 12h | −$25.03 | -0.95% | signal |
| 179 | short | 2023-05-16 04:00 @ 27,113.28 | 2023-05-17 20:00 @ 27,382.48 | 1d 16h | −$28.02 | -1.06% | signal |
| 180 | long | 2023-05-18 00:00 @ 27,401.18 | 2023-05-18 16:00 @ 27,069.78 | 16h | −$34.88 | -1.33% | signal |
| 181 | short | 2023-05-21 12:00 @ 26,812.64 | 2023-05-23 00:00 @ 27,296.67 | 1d 12h | −$49.26 | -1.88% | stop loss |
| 182 | short | 2023-05-24 08:00 @ 26,658.87 | 2023-05-26 16:00 @ 26,742.85 | 2d 8h | −$9.48 | -0.36% | signal |
| 183 | long | 2023-05-28 00:00 @ 26,846.97 | 2023-05-29 16:00 @ 27,616.48 | 1d 16h | $70.60 | +2.71% | signal |
| 184 | long | 2023-05-30 04:00 @ 27,820.56 | 2023-05-31 04:00 @ 27,220.42 | 1d | −$59.50 | -2.27% | stop loss |
| 185 | short | 2023-05-31 08:00 @ 27,144.97 | 2023-06-03 00:00 @ 27,233.25 | 2d 16h | −$9.56 | -0.37% | reverse |
| 186 | short | 2023-06-04 00:00 @ 27,049.49 | 2023-06-04 12:00 @ 27,196.24 | 12h | −$16.34 | -0.63% | signal |
| 187 | long | 2023-06-04 16:00 @ 27,172.43 | 2023-06-05 00:00 @ 27,096.98 | 8h | −$10.07 | -0.39% | signal |
| 188 | short | 2023-06-05 08:00 @ 26,813.84 | 2023-06-06 16:00 @ 26,056.41 | 1d 8h | $70.95 | +2.73% | signal |
| 189 | long | 2023-06-07 00:00 @ 27,226.94 | 2023-06-07 08:00 @ 26,400.05 | 8h | −$82.46 | -3.16% | stop loss |
| 190 | short | 2023-06-07 16:00 @ 26,328.63 | 2023-06-08 16:00 @ 26,711.14 | 1d | −$39.95 | -1.54% | signal |
| 191 | short | 2023-06-12 20:00 @ 25,811.54 | 2023-06-13 04:00 @ 26,059.91 | 8h | −$27.19 | -1.05% | signal |
| 192 | short | 2023-06-15 12:00 @ 25,002.00 | 2023-06-15 20:00 @ 25,448.19 | 8h | −$48.39 | -1.88% | signal |
| 193 | long | 2023-06-21 00:00 @ 28,296.36 | 2023-06-25 20:00 @ 30,413.92 | 4d 20h | $185.42 | +7.23% | signal |
| 194 | long | 2023-06-27 16:00 @ 30,493.50 | 2023-06-28 08:00 @ 30,169.96 | 16h | −$30.81 | -1.18% | signal |
| 195 | long | 2023-06-29 08:00 @ 30,339.97 | 2023-06-30 12:00 @ 29,569.94 | 1d 4h | −$69.66 | -2.68% | stop loss |
| 196 | long | 2023-07-01 16:00 @ 30,567.61 | 2023-07-04 20:00 @ 30,679.06 | 3d 4h | $4.23 | +0.16% | signal |
| 197 | short | 2023-07-05 16:00 @ 30,339.03 | 2023-07-06 08:00 @ 30,798.36 | 16h | −$41.24 | -1.59% | signal |
| 198 | long | 2023-07-06 12:00 @ 30,839.17 | 2023-07-06 12:00 @ 30,054.00 | 0m | −$68.12 | -2.64% | stop loss |
| 199 | short | 2023-07-07 04:00 @ 30,116.08 | 2023-07-07 16:00 @ 30,381.58 | 12h | −$25.02 | -0.98% | signal |
| 200 | short | 2023-07-10 04:00 @ 30,138.97 | 2023-07-10 16:00 @ 30,303.56 | 12h | −$16.37 | -0.64% | 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.