[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2023-07-10 20:00 @ 30,830.66 | 2023-07-10 20:00 @ 30,184.94 | 0m | −$55.90 | -2.19% | stop loss |
| 202 | long | 2023-07-13 16:00 @ 30,921.68 | 2023-07-14 16:00 @ 30,160.76 | 1d | −$65.64 | -2.59% | stop loss |
| 203 | short | 2023-07-17 00:00 @ 30,210.86 | 2023-07-19 04:00 @ 30,054.01 | 2d 4h | $11.65 | +0.46% | signal |
| 204 | long | 2023-07-20 12:00 @ 30,280.05 | 2023-07-20 12:00 @ 29,655.96 | 0m | −$54.45 | -2.16% | stop loss |
| 205 | short | 2023-07-20 20:00 @ 29,738.55 | 2023-07-23 08:00 @ 29,906.88 | 2d 12h | −$16.36 | -0.65% | signal |
| 206 | short | 2023-07-24 08:00 @ 29,810.44 | 2023-07-26 20:00 @ 29,396.18 | 2d 12h | $33.86 | +1.35% | signal |
| 207 | short | 2023-07-27 20:00 @ 29,146.77 | 2023-07-28 16:00 @ 29,384.88 | 20h | −$22.76 | -0.91% | signal |
| 208 | short | 2023-07-30 08:00 @ 29,274.24 | 2023-08-01 20:00 @ 29,269.35 | 2d 12h | −$0.82 | -0.03% | signal |
| 209 | long | 2023-08-02 00:00 @ 29,707.14 | 2023-08-02 12:00 @ 29,161.39 | 12h | −$49.02 | -1.96% | stop loss |
| 210 | short | 2023-08-05 00:00 @ 29,095.28 | 2023-08-08 00:00 @ 29,208.54 | 3d | −$10.16 | -0.41% | signal |
| 211 | long | 2023-08-08 20:00 @ 29,872.37 | 2023-08-09 16:00 @ 29,376.88 | 20h | −$44.44 | -1.78% | stop loss |
| 212 | long | 2023-08-12 16:00 @ 29,431.89 | 2023-08-14 00:00 @ 29,287.44 | 1d 8h | −$15.49 | -0.62% | signal |
| 213 | short | 2023-08-16 12:00 @ 29,149.07 | 2023-08-19 16:00 @ 26,206.24 | 3d 4h | $248.92 | +10.05% | signal |
| 214 | short | 2023-08-21 08:00 @ 26,006.70 | 2023-08-23 16:00 @ 26,566.02 | 2d 8h | −$57.08 | -2.25% | stop loss |
| 215 | short | 2023-08-24 20:00 @ 26,020.79 | 2023-08-27 12:00 @ 26,054.21 | 2d 16h | −$5.19 | -0.21% | signal |
| 216 | short | 2023-08-28 08:00 @ 25,917.92 | 2023-08-28 12:00 @ 26,245.90 | 4h | −$34.35 | -1.36% | stop loss |
| 217 | short | 2023-08-29 12:00 @ 25,957.01 | 2023-08-29 12:00 @ 26,527.85 | 0m | −$57.83 | -2.30% | stop loss |
| 218 | long | 2023-08-29 20:00 @ 27,825.56 | 2023-08-30 12:00 @ 27,171.27 | 16h | −$61.51 | -2.46% | stop loss |
| 219 | short | 2023-08-31 20:00 @ 26,143.47 | 2023-09-02 16:00 @ 25,885.28 | 1d 20h | $22.60 | +0.91% | signal |
| 220 | short | 2023-09-04 16:00 @ 25,798.74 | 2023-09-07 20:00 @ 25,872.27 | 3d 4h | −$9.09 | -0.37% | signal |
| 221 | long | 2023-09-08 00:00 @ 26,245.95 | 2023-09-08 08:00 @ 25,777.62 | 8h | −$46.83 | -1.88% | stop loss |
| 222 | short | 2023-09-08 12:00 @ 25,823.73 | 2023-09-12 04:00 @ 25,793.36 | 3d 16h | $0.59 | +0.02% | signal |
| 223 | long | 2023-09-12 08:00 @ 25,815.36 | 2023-09-15 12:00 @ 26,410.02 | 3d 4h | $54.43 | +2.20% | signal |
| 224 | long | 2023-09-17 12:00 @ 26,559.21 | 2023-09-20 20:00 @ 26,911.12 | 3d 8h | $30.85 | +1.24% | signal |
| 225 | short | 2023-09-21 16:00 @ 26,562.29 | 2023-09-23 20:00 @ 26,599.72 | 2d 4h | −$5.54 | -0.22% | signal |
| 226 | short | 2023-09-25 04:00 @ 26,143.27 | 2023-09-25 20:00 @ 26,323.86 | 16h | −$19.41 | -0.78% | signal |
| 227 | short | 2023-09-26 16:00 @ 26,109.58 | 2023-09-27 08:00 @ 26,501.21 | 16h | −$39.40 | -1.58% | stop loss |
| 228 | long | 2023-09-28 16:00 @ 27,017.70 | 2023-10-03 00:00 @ 27,472.20 | 4d 8h | $39.34 | +1.59% | signal |
| 229 | long | 2023-10-06 08:00 @ 27,632.33 | 2023-10-07 20:00 @ 27,844.13 | 1d 12h | $16.46 | +0.66% | signal |
| 230 | short | 2023-10-09 16:00 @ 27,427.61 | 2023-10-15 20:00 @ 27,035.51 | 6d 4h | $35.11 | +1.41% | signal |
| 231 | long | 2023-10-16 00:00 @ 27,145.23 | 2023-10-22 08:00 @ 29,794.44 | 6d 8h | $241.73 | +9.65% | signal |
| 232 | long | 2023-10-23 08:00 @ 30,514.10 | 2023-10-26 12:00 @ 34,097.28 | 3d 4h | $295.85 | +11.54% | signal |
| 233 | long | 2023-10-28 08:00 @ 34,064.01 | 2023-11-01 16:00 @ 34,290.04 | 4d 8h | $11.40 | +0.43% | signal |
| 234 | long | 2023-11-02 04:00 @ 35,585.02 | 2023-11-02 12:00 @ 34,588.43 | 8h | −$76.84 | -2.91% | stop loss |
| 235 | long | 2023-11-05 04:00 @ 35,299.46 | 2023-11-05 16:00 @ 34,886.92 | 12h | −$33.51 | -1.28% | signal |
| 236 | long | 2023-11-08 00:00 @ 35,413.58 | 2023-11-09 20:00 @ 36,392.12 | 1d 20h | $67.71 | +2.59% | signal |
| 237 | long | 2023-11-10 20:00 @ 37,261.05 | 2023-11-13 04:00 @ 36,933.81 | 2d 8h | −$29.38 | -1.12% | signal |
| 238 | short | 2023-11-14 20:00 @ 35,298.94 | 2023-11-15 12:00 @ 36,261.75 | 16h | −$73.68 | -2.81% | signal |
| 239 | long | 2023-11-15 16:00 @ 36,419.48 | 2023-11-16 12:00 @ 37,264.55 | 20h | $56.87 | +2.18% | signal |
| 240 | short | 2023-11-16 16:00 @ 36,416.02 | 2023-11-18 16:00 @ 36,679.33 | 2d | −$19.95 | -0.76% | signal |
| 241 | long | 2023-11-20 00:00 @ 37,383.28 | 2023-11-21 12:00 @ 37,182.16 | 1d 12h | −$17.97 | -0.69% | signal |
| 242 | short | 2023-11-22 04:00 @ 36,371.52 | 2023-11-22 20:00 @ 37,304.36 | 16h | −$69.04 | -2.65% | signal |
| 243 | long | 2023-11-23 00:00 @ 37,420.98 | 2023-11-23 16:00 @ 36,946.71 | 16h | −$35.95 | -1.39% | signal |
| 244 | long | 2023-11-24 04:00 @ 37,321.46 | 2023-11-26 16:00 @ 37,410.52 | 2d 12h | $1.75 | +0.07% | signal |
| 245 | long | 2023-11-28 16:00 @ 37,509.60 | 2023-12-07 12:00 @ 43,197.76 | 8d 20h | $381.67 | +14.77% | signal |
| 246 | short | 2023-12-11 20:00 @ 40,791.14 | 2023-12-13 16:00 @ 41,968.39 | 1d 20h | −$78.63 | -2.93% | signal |
| 247 | long | 2023-12-13 20:00 @ 42,755.25 | 2023-12-14 12:00 @ 41,201.09 | 16h | −$99.82 | -3.75% | stop loss |
| 248 | long | 2023-12-16 20:00 @ 42,376.37 | 2023-12-17 04:00 @ 41,938.71 | 8h | −$30.09 | -1.14% | signal |
| 249 | short | 2023-12-17 08:00 @ 41,886.22 | 2023-12-17 20:00 @ 42,144.93 | 12h | −$18.33 | -0.70% | signal |
| 250 | short | 2023-12-18 04:00 @ 41,098.78 | 2023-12-18 20:00 @ 42,275.01 | 16h | −$77.04 | -2.94% | stop loss |
| 251 | long | 2023-12-19 04:00 @ 43,108.72 | 2023-12-19 16:00 @ 42,504.40 | 12h | −$39.34 | -1.51% | signal |
| 252 | long | 2023-12-21 12:00 @ 43,978.59 | 2023-12-24 20:00 @ 42,662.50 | 3d 8h | −$85.30 | -3.29% | stop loss |
| 253 | short | 2023-12-25 00:00 @ 42,999.80 | 2023-12-25 16:00 @ 43,669.73 | 16h | −$42.15 | -1.64% | signal |
| 254 | short | 2023-12-26 12:00 @ 42,711.46 | 2023-12-27 12:00 @ 43,067.91 | 1d | −$21.52 | -0.84% | signal |
| 255 | long | 2023-12-28 00:00 @ 43,462.49 | 2023-12-28 16:00 @ 42,477.40 | 16h | −$61.76 | -2.42% | signal |
| 256 | short | 2023-12-28 20:00 @ 42,647.47 | 2023-12-29 12:00 @ 42,917.38 | 16h | −$15.95 | -0.63% | signal |
| 257 | short | 2023-12-30 00:00 @ 42,086.68 | 2023-12-30 16:00 @ 42,418.88 | 16h | −$20.63 | -0.81% | signal |
| 258 | long | 2024-01-01 16:00 @ 42,826.56 | 2024-01-03 12:00 @ 43,720.15 | 1d 20h | $44.24 | +1.75% | signal |
| 259 | long | 2024-01-04 20:00 @ 43,958.79 | 2024-01-08 04:00 @ 43,493.30 | 3d 8h | −$31.99 | -1.26% | signal |
| 260 | long | 2024-01-08 12:00 @ 44,646.13 | 2024-01-12 16:00 @ 44,486.20 | 4d 4h | −$14.78 | -0.58% | signal |
| 261 | short | 2024-01-12 20:00 @ 43,488.70 | 2024-01-15 20:00 @ 42,998.20 | 3d | $28.27 | +1.12% | signal |
| 262 | short | 2024-01-17 08:00 @ 42,645.47 | 2024-01-18 08:00 @ 42,926.88 | 1d | −$18.53 | -0.73% | signal |
| 263 | short | 2024-01-18 20:00 @ 41,006.00 | 2024-01-19 20:00 @ 41,826.96 | 1d | −$52.51 | -2.07% | signal |
| 264 | short | 2024-01-22 08:00 @ 41,034.49 | 2024-01-24 00:00 @ 39,897.88 | 1d 16h | $68.54 | +2.72% | signal |
| 265 | short | 2024-01-24 20:00 @ 39,789.44 | 2024-01-26 08:00 @ 41,126.63 | 1d 12h | −$86.57 | -3.41% | stop loss |
| 266 | long | 2024-01-26 16:00 @ 41,408.08 | 2024-01-28 20:00 @ 41,762.25 | 2d 4h | $17.41 | +0.69% | signal |
| 267 | long | 2024-01-30 00:00 @ 43,296.26 | 2024-01-31 00:00 @ 42,909.72 | 1d | −$25.63 | -1.02% | signal |
| 268 | long | 2024-01-31 20:00 @ 43,324.96 | 2024-02-01 00:00 @ 42,078.16 | 4h | −$75.06 | -2.99% | stop loss |
| 269 | short | 2024-02-01 04:00 @ 41,989.60 | 2024-02-01 16:00 @ 43,232.53 | 12h | −$75.88 | -3.04% | stop loss |
| 270 | long | 2024-02-05 12:00 @ 43,189.44 | 2024-02-13 16:00 @ 48,743.45 | 8d 4h | $310.22 | +12.53% | signal |
| 271 | long | 2024-02-14 16:00 @ 51,626.82 | 2024-02-17 16:00 @ 51,003.20 | 3d | −$35.76 | -1.40% | signal |
| 272 | long | 2024-02-19 08:00 @ 52,434.48 | 2024-02-19 20:00 @ 51,841.23 | 12h | −$32.15 | -1.26% | signal |
| 273 | long | 2024-02-20 12:00 @ 52,336.37 | 2024-02-20 16:00 @ 50,961.29 | 4h | −$69.66 | -2.75% | stop loss |
| 274 | short | 2024-02-21 12:00 @ 50,978.00 | 2024-02-22 00:00 @ 51,888.28 | 12h | −$47.27 | -1.88% | signal |
| 275 | long | 2024-02-22 12:00 @ 51,669.43 | 2024-02-23 08:00 @ 50,942.11 | 20h | −$38.35 | -1.53% | signal |
| 276 | short | 2024-02-24 00:00 @ 50,761.75 | 2024-02-24 12:00 @ 51,162.03 | 12h | −$21.70 | -0.87% | reverse |
| 277 | long | 2024-02-24 20:00 @ 51,600.22 | 2024-02-26 12:00 @ 51,116.07 | 1d 16h | −$28.10 | -1.13% | signal |
| 278 | long | 2024-02-26 20:00 @ 54,542.11 | 2024-03-03 08:00 @ 61,628.67 | 5d 12h | $298.30 | +12.00% | signal |
| 279 | long | 2024-03-03 20:00 @ 62,809.66 | 2024-03-05 16:00 @ 60,880.90 | 1d 20h | −$91.38 | -3.57% | stop loss |
| 280 | long | 2024-03-06 12:00 @ 67,397.38 | 2024-03-14 16:00 @ 70,890.32 | 8d 4h | $100.76 | +3.97% | signal |
| 281 | short | 2024-03-14 20:00 @ 69,486.50 | 2024-03-15 20:00 @ 69,016.70 | 1d | $16.49 | +0.64% | signal |
| 282 | short | 2024-03-16 12:00 @ 68,286.34 | 2024-03-17 16:00 @ 68,023.50 | 1d 4h | $8.62 | +0.34% | signal |
| 283 | short | 2024-03-19 12:00 @ 63,124.47 | 2024-03-20 20:00 @ 65,834.76 | 1d 8h | −$111.13 | -4.33% | signal |
| 284 | short | 2024-03-22 00:00 @ 65,526.79 | 2024-03-23 08:00 @ 64,619.52 | 1d 8h | $33.86 | +1.33% | signal |
| 285 | long | 2024-03-25 20:00 @ 71,033.80 | 2024-03-27 16:00 @ 68,908.32 | 1d 20h | −$81.95 | -3.21% | signal |
| 286 | long | 2024-03-28 04:00 @ 69,363.17 | 2024-03-29 08:00 @ 69,841.63 | 1d 4h | $12.91 | +0.51% | signal |
| 287 | long | 2024-03-30 04:00 @ 69,850.77 | 2024-03-31 00:00 @ 69,628.07 | 20h | −$12.29 | -0.49% | signal |
| 288 | long | 2024-03-31 08:00 @ 70,381.57 | 2024-04-01 08:00 @ 69,623.07 | 1d | −$33.59 | -1.33% | signal |
| 289 | short | 2024-04-02 16:00 @ 64,915.21 | 2024-04-04 12:00 @ 67,462.26 | 1d 20h | −$99.76 | -3.96% | stop loss |
| 290 | long | 2024-04-04 20:00 @ 68,497.60 | 2024-04-05 08:00 @ 66,924.01 | 12h | −$60.04 | -2.41% | signal |
| 291 | long | 2024-04-06 08:00 @ 67,998.70 | 2024-04-09 08:00 @ 70,430.01 | 3d | $82.93 | +3.34% | signal |
| 292 | short | 2024-04-10 16:00 @ 68,674.26 | 2024-04-10 20:00 @ 70,134.32 | 4h | −$55.45 | -2.22% | signal |
| 293 | long | 2024-04-11 00:00 @ 70,695.94 | 2024-04-12 16:00 @ 69,360.13 | 1d 16h | −$51.72 | -2.08% | signal |
| 294 | short | 2024-04-12 20:00 @ 66,854.23 | 2024-04-15 00:00 @ 65,629.02 | 2d 4h | $44.34 | +1.79% | signal |
| 295 | short | 2024-04-15 20:00 @ 63,257.25 | 2024-04-17 00:00 @ 63,777.65 | 1d 4h | −$22.47 | -0.90% | signal |
| 296 | short | 2024-04-17 16:00 @ 60,261.95 | 2024-04-18 12:00 @ 62,575.51 | 20h | −$97.24 | -3.92% | signal |
| 297 | long | 2024-04-19 12:00 @ 64,852.77 | 2024-04-19 20:00 @ 64,294.34 | 8h | −$23.73 | -0.97% | reverse |
| 298 | short | 2024-04-20 00:00 @ 63,774.64 | 2024-04-20 16:00 @ 64,783.95 | 16h | −$41.01 | -1.67% | signal |
| 299 | long | 2024-04-20 20:00 @ 64,847.77 | 2024-04-21 20:00 @ 64,494.10 | 1d | −$15.96 | -0.65% | signal |
| 300 | long | 2024-04-22 04:00 @ 65,690.64 | 2024-04-24 16:00 @ 64,580.58 | 2d 12h | −$43.89 | -1.80% | signal |
| 301 | short | 2024-04-24 20:00 @ 63,948.01 | 2024-04-25 20:00 @ 64,734.54 | 1d | −$31.96 | -1.32% | signal |
| 302 | short | 2024-04-29 04:00 @ 62,247.45 | 2024-04-29 20:00 @ 63,875.54 | 16h | −$65.35 | -2.70% | stop loss |
| 303 | short | 2024-04-30 12:00 @ 61,170.06 | 2024-05-02 16:00 @ 59,242.65 | 2d 4h | $74.45 | +3.10% | signal |
| 304 | long | 2024-05-04 04:00 @ 62,710.54 | 2024-05-05 04:00 @ 63,197.16 | 1d | $15.83 | +0.65% | signal |
| 305 | long | 2024-05-06 08:00 @ 64,522.40 | 2024-05-06 16:00 @ 63,587.18 | 8h | −$37.50 | -1.55% | signal |
| 306 | short | 2024-05-08 00:00 @ 62,283.54 | 2024-05-09 16:00 @ 62,134.92 | 1d 16h | $4.04 | +0.17% | signal |
| 307 | long | 2024-05-09 20:00 @ 62,433.08 | 2024-05-10 16:00 @ 60,881.52 | 20h | −$62.55 | -2.59% | signal |
| 308 | long | 2024-05-13 12:00 @ 62,712.44 | 2024-05-14 08:00 @ 61,989.60 | 20h | −$30.49 | -1.27% | signal |
| 309 | long | 2024-05-15 12:00 @ 62,459.79 | 2024-05-16 20:00 @ 65,139.27 | 1d 8h | $99.80 | +4.17% | signal |
| 310 | long | 2024-05-17 08:00 @ 66,363.77 | 2024-05-19 20:00 @ 65,989.70 | 2d 12h | −$16.56 | -0.69% | signal |
| 311 | long | 2024-05-20 08:00 @ 66,802.26 | 2024-05-21 16:00 @ 69,860.83 | 1d 8h | $107.31 | +4.45% | signal |
| 312 | long | 2024-05-22 04:00 @ 70,015.90 | 2024-05-23 00:00 @ 69,205.36 | 20h | −$31.28 | -1.28% | signal |
| 313 | long | 2024-05-23 12:00 @ 70,033.40 | 2024-05-23 12:00 @ 67,911.82 | 0m | −$76.03 | -3.13% | stop loss |
| 314 | short | 2024-05-24 12:00 @ 67,369.82 | 2024-05-24 16:00 @ 68,353.97 | 4h | −$37.66 | -1.56% | signal |
| 315 | long | 2024-05-24 20:00 @ 69,141.13 | 2024-05-27 00:00 @ 68,510.70 | 2d 4h | −$25.74 | -1.07% | signal |
| 316 | long | 2024-05-27 20:00 @ 69,311.76 | 2024-05-28 04:00 @ 68,056.39 | 8h | −$46.01 | -1.92% | signal |
| 317 | short | 2024-05-28 08:00 @ 67,698.56 | 2024-05-29 04:00 @ 68,875.77 | 20h | −$43.14 | -1.81% | signal |
| 318 | short | 2024-05-29 12:00 @ 67,803.24 | 2024-05-30 16:00 @ 68,580.11 | 1d 4h | −$28.81 | -1.21% | signal |
| 319 | long | 2024-05-30 20:00 @ 68,718.74 | 2024-05-31 16:00 @ 67,239.15 | 20h | −$53.93 | -2.28% | signal |
| 320 | long | 2024-06-03 08:00 @ 68,963.79 | 2024-06-06 20:00 @ 70,511.89 | 3d 12h | $47.37 | +2.01% | signal |
| 321 | long | 2024-06-07 08:00 @ 71,162.13 | 2024-06-07 16:00 @ 69,747.89 | 8h | −$49.81 | -2.11% | stop loss |
| 322 | short | 2024-06-09 04:00 @ 69,287.04 | 2024-06-09 16:00 @ 69,544.01 | 12h | −$10.85 | -0.46% | signal |
| 323 | short | 2024-06-10 08:00 @ 69,311.43 | 2024-06-10 16:00 @ 70,104.92 | 8h | −$29.03 | -1.24% | signal |
| 324 | short | 2024-06-11 04:00 @ 68,458.51 | 2024-06-12 12:00 @ 67,803.56 | 1d 8h | $21.00 | +0.90% | signal |
| 325 | long | 2024-06-12 16:00 @ 69,751.95 | 2024-06-12 16:00 @ 67,804.25 | 0m | −$68.10 | -2.90% | stop loss |
| 326 | short | 2024-06-16 00:00 @ 66,200.46 | 2024-06-16 12:00 @ 66,484.69 | 12h | −$11.88 | -0.51% | signal |
| 327 | short | 2024-06-17 08:00 @ 66,134.07 | 2024-06-17 20:00 @ 66,674.73 | 12h | −$20.90 | -0.90% | signal |
| 328 | short | 2024-06-18 16:00 @ 64,663.76 | 2024-06-20 08:00 @ 65,844.47 | 1d 16h | −$44.03 | -1.90% | signal |
| 329 | short | 2024-06-20 20:00 @ 65,019.89 | 2024-06-22 08:00 @ 64,502.90 | 1d 12h | $16.78 | +0.73% | signal |
| 330 | short | 2024-06-23 20:00 @ 64,115.87 | 2024-06-25 16:00 @ 61,788.26 | 1d 20h | $82.69 | +3.57% | signal |
| 331 | short | 2024-06-26 12:00 @ 61,415.01 | 2024-06-27 16:00 @ 61,582.91 | 1d 4h | −$8.03 | -0.34% | signal |
| 332 | short | 2024-06-28 12:00 @ 61,659.17 | 2024-06-30 08:00 @ 61,545.91 | 1d 20h | $3.11 | +0.13% | signal |
| 333 | long | 2024-07-01 00:00 @ 62,778.65 | 2024-07-02 08:00 @ 62,605.38 | 1d 8h | −$9.72 | -0.42% | signal |
| 334 | short | 2024-07-04 00:00 @ 60,195.96 | 2024-07-06 16:00 @ 57,296.86 | 2d 16h | $111.50 | +4.78% | signal |
| 335 | short | 2024-07-08 04:00 @ 55,125.57 | 2024-07-08 08:00 @ 57,298.67 | 4h | −$95.26 | -4.04% | stop loss |
| 336 | short | 2024-07-10 20:00 @ 57,363.33 | 2024-07-11 12:00 @ 58,765.75 | 16h | −$59.02 | -2.53% | signal |
| 337 | short | 2024-07-12 00:00 @ 57,304.24 | 2024-07-12 16:00 @ 58,200.54 | 16h | −$38.44 | -1.66% | signal |
| 338 | long | 2024-07-14 12:00 @ 60,091.02 | 2024-07-18 16:00 @ 63,487.40 | 4d 4h | $127.73 | +5.52% | signal |
| 339 | long | 2024-07-19 20:00 @ 67,121.22 | 2024-07-23 08:00 @ 66,536.59 | 3d 12h | −$23.24 | -0.99% | signal |
| 340 | long | 2024-07-24 16:00 @ 66,169.03 | 2024-07-25 00:00 @ 65,337.63 | 8h | −$31.94 | -1.37% | signal |
| 341 | short | 2024-07-25 04:00 @ 64,061.09 | 2024-07-25 20:00 @ 65,998.90 | 16h | −$72.39 | -3.11% | stop loss |
| 342 | long | 2024-07-26 00:00 @ 65,786.15 | 2024-07-29 16:00 @ 68,053.69 | 3d 16h | $75.41 | +3.26% | signal |
| 343 | short | 2024-08-01 00:00 @ 64,588.88 | 2024-08-02 00:00 @ 65,342.07 | 1d | −$28.88 | -1.24% | signal |
| 344 | short | 2024-08-03 04:00 @ 61,849.83 | 2024-08-06 04:00 @ 55,649.23 | 3d | $232.16 | +9.99% | signal |
| 345 | short | 2024-08-07 20:00 @ 54,728.95 | 2024-08-08 12:00 @ 58,216.14 | 16h | −$154.09 | -6.47% | stop loss |
| 346 | long | 2024-08-09 00:00 @ 61,672.13 | 2024-08-09 16:00 @ 59,774.44 | 16h | −$74.59 | -3.18% | signal |
| 347 | long | 2024-08-10 04:00 @ 60,422.08 | 2024-08-11 12:00 @ 60,625.37 | 1d 8h | $5.52 | +0.24% | signal |
| 348 | short | 2024-08-11 20:00 @ 59,586.18 | 2024-08-12 12:00 @ 59,821.16 | 16h | −$11.27 | -0.48% | signal |
| 349 | short | 2024-08-13 12:00 @ 58,791.24 | 2024-08-13 16:00 @ 61,288.80 | 4h | −$101.17 | -4.35% | stop loss |
| 350 | long | 2024-08-13 20:00 @ 60,806.66 | 2024-08-14 16:00 @ 59,385.02 | 20h | −$56.00 | -2.44% | signal |
| 351 | short | 2024-08-15 00:00 @ 58,636.37 | 2024-08-15 16:00 @ 59,655.23 | 16h | −$42.04 | -1.84% | signal |
| 352 | long | 2024-08-17 16:00 @ 59,369.57 | 2024-08-19 00:00 @ 58,378.42 | 1d 8h | −$40.20 | -1.77% | signal |
| 353 | short | 2024-08-19 04:00 @ 58,684.96 | 2024-08-20 00:00 @ 59,410.28 | 20h | −$30.45 | -1.35% | signal |
| 354 | long | 2024-08-20 04:00 @ 60,600.62 | 2024-08-20 12:00 @ 58,765.45 | 8h | −$70.57 | -3.13% | stop loss |
| 355 | short | 2024-08-20 16:00 @ 58,771.94 | 2024-08-21 16:00 @ 60,766.05 | 1d | −$78.35 | -3.50% | stop loss |
| 356 | long | 2024-08-22 00:00 @ 61,132.22 | 2024-08-26 08:00 @ 63,590.58 | 4d 8h | $87.16 | +3.93% | signal |
| 357 | short | 2024-08-27 16:00 @ 61,661.07 | 2024-08-29 12:00 @ 60,052.01 | 1d 20h | $56.30 | +2.51% | signal |
| 358 | short | 2024-08-30 00:00 @ 59,311.44 | 2024-09-03 00:00 @ 59,124.02 | 4d | $5.10 | +0.23% | signal |
| 359 | short | 2024-09-03 12:00 @ 59,026.69 | 2024-09-04 16:00 @ 58,107.62 | 1d 4h | $33.06 | +1.47% | signal |
| 360 | short | 2024-09-05 08:00 @ 57,115.47 | 2024-09-07 16:00 @ 54,757.65 | 2d 8h | $91.26 | +4.03% | signal |
| 361 | short | 2024-09-08 20:00 @ 54,290.44 | 2024-09-09 00:00 @ 54,850.57 | 4h | −$25.89 | -1.13% | signal |
| 362 | long | 2024-09-10 00:00 @ 57,021.50 | 2024-09-16 00:00 @ 59,088.68 | 6d | $81.30 | +3.56% | signal |
| 363 | short | 2024-09-16 20:00 @ 57,903.92 | 2024-09-17 08:00 @ 58,679.83 | 12h | −$32.95 | -1.43% | signal |
| 364 | long | 2024-09-17 12:00 @ 59,066.81 | 2024-09-22 12:00 @ 62,738.85 | 5d | $138.34 | +6.03% | signal |
| 365 | long | 2024-09-24 12:00 @ 63,458.99 | 2024-09-25 20:00 @ 63,138.37 | 1d 8h | −$14.16 | -0.61% | signal |
| 366 | long | 2024-09-26 12:00 @ 64,385.77 | 2024-09-30 04:00 @ 64,526.99 | 3d 16h | $1.39 | +0.06% | signal |
| 367 | short | 2024-10-01 20:00 @ 61,727.45 | 2024-10-04 08:00 @ 61,416.18 | 2d 12h | $10.40 | +0.45% | signal |
| 368 | short | 2024-10-06 00:00 @ 62,010.70 | 2024-10-06 16:00 @ 62,702.94 | 16h | −$28.22 | -1.21% | signal |
| 369 | long | 2024-10-06 20:00 @ 62,613.92 | 2024-10-08 00:00 @ 62,178.16 | 1d 4h | −$18.59 | -0.80% | signal |
| 370 | short | 2024-10-10 00:00 @ 60,594.18 | 2024-10-10 12:00 @ 61,248.15 | 12h | −$27.23 | -1.18% | signal |
| 371 | short | 2024-10-10 20:00 @ 59,684.96 | 2024-10-11 12:00 @ 61,152.33 | 16h | −$59.07 | -2.56% | signal |
| 372 | long | 2024-10-11 16:00 @ 62,230.44 | 2024-10-13 04:00 @ 62,673.66 | 1d 12h | $13.77 | +0.60% | signal |
| 373 | short | 2024-10-13 16:00 @ 62,182.76 | 2024-10-14 00:00 @ 62,852.27 | 8h | −$26.95 | -1.17% | reverse |
| 374 | long | 2024-10-14 12:00 @ 64,912.48 | 2024-10-17 08:00 @ 67,267.34 | 2d 20h | $78.94 | +3.45% | signal |
| 375 | long | 2024-10-18 08:00 @ 67,968.69 | 2024-10-19 12:00 @ 68,057.99 | 1d 4h | −$0.20 | -0.01% | signal |
| 376 | long | 2024-10-21 04:00 @ 68,951.69 | 2024-10-21 12:00 @ 68,237.15 | 8h | −$26.46 | -1.15% | signal |
| 377 | short | 2024-10-23 08:00 @ 66,824.63 | 2024-10-24 04:00 @ 67,206.14 | 20h | −$14.77 | -0.64% | signal |
| 378 | long | 2024-10-24 20:00 @ 68,293.36 | 2024-10-25 16:00 @ 66,717.12 | 20h | −$56.03 | -2.44% | stop loss |
| 379 | short | 2024-10-26 00:00 @ 66,649.37 | 2024-10-27 16:00 @ 67,773.45 | 1d 16h | −$39.88 | -1.75% | signal |
| 380 | long | 2024-10-27 20:00 @ 67,830.36 | 2024-10-31 16:00 @ 70,624.47 | 3d 20h | $88.82 | +3.90% | signal |
| 381 | short | 2024-11-01 04:00 @ 69,383.82 | 2024-11-01 12:00 @ 71,227.48 | 8h | −$63.15 | -2.75% | stop loss |
| 382 | short | 2024-11-03 04:00 @ 68,353.93 | 2024-11-04 00:00 @ 68,776.25 | 20h | −$15.93 | -0.70% | signal |
| 383 | short | 2024-11-05 00:00 @ 67,820.83 | 2024-11-05 08:00 @ 68,889.68 | 8h | −$37.97 | -1.67% | signal |
| 384 | long | 2024-11-05 16:00 @ 69,629.12 | 2024-11-09 20:00 @ 76,179.96 | 4d 4h | $207.85 | +9.16% | signal |
| 385 | long | 2024-11-10 04:00 @ 77,219.44 | 2024-11-14 16:00 @ 87,982.30 | 4d 12h | $313.33 | +13.50% | signal |
| 386 | long | 2024-11-15 16:00 @ 88,503.20 | 2024-11-16 16:00 @ 90,559.78 | 1d | $52.55 | +2.19% | signal |
| 387 | long | 2024-11-18 08:00 @ 91,814.26 | 2024-11-23 20:00 @ 97,542.99 | 5d 12h | $141.88 | +5.88% | signal |
| 388 | long | 2024-11-25 12:00 @ 98,287.75 | 2024-11-25 12:00 @ 95,446.56 | 0m | −$73.15 | -2.99% | stop loss |
| 389 | short | 2024-11-25 20:00 @ 94,704.76 | 2024-11-27 16:00 @ 95,629.52 | 1d 20h | −$23.36 | -0.96% | signal |
| 390 | long | 2024-11-28 00:00 @ 95,924.38 | 2024-11-30 04:00 @ 96,688.76 | 2d 4h | $14.43 | +0.60% | signal |
| 391 | long | 2024-12-01 16:00 @ 97,100.92 | 2024-12-02 04:00 @ 96,530.59 | 12h | −$17.54 | -0.72% | signal |
| 392 | short | 2024-12-02 12:00 @ 95,172.36 | 2024-12-04 12:00 @ 96,289.35 | 2d | −$28.04 | -1.16% | reverse |
| 393 | long | 2024-12-05 04:00 @ 103,105.32 | 2024-12-05 16:00 @ 99,426.59 | 12h | −$91.39 | -3.78% | stop loss |
| 394 | short | 2024-12-06 00:00 @ 96,982.20 | 2024-12-06 16:00 @ 99,378.37 | 16h | −$60.94 | -2.55% | signal |
| 395 | long | 2024-12-07 00:00 @ 99,822.46 | 2024-12-09 04:00 @ 99,160.06 | 2d 4h | −$21.47 | -0.90% | signal |
| 396 | short | 2024-12-09 12:00 @ 98,137.87 | 2024-12-11 12:00 @ 98,309.36 | 2d | −$5.08 | -0.21% | signal |
| 397 | long | 2024-12-11 16:00 @ 100,372.77 | 2024-12-12 20:00 @ 99,435.21 | 1d 4h | −$25.45 | -1.07% | signal |
| 398 | long | 2024-12-15 08:00 @ 101,692.13 | 2024-12-18 04:00 @ 104,695.86 | 2d 20h | $65.35 | +2.76% | signal |
| 399 | short | 2024-12-19 00:00 @ 100,161.16 | 2024-12-21 08:00 @ 99,007.80 | 2d 8h | $26.67 | +1.12% | signal |
| 400 | short | 2024-12-22 20:00 @ 94,776.44 | 2024-12-24 16:00 @ 98,263.15 | 1d 20h | −$89.09 | -3.73% | 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.