[Mine-PA] Higher highs + higher lows continuation

public
@djgambhir

BTCUSDT · 4h · 2021-12-312026-08-31 · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19-7.51%-19.60%37530%
Validation2024-10-192025-09-25-4.16%-11.15%13436%
Out-of-sample2025-09-252026-08-31-4.85%-11.48%13032%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
439long2025-03-25 16:00 @ 87,740.542025-03-26 16:00 @ 86,679.461d−$30.24-1.30%signal
438long2025-03-23 08:00 @ 84,246.752025-03-25 04:00 @ 86,460.001d 20h$58.04+2.52%signal
437long2025-03-22 00:00 @ 84,067.112025-03-23 00:00 @ 83,788.141d−$10.10-0.44%signal
436long2025-03-19 12:00 @ 83,865.272025-03-20 16:00 @ 84,625.071d 4h$18.30+0.79%signal
435short2025-03-18 08:00 @ 83,108.082025-03-19 04:00 @ 83,025.0020h$0.13+0.01%signal
434long2025-03-14 16:00 @ 84,709.042025-03-16 12:00 @ 82,351.431d 20h−$66.76-2.88%signal
433short2025-03-13 12:00 @ 82,922.712025-03-14 12:00 @ 83,219.541d−$10.32-0.44%signal
432short2025-03-10 20:00 @ 79,019.492025-03-11 08:00 @ 80,402.0812h−$43.06-1.85%signal
431short2025-03-08 00:00 @ 86,736.452025-03-10 12:00 @ 83,557.012d 12h$82.99+3.59%signal
430long2025-03-05 16:00 @ 88,330.162025-03-06 20:00 @ 88,470.801d 4h$0.85+0.04%signal
429short2025-03-04 00:00 @ 86,176.062025-03-04 20:00 @ 88,182.9320h−$56.53-2.43%signal
428short2025-03-01 16:00 @ 84,738.052025-03-02 00:00 @ 86,024.908h−$37.84-1.62%signal
427short2025-02-22 00:00 @ 96,108.772025-02-28 20:00 @ 84,410.186d 20h$275.98+12.18%signal
426long2025-02-20 04:00 @ 97,036.802025-02-21 20:00 @ 95,228.351d 16h−$45.00-1.98%signal
425short2025-02-16 16:00 @ 96,830.632025-02-19 12:00 @ 96,411.282d 20h$9.00+0.40%signal
424long2025-02-13 00:00 @ 97,835.862025-02-13 12:00 @ 95,864.4212h−$48.68-2.13%reverse
423short2025-02-11 20:00 @ 94,969.002025-02-12 16:00 @ 97,424.7920h−$61.63-2.68%stop loss
422long2025-02-11 08:00 @ 98,250.852025-02-11 16:00 @ 96,943.818h−$33.21-1.44%signal
421short2025-02-09 16:00 @ 96,418.712025-02-10 04:00 @ 96,789.3512h−$11.11-0.48%signal
420short2025-02-08 00:00 @ 96,435.212025-02-09 04:00 @ 97,297.761d 4h−$23.05-0.99%signal
419short2025-02-06 20:00 @ 95,926.812025-02-07 12:00 @ 99,506.7116h−$89.44-3.82%stop loss
418short2025-02-04 12:00 @ 98,904.322025-02-06 12:00 @ 98,846.072d−$0.68-0.03%signal
417long2025-02-04 00:00 @ 101,313.862025-02-04 08:00 @ 98,385.428h−$70.61-2.99%reverse
416short2025-02-01 00:00 @ 102,359.322025-02-03 16:00 @ 98,822.562d 16h$79.63+3.40%signal
415long2025-01-30 04:00 @ 105,176.632025-01-31 04:00 @ 104,265.741d−$23.14-0.99%signal
414short2025-01-27 04:00 @ 101,328.832025-01-28 04:00 @ 102,603.221d−$31.65-1.34%signal
413long2025-01-23 20:00 @ 103,734.442025-01-27 00:00 @ 102,539.493d 4h−$31.14-1.32%signal
412short2025-01-23 12:00 @ 101,888.822025-01-23 16:00 @ 105,256.254h−$81.15-3.41%signal
411long2025-01-21 16:00 @ 103,949.892025-01-22 16:00 @ 104,117.271d$0.72+0.03%signal
410long2025-01-19 04:00 @ 104,979.192025-01-19 20:00 @ 101,922.9616h−$72.72-3.03%stop loss
409long2025-01-14 12:00 @ 96,527.602025-01-18 08:00 @ 102,760.543d 20h$148.52+6.29%signal
408short2025-01-13 12:00 @ 90,809.332025-01-13 20:00 @ 93,915.428h−$83.94-3.52%stop loss
407short2025-01-11 08:00 @ 94,191.362025-01-12 16:00 @ 95,054.711d 8h−$23.95-1.00%signal
406short2025-01-07 16:00 @ 97,895.822025-01-10 12:00 @ 95,049.512d 20h$68.04+2.87%signal
405long2025-01-06 00:00 @ 98,359.872025-01-07 12:00 @ 100,766.841d 12h$54.17+2.30%signal
404long2024-12-31 16:00 @ 95,408.382025-01-05 12:00 @ 97,589.984d 20h$48.13+2.05%signal
403short2024-12-27 20:00 @ 94,701.262024-12-30 20:00 @ 94,418.983d$6.28+0.27%signal
402short2024-12-26 12:00 @ 95,643.472024-12-27 12:00 @ 96,919.681d−$33.10-1.41%signal
401long2024-12-26 00:00 @ 99,399.482024-12-26 08:00 @ 97,649.978h−$44.20-1.87%signal
400short2024-12-22 20:00 @ 94,776.442024-12-24 16:00 @ 98,263.151d 20h−$89.09-3.73%signal
399short2024-12-19 00:00 @ 100,161.162024-12-21 08:00 @ 99,007.802d 8h$26.67+1.12%signal
398long2024-12-15 08:00 @ 101,692.132024-12-18 04:00 @ 104,695.862d 20h$65.35+2.76%signal
397long2024-12-11 16:00 @ 100,372.772024-12-12 20:00 @ 99,435.211d 4h−$25.45-1.07%signal
396short2024-12-09 12:00 @ 98,137.872024-12-11 12:00 @ 98,309.362d−$5.08-0.21%signal
395long2024-12-07 00:00 @ 99,822.462024-12-09 04:00 @ 99,160.062d 4h−$21.47-0.90%signal
394short2024-12-06 00:00 @ 96,982.202024-12-06 16:00 @ 99,378.3716h−$60.94-2.55%signal
393long2024-12-05 04:00 @ 103,105.322024-12-05 16:00 @ 99,426.5912h−$91.39-3.78%stop loss
392short2024-12-02 12:00 @ 95,172.362024-12-04 12:00 @ 96,289.352d−$28.04-1.16%reverse
391long2024-12-01 16:00 @ 97,100.922024-12-02 04:00 @ 96,530.5912h−$17.54-0.72%signal
390long2024-11-28 00:00 @ 95,924.382024-11-30 04:00 @ 96,688.762d 4h$14.43+0.60%signal
389short2024-11-25 20:00 @ 94,704.762024-11-27 16:00 @ 95,629.521d 20h−$23.36-0.96%signal
388long2024-11-25 12:00 @ 98,287.752024-11-25 12:00 @ 95,446.560m−$73.15-2.99%stop loss
387long2024-11-18 08:00 @ 91,814.262024-11-23 20:00 @ 97,542.995d 12h$141.88+5.88%signal
386long2024-11-15 16:00 @ 88,503.202024-11-16 16:00 @ 90,559.781d$52.55+2.19%signal
385long2024-11-10 04:00 @ 77,219.442024-11-14 16:00 @ 87,982.304d 12h$313.33+13.50%signal
384long2024-11-05 16:00 @ 69,629.122024-11-09 20:00 @ 76,179.964d 4h$207.85+9.16%signal
383short2024-11-05 00:00 @ 67,820.832024-11-05 08:00 @ 68,889.688h−$37.97-1.67%signal
382short2024-11-03 04:00 @ 68,353.932024-11-04 00:00 @ 68,776.2520h−$15.93-0.70%signal
381short2024-11-01 04:00 @ 69,383.822024-11-01 12:00 @ 71,227.488h−$63.15-2.75%stop loss
380long2024-10-27 20:00 @ 67,830.362024-10-31 16:00 @ 70,624.473d 20h$88.82+3.90%signal
379short2024-10-26 00:00 @ 66,649.372024-10-27 16:00 @ 67,773.451d 16h−$39.88-1.75%signal
378long2024-10-24 20:00 @ 68,293.362024-10-25 16:00 @ 66,717.1220h−$56.03-2.44%stop loss
377short2024-10-23 08:00 @ 66,824.632024-10-24 04:00 @ 67,206.1420h−$14.77-0.64%signal
376long2024-10-21 04:00 @ 68,951.692024-10-21 12:00 @ 68,237.158h−$26.46-1.15%signal
375long2024-10-18 08:00 @ 67,968.692024-10-19 12:00 @ 68,057.991d 4h−$0.20-0.01%signal
374long2024-10-14 12:00 @ 64,912.482024-10-17 08:00 @ 67,267.342d 20h$78.94+3.45%signal
373short2024-10-13 16:00 @ 62,182.762024-10-14 00:00 @ 62,852.278h−$26.95-1.17%reverse
372long2024-10-11 16:00 @ 62,230.442024-10-13 04:00 @ 62,673.661d 12h$13.77+0.60%signal
371short2024-10-10 20:00 @ 59,684.962024-10-11 12:00 @ 61,152.3316h−$59.07-2.56%signal
370short2024-10-10 00:00 @ 60,594.182024-10-10 12:00 @ 61,248.1512h−$27.23-1.18%signal
369long2024-10-06 20:00 @ 62,613.922024-10-08 00:00 @ 62,178.161d 4h−$18.59-0.80%signal
368short2024-10-06 00:00 @ 62,010.702024-10-06 16:00 @ 62,702.9416h−$28.22-1.21%signal
367short2024-10-01 20:00 @ 61,727.452024-10-04 08:00 @ 61,416.182d 12h$10.40+0.45%signal
366long2024-09-26 12:00 @ 64,385.772024-09-30 04:00 @ 64,526.993d 16h$1.39+0.06%signal
365long2024-09-24 12:00 @ 63,458.992024-09-25 20:00 @ 63,138.371d 8h−$14.16-0.61%signal
364long2024-09-17 12:00 @ 59,066.812024-09-22 12:00 @ 62,738.855d$138.34+6.03%signal
363short2024-09-16 20:00 @ 57,903.922024-09-17 08:00 @ 58,679.8312h−$32.95-1.43%signal
362long2024-09-10 00:00 @ 57,021.502024-09-16 00:00 @ 59,088.686d$81.30+3.56%signal
361short2024-09-08 20:00 @ 54,290.442024-09-09 00:00 @ 54,850.574h−$25.89-1.13%signal
360short2024-09-05 08:00 @ 57,115.472024-09-07 16:00 @ 54,757.652d 8h$91.26+4.03%signal
359short2024-09-03 12:00 @ 59,026.692024-09-04 16:00 @ 58,107.621d 4h$33.06+1.47%signal
358short2024-08-30 00:00 @ 59,311.442024-09-03 00:00 @ 59,124.024d$5.10+0.23%signal
357short2024-08-27 16:00 @ 61,661.072024-08-29 12:00 @ 60,052.011d 20h$56.30+2.51%signal
356long2024-08-22 00:00 @ 61,132.222024-08-26 08:00 @ 63,590.584d 8h$87.16+3.93%signal
355short2024-08-20 16:00 @ 58,771.942024-08-21 16:00 @ 60,766.051d−$78.35-3.50%stop loss
354long2024-08-20 04:00 @ 60,600.622024-08-20 12:00 @ 58,765.458h−$70.57-3.13%stop loss
353short2024-08-19 04:00 @ 58,684.962024-08-20 00:00 @ 59,410.2820h−$30.45-1.35%signal
352long2024-08-17 16:00 @ 59,369.572024-08-19 00:00 @ 58,378.421d 8h−$40.20-1.77%signal
351short2024-08-15 00:00 @ 58,636.372024-08-15 16:00 @ 59,655.2316h−$42.04-1.84%signal
350long2024-08-13 20:00 @ 60,806.662024-08-14 16:00 @ 59,385.0220h−$56.00-2.44%signal
349short2024-08-13 12:00 @ 58,791.242024-08-13 16:00 @ 61,288.804h−$101.17-4.35%stop loss
348short2024-08-11 20:00 @ 59,586.182024-08-12 12:00 @ 59,821.1616h−$11.27-0.48%signal
347long2024-08-10 04:00 @ 60,422.082024-08-11 12:00 @ 60,625.371d 8h$5.52+0.24%signal
346long2024-08-09 00:00 @ 61,672.132024-08-09 16:00 @ 59,774.4416h−$74.59-3.18%signal
345short2024-08-07 20:00 @ 54,728.952024-08-08 12:00 @ 58,216.1416h−$154.09-6.47%stop loss
344short2024-08-03 04:00 @ 61,849.832024-08-06 04:00 @ 55,649.233d$232.16+9.99%signal
343short2024-08-01 00:00 @ 64,588.882024-08-02 00:00 @ 65,342.071d−$28.88-1.24%signal
342long2024-07-26 00:00 @ 65,786.152024-07-29 16:00 @ 68,053.693d 16h$75.41+3.26%signal
341short2024-07-25 04:00 @ 64,061.092024-07-25 20:00 @ 65,998.9016h−$72.39-3.11%stop loss
340long2024-07-24 16:00 @ 66,169.032024-07-25 00:00 @ 65,337.638h−$31.94-1.37%signal
339long2024-07-19 20:00 @ 67,121.222024-07-23 08:00 @ 66,536.593d 12h−$23.24-0.99%signal
338long2024-07-14 12:00 @ 60,091.022024-07-18 16:00 @ 63,487.404d 4h$127.73+5.52%signal
337short2024-07-12 00:00 @ 57,304.242024-07-12 16:00 @ 58,200.5416h−$38.44-1.66%signal
336short2024-07-10 20:00 @ 57,363.332024-07-11 12:00 @ 58,765.7516h−$59.02-2.53%signal
335short2024-07-08 04:00 @ 55,125.572024-07-08 08:00 @ 57,298.674h−$95.26-4.04%stop loss
334short2024-07-04 00:00 @ 60,195.962024-07-06 16:00 @ 57,296.862d 16h$111.50+4.78%signal
333long2024-07-01 00:00 @ 62,778.652024-07-02 08:00 @ 62,605.381d 8h−$9.72-0.42%signal
332short2024-06-28 12:00 @ 61,659.172024-06-30 08:00 @ 61,545.911d 20h$3.11+0.13%signal
331short2024-06-26 12:00 @ 61,415.012024-06-27 16:00 @ 61,582.911d 4h−$8.03-0.34%signal
330short2024-06-23 20:00 @ 64,115.872024-06-25 16:00 @ 61,788.261d 20h$82.69+3.57%signal
329short2024-06-20 20:00 @ 65,019.892024-06-22 08:00 @ 64,502.901d 12h$16.78+0.73%signal
328short2024-06-18 16:00 @ 64,663.762024-06-20 08:00 @ 65,844.471d 16h−$44.03-1.90%signal
327short2024-06-17 08:00 @ 66,134.072024-06-17 20:00 @ 66,674.7312h−$20.90-0.90%signal
326short2024-06-16 00:00 @ 66,200.462024-06-16 12:00 @ 66,484.6912h−$11.88-0.51%signal
325long2024-06-12 16:00 @ 69,751.952024-06-12 16:00 @ 67,804.250m−$68.10-2.90%stop loss
324short2024-06-11 04:00 @ 68,458.512024-06-12 12:00 @ 67,803.561d 8h$21.00+0.90%signal
323short2024-06-10 08:00 @ 69,311.432024-06-10 16:00 @ 70,104.928h−$29.03-1.24%signal
322short2024-06-09 04:00 @ 69,287.042024-06-09 16:00 @ 69,544.0112h−$10.85-0.46%signal
321long2024-06-07 08:00 @ 71,162.132024-06-07 16:00 @ 69,747.898h−$49.81-2.11%stop loss
320long2024-06-03 08:00 @ 68,963.792024-06-06 20:00 @ 70,511.893d 12h$47.37+2.01%signal
319long2024-05-30 20:00 @ 68,718.742024-05-31 16:00 @ 67,239.1520h−$53.93-2.28%signal
318short2024-05-29 12:00 @ 67,803.242024-05-30 16:00 @ 68,580.111d 4h−$28.81-1.21%signal
317short2024-05-28 08:00 @ 67,698.562024-05-29 04:00 @ 68,875.7720h−$43.14-1.81%signal
316long2024-05-27 20:00 @ 69,311.762024-05-28 04:00 @ 68,056.398h−$46.01-1.92%signal
315long2024-05-24 20:00 @ 69,141.132024-05-27 00:00 @ 68,510.702d 4h−$25.74-1.07%signal
314short2024-05-24 12:00 @ 67,369.822024-05-24 16:00 @ 68,353.974h−$37.66-1.56%signal
313long2024-05-23 12:00 @ 70,033.402024-05-23 12:00 @ 67,911.820m−$76.03-3.13%stop loss
312long2024-05-22 04:00 @ 70,015.902024-05-23 00:00 @ 69,205.3620h−$31.28-1.28%signal
311long2024-05-20 08:00 @ 66,802.262024-05-21 16:00 @ 69,860.831d 8h$107.31+4.45%signal
310long2024-05-17 08:00 @ 66,363.772024-05-19 20:00 @ 65,989.702d 12h−$16.56-0.69%signal
309long2024-05-15 12:00 @ 62,459.792024-05-16 20:00 @ 65,139.271d 8h$99.80+4.17%signal
308long2024-05-13 12:00 @ 62,712.442024-05-14 08:00 @ 61,989.6020h−$30.49-1.27%signal
307long2024-05-09 20:00 @ 62,433.082024-05-10 16:00 @ 60,881.5220h−$62.55-2.59%signal
306short2024-05-08 00:00 @ 62,283.542024-05-09 16:00 @ 62,134.921d 16h$4.04+0.17%signal
305long2024-05-06 08:00 @ 64,522.402024-05-06 16:00 @ 63,587.188h−$37.50-1.55%signal
304long2024-05-04 04:00 @ 62,710.542024-05-05 04:00 @ 63,197.161d$15.83+0.65%signal
303short2024-04-30 12:00 @ 61,170.062024-05-02 16:00 @ 59,242.652d 4h$74.45+3.10%signal
302short2024-04-29 04:00 @ 62,247.452024-04-29 20:00 @ 63,875.5416h−$65.35-2.70%stop loss
301short2024-04-24 20:00 @ 63,948.012024-04-25 20:00 @ 64,734.541d−$31.96-1.32%signal
300long2024-04-22 04:00 @ 65,690.642024-04-24 16:00 @ 64,580.582d 12h−$43.89-1.80%signal
299long2024-04-20 20:00 @ 64,847.772024-04-21 20:00 @ 64,494.101d−$15.96-0.65%signal
298short2024-04-20 00:00 @ 63,774.642024-04-20 16:00 @ 64,783.9516h−$41.01-1.67%signal
297long2024-04-19 12:00 @ 64,852.772024-04-19 20:00 @ 64,294.348h−$23.73-0.97%reverse
296short2024-04-17 16:00 @ 60,261.952024-04-18 12:00 @ 62,575.5120h−$97.24-3.92%signal
295short2024-04-15 20:00 @ 63,257.252024-04-17 00:00 @ 63,777.651d 4h−$22.47-0.90%signal
294short2024-04-12 20:00 @ 66,854.232024-04-15 00:00 @ 65,629.022d 4h$44.34+1.79%signal
293long2024-04-11 00:00 @ 70,695.942024-04-12 16:00 @ 69,360.131d 16h−$51.72-2.08%signal
292short2024-04-10 16:00 @ 68,674.262024-04-10 20:00 @ 70,134.324h−$55.45-2.22%signal
291long2024-04-06 08:00 @ 67,998.702024-04-09 08:00 @ 70,430.013d$82.93+3.34%signal
290long2024-04-04 20:00 @ 68,497.602024-04-05 08:00 @ 66,924.0112h−$60.04-2.41%signal
289short2024-04-02 16:00 @ 64,915.212024-04-04 12:00 @ 67,462.261d 20h−$99.76-3.96%stop loss
288long2024-03-31 08:00 @ 70,381.572024-04-01 08:00 @ 69,623.071d−$33.59-1.33%signal
287long2024-03-30 04:00 @ 69,850.772024-03-31 00:00 @ 69,628.0720h−$12.29-0.49%signal
286long2024-03-28 04:00 @ 69,363.172024-03-29 08:00 @ 69,841.631d 4h$12.91+0.51%signal
285long2024-03-25 20:00 @ 71,033.802024-03-27 16:00 @ 68,908.321d 20h−$81.95-3.21%signal
284short2024-03-22 00:00 @ 65,526.792024-03-23 08:00 @ 64,619.521d 8h$33.86+1.33%signal
283short2024-03-19 12:00 @ 63,124.472024-03-20 20:00 @ 65,834.761d 8h−$111.13-4.33%signal
282short2024-03-16 12:00 @ 68,286.342024-03-17 16:00 @ 68,023.501d 4h$8.62+0.34%signal
281short2024-03-14 20:00 @ 69,486.502024-03-15 20:00 @ 69,016.701d$16.49+0.64%signal
280long2024-03-06 12:00 @ 67,397.382024-03-14 16:00 @ 70,890.328d 4h$100.76+3.97%signal
279long2024-03-03 20:00 @ 62,809.662024-03-05 16:00 @ 60,880.901d 20h−$91.38-3.57%stop loss
278long2024-02-26 20:00 @ 54,542.112024-03-03 08:00 @ 61,628.675d 12h$298.30+12.00%signal
277long2024-02-24 20:00 @ 51,600.222024-02-26 12:00 @ 51,116.071d 16h−$28.10-1.13%signal
276short2024-02-24 00:00 @ 50,761.752024-02-24 12:00 @ 51,162.0312h−$21.70-0.87%reverse
275long2024-02-22 12:00 @ 51,669.432024-02-23 08:00 @ 50,942.1120h−$38.35-1.53%signal
274short2024-02-21 12:00 @ 50,978.002024-02-22 00:00 @ 51,888.2812h−$47.27-1.88%signal
273long2024-02-20 12:00 @ 52,336.372024-02-20 16:00 @ 50,961.294h−$69.66-2.75%stop loss
272long2024-02-19 08:00 @ 52,434.482024-02-19 20:00 @ 51,841.2312h−$32.15-1.26%signal
271long2024-02-14 16:00 @ 51,626.822024-02-17 16:00 @ 51,003.203d−$35.76-1.40%signal
270long2024-02-05 12:00 @ 43,189.442024-02-13 16:00 @ 48,743.458d 4h$310.22+12.53%signal
269short2024-02-01 04:00 @ 41,989.602024-02-01 16:00 @ 43,232.5312h−$75.88-3.04%stop loss
268long2024-01-31 20:00 @ 43,324.962024-02-01 00:00 @ 42,078.164h−$75.06-2.99%stop loss
267long2024-01-30 00:00 @ 43,296.262024-01-31 00:00 @ 42,909.721d−$25.63-1.02%signal
266long2024-01-26 16:00 @ 41,408.082024-01-28 20:00 @ 41,762.252d 4h$17.41+0.69%signal
265short2024-01-24 20:00 @ 39,789.442024-01-26 08:00 @ 41,126.631d 12h−$86.57-3.41%stop loss
264short2024-01-22 08:00 @ 41,034.492024-01-24 00:00 @ 39,897.881d 16h$68.54+2.72%signal
263short2024-01-18 20:00 @ 41,006.002024-01-19 20:00 @ 41,826.961d−$52.51-2.07%signal
262short2024-01-17 08:00 @ 42,645.472024-01-18 08:00 @ 42,926.881d−$18.53-0.73%signal
261short2024-01-12 20:00 @ 43,488.702024-01-15 20:00 @ 42,998.203d$28.27+1.12%signal
260long2024-01-08 12:00 @ 44,646.132024-01-12 16:00 @ 44,486.204d 4h−$14.78-0.58%signal
259long2024-01-04 20:00 @ 43,958.792024-01-08 04:00 @ 43,493.303d 8h−$31.99-1.26%signal
258long2024-01-01 16:00 @ 42,826.562024-01-03 12:00 @ 43,720.151d 20h$44.24+1.75%signal
257short2023-12-30 00:00 @ 42,086.682023-12-30 16:00 @ 42,418.8816h−$20.63-0.81%signal
256short2023-12-28 20:00 @ 42,647.472023-12-29 12:00 @ 42,917.3816h−$15.95-0.63%signal
255long2023-12-28 00:00 @ 43,462.492023-12-28 16:00 @ 42,477.4016h−$61.76-2.42%signal
254short2023-12-26 12:00 @ 42,711.462023-12-27 12:00 @ 43,067.911d−$21.52-0.84%signal
253short2023-12-25 00:00 @ 42,999.802023-12-25 16:00 @ 43,669.7316h−$42.15-1.64%signal
252long2023-12-21 12:00 @ 43,978.592023-12-24 20:00 @ 42,662.503d 8h−$85.30-3.29%stop loss
251long2023-12-19 04:00 @ 43,108.722023-12-19 16:00 @ 42,504.4012h−$39.34-1.51%signal
250short2023-12-18 04:00 @ 41,098.782023-12-18 20:00 @ 42,275.0116h−$77.04-2.94%stop loss
249short2023-12-17 08:00 @ 41,886.222023-12-17 20:00 @ 42,144.9312h−$18.33-0.70%signal
248long2023-12-16 20:00 @ 42,376.372023-12-17 04:00 @ 41,938.718h−$30.09-1.14%signal
247long2023-12-13 20:00 @ 42,755.252023-12-14 12:00 @ 41,201.0916h−$99.82-3.75%stop loss
246short2023-12-11 20:00 @ 40,791.142023-12-13 16:00 @ 41,968.391d 20h−$78.63-2.93%signal
245long2023-11-28 16:00 @ 37,509.602023-12-07 12:00 @ 43,197.768d 20h$381.67+14.77%signal
244long2023-11-24 04:00 @ 37,321.462023-11-26 16:00 @ 37,410.522d 12h$1.75+0.07%signal
243long2023-11-23 00:00 @ 37,420.982023-11-23 16:00 @ 36,946.7116h−$35.95-1.39%signal
242short2023-11-22 04:00 @ 36,371.522023-11-22 20:00 @ 37,304.3616h−$69.04-2.65%signal
241long2023-11-20 00:00 @ 37,383.282023-11-21 12:00 @ 37,182.161d 12h−$17.97-0.69%signal
240short2023-11-16 16:00 @ 36,416.022023-11-18 16:00 @ 36,679.332d−$19.95-0.76%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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