[Mine-PA] Higher highs + higher lows continuation
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,453 bars in 17.7ms
Underperformed the market. Holding BTCUSDT returned +63.63% over the same period, against this strategy’s -15.16%.
Net P&L
-15.16%
−$1,515.74
Max drawdown
-25.11%
Max run-up
+15.33%
Trades
1,324
30.0% win rate
Profit factor
0.94
2021-12-31drawdown · worst -25.11%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -3.56% | -16.35% | 777 | 30% |
| Validation | 2024-10-19 → 2025-09-25 | -6.10% | -12.09% | 288 | 31% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -6.32% | -13.97% | 258 | 29% |
Risk-adjusted
- Sharpe
- -0.31
- Sortino
- -0.46
- Calmar
- -0.14
- Return ÷ max drawdown
- -0.60
- CAGR
- -3.46%
- Exposure
- 62.1%
Per trade
- Expectancy
- −$1.14 · -0.04%
- Average win / loss
- $59.34 / −$27.05
- Payoff ratio
- 2.19
- Largest win / loss
- $501.40 / −$147.88
- Longest losing streak(winning: 6)
- 28 trades
Drawdown over time
- Max drawdown
- -25.11%
- Longest time under water(still going at the end)
- 1261 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$3,116.61
- Funding
- −$124.01
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 49
- Benchmark(buy and hold)
- +63.63%
Monte Carlo
1,000 alternative histories, each 1,324 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 | -39.32% | -15.29% | +24.27% |
| Max drawdown | -44.91% | -27.92% | -14.74% |
77% of histories lost money, and 62% had a deeper drawdown than this run’s -25.11%. 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
1,324 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2021-12-31 20:00 @ 45,698.48 | 2022-01-01 04:00 @ 47,167.84 | 8h | −$82.67 | -3.31% | stop loss |
| 2 | long | 2022-01-01 18:00 @ 47,742.71 | 2022-01-02 06:00 @ 47,067.16 | 12h | −$37.79 | -1.52% | signal |
| 3 | short | 2022-01-03 04:00 @ 46,793.50 | 2022-01-03 12:00 @ 47,373.58 | 8h | −$32.86 | -1.33% | signal |
| 4 | short | 2022-01-03 18:00 @ 46,555.22 | 2022-01-04 12:00 @ 46,719.31 | 18h | −$10.65 | -0.43% | signal |
| 5 | short | 2022-01-04 20:00 @ 46,048.88 | 2022-01-05 10:00 @ 46,860.13 | 14h | −$45.31 | -1.84% | signal |
| 6 | short | 2022-01-05 20:00 @ 44,663.00 | 2022-01-06 20:00 @ 43,417.71 | 1d | $66.54 | +2.72% | signal |
| 7 | short | 2022-01-07 02:00 @ 42,980.53 | 2022-01-08 10:00 @ 42,148.62 | 1d 8h | $46.22 | +1.88% | signal |
| 8 | short | 2022-01-08 16:00 @ 41,592.40 | 2022-01-09 18:00 @ 42,093.10 | 1d 2h | −$31.31 | -1.26% | signal |
| 9 | long | 2022-01-09 20:00 @ 42,687.50 | 2022-01-10 02:00 @ 41,781.65 | 6h | −$55.06 | -2.23% | reverse |
| 10 | short | 2022-01-10 10:00 @ 41,780.17 | 2022-01-11 04:00 @ 42,260.05 | 18h | −$30.17 | -1.23% | signal |
| 11 | long | 2022-01-12 12:00 @ 42,915.56 | 2022-01-13 16:00 @ 43,161.37 | 1d 4h | $11.63 | +0.48% | signal |
| 12 | short | 2022-01-13 20:00 @ 42,681.47 | 2022-01-14 06:00 @ 42,872.91 | 10h | −$13.43 | -0.55% | signal |
| 13 | short | 2022-01-14 12:00 @ 41,974.72 | 2022-01-14 14:00 @ 43,043.00 | 2h | −$64.74 | -2.65% | stop loss |
| 14 | long | 2022-01-15 10:00 @ 43,051.26 | 2022-01-16 00:00 @ 43,061.90 | 14h | −$1.90 | -0.08% | signal |
| 15 | long | 2022-01-16 08:00 @ 43,181.65 | 2022-01-16 22:00 @ 42,928.12 | 14h | −$16.72 | -0.69% | reverse |
| 16 | short | 2022-01-17 04:00 @ 42,627.77 | 2022-01-18 22:00 @ 42,357.03 | 1d 18h | $14.10 | +0.58% | signal |
| 17 | long | 2022-01-20 18:00 @ 43,028.95 | 2022-01-20 20:00 @ 42,051.57 | 2h | −$57.57 | -2.37% | stop loss |
| 18 | short | 2022-01-20 22:00 @ 41,311.41 | 2022-01-23 08:00 @ 35,559.11 | 2d 10h | $334.96 | +13.87% | signal |
| 19 | short | 2022-01-24 06:00 @ 35,157.35 | 2022-01-24 18:00 @ 35,338.24 | 12h | −$15.10 | -0.60% | signal |
| 20 | long | 2022-01-24 22:00 @ 36,807.35 | 2022-01-26 20:00 @ 37,541.28 | 1d 22h | $47.17 | +1.89% | signal |
| 21 | short | 2022-01-27 00:00 @ 36,780.06 | 2022-01-27 10:00 @ 36,512.61 | 10h | $15.36 | +0.61% | signal |
| 22 | long | 2022-01-27 14:00 @ 36,813.44 | 2022-01-27 18:00 @ 36,259.12 | 4h | −$40.10 | -1.60% | signal |
| 23 | short | 2022-01-27 20:00 @ 36,187.09 | 2022-01-28 00:00 @ 37,138.43 | 4h | −$68.26 | -2.73% | signal |
| 24 | long | 2022-01-28 02:00 @ 36,870.13 | 2022-01-28 10:00 @ 36,466.01 | 8h | −$29.86 | -1.20% | signal |
| 25 | short | 2022-01-28 12:00 @ 36,426.00 | 2022-01-28 16:00 @ 37,177.42 | 4h | −$53.57 | -2.16% | signal |
| 26 | long | 2022-01-28 18:00 @ 36,839.53 | 2022-01-29 16:00 @ 37,536.28 | 22h | $43.98 | +1.79% | signal |
| 27 | long | 2022-01-29 22:00 @ 38,344.38 | 2022-01-30 20:00 @ 37,498.23 | 22h | −$57.64 | -2.33% | signal |
| 28 | short | 2022-01-31 04:00 @ 36,991.27 | 2022-01-31 10:00 @ 37,196.50 | 6h | −$16.29 | -0.66% | signal |
| 29 | long | 2022-01-31 18:00 @ 38,457.67 | 2022-02-02 08:00 @ 38,261.35 | 1d 14h | −$14.81 | -0.60% | signal |
| 30 | short | 2022-02-02 18:00 @ 37,442.49 | 2022-02-04 00:00 @ 37,294.79 | 1d 6h | $7.03 | +0.29% | signal |
| 31 | long | 2022-02-04 06:00 @ 37,528.68 | 2022-02-04 14:00 @ 37,408.33 | 8h | −$10.10 | -0.41% | signal |
| 32 | long | 2022-02-04 20:00 @ 40,711.47 | 2022-02-10 04:00 @ 43,740.02 | 5d 8h | $176.82 | +7.22% | signal |
| 33 | long | 2022-02-10 10:00 @ 44,386.08 | 2022-02-10 14:00 @ 43,619.66 | 4h | −$45.54 | -1.83% | signal |
| 34 | short | 2022-02-11 02:00 @ 43,153.39 | 2022-02-11 10:00 @ 43,478.71 | 8h | −$21.34 | -0.86% | signal |
| 35 | long | 2022-02-11 16:00 @ 43,657.59 | 2022-02-11 18:00 @ 42,187.61 | 2h | −$85.68 | -3.46% | stop loss |
| 36 | short | 2022-02-13 20:00 @ 42,006.86 | 2022-02-14 08:00 @ 42,298.87 | 12h | −$19.30 | -0.79% | signal |
| 37 | long | 2022-02-14 16:00 @ 42,573.51 | 2022-02-15 18:00 @ 43,919.51 | 1d 2h | $74.67 | +3.05% | signal |
| 38 | long | 2022-02-16 10:00 @ 44,011.50 | 2022-02-16 14:00 @ 43,627.07 | 4h | −$24.04 | -0.97% | signal |
| 39 | long | 2022-02-16 22:00 @ 44,059.31 | 2022-02-17 04:00 @ 43,565.59 | 6h | −$30.31 | -1.23% | signal |
| 40 | short | 2022-02-17 18:00 @ 41,723.05 | 2022-02-19 18:00 @ 40,134.13 | 2d | $91.48 | +3.72% | signal |
| 41 | short | 2022-02-20 04:00 @ 39,770.14 | 2022-02-21 02:00 @ 39,119.72 | 22h | $38.23 | +1.54% | signal |
| 42 | short | 2022-02-21 14:00 @ 37,530.89 | 2022-02-21 14:00 @ 38,880.12 | 0m | −$92.01 | -3.70% | stop loss |
| 43 | short | 2022-02-21 22:00 @ 37,021.59 | 2022-02-22 12:00 @ 37,512.20 | 14h | −$35.23 | -1.43% | signal |
| 44 | long | 2022-02-23 10:00 @ 38,854.37 | 2022-02-23 18:00 @ 38,064.89 | 8h | −$52.28 | -2.13% | signal |
| 45 | short | 2022-02-23 20:00 @ 37,593.38 | 2022-02-24 16:00 @ 35,899.38 | 20h | $107.53 | +4.40% | signal |
| 46 | long | 2022-02-24 22:00 @ 38,391.88 | 2022-02-25 20:00 @ 38,659.57 | 22h | $14.32 | +0.58% | signal |
| 47 | long | 2022-02-26 00:00 @ 39,213.24 | 2022-02-26 10:00 @ 38,773.64 | 10h | −$30.68 | -1.24% | signal |
| 48 | long | 2022-02-26 16:00 @ 39,199.84 | 2022-02-27 02:00 @ 38,219.95 | 10h | −$64.42 | -2.61% | signal |
| 49 | long | 2022-02-27 08:00 @ 38,777.55 | 2022-02-27 18:00 @ 37,513.69 | 10h | −$82.32 | -3.36% | stop loss |
| 50 | short | 2022-02-27 22:00 @ 37,378.12 | 2022-02-28 14:00 @ 38,936.13 | 16h | −$104.52 | -4.30% | stop loss |
| 51 | long | 2022-02-28 18:00 @ 41,423.38 | 2022-03-02 14:00 @ 43,513.20 | 1d 20h | $117.97 | +4.91% | signal |
| 52 | long | 2022-03-03 00:00 @ 43,894.58 | 2022-03-03 04:00 @ 43,304.14 | 4h | −$35.40 | -1.45% | signal |
| 53 | short | 2022-03-04 16:00 @ 40,686.46 | 2022-03-05 18:00 @ 39,412.28 | 1d 2h | $74.30 | +3.06% | signal |
| 54 | short | 2022-03-06 12:00 @ 38,321.43 | 2022-03-07 14:00 @ 39,005.30 | 1d 2h | −$46.23 | -1.89% | signal |
| 55 | short | 2022-03-07 22:00 @ 37,814.34 | 2022-03-08 04:00 @ 38,686.34 | 6h | −$58.45 | -2.40% | signal |
| 56 | short | 2022-03-08 18:00 @ 39,039.19 | 2022-03-09 02:00 @ 40,535.70 | 8h | −$94.96 | -3.93% | stop loss |
| 57 | long | 2022-03-09 04:00 @ 41,206.64 | 2022-03-10 02:00 @ 40,922.91 | 22h | −$19.59 | -0.82% | signal |
| 58 | short | 2022-03-10 06:00 @ 39,182.36 | 2022-03-11 12:00 @ 39,886.28 | 1d 6h | −$45.75 | -1.92% | signal |
| 59 | short | 2022-03-11 18:00 @ 38,782.94 | 2022-03-12 02:00 @ 39,176.83 | 8h | −$26.54 | -1.12% | signal |
| 60 | short | 2022-03-13 10:00 @ 38,956.21 | 2022-03-14 08:00 @ 39,070.01 | 22h | −$9.62 | -0.41% | signal |
| 61 | long | 2022-03-14 10:00 @ 39,143.83 | 2022-03-14 20:00 @ 38,787.24 | 10h | −$23.99 | -1.01% | reverse |
| 62 | long | 2022-03-15 00:00 @ 39,659.53 | 2022-03-15 06:00 @ 38,499.96 | 6h | −$71.52 | -3.03% | stop loss |
| 63 | long | 2022-03-15 18:00 @ 39,285.06 | 2022-03-17 08:00 @ 40,712.46 | 1d 14h | $81.92 | +3.49% | signal |
| 64 | long | 2022-03-18 18:00 @ 41,642.93 | 2022-03-20 14:00 @ 41,465.51 | 1d 20h | −$13.62 | -0.58% | signal |
| 65 | long | 2022-03-21 10:00 @ 41,316.56 | 2022-03-22 20:00 @ 42,259.85 | 1d 10h | $50.80 | +2.15% | signal |
| 66 | long | 2022-03-23 10:00 @ 42,158.43 | 2022-03-26 14:00 @ 44,231.75 | 3d 4h | $113.66 | +4.79% | signal |
| 67 | long | 2022-03-27 04:00 @ 44,699.94 | 2022-03-29 00:00 @ 47,112.38 | 1d 20h | $126.15 | +5.25% | signal |
| 68 | long | 2022-03-29 08:00 @ 47,339.47 | 2022-03-30 02:00 @ 46,851.53 | 18h | −$28.23 | -1.16% | signal |
| 69 | long | 2022-03-30 08:00 @ 47,380.97 | 2022-03-30 14:00 @ 46,981.20 | 6h | −$23.13 | -0.95% | signal |
| 70 | long | 2022-03-31 10:00 @ 47,293.66 | 2022-03-31 14:00 @ 46,896.02 | 4h | −$22.77 | -0.94% | signal |
| 71 | short | 2022-03-31 18:00 @ 45,815.14 | 2022-04-01 14:00 @ 45,416.98 | 20h | $19.00 | +0.79% | signal |
| 72 | long | 2022-04-02 12:00 @ 46,543.71 | 2022-04-02 20:00 @ 46,089.88 | 8h | −$26.25 | -1.08% | signal |
| 73 | short | 2022-04-03 02:00 @ 45,822.53 | 2022-04-03 06:00 @ 46,347.27 | 4h | −$30.07 | -1.25% | signal |
| 74 | long | 2022-04-03 08:00 @ 46,372.97 | 2022-04-03 12:00 @ 46,227.85 | 4h | −$10.17 | -0.42% | reverse |
| 75 | long | 2022-04-03 16:00 @ 46,407.28 | 2022-04-04 02:00 @ 45,831.03 | 10h | −$32.71 | -1.36% | signal |
| 76 | short | 2022-04-04 04:00 @ 45,981.10 | 2022-04-04 22:00 @ 46,451.89 | 18h | −$26.46 | -1.10% | signal |
| 77 | long | 2022-04-05 00:00 @ 46,590.22 | 2022-04-05 14:00 @ 46,401.42 | 14h | −$12.54 | -0.53% | signal |
| 78 | short | 2022-04-05 18:00 @ 45,931.61 | 2022-04-07 12:00 @ 43,748.65 | 1d 18h | $112.19 | +4.70% | signal |
| 79 | short | 2022-04-08 14:00 @ 42,889.42 | 2022-04-08 14:00 @ 43,925.84 | 0m | −$60.77 | -2.52% | stop loss |
| 80 | short | 2022-04-08 20:00 @ 42,713.46 | 2022-04-09 18:00 @ 42,565.71 | 22h | $6.60 | +0.28% | signal |
| 81 | short | 2022-04-10 08:00 @ 42,601.58 | 2022-04-10 16:00 @ 43,279.01 | 8h | −$40.19 | -1.67% | stop loss |
| 82 | short | 2022-04-11 02:00 @ 42,141.57 | 2022-04-12 06:00 @ 40,087.12 | 1d 4h | $114.50 | +4.79% | signal |
| 83 | short | 2022-04-12 22:00 @ 39,661.17 | 2022-04-13 14:00 @ 40,504.50 | 16h | −$53.90 | -2.23% | signal |
| 84 | short | 2022-04-14 12:00 @ 40,905.32 | 2022-04-18 14:00 @ 39,320.16 | 4d 2h | $91.00 | +3.78% | signal |
| 85 | long | 2022-04-19 12:00 @ 40,669.63 | 2022-04-20 16:00 @ 41,238.75 | 1d 4h | $31.19 | +1.28% | signal |
| 86 | long | 2022-04-21 12:00 @ 42,426.48 | 2022-04-21 16:00 @ 41,461.09 | 4h | −$57.96 | -2.38% | stop loss |
| 87 | short | 2022-04-21 22:00 @ 40,698.56 | 2022-04-23 14:00 @ 39,689.04 | 1d 16h | $56.93 | +2.35% | signal |
| 88 | short | 2022-04-24 14:00 @ 39,557.29 | 2022-04-25 18:00 @ 40,252.64 | 1d 4h | −$45.58 | -1.87% | stop loss |
| 89 | long | 2022-04-25 20:00 @ 40,212.04 | 2022-04-26 14:00 @ 39,800.04 | 18h | −$27.74 | -1.14% | signal |
| 90 | short | 2022-04-26 18:00 @ 38,367.62 | 2022-04-27 08:00 @ 39,077.81 | 14h | −$47.49 | -1.96% | signal |
| 91 | long | 2022-04-28 10:00 @ 39,756.65 | 2022-04-28 14:00 @ 39,077.88 | 4h | −$43.45 | -1.81% | signal |
| 92 | short | 2022-04-29 20:00 @ 38,307.54 | 2022-04-30 02:00 @ 38,695.84 | 6h | −$26.90 | -1.12% | signal |
| 93 | short | 2022-04-30 16:00 @ 38,432.11 | 2022-05-01 16:00 @ 38,478.09 | 1d | −$5.05 | -0.21% | signal |
| 94 | short | 2022-05-01 22:00 @ 38,319.43 | 2022-05-02 06:00 @ 38,997.20 | 8h | −$44.38 | -1.86% | signal |
| 95 | long | 2022-05-02 08:00 @ 38,877.37 | 2022-05-02 12:00 @ 38,508.20 | 4h | −$25.13 | -1.06% | signal |
| 96 | short | 2022-05-02 20:00 @ 38,544.29 | 2022-05-04 08:00 @ 38,680.83 | 1d 12h | −$9.83 | -0.41% | signal |
| 97 | long | 2022-05-04 10:00 @ 38,880.67 | 2022-05-05 10:00 @ 39,479.30 | 1d | $33.33 | +1.41% | signal |
| 98 | short | 2022-05-05 16:00 @ 36,879.12 | 2022-05-10 06:00 @ 31,818.46 | 4d 14h | $324.82 | +13.68% | signal |
| 99 | short | 2022-05-10 12:00 @ 31,616.78 | 2022-05-13 02:00 @ 29,512.40 | 2d 14h | $159.79 | +6.51% | signal |
| 100 | short | 2022-05-13 20:00 @ 30,069.98 | 2022-05-14 18:00 @ 29,605.92 | 22h | $36.78 | +1.47% | signal |
| 101 | short | 2022-05-15 06:00 @ 29,777.94 | 2022-05-15 12:00 @ 30,231.95 | 6h | −$40.47 | -1.62% | signal |
| 102 | long | 2022-05-15 14:00 @ 30,179.13 | 2022-05-16 04:00 @ 30,308.84 | 14h | $7.74 | +0.31% | signal |
| 103 | short | 2022-05-16 08:00 @ 29,566.79 | 2022-05-16 22:00 @ 30,168.53 | 14h | −$53.00 | -2.12% | signal |
| 104 | long | 2022-05-17 06:00 @ 30,451.69 | 2022-05-17 16:00 @ 30,124.67 | 10h | −$29.13 | -1.17% | signal |
| 105 | short | 2022-05-17 18:00 @ 30,061.89 | 2022-05-19 12:00 @ 29,488.10 | 1d 18h | $44.70 | +1.80% | signal |
| 106 | long | 2022-05-19 16:00 @ 30,392.48 | 2022-05-20 14:00 @ 29,311.73 | 22h | −$91.59 | -3.68% | stop loss |
| 107 | short | 2022-05-20 16:00 @ 29,135.57 | 2022-05-21 08:00 @ 29,416.98 | 16h | −$26.04 | -1.06% | signal |
| 108 | short | 2022-05-22 06:00 @ 29,349.83 | 2022-05-22 08:00 @ 29,952.25 | 2h | −$53.02 | -2.16% | stop loss |
| 109 | long | 2022-05-22 10:00 @ 30,138.53 | 2022-05-23 18:00 @ 29,436.53 | 1d 8h | −$60.35 | -2.47% | stop loss |
| 110 | short | 2022-05-23 22:00 @ 29,324.03 | 2022-05-24 06:00 @ 29,338.67 | 8h | −$3.94 | -0.16% | signal |
| 111 | short | 2022-05-24 10:00 @ 29,325.63 | 2022-05-25 00:00 @ 29,648.93 | 14h | −$29.15 | -1.20% | signal |
| 112 | short | 2022-05-26 10:00 @ 29,172.96 | 2022-05-26 18:00 @ 29,632.73 | 8h | −$40.59 | -1.68% | signal |
| 113 | short | 2022-05-27 02:00 @ 28,945.91 | 2022-05-27 14:00 @ 29,312.06 | 12h | −$32.69 | -1.36% | signal |
| 114 | short | 2022-05-27 18:00 @ 28,376.92 | 2022-05-28 14:00 @ 29,071.91 | 20h | −$60.84 | -2.53% | signal |
| 115 | short | 2022-05-29 04:00 @ 28,964.11 | 2022-05-29 12:00 @ 29,209.84 | 8h | −$22.42 | -0.94% | signal |
| 116 | long | 2022-05-29 14:00 @ 29,329.46 | 2022-05-29 20:00 @ 29,113.58 | 6h | −$20.15 | -0.85% | signal |
| 117 | long | 2022-05-30 02:00 @ 29,767.45 | 2022-05-31 14:00 @ 31,378.72 | 1d 12h | $125.26 | +5.27% | signal |
| 118 | long | 2022-06-01 02:00 @ 31,921.28 | 2022-06-01 14:00 @ 31,083.16 | 12h | −$65.86 | -2.73% | stop loss |
| 119 | short | 2022-06-01 18:00 @ 30,157.27 | 2022-06-02 08:00 @ 29,958.79 | 14h | $13.33 | +0.56% | signal |
| 120 | short | 2022-06-03 08:00 @ 30,418.12 | 2022-06-03 22:00 @ 29,794.86 | 14h | $46.84 | +1.96% | signal |
| 121 | short | 2022-06-04 04:00 @ 29,537.39 | 2022-06-04 16:00 @ 29,845.87 | 12h | −$27.45 | -1.14% | signal |
| 122 | short | 2022-06-05 10:00 @ 29,620.37 | 2022-06-05 16:00 @ 29,964.39 | 6h | −$30.30 | -1.26% | signal |
| 123 | long | 2022-06-06 04:00 @ 31,241.25 | 2022-06-07 00:00 @ 30,599.91 | 20h | −$52.19 | -2.18% | stop loss |
| 124 | short | 2022-06-07 04:00 @ 29,541.59 | 2022-06-07 16:00 @ 29,881.98 | 12h | −$30.06 | -1.26% | signal |
| 125 | long | 2022-06-07 22:00 @ 31,404.88 | 2022-06-07 22:00 @ 30,326.63 | 0m | −$83.79 | -3.53% | stop loss |
| 126 | short | 2022-06-08 20:00 @ 30,120.17 | 2022-06-09 08:00 @ 30,483.50 | 12h | −$30.50 | -1.30% | signal |
| 127 | long | 2022-06-09 10:00 @ 30,540.11 | 2022-06-09 14:00 @ 30,151.77 | 4h | −$32.13 | -1.37% | signal |
| 128 | short | 2022-06-09 22:00 @ 30,119.77 | 2022-06-12 16:00 @ 28,083.42 | 2d 18h | $156.62 | +6.70% | signal |
| 129 | short | 2022-06-12 22:00 @ 27,354.83 | 2022-06-15 14:00 @ 21,551.31 | 2d 16h | $501.40 | +21.11% | signal |
| 130 | short | 2022-06-16 06:00 @ 21,927.61 | 2022-06-17 08:00 @ 21,092.12 | 1d 2h | $92.74 | +3.71% | signal |
| 131 | short | 2022-06-17 14:00 @ 20,786.84 | 2022-06-19 10:00 @ 18,998.20 | 1d 20h | $215.25 | +8.53% | signal |
| 132 | long | 2022-06-19 22:00 @ 20,391.18 | 2022-06-20 18:00 @ 19,964.71 | 20h | −$56.61 | -2.20% | signal |
| 133 | short | 2022-06-20 20:00 @ 20,060.39 | 2022-06-21 00:00 @ 20,574.11 | 4h | −$68.24 | -2.66% | reverse |
| 134 | long | 2022-06-21 08:00 @ 21,112.02 | 2022-06-22 02:00 @ 20,400.82 | 18h | −$88.46 | -3.47% | signal |
| 135 | short | 2022-06-22 04:00 @ 20,304.94 | 2022-06-22 14:00 @ 20,719.54 | 10h | −$54.16 | -2.15% | signal |
| 136 | long | 2022-06-23 10:00 @ 20,742.85 | 2022-06-23 16:00 @ 20,335.83 | 6h | −$51.75 | -2.06% | signal |
| 137 | short | 2022-06-23 18:00 @ 20,301.84 | 2022-06-23 20:00 @ 20,904.58 | 2h | −$76.68 | -3.07% | signal |
| 138 | long | 2022-06-23 22:00 @ 20,680.54 | 2022-06-25 14:00 @ 21,154.67 | 1d 16h | $53.34 | +2.15% | signal |
| 139 | long | 2022-06-25 22:00 @ 21,512.30 | 2022-06-27 00:00 @ 21,024.89 | 1d 2h | −$59.43 | -2.39% | signal |
| 140 | short | 2022-06-27 02:00 @ 21,075.78 | 2022-06-27 06:00 @ 21,177.33 | 4h | −$14.42 | -0.58% | reverse |
| 141 | long | 2022-06-27 08:00 @ 21,359.17 | 2022-06-27 12:00 @ 20,803.58 | 4h | −$66.86 | -2.70% | stop loss |
| 142 | short | 2022-06-27 14:00 @ 20,725.85 | 2022-06-28 10:00 @ 21,054.21 | 20h | −$41.45 | -1.69% | signal |
| 143 | short | 2022-06-28 18:00 @ 20,618.28 | 2022-06-29 20:00 @ 20,216.84 | 1d 2h | $45.63 | +1.87% | signal |
| 144 | short | 2022-06-30 02:00 @ 20,004.30 | 2022-07-01 00:00 @ 19,927.28 | 22h | $6.51 | +0.27% | signal |
| 145 | long | 2022-07-01 02:00 @ 20,415.48 | 2022-07-01 04:00 @ 19,439.78 | 2h | −$119.93 | -4.88% | stop loss |
| 146 | short | 2022-07-02 02:00 @ 19,216.26 | 2022-07-03 18:00 @ 19,216.74 | 1d 16h | −$1.93 | -0.08% | signal |
| 147 | long | 2022-07-03 20:00 @ 19,487.40 | 2022-07-04 02:00 @ 19,211.56 | 6h | −$36.98 | -1.52% | reverse |
| 148 | short | 2022-07-04 04:00 @ 19,090.18 | 2022-07-04 10:00 @ 19,361.97 | 6h | −$36.77 | -1.52% | signal |
| 149 | long | 2022-07-04 12:00 @ 19,798.16 | 2022-07-05 10:00 @ 19,754.45 | 22h | −$8.15 | -0.34% | signal |
| 150 | short | 2022-07-05 12:00 @ 19,510.40 | 2022-07-05 18:00 @ 19,695.84 | 6h | −$25.31 | -1.05% | reverse |
| 151 | long | 2022-07-05 20:00 @ 20,396.98 | 2022-07-07 06:00 @ 20,291.54 | 1d 10h | −$15.61 | -0.65% | signal |
| 152 | long | 2022-07-07 18:00 @ 20,903.78 | 2022-07-08 10:00 @ 21,560.49 | 16h | $72.65 | +3.03% | signal |
| 153 | short | 2022-07-10 14:00 @ 21,071.18 | 2022-07-13 08:00 @ 19,703.74 | 2d 18h | $155.54 | +6.44% | signal |
| 154 | long | 2022-07-14 02:00 @ 20,271.95 | 2022-07-14 08:00 @ 19,977.30 | 6h | −$38.12 | -1.55% | signal |
| 155 | short | 2022-07-14 10:00 @ 19,806.44 | 2022-07-14 16:00 @ 20,383.48 | 6h | −$73.73 | -3.01% | signal |
| 156 | long | 2022-07-14 18:00 @ 20,727.34 | 2022-07-16 02:00 @ 20,705.36 | 1d 8h | −$5.44 | -0.22% | signal |
| 157 | long | 2022-07-16 12:00 @ 20,608.82 | 2022-07-17 14:00 @ 21,104.88 | 1d 2h | $55.46 | +2.29% | signal |
| 158 | long | 2022-07-18 06:00 @ 21,856.37 | 2022-07-18 18:00 @ 21,870.03 | 12h | −$1.41 | -0.06% | signal |
| 159 | long | 2022-07-19 02:00 @ 22,057.61 | 2022-07-21 04:00 @ 22,769.85 | 2d 2h | $74.80 | +3.07% | signal |
| 160 | long | 2022-07-22 10:00 @ 23,444.79 | 2022-07-22 18:00 @ 23,004.80 | 8h | −$48.69 | -1.98% | signal |
| 161 | short | 2022-07-22 20:00 @ 22,574.48 | 2022-07-23 06:00 @ 22,898.48 | 10h | −$37.34 | -1.53% | signal |
| 162 | short | 2022-07-23 10:00 @ 22,651.17 | 2022-07-24 00:00 @ 22,444.59 | 14h | $20.03 | +0.82% | signal |
| 163 | short | 2022-07-25 04:00 @ 21,853.73 | 2022-07-25 22:00 @ 22,024.80 | 18h | −$21.48 | -0.88% | signal |
| 164 | short | 2022-07-26 02:00 @ 21,059.69 | 2022-07-27 00:00 @ 21,245.25 | 22h | −$23.61 | -0.97% | signal |
| 165 | long | 2022-07-27 20:00 @ 22,768.35 | 2022-07-29 12:00 @ 23,712.46 | 1d 16h | $97.05 | +3.99% | signal |
| 166 | long | 2022-07-30 10:00 @ 23,908.88 | 2022-07-31 00:00 @ 23,625.27 | 14h | −$31.81 | -1.30% | signal |
| 167 | short | 2022-08-01 08:00 @ 23,308.64 | 2022-08-02 18:00 @ 23,180.24 | 1d 10h | $12.05 | +0.49% | signal |
| 168 | long | 2022-08-03 10:00 @ 23,378.77 | 2022-08-03 22:00 @ 22,794.26 | 12h | −$63.77 | -2.60% | stop loss |
| 169 | short | 2022-08-04 00:00 @ 22,796.94 | 2022-08-05 02:00 @ 22,880.48 | 1d 2h | −$11.24 | -0.46% | signal |
| 170 | long | 2022-08-05 04:00 @ 23,163.13 | 2022-08-05 14:00 @ 23,038.59 | 10h | −$15.66 | -0.64% | signal |
| 171 | short | 2022-08-05 20:00 @ 22,918.02 | 2022-08-06 00:00 @ 23,302.66 | 4h | −$43.18 | -1.78% | signal |
| 172 | long | 2022-08-06 02:00 @ 23,219.64 | 2022-08-06 18:00 @ 23,116.38 | 16h | −$13.60 | -0.56% | signal |
| 173 | long | 2022-08-07 14:00 @ 23,146.93 | 2022-08-09 10:00 @ 23,460.51 | 1d 20h | $29.19 | +1.21% | signal |
| 174 | short | 2022-08-09 12:00 @ 23,253.05 | 2022-08-09 22:00 @ 23,182.04 | 10h | $5.21 | +0.22% | signal |
| 175 | long | 2022-08-10 14:00 @ 24,016.90 | 2022-08-11 16:00 @ 24,331.53 | 1d 2h | $28.63 | +1.18% | signal |
| 176 | long | 2022-08-12 18:00 @ 23,997.40 | 2022-08-14 14:00 @ 24,458.21 | 1d 20h | $43.95 | +1.81% | signal |
| 177 | short | 2022-08-15 10:00 @ 24,150.97 | 2022-08-17 06:00 @ 24,155.93 | 1d 20h | −$2.81 | -0.12% | signal |
| 178 | short | 2022-08-17 12:00 @ 23,732.35 | 2022-08-18 10:00 @ 23,524.70 | 22h | $19.58 | +0.80% | signal |
| 179 | short | 2022-08-18 18:00 @ 23,259.25 | 2022-08-20 08:00 @ 21,299.46 | 1d 14h | $203.71 | +8.34% | signal |
| 180 | short | 2022-08-20 22:00 @ 21,102.38 | 2022-08-21 10:00 @ 21,427.38 | 12h | −$41.07 | -1.65% | signal |
| 181 | short | 2022-08-22 08:00 @ 21,084.98 | 2022-08-22 16:00 @ 21,392.28 | 8h | −$38.79 | -1.56% | signal |
| 182 | short | 2022-08-23 06:00 @ 20,951.01 | 2022-08-23 08:00 @ 21,498.83 | 2h | −$67.31 | -2.72% | stop loss |
| 183 | short | 2022-08-24 04:00 @ 21,248.85 | 2022-08-24 16:00 @ 21,609.92 | 12h | −$44.35 | -1.80% | signal |
| 184 | long | 2022-08-24 18:00 @ 21,629.22 | 2022-08-25 00:00 @ 21,350.73 | 6h | −$33.93 | -1.39% | signal |
| 185 | long | 2022-08-25 10:00 @ 21,701.84 | 2022-08-25 16:00 @ 21,552.69 | 6h | −$19.19 | -0.79% | signal |
| 186 | long | 2022-08-25 22:00 @ 21,579.11 | 2022-08-26 02:00 @ 21,545.19 | 4h | −$6.22 | -0.26% | reverse |
| 187 | short | 2022-08-26 08:00 @ 21,434.01 | 2022-08-26 12:00 @ 21,802.00 | 4h | −$44.12 | -1.81% | stop loss |
| 188 | short | 2022-08-26 18:00 @ 20,634.47 | 2022-08-29 14:00 @ 20,070.91 | 2d 20h | $62.56 | +2.58% | signal |
| 189 | short | 2022-08-29 22:00 @ 20,186.46 | 2022-08-30 06:00 @ 20,408.08 | 8h | −$29.17 | -1.20% | signal |
| 190 | long | 2022-08-30 08:00 @ 20,427.38 | 2022-08-30 14:00 @ 20,260.15 | 6h | −$22.22 | -0.91% | signal |
| 191 | short | 2022-08-30 16:00 @ 19,739.75 | 2022-08-31 00:00 @ 20,242.57 | 8h | −$64.38 | -2.66% | stop loss |
| 192 | long | 2022-08-31 04:00 @ 20,396.78 | 2022-08-31 10:00 @ 20,164.97 | 6h | −$29.89 | -1.24% | signal |
| 193 | long | 2022-08-31 14:00 @ 20,299.66 | 2022-09-01 02:00 @ 20,112.78 | 12h | −$24.82 | -1.03% | reverse |
| 194 | short | 2022-09-01 16:00 @ 19,771.74 | 2022-09-01 22:00 @ 20,077.61 | 6h | −$39.36 | -1.64% | signal |
| 195 | long | 2022-09-02 16:00 @ 20,348.87 | 2022-09-02 16:00 @ 19,810.69 | 0m | −$65.50 | -2.75% | stop loss |
| 196 | short | 2022-09-02 20:00 @ 19,895.32 | 2022-09-04 12:00 @ 19,846.97 | 1d 16h | $3.78 | +0.16% | signal |
| 197 | long | 2022-09-06 08:00 @ 19,904.68 | 2022-09-06 14:00 @ 19,771.14 | 6h | −$18.26 | -0.77% | reverse |
| 198 | short | 2022-09-06 16:00 @ 19,806.24 | 2022-09-07 18:00 @ 18,989.80 | 1d 2h | $95.00 | +4.02% | signal |
| 199 | long | 2022-09-09 04:00 @ 19,939.99 | 2022-09-10 14:00 @ 21,162.77 | 1d 10h | $142.95 | +5.99% | signal |
| 200 | long | 2022-09-10 20:00 @ 21,573.71 | 2022-09-13 02:00 @ 22,225.85 | 2d 6h | $69.27 | +2.86% | 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.