[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2022-09-13 08:00 @ 22,272.35 | 2022-09-13 12:00 @ 21,667.77 | 4h | −$68.91 | -2.82% | stop loss |
| 202 | short | 2022-09-13 18:00 @ 20,750.05 | 2022-09-16 12:00 @ 19,860.07 | 2d 18h | $102.07 | +4.21% | signal |
| 203 | short | 2022-09-17 08:00 @ 19,830.13 | 2022-09-17 16:00 @ 19,955.69 | 8h | −$17.86 | -0.73% | signal |
| 204 | short | 2022-09-18 04:00 @ 19,987.00 | 2022-09-19 14:00 @ 19,099.62 | 1d 10h | $106.29 | +4.35% | signal |
| 205 | short | 2022-09-20 04:00 @ 19,349.93 | 2022-09-21 12:00 @ 19,159.33 | 1d 8h | $22.23 | +0.90% | signal |
| 206 | short | 2022-09-22 00:00 @ 18,443.81 | 2022-09-22 08:00 @ 18,927.58 | 8h | −$67.76 | -2.74% | signal |
| 207 | short | 2022-09-23 10:00 @ 19,070.99 | 2022-09-23 22:00 @ 19,003.70 | 12h | $6.10 | +0.25% | signal |
| 208 | long | 2022-09-24 00:00 @ 19,284.56 | 2022-09-24 08:00 @ 18,981.80 | 8h | −$41.15 | -1.67% | signal |
| 209 | long | 2022-09-25 08:00 @ 19,092.92 | 2022-09-25 14:00 @ 18,921.51 | 6h | −$24.53 | -1.00% | signal |
| 210 | short | 2022-09-25 16:00 @ 18,974.60 | 2022-09-26 10:00 @ 19,080.42 | 18h | −$15.95 | -0.65% | signal |
| 211 | long | 2022-09-26 16:00 @ 19,107.62 | 2022-09-27 16:00 @ 19,881.32 | 1d | $95.92 | +3.93% | signal |
| 212 | short | 2022-09-27 18:00 @ 18,943.21 | 2022-09-28 12:00 @ 18,951.39 | 18h | −$3.53 | -0.14% | signal |
| 213 | long | 2022-09-28 16:00 @ 19,481.80 | 2022-09-29 14:00 @ 18,977.10 | 22h | −$66.72 | -2.71% | signal |
| 214 | long | 2022-09-30 00:00 @ 19,586.42 | 2022-09-30 22:00 @ 19,348.23 | 22h | −$32.93 | -1.35% | signal |
| 215 | short | 2022-10-01 08:00 @ 19,301.64 | 2022-10-02 20:00 @ 19,257.45 | 1d 12h | $3.94 | +0.16% | signal |
| 216 | long | 2022-10-03 16:00 @ 19,333.87 | 2022-10-05 14:00 @ 19,911.42 | 1d 22h | $68.91 | +2.82% | signal |
| 217 | long | 2022-10-05 20:00 @ 20,116.52 | 2022-10-06 10:00 @ 20,088.78 | 14h | −$6.34 | -0.26% | signal |
| 218 | long | 2022-10-07 04:00 @ 19,980.10 | 2022-10-07 12:00 @ 19,596.80 | 8h | −$49.79 | -2.03% | stop loss |
| 219 | short | 2022-10-08 06:00 @ 19,495.80 | 2022-10-09 12:00 @ 19,464.79 | 1d 6h | $1.85 | +0.08% | signal |
| 220 | short | 2022-10-10 08:00 @ 19,397.42 | 2022-10-11 12:00 @ 19,153.73 | 1d 4h | $29.14 | +1.19% | signal |
| 221 | short | 2022-10-13 04:00 @ 19,076.88 | 2022-10-13 18:00 @ 19,152.53 | 14h | −$11.83 | -0.48% | signal |
| 222 | long | 2022-10-13 20:00 @ 19,364.77 | 2022-10-14 16:00 @ 19,349.03 | 20h | −$4.77 | -0.19% | signal |
| 223 | short | 2022-10-14 20:00 @ 19,156.27 | 2022-10-16 02:00 @ 19,138.63 | 1d 6h | $0.18 | +0.01% | signal |
| 224 | long | 2022-10-17 08:00 @ 19,288.86 | 2022-10-18 16:00 @ 19,360.23 | 1d 8h | $5.83 | +0.24% | signal |
| 225 | short | 2022-10-19 08:00 @ 19,206.16 | 2022-10-21 16:00 @ 19,162.43 | 2d 8h | $4.28 | +0.17% | signal |
| 226 | long | 2022-10-21 20:00 @ 19,182.64 | 2022-10-22 04:00 @ 19,138.17 | 8h | −$8.22 | -0.34% | reverse |
| 227 | long | 2022-10-22 12:00 @ 19,172.73 | 2022-10-23 08:00 @ 19,147.77 | 20h | −$5.73 | -0.23% | signal |
| 228 | long | 2022-10-23 22:00 @ 19,537.01 | 2022-10-24 04:00 @ 19,315.44 | 6h | −$30.41 | -1.24% | stop loss |
| 229 | long | 2022-10-24 12:00 @ 19,416.38 | 2022-10-24 14:00 @ 19,175.38 | 2h | −$32.69 | -1.34% | stop loss |
| 230 | long | 2022-10-25 06:00 @ 19,334.57 | 2022-10-25 10:00 @ 19,250.85 | 4h | −$13.17 | -0.54% | signal |
| 231 | long | 2022-10-25 16:00 @ 19,744.25 | 2022-10-27 22:00 @ 20,391.62 | 2d 6h | $76.78 | +3.16% | signal |
| 232 | long | 2022-10-29 10:00 @ 20,948.59 | 2022-10-30 10:00 @ 20,679.56 | 1d | −$33.96 | -1.39% | signal |
| 233 | short | 2022-10-31 02:00 @ 20,508.00 | 2022-10-31 10:00 @ 20,708.84 | 8h | −$26.23 | -1.08% | signal |
| 234 | short | 2022-10-31 16:00 @ 20,386.42 | 2022-11-01 08:00 @ 20,594.32 | 16h | −$27.23 | -1.12% | signal |
| 235 | long | 2022-11-01 10:00 @ 20,588.12 | 2022-11-01 14:00 @ 20,407.12 | 4h | −$23.73 | -0.98% | signal |
| 236 | short | 2022-11-01 16:00 @ 20,431.51 | 2022-11-02 02:00 @ 20,500.20 | 10h | −$10.40 | -0.43% | signal |
| 237 | short | 2022-11-03 10:00 @ 20,305.84 | 2022-11-04 02:00 @ 20,280.76 | 16h | $0.84 | +0.03% | signal |
| 238 | long | 2022-11-04 06:00 @ 20,435.89 | 2022-11-05 10:00 @ 21,276.74 | 1d 4h | $96.52 | +4.00% | signal |
| 239 | short | 2022-11-07 00:00 @ 20,895.82 | 2022-11-07 20:00 @ 20,840.57 | 20h | $4.69 | +0.19% | signal |
| 240 | short | 2022-11-08 00:00 @ 20,574.38 | 2022-11-10 06:00 @ 16,692.74 | 2d 6h | $455.62 | +18.66% | signal |
| 241 | short | 2022-11-11 04:00 @ 17,048.99 | 2022-11-12 00:00 @ 17,061.81 | 20h | −$4.81 | -0.19% | signal |
| 242 | short | 2022-11-12 06:00 @ 16,691.86 | 2022-11-13 04:00 @ 16,909.18 | 22h | −$35.71 | -1.40% | signal |
| 243 | short | 2022-11-13 08:00 @ 16,762.05 | 2022-11-14 08:00 @ 16,816.46 | 1d | −$11.02 | -0.43% | signal |
| 244 | short | 2022-11-14 18:00 @ 16,570.29 | 2022-11-15 04:00 @ 16,812.36 | 10h | −$39.98 | -1.57% | signal |
| 245 | short | 2022-11-16 10:00 @ 16,732.75 | 2022-11-17 00:00 @ 16,654.03 | 14h | $9.22 | +0.36% | signal |
| 246 | short | 2022-11-17 06:00 @ 16,567.59 | 2022-11-18 00:00 @ 16,986.40 | 18h | −$66.91 | -2.64% | stop loss |
| 247 | short | 2022-11-18 10:00 @ 16,728.15 | 2022-11-19 12:00 @ 16,672.63 | 1d 2h | $6.20 | +0.25% | signal |
| 248 | long | 2022-11-20 00:00 @ 16,696.34 | 2022-11-20 04:00 @ 16,669.57 | 4h | −$6.54 | -0.26% | reverse |
| 249 | short | 2022-11-20 12:00 @ 16,514.30 | 2022-11-22 14:00 @ 16,165.63 | 2d 2h | $50.73 | +2.01% | signal |
| 250 | long | 2022-11-24 02:00 @ 16,740.85 | 2022-11-24 10:00 @ 16,590.18 | 8h | −$25.34 | -1.00% | signal |
| 251 | short | 2022-11-25 06:00 @ 16,349.83 | 2022-11-25 12:00 @ 16,526.80 | 6h | −$29.85 | -1.18% | signal |
| 252 | long | 2022-11-25 22:00 @ 16,497.00 | 2022-11-26 16:00 @ 16,503.10 | 18h | −$1.62 | -0.06% | signal |
| 253 | long | 2022-11-27 06:00 @ 16,533.51 | 2022-11-28 00:00 @ 16,419.22 | 18h | −$19.92 | -0.79% | signal |
| 254 | short | 2022-11-28 04:00 @ 16,165.77 | 2022-11-29 04:00 @ 16,397.98 | 1d | −$38.47 | -1.53% | stop loss |
| 255 | short | 2022-11-29 16:00 @ 16,381.62 | 2022-11-29 22:00 @ 16,459.29 | 6h | −$14.26 | -0.57% | reverse |
| 256 | long | 2022-11-30 00:00 @ 16,436.59 | 2022-11-30 14:00 @ 16,799.54 | 14h | $52.44 | +2.10% | signal |
| 257 | long | 2022-12-02 08:00 @ 16,950.39 | 2022-12-02 14:00 @ 16,878.12 | 6h | −$13.28 | -0.53% | signal |
| 258 | long | 2022-12-02 22:00 @ 17,006.30 | 2022-12-03 08:00 @ 16,951.31 | 10h | −$10.70 | -0.43% | signal |
| 259 | short | 2022-12-04 00:00 @ 16,876.12 | 2022-12-04 04:00 @ 17,070.86 | 4h | −$31.27 | -1.25% | stop loss |
| 260 | long | 2022-12-04 18:00 @ 17,047.71 | 2022-12-05 14:00 @ 17,219.96 | 20h | $22.83 | +0.91% | signal |
| 261 | long | 2022-12-06 02:00 @ 17,025.80 | 2022-12-07 06:00 @ 16,783.70 | 1d 4h | −$38.44 | -1.54% | stop loss |
| 262 | short | 2022-12-07 08:00 @ 16,752.05 | 2022-12-08 12:00 @ 16,845.37 | 1d 4h | −$16.33 | -0.65% | signal |
| 263 | long | 2022-12-08 18:00 @ 16,960.29 | 2022-12-09 14:00 @ 17,139.87 | 20h | $23.72 | +0.95% | signal |
| 264 | long | 2022-12-10 02:00 @ 17,147.33 | 2022-12-10 22:00 @ 17,112.58 | 20h | −$7.58 | -0.30% | signal |
| 265 | long | 2022-12-11 04:00 @ 17,151.03 | 2022-12-11 22:00 @ 17,101.68 | 18h | −$9.70 | -0.39% | signal |
| 266 | short | 2022-12-12 00:00 @ 17,073.88 | 2022-12-12 10:00 @ 16,956.59 | 10h | $14.75 | +0.59% | signal |
| 267 | long | 2022-12-12 22:00 @ 17,170.93 | 2022-12-14 20:00 @ 17,785.94 | 1d 22h | $85.65 | +3.43% | signal |
| 268 | short | 2022-12-15 16:00 @ 17,420.52 | 2022-12-16 08:00 @ 17,500.10 | 16h | −$13.76 | -0.55% | signal |
| 269 | short | 2022-12-16 12:00 @ 17,015.30 | 2022-12-17 08:00 @ 16,741.25 | 20h | $37.98 | +1.51% | signal |
| 270 | short | 2022-12-17 16:00 @ 16,688.96 | 2022-12-18 00:00 @ 16,771.45 | 8h | −$14.75 | -0.58% | signal |
| 271 | short | 2022-12-19 04:00 @ 16,670.17 | 2022-12-20 02:00 @ 16,860.70 | 22h | −$30.98 | -1.23% | stop loss |
| 272 | short | 2022-12-22 16:00 @ 16,628.17 | 2022-12-22 20:00 @ 16,825.42 | 4h | −$32.13 | -1.28% | stop loss |
| 273 | long | 2022-12-23 12:00 @ 16,840.67 | 2022-12-24 00:00 @ 16,772.94 | 12h | −$12.78 | -0.51% | signal |
| 274 | long | 2022-12-24 04:00 @ 16,836.67 | 2022-12-25 14:00 @ 16,800.94 | 1d 10h | −$8.13 | -0.33% | signal |
| 275 | long | 2022-12-26 04:00 @ 16,890.58 | 2022-12-26 10:00 @ 16,821.73 | 6h | −$12.55 | -0.50% | signal |
| 276 | long | 2022-12-26 20:00 @ 16,838.27 | 2022-12-27 12:00 @ 16,820.24 | 16h | −$5.41 | -0.22% | signal |
| 277 | short | 2022-12-27 14:00 @ 16,807.74 | 2022-12-29 10:00 @ 16,590.42 | 1d 20h | $30.66 | +1.23% | signal |
| 278 | short | 2022-12-29 20:00 @ 16,604.68 | 2022-12-30 16:00 @ 16,551.01 | 20h | $6.01 | +0.24% | signal |
| 279 | short | 2022-12-31 04:00 @ 16,545.69 | 2022-12-31 14:00 @ 16,601.02 | 10h | −$10.62 | -0.42% | signal |
| 280 | short | 2022-12-31 20:00 @ 16,560.99 | 2023-01-01 12:00 @ 16,553.11 | 16h | −$0.81 | -0.03% | signal |
| 281 | long | 2023-01-01 20:00 @ 16,599.42 | 2023-01-02 02:00 @ 16,553.19 | 6h | −$9.42 | -0.38% | signal |
| 282 | long | 2023-01-03 08:00 @ 16,726.44 | 2023-01-03 16:00 @ 16,667.57 | 8h | −$11.51 | -0.46% | signal |
| 283 | long | 2023-01-04 00:00 @ 16,670.63 | 2023-01-04 14:00 @ 16,816.84 | 14h | $19.12 | +0.77% | signal |
| 284 | short | 2023-01-06 12:00 @ 16,728.15 | 2023-01-06 16:00 @ 16,837.47 | 4h | −$18.84 | -0.75% | signal |
| 285 | long | 2023-01-06 18:00 @ 16,818.36 | 2023-01-07 12:00 @ 16,908.92 | 18h | $10.85 | +0.43% | signal |
| 286 | long | 2023-01-07 22:00 @ 16,934.89 | 2023-01-09 22:00 @ 17,169.07 | 2d | $31.28 | +1.25% | signal |
| 287 | long | 2023-01-10 22:00 @ 17,456.99 | 2023-01-11 16:00 @ 17,321.73 | 18h | −$22.03 | -0.88% | signal |
| 288 | long | 2023-01-11 22:00 @ 17,551.01 | 2023-01-14 10:00 @ 20,538.29 | 2d 12h | $419.59 | +16.79% | signal |
| 289 | long | 2023-01-15 00:00 @ 20,966.99 | 2023-01-16 10:00 @ 20,830.73 | 1d 10h | −$21.23 | -0.82% | signal |
| 290 | long | 2023-01-16 20:00 @ 21,318.76 | 2023-01-17 02:00 @ 21,039.69 | 6h | −$36.86 | -1.42% | signal |
| 291 | short | 2023-01-19 00:00 @ 20,675.96 | 2023-01-19 16:00 @ 20,874.97 | 16h | −$27.01 | -1.04% | signal |
| 292 | long | 2023-01-19 22:00 @ 20,933.99 | 2023-01-22 00:00 @ 22,777.24 | 2d 2h | $223.08 | +8.64% | signal |
| 293 | long | 2023-01-22 08:00 @ 22,897.78 | 2023-01-22 20:00 @ 22,335.95 | 12h | −$67.87 | -2.57% | stop loss |
| 294 | long | 2023-01-23 02:00 @ 22,699.24 | 2023-01-24 10:00 @ 22,840.63 | 1d 8h | $12.64 | +0.48% | signal |
| 295 | short | 2023-01-25 02:00 @ 22,482.90 | 2023-01-25 08:00 @ 22,708.44 | 6h | −$28.97 | -1.10% | reverse |
| 296 | short | 2023-01-25 12:00 @ 22,591.28 | 2023-01-25 20:00 @ 22,747.95 | 8h | −$20.52 | -0.78% | reverse |
| 297 | long | 2023-01-25 22:00 @ 23,598.02 | 2023-01-25 22:00 @ 22,918.87 | 0m | −$77.76 | -2.98% | stop loss |
| 298 | long | 2023-01-26 00:00 @ 23,065.21 | 2023-01-26 08:00 @ 22,956.71 | 8h | −$15.04 | -0.58% | signal |
| 299 | long | 2023-01-26 16:00 @ 22,951.79 | 2023-01-27 02:00 @ 22,635.37 | 10h | −$38.78 | -1.50% | signal |
| 300 | long | 2023-01-27 20:00 @ 23,251.45 | 2023-01-28 08:00 @ 22,979.70 | 12h | −$32.97 | -1.28% | signal |
| 301 | long | 2023-01-28 18:00 @ 23,017.50 | 2023-01-30 10:00 @ 23,188.26 | 1d 16h | $15.19 | +0.59% | signal |
| 302 | short | 2023-01-30 12:00 @ 23,070.58 | 2023-01-31 08:00 @ 22,972.29 | 20h | $8.91 | +0.35% | signal |
| 303 | long | 2023-01-31 16:00 @ 23,118.62 | 2023-01-31 22:00 @ 22,939.41 | 6h | −$22.80 | -0.88% | signal |
| 304 | short | 2023-02-01 10:00 @ 22,987.70 | 2023-02-01 18:00 @ 23,390.30 | 8h | −$47.37 | -1.84% | stop loss |
| 305 | long | 2023-02-02 00:00 @ 23,734.85 | 2023-02-02 22:00 @ 23,451.51 | 22h | −$33.87 | -1.32% | signal |
| 306 | short | 2023-02-03 22:00 @ 23,372.92 | 2023-02-04 12:00 @ 23,363.87 | 14h | −$1.05 | -0.04% | signal |
| 307 | long | 2023-02-04 14:00 @ 23,507.80 | 2023-02-05 00:00 @ 23,317.94 | 10h | −$23.40 | -0.92% | signal |
| 308 | short | 2023-02-05 14:00 @ 23,159.57 | 2023-02-06 16:00 @ 23,045.11 | 1d 2h | $10.79 | +0.42% | signal |
| 309 | short | 2023-02-07 00:00 @ 22,753.25 | 2023-02-07 06:00 @ 22,932.59 | 6h | −$22.38 | -0.88% | signal |
| 310 | short | 2023-02-07 16:00 @ 22,894.32 | 2023-02-07 16:00 @ 23,260.82 | 0m | −$43.00 | -1.69% | stop loss |
| 311 | long | 2023-02-08 02:00 @ 23,284.66 | 2023-02-08 12:00 @ 23,148.17 | 10h | −$17.61 | -0.70% | signal |
| 312 | short | 2023-02-08 14:00 @ 23,099.38 | 2023-02-11 14:00 @ 21,742.65 | 3d | $148.00 | +5.86% | signal |
| 313 | short | 2023-02-11 20:00 @ 21,648.27 | 2023-02-11 22:00 @ 21,820.06 | 2h | −$22.92 | -0.89% | signal |
| 314 | short | 2023-02-13 00:00 @ 21,766.65 | 2023-02-14 00:00 @ 21,770.45 | 1d | −$2.54 | -0.10% | signal |
| 315 | long | 2023-02-14 22:00 @ 22,235.05 | 2023-02-17 00:00 @ 23,521.89 | 2d 2h | $143.80 | +5.62% | signal |
| 316 | long | 2023-02-17 20:00 @ 24,531.71 | 2023-02-19 08:00 @ 24,571.68 | 1d 12h | $0.59 | +0.02% | signal |
| 317 | long | 2023-02-19 14:00 @ 24,671.03 | 2023-02-19 18:00 @ 24,348.73 | 4h | −$36.72 | -1.42% | signal |
| 318 | long | 2023-02-20 06:00 @ 24,496.70 | 2023-02-21 10:00 @ 24,792.44 | 1d 4h | $27.55 | +1.07% | signal |
| 319 | short | 2023-02-22 18:00 @ 23,733.55 | 2023-02-23 00:00 @ 24,176.13 | 6h | −$50.94 | -1.97% | signal |
| 320 | long | 2023-02-23 04:00 @ 24,449.19 | 2023-02-23 10:00 @ 23,863.03 | 6h | −$64.46 | -2.50% | stop loss |
| 321 | short | 2023-02-23 14:00 @ 23,996.50 | 2023-02-26 00:00 @ 23,150.83 | 2d 10h | $88.32 | +3.45% | signal |
| 322 | long | 2023-02-26 22:00 @ 23,553.01 | 2023-02-27 16:00 @ 23,147.53 | 18h | −$47.48 | -1.84% | stop loss |
| 323 | short | 2023-02-28 08:00 @ 23,218.76 | 2023-02-28 16:00 @ 23,515.80 | 8h | −$35.45 | -1.38% | signal |
| 324 | short | 2023-02-28 22:00 @ 23,122.07 | 2023-03-01 04:00 @ 23,436.29 | 6h | −$37.42 | -1.46% | signal |
| 325 | long | 2023-03-01 06:00 @ 23,690.84 | 2023-03-01 20:00 @ 23,338.13 | 14h | −$41.08 | -1.61% | signal |
| 326 | long | 2023-03-02 02:00 @ 23,507.50 | 2023-03-02 08:00 @ 23,377.12 | 6h | −$16.65 | -0.65% | signal |
| 327 | long | 2023-03-02 20:00 @ 23,461.39 | 2023-03-03 00:00 @ 23,038.88 | 4h | −$48.50 | -1.91% | stop loss |
| 328 | short | 2023-03-03 22:00 @ 22,224.15 | 2023-03-05 00:00 @ 22,340.27 | 1d 2h | −$15.58 | -0.62% | signal |
| 329 | short | 2023-03-05 10:00 @ 22,353.63 | 2023-03-05 14:00 @ 22,459.39 | 4h | −$14.47 | -0.57% | signal |
| 330 | short | 2023-03-06 22:00 @ 22,394.62 | 2023-03-10 14:00 @ 20,177.03 | 3d 16h | $248.36 | +9.85% | signal |
| 331 | short | 2023-03-11 08:00 @ 19,840.43 | 2023-03-11 18:00 @ 20,240.95 | 10h | −$54.87 | -2.12% | signal |
| 332 | short | 2023-03-12 16:00 @ 20,343.73 | 2023-03-12 16:00 @ 20,838.84 | 0m | −$65.23 | -2.54% | stop loss |
| 333 | long | 2023-03-12 20:00 @ 20,774.75 | 2023-03-13 10:00 @ 21,951.71 | 14h | $141.55 | +5.55% | signal |
| 334 | long | 2023-03-13 16:00 @ 24,013.80 | 2023-03-15 10:00 @ 24,523.59 | 1d 18h | $49.68 | +1.92% | signal |
| 335 | long | 2023-03-16 10:00 @ 24,660.73 | 2023-03-20 02:00 @ 27,661.87 | 3d 16h | $310.78 | +11.95% | signal |
| 336 | long | 2023-03-20 10:00 @ 28,196.24 | 2023-03-20 16:00 @ 27,674.16 | 6h | −$52.24 | -1.95% | signal |
| 337 | long | 2023-03-20 22:00 @ 27,988.60 | 2023-03-21 08:00 @ 27,485.40 | 10h | −$50.77 | -1.91% | signal |
| 338 | long | 2023-03-21 12:00 @ 28,031.71 | 2023-03-22 18:00 @ 27,147.38 | 1d 6h | −$86.44 | -3.26% | stop loss |
| 339 | short | 2023-03-23 14:00 @ 27,349.23 | 2023-03-23 14:00 @ 28,337.18 | 0m | −$97.71 | -3.71% | stop loss |
| 340 | short | 2023-03-24 12:00 @ 27,552.89 | 2023-03-24 16:00 @ 28,002.80 | 4h | −$45.19 | -1.73% | reverse |
| 341 | short | 2023-03-25 20:00 @ 27,173.96 | 2023-03-26 02:00 @ 27,586.52 | 6h | −$42.01 | -1.62% | signal |
| 342 | long | 2023-03-26 10:00 @ 27,681.14 | 2023-03-27 06:00 @ 27,701.56 | 20h | −$0.85 | -0.03% | signal |
| 343 | long | 2023-03-27 12:00 @ 27,885.48 | 2023-03-27 14:00 @ 27,338.15 | 2h | −$53.28 | -2.06% | stop loss |
| 344 | short | 2023-03-27 16:00 @ 26,881.92 | 2023-03-28 20:00 @ 27,417.58 | 1d 4h | −$53.65 | -2.09% | signal |
| 345 | long | 2023-03-29 08:00 @ 28,083.42 | 2023-03-30 16:00 @ 28,277.14 | 1d 8h | $14.31 | +0.56% | signal |
| 346 | short | 2023-03-30 18:00 @ 27,825.03 | 2023-03-31 12:00 @ 28,545.35 | 18h | −$68.80 | -2.69% | stop loss |
| 347 | long | 2023-03-31 14:00 @ 28,366.67 | 2023-04-02 12:00 @ 28,339.23 | 1d 22h | −$6.28 | -0.25% | signal |
| 348 | short | 2023-04-02 16:00 @ 28,104.48 | 2023-04-03 10:00 @ 28,324.06 | 18h | −$22.29 | -0.88% | signal |
| 349 | long | 2023-04-03 12:00 @ 28,248.95 | 2023-04-03 16:00 @ 28,028.49 | 4h | −$22.32 | -0.88% | reverse |
| 350 | short | 2023-04-03 18:00 @ 27,967.81 | 2023-04-04 08:00 @ 28,018.80 | 14h | −$7.30 | -0.29% | signal |
| 351 | long | 2023-04-04 10:00 @ 28,186.74 | 2023-04-04 16:00 @ 28,006.10 | 6h | −$18.73 | -0.74% | reverse |
| 352 | long | 2023-04-04 22:00 @ 28,221.24 | 2023-04-05 14:00 @ 28,385.62 | 16h | $11.89 | +0.47% | signal |
| 353 | short | 2023-04-05 18:00 @ 28,000.50 | 2023-04-08 04:00 @ 28,011.50 | 2d 10h | −$3.45 | -0.14% | signal |
| 354 | long | 2023-04-08 06:00 @ 28,137.53 | 2023-04-08 12:00 @ 27,992.10 | 6h | −$15.59 | -0.62% | reverse |
| 355 | short | 2023-04-08 20:00 @ 27,903.62 | 2023-04-09 02:00 @ 28,070.61 | 6h | −$17.61 | -0.70% | signal |
| 356 | short | 2023-04-09 08:00 @ 27,882.62 | 2023-04-09 18:00 @ 28,155.60 | 10h | −$27.23 | -1.08% | stop loss |
| 357 | long | 2023-04-09 20:00 @ 28,138.03 | 2023-04-10 14:00 @ 28,202.06 | 18h | $2.70 | +0.11% | signal |
| 358 | long | 2023-04-10 18:00 @ 29,159.73 | 2023-04-14 16:00 @ 30,220.65 | 3d 22h | $86.75 | +3.45% | signal |
| 359 | long | 2023-04-14 22:00 @ 30,437.89 | 2023-04-15 14:00 @ 30,314.34 | 16h | −$12.90 | -0.51% | signal |
| 360 | long | 2023-04-16 08:00 @ 30,336.87 | 2023-04-16 12:00 @ 30,214.06 | 4h | −$13.02 | -0.51% | signal |
| 361 | long | 2023-04-16 18:00 @ 30,298.06 | 2023-04-17 00:00 @ 29,964.45 | 6h | −$30.59 | -1.21% | stop loss |
| 362 | short | 2023-04-17 10:00 @ 29,864.93 | 2023-04-18 06:00 @ 29,536.01 | 20h | $25.61 | +1.02% | signal |
| 363 | long | 2023-04-18 12:00 @ 30,375.77 | 2023-04-19 08:00 @ 30,058.69 | 20h | −$29.31 | -1.16% | signal |
| 364 | short | 2023-04-19 10:00 @ 29,179.16 | 2023-04-22 06:00 @ 27,389.48 | 2d 20h | $153.38 | +6.09% | signal |
| 365 | short | 2023-04-22 10:00 @ 27,223.85 | 2023-04-22 16:00 @ 27,482.60 | 6h | −$26.88 | -1.05% | signal |
| 366 | short | 2023-04-24 08:00 @ 27,435.41 | 2023-04-25 18:00 @ 27,613.72 | 1d 10h | −$18.46 | -0.72% | signal |
| 367 | long | 2023-04-25 22:00 @ 28,255.05 | 2023-04-26 18:00 @ 27,682.85 | 20h | −$54.50 | -2.14% | stop loss |
| 368 | long | 2023-04-27 02:00 @ 28,736.05 | 2023-04-28 10:00 @ 29,181.46 | 1d 8h | $35.95 | +1.42% | signal |
| 369 | long | 2023-04-29 06:00 @ 29,351.77 | 2023-04-29 18:00 @ 29,136.57 | 12h | −$21.53 | -0.85% | signal |
| 370 | long | 2023-04-30 08:00 @ 29,257.75 | 2023-05-01 00:00 @ 28,857.67 | 16h | −$37.50 | -1.48% | stop loss |
| 371 | short | 2023-05-01 18:00 @ 28,260.45 | 2023-05-02 16:00 @ 28,526.70 | 22h | −$26.17 | -1.04% | signal |
| 372 | short | 2023-05-03 04:00 @ 28,499.80 | 2023-05-03 10:00 @ 28,659.03 | 6h | −$16.47 | -0.65% | reverse |
| 373 | short | 2023-05-03 14:00 @ 28,353.43 | 2023-05-03 20:00 @ 28,900.54 | 6h | −$50.94 | -2.02% | stop loss |
| 374 | long | 2023-05-04 00:00 @ 29,024.20 | 2023-05-04 14:00 @ 28,739.85 | 14h | −$27.52 | -1.10% | signal |
| 375 | long | 2023-05-05 04:00 @ 29,192.84 | 2023-05-05 12:00 @ 28,612.90 | 8h | −$52.31 | -2.10% | stop loss |
| 376 | long | 2023-05-05 18:00 @ 29,461.19 | 2023-05-06 04:00 @ 29,354.13 | 10h | −$11.75 | -0.47% | signal |
| 377 | short | 2023-05-06 16:00 @ 28,552.19 | 2023-05-07 00:00 @ 29,133.49 | 8h | −$52.64 | -2.12% | stop loss |
| 378 | short | 2023-05-07 20:00 @ 28,888.22 | 2023-05-09 02:00 @ 27,692.84 | 1d 6h | $99.91 | +4.05% | signal |
| 379 | short | 2023-05-10 10:00 @ 27,561.19 | 2023-05-10 12:00 @ 27,996.63 | 2h | −$41.89 | -1.68% | stop loss |
| 380 | long | 2023-05-10 14:00 @ 28,159.43 | 2023-05-10 16:00 @ 27,663.65 | 2h | −$46.24 | -1.86% | stop loss |
| 381 | short | 2023-05-11 04:00 @ 27,429.61 | 2023-05-12 14:00 @ 26,441.39 | 1d 10h | $87.05 | +3.52% | signal |
| 382 | short | 2023-05-14 02:00 @ 26,715.56 | 2023-05-14 14:00 @ 26,903.38 | 12h | −$19.94 | -0.80% | signal |
| 383 | long | 2023-05-15 08:00 @ 27,404.08 | 2023-05-16 00:00 @ 27,147.07 | 16h | −$25.75 | -1.04% | signal |
| 384 | short | 2023-05-16 02:00 @ 27,003.50 | 2023-05-17 02:00 @ 27,165.53 | 1d | −$16.94 | -0.68% | signal |
| 385 | short | 2023-05-17 08:00 @ 26,826.43 | 2023-05-17 18:00 @ 27,082.42 | 10h | −$25.83 | -1.04% | signal |
| 386 | long | 2023-05-17 20:00 @ 27,382.48 | 2023-05-18 06:00 @ 27,205.76 | 10h | −$18.65 | -0.76% | signal |
| 387 | short | 2023-05-18 18:00 @ 26,469.80 | 2023-05-18 20:00 @ 27,026.23 | 2h | −$54.31 | -2.20% | stop loss |
| 388 | short | 2023-05-19 12:00 @ 26,838.43 | 2023-05-20 10:00 @ 26,877.27 | 22h | −$5.72 | -0.23% | signal |
| 389 | long | 2023-05-20 18:00 @ 27,135.33 | 2023-05-21 08:00 @ 27,039.19 | 14h | −$11.24 | -0.46% | signal |
| 390 | long | 2023-05-23 06:00 @ 27,380.48 | 2023-05-24 02:00 @ 26,987.32 | 20h | −$38.30 | -1.56% | stop loss |
| 391 | short | 2023-05-24 04:00 @ 26,764.65 | 2023-05-26 16:00 @ 26,742.85 | 2d 12h | $0.79 | +0.03% | signal |
| 392 | long | 2023-05-27 06:00 @ 26,720.24 | 2023-05-27 14:00 @ 26,612.48 | 8h | −$12.47 | -0.51% | signal |
| 393 | long | 2023-05-27 20:00 @ 26,727.04 | 2023-05-29 16:00 @ 27,616.48 | 1d 20h | $77.30 | +3.17% | signal |
| 394 | short | 2023-05-31 06:00 @ 27,074.98 | 2023-06-01 00:00 @ 27,206.54 | 18h | −$14.07 | -0.57% | signal |
| 395 | short | 2023-06-02 02:00 @ 26,800.24 | 2023-06-02 04:00 @ 26,990.60 | 2h | −$19.87 | -0.81% | signal |
| 396 | short | 2023-06-03 20:00 @ 27,079.48 | 2023-06-04 08:00 @ 27,146.43 | 12h | −$8.38 | -0.34% | signal |
| 397 | long | 2023-06-04 10:00 @ 27,211.44 | 2023-06-05 00:00 @ 27,096.98 | 14h | −$12.96 | -0.53% | signal |
| 398 | short | 2023-06-05 04:00 @ 26,830.43 | 2023-06-06 16:00 @ 26,056.41 | 1d 12h | $68.17 | +2.79% | signal |
| 399 | long | 2023-06-06 18:00 @ 26,665.13 | 2023-06-07 10:00 @ 26,471.30 | 16h | −$20.80 | -0.85% | signal |
| 400 | short | 2023-06-07 18:00 @ 26,490.00 | 2023-06-08 16:00 @ 26,711.14 | 22h | −$22.72 | -0.93% | 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.