[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 · 401–600 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 401 | short | 2023-06-09 02:00 @ 26,484.70 | 2023-06-09 10:00 @ 26,631.93 | 8h | −$15.86 | -0.65% | signal |
| 402 | short | 2023-06-09 18:00 @ 26,484.00 | 2023-06-10 18:00 @ 26,015.20 | 1d | $41.18 | +1.69% | signal |
| 403 | short | 2023-06-11 04:00 @ 25,709.56 | 2023-06-11 18:00 @ 25,937.69 | 14h | −$24.00 | -0.98% | signal |
| 404 | short | 2023-06-12 16:00 @ 25,804.14 | 2023-06-13 04:00 @ 26,059.91 | 12h | −$26.38 | -1.08% | signal |
| 405 | long | 2023-06-13 10:00 @ 26,143.33 | 2023-06-13 14:00 @ 26,020.09 | 4h | −$13.94 | -0.57% | signal |
| 406 | long | 2023-06-16 20:00 @ 26,376.37 | 2023-06-17 02:00 @ 26,184.26 | 6h | −$20.41 | -0.84% | signal |
| 407 | long | 2023-06-17 22:00 @ 26,515.40 | 2023-06-18 22:00 @ 26,398.02 | 1d | −$13.64 | -0.56% | signal |
| 408 | long | 2023-06-20 14:00 @ 26,800.76 | 2023-06-22 12:00 @ 29,913.42 | 1d 22h | $278.47 | +11.47% | signal |
| 409 | long | 2023-06-25 06:00 @ 30,856.57 | 2023-06-25 20:00 @ 30,413.92 | 14h | −$38.81 | -1.55% | signal |
| 410 | long | 2023-06-26 16:00 @ 30,406.78 | 2023-06-26 18:00 @ 30,062.49 | 2h | −$30.89 | -1.24% | signal |
| 411 | long | 2023-06-27 04:00 @ 30,366.07 | 2023-06-28 02:00 @ 30,486.70 | 22h | $6.62 | +0.27% | signal |
| 412 | short | 2023-06-28 10:00 @ 30,284.64 | 2023-06-28 16:00 @ 30,405.88 | 6h | −$12.42 | -0.50% | signal |
| 413 | short | 2023-06-28 20:00 @ 30,074.48 | 2023-06-29 08:00 @ 30,339.97 | 12h | −$24.21 | -0.98% | signal |
| 414 | long | 2023-06-29 10:00 @ 30,425.68 | 2023-06-30 12:00 @ 29,920.28 | 1d 2h | −$44.27 | -1.79% | stop loss |
| 415 | short | 2023-07-01 04:00 @ 30,385.12 | 2023-07-01 12:00 @ 30,514.60 | 8h | −$12.71 | -0.52% | signal |
| 416 | long | 2023-07-01 14:00 @ 30,556.01 | 2023-07-02 04:00 @ 30,499.20 | 14h | −$7.52 | -0.31% | signal |
| 417 | long | 2023-07-04 14:00 @ 30,995.20 | 2023-07-04 20:00 @ 30,679.06 | 6h | −$27.75 | -1.13% | signal |
| 418 | short | 2023-07-05 10:00 @ 30,662.77 | 2023-07-06 06:00 @ 30,581.72 | 20h | $4.52 | +0.18% | signal |
| 419 | long | 2023-07-06 10:00 @ 31,071.01 | 2023-07-06 12:00 @ 30,537.87 | 2h | −$44.49 | -1.82% | stop loss |
| 420 | short | 2023-07-06 14:00 @ 30,355.53 | 2023-07-07 14:00 @ 30,373.27 | 1d | −$3.71 | -0.15% | signal |
| 421 | short | 2023-07-08 08:00 @ 30,168.77 | 2023-07-09 02:00 @ 30,326.46 | 18h | −$14.95 | -0.61% | signal |
| 422 | short | 2023-07-09 22:00 @ 30,136.57 | 2023-07-10 12:00 @ 30,227.64 | 14h | −$9.73 | -0.40% | signal |
| 423 | long | 2023-07-10 16:00 @ 30,303.56 | 2023-07-12 18:00 @ 30,427.01 | 2d 2h | $6.46 | +0.27% | signal |
| 424 | short | 2023-07-12 20:00 @ 30,262.05 | 2023-07-13 10:00 @ 30,566.21 | 14h | −$26.79 | -1.10% | signal |
| 425 | long | 2023-07-13 12:00 @ 30,536.71 | 2023-07-14 08:00 @ 31,089.68 | 20h | $41.25 | +1.70% | signal |
| 426 | short | 2023-07-14 20:00 @ 30,093.88 | 2023-07-16 16:00 @ 30,371.97 | 1d 20h | −$24.77 | -1.02% | signal |
| 427 | short | 2023-07-17 20:00 @ 29,863.93 | 2023-07-19 02:00 @ 29,996.40 | 1d 6h | −$12.53 | -0.52% | signal |
| 428 | short | 2023-07-19 10:00 @ 29,985.30 | 2023-07-20 06:00 @ 30,118.22 | 20h | −$12.95 | -0.53% | signal |
| 429 | long | 2023-07-20 08:00 @ 30,201.64 | 2023-07-20 14:00 @ 29,795.98 | 6h | −$35.22 | -1.45% | stop loss |
| 430 | short | 2023-07-20 16:00 @ 29,786.94 | 2023-07-21 18:00 @ 29,918.28 | 1d 2h | −$12.76 | -0.53% | signal |
| 431 | short | 2023-07-22 06:00 @ 29,847.33 | 2023-07-23 06:00 @ 29,916.58 | 1d | −$7.92 | -0.33% | signal |
| 432 | long | 2023-07-23 20:00 @ 30,089.12 | 2023-07-24 02:00 @ 29,898.82 | 6h | −$17.89 | -0.74% | signal |
| 433 | short | 2023-07-24 06:00 @ 29,780.44 | 2023-07-26 20:00 @ 29,396.18 | 2d 14h | $30.17 | +1.25% | signal |
| 434 | long | 2023-07-27 06:00 @ 29,451.89 | 2023-07-27 16:00 @ 29,272.14 | 10h | −$17.24 | -0.71% | signal |
| 435 | short | 2023-07-27 18:00 @ 29,203.96 | 2023-07-28 02:00 @ 29,253.65 | 8h | −$6.41 | -0.27% | signal |
| 436 | short | 2023-07-28 06:00 @ 29,166.17 | 2023-07-28 14:00 @ 29,282.66 | 8h | −$11.87 | -0.49% | signal |
| 437 | long | 2023-07-28 16:00 @ 29,384.88 | 2023-07-29 10:00 @ 29,265.95 | 18h | −$12.73 | -0.53% | reverse |
| 438 | short | 2023-07-30 04:00 @ 29,294.24 | 2023-07-30 14:00 @ 29,448.32 | 10h | −$14.91 | -0.62% | stop loss |
| 439 | short | 2023-07-30 22:00 @ 29,189.36 | 2023-07-31 00:00 @ 29,411.49 | 2h | −$20.60 | -0.86% | stop loss |
| 440 | long | 2023-07-31 02:00 @ 29,448.29 | 2023-07-31 14:00 @ 29,206.21 | 12h | −$22.24 | -0.93% | stop loss |
| 441 | short | 2023-07-31 18:00 @ 29,199.06 | 2023-08-01 20:00 @ 29,269.35 | 1d 2h | −$7.59 | -0.32% | signal |
| 442 | long | 2023-08-02 02:00 @ 29,841.57 | 2023-08-02 08:00 @ 29,564.29 | 6h | −$24.55 | -1.03% | signal |
| 443 | short | 2023-08-02 18:00 @ 29,131.67 | 2023-08-03 02:00 @ 29,246.75 | 8h | −$11.55 | -0.49% | signal |
| 444 | short | 2023-08-03 06:00 @ 29,134.17 | 2023-08-03 16:00 @ 29,250.25 | 10h | −$11.61 | -0.49% | signal |
| 445 | short | 2023-08-04 22:00 @ 29,036.69 | 2023-08-06 06:00 @ 29,097.62 | 1d 8h | −$6.55 | -0.28% | signal |
| 446 | short | 2023-08-06 14:00 @ 28,996.20 | 2023-08-06 18:00 @ 29,084.72 | 4h | −$9.38 | -0.40% | signal |
| 447 | short | 2023-08-07 10:00 @ 29,075.08 | 2023-08-07 20:00 @ 29,259.68 | 10h | −$17.19 | -0.73% | stop loss |
| 448 | long | 2023-08-07 22:00 @ 29,190.04 | 2023-08-09 18:00 @ 29,495.50 | 1d 20h | $21.15 | +0.89% | signal |
| 449 | short | 2023-08-09 20:00 @ 29,398.42 | 2023-08-10 02:00 @ 29,599.82 | 6h | −$18.38 | -0.78% | reverse |
| 450 | long | 2023-08-10 22:00 @ 29,459.29 | 2023-08-11 04:00 @ 29,394.82 | 6h | −$7.78 | -0.33% | signal |
| 451 | short | 2023-08-11 12:00 @ 29,429.11 | 2023-08-12 16:00 @ 29,431.89 | 1d 4h | −$1.95 | -0.08% | signal |
| 452 | short | 2023-08-12 22:00 @ 29,405.62 | 2023-08-13 02:00 @ 29,448.59 | 4h | −$5.58 | -0.24% | signal |
| 453 | short | 2023-08-13 14:00 @ 29,357.53 | 2023-08-13 20:00 @ 29,431.89 | 6h | −$8.11 | -0.34% | signal |
| 454 | short | 2023-08-14 00:00 @ 29,287.44 | 2023-08-14 04:00 @ 29,432.24 | 4h | −$13.80 | -0.58% | stop loss |
| 455 | long | 2023-08-14 08:00 @ 29,416.28 | 2023-08-14 18:00 @ 29,232.02 | 10h | −$17.59 | -0.75% | stop loss |
| 456 | short | 2023-08-15 04:00 @ 29,381.02 | 2023-08-19 16:00 @ 26,206.24 | 4d 12h | $254.18 | +10.80% | signal |
| 457 | short | 2023-08-21 04:00 @ 26,071.58 | 2023-08-21 14:00 @ 26,123.12 | 10h | −$7.18 | -0.30% | signal |
| 458 | short | 2023-08-22 04:00 @ 26,036.99 | 2023-08-23 16:00 @ 26,139.53 | 1d 12h | −$11.91 | -0.49% | signal |
| 459 | long | 2023-08-23 18:00 @ 26,532.31 | 2023-08-24 14:00 @ 26,341.23 | 20h | −$19.76 | -0.82% | signal |
| 460 | short | 2023-08-24 16:00 @ 25,982.10 | 2023-08-25 00:00 @ 26,169.83 | 8h | −$19.69 | -0.82% | signal |
| 461 | short | 2023-08-25 06:00 @ 26,039.79 | 2023-08-27 10:00 @ 26,071.81 | 2d 4h | −$4.80 | -0.20% | signal |
| 462 | long | 2023-08-28 14:00 @ 26,092.22 | 2023-08-29 06:00 @ 26,045.29 | 16h | −$6.84 | -0.29% | reverse |
| 463 | short | 2023-08-29 08:00 @ 25,986.90 | 2023-08-29 14:00 @ 26,209.80 | 6h | −$22.89 | -0.95% | stop loss |
| 464 | long | 2023-08-29 16:00 @ 27,416.88 | 2023-08-30 04:00 @ 27,373.72 | 12h | −$6.01 | -0.25% | signal |
| 465 | long | 2023-08-30 22:00 @ 27,250.85 | 2023-08-31 14:00 @ 27,132.57 | 16h | −$13.00 | -0.54% | signal |
| 466 | short | 2023-08-31 18:00 @ 26,314.04 | 2023-09-02 16:00 @ 25,885.28 | 1d 22h | $37.06 | +1.55% | signal |
| 467 | short | 2023-09-04 02:00 @ 25,892.52 | 2023-09-06 18:00 @ 25,850.77 | 2d 16h | $1.64 | +0.07% | signal |
| 468 | short | 2023-09-07 10:00 @ 25,720.75 | 2023-09-07 18:00 @ 25,924.18 | 8h | −$21.21 | -0.88% | signal |
| 469 | long | 2023-09-07 20:00 @ 25,872.27 | 2023-09-08 10:00 @ 26,026.99 | 14h | $11.93 | +0.50% | signal |
| 470 | short | 2023-09-08 12:00 @ 25,823.73 | 2023-09-10 00:00 @ 25,897.78 | 1d 12h | −$9.41 | -0.39% | reverse |
| 471 | short | 2023-09-10 04:00 @ 25,845.93 | 2023-09-10 22:00 @ 25,898.18 | 18h | −$7.09 | -0.30% | signal |
| 472 | short | 2023-09-11 12:00 @ 25,586.68 | 2023-09-12 02:00 @ 25,871.59 | 14h | −$28.93 | -1.21% | stop loss |
| 473 | long | 2023-09-12 04:00 @ 25,793.36 | 2023-09-13 00:00 @ 25,820.63 | 20h | $0.09 | +0.00% | signal |
| 474 | long | 2023-09-13 10:00 @ 26,146.83 | 2023-09-15 12:00 @ 26,410.02 | 2d 2h | $21.64 | +0.91% | signal |
| 475 | long | 2023-09-15 22:00 @ 26,461.49 | 2023-09-16 08:00 @ 26,480.70 | 10h | −$0.62 | -0.03% | signal |
| 476 | long | 2023-09-17 12:00 @ 26,559.21 | 2023-09-17 18:00 @ 26,460.21 | 6h | −$11.31 | -0.47% | signal |
| 477 | long | 2023-09-18 10:00 @ 26,863.87 | 2023-09-18 18:00 @ 26,742.45 | 8h | −$13.01 | -0.55% | signal |
| 478 | long | 2023-09-19 06:00 @ 26,788.26 | 2023-09-20 06:00 @ 27,006.70 | 1d | $17.20 | +0.72% | signal |
| 479 | long | 2023-09-20 16:00 @ 27,174.13 | 2023-09-20 20:00 @ 26,911.12 | 4h | −$25.46 | -1.07% | signal |
| 480 | short | 2023-09-21 10:00 @ 26,733.15 | 2023-09-22 08:00 @ 26,666.23 | 22h | $3.76 | +0.16% | signal |
| 481 | short | 2023-09-22 14:00 @ 26,592.68 | 2023-09-23 18:00 @ 26,589.92 | 1d 4h | −$1.88 | -0.08% | signal |
| 482 | short | 2023-09-24 08:00 @ 26,547.09 | 2023-09-24 16:00 @ 26,693.18 | 8h | −$15.31 | -0.64% | stop loss |
| 483 | short | 2023-09-25 02:00 @ 26,146.47 | 2023-09-25 16:00 @ 26,236.25 | 14h | −$10.34 | -0.43% | signal |
| 484 | short | 2023-09-26 10:00 @ 26,253.55 | 2023-09-27 10:00 @ 26,388.58 | 1d | −$14.15 | -0.60% | signal |
| 485 | long | 2023-09-27 14:00 @ 26,613.12 | 2023-09-27 14:00 @ 26,231.04 | 0m | −$36.41 | -1.53% | stop loss |
| 486 | long | 2023-09-28 02:00 @ 26,440.99 | 2023-09-29 14:00 @ 26,875.62 | 1d 12h | $36.77 | +1.56% | signal |
| 487 | long | 2023-09-30 08:00 @ 26,921.28 | 2023-10-01 18:00 @ 27,056.29 | 1d 10h | $9.50 | +0.40% | signal |
| 488 | long | 2023-10-02 10:00 @ 28,278.05 | 2023-10-02 16:00 @ 28,009.40 | 6h | −$24.92 | -1.05% | signal |
| 489 | long | 2023-10-03 06:00 @ 27,558.21 | 2023-10-03 16:00 @ 27,326.63 | 10h | −$22.30 | -0.94% | signal |
| 490 | long | 2023-10-04 12:00 @ 27,565.51 | 2023-10-04 16:00 @ 27,382.82 | 4h | −$18.01 | -0.76% | reverse |
| 491 | long | 2023-10-04 20:00 @ 27,611.82 | 2023-10-05 06:00 @ 27,620.27 | 10h | −$1.55 | -0.07% | signal |
| 492 | long | 2023-10-05 12:00 @ 27,716.14 | 2023-10-05 16:00 @ 27,534.49 | 4h | −$17.80 | -0.76% | signal |
| 493 | short | 2023-10-06 00:00 @ 27,392.82 | 2023-10-06 04:00 @ 27,550.31 | 4h | −$15.92 | -0.68% | signal |
| 494 | long | 2023-10-06 12:00 @ 27,755.55 | 2023-10-06 12:00 @ 27,317.02 | 0m | −$39.45 | -1.68% | stop loss |
| 495 | long | 2023-10-06 22:00 @ 28,035.81 | 2023-10-07 20:00 @ 27,844.13 | 22h | −$18.49 | -0.79% | signal |
| 496 | long | 2023-10-08 00:00 @ 27,948.59 | 2023-10-08 12:00 @ 27,793.64 | 12h | −$15.30 | -0.66% | signal |
| 497 | short | 2023-10-09 10:00 @ 27,525.49 | 2023-10-09 20:00 @ 27,613.22 | 10h | −$9.58 | -0.41% | signal |
| 498 | short | 2023-10-10 14:00 @ 27,379.42 | 2023-10-12 00:00 @ 26,869.87 | 1d 10h | $41.61 | +1.79% | signal |
| 499 | short | 2023-10-12 16:00 @ 26,660.07 | 2023-10-13 02:00 @ 26,787.06 | 10h | −$13.26 | -0.57% | signal |
| 500 | short | 2023-10-14 08:00 @ 26,855.03 | 2023-10-14 14:00 @ 26,900.08 | 6h | −$6.20 | -0.27% | signal |
| 501 | short | 2023-10-14 22:00 @ 26,801.14 | 2023-10-15 18:00 @ 26,974.89 | 20h | −$17.36 | -0.74% | signal |
| 502 | long | 2023-10-15 20:00 @ 27,035.51 | 2023-10-17 06:00 @ 28,206.36 | 1d 10h | $98.27 | +4.22% | signal |
| 503 | long | 2023-10-17 10:00 @ 28,440.09 | 2023-10-18 10:00 @ 28,240.55 | 1d | −$18.70 | -0.79% | signal |
| 504 | long | 2023-10-19 12:00 @ 28,441.79 | 2023-10-22 08:00 @ 29,794.44 | 2d 20h | $109.43 | +4.66% | signal |
| 505 | long | 2023-10-23 04:00 @ 30,730.04 | 2023-10-24 16:00 @ 33,667.17 | 1d 12h | $223.94 | +9.42% | signal |
| 506 | long | 2023-10-25 12:00 @ 34,202.34 | 2023-10-26 12:00 @ 34,097.28 | 1d | −$10.64 | -0.44% | signal |
| 507 | long | 2023-10-26 22:00 @ 34,131.42 | 2023-10-27 02:00 @ 33,842.23 | 4h | −$23.25 | -0.96% | signal |
| 508 | long | 2023-10-28 00:00 @ 33,899.98 | 2023-10-29 02:00 @ 34,003.70 | 1d 2h | $4.02 | +0.17% | signal |
| 509 | long | 2023-10-29 10:00 @ 34,233.35 | 2023-10-30 04:00 @ 34,269.74 | 18h | −$0.34 | -0.01% | signal |
| 510 | long | 2023-10-31 20:00 @ 34,560.51 | 2023-11-01 04:00 @ 34,423.01 | 8h | −$12.31 | -0.51% | signal |
| 511 | long | 2023-11-01 22:00 @ 35,416.38 | 2023-11-02 06:00 @ 35,193.06 | 8h | −$17.93 | -0.74% | signal |
| 512 | long | 2023-11-02 12:00 @ 35,384.68 | 2023-11-02 12:00 @ 34,592.26 | 0m | −$56.54 | -2.34% | stop loss |
| 513 | long | 2023-11-02 22:00 @ 34,933.89 | 2023-11-03 02:00 @ 34,583.48 | 4h | −$26.74 | -1.11% | signal |
| 514 | long | 2023-11-03 16:00 @ 34,766.45 | 2023-11-05 14:00 @ 34,831.53 | 1d 22h | $0.65 | +0.03% | signal |
| 515 | long | 2023-11-06 12:00 @ 35,260.15 | 2023-11-07 10:00 @ 34,792.24 | 22h | −$34.91 | -1.46% | signal |
| 516 | short | 2023-11-07 14:00 @ 34,773.04 | 2023-11-07 18:00 @ 34,861.47 | 4h | −$8.23 | -0.34% | signal |
| 517 | long | 2023-11-07 22:00 @ 35,502.40 | 2023-11-09 18:00 @ 36,642.47 | 1d 20h | $72.52 | +3.04% | signal |
| 518 | long | 2023-11-10 14:00 @ 36,984.80 | 2023-11-11 22:00 @ 36,996.60 | 1d 8h | −$2.87 | -0.12% | signal |
| 519 | long | 2023-11-12 08:00 @ 37,161.53 | 2023-11-13 04:00 @ 36,933.81 | 20h | −$19.13 | -0.80% | signal |
| 520 | short | 2023-11-15 04:00 @ 35,401.42 | 2023-11-15 10:00 @ 35,807.06 | 6h | −$29.66 | -1.24% | signal |
| 521 | long | 2023-11-15 16:00 @ 36,419.48 | 2023-11-16 14:00 @ 36,790.54 | 22h | $21.11 | +0.88% | signal |
| 522 | short | 2023-11-16 16:00 @ 36,416.02 | 2023-11-17 02:00 @ 36,579.31 | 10h | −$12.62 | -0.53% | signal |
| 523 | short | 2023-11-18 04:00 @ 36,377.72 | 2023-11-18 16:00 @ 36,679.33 | 12h | −$22.01 | -0.92% | signal |
| 524 | long | 2023-11-18 18:00 @ 36,640.83 | 2023-11-19 12:00 @ 36,451.71 | 18h | −$15.19 | -0.64% | signal |
| 525 | long | 2023-11-19 20:00 @ 36,969.39 | 2023-11-21 08:00 @ 37,289.64 | 1d 12h | $17.30 | +0.73% | signal |
| 526 | short | 2023-11-21 16:00 @ 36,968.40 | 2023-11-22 10:00 @ 36,690.84 | 18h | $16.27 | +0.68% | signal |
| 527 | long | 2023-11-22 22:00 @ 37,625.82 | 2023-11-23 16:00 @ 36,946.71 | 18h | −$46.04 | -1.92% | signal |
| 528 | long | 2023-11-23 22:00 @ 37,258.35 | 2023-11-25 12:00 @ 37,637.47 | 1d 14h | $20.63 | +0.87% | signal |
| 529 | long | 2023-11-25 20:00 @ 37,813.56 | 2023-11-26 02:00 @ 37,664.97 | 6h | −$12.00 | -0.50% | signal |
| 530 | long | 2023-11-26 08:00 @ 37,781.05 | 2023-11-26 12:00 @ 37,655.37 | 4h | −$10.55 | -0.44% | signal |
| 531 | short | 2023-11-26 14:00 @ 37,492.40 | 2023-11-26 22:00 @ 37,611.52 | 8h | −$9.71 | -0.41% | signal |
| 532 | short | 2023-11-27 14:00 @ 36,936.31 | 2023-11-28 00:00 @ 37,241.85 | 10h | −$21.83 | -0.92% | signal |
| 533 | short | 2023-11-28 06:00 @ 36,887.52 | 2023-11-28 12:00 @ 37,257.45 | 6h | −$25.95 | -1.09% | signal |
| 534 | long | 2023-11-28 14:00 @ 37,409.08 | 2023-11-29 16:00 @ 37,810.04 | 1d 2h | $22.26 | +0.94% | signal |
| 535 | long | 2023-12-01 04:00 @ 38,037.71 | 2023-12-04 16:00 @ 41,272.64 | 3d 12h | $196.92 | +8.30% | signal |
| 536 | long | 2023-12-05 14:00 @ 41,834.57 | 2023-12-07 10:00 @ 43,367.42 | 1d 20h | $84.74 | +3.50% | signal |
| 537 | long | 2023-12-08 04:00 @ 43,411.38 | 2023-12-08 08:00 @ 43,175.96 | 4h | −$15.68 | -0.64% | signal |
| 538 | long | 2023-12-08 16:00 @ 43,787.36 | 2023-12-09 10:00 @ 43,856.83 | 18h | −$0.08 | -0.00% | signal |
| 539 | long | 2023-12-10 08:00 @ 44,004.60 | 2023-12-10 10:00 @ 43,616.28 | 2h | −$24.44 | -1.00% | signal |
| 540 | long | 2023-12-10 16:00 @ 43,954.09 | 2023-12-11 00:00 @ 43,378.87 | 8h | −$35.18 | -1.45% | stop loss |
| 541 | short | 2023-12-11 02:00 @ 43,233.15 | 2023-12-12 02:00 @ 41,711.84 | 1d | $83.61 | +3.45% | signal |
| 542 | short | 2023-12-12 18:00 @ 40,726.35 | 2023-12-13 00:00 @ 41,523.20 | 6h | −$50.30 | -2.06% | signal |
| 543 | short | 2023-12-13 04:00 @ 40,850.43 | 2023-12-13 14:00 @ 41,496.30 | 10h | −$40.65 | -1.67% | signal |
| 544 | long | 2023-12-13 18:00 @ 42,146.53 | 2023-12-14 14:00 @ 42,556.29 | 20h | $20.62 | +0.85% | signal |
| 545 | short | 2023-12-15 16:00 @ 41,922.01 | 2023-12-16 04:00 @ 42,362.97 | 12h | −$27.48 | -1.13% | signal |
| 546 | short | 2023-12-16 10:00 @ 42,223.55 | 2023-12-16 14:00 @ 42,425.48 | 4h | −$14.00 | -0.58% | signal |
| 547 | long | 2023-12-16 16:00 @ 42,640.13 | 2023-12-16 22:00 @ 42,306.04 | 6h | −$21.58 | -0.89% | signal |
| 548 | short | 2023-12-17 00:00 @ 42,278.94 | 2023-12-17 18:00 @ 42,129.52 | 18h | $6.83 | +0.28% | signal |
| 549 | short | 2023-12-18 02:00 @ 40,993.30 | 2023-12-18 14:00 @ 41,389.58 | 12h | −$25.51 | -1.06% | signal |
| 550 | long | 2023-12-18 22:00 @ 42,651.53 | 2023-12-19 16:00 @ 42,504.40 | 18h | −$11.19 | -0.47% | signal |
| 551 | short | 2023-12-19 18:00 @ 41,873.42 | 2023-12-20 04:00 @ 42,861.05 | 10h | −$58.87 | -2.45% | stop loss |
| 552 | long | 2023-12-20 08:00 @ 42,958.59 | 2023-12-20 22:00 @ 43,491.10 | 14h | $26.39 | +1.10% | signal |
| 553 | long | 2023-12-21 08:00 @ 43,803.66 | 2023-12-22 08:00 @ 43,605.28 | 1d | −$15.37 | -0.64% | signal |
| 554 | long | 2023-12-23 16:00 @ 43,790.76 | 2023-12-24 06:00 @ 43,519.29 | 14h | −$17.81 | -0.74% | signal |
| 555 | long | 2023-12-24 16:00 @ 43,715.84 | 2023-12-24 22:00 @ 43,508.10 | 6h | −$14.20 | -0.59% | signal |
| 556 | short | 2023-12-25 00:00 @ 42,999.80 | 2023-12-25 12:00 @ 43,631.44 | 12h | −$36.94 | -1.55% | stop loss |
| 557 | short | 2023-12-26 04:00 @ 43,479.30 | 2023-12-27 00:00 @ 42,547.11 | 20h | $49.79 | +2.10% | signal |
| 558 | short | 2023-12-27 04:00 @ 42,266.25 | 2023-12-27 10:00 @ 42,783.66 | 6h | −$30.71 | -1.29% | signal |
| 559 | long | 2023-12-27 12:00 @ 43,067.91 | 2023-12-28 06:00 @ 43,250.75 | 18h | $6.64 | +0.28% | signal |
| 560 | short | 2023-12-28 16:00 @ 42,477.40 | 2023-12-29 12:00 @ 42,917.38 | 20h | −$23.35 | -0.98% | signal |
| 561 | short | 2023-12-31 00:00 @ 42,165.87 | 2023-12-31 08:00 @ 42,575.51 | 8h | −$24.80 | -1.04% | signal |
| 562 | long | 2023-12-31 10:00 @ 42,791.16 | 2024-01-01 00:00 @ 42,305.54 | 14h | −$30.03 | -1.27% | signal |
| 563 | short | 2024-01-01 06:00 @ 42,264.15 | 2024-01-01 10:00 @ 42,697.34 | 4h | −$25.93 | -1.10% | signal |
| 564 | long | 2024-01-01 12:00 @ 42,736.25 | 2024-01-02 16:00 @ 45,205.96 | 1d 4h | $130.36 | +5.54% | signal |
| 565 | long | 2024-01-03 02:00 @ 45,356.87 | 2024-01-03 10:00 @ 44,350.58 | 8h | −$55.74 | -2.33% | stop loss |
| 566 | short | 2024-01-03 14:00 @ 42,537.19 | 2024-01-04 04:00 @ 43,128.22 | 14h | −$34.89 | -1.47% | signal |
| 567 | short | 2024-01-04 10:00 @ 43,012.10 | 2024-01-04 14:00 @ 43,352.97 | 4h | −$21.12 | -0.89% | signal |
| 568 | long | 2024-01-04 16:00 @ 44,059.21 | 2024-01-05 00:00 @ 42,731.05 | 8h | −$73.92 | -3.13% | stop loss |
| 569 | long | 2024-01-05 10:00 @ 44,156.63 | 2024-01-06 06:00 @ 43,687.06 | 20h | −$27.69 | -1.18% | signal |
| 570 | short | 2024-01-06 08:00 @ 43,636.67 | 2024-01-06 16:00 @ 43,872.37 | 8h | −$14.72 | -0.63% | signal |
| 571 | long | 2024-01-06 18:00 @ 43,970.79 | 2024-01-08 04:00 @ 43,493.30 | 1d 10h | −$28.56 | -1.23% | signal |
| 572 | long | 2024-01-08 14:00 @ 44,924.88 | 2024-01-09 22:00 @ 45,441.01 | 1d 8h | $23.40 | +1.01% | signal |
| 573 | short | 2024-01-10 14:00 @ 45,111.28 | 2024-01-10 18:00 @ 46,419.28 | 4h | −$69.66 | -2.99% | signal |
| 574 | long | 2024-01-10 20:00 @ 46,508.10 | 2024-01-10 20:00 @ 44,728.68 | 0m | −$90.72 | -3.92% | stop loss |
| 575 | long | 2024-01-11 12:00 @ 47,077.91 | 2024-01-12 14:00 @ 45,440.09 | 1d 2h | −$82.56 | -3.61% | stop loss |
| 576 | short | 2024-01-12 16:00 @ 44,486.20 | 2024-01-14 08:00 @ 43,021.40 | 1d 16h | $73.56 | +3.24% | signal |
| 577 | short | 2024-01-14 14:00 @ 42,885.72 | 2024-01-15 06:00 @ 42,754.85 | 16h | $5.15 | +0.23% | signal |
| 578 | short | 2024-01-17 04:00 @ 42,833.43 | 2024-01-18 08:00 @ 42,926.88 | 1d 4h | −$6.60 | -0.29% | signal |
| 579 | short | 2024-01-18 14:00 @ 42,502.60 | 2024-01-19 20:00 @ 41,826.96 | 1d 6h | $34.97 | +1.53% | signal |
| 580 | short | 2024-01-21 08:00 @ 41,640.17 | 2024-01-21 10:00 @ 41,754.55 | 2h | −$8.37 | -0.36% | signal |
| 581 | short | 2024-01-22 02:00 @ 41,355.63 | 2024-01-24 00:00 @ 39,897.88 | 1d 22h | $79.69 | +3.47% | signal |
| 582 | short | 2024-01-24 06:00 @ 39,783.74 | 2024-01-24 12:00 @ 40,203.14 | 6h | −$26.48 | -1.14% | signal |
| 583 | short | 2024-01-24 16:00 @ 40,038.69 | 2024-01-26 04:00 @ 40,065.11 | 1d 12h | −$2.68 | -0.12% | signal |
| 584 | long | 2024-01-26 12:00 @ 41,280.15 | 2024-01-28 20:00 @ 41,762.25 | 2d 8h | $23.16 | +1.00% | signal |
| 585 | long | 2024-01-29 04:00 @ 42,314.96 | 2024-01-31 00:00 @ 42,909.72 | 1d 20h | $29.13 | +1.26% | signal |
| 586 | long | 2024-01-31 08:00 @ 43,040.11 | 2024-01-31 20:00 @ 42,267.76 | 12h | −$44.38 | -1.91% | stop loss |
| 587 | short | 2024-01-31 22:00 @ 42,464.31 | 2024-02-01 16:00 @ 42,508.50 | 18h | −$4.25 | -0.18% | signal |
| 588 | long | 2024-02-01 18:00 @ 42,917.88 | 2024-02-02 14:00 @ 42,662.57 | 20h | −$16.49 | -0.71% | signal |
| 589 | long | 2024-02-02 18:00 @ 42,946.59 | 2024-02-03 08:00 @ 43,028.49 | 14h | $1.91 | +0.08% | signal |
| 590 | short | 2024-02-04 08:00 @ 42,814.24 | 2024-02-04 12:00 @ 43,050.21 | 4h | −$14.80 | -0.64% | signal |
| 591 | long | 2024-02-05 08:00 @ 43,067.51 | 2024-02-05 16:00 @ 42,621.17 | 8h | −$26.35 | -1.15% | signal |
| 592 | short | 2024-02-05 18:00 @ 42,706.26 | 2024-02-06 04:00 @ 42,838.47 | 10h | −$9.17 | -0.40% | signal |
| 593 | long | 2024-02-06 18:00 @ 43,172.63 | 2024-02-07 04:00 @ 42,774.54 | 10h | −$23.57 | -1.03% | signal |
| 594 | long | 2024-02-07 16:00 @ 43,066.31 | 2024-02-10 10:00 @ 47,042.69 | 2d 18h | $206.89 | +9.06% | signal |
| 595 | long | 2024-02-10 22:00 @ 47,943.69 | 2024-02-13 14:00 @ 49,533.19 | 2d 16h | $73.18 | +3.13% | signal |
| 596 | long | 2024-02-13 22:00 @ 49,541.81 | 2024-02-15 22:00 @ 51,338.83 | 2d | $81.49 | +3.46% | signal |
| 597 | long | 2024-02-16 04:00 @ 52,320.26 | 2024-02-16 08:00 @ 51,776.04 | 4h | −$27.07 | -1.14% | signal |
| 598 | long | 2024-02-16 14:00 @ 52,505.20 | 2024-02-17 10:00 @ 51,694.76 | 20h | −$39.61 | -1.67% | signal |
| 599 | short | 2024-02-17 16:00 @ 51,003.20 | 2024-02-17 20:00 @ 51,950.88 | 4h | −$45.82 | -1.94% | stop loss |
| 600 | long | 2024-02-17 22:00 @ 51,848.47 | 2024-02-20 02:00 @ 51,656.77 | 2d 4h | −$13.75 | -0.59% | 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.