[Mine-PA] Higher highs + higher lows continuation

public
@djgambhir

BTCUSDT · 2h · 2021-12-312026-08-31 · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19-3.56%-16.35%77730%
Validation2024-10-192025-09-25-6.10%-12.09%28831%
Out-of-sample2025-09-252026-08-31-6.32%-13.97%25829%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
1324long2026-08-31 10:00 @ 78,502.302026-08-31 22:00 @ 78,533.8912h−$1.48-0.07%end of data
1323short2026-08-31 00:00 @ 77,619.072026-08-31 08:00 @ 78,183.838h−$17.45-0.82%signal
1322long2026-08-26 20:00 @ 78,450.592026-08-28 04:00 @ 79,767.341d 8h$32.81+1.55%signal
1321long2026-08-25 18:00 @ 79,219.142026-08-26 10:00 @ 78,399.5216h−$24.37-1.15%signal
1320long2026-08-24 14:00 @ 78,581.012026-08-25 10:00 @ 79,145.1720h$12.54+0.59%signal
1319long2026-08-23 12:00 @ 77,311.562026-08-24 02:00 @ 76,877.5214h−$14.47-0.68%signal
1318long2026-08-19 12:00 @ 64,492.002026-08-22 06:00 @ 77,356.032d 18h$399.92+19.76%signal
1317long2026-08-17 04:00 @ 63,422.382026-08-18 02:00 @ 64,162.0722h$21.08+1.04%signal
1316short2026-08-16 22:00 @ 62,887.522026-08-17 02:00 @ 63,262.244h−$14.00-0.69%stop loss
1315short2026-08-16 12:00 @ 62,968.502026-08-16 16:00 @ 63,126.424h−$7.10-0.35%signal
1314short2026-08-13 12:00 @ 63,445.912026-08-15 16:00 @ 63,080.712d 4h$10.35+0.51%signal
1313short2026-08-10 18:00 @ 63,919.812026-08-11 10:00 @ 64,293.7616h−$13.79-0.68%signal
1312long2026-08-09 14:00 @ 65,208.042026-08-09 22:00 @ 64,818.428h−$14.29-0.70%stop loss
1311long2026-08-07 04:00 @ 64,276.852026-08-07 18:00 @ 64,727.2514h$11.94+0.59%signal
1310long2026-08-04 06:00 @ 63,796.362026-08-06 14:00 @ 64,391.922d 8h$16.26+0.80%signal
1309long2026-08-03 18:00 @ 63,886.872026-08-04 00:00 @ 63,484.406h−$14.78-0.73%signal
1308short2026-08-03 04:00 @ 62,827.232026-08-03 14:00 @ 63,330.2610h−$18.16-0.89%signal
1307long2026-08-02 22:00 @ 63,572.712026-08-03 02:00 @ 63,173.264h−$15.01-0.74%signal
1306short2026-08-02 12:00 @ 62,994.602026-08-02 18:00 @ 63,292.266h−$11.51-0.57%signal
1305short2026-07-31 16:00 @ 62,682.762026-08-02 02:00 @ 62,973.491d 10h−$11.07-0.54%signal
1304long2026-07-30 12:00 @ 64,779.852026-07-31 02:00 @ 64,522.2914h−$10.54-0.52%signal
1303long2026-07-29 10:00 @ 64,673.732026-07-29 16:00 @ 63,927.416h−$25.67-1.25%signal
1302short2026-07-29 06:00 @ 64,032.492026-07-29 08:00 @ 64,552.012h−$18.72-0.91%signal
1301short2026-07-28 02:00 @ 63,183.262026-07-28 16:00 @ 63,912.2814h−$25.83-1.25%signal
1300short2026-07-24 14:00 @ 64,116.272026-07-25 14:00 @ 64,149.631d−$2.77-0.13%signal
1299long2026-07-24 08:00 @ 65,483.192026-07-24 12:00 @ 65,032.694h−$16.36-0.79%reverse
1298short2026-07-23 16:00 @ 64,927.412026-07-24 04:00 @ 65,438.5912h−$18.03-0.87%signal
1297long2026-07-22 18:00 @ 66,010.702026-07-23 04:00 @ 65,613.5710h−$14.53-0.70%signal
1296long2026-07-21 08:00 @ 66,180.032026-07-22 06:00 @ 65,941.2122h−$9.86-0.48%signal
1295long2026-07-20 12:00 @ 64,983.792026-07-20 14:00 @ 64,064.402h−$31.53-1.51%stop loss
1294short2026-07-20 08:00 @ 64,237.152026-07-20 10:00 @ 65,027.582h−$27.70-1.33%stop loss
1293long2026-07-20 00:00 @ 64,707.742026-07-20 06:00 @ 64,088.986h−$22.22-1.06%signal
1292long2026-07-17 18:00 @ 64,024.602026-07-19 10:00 @ 64,482.201d 16h$12.42+0.59%signal
1291short2026-07-17 02:00 @ 63,498.002026-07-17 16:00 @ 63,445.0914h−$0.32-0.02%signal
1290short2026-07-16 10:00 @ 64,051.092026-07-16 16:00 @ 64,690.646h−$23.06-1.10%signal
1289long2026-07-14 14:00 @ 63,815.562026-07-16 08:00 @ 64,187.261d 18h$9.41+0.45%signal
1288short2026-07-13 06:00 @ 62,751.552026-07-14 02:00 @ 62,517.7020h$6.19+0.30%signal
1287long2026-07-09 08:00 @ 62,986.192026-07-12 00:00 @ 63,770.342d 16h$22.79+1.09%signal
1286long2026-07-06 18:00 @ 63,577.912026-07-07 04:00 @ 63,152.2710h−$16.30-0.78%signal
1285short2026-07-06 14:00 @ 61,739.352026-07-06 14:00 @ 62,979.310m−$44.37-2.11%stop loss
1284long2026-07-05 08:00 @ 63,007.702026-07-06 10:00 @ 62,633.971d 2h−$15.26-0.72%signal
1283long2026-07-02 16:00 @ 61,596.322026-07-05 02:00 @ 62,847.232d 10h$39.04+1.86%signal
1282short2026-07-01 10:00 @ 58,909.622026-07-01 14:00 @ 59,474.894h−$22.29-1.06%signal
1281short2026-06-30 02:00 @ 59,907.622026-07-01 04:00 @ 59,181.531d 2h$23.69+1.13%signal
1280short2026-06-27 20:00 @ 60,137.872026-06-29 04:00 @ 60,031.901d 8h$1.87+0.09%signal
1279short2026-06-26 12:00 @ 59,380.522026-06-27 04:00 @ 60,286.8516h−$33.99-1.61%signal
1278short2026-06-24 16:00 @ 60,242.852026-06-25 04:00 @ 61,699.5112h−$53.40-2.52%stop loss
1277short2026-06-23 00:00 @ 63,977.302026-06-24 02:00 @ 62,917.181d 2h$33.00+1.56%signal
1276long2026-06-22 14:00 @ 65,561.012026-06-22 16:00 @ 64,396.562h−$39.86-1.88%stop loss
1275short2026-06-22 00:00 @ 63,274.542026-06-22 00:00 @ 64,293.170m−$36.28-1.70%stop loss
1274long2026-06-21 00:00 @ 64,282.952026-06-21 08:00 @ 64,157.178h−$6.32-0.30%signal
1273short2026-06-18 06:00 @ 63,949.112026-06-19 14:00 @ 63,186.731d 8h$23.45+1.10%signal
1272long2026-06-17 18:00 @ 66,086.312026-06-17 18:00 @ 64,660.700m−$48.22-2.26%stop loss
1271short2026-06-17 10:00 @ 64,867.022026-06-17 16:00 @ 65,725.846h−$30.55-1.42%signal
1270long2026-06-15 00:00 @ 65,715.242026-06-16 14:00 @ 65,999.601d 14h$7.22+0.34%signal
1269long2026-06-14 12:00 @ 64,524.602026-06-14 16:00 @ 63,982.404h−$20.19-0.94%signal
1268long2026-06-13 10:00 @ 63,722.642026-06-14 06:00 @ 64,305.2420h$17.52+0.82%signal
1267long2026-06-11 04:00 @ 62,670.032026-06-12 08:00 @ 63,053.891d 4h$10.88+0.51%signal
1266short2026-06-10 22:00 @ 61,315.132026-06-11 02:00 @ 62,192.844h−$32.95-1.53%signal
1265long2026-06-10 16:00 @ 62,617.222026-06-10 20:00 @ 61,896.324h−$27.02-1.25%reverse
1264short2026-06-09 02:00 @ 62,720.252026-06-10 14:00 @ 62,136.321d 12h$17.90+0.83%signal
1263long2026-06-08 10:00 @ 63,482.592026-06-09 00:00 @ 63,045.2914h−$17.00-0.79%signal
1262short2026-06-06 06:00 @ 60,906.822026-06-07 02:00 @ 61,464.7920h−$21.98-1.02%signal
1261short2026-06-01 04:00 @ 73,716.652026-06-05 22:00 @ 61,651.734d 18h$339.15+16.33%signal
1260short2026-05-31 00:00 @ 73,842.132026-05-31 22:00 @ 73,875.2722h−$2.68-0.13%signal
1259short2026-05-29 14:00 @ 73,099.982026-05-30 14:00 @ 73,819.661d−$22.28-1.07%signal
1258short2026-05-26 20:00 @ 76,013.192026-05-28 22:00 @ 73,811.062d 2h$58.96+2.85%signal
1257short2026-05-26 04:00 @ 76,613.672026-05-26 10:00 @ 77,568.826h−$27.87-1.34%stop loss
1256long2026-05-25 02:00 @ 76,920.882026-05-26 02:00 @ 76,702.461d−$8.24-0.40%signal
1255long2026-05-23 22:00 @ 76,793.362026-05-24 16:00 @ 76,328.5318h−$14.99-0.72%signal
1254short2026-05-22 10:00 @ 77,254.452026-05-23 16:00 @ 75,502.101d 6h$45.01+2.18%signal
1253short2026-05-21 14:00 @ 77,074.582026-05-21 18:00 @ 77,846.574h−$22.74-1.10%signal
1252short2026-05-19 14:00 @ 76,830.732026-05-20 06:00 @ 77,185.7316h−$11.50-0.55%signal
1251short2026-05-17 16:00 @ 77,991.302026-05-18 12:00 @ 77,270.5520h$17.20+0.83%signal
1250short2026-05-15 16:00 @ 79,102.282026-05-17 12:00 @ 78,387.071d 20h$16.97+0.82%signal
1249long2026-05-14 16:00 @ 81,261.852026-05-15 06:00 @ 80,303.9414h−$26.53-1.28%signal
1248short2026-05-14 12:00 @ 79,200.862026-05-14 14:00 @ 80,374.972h−$33.00-1.58%stop loss
1247short2026-05-13 14:00 @ 79,601.882026-05-14 06:00 @ 79,787.5516h−$6.84-0.33%signal
1246short2026-05-12 08:00 @ 80,793.042026-05-13 02:00 @ 80,976.2918h−$6.51-0.31%signal
1245long2026-05-11 20:00 @ 81,934.182026-05-12 00:00 @ 80,775.554h−$31.71-1.51%stop loss
1244long2026-05-09 02:00 @ 80,296.162026-05-10 22:00 @ 80,657.871d 20h$7.11+0.34%signal
1243short2026-05-07 18:00 @ 80,037.292026-05-08 10:00 @ 79,842.1716h$2.91+0.14%signal
1242long2026-05-06 12:00 @ 82,501.802026-05-06 14:00 @ 81,105.862h−$37.66-1.79%stop loss
1241long2026-05-05 06:00 @ 80,940.382026-05-06 00:00 @ 80,845.7318h−$4.29-0.20%signal
1240long2026-05-03 12:00 @ 78,636.322026-05-04 12:00 @ 78,737.751d$0.50+0.02%signal
1239long2026-05-01 04:00 @ 77,098.022026-05-03 02:00 @ 78,184.361d 22h$27.67+1.32%signal
1238short2026-04-29 16:00 @ 75,873.922026-04-30 14:00 @ 76,385.6722h−$16.33-0.78%signal
1237long2026-04-29 06:00 @ 77,270.152026-04-29 14:00 @ 76,733.258h−$16.66-0.79%signal
1236short2026-04-28 14:00 @ 76,143.172026-04-29 02:00 @ 76,550.3112h−$13.25-0.63%signal
1235short2026-04-27 08:00 @ 77,541.192026-04-28 00:00 @ 77,346.6716h$2.88+0.14%signal
1234long2026-04-26 00:00 @ 77,600.522026-04-26 04:00 @ 77,333.834h−$9.36-0.44%reverse
1233long2026-04-23 16:00 @ 78,344.972026-04-25 16:00 @ 77,273.842d−$30.44-1.44%signal
1232long2026-04-22 02:00 @ 76,282.652026-04-23 00:00 @ 78,124.0722h$48.63+2.31%signal
1231short2026-04-21 20:00 @ 74,973.702026-04-22 00:00 @ 76,303.564h−$39.65-1.87%signal
1230long2026-04-20 20:00 @ 76,267.752026-04-21 18:00 @ 74,836.8522h−$41.60-1.96%stop loss
1229short2026-04-19 18:00 @ 74,727.352026-04-20 08:00 @ 74,810.4614h−$4.59-0.22%signal
1228long2026-04-19 14:00 @ 75,893.182026-04-19 16:00 @ 74,688.202h−$35.77-1.67%stop loss
1227long2026-04-16 20:00 @ 75,324.562026-04-18 10:00 @ 76,541.791d 14h$32.67+1.54%signal
1226long2026-04-15 12:00 @ 74,169.832026-04-16 14:00 @ 73,741.251d 2h−$14.15-0.66%signal
1225long2026-04-13 14:00 @ 71,637.322026-04-14 20:00 @ 74,161.661d 6h$72.60+3.44%signal
1224short2026-04-12 14:00 @ 70,847.232026-04-12 22:00 @ 71,345.678h−$17.03-0.80%signal
1223long2026-04-10 14:00 @ 72,298.362026-04-12 02:00 @ 71,584.381d 12h−$22.43-1.06%signal
1222long2026-04-09 10:00 @ 71,503.002026-04-09 14:00 @ 70,751.054h−$24.50-1.15%signal
1221long2026-04-07 20:00 @ 68,989.702026-04-08 16:00 @ 71,260.6520h$67.21+3.18%signal
1220long2026-04-05 22:00 @ 67,533.002026-04-07 00:00 @ 68,804.141d 2h$37.17+1.77%signal
1219short2026-04-05 04:00 @ 67,099.982026-04-05 14:00 @ 67,797.4010h−$23.96-1.14%stop loss
1218long2026-04-04 12:00 @ 67,142.332026-04-05 02:00 @ 67,047.1914h−$5.18-0.25%signal
1217short2026-04-04 04:00 @ 66,785.742026-04-04 08:00 @ 66,995.504h−$8.75-0.41%signal
1216short2026-04-02 06:00 @ 66,544.892026-04-03 08:00 @ 67,022.201d 2h−$17.46-0.83%signal
1215long2026-04-01 18:00 @ 68,253.352026-04-02 02:00 @ 67,302.948h−$31.77-1.50%signal
1214long2026-04-01 08:00 @ 68,665.632026-04-01 14:00 @ 68,077.786h−$20.34-0.96%signal
1213short2026-03-31 08:00 @ 67,330.432026-04-01 06:00 @ 68,431.9822h−$37.32-1.74%signal
1212short2026-03-30 20:00 @ 66,502.602026-03-31 00:00 @ 67,836.594h−$45.30-2.11%stop loss
1211long2026-03-30 06:00 @ 67,472.492026-03-30 18:00 @ 66,791.7412h−$23.93-1.11%signal
1210short2026-03-29 10:00 @ 66,586.682026-03-30 04:00 @ 67,153.4318h−$20.50-0.95%signal
1209short2026-03-28 12:00 @ 66,275.142026-03-28 14:00 @ 66,826.762h−$20.21-0.93%signal
1208short2026-03-26 08:00 @ 70,039.792026-03-28 00:00 @ 66,377.371d 16h$109.56+5.12%signal
1207long2026-03-25 02:00 @ 70,657.232026-03-26 06:00 @ 69,974.601d 4h−$23.03-1.07%signal
1206short2026-03-24 16:00 @ 69,823.632026-03-25 00:00 @ 70,538.108h−$24.10-1.12%signal
1205long2026-03-23 14:00 @ 71,464.192026-03-24 14:00 @ 70,052.991d−$45.01-2.08%signal
1204short2026-03-22 00:00 @ 68,867.722026-03-23 06:00 @ 68,877.871d 6h−$2.75-0.13%signal
1203short2026-03-20 14:00 @ 69,817.032026-03-20 22:00 @ 70,512.408h−$23.78-1.10%signal
1202short2026-03-18 14:00 @ 72,090.082026-03-19 20:00 @ 70,247.051d 6h$52.97+2.46%signal
1201long2026-03-14 06:00 @ 70,994.902026-03-17 06:00 @ 73,981.203d$87.61+4.11%signal
1200long2026-03-12 10:00 @ 69,928.982026-03-13 18:00 @ 70,985.301d 8h$30.11+1.42%signal
1199long2026-03-09 16:00 @ 68,846.172026-03-11 12:00 @ 69,130.171d 20h$7.04+0.33%signal
1198short2026-03-06 14:00 @ 69,175.762026-03-08 10:00 @ 67,676.531d 20h$43.55+2.06%signal
1197long2026-03-04 10:00 @ 71,501.402026-03-05 08:00 @ 72,010.9922h$12.74+0.60%signal
1196long2026-02-28 20:00 @ 66,331.362026-03-01 10:00 @ 66,366.8214h−$1.06-0.05%signal
1195short2026-02-27 14:00 @ 66,226.752026-02-28 18:00 @ 65,408.381d 4h$23.82+1.13%signal
1194long2026-02-27 06:00 @ 67,699.342026-02-27 10:00 @ 66,015.344h−$54.61-2.58%stop loss
1193long2026-02-25 16:00 @ 67,375.872026-02-26 16:00 @ 67,339.831d−$3.16-0.15%signal
1192short2026-02-23 16:00 @ 65,619.972026-02-24 16:00 @ 63,946.191d$51.78+2.46%signal
1191short2026-02-22 16:00 @ 67,646.472026-02-23 10:00 @ 66,388.1718h$36.97+1.76%signal
1190long2026-02-21 10:00 @ 68,129.322026-02-22 00:00 @ 67,919.6114h−$8.62-0.41%signal
1189short2026-02-19 12:00 @ 66,455.512026-02-20 02:00 @ 67,262.7514h−$27.65-1.31%signal
1188short2026-02-18 14:00 @ 67,188.862026-02-19 04:00 @ 66,963.7914h$4.94+0.23%signal
1187short2026-02-17 12:00 @ 67,810.742026-02-18 08:00 @ 68,092.1220h−$10.68-0.51%signal
1186long2026-02-16 22:00 @ 68,848.972026-02-17 06:00 @ 68,193.568h−$22.34-1.06%signal
1185short2026-02-15 20:00 @ 68,250.052026-02-16 10:00 @ 68,974.7914h−$24.64-1.16%signal
1184long2026-02-14 12:00 @ 70,478.892026-02-15 12:00 @ 68,861.131d−$51.05-2.39%stop loss
1183short2026-02-12 20:00 @ 65,747.552026-02-13 10:00 @ 66,937.7814h−$40.79-1.90%signal
1182short2026-02-10 22:00 @ 68,609.582026-02-12 12:00 @ 68,045.411d 14h$15.33+0.72%signal
1181short2026-02-10 14:00 @ 68,968.002026-02-10 18:00 @ 69,900.484h−$31.37-1.46%signal
1180long2026-02-09 20:00 @ 70,926.782026-02-10 04:00 @ 69,459.318h−$46.59-2.16%signal
1179short2026-02-09 12:00 @ 68,886.222026-02-09 18:00 @ 70,584.716h−$55.83-2.57%signal
1178long2026-02-08 12:00 @ 70,968.192026-02-09 10:00 @ 69,573.9822h−$44.91-2.06%signal
1177short2026-02-03 16:00 @ 78,078.582026-02-06 06:00 @ 66,378.572d 14h$313.61+14.90%signal
1176short2026-02-02 22:00 @ 78,473.302026-02-03 02:00 @ 78,995.804h−$16.20-0.77%signal
1175short2026-01-31 04:00 @ 83,970.702026-02-02 10:00 @ 77,681.532d 6h$153.23+7.40%signal
1174short2026-01-29 04:00 @ 87,985.602026-01-30 20:00 @ 84,216.741d 16h$86.07+4.20%signal
1173long2026-01-28 14:00 @ 90,238.142026-01-29 00:00 @ 88,788.4410h−$35.32-1.72%stop loss
1172short2026-01-27 12:00 @ 87,929.812026-01-27 20:00 @ 89,159.048h−$30.79-1.49%stop loss
1171long2026-01-27 04:00 @ 88,762.452026-01-27 10:00 @ 87,835.036h−$23.82-1.15%signal
1170short2026-01-24 14:00 @ 89,303.842026-01-26 08:00 @ 87,986.591d 18h$28.85+1.40%signal
1169short2026-01-23 10:00 @ 88,922.212026-01-23 16:00 @ 89,729.146h−$20.85-1.01%signal
1168short2026-01-21 10:00 @ 89,050.692026-01-21 14:00 @ 90,587.364h−$37.96-1.83%stop loss
1167short2026-01-19 16:00 @ 92,994.802026-01-21 06:00 @ 89,937.881d 14h$66.45+3.22%signal
1166short2026-01-18 02:00 @ 94,909.812026-01-18 20:00 @ 95,354.6718h−$11.41-0.55%signal
1165long2026-01-17 14:00 @ 95,418.682026-01-18 00:00 @ 95,088.8810h−$9.27-0.45%signal
1164long2026-01-16 10:00 @ 95,587.212026-01-16 16:00 @ 94,518.696h−$25.24-1.22%signal
1163long2026-01-15 10:00 @ 97,013.302026-01-15 18:00 @ 95,335.848h−$38.11-1.83%stop loss
1162long2026-01-13 08:00 @ 91,926.382026-01-15 04:00 @ 95,923.911d 20h$87.11+4.23%signal
1161short2026-01-12 10:00 @ 90,628.672026-01-12 16:00 @ 91,636.926h−$25.08-1.21%signal
1160long2026-01-12 04:00 @ 91,784.552026-01-12 08:00 @ 90,752.024h−$25.45-1.23%stop loss
1159short2026-01-11 22:00 @ 90,692.962026-01-12 00:00 @ 91,514.512h−$20.88-1.00%stop loss
1158short2026-01-09 22:00 @ 90,485.802026-01-11 04:00 @ 90,714.541d 6h−$6.75-0.32%signal
1157short2026-01-09 08:00 @ 90,693.962026-01-09 16:00 @ 91,156.038h−$12.56-0.60%signal
1156long2026-01-06 14:00 @ 93,696.742026-01-06 16:00 @ 92,379.032h−$31.55-1.51%stop loss
1155long2026-01-04 02:00 @ 91,208.242026-01-06 02:00 @ 93,717.352d$54.41+2.62%signal
1154long2026-01-01 12:00 @ 87,997.702026-01-03 08:00 @ 89,517.991d 20h$33.26+1.61%signal
1153long2025-12-30 10:00 @ 87,972.292025-12-31 16:00 @ 87,891.421d 6h−$4.24-0.20%signal
1152short2025-12-29 12:00 @ 87,511.592025-12-30 08:00 @ 87,474.9920h−$0.90-0.04%signal
1151long2025-12-29 02:00 @ 88,436.982025-12-29 10:00 @ 88,050.598h−$11.34-0.55%signal
1150short2025-12-28 20:00 @ 87,471.202025-12-29 00:00 @ 87,937.984h−$13.17-0.63%signal
1149long2025-12-28 12:00 @ 87,868.472025-12-28 18:00 @ 87,712.556h−$5.96-0.29%signal
1148short2025-12-27 02:00 @ 87,414.112025-12-27 22:00 @ 87,641.0220h−$7.30-0.35%signal
1147short2025-12-26 00:00 @ 87,165.362025-12-26 02:00 @ 88,326.822h−$29.83-1.43%stop loss
1146short2025-12-23 06:00 @ 87,709.152025-12-25 16:00 @ 88,356.672d 10h−$16.60-0.79%signal
1145short2025-12-22 22:00 @ 88,214.352025-12-23 02:00 @ 88,488.594h−$8.55-0.41%reverse
1144long2025-12-22 02:00 @ 88,597.922025-12-22 20:00 @ 87,993.4018h−$16.65-0.79%signal
1143long2025-12-21 10:00 @ 88,885.772025-12-21 12:00 @ 87,745.482h−$29.11-1.38%stop loss
1142long2025-12-20 06:00 @ 88,267.752025-12-21 02:00 @ 87,962.9020h−$9.77-0.46%signal
1141short2025-12-18 20:00 @ 84,430.112025-12-19 02:00 @ 86,980.416h−$66.22-3.12%stop loss
1140long2025-12-18 14:00 @ 88,821.762025-12-18 16:00 @ 86,765.372h−$51.78-2.42%stop loss
1139short2025-12-17 20:00 @ 85,965.502025-12-18 04:00 @ 86,592.428h−$17.64-0.82%signal
1138short2025-12-17 06:00 @ 86,577.682025-12-17 14:00 @ 87,596.528h−$27.26-1.27%signal
1137short2025-12-15 20:00 @ 86,086.982025-12-16 12:00 @ 87,234.0416h−$30.72-1.42%signal
1136short2025-12-14 18:00 @ 88,742.952025-12-15 02:00 @ 89,206.848h−$13.45-0.62%signal
1135short2025-12-13 16:00 @ 90,037.292025-12-14 02:00 @ 90,274.5510h−$7.51-0.35%signal
1134long2025-12-11 22:00 @ 92,842.162025-12-12 14:00 @ 90,593.3416h−$55.10-2.53%stop loss
1133short2025-12-11 04:00 @ 89,815.132025-12-11 20:00 @ 90,811.6616h−$26.31-1.21%signal
1132long2025-12-10 08:00 @ 92,763.252025-12-10 12:00 @ 92,066.984h−$18.64-0.85%signal
1131short2025-12-09 04:00 @ 90,346.032025-12-09 14:00 @ 92,264.6210h−$48.78-2.22%stop loss
1130short2025-12-08 16:00 @ 89,894.722025-12-08 22:00 @ 91,276.356h−$36.09-1.63%reverse
1129long2025-12-08 08:00 @ 91,538.102025-12-08 14:00 @ 89,690.896h−$47.14-2.12%stop loss
1128long2025-12-07 20:00 @ 91,398.082025-12-07 22:00 @ 89,603.332h−$46.02-2.06%stop loss
1127short2025-12-07 10:00 @ 89,052.292025-12-07 16:00 @ 90,250.356h−$32.26-1.44%stop loss
1126long2025-12-03 22:00 @ 93,663.732025-12-04 14:00 @ 92,461.9016h−$31.22-1.39%signal
1125long2025-12-02 16:00 @ 90,827.362025-12-03 16:00 @ 92,314.531d$34.25+1.53%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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