[Mine-PA] Higher highs + higher lows continuation

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-3.56%-16.35%77730%
Validation2024-10-19 → 2025-09-25-6.10%-12.09%28831%
Out-of-sample2025-09-25 → 2026-08-31-6.32%-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 · 201–400 shown

#SideEntryExitHeldP&LReturnClosed by
1124short2025-12-01 02:00 @ 87,116.572025-12-02 12:00 @ 87,344.471d 10h−$7.97-0.36%signal
1123long2025-11-29 16:00 @ 91,048.212025-12-01 00:00 @ 90,302.441d 8h−$20.99-0.93%signal
1122long2025-11-28 12:00 @ 91,401.282025-11-28 18:00 @ 90,603.086h−$21.86-0.97%signal
1121long2025-11-27 20:00 @ 91,507.302025-11-28 02:00 @ 90,736.156h−$21.30-0.94%signal
1120long2025-11-26 18:00 @ 89,810.362025-11-27 14:00 @ 90,795.4420h$22.43+1.00%signal
1119short2025-11-26 12:00 @ 87,031.692025-11-26 16:00 @ 88,969.734h−$52.72-2.33%stop loss
1118short2025-11-25 10:00 @ 87,176.862025-11-26 02:00 @ 87,896.1816h−$20.98-0.92%signal
1117long2025-11-24 20:00 @ 88,294.762025-11-25 02:00 @ 87,670.066h−$18.24-0.80%signal
1116short2025-11-24 12:00 @ 86,215.252025-11-24 16:00 @ 88,327.094h−$58.26-2.55%stop loss
1115long2025-11-23 16:00 @ 87,060.212025-11-24 10:00 @ 85,896.6218h−$32.96-1.43%signal
1114short2025-11-20 10:00 @ 91,855.732025-11-23 02:00 @ 85,854.672d 16h$146.26+6.47%signal
1113short2025-11-19 04:00 @ 91,823.732025-11-20 00:00 @ 91,527.3020h$5.24+0.23%signal
1112short2025-11-17 20:00 @ 91,637.872025-11-18 12:00 @ 91,492.3916h$1.78+0.08%signal
1111short2025-11-16 14:00 @ 95,352.832025-11-17 04:00 @ 95,491.0914h−$5.16-0.23%signal
1110short2025-11-15 12:00 @ 95,638.172025-11-16 10:00 @ 96,616.6222h−$24.92-1.10%signal
1109short2025-11-13 20:00 @ 98,623.372025-11-15 04:00 @ 96,407.781d 8h$49.18+2.18%signal
1108short2025-11-12 18:00 @ 101,679.662025-11-13 06:00 @ 103,118.4212h−$34.26-1.51%signal
1107long2025-11-12 12:00 @ 105,000.902025-11-12 14:00 @ 103,121.232h−$42.94-1.89%stop loss
1106short2025-11-11 16:00 @ 103,396.522025-11-12 10:00 @ 104,496.3018h−$26.33-1.16%signal
1105long2025-11-11 12:00 @ 105,277.252025-11-11 14:00 @ 104,329.232h−$22.85-1.00%signal
1104long2025-11-09 16:00 @ 103,736.542025-11-10 16:00 @ 105,007.891d$25.06+1.10%signal
1103short2025-11-09 04:00 @ 101,602.682025-11-09 12:00 @ 102,218.648h−$16.04-0.70%signal
1102short2025-11-08 08:00 @ 102,282.342025-11-08 22:00 @ 102,244.4414h−$1.28-0.06%signal
1101long2025-11-07 22:00 @ 103,865.572025-11-08 06:00 @ 102,236.958h−$38.41-1.67%signal
1100short2025-11-07 12:00 @ 100,349.132025-11-07 18:00 @ 102,375.176h−$48.67-2.11%signal
1099short2025-11-06 02:00 @ 103,294.742025-11-07 04:00 @ 101,883.771d 2h$29.49+1.28%signal
1098short2025-11-03 06:00 @ 107,535.292025-11-05 04:00 @ 102,115.221d 22h$113.09+4.98%signal
1097short2025-11-02 18:00 @ 110,120.072025-11-03 00:00 @ 110,517.006h−$10.47-0.46%signal
1096long2025-11-02 08:00 @ 110,866.172025-11-02 16:00 @ 110,044.198h−$19.34-0.85%signal
1095short2025-11-01 14:00 @ 109,877.722025-11-01 16:00 @ 110,275.152h−$10.53-0.46%signal
1094short2025-10-30 14:00 @ 107,560.682025-10-31 00:00 @ 108,285.2510h−$17.60-0.77%signal
1093short2025-10-29 18:00 @ 111,796.942025-10-30 08:00 @ 111,335.8614h$7.16+0.31%signal
1092short2025-10-28 22:00 @ 112,912.812025-10-29 08:00 @ 113,534.7010h−$14.88-0.65%signal
1091long2025-10-28 10:00 @ 114,492.892025-10-28 20:00 @ 113,606.2710h−$20.09-0.88%signal
1090long2025-10-26 10:00 @ 112,500.502025-10-27 22:00 @ 114,235.151d 12h$32.10+1.41%signal
1089long2025-10-24 22:00 @ 111,051.312025-10-26 04:00 @ 111,187.861d 6h$0.20+0.01%signal
1088long2025-10-23 08:00 @ 109,250.452025-10-24 16:00 @ 109,987.901d 8h$12.83+0.56%signal
1087short2025-10-22 22:00 @ 107,138.272025-10-23 06:00 @ 108,915.888h−$40.09-1.75%signal
1086short2025-10-22 00:00 @ 108,232.152025-10-22 14:00 @ 108,749.8514h−$13.31-0.58%signal
1085long2025-10-21 16:00 @ 113,377.872025-10-21 20:00 @ 110,603.294h−$58.70-2.54%stop loss
1084short2025-10-21 04:00 @ 108,983.302025-10-21 14:00 @ 110,970.2410h−$44.56-1.92%stop loss
1083long2025-10-20 06:00 @ 110,995.892025-10-20 18:00 @ 110,222.1512h−$18.50-0.80%signal
1082long2025-10-19 18:00 @ 109,058.112025-10-20 02:00 @ 107,990.308h−$25.08-1.08%signal
1081short2025-10-18 18:00 @ 106,801.542025-10-18 22:00 @ 107,137.924h−$9.68-0.42%signal
1080short2025-10-17 08:00 @ 105,557.182025-10-17 16:00 @ 106,771.358h−$29.28-1.25%signal
1079short2025-10-15 14:00 @ 111,316.632025-10-17 02:00 @ 108,796.051d 12h$50.20+2.16%signal
1078short2025-10-14 02:00 @ 114,193.262025-10-14 16:00 @ 112,845.4614h$25.10+1.08%signal
1077long2025-10-13 02:00 @ 115,661.132025-10-13 12:00 @ 114,106.3710h−$33.68-1.45%signal
1076short2025-10-10 18:00 @ 117,567.282025-10-12 06:00 @ 111,664.731d 12h$113.64+4.94%signal
1075short2025-10-09 18:00 @ 120,891.322025-10-10 00:00 @ 121,603.726h−$15.89-0.69%signal
1074short2025-10-09 04:00 @ 121,964.002025-10-09 12:00 @ 122,697.538h−$16.08-0.70%signal
1073long2025-10-08 12:00 @ 122,850.372025-10-09 02:00 @ 122,472.0014h−$9.58-0.41%signal
1072short2025-10-07 18:00 @ 121,048.992025-10-08 10:00 @ 122,509.5016h−$30.01-1.29%signal
1071long2025-10-05 00:00 @ 122,367.672025-10-07 04:00 @ 124,252.942d 4h$31.84+1.38%signal
1070long2025-09-30 22:00 @ 114,130.822025-10-03 02:00 @ 119,808.632d 4h$109.96+4.82%signal
1069long2025-09-29 00:00 @ 112,142.122025-09-30 06:00 @ 113,834.131d 6h$31.90+1.40%signal
1068short2025-09-27 10:00 @ 109,228.152025-09-27 22:00 @ 109,442.0812h−$6.56-0.29%signal
1067short2025-09-25 04:00 @ 112,463.202025-09-26 18:00 @ 109,869.371d 14h$50.57+2.23%signal
1066long2025-09-24 18:00 @ 113,722.842025-09-25 02:00 @ 112,593.188h−$24.81-1.09%signal
1065short2025-09-23 20:00 @ 111,589.382025-09-24 02:00 @ 112,417.086h−$19.03-0.84%signal
1064short2025-09-21 18:00 @ 115,558.182025-09-23 08:00 @ 113,070.711d 14h$46.93+2.07%signal
1063short2025-09-20 20:00 @ 115,613.472025-09-21 08:00 @ 115,795.9512h−$5.96-0.26%signal
1062short2025-09-19 14:00 @ 116,215.352025-09-20 08:00 @ 115,933.0818h$3.44+0.15%signal
1061long2025-09-16 18:00 @ 116,437.982025-09-17 04:00 @ 116,296.9410h−$5.17-0.23%signal
1060long2025-09-15 20:00 @ 115,269.752025-09-16 14:00 @ 115,131.4718h−$5.17-0.23%reverse
1059long2025-09-15 06:00 @ 116,497.492025-09-15 08:00 @ 115,301.522h−$25.78-1.13%stop loss
1058long2025-09-14 10:00 @ 116,019.402025-09-14 14:00 @ 115,256.544h−$17.24-0.76%signal
1057long2025-09-10 06:00 @ 111,552.312025-09-13 18:00 @ 115,495.703d 12h$76.39+3.38%signal
1056long2025-09-09 08:00 @ 112,972.792025-09-09 14:00 @ 111,753.056h−$26.93-1.19%stop loss
1055long2025-09-08 10:00 @ 112,082.412025-09-09 02:00 @ 111,290.7416h−$18.54-0.82%signal
1054short2025-09-05 18:00 @ 110,544.992025-09-06 04:00 @ 111,056.2110h−$12.76-0.56%reverse
1053long2025-09-05 00:00 @ 110,701.642025-09-05 16:00 @ 110,651.9716h−$3.70-0.16%signal
1052short2025-09-04 16:00 @ 109,426.112025-09-04 22:00 @ 110,467.896h−$23.81-1.04%reverse
1051short2025-09-04 08:00 @ 110,395.222025-09-04 12:00 @ 110,785.954h−$10.26-0.45%reverse
1050long2025-09-03 12:00 @ 111,413.882025-09-04 04:00 @ 111,084.8816h−$9.12-0.40%signal
1049long2025-09-02 02:00 @ 109,284.152025-09-02 12:00 @ 109,676.6610h$5.71+0.25%signal
1048long2025-09-01 10:00 @ 109,507.202025-09-01 18:00 @ 108,860.228h−$15.90-0.70%reverse
1047short2025-09-01 04:00 @ 107,597.582025-09-01 06:00 @ 108,853.182h−$29.08-1.27%stop loss
1046short2025-08-31 08:00 @ 108,635.172025-08-31 18:00 @ 108,966.7910h−$8.97-0.39%signal
1045short2025-08-31 00:00 @ 108,736.252025-08-31 02:00 @ 109,401.882h−$16.42-0.71%signal
1044short2025-08-28 20:00 @ 111,842.432025-08-30 16:00 @ 108,831.561d 20h$59.86+2.62%signal
1043long2025-08-28 06:00 @ 112,830.362025-08-28 18:00 @ 112,316.2312h−$13.11-0.57%signal
1042short2025-08-27 04:00 @ 111,351.532025-08-27 14:00 @ 111,456.6910h−$4.33-0.19%signal
1041short2025-08-25 22:00 @ 109,817.832025-08-26 20:00 @ 111,075.7122h−$28.20-1.23%signal
1040short2025-08-24 10:00 @ 114,800.442025-08-25 16:00 @ 112,164.631d 6h$50.87+2.23%signal
1039long2025-08-24 02:00 @ 115,454.792025-08-24 08:00 @ 114,831.936h−$14.63-0.64%signal
1038short2025-08-23 16:00 @ 114,753.442025-08-23 20:00 @ 115,127.924h−$9.55-0.42%reverse
1037short2025-08-22 12:00 @ 112,250.452025-08-22 14:00 @ 113,813.192h−$34.32-1.49%stop loss
1036short2025-08-21 08:00 @ 113,814.032025-08-22 04:00 @ 112,912.5820h$16.40+0.71%signal
1035short2025-08-19 18:00 @ 113,437.212025-08-20 06:00 @ 113,694.5312h−$7.41-0.32%signal
1034short2025-08-19 04:00 @ 114,733.752025-08-19 12:00 @ 115,484.098h−$17.21-0.75%signal
1033short2025-08-17 20:00 @ 117,503.492025-08-18 16:00 @ 116,122.6220h$24.74+1.08%signal
1032short2025-08-16 22:00 @ 117,376.322025-08-17 06:00 @ 117,969.198h−$13.72-0.60%signal
1031short2025-08-15 18:00 @ 117,520.392025-08-16 02:00 @ 117,802.068h−$7.61-0.33%signal
1030short2025-08-14 14:00 @ 118,341.032025-08-15 02:00 @ 118,644.4212h−$7.93-0.34%signal
1029long2025-08-12 16:00 @ 119,911.982025-08-14 06:00 @ 122,141.571d 14h$39.25+1.71%signal
1028long2025-08-12 04:00 @ 118,836.962025-08-12 10:00 @ 118,336.336h−$12.14-0.53%signal
1027long2025-08-10 04:00 @ 118,503.702025-08-11 12:00 @ 120,520.891d 8h$35.69+1.56%signal
1026long2025-08-09 12:00 @ 117,088.412025-08-09 20:00 @ 116,476.608h−$14.37-0.63%signal
1025long2025-08-07 12:00 @ 116,492.392025-08-08 04:00 @ 116,668.8616h$0.98+0.04%signal
1024short2025-08-07 04:00 @ 114,478.002025-08-07 10:00 @ 115,043.506h−$13.45-0.59%signal
1023short2025-08-05 16:00 @ 112,849.132025-08-06 00:00 @ 114,092.418h−$27.54-1.20%signal
1022short2025-08-05 06:00 @ 114,350.932025-08-05 12:00 @ 114,805.066h−$11.25-0.49%reverse
1021long2025-08-04 18:00 @ 115,172.832025-08-05 04:00 @ 114,192.0610h−$22.12-0.96%signal
1020short2025-08-03 16:00 @ 113,881.522025-08-03 20:00 @ 114,281.954h−$10.27-0.44%signal
1019short2025-07-31 22:00 @ 116,455.602025-08-03 02:00 @ 113,073.012d 4h$64.88+2.83%signal
1018long2025-07-31 02:00 @ 118,048.712025-07-31 18:00 @ 117,688.6616h−$9.76-0.42%signal
1017short2025-07-29 18:00 @ 117,699.962025-07-30 04:00 @ 118,130.1210h−$10.48-0.46%signal
1016long2025-07-29 08:00 @ 118,879.972025-07-29 14:00 @ 117,534.476h−$28.64-1.24%stop loss
1015short2025-07-28 18:00 @ 117,626.372025-07-29 04:00 @ 118,769.3510h−$24.57-1.06%signal
1014long2025-07-27 18:00 @ 119,208.242025-07-28 08:00 @ 118,849.3314h−$9.51-0.41%signal
1013short2025-07-25 16:00 @ 115,664.262025-07-25 20:00 @ 116,672.934h−$22.34-0.96%signal
1012short2025-07-25 00:00 @ 118,270.742025-07-25 12:00 @ 116,527.9012h$32.25+1.39%signal
1011long2025-07-24 02:00 @ 119,084.012025-07-24 06:00 @ 117,533.094h−$32.54-1.40%signal
1010short2025-07-23 10:00 @ 117,978.502025-07-24 00:00 @ 118,737.1414h−$17.05-0.73%signal
1009long2025-07-22 10:00 @ 118,379.972025-07-23 04:00 @ 118,596.9818h$1.47+0.06%signal
1008short2025-07-21 20:00 @ 116,701.362025-07-22 06:00 @ 118,542.2610h−$38.95-1.67%stop loss
1007long2025-07-21 06:00 @ 118,421.482025-07-21 12:00 @ 118,021.296h−$10.47-0.45%signal
1006short2025-07-21 00:00 @ 117,192.662025-07-21 04:00 @ 118,398.474h−$26.24-1.12%signal
1005short2025-07-19 16:00 @ 118,001.992025-07-20 14:00 @ 118,402.3822h−$9.61-0.41%signal
1004short2025-07-18 22:00 @ 117,624.772025-07-19 02:00 @ 118,033.604h−$10.28-0.44%signal
1003long2025-07-17 18:00 @ 119,279.252025-07-18 10:00 @ 118,861.2216h−$11.06-0.47%signal
1002long2025-07-16 00:00 @ 117,762.152025-07-17 02:00 @ 118,091.381d 2h$3.27+0.14%signal
1001short2025-07-15 04:00 @ 117,185.762025-07-15 14:00 @ 118,091.4110h−$20.34-0.86%signal
1000long2025-07-13 06:00 @ 117,738.442025-07-14 16:00 @ 119,839.131d 10h$38.59+1.64%signal
999long2025-07-12 10:00 @ 118,143.422025-07-12 14:00 @ 117,452.604h−$16.09-0.68%signal
998long2025-07-10 18:00 @ 113,704.942025-07-11 16:00 @ 116,886.9222h$62.49+2.68%signal
997long2025-07-09 14:00 @ 109,158.632025-07-10 14:00 @ 110,727.851d$30.57+1.31%signal
996long2025-07-08 10:00 @ 108,427.382025-07-09 04:00 @ 108,290.2418h−$5.43-0.23%signal
995short2025-07-07 20:00 @ 107,978.302025-07-08 08:00 @ 108,462.3912h−$12.77-0.55%reverse
994long2025-07-06 02:00 @ 108,176.932025-07-06 06:00 @ 107,920.214h−$7.87-0.34%signal
993short2025-07-05 10:00 @ 108,011.892025-07-06 00:00 @ 108,175.0314h−$5.77-0.25%signal
992short2025-07-04 16:00 @ 107,513.092025-07-05 00:00 @ 107,956.898h−$11.95-0.51%signal
991long2025-07-03 08:00 @ 109,256.752025-07-04 04:00 @ 109,173.8620h−$4.44-0.19%signal
990long2025-07-02 08:00 @ 107,047.512025-07-03 04:00 @ 108,573.0820h$30.59+1.31%signal
989short2025-06-30 22:00 @ 107,044.692025-07-02 04:00 @ 106,161.231d 6h$17.08+0.73%signal
988long2025-06-30 02:00 @ 108,476.892025-06-30 06:00 @ 107,546.874h−$22.32-0.96%stop loss
987long2025-06-29 10:00 @ 107,873.672025-06-29 18:00 @ 107,464.008h−$11.43-0.49%signal
986long2025-06-27 06:00 @ 107,232.442025-06-28 14:00 @ 107,045.091d 8h−$6.66-0.28%signal
985long2025-06-23 22:00 @ 103,660.932025-06-26 10:00 @ 107,241.852d 12h$77.54+3.35%signal
984short2025-06-23 12:00 @ 101,228.152025-06-23 14:00 @ 102,326.562h−$27.56-1.19%signal
983short2025-06-21 16:00 @ 103,496.002025-06-23 00:00 @ 100,924.881d 8h$55.68+2.41%signal
982short2025-06-20 16:00 @ 104,147.672025-06-21 10:00 @ 103,818.6618h$5.18+0.22%signal
981long2025-06-20 10:00 @ 105,918.982025-06-20 14:00 @ 104,546.224h−$32.34-1.40%stop loss
980short2025-06-18 10:00 @ 104,629.672025-06-20 08:00 @ 105,784.751d 22h−$27.67-1.19%signal
979short2025-06-17 10:00 @ 106,091.082025-06-18 06:00 @ 105,381.0720h$13.23+0.57%signal
978long2025-06-16 04:00 @ 105,886.772025-06-17 00:00 @ 106,728.7520h$15.92+0.69%signal
977short2025-06-15 22:00 @ 104,723.752025-06-16 02:00 @ 105,777.554h−$25.70-1.11%signal
976short2025-06-14 18:00 @ 104,534.692025-06-14 22:00 @ 105,290.054h−$19.16-0.82%signal
975short2025-06-12 22:00 @ 105,806.232025-06-14 00:00 @ 106,048.511d 2h−$7.63-0.33%signal
974short2025-06-12 06:00 @ 107,682.562025-06-12 18:00 @ 108,261.4512h−$14.69-0.63%signal
973long2025-06-09 12:00 @ 107,729.342025-06-10 06:00 @ 109,249.8518h$30.27+1.30%signal
972long2025-06-07 06:00 @ 104,844.462025-06-08 10:00 @ 105,072.481d 4h$2.55+0.11%signal
971short2025-06-04 22:00 @ 104,845.432025-06-06 04:00 @ 102,465.491d 6h$50.33+2.18%signal
970long2025-06-03 00:00 @ 105,835.562025-06-04 08:00 @ 105,239.051d 8h−$15.73-0.68%reverse
969short2025-06-02 14:00 @ 103,743.552025-06-02 22:00 @ 104,907.188h−$28.30-1.22%signal
968long2025-06-02 00:00 @ 105,604.422025-06-02 04:00 @ 104,760.844h−$20.91-0.90%signal
967short2025-06-01 04:00 @ 104,315.532025-06-01 16:00 @ 104,684.8312h−$10.54-0.45%signal
966short2025-05-29 16:00 @ 106,951.212025-05-31 14:00 @ 104,081.811d 22h$60.75+2.62%signal
965long2025-05-29 12:00 @ 108,761.752025-05-29 14:00 @ 107,547.592h−$28.26-1.22%signal
964short2025-05-28 00:00 @ 108,867.422025-05-29 02:00 @ 108,125.121d 2h$13.83+0.60%signal
963long2025-05-27 08:00 @ 109,509.902025-05-27 22:00 @ 108,851.9314h−$16.51-0.71%reverse
962long2025-05-27 00:00 @ 109,408.682025-05-27 00:00 @ 107,514.640m−$42.92-1.84%stop loss
961long2025-05-26 02:00 @ 109,522.002025-05-26 18:00 @ 109,116.1716h−$11.46-0.49%signal
960short2025-05-25 02:00 @ 107,580.882025-05-26 00:00 @ 108,977.7922h−$32.63-1.39%signal
959short2025-05-24 00:00 @ 107,250.152025-05-24 12:00 @ 109,174.0312h−$44.48-1.89%signal
958long2025-05-20 18:00 @ 106,174.832025-05-23 12:00 @ 109,011.392d 18h$58.59+2.50%signal
957long2025-05-19 18:00 @ 105,349.472025-05-20 08:00 @ 104,959.1014h−$11.23-0.48%signal
956short2025-05-19 06:00 @ 102,970.102025-05-19 16:00 @ 104,761.4510h−$43.23-1.83%signal
955long2025-05-18 08:00 @ 103,913.782025-05-19 04:00 @ 102,836.3420h−$27.38-1.16%stop loss
954short2025-05-17 02:00 @ 102,757.842025-05-18 06:00 @ 103,618.521d 4h−$21.97-0.93%signal
953long2025-05-16 02:00 @ 104,023.102025-05-17 00:00 @ 103,391.5222h−$17.07-0.72%signal
952short2025-05-15 06:00 @ 102,305.232025-05-15 16:00 @ 103,231.8410h−$23.81-1.00%signal
951long2025-05-14 14:00 @ 103,934.482025-05-15 04:00 @ 102,685.4614h−$31.20-1.31%signal
950long2025-05-13 08:00 @ 102,644.522025-05-14 02:00 @ 103,659.2618h$20.50+0.86%signal
949long2025-05-13 00:00 @ 102,759.852025-05-13 04:00 @ 101,660.964h−$28.08-1.18%signal
948long2025-05-11 12:00 @ 104,634.622025-05-12 14:00 @ 103,030.041d 2h−$39.75-1.66%stop loss
947long2025-05-11 00:00 @ 104,809.762025-05-11 08:00 @ 103,307.138h−$37.15-1.54%signal
946long2025-05-08 00:00 @ 97,007.802025-05-10 16:00 @ 103,081.982d 16h$144.65+6.10%signal
945long2025-05-06 20:00 @ 94,929.782025-05-07 18:00 @ 96,258.1422h$30.64+1.30%signal
944short2025-05-04 12:00 @ 95,356.922025-05-06 16:00 @ 94,532.102d 4h$18.28+0.77%signal
943long2025-05-03 16:00 @ 96,377.972025-05-04 00:00 @ 95,784.148h−$16.89-0.71%signal
942long2025-05-02 14:00 @ 96,729.042025-05-03 02:00 @ 96,438.4112h−$9.12-0.39%signal
941long2025-05-01 06:00 @ 95,123.122025-05-02 08:00 @ 96,282.741d 2h$26.74+1.13%signal
940short2025-04-30 16:00 @ 93,929.612025-04-30 22:00 @ 94,401.886h−$14.34-0.61%reverse
939long2025-04-30 06:00 @ 94,874.872025-04-30 12:00 @ 93,516.806h−$36.38-1.53%stop loss
938long2025-04-29 10:00 @ 94,958.992025-04-30 00:00 @ 94,181.2614h−$21.87-0.92%signal
937long2025-04-29 02:00 @ 94,823.662025-04-29 06:00 @ 94,219.354h−$17.56-0.74%signal
936long2025-04-28 06:00 @ 94,202.142025-04-28 14:00 @ 93,896.628h−$10.12-0.42%signal
935short2025-04-28 02:00 @ 92,879.722025-04-28 04:00 @ 94,127.542h−$34.56-1.44%stop loss
934long2025-04-27 22:00 @ 94,308.162025-04-28 00:00 @ 93,210.912h−$30.33-1.26%stop loss
933long2025-04-24 14:00 @ 92,786.952025-04-26 10:00 @ 94,209.051d 20h$34.65+1.45%signal
932long2025-04-23 20:00 @ 93,455.092025-04-24 04:00 @ 92,614.278h−$23.90-1.00%signal
931long2025-04-22 02:00 @ 88,367.772025-04-23 14:00 @ 92,973.701d 12h$121.18+5.12%signal
930long2025-04-21 16:00 @ 88,014.902025-04-21 16:00 @ 86,511.520m−$43.02-1.81%stop loss
929long2025-04-21 00:00 @ 85,155.932025-04-21 12:00 @ 86,919.1112h$46.36+1.96%signal
928short2025-04-20 10:00 @ 84,483.102025-04-20 22:00 @ 84,984.9912h−$16.52-0.70%signal
927long2025-04-19 06:00 @ 85,063.512025-04-20 08:00 @ 84,719.651d 2h−$12.06-0.51%signal
926long2025-04-17 20:00 @ 84,813.962025-04-18 16:00 @ 84,315.3320h−$16.56-0.70%signal
925short2025-04-17 04:00 @ 83,936.512025-04-17 08:00 @ 84,645.934h−$22.54-0.95%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.

← Browse other results