[Mine-PA] Higher highs + higher lows continuation
public
@djgambhirBTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,901 bars in 40.7ms
Underperformed the market. Holding BTCUSDT returned +71.85% over the same period, against this strategy’s -66.68%.
Net P&L
-66.68%
−$6,667.77
Max drawdown
-68.22%
Max run-up
+9.88%
Trades
2,836
26.9% win rate
Profit factor
0.74
2021-12-31drawdown · worst -68.22%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -48.46% | -49.26% | 1660 | 26% |
| Validation | 2024-10-19 → 2025-09-25 | -24.35% | -27.00% | 599 | 27% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -14.44% | -20.99% | 576 | 29% |
Risk-adjusted
- Sharpe
- -2.27
- Sortino
- -3.31
- Calmar
- -0.31
- Return ÷ max drawdown
- -0.98
- CAGR
- -20.99%
- Exposure
- 61.9%
Per trade
- Expectancy
- −$2.35 · -0.15%
- Average win / loss
- $25.12 / −$12.48
- Payoff ratio
- 2.01
- Largest win / loss
- $359.54 / −$160.03
- Longest losing streak(winning: 5)
- 24 trades
Drawdown over time
- Max drawdown
- -68.22%
- Longest time under water(still going at the end)
- 1680 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$4,221.53
- Funding
- −$65.54
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 49
- Benchmark(buy and hold)
- +71.85%
Monte Carlo
1,000 alternative histories, each 2,836 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 | -76.05% | -66.10% | -52.06% |
| Max drawdown | -76.72% | -67.53% | -54.31% |
100% of histories lost money, and 46% had a deeper drawdown than this run’s -68.22%. 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
2,836 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 01:00 @ 46,659.33 | 5h | −$54.84 | -2.19% | signal |
| 2 | long | 2022-01-01 17:00 @ 47,259.45 | 2022-01-02 05:00 @ 46,894.51 | 12h | −$21.93 | -0.88% | signal |
| 3 | long | 2022-01-02 08:00 @ 47,180.82 | 2022-01-02 19:00 @ 47,037.55 | 11h | −$10.51 | -0.42% | signal |
| 4 | long | 2022-01-02 23:00 @ 47,271.26 | 2022-01-03 02:00 @ 47,108.00 | 3h | −$11.28 | -0.46% | reverse |
| 5 | short | 2022-01-03 03:00 @ 46,995.98 | 2022-01-03 12:00 @ 47,373.58 | 9h | −$22.13 | -0.89% | signal |
| 6 | long | 2022-01-03 13:00 @ 47,202.07 | 2022-01-03 15:00 @ 46,865.29 | 2h | −$20.08 | -0.81% | signal |
| 7 | short | 2022-01-03 16:00 @ 46,680.65 | 2022-01-04 08:00 @ 46,530.99 | 16h | $5.93 | +0.24% | signal |
| 8 | long | 2022-01-04 16:00 @ 46,934.67 | 2022-01-04 18:00 @ 46,554.68 | 2h | −$22.67 | -0.92% | signal |
| 9 | short | 2022-01-05 00:00 @ 45,824.24 | 2022-01-05 04:00 @ 46,422.15 | 4h | −$34.33 | -1.40% | signal |
| 10 | long | 2022-01-05 11:00 @ 46,818.76 | 2022-01-05 12:00 @ 46,007.86 | 1h | −$44.90 | -1.83% | stop loss |
| 11 | short | 2022-01-05 13:00 @ 46,219.03 | 2022-01-05 15:00 @ 46,692.13 | 2h | −$27.44 | -1.12% | reverse |
| 12 | short | 2022-01-05 18:00 @ 45,998.78 | 2022-01-06 14:00 @ 43,131.76 | 20h | $149.80 | +6.15% | signal |
| 13 | short | 2022-01-06 23:00 @ 43,154.94 | 2022-01-07 09:00 @ 42,097.72 | 10h | $58.59 | +2.37% | signal |
| 14 | short | 2022-01-07 20:00 @ 41,755.32 | 2022-01-08 22:00 @ 41,783.55 | 1d 2h | −$3.42 | -0.14% | signal |
| 15 | short | 2022-01-09 01:00 @ 41,763.67 | 2022-01-09 03:00 @ 42,098.77 | 2h | −$22.44 | -0.90% | signal |
| 16 | short | 2022-01-09 07:00 @ 41,857.64 | 2022-01-09 17:00 @ 42,136.42 | 10h | −$18.51 | -0.75% | signal |
| 17 | long | 2022-01-09 18:00 @ 42,093.10 | 2022-01-10 00:00 @ 41,842.85 | 6h | −$17.18 | -0.69% | signal |
| 18 | short | 2022-01-10 01:00 @ 41,636.25 | 2022-01-10 05:00 @ 42,173.48 | 4h | −$34.37 | -1.39% | signal |
| 19 | short | 2022-01-10 10:00 @ 41,780.17 | 2022-01-10 17:00 @ 41,901.35 | 7h | −$9.36 | -0.38% | signal |
| 20 | short | 2022-01-11 11:00 @ 41,610.76 | 2022-01-11 16:00 @ 42,536.78 | 5h | −$56.97 | -2.32% | stop loss |
| 21 | long | 2022-01-11 17:00 @ 42,692.72 | 2022-01-13 01:00 @ 43,690.89 | 1d 8h | $54.91 | +2.25% | signal |
| 22 | long | 2022-01-13 06:00 @ 43,654.44 | 2022-01-13 12:00 @ 43,583.38 | 6h | −$6.71 | -0.27% | signal |
| 23 | long | 2022-01-13 15:00 @ 44,129.06 | 2022-01-13 15:00 @ 43,343.04 | 0m | −$46.21 | -1.88% | stop loss |
| 24 | short | 2022-01-13 21:00 @ 42,752.11 | 2022-01-14 06:00 @ 42,872.91 | 9h | −$9.35 | -0.38% | signal |
| 25 | short | 2022-01-14 09:00 @ 42,497.03 | 2022-01-14 15:00 @ 42,953.68 | 6h | −$28.71 | -1.18% | signal |
| 26 | long | 2022-01-14 16:00 @ 43,091.20 | 2022-01-15 13:00 @ 42,691.45 | 21h | −$25.16 | -1.03% | signal |
| 27 | long | 2022-01-15 16:00 @ 43,378.67 | 2022-01-16 00:00 @ 43,061.90 | 8h | −$20.23 | -0.83% | signal |
| 28 | short | 2022-01-16 19:00 @ 43,033.56 | 2022-01-16 23:00 @ 43,165.85 | 4h | −$9.88 | -0.41% | signal |
| 29 | long | 2022-01-17 00:00 @ 43,069.27 | 2022-01-17 01:00 @ 42,865.30 | 1h | −$13.93 | -0.58% | signal |
| 30 | short | 2022-01-17 02:00 @ 42,871.41 | 2022-01-18 21:00 @ 41,775.61 | 1d 19h | $60.55 | +2.50% | signal |
| 31 | long | 2022-01-18 23:00 @ 42,469.38 | 2022-01-19 03:00 @ 41,748.79 | 4h | −$43.84 | -1.80% | stop loss |
| 32 | short | 2022-01-19 09:00 @ 41,354.60 | 2022-01-19 11:00 @ 42,045.48 | 2h | −$42.93 | -1.77% | stop loss |
| 33 | long | 2022-01-19 13:00 @ 42,084.06 | 2022-01-19 17:00 @ 41,895.94 | 4h | −$13.43 | -0.56% | reverse |
| 34 | short | 2022-01-19 20:00 @ 41,856.09 | 2022-01-20 08:00 @ 42,048.41 | 12h | −$13.24 | -0.55% | signal |
| 35 | long | 2022-01-20 12:00 @ 42,125.74 | 2022-01-20 19:00 @ 42,815.00 | 7h | $36.69 | +1.53% | signal |
| 36 | short | 2022-01-20 22:00 @ 41,311.41 | 2022-01-21 08:00 @ 39,114.25 | 10h | $126.34 | +5.23% | signal |
| 37 | short | 2022-01-21 11:00 @ 38,948.47 | 2022-01-22 21:00 @ 35,282.90 | 1d 10h | $228.42 | +9.34% | signal |
| 38 | short | 2022-01-23 04:00 @ 35,025.07 | 2022-01-23 06:00 @ 35,436.40 | 2h | −$31.92 | -1.27% | signal |
| 39 | short | 2022-01-23 12:00 @ 35,664.43 | 2022-01-23 14:00 @ 35,951.54 | 2h | −$22.60 | -0.91% | signal |
| 40 | short | 2022-01-23 20:00 @ 34,756.70 | 2022-01-23 23:00 @ 35,798.74 | 3h | −$77.19 | -3.10% | stop loss |
| 41 | short | 2022-01-24 03:00 @ 35,184.00 | 2022-01-24 16:00 @ 34,225.65 | 13h | $65.00 | +2.63% | signal |
| 42 | long | 2022-01-24 18:00 @ 35,338.24 | 2022-01-25 01:00 @ 36,020.77 | 7h | $45.27 | +1.82% | signal |
| 43 | long | 2022-01-25 04:00 @ 36,409.83 | 2022-01-25 05:00 @ 35,931.81 | 1h | −$35.28 | -1.41% | signal |
| 44 | long | 2022-01-25 18:00 @ 37,255.34 | 2022-01-25 22:00 @ 36,537.61 | 4h | −$50.43 | -2.03% | signal |
| 45 | long | 2022-01-26 04:00 @ 37,371.28 | 2022-01-26 20:00 @ 37,541.28 | 16h | $8.94 | +0.36% | signal |
| 46 | short | 2022-01-26 22:00 @ 36,305.69 | 2022-01-27 01:00 @ 36,982.50 | 3h | −$48.84 | -1.97% | reverse |
| 47 | short | 2022-01-27 03:00 @ 35,984.90 | 2022-01-27 08:00 @ 36,159.04 | 5h | −$14.41 | -0.58% | signal |
| 48 | long | 2022-01-27 15:00 @ 36,863.56 | 2022-01-27 17:00 @ 36,506.37 | 2h | −$26.14 | -1.06% | reverse |
| 49 | short | 2022-01-27 18:00 @ 36,259.12 | 2022-01-27 23:00 @ 36,691.23 | 5h | −$31.75 | -1.29% | signal |
| 50 | long | 2022-01-28 00:00 @ 37,138.43 | 2022-01-28 08:00 @ 36,781.50 | 8h | −$25.96 | -1.06% | signal |
| 51 | short | 2022-01-28 09:00 @ 36,632.68 | 2022-01-28 14:00 @ 36,897.54 | 5h | −$20.11 | -0.82% | signal |
| 52 | long | 2022-01-28 15:00 @ 36,752.64 | 2022-01-29 02:00 @ 37,512.51 | 11h | $47.89 | +1.96% | signal |
| 53 | long | 2022-01-29 05:00 @ 37,801.08 | 2022-01-29 15:00 @ 37,591.85 | 10h | −$16.13 | -0.66% | signal |
| 54 | long | 2022-01-29 19:00 @ 37,788.91 | 2022-01-30 01:00 @ 37,800.53 | 6h | −$1.84 | -0.08% | signal |
| 55 | long | 2022-01-30 06:00 @ 38,130.27 | 2022-01-30 09:00 @ 37,986.05 | 3h | −$11.91 | -0.49% | signal |
| 56 | long | 2022-01-30 12:00 @ 38,103.08 | 2022-01-30 19:00 @ 37,453.80 | 7h | −$44.27 | -1.81% | stop loss |
| 57 | short | 2022-01-30 21:00 @ 37,657.47 | 2022-01-30 23:00 @ 37,774.64 | 2h | −$10.00 | -0.41% | reverse |
| 58 | long | 2022-01-31 00:00 @ 37,877.57 | 2022-01-31 00:00 @ 37,124.04 | 0m | −$50.93 | -2.10% | stop loss |
| 59 | short | 2022-01-31 02:00 @ 36,797.00 | 2022-01-31 08:00 @ 37,106.10 | 6h | −$22.72 | -0.94% | signal |
| 60 | long | 2022-01-31 16:00 @ 37,702.00 | 2022-02-01 02:00 @ 38,215.58 | 10h | $30.64 | +1.27% | signal |
| 61 | long | 2022-02-01 04:00 @ 38,577.81 | 2022-02-01 07:00 @ 38,267.35 | 3h | −$21.86 | -0.90% | signal |
| 62 | long | 2022-02-01 13:00 @ 38,632.39 | 2022-02-01 20:00 @ 38,348.37 | 7h | −$19.98 | -0.83% | signal |
| 63 | long | 2022-02-01 22:00 @ 38,771.16 | 2022-02-02 07:00 @ 38,254.93 | 9h | −$34.37 | -1.43% | signal |
| 64 | long | 2022-02-02 10:00 @ 38,512.70 | 2022-02-02 14:00 @ 38,342.97 | 4h | −$12.96 | -0.54% | signal |
| 65 | short | 2022-02-02 16:00 @ 37,412.05 | 2022-02-02 20:00 @ 37,546.41 | 4h | −$10.94 | -0.46% | signal |
| 66 | short | 2022-02-02 22:00 @ 36,891.47 | 2022-02-03 06:00 @ 36,987.41 | 8h | −$8.80 | -0.37% | signal |
| 67 | short | 2022-02-03 11:00 @ 36,354.16 | 2022-02-03 16:00 @ 36,883.94 | 5h | −$37.24 | -1.56% | signal |
| 68 | short | 2022-02-03 21:00 @ 36,351.56 | 2022-02-03 22:00 @ 36,937.38 | 1h | −$40.77 | -1.71% | signal |
| 69 | long | 2022-02-04 07:00 @ 37,977.10 | 2022-02-04 14:00 @ 37,408.33 | 7h | −$37.66 | -1.59% | signal |
| 70 | long | 2022-02-04 17:00 @ 40,257.09 | 2022-02-05 17:00 @ 41,268.64 | 1d | $56.28 | +2.38% | signal |
| 71 | long | 2022-02-06 18:00 @ 41,628.31 | 2022-02-07 10:00 @ 42,392.83 | 16h | $41.07 | +1.73% | signal |
| 72 | long | 2022-02-07 15:00 @ 43,385.50 | 2022-02-08 09:00 @ 43,991.20 | 18h | $30.65 | +1.28% | signal |
| 73 | long | 2022-02-08 22:00 @ 44,168.73 | 2022-02-09 02:00 @ 43,843.48 | 4h | −$20.21 | -0.84% | signal |
| 74 | short | 2022-02-09 03:00 @ 43,308.48 | 2022-02-09 13:00 @ 44,129.25 | 10h | −$47.54 | -1.99% | signal |
| 75 | long | 2022-02-09 14:00 @ 43,937.08 | 2022-02-10 01:00 @ 44,090.17 | 11h | $5.54 | +0.23% | signal |
| 76 | long | 2022-02-10 08:00 @ 44,075.00 | 2022-02-10 14:00 @ 43,619.66 | 6h | −$26.89 | -1.13% | signal |
| 77 | short | 2022-02-10 21:00 @ 44,069.03 | 2022-02-11 14:00 @ 43,738.02 | 17h | $15.42 | +0.65% | signal |
| 78 | short | 2022-02-11 18:00 @ 43,396.03 | 2022-02-12 17:00 @ 42,712.92 | 23h | $35.73 | +1.50% | signal |
| 79 | short | 2022-02-12 21:00 @ 42,601.48 | 2022-02-13 07:00 @ 42,412.48 | 10h | $8.39 | +0.35% | signal |
| 80 | short | 2022-02-13 14:00 @ 42,481.87 | 2022-02-13 21:00 @ 42,430.26 | 7h | $0.68 | +0.03% | signal |
| 81 | short | 2022-02-14 01:00 @ 42,091.55 | 2022-02-14 07:00 @ 42,162.51 | 6h | −$6.41 | -0.27% | signal |
| 82 | long | 2022-02-14 15:00 @ 42,508.50 | 2022-02-14 19:00 @ 42,219.39 | 4h | −$18.75 | -0.79% | signal |
| 83 | short | 2022-02-14 20:00 @ 42,093.86 | 2022-02-14 23:00 @ 42,668.53 | 3h | −$34.89 | -1.47% | signal |
| 84 | long | 2022-02-15 00:00 @ 42,533.65 | 2022-02-15 18:00 @ 43,919.51 | 18h | $74.67 | +3.15% | signal |
| 85 | long | 2022-02-16 00:00 @ 44,538.61 | 2022-02-16 04:00 @ 43,848.41 | 4h | −$39.64 | -1.66% | stop loss |
| 86 | long | 2022-02-16 07:00 @ 44,036.11 | 2022-02-16 14:00 @ 43,627.07 | 7h | −$24.71 | -1.04% | signal |
| 87 | short | 2022-02-16 15:00 @ 43,483.50 | 2022-02-16 19:00 @ 43,826.66 | 4h | −$20.88 | -0.88% | signal |
| 88 | long | 2022-02-16 21:00 @ 44,087.42 | 2022-02-17 04:00 @ 43,565.59 | 7h | −$30.63 | -1.29% | signal |
| 89 | short | 2022-02-17 05:00 @ 43,591.38 | 2022-02-17 08:00 @ 43,911.08 | 3h | −$19.68 | -0.83% | signal |
| 90 | short | 2022-02-17 15:00 @ 41,912.12 | 2022-02-18 02:00 @ 40,774.65 | 11h | $61.84 | +2.62% | signal |
| 91 | short | 2022-02-18 05:00 @ 40,484.70 | 2022-02-18 09:00 @ 40,845.47 | 4h | −$23.58 | -0.99% | signal |
| 92 | short | 2022-02-18 12:00 @ 40,159.17 | 2022-02-19 01:00 @ 40,202.84 | 13h | −$4.72 | -0.20% | signal |
| 93 | short | 2022-02-19 10:00 @ 39,905.72 | 2022-02-20 23:00 @ 38,803.36 | 1d 13h | $63.22 | +2.67% | signal |
| 94 | short | 2022-02-21 11:00 @ 38,274.54 | 2022-02-21 15:00 @ 38,658.43 | 4h | −$26.27 | -1.10% | signal |
| 95 | short | 2022-02-21 19:00 @ 37,713.56 | 2022-02-22 11:00 @ 37,690.04 | 16h | −$0.96 | -0.04% | signal |
| 96 | long | 2022-02-22 15:00 @ 38,131.42 | 2022-02-22 18:00 @ 37,612.38 | 3h | −$34.59 | -1.46% | reverse |
| 97 | long | 2022-02-22 20:00 @ 38,047.31 | 2022-02-23 03:00 @ 37,662.87 | 7h | −$26.19 | -1.11% | signal |
| 98 | long | 2022-02-23 07:00 @ 37,974.19 | 2022-02-23 15:00 @ 38,632.57 | 8h | $38.81 | +1.65% | signal |
| 99 | short | 2022-02-23 20:00 @ 37,593.38 | 2022-02-24 08:00 @ 35,289.36 | 12h | $142.98 | +6.04% | signal |
| 100 | long | 2022-02-24 20:00 @ 37,279.75 | 2022-02-25 06:00 @ 38,431.21 | 10h | $71.55 | +2.98% | signal |
| 101 | long | 2022-02-25 14:00 @ 39,348.17 | 2022-02-25 19:00 @ 38,637.37 | 5h | −$46.17 | -1.91% | signal |
| 102 | long | 2022-02-26 12:00 @ 38,928.78 | 2022-02-27 01:00 @ 38,758.65 | 13h | −$13.26 | -0.55% | signal |
| 103 | short | 2022-02-27 03:00 @ 38,505.10 | 2022-02-27 10:00 @ 39,061.61 | 7h | −$37.16 | -1.54% | signal |
| 104 | long | 2022-02-27 11:00 @ 39,357.47 | 2022-02-27 13:00 @ 38,611.13 | 2h | −$47.84 | -2.00% | stop loss |
| 105 | long | 2022-02-27 17:00 @ 39,078.91 | 2022-02-27 19:00 @ 38,158.27 | 2h | −$58.56 | -2.45% | stop loss |
| 106 | short | 2022-02-27 21:00 @ 37,939.41 | 2022-02-28 02:00 @ 37,955.99 | 5h | −$3.90 | -0.16% | signal |
| 107 | short | 2022-02-28 11:00 @ 38,344.93 | 2022-02-28 14:00 @ 39,384.20 | 3h | −$66.63 | -2.81% | stop loss |
| 108 | long | 2022-02-28 16:00 @ 40,800.96 | 2022-03-02 07:00 @ 43,911.32 | 1d 15h | $176.47 | +7.50% | signal |
| 109 | long | 2022-03-02 16:00 @ 44,124.92 | 2022-03-02 19:00 @ 43,590.08 | 3h | −$31.68 | -1.32% | signal |
| 110 | long | 2022-03-02 22:00 @ 44,061.01 | 2022-03-03 04:00 @ 43,304.14 | 6h | −$43.65 | -1.83% | signal |
| 111 | short | 2022-03-03 10:00 @ 43,148.47 | 2022-03-03 13:00 @ 43,562.51 | 3h | −$25.21 | -1.06% | reverse |
| 112 | long | 2022-03-03 14:00 @ 43,976.69 | 2022-03-03 15:00 @ 43,004.14 | 1h | −$54.81 | -2.31% | stop loss |
| 113 | short | 2022-03-03 17:00 @ 42,403.52 | 2022-03-03 23:00 @ 42,490.60 | 6h | −$7.20 | -0.31% | signal |
| 114 | short | 2022-03-04 02:00 @ 41,495.40 | 2022-03-04 09:00 @ 41,577.61 | 7h | −$6.79 | -0.29% | signal |
| 115 | short | 2022-03-04 16:00 @ 40,686.46 | 2022-03-05 17:00 @ 39,321.46 | 1d 1h | $77.42 | +3.29% | signal |
| 116 | short | 2022-03-05 23:00 @ 39,429.71 | 2022-03-06 01:00 @ 39,632.32 | 2h | −$14.48 | -0.61% | signal |
| 117 | short | 2022-03-06 08:00 @ 39,361.83 | 2022-03-06 14:00 @ 38,858.77 | 6h | $27.92 | +1.18% | signal |
| 118 | short | 2022-03-06 20:00 @ 38,641.67 | 2022-03-07 13:00 @ 38,575.21 | 17h | $1.51 | +0.06% | signal |
| 119 | long | 2022-03-07 14:00 @ 39,005.30 | 2022-03-07 18:00 @ 38,579.78 | 4h | −$28.23 | -1.19% | signal |
| 120 | short | 2022-03-07 19:00 @ 37,954.01 | 2022-03-08 03:00 @ 38,604.32 | 8h | −$42.94 | -1.81% | signal |
| 121 | short | 2022-03-08 07:00 @ 38,256.15 | 2022-03-08 09:00 @ 38,762.25 | 2h | −$33.36 | -1.41% | signal |
| 122 | short | 2022-03-08 17:00 @ 38,276.24 | 2022-03-08 19:00 @ 38,676.13 | 2h | −$26.94 | -1.15% | reverse |
| 123 | long | 2022-03-09 00:00 @ 38,717.64 | 2022-03-09 19:00 @ 42,020.99 | 19h | $196.97 | +8.40% | signal |
| 124 | long | 2022-03-10 00:00 @ 41,947.89 | 2022-03-10 01:00 @ 41,020.52 | 1h | −$55.54 | -2.32% | stop loss |
| 125 | short | 2022-03-10 05:00 @ 39,518.49 | 2022-03-10 20:00 @ 39,413.48 | 15h | $3.93 | +0.17% | signal |
| 126 | short | 2022-03-10 23:00 @ 39,404.92 | 2022-03-11 07:00 @ 38,925.48 | 8h | $26.38 | +1.11% | signal |
| 127 | short | 2022-03-11 15:00 @ 39,295.44 | 2022-03-12 02:00 @ 39,176.83 | 11h | $4.92 | +0.21% | signal |
| 128 | short | 2022-03-12 09:00 @ 39,081.38 | 2022-03-14 05:00 @ 38,508.00 | 1d 20h | $32.15 | +1.35% | signal |
| 129 | long | 2022-03-14 08:00 @ 39,070.01 | 2022-03-14 18:00 @ 38,720.05 | 10h | −$23.76 | -0.99% | reverse |
| 130 | short | 2022-03-14 19:00 @ 38,657.77 | 2022-03-14 22:00 @ 39,341.84 | 3h | −$44.73 | -1.87% | stop loss |
| 131 | long | 2022-03-15 16:00 @ 39,008.60 | 2022-03-16 01:00 @ 39,151.67 | 9h | $5.89 | +0.25% | signal |
| 132 | long | 2022-03-16 07:00 @ 39,569.11 | 2022-03-16 19:00 @ 39,907.92 | 12h | $17.62 | +0.74% | signal |
| 133 | long | 2022-03-16 21:00 @ 41,235.95 | 2022-03-17 07:00 @ 40,747.05 | 10h | −$30.90 | -1.29% | signal |
| 134 | long | 2022-03-17 23:00 @ 40,973.29 | 2022-03-18 00:00 @ 40,266.78 | 1h | −$43.60 | -1.83% | stop loss |
| 135 | short | 2022-03-18 10:00 @ 40,490.80 | 2022-03-18 16:00 @ 40,910.38 | 6h | −$26.91 | -1.14% | signal |
| 136 | long | 2022-03-18 17:00 @ 41,394.48 | 2022-03-19 08:00 @ 41,596.68 | 15h | $8.93 | +0.38% | signal |
| 137 | long | 2022-03-19 13:00 @ 41,844.67 | 2022-03-20 10:00 @ 41,752.35 | 21h | −$8.28 | -0.35% | signal |
| 138 | short | 2022-03-20 17:00 @ 41,282.14 | 2022-03-21 08:00 @ 41,084.72 | 15h | $9.17 | +0.39% | signal |
| 139 | short | 2022-03-21 18:00 @ 41,027.49 | 2022-03-21 22:00 @ 41,286.26 | 4h | −$17.28 | -0.73% | signal |
| 140 | short | 2022-03-22 01:00 @ 41,098.28 | 2022-03-22 02:00 @ 41,704.20 | 1h | −$37.15 | -1.58% | stop loss |
| 141 | long | 2022-03-22 03:00 @ 41,824.26 | 2022-03-22 16:00 @ 42,558.59 | 13h | $38.64 | +1.64% | signal |
| 142 | short | 2022-03-23 05:00 @ 41,925.51 | 2022-03-23 08:00 @ 42,102.62 | 3h | −$12.33 | -0.52% | reverse |
| 143 | long | 2022-03-23 17:00 @ 42,570.01 | 2022-03-23 19:00 @ 42,060.69 | 2h | −$30.53 | -1.30% | reverse |
| 144 | long | 2022-03-23 21:00 @ 42,338.77 | 2022-03-24 13:00 @ 42,790.94 | 16h | $22.66 | +0.96% | signal |
| 145 | long | 2022-03-24 16:00 @ 43,979.49 | 2022-03-25 16:00 @ 44,311.34 | 1d | $15.19 | +0.65% | signal |
| 146 | long | 2022-03-26 04:00 @ 44,382.87 | 2022-03-26 12:00 @ 44,314.74 | 8h | −$5.81 | -0.25% | signal |
| 147 | long | 2022-03-26 19:00 @ 44,412.98 | 2022-03-27 10:00 @ 44,511.10 | 15h | $3.01 | +0.13% | signal |
| 148 | long | 2022-03-27 23:00 @ 46,604.32 | 2022-03-29 00:00 @ 47,112.38 | 1d 1h | $22.61 | +0.96% | signal |
| 149 | long | 2022-03-29 13:00 @ 47,831.66 | 2022-03-29 16:00 @ 47,414.52 | 3h | −$22.96 | -0.97% | signal |
| 150 | long | 2022-03-29 20:00 @ 47,714.24 | 2022-03-29 22:00 @ 47,247.95 | 2h | −$25.38 | -1.08% | signal |
| 151 | short | 2022-03-30 02:00 @ 46,851.53 | 2022-03-30 04:00 @ 47,417.58 | 2h | −$30.77 | -1.31% | reverse |
| 152 | long | 2022-03-30 07:00 @ 47,415.48 | 2022-03-30 14:00 @ 46,981.20 | 7h | −$24.03 | -1.03% | signal |
| 153 | short | 2022-03-30 15:00 @ 47,090.68 | 2022-03-30 18:00 @ 47,649.53 | 3h | −$29.85 | -1.28% | signal |
| 154 | short | 2022-03-30 23:00 @ 47,065.49 | 2022-03-31 02:00 @ 47,389.58 | 3h | −$18.15 | -0.78% | signal |
| 155 | short | 2022-03-31 05:00 @ 47,002.40 | 2022-03-31 09:00 @ 47,233.34 | 4h | −$13.52 | -0.58% | signal |
| 156 | long | 2022-03-31 10:00 @ 47,293.66 | 2022-03-31 14:00 @ 46,896.02 | 4h | −$21.83 | -0.94% | signal |
| 157 | short | 2022-03-31 18:00 @ 45,815.14 | 2022-04-01 08:00 @ 45,002.70 | 14h | $39.01 | +1.68% | signal |
| 158 | long | 2022-04-01 15:00 @ 46,105.92 | 2022-04-02 16:00 @ 46,274.74 | 1d 1h | $5.50 | +0.24% | reverse |
| 159 | long | 2022-04-03 06:00 @ 46,347.27 | 2022-04-04 01:00 @ 45,837.83 | 19h | −$28.59 | -1.23% | signal |
| 160 | short | 2022-04-04 11:00 @ 45,975.90 | 2022-04-04 20:00 @ 45,914.88 | 9h | $0.99 | +0.04% | signal |
| 161 | long | 2022-04-04 21:00 @ 46,302.76 | 2022-04-05 14:00 @ 46,401.42 | 17h | $2.15 | +0.09% | signal |
| 162 | short | 2022-04-05 15:00 @ 45,789.84 | 2022-04-06 07:00 @ 45,459.09 | 16h | $14.91 | +0.64% | signal |
| 163 | short | 2022-04-06 15:00 @ 44,232.15 | 2022-04-07 12:00 @ 43,748.65 | 21h | $23.79 | +1.02% | signal |
| 164 | short | 2022-04-08 05:00 @ 43,516.89 | 2022-04-08 08:00 @ 43,751.15 | 3h | −$14.88 | -0.64% | signal |
| 165 | short | 2022-04-08 11:00 @ 43,529.29 | 2022-04-08 15:00 @ 43,745.25 | 4h | −$13.88 | -0.60% | signal |
| 166 | short | 2022-04-08 18:00 @ 42,975.30 | 2022-04-09 06:00 @ 42,565.71 | 12h | $20.06 | +0.86% | signal |
| 167 | short | 2022-04-09 16:00 @ 42,235.45 | 2022-04-09 18:00 @ 42,565.71 | 2h | −$20.31 | -0.87% | signal |
| 168 | short | 2022-04-10 08:00 @ 42,601.58 | 2022-04-10 17:00 @ 42,771.85 | 9h | −$11.24 | -0.48% | reverse |
| 169 | long | 2022-04-10 18:00 @ 43,082.61 | 2022-04-10 22:00 @ 42,684.66 | 4h | −$23.75 | -1.02% | signal |
| 170 | short | 2022-04-10 23:00 @ 42,078.98 | 2022-04-12 05:00 @ 39,899.88 | 1d 6h | $117.93 | +5.09% | signal |
| 171 | short | 2022-04-12 15:00 @ 39,965.21 | 2022-04-12 23:00 @ 39,817.36 | 8h | $6.17 | +0.26% | signal |
| 172 | short | 2022-04-13 12:00 @ 39,689.66 | 2022-04-13 13:00 @ 40,388.74 | 1h | −$43.69 | -1.86% | stop loss |
| 173 | long | 2022-04-13 16:00 @ 41,142.63 | 2022-04-14 07:00 @ 41,169.46 | 15h | −$0.90 | -0.04% | signal |
| 174 | short | 2022-04-14 16:00 @ 39,935.21 | 2022-04-15 14:00 @ 40,627.74 | 22h | −$43.21 | -1.85% | stop loss |
| 175 | short | 2022-04-15 20:00 @ 40,288.44 | 2022-04-15 22:00 @ 40,413.98 | 2h | −$9.57 | -0.41% | reverse |
| 176 | long | 2022-04-16 22:00 @ 40,473.09 | 2022-04-17 03:00 @ 40,135.97 | 5h | −$21.67 | -0.93% | signal |
| 177 | long | 2022-04-17 06:00 @ 40,353.97 | 2022-04-17 14:00 @ 40,277.64 | 8h | −$6.92 | -0.30% | signal |
| 178 | short | 2022-04-17 18:00 @ 40,075.78 | 2022-04-18 13:00 @ 39,374.77 | 19h | $37.73 | +1.63% | signal |
| 179 | long | 2022-04-18 19:00 @ 40,648.23 | 2022-04-19 03:00 @ 40,582.48 | 8h | −$6.31 | -0.27% | signal |
| 180 | long | 2022-04-19 05:00 @ 40,852.57 | 2022-04-20 16:00 @ 41,238.75 | 1d 11h | $19.15 | +0.82% | signal |
| 181 | long | 2022-04-20 22:00 @ 41,479.39 | 2022-04-21 06:00 @ 41,435.01 | 8h | −$4.82 | -0.21% | signal |
| 182 | long | 2022-04-21 09:00 @ 41,903.18 | 2022-04-21 16:00 @ 42,120.77 | 7h | $9.75 | +0.42% | signal |
| 183 | short | 2022-04-21 18:00 @ 41,538.39 | 2022-04-22 06:00 @ 40,646.83 | 12h | $47.74 | +2.05% | signal |
| 184 | short | 2022-04-22 16:00 @ 39,406.62 | 2022-04-23 13:00 @ 39,677.83 | 21h | −$18.85 | -0.81% | signal |
| 185 | short | 2022-04-24 10:00 @ 39,722.05 | 2022-04-24 15:00 @ 39,737.85 | 5h | −$3.26 | -0.14% | signal |
| 186 | short | 2022-04-24 22:00 @ 39,597.18 | 2022-04-25 12:00 @ 38,818.36 | 14h | $43.23 | +1.85% | signal |
| 187 | short | 2022-04-26 15:00 @ 39,261.75 | 2022-04-27 03:00 @ 38,405.78 | 12h | $48.76 | +2.08% | signal |
| 188 | short | 2022-04-27 20:00 @ 38,830.03 | 2022-04-27 22:00 @ 39,211.84 | 2h | −$25.55 | -1.08% | reverse |
| 189 | long | 2022-04-28 01:00 @ 39,364.57 | 2022-04-28 13:00 @ 39,535.29 | 12h | $7.97 | +0.34% | signal |
| 190 | long | 2022-04-28 19:00 @ 40,072.61 | 2022-04-29 03:00 @ 39,508.50 | 8h | −$35.70 | -1.52% | signal |
| 191 | long | 2022-04-29 06:00 @ 39,495.10 | 2022-04-29 10:00 @ 39,132.17 | 4h | −$24.11 | -1.03% | signal |
| 192 | short | 2022-04-29 11:00 @ 38,781.74 | 2022-04-29 14:00 @ 39,258.05 | 3h | −$31.07 | -1.33% | signal |
| 193 | short | 2022-04-29 20:00 @ 38,307.54 | 2022-05-01 16:00 @ 38,478.09 | 1d 20h | −$12.63 | -0.54% | signal |
| 194 | short | 2022-05-01 19:00 @ 37,912.62 | 2022-05-01 22:00 @ 38,467.90 | 3h | −$36.43 | -1.57% | stop loss |
| 195 | long | 2022-05-02 00:00 @ 38,447.89 | 2022-05-02 11:00 @ 38,694.46 | 11h | $12.10 | +0.52% | signal |
| 196 | short | 2022-05-02 18:00 @ 38,359.13 | 2022-05-02 22:00 @ 38,647.83 | 4h | −$19.80 | -0.85% | signal |
| 197 | short | 2022-05-03 01:00 @ 38,404.32 | 2022-05-04 07:00 @ 38,387.28 | 1d 6h | −$0.60 | -0.03% | signal |
| 198 | long | 2022-05-04 08:00 @ 38,680.83 | 2022-05-04 14:00 @ 38,704.06 | 6h | −$0.98 | -0.04% | signal |
| 199 | long | 2022-05-04 17:00 @ 39,192.34 | 2022-05-05 07:00 @ 39,534.29 | 14h | $17.65 | +0.76% | signal |
| 200 | short | 2022-05-05 14:00 @ 38,984.90 | 2022-05-07 08:00 @ 35,907.18 | 1d 18h | $180.74 | +7.79% | 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.