[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | short | 2022-05-07 14:00 @ 35,879.92 | 2022-05-08 07:00 @ 34,778.35 | 17h | $70.25 | +2.97% | signal |
| 202 | short | 2022-05-08 14:00 @ 34,346.23 | 2022-05-10 06:00 @ 31,818.46 | 1d 16h | $174.23 | +7.31% | signal |
| 203 | short | 2022-05-10 09:00 @ 31,743.75 | 2022-05-10 13:00 @ 32,159.73 | 4h | −$34.24 | -1.41% | signal |
| 204 | short | 2022-05-10 21:00 @ 30,990.30 | 2022-05-11 03:00 @ 31,468.39 | 6h | −$39.56 | -1.64% | signal |
| 205 | short | 2022-05-11 08:00 @ 30,592.78 | 2022-05-11 10:00 @ 31,748.55 | 2h | −$93.26 | -3.87% | signal |
| 206 | long | 2022-05-11 11:00 @ 31,841.47 | 2022-05-11 12:00 @ 30,458.99 | 1h | −$105.88 | -4.44% | stop loss |
| 207 | short | 2022-05-11 13:00 @ 29,288.74 | 2022-05-11 13:00 @ 31,245.93 | 0m | −$160.03 | -6.79% | stop loss |
| 208 | long | 2022-05-11 15:00 @ 31,821.26 | 2022-05-11 17:00 @ 29,802.39 | 2h | −$149.26 | -6.44% | stop loss |
| 209 | short | 2022-05-11 18:00 @ 29,894.02 | 2022-05-12 01:00 @ 29,814.26 | 7h | $3.38 | +0.15% | signal |
| 210 | short | 2022-05-12 04:00 @ 28,375.12 | 2022-05-12 15:00 @ 29,565.71 | 11h | −$99.03 | -4.34% | signal |
| 211 | short | 2022-05-12 19:00 @ 28,328.93 | 2022-05-13 00:00 @ 29,026.60 | 5h | −$57.87 | -2.56% | signal |
| 212 | long | 2022-05-13 03:00 @ 30,136.53 | 2022-05-13 08:00 @ 30,166.37 | 5h | −$0.02 | -0.00% | signal |
| 213 | long | 2022-05-13 13:00 @ 30,703.44 | 2022-05-13 16:00 @ 30,321.43 | 3h | −$30.13 | -1.34% | signal |
| 214 | short | 2022-05-13 18:00 @ 29,582.68 | 2022-05-14 17:00 @ 29,341.17 | 23h | $16.69 | +0.75% | signal |
| 215 | long | 2022-05-14 23:00 @ 30,229.34 | 2022-05-15 04:00 @ 29,710.06 | 5h | −$40.87 | -1.83% | signal |
| 216 | short | 2022-05-15 05:00 @ 29,601.48 | 2022-05-15 07:00 @ 29,957.39 | 2h | −$29.04 | -1.30% | signal |
| 217 | long | 2022-05-15 08:00 @ 29,817.46 | 2022-05-16 02:00 @ 30,762.45 | 18h | $67.50 | +3.04% | signal |
| 218 | short | 2022-05-16 08:00 @ 29,566.79 | 2022-05-16 11:00 @ 30,167.93 | 3h | −$47.58 | -2.13% | signal |
| 219 | long | 2022-05-17 07:00 @ 30,520.60 | 2022-05-17 12:00 @ 30,295.94 | 5h | −$18.59 | -0.84% | signal |
| 220 | long | 2022-05-17 14:00 @ 30,508.60 | 2022-05-17 15:00 @ 30,046.79 | 1h | −$35.84 | -1.61% | signal |
| 221 | short | 2022-05-18 13:00 @ 29,523.69 | 2022-05-19 03:00 @ 29,165.83 | 14h | $24.68 | +1.12% | signal |
| 222 | short | 2022-05-19 10:00 @ 28,989.90 | 2022-05-19 12:00 @ 29,488.10 | 2h | −$40.38 | -1.82% | signal |
| 223 | long | 2022-05-19 16:00 @ 30,392.48 | 2022-05-20 05:00 @ 30,088.08 | 13h | −$24.71 | -1.12% | signal |
| 224 | long | 2022-05-20 09:00 @ 30,181.84 | 2022-05-20 14:00 @ 29,534.83 | 5h | −$49.41 | -2.24% | stop loss |
| 225 | short | 2022-05-20 16:00 @ 29,135.57 | 2022-05-20 20:00 @ 29,275.35 | 4h | −$12.49 | -0.57% | signal |
| 226 | long | 2022-05-21 16:00 @ 29,537.31 | 2022-05-21 22:00 @ 29,335.43 | 6h | −$17.19 | -0.79% | reverse |
| 227 | short | 2022-05-21 23:00 @ 29,390.12 | 2022-05-22 08:00 @ 29,435.99 | 9h | −$5.54 | -0.25% | signal |
| 228 | long | 2022-05-22 10:00 @ 30,138.53 | 2022-05-22 15:00 @ 29,728.21 | 5h | −$31.87 | -1.46% | stop loss |
| 229 | long | 2022-05-22 21:00 @ 29,941.19 | 2022-05-23 03:00 @ 30,112.48 | 6h | $10.04 | +0.46% | signal |
| 230 | long | 2022-05-23 11:00 @ 30,485.50 | 2022-05-23 14:00 @ 30,304.74 | 3h | −$15.08 | -0.69% | signal |
| 231 | short | 2022-05-23 19:00 @ 29,860.13 | 2022-05-24 03:00 @ 29,257.45 | 8h | $41.44 | +1.91% | signal |
| 232 | short | 2022-05-24 10:00 @ 29,325.63 | 2022-05-24 16:00 @ 29,379.87 | 6h | −$6.22 | -0.29% | signal |
| 233 | long | 2022-05-24 22:00 @ 29,578.21 | 2022-05-25 07:00 @ 29,793.84 | 9h | $13.63 | +0.62% | signal |
| 234 | short | 2022-05-25 13:00 @ 29,549.09 | 2022-05-25 15:00 @ 29,773.65 | 2h | −$18.80 | -0.86% | reverse |
| 235 | short | 2022-05-25 17:00 @ 29,543.89 | 2022-05-25 19:00 @ 29,870.67 | 2h | −$26.31 | -1.21% | signal |
| 236 | long | 2022-05-25 23:00 @ 29,777.65 | 2022-05-26 00:00 @ 29,530.79 | 1h | −$20.18 | -0.93% | signal |
| 237 | short | 2022-05-26 07:00 @ 29,662.97 | 2022-05-26 15:00 @ 29,242.15 | 8h | $28.82 | +1.33% | signal |
| 238 | long | 2022-05-26 17:00 @ 29,581.12 | 2022-05-26 21:00 @ 29,447.01 | 4h | −$12.04 | -0.55% | reverse |
| 239 | short | 2022-05-27 01:00 @ 29,065.29 | 2022-05-27 13:00 @ 29,248.25 | 12h | −$15.64 | -0.72% | signal |
| 240 | long | 2022-05-27 14:00 @ 29,312.06 | 2022-05-27 15:00 @ 28,772.54 | 1h | −$42.07 | -1.94% | signal |
| 241 | short | 2022-05-27 16:00 @ 28,829.83 | 2022-05-28 13:00 @ 28,975.79 | 21h | −$12.47 | -0.58% | signal |
| 242 | long | 2022-05-28 14:00 @ 29,071.91 | 2022-05-28 16:00 @ 28,968.91 | 2h | −$9.79 | -0.45% | reverse |
| 243 | short | 2022-05-29 02:00 @ 28,910.92 | 2022-05-29 06:00 @ 29,038.71 | 4h | −$11.67 | -0.54% | signal |
| 244 | long | 2022-05-29 07:00 @ 29,033.31 | 2022-05-29 20:00 @ 29,113.58 | 13h | $3.36 | +0.16% | signal |
| 245 | long | 2022-05-29 23:00 @ 29,421.68 | 2022-05-30 13:00 @ 30,517.70 | 14h | $77.49 | +3.60% | signal |
| 246 | long | 2022-05-30 18:00 @ 30,707.04 | 2022-05-31 07:00 @ 31,496.10 | 13h | $53.34 | +2.46% | signal |
| 247 | long | 2022-05-31 12:00 @ 31,761.85 | 2022-05-31 13:00 @ 31,256.25 | 1h | −$36.92 | -1.69% | stop loss |
| 248 | long | 2022-05-31 17:00 @ 32,154.83 | 2022-06-01 04:00 @ 31,617.68 | 11h | −$38.69 | -1.78% | signal |
| 249 | long | 2022-06-01 14:00 @ 31,725.84 | 2022-06-01 14:00 @ 31,139.68 | 0m | −$42.14 | -1.95% | stop loss |
| 250 | short | 2022-06-01 16:00 @ 30,727.45 | 2022-06-02 07:00 @ 29,904.58 | 15h | $55.74 | +2.59% | signal |
| 251 | short | 2022-06-02 19:00 @ 30,119.97 | 2022-06-02 22:00 @ 30,705.66 | 3h | −$44.35 | -2.05% | stop loss |
| 252 | short | 2022-06-03 05:00 @ 30,404.52 | 2022-06-03 22:00 @ 29,794.86 | 17h | $41.23 | +1.91% | signal |
| 253 | short | 2022-06-04 03:00 @ 29,549.59 | 2022-06-04 09:00 @ 29,740.95 | 6h | −$16.10 | -0.74% | signal |
| 254 | short | 2022-06-04 13:00 @ 29,514.60 | 2022-06-04 14:00 @ 29,851.97 | 1h | −$26.90 | -1.24% | stop loss |
| 255 | short | 2022-06-04 18:00 @ 29,687.46 | 2022-06-04 22:00 @ 29,837.07 | 4h | −$13.03 | -0.60% | signal |
| 256 | short | 2022-06-05 10:00 @ 29,620.37 | 2022-06-05 15:00 @ 29,901.41 | 5h | −$22.59 | -1.05% | stop loss |
| 257 | long | 2022-06-06 03:00 @ 30,915.28 | 2022-06-07 00:00 @ 30,407.56 | 21h | −$38.04 | -1.77% | stop loss |
| 258 | short | 2022-06-07 01:00 @ 30,186.76 | 2022-06-07 09:00 @ 29,636.93 | 8h | $36.61 | +1.71% | signal |
| 259 | short | 2022-06-07 11:00 @ 29,577.08 | 2022-06-07 15:00 @ 29,898.08 | 4h | −$25.46 | -1.19% | signal |
| 260 | long | 2022-06-07 20:00 @ 31,056.61 | 2022-06-07 22:00 @ 30,330.09 | 2h | −$52.20 | -2.44% | stop loss |
| 261 | long | 2022-06-08 07:00 @ 30,525.90 | 2022-06-08 11:00 @ 30,368.43 | 4h | −$13.31 | -0.63% | reverse |
| 262 | long | 2022-06-08 22:00 @ 30,415.08 | 2022-06-09 01:00 @ 30,204.86 | 3h | −$17.01 | -0.80% | reverse |
| 263 | long | 2022-06-09 09:00 @ 30,502.70 | 2022-06-09 12:00 @ 30,280.64 | 3h | −$17.55 | -0.83% | signal |
| 264 | short | 2022-06-09 13:00 @ 30,096.88 | 2022-06-10 21:00 @ 29,190.14 | 1d 8h | $62.35 | +2.95% | signal |
| 265 | short | 2022-06-11 00:00 @ 29,071.88 | 2022-06-11 05:00 @ 29,368.97 | 5h | −$23.89 | -1.12% | signal |
| 266 | short | 2022-06-11 10:00 @ 29,057.79 | 2022-06-11 19:00 @ 28,604.32 | 9h | $31.20 | +1.47% | signal |
| 267 | short | 2022-06-12 03:00 @ 27,404.02 | 2022-06-12 15:00 @ 27,804.06 | 12h | −$33.28 | -1.56% | signal |
| 268 | short | 2022-06-12 20:00 @ 27,404.52 | 2022-06-14 06:00 @ 22,743.95 | 1d 10h | $359.54 | +16.92% | signal |
| 269 | short | 2022-06-14 11:00 @ 22,368.23 | 2022-06-14 16:00 @ 22,677.13 | 5h | −$32.82 | -1.48% | signal |
| 270 | short | 2022-06-14 19:00 @ 22,277.54 | 2022-06-15 12:00 @ 21,168.03 | 17h | $107.55 | +4.87% | signal |
| 271 | long | 2022-06-15 23:00 @ 22,464.59 | 2022-06-16 04:00 @ 22,193.06 | 5h | −$29.12 | -1.30% | signal |
| 272 | short | 2022-06-16 05:00 @ 22,080.58 | 2022-06-17 02:00 @ 20,870.17 | 21h | $119.81 | +5.38% | signal |
| 273 | short | 2022-06-17 05:00 @ 20,514.90 | 2022-06-17 08:00 @ 21,092.12 | 3h | −$65.77 | -2.92% | signal |
| 274 | short | 2022-06-17 14:00 @ 20,786.84 | 2022-06-18 23:00 @ 19,177.13 | 1d 9h | $171.76 | +7.67% | signal |
| 275 | short | 2022-06-19 02:00 @ 18,470.31 | 2022-06-19 09:00 @ 18,661.63 | 7h | −$26.04 | -1.14% | signal |
| 276 | long | 2022-06-19 11:00 @ 19,892.48 | 2022-06-19 14:00 @ 19,169.07 | 3h | −$85.01 | -3.73% | reverse |
| 277 | long | 2022-06-19 20:00 @ 20,115.12 | 2022-06-20 01:00 @ 20,050.09 | 5h | −$9.56 | -0.42% | signal |
| 278 | long | 2022-06-20 10:00 @ 20,647.43 | 2022-06-20 17:00 @ 20,266.85 | 7h | −$43.88 | -1.95% | signal |
| 279 | short | 2022-06-20 18:00 @ 19,964.71 | 2022-06-20 21:00 @ 20,450.09 | 3h | −$56.76 | -2.53% | reverse |
| 280 | long | 2022-06-20 22:00 @ 20,416.68 | 2022-06-21 12:00 @ 20,949.11 | 14h | $55.49 | +2.49% | signal |
| 281 | long | 2022-06-21 15:00 @ 21,582.42 | 2022-06-21 18:00 @ 21,227.95 | 3h | −$39.08 | -1.74% | signal |
| 282 | short | 2022-06-22 01:00 @ 20,575.78 | 2022-06-22 14:00 @ 20,719.54 | 13h | −$17.90 | -0.80% | signal |
| 283 | long | 2022-06-22 15:00 @ 20,689.94 | 2022-06-22 16:00 @ 20,071.38 | 1h | −$68.77 | -3.09% | signal |
| 284 | short | 2022-06-22 17:00 @ 20,307.64 | 2022-06-23 01:00 @ 20,411.38 | 8h | −$13.52 | -0.61% | signal |
| 285 | long | 2022-06-23 07:00 @ 20,541.61 | 2022-06-23 14:00 @ 20,446.81 | 7h | −$12.35 | -0.56% | signal |
| 286 | long | 2022-06-23 20:00 @ 20,904.58 | 2022-06-24 06:00 @ 20,903.82 | 10h | −$2.42 | -0.11% | signal |
| 287 | long | 2022-06-24 13:00 @ 21,210.74 | 2022-06-24 16:00 @ 20,871.32 | 3h | −$37.43 | -1.70% | signal |
| 288 | long | 2022-06-24 21:00 @ 21,192.54 | 2022-06-25 12:00 @ 21,324.93 | 15h | $11.22 | +0.51% | signal |
| 289 | long | 2022-06-25 19:00 @ 21,230.35 | 2022-06-26 19:00 @ 21,173.06 | 1d | −$8.58 | -0.39% | reverse |
| 290 | long | 2022-06-26 21:00 @ 21,393.08 | 2022-06-26 22:00 @ 21,021.44 | 1h | −$40.29 | -1.84% | stop loss |
| 291 | long | 2022-06-27 08:00 @ 21,359.17 | 2022-06-27 12:00 @ 21,293.84 | 4h | −$8.94 | -0.41% | signal |
| 292 | short | 2022-06-27 13:00 @ 21,227.35 | 2022-06-28 07:00 @ 20,852.27 | 18h | $36.46 | +1.67% | signal |
| 293 | long | 2022-06-28 09:00 @ 21,106.32 | 2022-06-28 12:00 @ 20,983.60 | 3h | −$14.92 | -0.68% | reverse |
| 294 | short | 2022-06-28 16:00 @ 20,591.58 | 2022-06-29 20:00 @ 20,216.84 | 1d 4h | $38.07 | +1.74% | signal |
| 295 | short | 2022-06-30 00:00 @ 20,105.88 | 2022-07-01 00:00 @ 19,927.28 | 1d | $16.89 | +0.77% | signal |
| 296 | long | 2022-07-01 01:00 @ 20,293.06 | 2022-07-01 04:00 @ 19,559.86 | 3h | −$81.68 | -3.71% | stop loss |
| 297 | short | 2022-07-01 05:00 @ 19,395.92 | 2022-07-02 13:00 @ 19,339.47 | 1d 8h | $4.11 | +0.19% | signal |
| 298 | short | 2022-07-03 01:00 @ 19,233.45 | 2022-07-03 17:00 @ 19,151.93 | 16h | $7.33 | +0.34% | signal |
| 299 | long | 2022-07-03 20:00 @ 19,487.40 | 2022-07-04 01:00 @ 19,129.59 | 5h | −$42.42 | -1.94% | stop loss |
| 300 | short | 2022-07-04 03:00 @ 19,062.29 | 2022-07-04 09:00 @ 19,391.68 | 6h | −$39.63 | -1.82% | stop loss |
| 301 | long | 2022-07-04 10:00 @ 19,361.97 | 2022-07-05 09:00 @ 19,880.72 | 23h | $55.36 | +2.56% | signal |
| 302 | short | 2022-07-05 13:00 @ 19,360.53 | 2022-07-05 18:00 @ 19,695.84 | 5h | −$39.89 | -1.83% | reverse |
| 303 | long | 2022-07-05 19:00 @ 20,111.12 | 2022-07-06 02:00 @ 19,866.13 | 7h | −$28.77 | -1.33% | signal |
| 304 | long | 2022-07-06 09:00 @ 20,177.33 | 2022-07-07 03:00 @ 20,408.92 | 18h | $22.31 | +1.03% | signal |
| 305 | long | 2022-07-07 09:00 @ 20,518.10 | 2022-07-07 13:00 @ 20,418.12 | 4h | −$12.71 | -0.59% | signal |
| 306 | long | 2022-07-07 16:00 @ 20,886.18 | 2022-07-08 06:00 @ 21,831.93 | 14h | $95.46 | +4.42% | signal |
| 307 | long | 2022-07-09 15:00 @ 21,589.42 | 2022-07-10 01:00 @ 21,362.43 | 10h | −$25.50 | -1.17% | signal |
| 308 | short | 2022-07-10 02:00 @ 21,403.22 | 2022-07-10 21:00 @ 20,979.20 | 19h | $41.45 | +1.90% | signal |
| 309 | short | 2022-07-11 02:00 @ 20,540.99 | 2022-07-11 18:00 @ 20,610.02 | 16h | −$9.21 | -0.42% | signal |
| 310 | short | 2022-07-11 21:00 @ 20,420.52 | 2022-07-12 05:00 @ 19,999.70 | 8h | $43.08 | +1.97% | signal |
| 311 | short | 2022-07-12 08:00 @ 19,718.96 | 2022-07-12 13:00 @ 19,865.87 | 5h | −$18.44 | -0.84% | signal |
| 312 | short | 2022-07-12 19:00 @ 19,719.16 | 2022-07-13 03:00 @ 19,501.80 | 8h | $21.97 | +1.00% | signal |
| 313 | short | 2022-07-13 21:00 @ 19,657.37 | 2022-07-13 22:00 @ 19,915.28 | 1h | −$31.07 | -1.41% | signal |
| 314 | long | 2022-07-13 23:00 @ 19,837.77 | 2022-07-14 05:00 @ 20,072.28 | 6h | $23.70 | +1.08% | signal |
| 315 | long | 2022-07-14 16:00 @ 20,383.48 | 2022-07-14 22:00 @ 20,466.91 | 6h | $6.72 | +0.31% | signal |
| 316 | long | 2022-07-15 03:00 @ 20,485.00 | 2022-07-15 17:00 @ 20,741.05 | 14h | $25.21 | +1.15% | signal |
| 317 | long | 2022-07-15 19:00 @ 21,031.51 | 2022-07-16 01:00 @ 20,674.56 | 6h | −$39.74 | -1.80% | signal |
| 318 | short | 2022-07-16 07:00 @ 20,537.29 | 2022-07-16 13:00 @ 20,690.24 | 6h | −$18.38 | -0.84% | signal |
| 319 | long | 2022-07-16 15:00 @ 20,809.86 | 2022-07-17 14:00 @ 21,104.88 | 23h | $28.43 | +1.30% | signal |
| 320 | long | 2022-07-18 03:00 @ 21,327.76 | 2022-07-18 18:00 @ 21,870.03 | 15h | $53.19 | +2.42% | signal |
| 321 | long | 2022-07-18 23:00 @ 21,787.26 | 2022-07-19 04:00 @ 21,893.62 | 5h | $8.35 | +0.38% | signal |
| 322 | long | 2022-07-19 10:00 @ 21,901.28 | 2022-07-20 01:00 @ 23,031.09 | 15h | $111.43 | +5.03% | signal |
| 323 | long | 2022-07-20 04:00 @ 23,438.59 | 2022-07-20 18:00 @ 23,506.30 | 14h | $3.82 | +0.17% | signal |
| 324 | long | 2022-07-20 20:00 @ 23,655.33 | 2022-07-20 21:00 @ 23,249.05 | 1h | −$40.73 | -1.82% | signal |
| 325 | short | 2022-07-21 04:00 @ 22,769.85 | 2022-07-21 17:00 @ 23,031.41 | 13h | −$27.43 | -1.23% | signal |
| 326 | long | 2022-07-21 21:00 @ 23,118.42 | 2022-07-22 03:00 @ 22,973.20 | 6h | −$16.42 | -0.74% | signal |
| 327 | short | 2022-07-22 04:00 @ 22,898.92 | 2022-07-22 06:00 @ 23,141.33 | 2h | −$25.74 | -1.16% | signal |
| 328 | long | 2022-07-22 07:00 @ 23,161.23 | 2022-07-22 16:00 @ 23,282.04 | 9h | $9.11 | +0.41% | signal |
| 329 | short | 2022-07-22 17:00 @ 23,097.18 | 2022-07-23 23:00 @ 22,459.79 | 1d 6h | $59.42 | +2.68% | signal |
| 330 | short | 2022-07-24 03:00 @ 22,456.11 | 2022-07-24 06:00 @ 22,746.35 | 3h | −$31.09 | -1.39% | signal |
| 331 | long | 2022-07-24 16:00 @ 22,841.57 | 2022-07-24 23:00 @ 22,643.27 | 7h | −$21.70 | -0.98% | signal |
| 332 | short | 2022-07-25 01:00 @ 22,310.24 | 2022-07-25 08:00 @ 21,955.59 | 7h | $33.06 | +1.49% | signal |
| 333 | short | 2022-07-25 20:00 @ 21,875.22 | 2022-07-25 21:00 @ 22,165.03 | 1h | −$31.74 | -1.43% | signal |
| 334 | short | 2022-07-26 00:00 @ 21,295.74 | 2022-07-27 00:00 @ 21,245.25 | 1d | $3.53 | +0.16% | signal |
| 335 | short | 2022-07-27 11:00 @ 21,273.54 | 2022-07-27 13:00 @ 21,364.47 | 2h | −$11.71 | -0.53% | signal |
| 336 | long | 2022-07-27 14:00 @ 21,453.69 | 2022-07-28 08:00 @ 22,911.82 | 18h | $148.08 | +6.68% | signal |
| 337 | long | 2022-07-28 12:00 @ 23,110.62 | 2022-07-29 12:00 @ 23,712.46 | 1d | $55.71 | +2.47% | signal |
| 338 | long | 2022-07-30 08:00 @ 23,874.57 | 2022-07-30 20:00 @ 23,910.12 | 12h | $0.65 | +0.03% | signal |
| 339 | long | 2022-07-31 12:00 @ 23,793.16 | 2022-07-31 18:00 @ 23,419.40 | 6h | −$38.01 | -1.68% | stop loss |
| 340 | short | 2022-07-31 23:00 @ 23,364.33 | 2022-08-01 15:00 @ 23,431.29 | 16h | −$8.28 | -0.37% | signal |
| 341 | short | 2022-08-01 18:00 @ 22,949.91 | 2022-08-01 23:00 @ 23,156.83 | 5h | −$22.61 | -1.00% | signal |
| 342 | short | 2022-08-02 03:00 @ 22,903.52 | 2022-08-02 15:00 @ 23,019.10 | 12h | −$13.40 | -0.60% | signal |
| 343 | short | 2022-08-02 20:00 @ 22,931.11 | 2022-08-03 06:00 @ 22,909.58 | 10h | −$0.13 | -0.01% | signal |
| 344 | long | 2022-08-03 10:00 @ 23,378.77 | 2022-08-03 13:00 @ 23,250.75 | 3h | −$14.55 | -0.65% | signal |
| 345 | short | 2022-08-04 00:00 @ 22,796.94 | 2022-08-04 14:00 @ 23,020.00 | 14h | −$24.17 | -1.08% | signal |
| 346 | short | 2022-08-04 16:00 @ 22,909.62 | 2022-08-05 02:00 @ 22,880.48 | 10h | $0.68 | +0.03% | signal |
| 347 | long | 2022-08-05 03:00 @ 23,038.81 | 2022-08-05 13:00 @ 23,006.80 | 10h | −$5.50 | -0.25% | signal |
| 348 | long | 2022-08-05 22:00 @ 23,101.42 | 2022-08-06 04:00 @ 23,157.17 | 6h | $3.00 | +0.13% | signal |
| 349 | long | 2022-08-06 14:00 @ 23,186.24 | 2022-08-06 17:00 @ 23,141.97 | 3h | −$6.73 | -0.30% | signal |
| 350 | short | 2022-08-07 01:00 @ 22,870.62 | 2022-08-07 12:00 @ 23,030.81 | 11h | −$17.91 | -0.80% | signal |
| 351 | long | 2022-08-07 13:00 @ 23,107.62 | 2022-08-07 16:00 @ 23,007.60 | 3h | −$11.88 | -0.53% | signal |
| 352 | long | 2022-08-07 22:00 @ 23,305.76 | 2022-08-07 23:00 @ 23,074.11 | 1h | −$24.36 | -1.09% | stop loss |
| 353 | long | 2022-08-08 04:00 @ 23,299.16 | 2022-08-08 16:00 @ 23,982.00 | 12h | $62.79 | +2.83% | signal |
| 354 | long | 2022-08-09 05:00 @ 23,874.57 | 2022-08-09 09:00 @ 23,565.03 | 4h | −$31.41 | -1.40% | stop loss |
| 355 | short | 2022-08-09 10:00 @ 23,460.51 | 2022-08-09 21:00 @ 23,127.02 | 11h | $29.70 | +1.33% | signal |
| 356 | long | 2022-08-10 22:00 @ 23,953.49 | 2022-08-11 16:00 @ 24,331.53 | 18h | $32.66 | +1.46% | signal |
| 357 | short | 2022-08-12 00:00 @ 23,912.52 | 2022-08-12 16:00 @ 23,971.49 | 16h | −$7.55 | -0.34% | signal |
| 358 | long | 2022-08-12 17:00 @ 23,982.10 | 2022-08-13 08:00 @ 24,561.19 | 15h | $51.98 | +2.32% | signal |
| 359 | long | 2022-08-14 08:00 @ 24,872.17 | 2022-08-14 11:00 @ 24,507.24 | 3h | −$35.34 | -1.57% | stop loss |
| 360 | short | 2022-08-14 19:00 @ 24,268.15 | 2022-08-15 01:00 @ 24,583.83 | 6h | −$31.58 | -1.41% | stop loss |
| 361 | long | 2022-08-15 03:00 @ 24,913.18 | 2022-08-15 06:00 @ 24,513.95 | 3h | −$38.11 | -1.70% | stop loss |
| 362 | short | 2022-08-15 08:00 @ 24,005.90 | 2022-08-15 11:00 @ 24,258.55 | 3h | −$25.69 | -1.15% | signal |
| 363 | short | 2022-08-15 13:00 @ 23,932.91 | 2022-08-15 16:00 @ 24,216.64 | 3h | −$28.60 | -1.29% | signal |
| 364 | short | 2022-08-15 19:00 @ 24,082.98 | 2022-08-16 10:00 @ 24,074.41 | 15h | −$1.35 | -0.06% | signal |
| 365 | short | 2022-08-16 14:00 @ 23,885.12 | 2022-08-17 01:00 @ 23,999.60 | 11h | −$12.77 | -0.58% | signal |
| 366 | long | 2022-08-17 05:00 @ 24,056.41 | 2022-08-17 08:00 @ 23,769.45 | 3h | −$28.60 | -1.29% | signal |
| 367 | short | 2022-08-17 09:00 @ 23,790.54 | 2022-08-18 01:00 @ 23,447.99 | 16h | $29.96 | +1.36% | signal |
| 368 | short | 2022-08-18 15:00 @ 23,409.52 | 2022-08-20 05:00 @ 21,232.45 | 1d 14h | $204.02 | +9.22% | signal |
| 369 | short | 2022-08-20 10:00 @ 21,191.16 | 2022-08-20 14:00 @ 21,312.66 | 4h | −$15.25 | -0.67% | signal |
| 370 | short | 2022-08-21 07:00 @ 21,102.38 | 2022-08-21 08:00 @ 21,447.54 | 1h | −$39.33 | -1.74% | stop loss |
| 371 | short | 2022-08-21 15:00 @ 21,395.22 | 2022-08-21 20:00 @ 21,503.20 | 5h | −$13.69 | -0.61% | signal |
| 372 | short | 2022-08-22 02:00 @ 21,430.71 | 2022-08-22 16:00 @ 21,392.28 | 14h | $1.71 | +0.08% | signal |
| 373 | short | 2022-08-22 19:00 @ 21,005.80 | 2022-08-22 23:00 @ 21,403.43 | 4h | −$44.81 | -1.99% | stop loss |
| 374 | long | 2022-08-23 00:00 @ 21,391.28 | 2022-08-23 04:00 @ 21,224.25 | 4h | −$19.61 | -0.88% | signal |
| 375 | short | 2022-08-23 07:00 @ 21,064.79 | 2022-08-23 08:00 @ 21,448.68 | 1h | −$43.01 | -1.93% | stop loss |
| 376 | long | 2022-08-23 09:00 @ 21,448.59 | 2022-08-24 01:00 @ 21,371.32 | 16h | −$10.29 | -0.46% | signal |
| 377 | short | 2022-08-24 02:00 @ 21,247.45 | 2022-08-24 06:00 @ 21,411.58 | 4h | −$19.36 | -0.87% | signal |
| 378 | short | 2022-08-24 11:00 @ 21,270.65 | 2022-08-24 12:00 @ 21,430.39 | 1h | −$18.84 | -0.85% | signal |
| 379 | long | 2022-08-24 13:00 @ 21,478.99 | 2022-08-24 22:00 @ 21,580.28 | 9h | $8.28 | +0.37% | signal |
| 380 | short | 2022-08-25 00:00 @ 21,350.73 | 2022-08-25 06:00 @ 21,689.60 | 6h | −$37.31 | -1.69% | stop loss |
| 381 | long | 2022-08-25 07:00 @ 21,684.44 | 2022-08-25 11:00 @ 21,608.08 | 4h | −$9.98 | -0.45% | signal |
| 382 | long | 2022-08-25 13:00 @ 21,669.43 | 2022-08-25 16:00 @ 21,552.69 | 3h | −$14.04 | -0.64% | signal |
| 383 | short | 2022-08-25 17:00 @ 21,427.21 | 2022-08-25 20:00 @ 21,598.72 | 3h | −$19.78 | -0.90% | signal |
| 384 | long | 2022-08-25 21:00 @ 21,640.23 | 2022-08-26 01:00 @ 21,467.01 | 4h | −$19.68 | -0.90% | signal |
| 385 | short | 2022-08-26 06:00 @ 21,390.82 | 2022-08-26 12:00 @ 21,638.12 | 6h | −$27.39 | -1.25% | stop loss |
| 386 | long | 2022-08-26 14:00 @ 21,751.85 | 2022-08-26 14:00 @ 21,317.68 | 0m | −$45.64 | -2.10% | stop loss |
| 387 | short | 2022-08-26 16:00 @ 20,765.45 | 2022-08-27 08:00 @ 20,259.05 | 16h | $50.71 | +2.34% | signal |
| 388 | short | 2022-08-27 16:00 @ 19,962.01 | 2022-08-29 04:00 @ 19,858.07 | 1d 12h | $8.51 | +0.39% | signal |
| 389 | long | 2022-08-29 14:00 @ 20,070.91 | 2022-08-29 20:00 @ 20,086.48 | 6h | −$0.35 | -0.02% | signal |
| 390 | long | 2022-08-29 23:00 @ 20,202.04 | 2022-08-30 14:00 @ 19,898.56 | 15h | −$34.89 | -1.60% | stop loss |
| 391 | short | 2022-08-30 16:00 @ 19,739.75 | 2022-08-30 20:00 @ 19,941.19 | 4h | −$24.49 | -1.13% | signal |
| 392 | short | 2022-08-30 23:00 @ 19,891.52 | 2022-08-31 02:00 @ 20,232.75 | 3h | −$39.41 | -1.82% | signal |
| 393 | long | 2022-08-31 03:00 @ 20,330.67 | 2022-08-31 07:00 @ 20,234.45 | 4h | −$12.36 | -0.57% | signal |
| 394 | short | 2022-08-31 16:00 @ 20,126.57 | 2022-08-31 20:00 @ 20,221.74 | 4h | −$12.24 | -0.57% | signal |
| 395 | short | 2022-09-01 00:00 @ 20,037.39 | 2022-09-01 11:00 @ 20,014.90 | 11h | $0.52 | +0.02% | signal |
| 396 | short | 2022-09-01 16:00 @ 19,771.74 | 2022-09-01 21:00 @ 20,064.41 | 5h | −$33.93 | -1.58% | signal |
| 397 | long | 2022-09-01 22:00 @ 20,077.61 | 2022-09-02 17:00 @ 20,116.98 | 19h | $1.80 | +0.08% | signal |
| 398 | short | 2022-09-02 18:00 @ 19,787.44 | 2022-09-04 00:00 @ 19,824.66 | 1d 6h | −$5.95 | -0.28% | signal |
| 399 | short | 2022-09-04 08:00 @ 19,614.48 | 2022-09-04 09:00 @ 19,810.62 | 1h | −$23.45 | -1.09% | stop loss |
| 400 | short | 2022-09-04 15:00 @ 19,737.05 | 2022-09-04 17:00 @ 19,885.98 | 2h | −$18.21 | -0.85% | 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.