[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 · 401–600 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 401 | long | 2022-09-04 21:00 @ 19,898.18 | 2022-09-04 23:00 @ 19,821.43 | 2h | −$10.35 | -0.49% | reverse |
| 402 | long | 2022-09-05 01:00 @ 19,910.38 | 2022-09-05 06:00 @ 19,708.16 | 5h | −$23.74 | -1.12% | signal |
| 403 | short | 2022-09-05 12:00 @ 19,688.96 | 2022-09-05 15:00 @ 19,838.67 | 3h | −$18.27 | -0.86% | signal |
| 404 | long | 2022-09-05 16:00 @ 19,852.07 | 2022-09-05 19:00 @ 19,727.25 | 3h | −$15.53 | -0.73% | signal |
| 405 | long | 2022-09-06 01:00 @ 20,097.72 | 2022-09-06 01:00 @ 19,795.98 | 0m | −$33.84 | -1.60% | stop loss |
| 406 | long | 2022-09-06 08:00 @ 19,904.68 | 2022-09-06 13:00 @ 19,837.23 | 5h | −$9.25 | -0.44% | signal |
| 407 | short | 2022-09-06 18:00 @ 19,084.38 | 2022-09-07 14:00 @ 18,833.87 | 20h | $25.40 | +1.21% | signal |
| 408 | long | 2022-09-08 05:00 @ 19,346.07 | 2022-09-08 07:00 @ 19,045.15 | 2h | −$34.91 | -1.65% | stop loss |
| 409 | short | 2022-09-08 08:00 @ 19,160.17 | 2022-09-08 11:00 @ 19,299.96 | 3h | −$17.37 | -0.83% | signal |
| 410 | long | 2022-09-08 12:00 @ 19,306.96 | 2022-09-08 14:00 @ 19,211.16 | 2h | −$12.50 | -0.60% | reverse |
| 411 | long | 2022-09-08 20:00 @ 19,345.57 | 2022-09-10 08:00 @ 21,270.75 | 1d 12h | $205.44 | +9.81% | signal |
| 412 | long | 2022-09-10 20:00 @ 21,573.71 | 2022-09-11 03:00 @ 21,495.80 | 7h | −$10.04 | -0.47% | signal |
| 413 | long | 2022-09-12 01:00 @ 21,636.33 | 2022-09-12 16:00 @ 22,101.48 | 15h | $43.71 | +2.04% | signal |
| 414 | long | 2022-09-12 19:00 @ 22,394.68 | 2022-09-13 01:00 @ 22,200.96 | 6h | −$20.98 | -0.97% | signal |
| 415 | long | 2022-09-13 05:00 @ 22,282.16 | 2022-09-13 09:00 @ 22,219.86 | 4h | −$8.37 | -0.39% | signal |
| 416 | long | 2022-09-13 11:00 @ 22,526.00 | 2022-09-13 12:00 @ 22,097.14 | 1h | −$42.99 | -2.00% | stop loss |
| 417 | short | 2022-09-13 15:00 @ 20,997.20 | 2022-09-14 02:00 @ 20,294.66 | 11h | $69.48 | +3.25% | signal |
| 418 | short | 2022-09-14 08:00 @ 20,231.35 | 2022-09-14 22:00 @ 20,195.44 | 14h | $1.71 | +0.08% | signal |
| 419 | short | 2022-09-15 02:00 @ 20,180.76 | 2022-09-16 05:00 @ 19,815.76 | 1d 3h | $37.21 | +1.73% | signal |
| 420 | short | 2022-09-16 07:00 @ 19,751.25 | 2022-09-16 12:00 @ 19,860.07 | 5h | −$13.99 | -0.65% | signal |
| 421 | short | 2022-09-16 14:00 @ 19,515.50 | 2022-09-16 21:00 @ 19,750.65 | 7h | −$28.12 | -1.30% | signal |
| 422 | short | 2022-09-17 07:00 @ 19,825.33 | 2022-09-17 15:00 @ 19,916.78 | 8h | −$11.99 | -0.56% | signal |
| 423 | long | 2022-09-17 16:00 @ 19,955.69 | 2022-09-18 10:00 @ 19,820.54 | 18h | −$17.03 | -0.79% | signal |
| 424 | short | 2022-09-18 11:00 @ 19,905.52 | 2022-09-19 11:00 @ 18,769.65 | 1d | $120.27 | +5.61% | signal |
| 425 | short | 2022-09-19 19:00 @ 19,143.97 | 2022-09-19 20:00 @ 19,508.60 | 1h | −$43.62 | -2.01% | signal |
| 426 | long | 2022-09-19 21:00 @ 19,513.90 | 2022-09-20 04:00 @ 19,349.93 | 7h | −$20.51 | -0.95% | signal |
| 427 | short | 2022-09-20 14:00 @ 18,908.02 | 2022-09-20 16:00 @ 19,229.55 | 2h | −$38.89 | -1.80% | signal |
| 428 | long | 2022-09-21 12:00 @ 19,159.33 | 2022-09-21 18:00 @ 18,797.23 | 6h | −$42.80 | -1.99% | stop loss |
| 429 | short | 2022-09-21 22:00 @ 18,451.71 | 2022-09-22 03:00 @ 18,737.55 | 5h | −$35.53 | -1.66% | signal |
| 430 | long | 2022-09-22 09:00 @ 19,198.84 | 2022-09-22 14:00 @ 18,889.42 | 5h | −$36.43 | -1.71% | signal |
| 431 | short | 2022-09-22 15:00 @ 18,865.63 | 2022-09-22 19:00 @ 19,189.44 | 4h | −$38.37 | -1.81% | signal |
| 432 | long | 2022-09-22 20:00 @ 19,308.06 | 2022-09-23 08:00 @ 19,212.66 | 12h | −$12.69 | -0.60% | signal |
| 433 | short | 2022-09-23 09:00 @ 19,057.89 | 2022-09-23 21:00 @ 18,844.87 | 12h | $21.36 | +1.01% | signal |
| 434 | long | 2022-09-24 00:00 @ 19,284.56 | 2022-09-24 08:00 @ 18,981.80 | 8h | −$35.33 | -1.67% | signal |
| 435 | long | 2022-09-24 13:00 @ 19,149.83 | 2022-09-24 21:00 @ 18,829.18 | 8h | −$37.43 | -1.78% | stop loss |
| 436 | short | 2022-09-24 23:00 @ 18,871.82 | 2022-09-25 04:00 @ 19,048.21 | 5h | −$21.66 | -1.03% | signal |
| 437 | long | 2022-09-25 08:00 @ 19,092.92 | 2022-09-25 13:00 @ 18,863.56 | 5h | −$27.25 | -1.30% | stop loss |
| 438 | short | 2022-09-25 14:00 @ 18,921.51 | 2022-09-26 08:00 @ 19,162.92 | 18h | −$28.55 | -1.37% | stop loss |
| 439 | long | 2022-09-26 10:00 @ 19,080.42 | 2022-09-26 12:00 @ 18,860.93 | 2h | −$25.94 | -1.25% | signal |
| 440 | long | 2022-09-26 14:00 @ 19,184.54 | 2022-09-27 16:00 @ 19,881.32 | 1d 2h | $72.68 | +3.51% | signal |
| 441 | short | 2022-09-27 18:00 @ 18,943.21 | 2022-09-28 11:00 @ 19,000.00 | 17h | −$8.34 | -0.40% | signal |
| 442 | long | 2022-09-28 15:00 @ 19,376.77 | 2022-09-29 00:00 @ 19,403.52 | 9h | $0.68 | +0.03% | signal |
| 443 | long | 2022-09-29 05:00 @ 19,576.01 | 2022-09-29 07:00 @ 19,371.42 | 2h | −$23.87 | -1.14% | signal |
| 444 | short | 2022-09-29 14:00 @ 18,977.10 | 2022-09-29 16:00 @ 19,446.28 | 2h | −$53.37 | -2.57% | stop loss |
| 445 | long | 2022-09-29 21:00 @ 19,503.30 | 2022-09-30 03:00 @ 19,351.13 | 6h | −$18.38 | -0.89% | signal |
| 446 | long | 2022-09-30 06:00 @ 19,443.89 | 2022-09-30 12:00 @ 19,426.41 | 6h | −$4.12 | -0.20% | signal |
| 447 | short | 2022-09-30 13:00 @ 19,286.64 | 2022-09-30 14:00 @ 19,673.90 | 1h | −$43.45 | -2.11% | stop loss |
| 448 | long | 2022-09-30 16:00 @ 19,753.45 | 2022-09-30 20:00 @ 19,462.91 | 4h | −$32.38 | -1.58% | signal |
| 449 | short | 2022-09-30 21:00 @ 19,412.32 | 2022-10-02 17:00 @ 19,195.24 | 1d 20h | $21.52 | +1.05% | signal |
| 450 | long | 2022-10-03 12:00 @ 19,244.35 | 2022-10-04 02:00 @ 19,496.20 | 14h | $24.31 | +1.19% | signal |
| 451 | long | 2022-10-04 05:00 @ 19,588.72 | 2022-10-05 01:00 @ 20,177.46 | 20h | $58.98 | +2.87% | signal |
| 452 | short | 2022-10-05 15:00 @ 19,868.63 | 2022-10-05 16:00 @ 20,176.72 | 1h | −$33.93 | -1.64% | stop loss |
| 453 | long | 2022-10-05 17:00 @ 20,231.05 | 2022-10-05 21:00 @ 19,973.40 | 4h | −$28.27 | -1.37% | signal |
| 454 | long | 2022-10-06 02:00 @ 20,368.07 | 2022-10-06 07:00 @ 20,165.37 | 5h | −$22.46 | -1.09% | signal |
| 455 | long | 2022-10-06 13:00 @ 20,188.64 | 2022-10-06 14:00 @ 19,875.44 | 1h | −$33.78 | -1.65% | stop loss |
| 456 | short | 2022-10-06 23:00 @ 19,889.32 | 2022-10-07 21:00 @ 19,543.91 | 22h | $33.93 | +1.66% | signal |
| 457 | short | 2022-10-08 05:00 @ 19,433.11 | 2022-10-08 12:00 @ 19,530.31 | 7h | −$12.14 | -0.59% | signal |
| 458 | short | 2022-10-08 14:00 @ 19,466.11 | 2022-10-08 17:00 @ 19,521.40 | 3h | −$7.77 | -0.38% | signal |
| 459 | short | 2022-10-08 20:00 @ 19,456.11 | 2022-10-09 07:00 @ 19,421.48 | 11h | $1.66 | +0.08% | signal |
| 460 | short | 2022-10-10 04:00 @ 19,437.21 | 2022-10-10 13:00 @ 19,413.78 | 9h | $0.54 | +0.03% | signal |
| 461 | short | 2022-10-11 15:00 @ 19,024.19 | 2022-10-12 01:00 @ 19,087.92 | 10h | −$8.47 | -0.42% | signal |
| 462 | short | 2022-10-12 12:00 @ 19,103.38 | 2022-10-12 22:00 @ 19,174.23 | 10h | −$9.41 | -0.46% | signal |
| 463 | short | 2022-10-13 03:00 @ 19,075.78 | 2022-10-13 17:00 @ 19,081.32 | 14h | −$2.35 | -0.12% | signal |
| 464 | long | 2022-10-13 18:00 @ 19,152.53 | 2022-10-14 08:00 @ 19,629.27 | 14h | $48.57 | +2.38% | signal |
| 465 | short | 2022-10-14 16:00 @ 19,349.03 | 2022-10-16 01:00 @ 19,134.63 | 1d 9h | $21.15 | +1.03% | signal |
| 466 | long | 2022-10-16 21:00 @ 19,323.86 | 2022-10-16 21:00 @ 19,149.26 | 0m | −$20.61 | -1.00% | stop loss |
| 467 | short | 2022-10-17 02:00 @ 19,163.07 | 2022-10-17 06:00 @ 19,267.65 | 4h | −$13.24 | -0.65% | signal |
| 468 | long | 2022-10-17 11:00 @ 19,390.18 | 2022-10-18 03:00 @ 19,481.10 | 16h | $7.20 | +0.35% | signal |
| 469 | long | 2022-10-18 05:00 @ 19,576.41 | 2022-10-18 14:00 @ 19,386.90 | 9h | −$22.06 | -1.08% | stop loss |
| 470 | short | 2022-10-18 16:00 @ 19,360.23 | 2022-10-19 16:00 @ 19,263.65 | 1d | $8.71 | +0.43% | signal |
| 471 | short | 2022-10-20 00:00 @ 19,112.78 | 2022-10-20 05:00 @ 19,177.83 | 5h | −$8.80 | -0.43% | signal |
| 472 | short | 2022-10-20 18:00 @ 19,087.78 | 2022-10-21 03:00 @ 19,105.72 | 9h | −$3.87 | -0.19% | signal |
| 473 | short | 2022-10-21 05:00 @ 19,036.09 | 2022-10-21 14:00 @ 19,057.81 | 9h | −$4.28 | -0.21% | signal |
| 474 | long | 2022-10-21 16:00 @ 19,162.43 | 2022-10-22 03:00 @ 19,114.98 | 11h | −$7.15 | -0.35% | signal |
| 475 | long | 2022-10-22 09:00 @ 19,151.73 | 2022-10-22 18:00 @ 19,138.07 | 9h | −$3.48 | -0.17% | signal |
| 476 | long | 2022-10-22 21:00 @ 19,210.64 | 2022-10-23 02:00 @ 19,166.67 | 5h | −$6.78 | -0.33% | signal |
| 477 | short | 2022-10-23 08:00 @ 19,147.77 | 2022-10-23 10:00 @ 19,176.83 | 2h | −$5.10 | -0.25% | reverse |
| 478 | short | 2022-10-23 13:00 @ 19,139.07 | 2022-10-23 15:00 @ 19,185.44 | 2h | −$6.97 | -0.34% | signal |
| 479 | long | 2022-10-23 19:00 @ 19,438.49 | 2022-10-24 02:00 @ 19,402.52 | 7h | −$6.00 | -0.29% | signal |
| 480 | long | 2022-10-24 10:00 @ 19,378.98 | 2022-10-24 14:00 @ 19,202.80 | 4h | −$20.49 | -1.01% | stop loss |
| 481 | short | 2022-10-24 15:00 @ 19,260.85 | 2022-10-24 19:00 @ 19,329.57 | 4h | −$9.21 | -0.45% | signal |
| 482 | long | 2022-10-24 20:00 @ 19,339.77 | 2022-10-25 02:00 @ 19,284.84 | 6h | −$7.86 | -0.39% | reverse |
| 483 | long | 2022-10-25 05:00 @ 19,335.57 | 2022-10-25 09:00 @ 19,281.14 | 4h | −$7.89 | -0.39% | reverse |
| 484 | short | 2022-10-25 10:00 @ 19,250.85 | 2022-10-25 13:00 @ 19,387.57 | 3h | −$16.37 | -0.81% | stop loss |
| 485 | long | 2022-10-25 15:00 @ 19,482.60 | 2022-10-27 03:00 @ 20,668.87 | 1d 12h | $120.36 | +5.97% | signal |
| 486 | long | 2022-10-27 06:00 @ 20,795.66 | 2022-10-27 10:00 @ 20,598.28 | 4h | −$21.41 | -1.05% | signal |
| 487 | short | 2022-10-28 09:00 @ 20,164.97 | 2022-10-28 13:00 @ 20,447.07 | 4h | −$30.60 | -1.50% | stop loss |
| 488 | long | 2022-10-29 03:00 @ 20,728.64 | 2022-10-29 12:00 @ 20,684.46 | 9h | −$6.46 | -0.32% | signal |
| 489 | long | 2022-10-29 15:00 @ 20,803.06 | 2022-10-29 23:00 @ 20,743.55 | 8h | −$7.92 | -0.39% | signal |
| 490 | long | 2022-10-30 04:00 @ 20,771.85 | 2022-10-30 10:00 @ 20,679.56 | 6h | −$11.11 | -0.55% | signal |
| 491 | short | 2022-10-30 11:00 @ 20,670.87 | 2022-10-31 10:00 @ 20,708.84 | 23h | −$5.54 | -0.27% | signal |
| 492 | long | 2022-10-31 11:00 @ 20,745.75 | 2022-10-31 13:00 @ 20,509.84 | 2h | −$25.04 | -1.24% | stop loss |
| 493 | long | 2022-11-01 03:00 @ 20,572.21 | 2022-11-01 05:00 @ 20,480.20 | 2h | −$11.04 | -0.55% | reverse |
| 494 | long | 2022-11-01 07:00 @ 20,621.02 | 2022-11-01 12:00 @ 20,507.70 | 5h | −$13.07 | -0.65% | signal |
| 495 | short | 2022-11-01 13:00 @ 20,528.89 | 2022-11-02 01:00 @ 20,511.80 | 12h | −$0.21 | -0.01% | signal |
| 496 | short | 2022-11-02 08:00 @ 20,410.12 | 2022-11-02 17:00 @ 20,517.30 | 9h | −$12.44 | -0.62% | signal |
| 497 | short | 2022-11-02 21:00 @ 20,160.47 | 2022-11-03 01:00 @ 20,195.24 | 4h | −$5.42 | -0.27% | signal |
| 498 | short | 2022-11-03 08:00 @ 20,289.64 | 2022-11-03 15:00 @ 20,312.46 | 7h | −$4.26 | -0.21% | signal |
| 499 | short | 2022-11-03 19:00 @ 20,229.05 | 2022-11-04 01:00 @ 20,274.85 | 6h | −$6.46 | -0.32% | signal |
| 500 | long | 2022-11-04 06:00 @ 20,435.89 | 2022-11-05 09:00 @ 21,279.24 | 1d 3h | $80.37 | +4.01% | signal |
| 501 | long | 2022-11-05 21:00 @ 21,345.77 | 2022-11-06 02:00 @ 21,180.36 | 5h | −$17.85 | -0.88% | signal |
| 502 | long | 2022-11-06 09:00 @ 21,247.85 | 2022-11-06 22:00 @ 21,113.08 | 13h | −$14.97 | -0.74% | signal |
| 503 | short | 2022-11-07 00:00 @ 20,895.82 | 2022-11-07 20:00 @ 20,840.57 | 20h | $3.88 | +0.19% | signal |
| 504 | short | 2022-11-07 23:00 @ 20,445.91 | 2022-11-08 17:00 @ 20,367.37 | 18h | $6.05 | +0.30% | signal |
| 505 | short | 2022-11-08 19:00 @ 18,580.88 | 2022-11-10 06:00 @ 16,692.74 | 1d 11h | $200.49 | +9.93% | signal |
| 506 | short | 2022-11-10 12:00 @ 16,384.82 | 2022-11-10 13:00 @ 17,210.39 | 1h | −$106.42 | -5.14% | stop loss |
| 507 | long | 2022-11-10 14:00 @ 17,652.83 | 2022-11-10 18:00 @ 17,176.16 | 4h | −$56.70 | -2.77% | signal |
| 508 | long | 2022-11-10 21:00 @ 18,104.82 | 2022-11-11 01:00 @ 17,539.79 | 4h | −$64.95 | -3.20% | reverse |
| 509 | short | 2022-11-11 04:00 @ 17,048.99 | 2022-11-11 06:00 @ 17,355.57 | 2h | −$38.23 | -1.90% | signal |
| 510 | short | 2022-11-11 21:00 @ 16,616.68 | 2022-11-11 23:00 @ 16,918.68 | 2h | −$38.43 | -1.92% | signal |
| 511 | short | 2022-11-12 19:00 @ 16,858.53 | 2022-11-13 04:00 @ 16,909.18 | 9h | −$7.98 | -0.40% | signal |
| 512 | short | 2022-11-13 06:00 @ 16,847.53 | 2022-11-14 07:00 @ 16,631.23 | 1d 1h | $23.43 | +1.18% | signal |
| 513 | long | 2022-11-14 08:00 @ 16,816.46 | 2022-11-14 19:00 @ 16,306.34 | 11h | −$62.39 | -3.12% | stop loss |
| 514 | long | 2022-11-15 00:00 @ 16,608.62 | 2022-11-15 06:00 @ 16,644.37 | 6h | $2.50 | +0.13% | signal |
| 515 | long | 2022-11-15 09:00 @ 16,914.58 | 2022-11-15 19:00 @ 16,720.06 | 10h | −$24.82 | -1.25% | signal |
| 516 | short | 2022-11-16 10:00 @ 16,732.75 | 2022-11-16 23:00 @ 16,662.33 | 13h | $6.22 | +0.31% | signal |
| 517 | short | 2022-11-17 04:00 @ 16,514.00 | 2022-11-17 19:00 @ 16,694.64 | 15h | −$23.78 | -1.20% | reverse |
| 518 | long | 2022-11-18 02:00 @ 16,884.58 | 2022-11-18 05:00 @ 16,795.84 | 3h | −$12.33 | -0.63% | signal |
| 519 | long | 2022-11-18 11:00 @ 16,763.25 | 2022-11-18 15:00 @ 16,687.06 | 4h | −$10.91 | -0.55% | signal |
| 520 | short | 2022-11-18 16:00 @ 16,683.36 | 2022-11-19 00:00 @ 16,693.04 | 8h | −$3.09 | -0.16% | signal |
| 521 | short | 2022-11-19 03:00 @ 16,613.98 | 2022-11-19 09:00 @ 16,639.33 | 6h | −$4.81 | -0.24% | signal |
| 522 | long | 2022-11-19 22:00 @ 16,674.33 | 2022-11-20 08:00 @ 16,561.79 | 10h | −$15.27 | -0.78% | stop loss |
| 523 | short | 2022-11-20 13:00 @ 16,513.80 | 2022-11-20 20:00 @ 16,585.22 | 7h | −$10.46 | -0.53% | signal |
| 524 | short | 2022-11-20 22:00 @ 16,274.14 | 2022-11-21 14:00 @ 16,170.93 | 16h | $10.60 | +0.54% | signal |
| 525 | short | 2022-11-21 17:00 @ 16,018.60 | 2022-11-22 01:00 @ 15,862.47 | 8h | $17.01 | +0.87% | signal |
| 526 | short | 2022-11-22 08:00 @ 15,751.75 | 2022-11-22 11:00 @ 15,794.16 | 3h | −$7.22 | -0.37% | signal |
| 527 | long | 2022-11-23 04:00 @ 16,581.22 | 2022-11-23 13:00 @ 16,500.60 | 9h | −$11.70 | -0.60% | signal |
| 528 | long | 2022-11-23 20:00 @ 16,470.09 | 2022-11-24 06:00 @ 16,642.27 | 10h | $18.41 | +0.94% | signal |
| 529 | long | 2022-11-25 21:00 @ 16,522.20 | 2022-11-26 07:00 @ 16,547.29 | 10h | $0.94 | +0.05% | signal |
| 530 | long | 2022-11-26 11:00 @ 16,590.82 | 2022-11-26 16:00 @ 16,503.10 | 5h | −$12.35 | -0.63% | signal |
| 531 | short | 2022-11-26 19:00 @ 16,467.61 | 2022-11-27 03:00 @ 16,523.50 | 8h | −$8.60 | -0.44% | signal |
| 532 | long | 2022-11-27 04:00 @ 16,523.40 | 2022-11-27 09:00 @ 16,519.30 | 5h | −$2.39 | -0.12% | signal |
| 533 | long | 2022-11-27 22:00 @ 16,572.81 | 2022-11-27 23:00 @ 16,475.15 | 1h | −$13.50 | -0.69% | stop loss |
| 534 | short | 2022-11-28 03:00 @ 16,106.08 | 2022-11-28 14:00 @ 16,279.58 | 11h | −$23.02 | -1.18% | stop loss |
| 535 | long | 2022-11-29 06:00 @ 16,480.20 | 2022-11-29 14:00 @ 16,403.72 | 8h | −$10.99 | -0.56% | signal |
| 536 | short | 2022-11-29 15:00 @ 16,352.43 | 2022-11-29 21:00 @ 16,489.90 | 6h | −$18.24 | -0.94% | signal |
| 537 | long | 2022-11-30 02:00 @ 16,878.27 | 2022-11-30 13:00 @ 16,767.85 | 11h | −$14.72 | -0.76% | signal |
| 538 | long | 2022-12-03 00:00 @ 17,086.42 | 2022-12-03 07:00 @ 16,966.51 | 7h | −$15.60 | -0.80% | signal |
| 539 | short | 2022-12-03 08:00 @ 16,951.31 | 2022-12-04 02:00 @ 16,962.89 | 18h | −$2.85 | -0.15% | signal |
| 540 | long | 2022-12-04 06:00 @ 17,013.40 | 2022-12-04 11:00 @ 16,894.70 | 5h | −$15.55 | -0.80% | stop loss |
| 541 | short | 2022-12-04 12:00 @ 16,935.01 | 2022-12-04 15:00 @ 17,047.56 | 3h | −$14.77 | -0.76% | stop loss |
| 542 | long | 2022-12-04 16:00 @ 17,025.60 | 2022-12-05 13:00 @ 17,243.45 | 21h | $22.71 | +1.18% | signal |
| 543 | short | 2022-12-05 16:00 @ 17,070.39 | 2022-12-06 01:00 @ 17,038.41 | 9h | $1.82 | +0.09% | signal |
| 544 | short | 2022-12-06 04:00 @ 16,992.00 | 2022-12-06 09:00 @ 17,027.70 | 5h | −$5.92 | -0.31% | signal |
| 545 | short | 2022-12-06 19:00 @ 16,961.91 | 2022-12-06 23:00 @ 17,102.64 | 4h | −$17.96 | -0.93% | stop loss |
| 546 | long | 2022-12-07 01:00 @ 17,059.91 | 2022-12-07 06:00 @ 16,993.90 | 5h | −$9.38 | -0.49% | signal |
| 547 | short | 2022-12-07 08:00 @ 16,752.05 | 2022-12-07 14:00 @ 16,849.67 | 6h | −$13.13 | -0.68% | signal |
| 548 | short | 2022-12-07 17:00 @ 16,796.94 | 2022-12-08 12:00 @ 16,845.37 | 19h | −$7.40 | -0.39% | signal |
| 549 | long | 2022-12-08 16:00 @ 16,911.08 | 2022-12-09 14:00 @ 17,139.87 | 22h | $23.93 | +1.25% | signal |
| 550 | long | 2022-12-10 00:00 @ 17,125.42 | 2022-12-10 22:00 @ 17,112.58 | 22h | −$3.36 | -0.17% | signal |
| 551 | short | 2022-12-11 00:00 @ 17,116.68 | 2022-12-11 02:00 @ 17,160.03 | 2h | −$6.78 | -0.35% | signal |
| 552 | long | 2022-12-11 07:00 @ 17,166.43 | 2022-12-11 20:00 @ 17,091.09 | 13h | −$10.39 | -0.54% | stop loss |
| 553 | short | 2022-12-12 02:00 @ 16,942.71 | 2022-12-12 10:00 @ 16,956.59 | 8h | −$3.44 | -0.18% | signal |
| 554 | short | 2022-12-12 18:00 @ 16,996.60 | 2022-12-12 20:00 @ 17,039.01 | 2h | −$6.71 | -0.35% | signal |
| 555 | long | 2022-12-12 21:00 @ 17,117.82 | 2022-12-13 18:00 @ 17,638.37 | 21h | $56.08 | +2.92% | signal |
| 556 | long | 2022-12-14 01:00 @ 17,821.36 | 2022-12-14 20:00 @ 17,785.94 | 19h | −$6.16 | -0.32% | signal |
| 557 | long | 2022-12-15 07:00 @ 17,718.54 | 2022-12-15 09:00 @ 17,617.88 | 2h | −$13.08 | -0.68% | signal |
| 558 | short | 2022-12-15 15:00 @ 17,444.51 | 2022-12-16 08:00 @ 17,500.10 | 17h | −$7.88 | -0.41% | signal |
| 559 | short | 2022-12-16 10:00 @ 17,025.69 | 2022-12-18 00:00 @ 16,771.45 | 1d 14h | $27.17 | +1.41% | signal |
| 560 | short | 2022-12-18 02:00 @ 16,704.46 | 2022-12-18 05:00 @ 16,759.65 | 3h | −$8.32 | -0.43% | signal |
| 561 | short | 2022-12-18 07:00 @ 16,724.65 | 2022-12-18 19:00 @ 16,743.35 | 12h | −$3.97 | -0.21% | signal |
| 562 | short | 2022-12-19 04:00 @ 16,670.17 | 2022-12-19 07:00 @ 16,732.95 | 3h | −$9.20 | -0.48% | signal |
| 563 | short | 2022-12-19 13:00 @ 16,731.05 | 2022-12-20 02:00 @ 16,841.40 | 13h | −$14.45 | -0.75% | stop loss |
| 564 | long | 2022-12-20 03:00 @ 16,716.34 | 2022-12-21 13:00 @ 16,823.83 | 1d 10h | $10.15 | +0.53% | signal |
| 565 | long | 2022-12-22 02:00 @ 16,813.36 | 2022-12-22 07:00 @ 16,797.44 | 5h | −$3.75 | -0.19% | signal |
| 566 | long | 2022-12-22 10:00 @ 16,843.07 | 2022-12-22 14:00 @ 16,771.94 | 4h | −$10.05 | -0.52% | signal |
| 567 | short | 2022-12-22 15:00 @ 16,663.97 | 2022-12-22 20:00 @ 16,792.74 | 5h | −$16.64 | -0.87% | stop loss |
| 568 | long | 2022-12-22 21:00 @ 16,778.76 | 2022-12-23 21:00 @ 16,799.24 | 1d | −$0.13 | -0.01% | signal |
| 569 | short | 2022-12-23 23:00 @ 16,780.94 | 2022-12-24 02:00 @ 16,809.16 | 3h | −$4.95 | -0.26% | reverse |
| 570 | long | 2022-12-24 03:00 @ 16,822.26 | 2022-12-24 14:00 @ 16,806.34 | 11h | −$3.82 | -0.20% | signal |
| 571 | long | 2022-12-24 16:00 @ 16,833.67 | 2022-12-24 22:00 @ 16,813.64 | 6h | −$4.31 | -0.23% | signal |
| 572 | long | 2022-12-25 10:00 @ 16,827.36 | 2022-12-25 12:00 @ 16,811.64 | 2h | −$3.70 | -0.19% | reverse |
| 573 | short | 2022-12-25 13:00 @ 16,807.04 | 2022-12-25 15:00 @ 16,826.86 | 2h | −$4.17 | -0.22% | signal |
| 574 | short | 2022-12-25 20:00 @ 16,783.24 | 2022-12-25 22:00 @ 16,827.16 | 2h | −$6.92 | -0.36% | signal |
| 575 | long | 2022-12-26 03:00 @ 16,884.58 | 2022-12-26 06:00 @ 16,840.23 | 3h | −$6.93 | -0.36% | signal |
| 576 | short | 2022-12-26 15:00 @ 16,820.24 | 2022-12-26 18:00 @ 16,830.37 | 3h | −$3.00 | -0.16% | reverse |
| 577 | short | 2022-12-27 13:00 @ 16,799.74 | 2022-12-27 22:00 @ 16,699.74 | 9h | $9.49 | +0.50% | signal |
| 578 | short | 2022-12-28 14:00 @ 16,639.07 | 2022-12-28 14:00 @ 16,754.05 | 0m | −$15.12 | -0.79% | stop loss |
| 579 | short | 2022-12-28 21:00 @ 16,587.98 | 2022-12-29 10:00 @ 16,590.42 | 13h | −$1.83 | -0.10% | signal |
| 580 | short | 2022-12-29 18:00 @ 16,607.48 | 2022-12-30 00:00 @ 16,633.63 | 6h | −$4.91 | -0.26% | reverse |
| 581 | short | 2022-12-30 03:00 @ 16,596.58 | 2022-12-30 16:00 @ 16,551.01 | 13h | $3.46 | +0.18% | signal |
| 582 | long | 2022-12-30 22:00 @ 16,582.32 | 2022-12-31 02:00 @ 16,559.69 | 4h | −$4.70 | -0.25% | signal |
| 583 | short | 2022-12-31 04:00 @ 16,545.69 | 2022-12-31 08:00 @ 16,567.71 | 4h | −$4.44 | -0.23% | signal |
| 584 | long | 2022-12-31 15:00 @ 16,588.12 | 2022-12-31 18:00 @ 16,570.09 | 3h | −$4.16 | -0.22% | signal |
| 585 | short | 2022-12-31 23:00 @ 16,511.80 | 2023-01-01 11:00 @ 16,546.21 | 12h | −$5.49 | -0.29% | signal |
| 586 | long | 2023-01-01 13:00 @ 16,557.11 | 2023-01-02 01:00 @ 16,574.68 | 12h | $0.13 | +0.01% | signal |
| 587 | long | 2023-01-02 04:00 @ 16,658.03 | 2023-01-02 14:00 @ 16,684.36 | 10h | $1.19 | +0.06% | signal |
| 588 | long | 2023-01-02 20:00 @ 16,733.85 | 2023-01-02 23:00 @ 16,691.26 | 3h | −$6.74 | -0.35% | signal |
| 589 | long | 2023-01-03 07:00 @ 16,723.14 | 2023-01-03 14:00 @ 16,638.00 | 7h | −$11.74 | -0.62% | stop loss |
| 590 | long | 2023-01-04 03:00 @ 16,732.45 | 2023-01-04 13:00 @ 16,804.64 | 10h | $6.22 | +0.33% | signal |
| 591 | long | 2023-01-04 18:00 @ 16,888.78 | 2023-01-04 20:00 @ 16,770.71 | 2h | −$15.16 | -0.80% | stop loss |
| 592 | long | 2023-01-05 06:00 @ 16,839.57 | 2023-01-05 14:00 @ 16,767.65 | 8h | −$10.07 | -0.53% | signal |
| 593 | short | 2023-01-06 06:00 @ 16,797.94 | 2023-01-06 16:00 @ 16,837.47 | 10h | −$6.22 | -0.33% | signal |
| 594 | long | 2023-01-06 17:00 @ 16,823.86 | 2023-01-07 06:00 @ 16,923.41 | 13h | $9.24 | +0.49% | signal |
| 595 | long | 2023-01-07 20:00 @ 16,940.69 | 2023-01-08 01:00 @ 16,915.92 | 5h | −$4.77 | -0.25% | signal |
| 596 | long | 2023-01-08 16:00 @ 16,994.30 | 2023-01-08 16:00 @ 16,931.09 | 0m | −$9.06 | -0.48% | stop loss |
| 597 | long | 2023-01-08 21:00 @ 16,962.89 | 2023-01-09 14:00 @ 17,215.06 | 17h | $26.09 | +1.38% | signal |
| 598 | long | 2023-01-09 17:00 @ 17,321.96 | 2023-01-09 20:00 @ 17,198.59 | 3h | −$15.39 | -0.81% | stop loss |
| 599 | long | 2023-01-10 02:00 @ 17,190.54 | 2023-01-10 13:00 @ 17,212.76 | 11h | $0.37 | +0.02% | signal |
| 600 | long | 2023-01-10 16:00 @ 17,321.06 | 2023-01-11 03:00 @ 17,376.52 | 11h | $4.05 | +0.21% | 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.