[Mine-PA] Higher highs + higher lows continuation

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-48.46%-49.26%166026%
Validation2024-10-19 → 2025-09-25-24.35%-27.00%59927%
Out-of-sample2025-09-25 → 2026-08-31-14.44%-20.99%57629%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
2836long2026-08-31 17:00 @ 78,616.422026-08-31 23:00 @ 78,545.896h−$1.58-0.19%signal
2835short2026-08-31 13:00 @ 77,884.422026-08-31 16:00 @ 78,558.813h−$8.07-0.97%reverse
2834long2026-08-30 13:00 @ 78,765.852026-08-30 21:00 @ 78,545.798h−$3.23-0.39%signal
2833short2026-08-30 09:00 @ 78,033.492026-08-30 12:00 @ 78,488.883h−$5.73-0.68%stop loss
2832short2026-08-29 22:00 @ 78,116.172026-08-30 07:00 @ 78,269.559h−$2.42-0.29%signal
2831short2026-08-29 03:00 @ 77,627.672026-08-29 15:00 @ 77,994.8012h−$4.73-0.56%signal
2830short2026-08-28 10:00 @ 79,238.652026-08-29 00:00 @ 77,821.4614h$14.17+1.70%signal
2829long2026-08-26 23:00 @ 78,672.332026-08-28 03:00 @ 79,872.021d 4h$11.63+1.40%signal
2828short2026-08-26 14:00 @ 78,391.222026-08-26 22:00 @ 78,698.648h−$4.05-0.49%signal
2827short2026-08-25 22:00 @ 78,520.192026-08-26 03:00 @ 79,085.915h−$6.80-0.81%signal
2826long2026-08-25 16:00 @ 79,478.992026-08-25 21:00 @ 78,153.175h−$14.92-1.78%signal
2825long2026-08-24 08:00 @ 77,317.262026-08-25 08:00 @ 79,645.671d$24.04+2.88%signal
2824long2026-08-23 12:00 @ 77,311.562026-08-24 02:00 @ 76,877.5214h−$5.69-0.68%signal
2823short2026-08-23 06:00 @ 76,049.792026-08-23 11:00 @ 76,799.765h−$9.01-1.08%signal
2822long2026-08-23 02:00 @ 77,217.542026-08-23 04:00 @ 76,925.812h−$4.00-0.48%signal
2821long2026-08-22 13:00 @ 77,311.062026-08-22 22:00 @ 76,847.439h−$5.96-0.71%signal
2820long2026-08-20 06:00 @ 69,422.282026-08-22 06:00 @ 77,356.032d$92.02+11.27%signal
2819long2026-08-19 13:00 @ 64,870.272026-08-20 04:00 @ 69,169.6615h$52.26+6.50%signal
2818long2026-08-18 06:00 @ 64,215.542026-08-18 20:00 @ 64,606.8814h$4.02+0.50%signal
2817long2026-08-17 12:00 @ 63,612.722026-08-18 02:00 @ 64,162.0714h$6.00+0.75%signal
2816long2026-08-17 03:00 @ 63,395.482026-08-17 09:00 @ 63,337.436h−$1.59-0.20%signal
2815short2026-08-16 22:00 @ 62,887.522026-08-17 01:00 @ 63,139.253h−$3.99-0.50%stop loss
2814long2026-08-16 15:00 @ 63,091.222026-08-16 20:00 @ 63,069.685h−$1.12-0.14%signal
2813short2026-08-16 01:00 @ 63,038.392026-08-16 14:00 @ 63,048.7113h−$0.92-0.11%signal
2812short2026-08-15 10:00 @ 62,986.602026-08-15 16:00 @ 63,080.716h−$2.00-0.25%signal
2811short2026-08-14 20:00 @ 62,923.812026-08-15 00:00 @ 63,027.504h−$2.13-0.26%signal
2810short2026-08-14 05:00 @ 63,337.332026-08-14 16:00 @ 62,968.5911h$3.92+0.49%signal
2809short2026-08-13 17:00 @ 63,126.272026-08-13 23:00 @ 63,510.306h−$5.70-0.71%signal
2808long2026-08-13 15:00 @ 63,848.472026-08-13 16:00 @ 63,372.321h−$6.81-0.85%signal
2807long2026-08-13 06:00 @ 63,857.172026-08-13 10:00 @ 63,744.354h−$2.29-0.28%reverse
2806short2026-08-13 03:00 @ 63,509.702026-08-13 05:00 @ 63,685.632h−$3.05-0.38%signal
2805short2026-08-12 15:00 @ 63,331.632026-08-12 21:00 @ 63,586.216h−$4.01-0.50%signal
2804long2026-08-12 12:00 @ 64,220.142026-08-12 14:00 @ 63,793.242h−$6.19-0.76%signal
2803short2026-08-12 07:00 @ 63,675.162026-08-12 10:00 @ 64,089.723h−$6.03-0.74%signal
2802short2026-08-11 15:00 @ 63,734.252026-08-11 21:00 @ 63,733.546h−$0.74-0.09%signal
2801short2026-08-11 06:00 @ 63,952.212026-08-11 09:00 @ 64,122.523h−$2.96-0.36%signal
2800short2026-08-10 23:00 @ 63,974.702026-08-11 04:00 @ 64,123.525h−$2.69-0.33%signal
2799short2026-08-10 17:00 @ 63,875.822026-08-10 21:00 @ 64,142.534h−$4.22-0.52%signal
2798long2026-08-10 07:00 @ 65,286.152026-08-10 10:00 @ 64,928.013h−$5.35-0.66%signal
2797long2026-08-09 12:00 @ 64,934.682026-08-09 21:00 @ 65,100.989h$1.21+0.15%signal
2796short2026-08-09 04:00 @ 64,745.952026-08-09 07:00 @ 64,835.863h−$1.95-0.24%signal
2795long2026-08-07 20:00 @ 64,945.892026-08-08 23:00 @ 64,902.221d 3h−$1.50-0.18%signal
2794long2026-08-07 10:00 @ 64,822.062026-08-07 18:00 @ 64,727.258h−$2.06-0.25%signal
2793short2026-08-06 23:00 @ 64,304.842026-08-07 02:00 @ 64,407.583h−$2.12-0.26%reverse
2792long2026-08-06 16:00 @ 64,617.122026-08-06 19:00 @ 64,375.923h−$3.92-0.48%signal
2791long2026-08-05 16:00 @ 64,366.472026-08-05 23:00 @ 64,594.087h$2.05+0.25%signal
2790long2026-08-04 03:00 @ 63,815.062026-08-05 01:00 @ 63,958.1122h$0.89+0.11%signal
2789long2026-08-03 15:00 @ 63,940.792026-08-03 22:00 @ 63,548.397h−$5.86-0.72%signal
2788short2026-08-03 02:00 @ 63,173.262026-08-03 14:00 @ 63,330.2612h−$2.81-0.34%signal
2787long2026-08-02 19:00 @ 63,376.872026-08-03 01:00 @ 63,286.346h−$2.07-0.25%signal
2786short2026-08-02 10:00 @ 63,237.052026-08-02 18:00 @ 63,292.268h−$1.47-0.18%signal
2785long2026-08-02 03:00 @ 63,438.192026-08-02 09:00 @ 63,158.576h−$4.51-0.55%signal
2784short2026-08-01 17:00 @ 62,887.322026-08-01 22:00 @ 62,802.065h$0.29+0.04%signal
2783short2026-08-01 11:00 @ 63,016.492026-08-01 15:00 @ 63,109.724h−$2.04-0.25%signal
2782short2026-07-31 04:00 @ 64,331.132026-08-01 03:00 @ 63,053.4123h$15.59+1.91%signal
2781long2026-07-30 10:00 @ 64,562.912026-07-31 02:00 @ 64,522.2916h−$1.49-0.18%signal
2780long2026-07-30 03:00 @ 64,176.532026-07-30 05:00 @ 63,985.802h−$3.25-0.40%reverse
2779short2026-07-29 21:00 @ 63,475.102026-07-30 02:00 @ 64,258.055h−$10.90-1.33%signal
2778long2026-07-29 19:00 @ 64,497.302026-07-29 19:00 @ 63,540.610m−$13.06-1.58%stop loss
2777short2026-07-29 17:00 @ 63,773.842026-07-29 18:00 @ 64,552.801h−$10.95-1.32%stop loss
2776long2026-07-29 08:00 @ 64,552.012026-07-29 13:00 @ 64,235.355h−$4.98-0.60%signal
2775short2026-07-29 00:00 @ 63,890.822026-07-29 07:00 @ 64,420.687h−$7.64-0.92%signal
2774short2026-07-27 23:00 @ 63,742.752026-07-28 06:00 @ 63,430.187h$3.28+0.39%signal
2773short2026-07-27 16:00 @ 64,504.302026-07-27 18:00 @ 65,007.202h−$7.28-0.87%reverse
2772long2026-07-27 04:00 @ 65,274.552026-07-27 08:00 @ 65,182.964h−$2.00-0.24%signal
2771long2026-07-26 23:00 @ 65,397.782026-07-27 01:00 @ 64,998.922h−$5.97-0.72%stop loss
2770long2026-07-26 16:00 @ 64,746.452026-07-26 21:00 @ 64,608.285h−$2.66-0.32%signal
2769long2026-07-26 10:00 @ 64,525.202026-07-26 13:00 @ 64,421.313h−$2.18-0.26%signal
2768short2026-07-26 07:00 @ 64,396.122026-07-26 09:00 @ 64,462.892h−$1.65-0.20%reverse
2767short2026-07-25 07:00 @ 63,970.102026-07-25 11:00 @ 64,052.414h−$1.87-0.22%signal
2766short2026-07-24 10:00 @ 65,075.182026-07-25 05:00 @ 64,159.8319h$10.99+1.32%signal
2765long2026-07-24 08:00 @ 65,483.192026-07-24 09:00 @ 64,916.721h−$8.10-0.97%stop loss
2764short2026-07-23 03:00 @ 65,764.242026-07-23 21:00 @ 65,130.6218h$7.27+0.87%signal
2763long2026-07-22 22:00 @ 66,047.712026-07-23 02:00 @ 65,780.544h−$4.21-0.50%signal
2762long2026-07-22 01:00 @ 66,605.122026-07-22 04:00 @ 66,163.363h−$6.38-0.76%signal
2761long2026-07-21 02:00 @ 65,218.142026-07-21 18:00 @ 66,167.8616h$11.21+1.34%signal
2760short2026-07-20 15:00 @ 64,380.122026-07-20 15:00 @ 65,292.260m−$12.70-1.52%stop loss
2759long2026-07-20 12:00 @ 64,983.792026-07-20 13:00 @ 64,252.231h−$10.28-1.23%stop loss
2758short2026-07-20 06:00 @ 64,088.982026-07-20 11:00 @ 64,721.195h−$9.10-1.08%stop loss
2757long2026-07-19 15:00 @ 64,573.912026-07-20 05:00 @ 64,200.1314h−$5.81-0.69%stop loss
2756long2026-07-17 18:00 @ 64,024.602026-07-19 10:00 @ 64,482.201d 16h$5.00+0.59%signal
2755short2026-07-17 01:00 @ 63,850.132026-07-17 10:00 @ 62,974.899h$10.68+1.27%signal
2754long2026-07-16 15:00 @ 64,522.902026-07-16 18:00 @ 64,032.693h−$7.28-0.87%signal
2753short2026-07-16 09:00 @ 64,083.782026-07-16 14:00 @ 64,367.175h−$4.57-0.54%signal
2752long2026-07-15 05:00 @ 64,736.542026-07-15 08:00 @ 64,515.093h−$3.73-0.44%signal
2751long2026-07-14 13:00 @ 63,947.992026-07-15 03:00 @ 64,460.2114h$5.76+0.68%signal
2750short2026-07-14 08:00 @ 62,517.192026-07-14 12:00 @ 63,143.044h−$9.27-1.10%stop loss
2749short2026-07-14 04:00 @ 62,525.792026-07-14 05:00 @ 62,726.141h−$3.55-0.42%signal
2748short2026-07-13 14:00 @ 62,287.642026-07-14 00:00 @ 62,319.4610h−$1.19-0.14%signal
2747short2026-07-13 03:00 @ 63,332.232026-07-13 08:00 @ 62,965.395h$4.05+0.48%signal
2746short2026-07-12 23:00 @ 63,842.232026-07-13 00:00 @ 64,271.151h−$6.52-0.77%stop loss
2745short2026-07-12 07:00 @ 63,715.852026-07-12 14:00 @ 64,196.017h−$7.18-0.85%stop loss
2744short2026-07-12 01:00 @ 63,790.142026-07-12 04:00 @ 64,214.743h−$6.50-0.77%signal
2743long2026-07-10 23:00 @ 64,102.622026-07-11 23:00 @ 64,156.271d−$0.27-0.03%signal
2742long2026-07-09 19:00 @ 63,212.542026-07-10 15:00 @ 63,885.1220h$8.02+0.95%signal
2741long2026-07-09 07:00 @ 62,946.492026-07-09 13:00 @ 62,570.786h−$5.97-0.70%signal
2740short2026-07-09 01:00 @ 62,089.382026-07-09 06:00 @ 62,578.315h−$7.55-0.89%signal
2739short2026-07-08 03:00 @ 62,938.812026-07-08 23:00 @ 62,315.9620h$7.62+0.90%signal
2738long2026-07-07 17:00 @ 63,975.192026-07-08 01:00 @ 63,041.058h−$13.33-1.56%stop loss
2737short2026-07-07 05:00 @ 63,056.392026-07-07 11:00 @ 63,271.256h−$3.71-0.44%reverse
2736long2026-07-06 16:00 @ 63,535.702026-07-07 02:00 @ 63,802.2410h$2.55+0.30%signal
2735short2026-07-06 13:00 @ 61,721.252026-07-06 15:00 @ 62,527.742h−$12.04-1.41%stop loss
2734long2026-07-06 00:00 @ 63,629.922026-07-06 04:00 @ 63,260.254h−$5.90-0.69%signal
2733long2026-07-05 08:00 @ 63,007.702026-07-05 09:00 @ 62,481.281h−$8.11-0.94%stop loss
2732long2026-07-04 05:00 @ 62,674.132026-07-05 00:00 @ 63,102.2819h$4.83+0.56%signal
2731long2026-07-03 07:00 @ 61,692.942026-07-04 02:00 @ 62,437.5119h$9.26+1.08%signal
2730long2026-07-02 10:00 @ 61,171.832026-07-03 01:00 @ 61,271.6415h$0.41+0.05%signal
2729long2026-07-02 03:00 @ 60,404.482026-07-02 07:00 @ 60,235.554h−$3.25-0.38%signal
2728long2026-07-01 15:00 @ 59,535.602026-07-02 01:00 @ 59,707.7610h$1.49+0.17%signal
2727short2026-07-01 12:00 @ 58,581.082026-07-01 13:00 @ 59,391.031h−$12.74-1.48%stop loss
2726long2026-07-01 05:00 @ 59,322.962026-07-01 07:00 @ 58,714.952h−$9.68-1.12%signal
2725short2026-06-30 01:00 @ 59,794.142026-06-30 20:00 @ 58,805.7619h$13.43+1.57%signal
2724long2026-06-29 18:00 @ 60,408.082026-06-30 00:00 @ 60,212.666h−$3.64-0.42%signal
2723short2026-06-29 15:00 @ 59,432.212026-06-29 17:00 @ 60,555.712h−$17.11-1.98%stop loss
2722short2026-06-29 09:00 @ 59,794.942026-06-29 11:00 @ 60,074.312h−$4.90-0.57%reverse
2721short2026-06-28 17:00 @ 59,643.972026-06-29 04:00 @ 60,031.9011h−$6.47-0.75%signal
2720long2026-06-28 13:00 @ 60,281.952026-06-28 16:00 @ 59,838.033h−$7.25-0.84%signal
2719short2026-06-28 06:00 @ 59,944.612026-06-28 09:00 @ 60,352.173h−$6.77-0.78%signal
2718long2026-06-27 15:00 @ 60,601.122026-06-27 20:00 @ 60,137.875h−$7.56-0.87%signal
2717short2026-06-26 19:00 @ 59,636.972026-06-27 00:00 @ 60,083.915h−$7.42-0.85%signal
2716short2026-06-26 10:00 @ 59,697.362026-06-26 14:00 @ 60,165.534h−$7.74-0.88%signal
2715short2026-06-26 02:00 @ 59,401.222026-06-26 04:00 @ 60,027.002h−$10.13-1.15%signal
2714short2026-06-25 11:00 @ 61,233.152026-06-25 22:00 @ 60,192.7411h$14.00+1.60%signal
2713short2026-06-25 04:00 @ 60,841.832026-06-25 05:00 @ 61,335.561h−$7.99-0.91%signal
2712short2026-06-24 15:00 @ 61,073.082026-06-24 21:00 @ 60,938.696h$1.05+0.12%signal
2711short2026-06-24 04:00 @ 62,692.062026-06-24 12:00 @ 62,900.388h−$3.77-0.43%signal
2710short2026-06-22 23:00 @ 63,935.712026-06-23 22:00 @ 62,575.6123h$17.73+2.03%signal
2709long2026-06-22 02:00 @ 64,587.412026-06-22 17:00 @ 64,682.8615h$0.36+0.04%signal
2708short2026-06-21 22:00 @ 63,765.342026-06-22 01:00 @ 64,333.293h−$8.61-0.98%stop loss
2707long2026-06-21 11:00 @ 64,351.872026-06-21 20:00 @ 63,835.669h−$7.94-0.91%stop loss
2706long2026-06-20 21:00 @ 63,912.182026-06-21 09:00 @ 63,975.1012h−$0.05-0.01%signal
2705short2026-06-20 14:00 @ 63,355.332026-06-20 14:00 @ 64,066.760m−$10.76-1.22%stop loss
2704short2026-06-20 04:00 @ 63,427.812026-06-20 06:00 @ 63,658.132h−$4.08-0.46%signal
2703long2026-06-20 01:00 @ 63,509.502026-06-20 03:00 @ 63,293.142h−$3.88-0.44%reverse
2702short2026-06-18 23:00 @ 62,840.332026-06-19 13:00 @ 62,811.9614h−$0.41-0.05%signal
2701short2026-06-18 11:00 @ 64,037.292026-06-18 21:00 @ 63,075.7110h$12.32+1.40%signal
2700short2026-06-18 05:00 @ 63,837.332026-06-18 08:00 @ 64,483.293h−$9.80-1.11%signal
2699short2026-06-17 20:00 @ 64,258.552026-06-18 00:00 @ 64,485.794h−$4.00-0.45%signal
2698long2026-06-17 17:00 @ 65,842.772026-06-17 18:00 @ 64,917.661h−$13.31-1.50%stop loss
2697short2026-06-17 07:00 @ 65,576.282026-06-17 14:00 @ 65,245.657h$3.52+0.40%signal
2696short2026-06-16 15:00 @ 65,617.072026-06-16 19:00 @ 65,835.664h−$3.83-0.43%reverse
2695long2026-06-15 12:00 @ 66,205.242026-06-15 20:00 @ 66,565.788h$3.98+0.45%signal
2694long2026-06-14 22:00 @ 65,297.462026-06-15 10:00 @ 65,546.6912h$2.46+0.28%signal
2693short2026-06-14 15:00 @ 63,940.912026-06-14 21:00 @ 63,991.006h−$1.61-0.18%reverse
2692long2026-06-13 20:00 @ 64,277.052026-06-14 05:00 @ 64,287.149h−$0.71-0.08%signal
2691long2026-06-13 02:00 @ 63,813.862026-06-13 17:00 @ 63,983.3015h$1.45+0.16%signal
2690long2026-06-12 16:00 @ 63,569.812026-06-12 21:00 @ 63,405.525h−$3.18-0.36%signal
2689long2026-06-12 10:00 @ 63,742.252026-06-12 14:00 @ 63,187.664h−$8.60-0.97%signal
2688long2026-06-11 02:00 @ 62,192.842026-06-12 07:00 @ 62,943.411d 5h$9.74+1.10%signal
2687short2026-06-10 23:00 @ 61,340.832026-06-11 01:00 @ 61,806.962h−$7.63-0.86%signal
2686long2026-06-10 14:00 @ 62,136.322026-06-10 19:00 @ 61,843.635h−$5.09-0.57%reverse
2685short2026-06-10 10:00 @ 61,290.942026-06-10 13:00 @ 61,544.113h−$4.56-0.51%signal
2684short2026-06-09 23:00 @ 61,675.562026-06-10 08:00 @ 61,666.639h−$0.76-0.09%signal
2683short2026-06-09 10:00 @ 62,670.062026-06-09 20:00 @ 62,081.3110h$7.45+0.84%signal
2682long2026-06-09 06:00 @ 63,331.162026-06-09 09:00 @ 62,804.443h−$8.30-0.93%signal
2681short2026-06-09 01:00 @ 62,510.102026-06-09 05:00 @ 63,226.444h−$11.11-1.25%signal
2680long2026-06-08 08:00 @ 63,272.552026-06-09 00:00 @ 63,045.2916h−$4.13-0.46%signal
2679long2026-06-07 23:00 @ 62,845.572026-06-08 05:00 @ 62,642.176h−$3.82-0.43%signal
2678short2026-06-07 20:00 @ 61,291.442026-06-07 22:00 @ 62,395.232h−$17.07-1.90%stop loss
2677long2026-06-07 05:00 @ 61,866.572026-06-07 13:00 @ 61,858.738h−$1.02-0.11%signal
2676short2026-06-06 00:00 @ 61,009.802026-06-07 02:00 @ 61,464.791d 2h−$7.63-0.85%signal
2675short2026-06-05 12:00 @ 61,917.212026-06-05 21:00 @ 61,598.429h$3.72+0.41%signal
2674short2026-06-05 03:00 @ 62,573.082026-06-05 05:00 @ 63,601.722h−$15.75-1.74%signal
2673short2026-06-04 17:00 @ 63,516.692026-06-05 00:00 @ 63,866.177h−$5.88-0.65%signal
2672short2026-06-03 13:00 @ 67,037.292026-06-04 13:00 @ 63,750.951d$43.06+4.82%signal
2671short2026-06-01 03:00 @ 73,751.452026-06-03 06:00 @ 67,303.662d 3h$76.01+8.69%signal
2670long2026-05-31 22:00 @ 73,875.272026-06-01 01:00 @ 73,397.913h−$6.59-0.75%stop loss
2669long2026-05-31 02:00 @ 74,036.002026-05-31 08:00 @ 73,818.436h−$3.45-0.39%signal
2668long2026-05-30 14:00 @ 73,819.662026-05-30 23:00 @ 73,835.039h−$0.75-0.09%signal
2667short2026-05-30 00:00 @ 73,413.512026-05-30 02:00 @ 73,638.322h−$3.54-0.40%signal
2666short2026-05-29 12:00 @ 73,432.812026-05-29 15:00 @ 74,162.783h−$9.64-1.09%stop loss
2665short2026-05-27 15:00 @ 74,985.702026-05-28 08:00 @ 73,481.6917h$16.89+1.93%signal
2664short2026-05-26 17:00 @ 76,519.392026-05-27 08:00 @ 75,950.1915h$5.72+0.65%signal
2663short2026-05-26 04:00 @ 76,613.672026-05-26 06:00 @ 76,902.782h−$4.18-0.48%signal
2662long2026-05-25 00:00 @ 77,045.712026-05-25 20:00 @ 77,387.9220h$2.91+0.33%signal
2661short2026-05-24 15:00 @ 76,412.812026-05-24 18:00 @ 76,676.933h−$3.85-0.44%reverse
2660long2026-05-24 11:00 @ 77,178.732026-05-24 14:00 @ 76,749.553h−$5.76-0.66%signal
2659long2026-05-23 21:00 @ 77,262.352026-05-23 22:00 @ 76,363.281h−$11.12-1.26%stop loss
2658short2026-05-22 15:00 @ 76,719.352026-05-23 12:00 @ 74,778.2521h$21.33+2.44%signal
2657short2026-05-22 07:00 @ 77,370.522026-05-22 13:00 @ 77,506.906h−$2.43-0.28%signal
2656long2026-05-22 04:00 @ 77,755.452026-05-22 06:00 @ 77,434.512h−$4.49-0.51%signal
2655long2026-05-21 22:00 @ 77,651.732026-05-22 01:00 @ 77,329.333h−$4.55-0.52%signal
2654short2026-05-21 11:00 @ 77,157.172026-05-21 17:00 @ 77,885.916h−$9.15-1.04%stop loss
2653long2026-05-20 22:00 @ 77,479.992026-05-21 07:00 @ 77,576.089h$0.19+0.02%signal
2652long2026-05-20 06:00 @ 77,185.732026-05-20 14:00 @ 77,159.768h−$1.25-0.14%signal
2651short2026-05-19 03:00 @ 76,570.882026-05-19 07:00 @ 77,000.504h−$5.83-0.66%signal
2650short2026-05-18 15:00 @ 76,354.432026-05-18 20:00 @ 76,913.885h−$7.30-0.83%signal
2649short2026-05-18 00:00 @ 77,414.912026-05-18 12:00 @ 77,270.5512h$0.81+0.09%signal
2648short2026-05-17 15:00 @ 77,994.102026-05-17 19:00 @ 78,241.854h−$3.70-0.42%signal
2647short2026-05-15 21:00 @ 79,065.182026-05-17 05:00 @ 78,133.021d 8h$9.64+1.09%signal
2646short2026-05-15 06:00 @ 80,303.942026-05-15 18:00 @ 79,448.0912h$8.50+0.97%signal
2645long2026-05-14 17:00 @ 81,855.572026-05-15 00:00 @ 81,032.597h−$9.75-1.10%signal
2644short2026-05-14 11:00 @ 79,513.992026-05-14 14:00 @ 80,293.563h−$9.57-1.08%stop loss
2643short2026-05-13 12:00 @ 80,443.912026-05-14 06:00 @ 79,787.5518h$6.38+0.72%signal
2642long2026-05-13 03:00 @ 81,034.302026-05-13 11:00 @ 80,750.058h−$4.03-0.46%signal
2641short2026-05-12 02:00 @ 81,132.172026-05-12 19:00 @ 80,657.4317h$4.37+0.50%signal
2640long2026-05-11 17:00 @ 81,543.212026-05-12 01:00 @ 81,492.408h−$1.43-0.16%signal
2639short2026-05-11 04:00 @ 80,677.262026-05-11 11:00 @ 80,916.987h−$3.49-0.39%reverse
2638long2026-05-11 00:00 @ 82,194.142026-05-11 00:00 @ 81,252.970m−$11.09-1.25%stop loss
2637short2026-05-10 21:00 @ 80,674.962026-05-10 22:00 @ 81,337.251h−$8.19-0.92%stop loss

How this was run

Orders fill at the next bar’s open, never at the close that produced the signal. When one bar’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.

Warmup history was loaded from before 2022-01-01 so the requested window is fully tradable.

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