[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 · 201–400 shown

#SideEntryExitHeldP&LReturnClosed by
2636long2026-05-09 18:00 @ 80,781.952026-05-10 20:00 @ 80,230.101d 2h−$7.07-0.79%stop loss
2635short2026-05-09 08:00 @ 80,165.562026-05-09 13:00 @ 80,383.275h−$3.35-0.38%reverse
2634long2026-05-09 03:00 @ 80,395.282026-05-09 07:00 @ 80,198.964h−$3.07-0.34%signal
2633short2026-05-07 15:00 @ 80,114.172026-05-08 09:00 @ 79,865.1718h$1.81+0.20%signal
2632short2026-05-07 10:00 @ 80,872.622026-05-07 13:00 @ 81,134.623h−$3.79-0.42%reverse
2631short2026-05-07 05:00 @ 80,923.712026-05-07 07:00 @ 81,411.582h−$6.29-0.70%signal
2630long2026-05-06 08:00 @ 81,349.672026-05-06 14:00 @ 81,605.086h$1.97+0.22%signal
2629long2026-05-05 12:00 @ 80,989.292026-05-05 23:00 @ 81,060.4811h−$0.03-0.00%signal
2628long2026-05-05 02:00 @ 80,326.962026-05-05 10:00 @ 80,534.898h$1.46+0.16%signal
2627long2026-05-04 18:00 @ 80,355.872026-05-05 00:00 @ 79,810.136h−$6.98-0.78%signal
2626long2026-05-04 03:00 @ 80,152.632026-05-04 07:00 @ 79,808.744h−$4.74-0.53%signal
2625long2026-05-03 06:00 @ 78,224.142026-05-04 00:00 @ 78,513.2918h$2.42+0.27%signal
2624long2026-05-02 14:00 @ 78,347.572026-05-03 02:00 @ 78,184.3612h−$2.76-0.31%signal
2623long2026-05-02 02:00 @ 78,311.462026-05-02 05:00 @ 78,121.673h−$3.07-0.34%signal
2622long2026-05-01 02:00 @ 76,659.332026-05-01 21:00 @ 77,822.5319h$12.72+1.42%signal
2621long2026-04-30 14:00 @ 76,385.672026-04-30 23:00 @ 76,182.769h−$3.25-0.36%reverse
2620short2026-04-30 06:00 @ 75,554.492026-04-30 08:00 @ 76,145.132h−$7.92-0.88%signal
2619short2026-04-29 14:00 @ 76,733.252026-04-30 01:00 @ 76,214.3411h$5.16+0.58%signal
2618long2026-04-29 05:00 @ 77,239.542026-04-29 13:00 @ 76,518.958h−$9.25-1.03%stop loss
2617short2026-04-29 00:00 @ 76,282.942026-04-29 01:00 @ 76,486.291h−$3.29-0.37%signal
2616short2026-04-28 03:00 @ 76,829.532026-04-28 20:00 @ 76,308.7617h$5.21+0.58%signal
2615short2026-04-27 13:00 @ 77,611.772026-04-27 21:00 @ 76,931.188h$6.92+0.77%signal
2614short2026-04-27 06:00 @ 77,714.952026-04-27 10:00 @ 77,871.674h−$2.78-0.31%signal
2613long2026-04-26 20:00 @ 78,198.842026-04-27 05:00 @ 77,684.419h−$6.81-0.76%stop loss
2612long2026-04-26 06:00 @ 77,964.992026-04-26 13:00 @ 77,779.847h−$3.04-0.34%signal
2611long2026-04-26 00:00 @ 77,600.522026-04-26 02:00 @ 77,401.822h−$3.21-0.36%reverse
2610short2026-04-25 17:00 @ 77,348.532026-04-25 21:00 @ 77,454.494h−$2.13-0.24%signal
2609long2026-04-25 10:00 @ 77,688.132026-04-25 13:00 @ 77,502.803h−$3.05-0.34%signal
2608short2026-04-25 07:00 @ 77,443.412026-04-25 09:00 @ 77,618.922h−$3.00-0.33%signal
2607short2026-04-24 19:00 @ 77,563.682026-04-25 04:00 @ 77,644.539h−$1.85-0.21%signal
2606short2026-04-24 05:00 @ 77,604.982026-04-24 12:00 @ 78,210.547h−$8.04-0.89%signal
2605long2026-04-23 22:00 @ 77,835.062026-04-24 04:00 @ 77,674.566h−$2.74-0.30%signal
2604long2026-04-23 16:00 @ 78,344.972026-04-23 17:00 @ 77,259.381h−$13.43-1.48%stop loss
2603short2026-04-23 11:00 @ 77,347.532026-04-23 13:00 @ 77,842.372h−$6.74-0.74%reverse
2602long2026-04-23 07:00 @ 78,182.632026-04-23 10:00 @ 77,597.483h−$7.70-0.84%signal
2601long2026-04-22 01:00 @ 76,342.372026-04-22 21:00 @ 78,380.1220h$23.25+2.57%signal
2600long2026-04-21 06:00 @ 75,775.852026-04-21 13:00 @ 75,957.717h$1.32+0.15%signal
2599long2026-04-20 20:00 @ 76,267.752026-04-21 03:00 @ 75,524.897h−$9.68-1.07%signal
2598short2026-04-19 18:00 @ 74,727.352026-04-20 02:00 @ 74,564.418h$1.03+0.11%signal
2597long2026-04-19 14:00 @ 75,893.182026-04-19 17:00 @ 75,134.383h−$9.90-1.09%stop loss
2596short2026-04-19 02:00 @ 75,562.282026-04-19 12:00 @ 75,572.6110h−$1.10-0.12%signal
2595short2026-04-18 12:00 @ 75,986.802026-04-18 16:00 @ 76,140.024h−$2.75-0.30%reverse
2594long2026-04-18 03:00 @ 77,265.052026-04-18 09:00 @ 76,679.766h−$7.77-0.85%signal
2593long2026-04-17 08:00 @ 75,062.412026-04-18 00:00 @ 77,015.1916h$22.78+2.51%signal
2592long2026-04-16 20:00 @ 75,324.562026-04-17 02:00 @ 74,692.766h−$8.57-0.94%signal
2591long2026-04-15 13:00 @ 74,243.652026-04-16 08:00 @ 74,652.7719h$4.19+0.46%signal
2590long2026-04-15 02:00 @ 74,583.212026-04-15 06:00 @ 73,968.304h−$8.42-0.92%signal
2589long2026-04-14 15:00 @ 74,981.292026-04-14 18:00 @ 73,897.093h−$14.09-1.54%stop loss
2588long2026-04-14 08:00 @ 74,528.202026-04-14 11:00 @ 74,294.943h−$3.80-0.42%signal
2587long2026-04-13 14:00 @ 71,637.322026-04-14 06:00 @ 74,169.6616h$31.27+3.44%signal
2586short2026-04-13 05:00 @ 70,840.232026-04-13 12:00 @ 70,898.087h−$1.65-0.18%signal
2585short2026-04-12 14:00 @ 70,847.232026-04-12 18:00 @ 71,114.224h−$4.34-0.48%signal
2584long2026-04-11 17:00 @ 73,005.902026-04-12 00:00 @ 72,998.807h−$1.00-0.11%signal
2583long2026-04-10 11:00 @ 71,886.872026-04-10 23:00 @ 72,819.6312h$10.87+1.20%signal
2582long2026-04-10 06:00 @ 72,112.822026-04-10 08:00 @ 71,446.912h−$9.30-1.02%signal
2581long2026-04-09 17:00 @ 72,062.512026-04-10 00:00 @ 71,736.057h−$5.03-0.55%signal
2580long2026-04-08 18:00 @ 71,861.872026-04-09 00:00 @ 70,671.966h−$16.05-1.75%stop loss
2579long2026-04-07 22:00 @ 69,900.682026-04-08 11:00 @ 71,431.4113h$18.93+2.08%signal
2578short2026-04-07 12:00 @ 68,297.042026-04-07 18:00 @ 68,683.836h−$6.01-0.66%signal
2577long2026-04-07 09:00 @ 68,920.882026-04-07 11:00 @ 68,182.462h−$10.70-1.17%signal
2576long2026-04-05 16:00 @ 67,285.652026-04-06 23:00 @ 68,763.241d 7h$18.91+2.08%signal
2575short2026-04-05 02:00 @ 67,047.192026-04-05 10:00 @ 67,009.508h−$0.36-0.04%signal
2574short2026-04-04 03:00 @ 66,800.642026-04-04 07:00 @ 66,994.904h−$3.56-0.39%signal
2573short2026-04-03 11:00 @ 66,831.932026-04-03 22:00 @ 66,942.7911h−$2.42-0.27%signal
2572short2026-04-02 22:00 @ 66,897.322026-04-03 08:00 @ 67,022.2010h−$2.62-0.29%signal
2571short2026-04-02 10:00 @ 66,415.412026-04-02 15:00 @ 66,835.665h−$6.69-0.73%signal
2570short2026-04-02 03:00 @ 66,808.242026-04-02 08:00 @ 66,901.185h−$2.19-0.24%signal
2569long2026-04-01 16:00 @ 68,890.682026-04-01 19:00 @ 68,040.593h−$12.23-1.33%signal
2568long2026-04-01 05:00 @ 68,285.952026-04-01 14:00 @ 68,077.789h−$3.71-0.40%signal
2567long2026-03-31 18:00 @ 67,507.302026-04-01 02:00 @ 67,732.858h$2.18+0.24%signal
2566short2026-03-31 09:00 @ 66,731.752026-03-31 14:00 @ 67,269.055h−$8.32-0.91%signal
2565long2026-03-31 02:00 @ 67,909.682026-03-31 08:00 @ 66,845.136h−$15.37-1.66%stop loss
2564short2026-03-30 19:00 @ 66,607.282026-03-31 01:00 @ 67,185.936h−$8.97-0.97%signal
2563long2026-03-30 06:00 @ 67,472.492026-03-30 18:00 @ 66,791.7412h−$10.30-1.11%signal
2562short2026-03-29 16:00 @ 66,486.602026-03-29 21:00 @ 66,591.925h−$2.37-0.26%signal
2561short2026-03-29 06:00 @ 66,727.952026-03-29 12:00 @ 66,794.166h−$1.85-0.20%signal
2560short2026-03-28 03:00 @ 66,006.802026-03-28 06:00 @ 66,323.263h−$5.39-0.58%signal
2559short2026-03-27 05:00 @ 68,526.392026-03-28 00:00 @ 66,377.3719h$27.93+3.03%signal
2558short2026-03-26 07:00 @ 70,043.392026-03-27 02:00 @ 69,030.3019h$12.41+1.35%signal
2557long2026-03-25 23:00 @ 71,344.272026-03-26 03:00 @ 70,840.834h−$7.45-0.81%signal
2556long2026-03-24 22:00 @ 70,310.262026-03-25 16:00 @ 70,778.2418h$5.17+0.56%signal
2555short2026-03-24 15:00 @ 69,833.632026-03-24 21:00 @ 70,080.616h−$4.16-0.45%signal
2554long2026-03-23 12:00 @ 70,111.222026-03-24 14:00 @ 70,052.991d 2h−$1.76-0.19%signal
2553short2026-03-23 08:00 @ 68,292.242026-03-23 11:00 @ 69,436.323h−$16.48-1.78%stop loss
2552short2026-03-21 18:00 @ 70,265.942026-03-23 06:00 @ 68,877.871d 12h$17.19+1.86%signal
2551long2026-03-21 14:00 @ 70,714.442026-03-21 17:00 @ 70,260.953h−$6.85-0.74%signal
2550long2026-03-20 23:00 @ 70,753.352026-03-21 09:00 @ 70,549.1910h−$3.57-0.39%signal
2549short2026-03-20 11:00 @ 70,566.782026-03-20 20:00 @ 70,155.939h$4.45+0.48%signal
2548short2026-03-20 07:00 @ 70,447.812026-03-20 09:00 @ 71,014.602h−$8.37-0.90%signal
2547short2026-03-20 00:00 @ 69,873.422026-03-20 04:00 @ 70,710.244h−$12.05-1.30%signal
2546short2026-03-18 12:00 @ 72,891.822026-03-19 20:00 @ 70,247.051d 8h$32.49+3.53%signal
2545long2026-03-18 10:00 @ 74,150.832026-03-18 11:00 @ 73,182.541h−$12.98-1.41%stop loss
2544long2026-03-18 03:00 @ 74,314.762026-03-18 06:00 @ 73,896.423h−$6.13-0.66%signal
2543long2026-03-17 16:00 @ 73,893.282026-03-17 23:00 @ 74,250.957h$3.56+0.39%signal
2542long2026-03-17 09:00 @ 74,164.932026-03-17 11:00 @ 73,691.062h−$6.84-0.74%signal
2541long2026-03-16 12:00 @ 73,530.002026-03-17 04:00 @ 74,410.0216h$10.10+1.09%signal
2540long2026-03-15 22:00 @ 72,089.012026-03-16 08:00 @ 73,413.1110h$15.94+1.73%signal
2539long2026-03-15 06:00 @ 71,462.792026-03-15 13:00 @ 71,564.487h$0.45+0.05%signal
2538long2026-03-14 05:00 @ 71,010.502026-03-14 07:00 @ 70,577.782h−$6.53-0.71%signal
2537short2026-03-14 02:00 @ 70,776.142026-03-14 04:00 @ 71,048.512h−$4.47-0.49%signal
2536long2026-03-13 01:00 @ 71,457.692026-03-13 16:00 @ 71,785.7415h$3.27+0.35%signal
2535long2026-03-12 09:00 @ 69,879.072026-03-12 15:00 @ 69,535.396h−$5.46-0.59%signal
2534short2026-03-12 03:00 @ 69,229.152026-03-12 08:00 @ 69,796.665h−$8.51-0.92%signal
2533long2026-03-11 18:00 @ 70,759.252026-03-11 23:00 @ 70,315.135h−$6.74-0.73%signal
2532long2026-03-11 01:00 @ 70,012.102026-03-11 04:00 @ 69,503.103h−$7.67-0.83%signal
2531long2026-03-10 02:00 @ 69,242.852026-03-10 13:00 @ 70,472.8011h$15.48+1.67%signal
2530long2026-03-09 10:00 @ 67,959.992026-03-09 18:00 @ 68,556.298h$7.20+0.78%signal
2529short2026-03-08 23:00 @ 66,185.162026-03-09 03:00 @ 67,273.214h−$16.22-1.75%stop loss
2528short2026-03-08 13:00 @ 67,272.542026-03-08 20:00 @ 67,312.467h−$1.50-0.16%signal
2527short2026-03-05 18:00 @ 70,654.372026-03-08 08:00 @ 67,290.562d 14h$42.67+4.66%signal
2526long2026-03-05 11:00 @ 73,361.572026-03-05 14:00 @ 72,421.013h−$12.71-1.38%signal
2525long2026-03-04 07:00 @ 68,485.992026-03-04 23:00 @ 72,664.3616h$54.28+5.99%signal
2524long2026-03-03 17:00 @ 68,151.032026-03-04 04:00 @ 67,686.5611h−$7.04-0.78%signal
2523long2026-03-03 13:00 @ 67,373.572026-03-03 15:00 @ 66,526.592h−$12.36-1.36%signal
2522long2026-03-02 17:00 @ 69,409.082026-03-03 03:00 @ 68,464.3010h−$13.35-1.46%signal
2521short2026-03-02 08:00 @ 65,968.002026-03-02 15:00 @ 67,142.037h−$17.29-1.88%signal
2520short2026-03-01 18:00 @ 65,943.512026-03-02 02:00 @ 66,513.308h−$8.88-0.96%reverse
2519long2026-02-28 19:00 @ 65,886.072026-03-01 07:00 @ 66,876.6212h$12.88+1.40%signal
2518short2026-02-28 05:00 @ 65,618.972026-02-28 14:00 @ 65,082.519h$6.54+0.71%signal
2517short2026-02-27 12:00 @ 66,080.782026-02-28 00:00 @ 65,849.1712h$2.29+0.25%signal
2516short2026-02-26 17:00 @ 66,603.982026-02-27 00:00 @ 67,461.597h−$12.75-1.39%reverse
2515long2026-02-26 11:00 @ 68,285.652026-02-26 14:00 @ 67,864.223h−$6.60-0.72%signal
2514long2026-02-26 05:00 @ 68,546.812026-02-26 08:00 @ 67,786.443h−$11.16-1.21%signal
2513long2026-02-25 10:00 @ 65,537.302026-02-25 23:00 @ 68,388.3213h$38.81+4.25%signal
2512long2026-02-25 02:00 @ 65,873.572026-02-25 06:00 @ 64,834.934h−$15.37-1.68%signal
2511short2026-02-23 18:00 @ 64,774.242026-02-24 15:00 @ 63,434.6821h$18.01+1.97%signal
2510short2026-02-23 01:00 @ 66,692.462026-02-23 07:00 @ 65,730.846h$12.21+1.34%signal
2509short2026-02-22 14:00 @ 67,608.782026-02-22 22:00 @ 67,589.728h−$0.61-0.07%signal
2508long2026-02-22 11:00 @ 68,110.222026-02-22 13:00 @ 67,878.822h−$4.00-0.44%signal
2507long2026-02-21 10:00 @ 68,129.322026-02-21 23:00 @ 67,923.1113h−$3.70-0.41%signal
2506long2026-02-20 23:00 @ 68,063.412026-02-21 04:00 @ 67,623.375h−$6.86-0.75%signal
2505short2026-02-20 14:00 @ 66,771.442026-02-20 15:00 @ 67,779.131h−$14.76-1.61%stop loss
2504short2026-02-19 10:00 @ 66,798.342026-02-20 01:00 @ 67,203.6415h−$6.47-0.70%signal
2503short2026-02-18 20:00 @ 66,125.072026-02-19 02:00 @ 66,843.776h−$10.98-1.19%signal
2502short2026-02-18 12:00 @ 67,331.932026-02-18 15:00 @ 68,308.573h−$14.35-1.55%stop loss
2501long2026-02-18 08:00 @ 68,092.122026-02-18 11:00 @ 67,757.653h−$5.47-0.59%reverse
2500short2026-02-17 09:00 @ 68,126.272026-02-18 05:00 @ 67,804.4620h$3.52+0.38%signal
2499long2026-02-16 22:00 @ 68,848.972026-02-17 06:00 @ 68,193.568h−$9.81-1.06%signal
2498short2026-02-16 12:00 @ 68,755.652026-02-16 12:00 @ 69,755.710m−$14.49-1.56%stop loss
2497short2026-02-16 03:00 @ 68,281.542026-02-16 10:00 @ 68,974.797h−$10.46-1.12%signal
2496short2026-02-15 14:00 @ 68,893.422026-02-15 22:00 @ 68,822.768h$0.00+0.00%signal
2495long2026-02-14 16:00 @ 69,768.152026-02-15 13:00 @ 69,271.1421h−$7.61-0.81%signal
2494long2026-02-14 09:00 @ 69,721.242026-02-14 14:00 @ 69,416.115h−$5.04-0.54%signal
2493long2026-02-13 17:00 @ 68,934.682026-02-14 05:00 @ 68,749.7512h−$3.47-0.37%signal
2492short2026-02-13 06:00 @ 66,138.272026-02-13 09:00 @ 66,686.333h−$8.73-0.93%signal
2491short2026-02-12 17:00 @ 65,812.532026-02-12 23:00 @ 66,275.656h−$7.58-0.80%signal
2490long2026-02-12 11:00 @ 67,993.002026-02-12 15:00 @ 67,534.294h−$7.31-0.77%signal
2489short2026-02-12 00:00 @ 67,041.392026-02-12 10:00 @ 67,531.2010h−$7.84-0.83%signal
2488short2026-02-11 04:00 @ 68,129.972026-02-11 13:00 @ 67,112.629h$13.07+1.39%signal
2487short2026-02-10 22:00 @ 68,609.582026-02-11 01:00 @ 69,170.733h−$8.67-0.92%signal
2486short2026-02-10 07:00 @ 68,858.632026-02-10 18:00 @ 69,900.4811h−$15.44-1.63%signal
2485long2026-02-09 17:00 @ 70,063.112026-02-10 01:00 @ 69,779.348h−$4.71-0.50%reverse
2484long2026-02-09 04:00 @ 71,284.052026-02-09 08:00 @ 69,735.554h−$21.72-2.27%stop loss
2483long2026-02-08 20:00 @ 71,395.282026-02-08 23:00 @ 70,014.293h−$19.53-2.03%stop loss
2482long2026-02-08 03:00 @ 69,349.572026-02-08 17:00 @ 70,374.5214h$13.26+1.39%signal
2481short2026-02-07 08:00 @ 68,036.892026-02-07 13:00 @ 69,002.505h−$14.68-1.53%signal
2480long2026-02-06 17:00 @ 69,909.982026-02-07 07:00 @ 68,719.8514h−$17.24-1.79%signal
2479short2026-02-06 09:00 @ 64,837.232026-02-06 12:00 @ 66,599.423h−$27.40-2.82%signal
2478short2026-02-04 15:00 @ 74,314.132026-02-06 02:00 @ 65,679.131d 11h$108.95+11.53%signal
2477short2026-02-03 16:00 @ 78,078.582026-02-04 02:00 @ 76,407.3810h$19.18+2.04%signal
2476long2026-02-03 00:00 @ 78,708.242026-02-03 03:00 @ 77,759.253h−$12.29-1.30%signal
2475short2026-02-02 20:00 @ 78,283.442026-02-02 23:00 @ 78,774.053h−$6.87-0.73%signal
2474short2026-02-01 16:00 @ 77,548.292026-02-02 10:00 @ 77,681.5318h−$2.58-0.27%signal
2473short2026-02-01 07:00 @ 78,247.352026-02-01 10:00 @ 79,012.703h−$10.19-1.08%signal
2472short2026-01-31 03:00 @ 84,068.682026-02-01 00:00 @ 78,722.4421h$58.53+6.27%signal
2471short2026-01-29 03:00 @ 87,840.332026-01-30 12:00 @ 83,121.321d 9h$48.73+5.29%signal
2470long2026-01-27 21:00 @ 89,377.872026-01-29 02:00 @ 88,543.991d 5h−$9.75-1.06%signal
2469short2026-01-27 10:00 @ 87,835.032026-01-27 16:00 @ 88,734.156h−$10.34-1.12%stop loss
2468long2026-01-27 03:00 @ 88,803.462026-01-27 06:00 @ 88,406.323h−$5.07-0.55%signal
2467short2026-01-26 18:00 @ 87,639.872026-01-27 00:00 @ 88,318.266h−$8.13-0.87%signal
2466short2026-01-25 16:00 @ 88,388.322026-01-26 02:00 @ 87,679.2310h$6.60+0.71%signal
2465short2026-01-25 01:00 @ 89,257.842026-01-25 13:00 @ 88,769.7512h$4.22+0.46%signal
2464short2026-01-24 08:00 @ 89,563.382026-01-24 23:00 @ 89,407.8815h$0.80+0.09%signal
2463long2026-01-24 04:00 @ 89,756.352026-01-24 07:00 @ 89,594.483h−$2.60-0.28%signal
2462short2026-01-23 21:00 @ 89,438.612026-01-24 03:00 @ 89,684.236h−$3.46-0.37%signal
2461long2026-01-23 18:00 @ 90,594.122026-01-23 20:00 @ 89,353.382h−$13.68-1.47%stop loss
2460short2026-01-23 07:00 @ 89,457.112026-01-23 16:00 @ 89,729.149h−$3.74-0.40%signal
2459short2026-01-22 09:00 @ 89,860.522026-01-23 02:00 @ 89,911.6817h−$1.33-0.14%signal
2458long2026-01-21 20:00 @ 90,339.962026-01-22 00:00 @ 89,393.524h−$10.73-1.15%signal
2457short2026-01-21 18:00 @ 87,879.422026-01-21 19:00 @ 89,555.481h−$18.88-2.01%stop loss
2456short2026-01-21 09:00 @ 89,142.572026-01-21 15:00 @ 89,773.656h−$7.61-0.81%signal
2455short2026-01-20 00:00 @ 92,571.082026-01-21 04:00 @ 89,413.781d 4h$31.24+3.34%signal
2454short2026-01-19 15:00 @ 92,761.242026-01-19 17:00 @ 93,283.652h−$6.18-0.66%signal
2453short2026-01-19 01:00 @ 92,639.672026-01-19 08:00 @ 92,806.367h−$2.62-0.28%signal
2452long2026-01-18 18:00 @ 95,250.152026-01-18 23:00 @ 94,805.705h−$5.31-0.57%stop loss
2451long2026-01-17 16:00 @ 95,548.112026-01-17 23:00 @ 95,101.787h−$5.35-0.57%signal
2450short2026-01-17 03:00 @ 95,299.742026-01-17 12:00 @ 95,302.869h−$0.94-0.10%signal
2449short2026-01-16 12:00 @ 95,363.422026-01-16 21:00 @ 95,536.309h−$2.62-0.28%signal
2448short2026-01-15 20:00 @ 95,450.112026-01-16 07:00 @ 95,721.6411h−$3.55-0.38%signal
2447long2026-01-15 18:00 @ 96,606.722026-01-15 19:00 @ 95,179.011h−$14.90-1.58%stop loss
2446long2026-01-14 15:00 @ 96,468.292026-01-15 01:00 @ 96,593.9810h$0.25+0.03%signal
2445long2026-01-14 09:00 @ 94,885.172026-01-14 12:00 @ 94,744.753h−$2.34-0.25%signal
2444long2026-01-13 05:00 @ 91,497.602026-01-14 06:00 @ 94,944.111d 1h$34.19+3.65%signal
2443long2026-01-12 17:00 @ 92,097.322026-01-12 21:00 @ 90,905.214h−$13.10-1.39%stop loss
2442short2026-01-12 09:00 @ 90,695.862026-01-12 15:00 @ 90,870.876h−$2.76-0.29%signal
2441long2026-01-12 02:00 @ 91,388.172026-01-12 08:00 @ 91,350.936h−$1.32-0.14%signal
2440short2026-01-11 21:00 @ 90,636.072026-01-12 00:00 @ 90,982.593h−$4.54-0.48%signal
2439long2026-01-11 06:00 @ 90,748.552026-01-11 20:00 @ 90,626.5714h−$2.27-0.24%signal
2438short2026-01-10 13:00 @ 90,678.462026-01-11 01:00 @ 90,618.2212h−$0.17-0.02%signal
2437short2026-01-09 19:00 @ 90,754.152026-01-10 08:00 @ 90,645.2313h$0.24+0.03%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.

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