[Mine-PA] Wide-range bar continuation

public
@djgambhir

BTCUSDT · 2h · 2021-12-312026-08-31 · 20,452 bars in 12.1ms

Underperformed the market. Holding BTCUSDT returned +67.13% over the same period, against this strategy’s -33.62%.

Net P&L
-33.62%
−$3,362.07
Max drawdown
-39.44%
Max run-up
+8.79%
Trades
679
39.5% win rate
Profit factor
0.77
2021-12-31drawdown · worst -39.44%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19-15.36%-20.08%39541%
Validation2024-10-192025-09-25-16.76%-18.17%14333%
Out-of-sample2025-09-252026-08-31-5.79%-11.78%14044%

Risk-adjusted

Sharpe
-1.23
Sortino
-1.74
Calmar
-0.21
Return ÷ max drawdown
-0.85
CAGR
-8.41%
Exposure
28.3%

Per trade

Expectancy
−$4.95 · -0.23%
Average win / loss
$41.04 / −$34.94
Payoff ratio
1.17
Largest win / loss
$330.47 / −$200.99
Longest losing streak(winning: 7)
8 trades

Drawdown over time

Max drawdown
-39.44%
Longest time under water(still going at the end)
1654 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$1,437.46
Funding
−$33.33
Liquidations
0
Warmup bars(loaded before the start date)
13
Benchmark(buy and hold)
+67.13%

Monte Carlo

1,000 alternative histories, each 679 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-47.63%-33.37%-14.25%
Max drawdown-48.73%-36.15%-20.98%

100% of histories lost money, and 37% had a deeper drawdown than this run’s -39.44%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.

Settings

atr14 length
14
Long entry: high − low > ▢ × atr14[1]
2
Long entry: close > low + (▢ × (high − low))
0.75
Short entry: high − low > ▢ × atr14[1]
2
Short entry: close < low + (▢ × (high − low))
0.25
Stop loss (× atr14)
2
Trailing stop (× atr14)
3
Close after (bars)
12
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

679 trades · 401–600 shown

#SideEntryExitHeldP&LReturnClosed by
401short2024-10-31 14:00 @ 71,307.842024-11-01 12:00 @ 70,940.0322h$9.48+0.45%trailing stop
402long2024-11-01 14:00 @ 71,227.442024-11-01 14:00 @ 69,556.990m−$52.07-2.44%trailing stop
403short2024-11-01 16:00 @ 69,367.222024-11-02 18:00 @ 69,414.881d 2h−$2.72-0.13%time stop
404short2024-11-05 20:00 @ 68,942.112024-11-06 00:00 @ 70,491.854h−$49.50-2.34%trailing stop
405long2024-11-06 02:00 @ 71,103.722024-11-06 02:00 @ 72,161.500m$29.19+1.39%trailing stop
406short2024-11-06 08:00 @ 73,421.112024-11-06 20:00 @ 75,975.4112h−$75.19-3.56%trailing stop
407short2024-11-10 20:00 @ 79,777.442024-11-10 22:00 @ 81,300.732h−$42.07-2.01%trailing stop
408long2024-11-11 16:00 @ 84,130.922024-11-12 12:00 @ 85,430.4220h$27.83+1.34%trailing stop
409long2024-11-13 16:00 @ 92,626.522024-11-13 20:00 @ 88,987.844h−$84.58-4.05%trailing stop
410short2024-11-14 16:00 @ 87,982.302024-11-15 18:00 @ 89,532.001d 2h−$37.66-1.82%time stop
411short2024-11-18 12:00 @ 90,320.632024-11-18 14:00 @ 92,461.642h−$50.88-2.47%trailing stop
412long2024-11-18 16:00 @ 92,426.282024-11-18 18:00 @ 89,906.172h−$58.24-2.85%trailing stop
413short2024-12-02 04:00 @ 96,530.592024-12-02 14:00 @ 97,247.5010h−$16.63-0.82%trailing stop
414long2024-12-02 16:00 @ 97,126.022024-12-02 16:00 @ 95,063.810m−$45.31-2.24%trailing stop
415short2024-12-02 18:00 @ 94,631.972024-12-03 16:00 @ 95,763.8522h−$25.37-1.26%reverse
416long2024-12-05 04:00 @ 103,105.322024-12-05 16:00 @ 101,329.8312h−$38.05-1.89%reverse
417long2024-12-06 00:00 @ 97,021.002024-12-07 02:00 @ 100,098.881d 2h$60.05+3.00%time stop
418short2024-12-09 02:00 @ 99,580.382024-12-09 22:00 @ 96,972.1920h$51.43+2.55%reverse
419long2024-12-10 00:00 @ 97,368.572024-12-10 16:00 @ 95,655.6716h−$38.09-1.88%reverse
420short2024-12-12 20:00 @ 99,435.212024-12-13 18:00 @ 101,855.3322h−$50.56-2.50%trailing stop
421long2024-12-16 16:00 @ 106,302.362024-12-17 18:00 @ 107,436.911d 2h$18.64+0.93%time stop
422long2024-12-24 16:00 @ 98,263.152024-12-25 18:00 @ 98,513.791d 2h$2.31+0.11%time stop
423short2024-12-26 10:00 @ 95,393.422024-12-27 12:00 @ 96,919.681d 2h−$33.62-1.67%time stop
424short2024-12-27 16:00 @ 94,520.992024-12-28 18:00 @ 95,010.701d 2h−$11.73-0.59%time stop
425short2024-12-30 14:00 @ 92,640.472024-12-30 16:00 @ 93,954.502h−$30.18-1.51%trailing stop
426long2024-12-30 18:00 @ 93,818.762024-12-30 20:00 @ 91,921.342h−$42.26-2.12%trailing stop
427short2024-12-30 22:00 @ 92,016.692024-12-31 08:00 @ 94,234.9210h−$49.37-2.49%trailing stop
428long2025-01-06 16:00 @ 102,124.922025-01-07 14:00 @ 100,321.8122h−$37.29-1.89%trailing stop
429short2025-01-07 16:00 @ 97,895.822025-01-08 18:00 @ 93,993.591d 2h$76.94+3.93%time stop
430long2025-01-09 16:00 @ 94,213.942025-01-09 20:00 @ 91,479.424h−$59.38-3.00%trailing stop
431long2025-01-10 18:00 @ 95,778.352025-01-11 20:00 @ 94,187.661d 2h−$34.81-1.77%time stop
432short2025-01-13 02:00 @ 94,157.862025-01-13 14:00 @ 92,407.8912h$34.54+1.77%trailing stop
433long2025-01-13 16:00 @ 92,112.122025-01-14 18:00 @ 96,461.901d 2h$90.13+4.59%time stop
434long2025-01-15 14:00 @ 98,935.882025-01-16 14:00 @ 97,506.911d−$30.95-1.56%trailing stop
435long2025-01-16 16:00 @ 99,278.052025-01-17 18:00 @ 104,058.681d 2h$92.83+4.69%time stop
436short2025-01-19 22:00 @ 103,666.662025-01-19 22:00 @ 104,087.270m−$10.13-0.51%trailing stop
437long2025-01-23 16:00 @ 105,256.252025-01-23 22:00 @ 103,004.496h−$44.93-2.25%reverse
438short2025-01-27 00:00 @ 102,539.492025-01-27 12:00 @ 100,903.8812h$30.00+1.51%trailing stop
439long2025-01-29 20:00 @ 103,571.312025-01-30 22:00 @ 104,975.401d 2h$24.50+1.23%time stop
440short2025-01-31 20:00 @ 102,255.242025-02-01 22:00 @ 101,170.131d 2h$19.64+0.98%time stop
441short2025-02-02 04:00 @ 99,140.972025-02-03 00:00 @ 96,518.9120h$51.34+2.56%trailing stop
442long2025-02-03 16:00 @ 98,822.562025-02-04 18:00 @ 99,123.871d 2h$3.76+0.19%time stop
443short2025-02-09 22:00 @ 95,101.982025-02-10 00:00 @ 96,442.882h−$30.53-1.51%reverse
444short2025-02-10 02:00 @ 95,524.892025-02-10 04:00 @ 97,533.682h−$44.37-2.20%trailing stop
445short2025-02-11 14:00 @ 96,712.452025-02-12 16:00 @ 95,781.151d 2h$17.36+0.87%time stop
446long2025-02-12 18:00 @ 97,341.162025-02-13 20:00 @ 95,568.781d 2h−$38.82-1.93%time stop
447long2025-02-14 18:00 @ 98,507.502025-02-15 20:00 @ 97,477.501d 2h−$23.00-1.15%time stop
448short2025-02-17 00:00 @ 96,047.792025-02-18 02:00 @ 96,259.351d 2h−$5.90-0.30%time stop
449short2025-02-18 16:00 @ 95,482.502025-02-18 22:00 @ 95,048.216h$7.26+0.36%reverse
450short2025-02-20 16:00 @ 96,851.732025-02-20 18:00 @ 98,248.352h−$30.57-1.54%trailing stop
451short2025-02-21 18:00 @ 96,910.112025-02-22 20:00 @ 96,615.821d 2h$4.41+0.22%time stop
452short2025-02-25 00:00 @ 91,496.202025-02-25 06:00 @ 91,527.216h−$2.46-0.12%trailing stop
453long2025-02-25 12:00 @ 89,204.742025-02-25 14:00 @ 86,725.062h−$57.11-2.88%trailing stop
454short2025-02-26 20:00 @ 83,815.232025-02-27 22:00 @ 84,396.781d 2h−$15.28-0.78%time stop
455short2025-02-28 02:00 @ 81,589.682025-02-28 14:00 @ 83,527.1912h−$48.49-2.47%trailing stop
456long2025-03-02 18:00 @ 94,058.612025-03-03 14:00 @ 90,760.7920h−$70.34-3.60%trailing stop
457short2025-03-03 16:00 @ 89,991.502025-03-04 18:00 @ 85,406.481d 2h$96.86+5.00%time stop
458short2025-03-13 14:00 @ 81,714.152025-03-14 12:00 @ 83,747.4422h−$50.50-2.58%trailing stop
459long2025-03-14 16:00 @ 84,709.042025-03-15 18:00 @ 84,358.221d 2h−$9.85-0.51%time stop
460short2025-03-16 12:00 @ 82,351.432025-03-16 16:00 @ 83,729.464h−$34.49-1.77%trailing stop
461short2025-03-18 14:00 @ 81,314.032025-03-19 00:00 @ 83,059.3310h−$43.46-2.24%trailing stop
462long2025-03-19 20:00 @ 85,399.682025-03-20 16:00 @ 84,625.0720h−$19.50-1.01%reverse
463long2025-03-24 00:00 @ 86,061.312025-03-24 02:00 @ 85,507.802h−$14.31-0.74%reverse
464long2025-03-24 04:00 @ 86,519.902025-03-25 00:00 @ 86,869.6920h$5.80+0.30%trailing stop
465short2025-03-29 12:00 @ 82,238.652025-03-30 14:00 @ 82,671.731d 2h−$11.97-0.62%time stop
466long2025-04-01 16:00 @ 85,262.552025-04-02 18:00 @ 86,550.191d 2h$26.90+1.40%time stop
467short2025-04-02 22:00 @ 84,795.842025-04-04 00:00 @ 83,198.341d 2h$34.65+1.80%time stop
468short2025-04-06 18:00 @ 80,749.752025-04-07 12:00 @ 78,190.3418h$59.53+3.08%trailing stop
469long2025-04-07 14:00 @ 78,335.562025-04-08 16:00 @ 78,444.211d 2h$0.50+0.03%time stop
470long2025-04-09 18:00 @ 82,178.332025-04-10 14:00 @ 78,762.4620h−$82.96-4.26%trailing stop
471short2025-04-10 16:00 @ 78,715.952025-04-11 08:00 @ 81,693.4616h−$74.72-3.88%trailing stop
472short2025-04-14 16:00 @ 84,037.592025-04-15 12:00 @ 86,184.3620h−$50.51-2.65%trailing stop
473short2025-04-16 18:00 @ 83,220.852025-04-17 16:00 @ 85,103.1122h−$44.56-2.35%trailing stop
474long2025-04-21 02:00 @ 87,266.352025-04-21 16:00 @ 86,436.3314h−$19.92-1.06%trailing stop
475long2025-04-22 14:00 @ 90,198.542025-04-22 20:00 @ 91,040.326h$15.78+0.84%trailing stop
476short2025-04-23 14:00 @ 92,973.702025-04-24 16:00 @ 93,163.431d 2h−$5.59-0.30%time stop
477short2025-04-27 02:00 @ 94,053.292025-04-28 04:00 @ 93,818.761d 2h$2.80+0.15%time stop
478long2025-04-28 12:00 @ 95,295.162025-04-28 12:00 @ 93,864.280m−$30.12-1.60%trailing stop
479short2025-04-28 14:00 @ 93,896.622025-04-29 00:00 @ 95,416.9010h−$32.35-1.73%trailing stop
480short2025-04-30 14:00 @ 92,959.602025-04-30 20:00 @ 94,592.046h−$34.72-1.86%trailing stop
481short2025-05-05 00:00 @ 94,211.352025-05-06 02:00 @ 94,273.651d 2h−$3.07-0.17%time stop
482long2025-05-07 00:00 @ 96,818.262025-05-08 02:00 @ 97,749.551d 2h$15.90+0.86%time stop
483long2025-05-11 00:00 @ 104,809.762025-05-12 02:00 @ 103,945.111d 2h−$17.73-0.95%time stop
484short2025-05-12 16:00 @ 102,461.302025-05-13 10:00 @ 103,753.2618h−$24.91-1.34%trailing stop
485long2025-05-15 16:00 @ 103,231.842025-05-16 18:00 @ 103,799.341d 2h$7.97+0.43%time stop
486long2025-05-18 14:00 @ 104,729.042025-05-18 18:00 @ 104,783.244h−$1.08-0.06%reverse
487long2025-05-19 00:00 @ 106,428.782025-05-19 02:00 @ 105,001.602h−$26.78-1.45%reverse
488long2025-05-20 20:00 @ 106,993.692025-05-21 18:00 @ 106,545.5922h−$9.95-0.54%reverse
489short2025-05-23 12:00 @ 109,011.392025-05-23 14:00 @ 109,625.322h−$12.22-0.66%reverse
490long2025-05-26 00:00 @ 108,977.792025-05-27 00:00 @ 107,942.761d−$19.94-1.08%trailing stop
491short2025-06-02 10:00 @ 104,509.492025-06-02 22:00 @ 105,769.6912h−$23.88-1.30%trailing stop
492long2025-06-03 16:00 @ 106,577.412025-06-04 00:00 @ 105,067.948h−$27.79-1.52%trailing stop
493long2025-06-04 16:00 @ 105,275.752025-06-05 14:00 @ 104,454.4022h−$16.09-0.88%reverse
494short2025-06-05 18:00 @ 103,180.362025-06-06 06:00 @ 103,043.7312h$0.53+0.03%trailing stop
495long2025-06-09 10:00 @ 106,583.312025-06-10 12:00 @ 109,476.101d 2h$47.12+2.59%time stop
496long2025-06-12 18:00 @ 108,261.452025-06-12 20:00 @ 106,728.152h−$27.72-1.52%reverse
497short2025-06-17 00:00 @ 106,728.752025-06-18 02:00 @ 104,747.751d 2h$32.16+1.77%time stop
498short2025-06-20 16:00 @ 104,147.672025-06-21 18:00 @ 103,164.631d 2h$15.74+0.86%time stop
499short2025-06-21 20:00 @ 102,187.062025-06-22 00:00 @ 102,100.224h−$0.27-0.01%reverse
500short2025-06-22 14:00 @ 100,789.742025-06-23 00:00 @ 101,501.6110h−$14.74-0.80%trailing stop
501long2025-06-23 18:00 @ 102,455.992025-06-24 20:00 @ 105,560.981d 2h$53.56+2.93%time stop
502long2025-06-30 00:00 @ 108,331.462025-06-30 10:00 @ 107,367.9310h−$18.31-0.99%trailing stop
503long2025-06-30 16:00 @ 107,547.212025-07-01 08:00 @ 106,501.4016h−$19.90-1.08%trailing stop
504short2025-07-01 16:00 @ 105,887.122025-07-02 06:00 @ 106,934.4514h−$19.93-1.09%trailing stop
505long2025-07-03 14:00 @ 110,242.342025-07-04 08:00 @ 108,638.2318h−$28.71-1.57%trailing stop
506long2025-07-09 20:00 @ 111,741.142025-07-09 22:00 @ 110,763.542h−$17.76-0.97%reverse
507long2025-07-10 18:00 @ 113,704.942025-07-10 20:00 @ 114,422.262h$9.64+0.53%trailing stop
508long2025-07-10 22:00 @ 116,482.792025-07-12 00:00 @ 117,476.501d 2h$13.15+0.72%time stop
509short2025-07-13 16:00 @ 118,586.882025-07-14 02:00 @ 119,909.5410h−$21.84-1.20%trailing stop
510long2025-07-14 06:00 @ 122,471.892025-07-14 14:00 @ 120,484.408h−$31.49-1.73%trailing stop
511short2025-07-14 16:00 @ 119,839.132025-07-15 18:00 @ 117,439.081d 2h$35.17+1.94%time stop
512long2025-07-22 02:00 @ 117,723.642025-07-23 04:00 @ 118,596.981d 2h$11.12+0.61%time stop
513short2025-07-25 04:00 @ 115,361.622025-07-25 20:00 @ 117,358.4316h−$33.00-1.81%trailing stop
514long2025-07-29 04:00 @ 118,769.352025-07-29 14:00 @ 117,350.4610h−$23.65-1.30%trailing stop
515short2025-07-29 16:00 @ 117,322.232025-07-30 18:00 @ 117,771.651d 2h−$8.01-0.44%time stop
516short2025-08-01 14:00 @ 114,281.842025-08-01 16:00 @ 115,328.362h−$18.35-1.02%reverse
517short2025-08-05 16:00 @ 112,849.132025-08-06 14:00 @ 114,413.3422h−$26.43-1.47%trailing stop
518long2025-08-06 16:00 @ 115,389.272025-08-07 18:00 @ 116,427.911d 2h$13.86+0.77%time stop
519short2025-08-08 16:00 @ 116,138.872025-08-09 10:00 @ 117,580.9318h−$23.66-1.32%trailing stop
520long2025-08-10 04:00 @ 118,503.702025-08-11 06:00 @ 122,017.891d 2h$50.78+2.83%time stop
521long2025-08-13 14:00 @ 121,801.662025-08-14 06:00 @ 121,434.8116h−$7.60-0.42%trailing stop
522short2025-08-18 02:00 @ 116,190.762025-08-18 16:00 @ 116,122.6214h−$0.76-0.04%reverse
523short2025-08-19 16:00 @ 113,707.352025-08-20 18:00 @ 114,172.831d 2h−$8.93-0.50%time stop
524long2025-08-22 16:00 @ 116,342.662025-08-23 18:00 @ 115,026.991d 2h−$22.79-1.27%time stop
525long2025-08-24 22:00 @ 112,969.792025-08-25 08:00 @ 111,122.0410h−$31.49-1.75%trailing stop
526short2025-08-25 20:00 @ 110,628.272025-08-26 22:00 @ 111,552.611d 2h−$16.40-0.92%time stop
527short2025-08-29 14:00 @ 109,034.692025-08-30 16:00 @ 108,831.561d 2h$1.82+0.10%time stop
528short2025-09-01 00:00 @ 108,186.762025-09-01 06:00 @ 109,084.076h−$16.50-0.93%trailing stop
529long2025-09-01 08:00 @ 109,412.082025-09-01 20:00 @ 108,010.5012h−$24.82-1.40%trailing stop
530short2025-09-01 22:00 @ 107,722.952025-09-02 00:00 @ 109,209.742h−$26.25-1.48%reverse
531long2025-09-02 14:00 @ 111,135.622025-09-03 16:00 @ 112,146.071d 2h$14.07+0.80%time stop
532short2025-09-05 16:00 @ 110,651.972025-09-06 18:00 @ 110,118.221d 2h$7.12+0.40%time stop
533short2025-09-09 16:00 @ 110,807.932025-09-10 06:00 @ 112,212.7514h−$23.96-1.35%trailing stop
534long2025-09-10 14:00 @ 113,934.082025-09-11 16:00 @ 114,099.581d 2h$0.44+0.03%time stop
535short2025-09-15 00:00 @ 115,186.962025-09-15 04:00 @ 116,201.884h−$17.22-0.98%trailing stop
536long2025-09-15 06:00 @ 116,497.492025-09-15 08:00 @ 115,746.452h−$13.11-0.74%reverse
537short2025-09-15 10:00 @ 114,797.142025-09-16 12:00 @ 115,245.141d 2h−$8.34-0.47%time stop
538short2025-09-22 02:00 @ 114,189.062025-09-22 06:00 @ 113,197.344h$13.50+0.77%trailing stop
539long2025-09-24 06:00 @ 112,618.522025-09-25 04:00 @ 111,767.2622h−$15.24-0.87%trailing stop
540short2025-09-25 18:00 @ 108,772.142025-09-26 20:00 @ 109,137.621d 2h−$7.39-0.42%time stop
541long2025-09-29 00:00 @ 112,142.122025-09-30 02:00 @ 114,432.111d 2h$33.93+1.93%time stop
542long2025-09-30 20:00 @ 114,331.962025-10-01 18:00 @ 116,710.9522h$34.58+1.96%reverse
543long2025-10-03 16:00 @ 122,262.952025-10-03 18:00 @ 122,011.192h−$5.59-0.32%reverse
544short2025-10-05 10:00 @ 122,973.402025-10-06 12:00 @ 124,186.131d 2h−$18.75-1.06%time stop
545short2025-10-07 16:00 @ 121,763.842025-10-08 16:00 @ 123,832.671d−$31.33-1.78%trailing stop
546short2025-10-10 16:00 @ 118,941.412025-10-10 20:00 @ 108,311.994h$155.34+8.84%trailing stop
547long2025-10-10 22:00 @ 113,276.252025-10-12 00:00 @ 110,556.981d 2h−$45.24-2.52%time stop
548short2025-10-16 16:00 @ 108,452.212025-10-17 18:00 @ 106,426.481d 2h$31.49+1.76%time stop
549long2025-10-20 04:00 @ 110,122.322025-10-21 04:00 @ 108,805.481d−$23.10-1.29%trailing stop
550long2025-10-21 16:00 @ 113,377.872025-10-21 20:00 @ 110,603.294h−$45.44-2.54%trailing stop
551short2025-10-22 00:00 @ 108,232.152025-10-23 02:00 @ 108,129.221d 2h$0.14+0.01%time stop
552long2025-10-26 12:00 @ 113,257.752025-10-27 14:00 @ 115,187.261d 2h$27.97+1.58%time stop
553short2025-10-28 16:00 @ 114,548.792025-10-29 18:00 @ 111,841.661d 2h$40.56+2.28%time stop
554long2025-10-30 06:00 @ 110,221.742025-10-30 12:00 @ 107,749.726h−$42.03-2.35%trailing stop
555short2025-11-03 04:00 @ 107,864.422025-11-03 18:00 @ 107,454.7914h$5.20+0.29%reverse
556short2025-11-04 06:00 @ 104,143.472025-11-05 08:00 @ 101,966.591d 2h$35.84+2.01%time stop
557short2025-11-10 16:00 @ 105,007.892025-11-11 00:00 @ 106,974.558h−$35.23-1.97%trailing stop
558short2025-11-12 16:00 @ 102,104.482025-11-13 06:00 @ 103,986.9114h−$34.55-1.94%trailing stop
559short2025-11-13 16:00 @ 101,317.732025-11-14 18:00 @ 95,832.861d 2h$94.92+5.35%time stop
560short2025-11-17 16:00 @ 93,897.022025-11-18 14:00 @ 92,917.3322h$17.45+0.97%trailing stop
561short2025-11-19 16:00 @ 89,883.022025-11-20 00:00 @ 92,378.508h−$51.72-2.87%trailing stop
562long2025-11-21 14:00 @ 84,082.112025-11-22 16:00 @ 84,223.051d 2h$1.02+0.06%time stop
563long2025-11-26 18:00 @ 89,810.362025-11-27 20:00 @ 91,470.701d 2h$31.20+1.74%time stop
564short2025-11-28 18:00 @ 90,603.082025-11-29 20:00 @ 90,621.021d 2h−$2.11-0.12%time stop
565short2025-12-01 02:00 @ 87,116.572025-12-01 22:00 @ 86,798.7420h$4.85+0.27%trailing stop
566long2025-12-02 16:00 @ 90,827.362025-12-03 18:00 @ 92,900.821d 2h$39.13+2.18%time stop
567long2025-12-07 16:00 @ 89,522.902025-12-07 22:00 @ 90,171.166h$11.18+0.62%reverse
568short2025-12-08 16:00 @ 89,894.722025-12-09 14:00 @ 91,836.9222h−$40.77-2.25%trailing stop
569long2025-12-09 16:00 @ 92,695.442025-12-10 18:00 @ 92,330.231d 2h−$9.13-0.51%time stop
570short2025-12-10 22:00 @ 92,289.842025-12-11 20:00 @ 92,021.9622h$3.55+0.20%trailing stop
571short2025-12-12 16:00 @ 89,877.022025-12-13 18:00 @ 90,040.501d 2h−$4.79-0.27%time stop
572long2025-12-15 02:00 @ 89,206.842025-12-15 14:00 @ 88,085.0112h−$24.38-1.36%trailing stop
573short2025-12-15 16:00 @ 86,979.102025-12-16 12:00 @ 87,783.0620h−$18.15-1.01%trailing stop
574long2025-12-16 16:00 @ 87,953.892025-12-17 14:00 @ 87,212.9122h−$17.18-0.96%trailing stop
575short2025-12-17 16:00 @ 87,173.562025-12-18 12:00 @ 88,631.6820h−$31.43-1.76%trailing stop
576long2025-12-18 14:00 @ 88,821.762025-12-18 16:00 @ 86,765.372h−$43.00-2.42%trailing stop
577short2025-12-18 20:00 @ 84,430.112025-12-19 02:00 @ 86,980.416h−$55.00-3.12%trailing stop
578short2025-12-21 14:00 @ 87,612.872025-12-22 00:00 @ 88,873.1610h−$26.80-1.53%trailing stop
579short2025-12-22 20:00 @ 87,993.402025-12-23 22:00 @ 87,710.241d 2h$4.04+0.23%time stop
580long2025-12-25 16:00 @ 88,356.672025-12-25 22:00 @ 87,229.086h−$24.15-1.38%trailing stop
581short2025-12-26 16:00 @ 87,082.582025-12-27 18:00 @ 87,531.501d 2h−$10.35-0.60%time stop
582long2025-12-29 02:00 @ 88,436.982025-12-29 02:00 @ 88,770.850m$4.82+0.28%trailing stop
583long2025-12-29 04:00 @ 90,109.522025-12-29 08:00 @ 89,172.854h−$19.96-1.15%trailing stop
584short2025-12-29 10:00 @ 88,050.592025-12-30 12:00 @ 87,892.881d 2h$1.71+0.10%time stop
585long2025-12-30 16:00 @ 88,984.592025-12-30 18:00 @ 88,312.532h−$14.96-0.86%reverse
586short2025-12-31 16:00 @ 87,891.422026-01-01 18:00 @ 88,299.061d 2h−$9.31-0.54%time stop
587long2026-01-05 02:00 @ 92,935.482026-01-06 04:00 @ 93,706.951d 2h$12.40+0.72%time stop
588short2026-01-06 18:00 @ 91,529.192026-01-06 20:00 @ 93,132.152h−$32.05-1.85%trailing stop
589long2026-01-12 00:00 @ 90,982.592026-01-12 08:00 @ 90,956.998h−$2.29-0.13%trailing stop
590short2026-01-12 10:00 @ 90,628.672026-01-12 16:00 @ 91,636.926h−$20.89-1.21%reverse
591long2026-01-13 16:00 @ 93,426.582026-01-13 22:00 @ 94,207.016h$12.56+0.73%trailing stop
592long2026-01-14 16:00 @ 96,711.242026-01-15 18:00 @ 96,568.081d 2h−$4.38-0.25%time stop
593short2026-01-16 16:00 @ 94,518.692026-01-17 18:00 @ 95,337.161d 2h−$16.46-0.96%time stop
594short2026-01-19 00:00 @ 93,595.282026-01-19 00:00 @ 93,487.390m$0.32+0.02%trailing stop
595short2026-01-20 18:00 @ 89,721.652026-01-21 14:00 @ 90,118.9020h−$9.04-0.53%trailing stop
596long2026-01-21 16:00 @ 90,255.252026-01-21 16:00 @ 88,197.120m−$40.78-2.38%trailing stop
597short2026-01-21 18:00 @ 87,879.422026-01-21 18:00 @ 90,203.280m−$46.73-2.75%trailing stop
598long2026-01-21 20:00 @ 90,339.962026-01-22 22:00 @ 89,204.361d 2h−$23.28-1.38%time stop
599short2026-01-25 20:00 @ 86,442.112026-01-26 00:00 @ 87,666.314h−$25.48-1.51%trailing stop
600long2026-01-26 02:00 @ 87,679.232026-01-26 16:00 @ 87,591.8814h−$3.40-0.20%reverse

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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