[Mine-PA] Wide-range bar continuation

public
@djgambhir

BTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,900 bars in 20.6ms

Underperformed the market. Holding BTCUSDT returned +71.25% over the same period, against this strategy’s -35.50%.

Net P&L
-35.50%
−$3,550.44
Max drawdown
-39.52%
Max run-up
+8.78%
Trades
1,242
38.0% win rate
Profit factor
0.81
2021-12-31drawdown · worst -39.52%2026-08-31
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-13.18%-16.91%73338%
Validation2024-10-19 → 2025-09-25-20.02%-22.80%26634%
Out-of-sample2025-09-25 → 2026-08-31-7.12%-11.14%24342%

Risk-adjusted

Sharpe
-1.34
Sortino
-1.97
Calmar
-0.23
Return ÷ max drawdown
-0.90
CAGR
-8.97%
Exposure
25.1%

Per trade

Expectancy
−$2.86 · -0.14%
Average win / loss
$31.40 / −$23.86
Payoff ratio
1.32
Largest win / loss
$271.94 / −$170.06
Longest losing streak(winning: 8)
12 trades

Drawdown over time

Max drawdown
-39.52%
Longest time under water(still going at the end)
1442 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$2,651.95
Funding
−$24.22
Liquidations
0
Warmup bars(loaded before the start date)
13
Benchmark(buy and hold)
+71.25%

Monte Carlo

1,000 alternative histories, each 1,242 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-48.94%-35.76%-18.97%
Max drawdown-50.38%-38.10%-24.74%

100% of histories lost money, and 43% had a deeper drawdown than this run’s -39.52%. 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

1,242 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
1242long2026-08-30 13:00 @ 78,765.852026-08-30 20:00 @ 78,513.237h−$6.90-0.43%trailing stop
1241short2026-08-28 16:00 @ 78,293.342026-08-29 05:00 @ 77,635.1213h$12.19+0.76%time stop
1240short2026-08-28 02:00 @ 80,451.012026-08-28 15:00 @ 79,528.2013h$16.99+1.06%time stop
1239short2026-08-25 08:00 @ 79,645.672026-08-25 21:00 @ 78,184.4313h$28.09+1.76%time stop
1238long2026-08-24 12:00 @ 78,445.092026-08-25 01:00 @ 79,687.1613h$23.38+1.47%time stop
1237long2026-08-21 09:00 @ 79,284.752026-08-21 11:00 @ 77,211.052h−$43.56-2.71%trailing stop
1236long2026-08-20 09:00 @ 71,574.812026-08-20 22:00 @ 72,692.3613h$23.20+1.45%time stop
1235long2026-08-19 15:00 @ 65,908.682026-08-19 15:00 @ 68,710.750m$65.67+4.15%trailing stop
1234long2026-08-19 13:00 @ 64,870.272026-08-19 14:00 @ 65,137.231h$4.92+0.31%trailing stop
1233long2026-08-17 16:00 @ 64,182.632026-08-18 05:00 @ 64,171.6613h−$2.08-0.13%time stop
1232long2026-08-16 23:00 @ 62,897.582026-08-17 12:00 @ 63,587.2813h$15.54+0.99%time stop
1231short2026-08-14 07:00 @ 62,932.012026-08-14 16:00 @ 62,968.599h−$2.40-0.15%reverse
1230short2026-08-13 16:00 @ 63,372.322026-08-14 05:00 @ 63,362.6713h−$1.08-0.07%time stop
1229short2026-08-12 15:00 @ 63,331.632026-08-13 04:00 @ 63,636.2213h−$8.98-0.57%time stop
1228short2026-08-11 15:00 @ 63,734.252026-08-12 04:00 @ 63,812.8613h−$3.25-0.21%time stop
1227short2026-08-10 13:00 @ 64,825.332026-08-11 02:00 @ 64,039.4113h$17.67+1.12%time stop
1226short2026-08-09 23:00 @ 65,033.192026-08-10 00:00 @ 65,234.731h−$6.36-0.40%trailing stop
1225long2026-08-09 14:00 @ 65,208.042026-08-09 22:00 @ 65,084.568h−$4.68-0.30%trailing stop
1224long2026-08-06 15:00 @ 64,761.152026-08-06 23:00 @ 64,218.148h−$14.95-0.94%trailing stop
1223long2026-08-03 14:00 @ 63,330.262026-08-04 03:00 @ 63,789.5413h$9.79+0.62%time stop
1222short2026-08-02 23:00 @ 63,385.322026-08-03 12:00 @ 62,546.6113h$19.55+1.24%time stop
1221long2026-08-02 03:00 @ 63,438.192026-08-02 11:00 @ 63,003.738h−$12.53-0.79%trailing stop
1220short2026-08-01 18:00 @ 62,671.562026-08-01 21:00 @ 62,817.803h−$5.27-0.33%trailing stop
1219short2026-07-31 02:00 @ 64,522.292026-07-31 15:00 @ 62,676.4313h$43.52+2.77%time stop
1218short2026-07-29 20:00 @ 63,551.292026-07-30 09:00 @ 64,293.2613h−$19.73-1.25%time stop
1217long2026-07-29 19:00 @ 64,497.302026-07-29 19:00 @ 63,540.610m−$25.03-1.58%trailing stop
1216short2026-07-29 15:00 @ 64,065.382026-07-29 18:00 @ 64,710.293h−$17.50-1.10%trailing stop
1215long2026-07-28 16:00 @ 63,912.282026-07-29 05:00 @ 63,931.5113h−$1.37-0.09%time stop
1214short2026-07-27 15:00 @ 64,650.472026-07-28 04:00 @ 63,322.6613h$31.00+1.96%time stop
1213long2026-07-26 23:00 @ 65,397.782026-07-27 01:00 @ 64,998.922h−$11.32-0.72%trailing stop
1212long2026-07-20 16:00 @ 65,583.212026-07-21 05:00 @ 65,481.1013h−$4.23-0.27%time stop
1211long2026-07-20 12:00 @ 64,983.792026-07-20 13:00 @ 64,252.231h−$19.45-1.23%trailing stop
1210short2026-07-20 01:00 @ 64,513.092026-07-20 11:00 @ 64,677.9410h−$5.57-0.35%trailing stop
1209short2026-07-17 06:00 @ 62,794.842026-07-17 14:00 @ 63,141.338h−$10.35-0.65%reverse
1208long2026-07-15 13:00 @ 65,146.732026-07-16 01:00 @ 64,433.1812h−$19.18-1.20%trailing stop
1207long2026-07-14 13:00 @ 63,947.992026-07-15 02:00 @ 64,630.7713h$15.15+0.95%time stop
1206short2026-07-13 02:00 @ 63,369.422026-07-13 15:00 @ 62,782.7513h$13.20+0.83%time stop
1205short2026-07-12 00:00 @ 63,770.342026-07-12 04:00 @ 64,250.244h−$13.51-0.85%trailing stop
1204long2026-07-10 02:00 @ 63,739.452026-07-10 15:00 @ 63,885.1213h$1.93+0.12%time stop
1203short2026-07-09 02:00 @ 61,869.822026-07-09 06:00 @ 62,679.714h−$22.52-1.41%trailing stop
1202short2026-07-08 09:00 @ 61,977.402026-07-08 22:00 @ 62,174.8313h−$6.58-0.41%time stop
1201long2026-07-07 15:00 @ 63,549.212026-07-08 02:00 @ 62,816.1311h−$20.29-1.26%trailing stop
1200long2026-07-06 16:00 @ 63,535.702026-07-07 03:00 @ 63,219.7411h−$9.92-0.62%trailing stop
1199short2026-07-06 13:00 @ 61,721.252026-07-06 15:00 @ 62,500.472h−$21.97-1.36%trailing stop
1198long2026-07-05 22:00 @ 63,083.012026-07-05 22:00 @ 63,013.450m−$3.39-0.21%trailing stop
1197long2026-07-03 21:00 @ 62,771.852026-07-04 10:00 @ 62,453.5113h−$10.13-0.63%time stop
1196long2026-07-01 14:00 @ 59,474.892026-07-01 23:00 @ 60,434.219h$24.22+1.51%reverse
1195short2026-06-30 15:00 @ 58,447.012026-07-01 02:00 @ 58,753.5511h−$9.93-0.62%reverse
1194short2026-06-30 13:00 @ 58,363.132026-06-30 14:00 @ 59,180.881h−$24.30-1.50%trailing stop
1193short2026-06-28 23:00 @ 59,028.192026-06-29 03:00 @ 59,743.754h−$21.26-1.31%reverse
1192long2026-06-26 14:00 @ 60,165.532026-06-27 03:00 @ 60,244.5513h$0.30+0.02%time stop
1191long2026-06-26 04:00 @ 60,027.002026-06-26 13:00 @ 58,636.239h−$39.55-2.42%trailing stop
1190short2026-06-25 14:00 @ 58,236.752026-06-25 14:00 @ 59,812.070m−$46.15-2.81%trailing stop
1189long2026-06-24 21:00 @ 60,938.692026-06-25 10:00 @ 61,695.5613h$18.77+1.14%time stop
1188short2026-06-24 14:00 @ 61,295.942026-06-24 20:00 @ 60,791.896h$11.83+0.72%trailing stop
1187long2026-06-22 02:00 @ 64,587.412026-06-22 15:00 @ 64,930.1113h$7.01+0.43%time stop
1186short2026-06-22 00:00 @ 63,274.542026-06-22 00:00 @ 63,952.440m−$19.11-1.17%trailing stop
1185long2026-06-20 15:00 @ 63,942.192026-06-21 04:00 @ 64,385.9213h$9.64+0.59%time stop
1184short2026-06-18 16:00 @ 62,325.332026-06-19 05:00 @ 62,434.2813h−$4.39-0.27%time stop
1183short2026-06-17 20:00 @ 64,258.552026-06-18 09:00 @ 64,382.8713h−$4.74-0.29%time stop
1182long2026-06-17 16:00 @ 65,725.842026-06-17 18:00 @ 65,026.232h−$19.10-1.16%trailing stop
1181short2026-06-17 09:00 @ 64,876.922026-06-17 15:00 @ 65,605.806h−$20.19-1.22%trailing stop
1180long2026-06-14 22:00 @ 65,297.462026-06-15 11:00 @ 65,871.5213h$12.76+0.78%time stop
1179long2026-06-11 18:00 @ 63,626.922026-06-12 07:00 @ 62,943.4113h−$19.36-1.17%time stop
1178long2026-06-08 13:00 @ 63,857.372026-06-09 00:00 @ 62,563.9411h−$35.25-2.12%trailing stop
1177long2026-06-04 03:00 @ 63,211.042026-06-04 16:00 @ 63,852.0313h$15.11+0.91%time stop
1176short2026-06-02 23:00 @ 66,341.032026-06-03 06:00 @ 67,424.417h−$28.72-1.73%trailing stop
1175long2026-06-01 17:00 @ 71,552.012026-06-02 01:00 @ 70,594.648h−$24.16-1.45%trailing stop
1174short2026-06-01 02:00 @ 73,243.252026-06-01 03:00 @ 73,780.951h−$13.96-0.83%reverse
1173long2026-05-29 15:00 @ 73,080.412026-05-30 04:00 @ 73,477.7013h$7.24+0.43%time stop
1172short2026-05-28 04:00 @ 73,209.762026-05-28 17:00 @ 73,429.5813h−$6.45-0.39%time stop
1171short2026-05-27 14:00 @ 75,039.292026-05-28 03:00 @ 74,271.4513h$15.75+0.94%time stop
1170short2026-05-26 15:00 @ 76,858.232026-05-27 04:00 @ 75,650.7313h$24.73+1.49%time stop
1169long2026-05-26 11:00 @ 77,414.182026-05-26 13:00 @ 76,700.352h−$17.03-1.02%trailing stop
1168long2026-05-24 23:00 @ 76,786.552026-05-25 12:00 @ 77,302.7413h$9.35+0.56%time stop
1167short2026-05-24 22:00 @ 76,090.682026-05-24 22:00 @ 76,874.910m−$18.88-1.13%trailing stop
1166long2026-05-23 21:00 @ 77,262.352026-05-23 22:00 @ 76,363.281h−$21.15-1.26%trailing stop
1165short2026-05-22 20:00 @ 75,811.932026-05-23 07:00 @ 75,305.1411h$9.54+0.57%trailing stop
1164long2026-05-18 12:00 @ 77,270.552026-05-18 14:00 @ 76,605.492h−$16.10-0.96%trailing stop
1163short2026-05-15 14:00 @ 78,712.052026-05-16 03:00 @ 79,129.7213h−$10.50-0.63%time stop
1162long2026-05-14 15:00 @ 80,945.792026-05-15 04:00 @ 81,006.5013h−$0.42-0.02%time stop
1161short2026-05-13 14:00 @ 79,601.882026-05-14 03:00 @ 79,344.7713h$3.84+0.23%time stop
1160long2026-05-10 23:00 @ 82,029.602026-05-11 01:00 @ 81,414.212h−$14.39-0.86%reverse
1159long2026-05-10 16:00 @ 81,397.782026-05-10 20:00 @ 80,930.184h−$11.45-0.68%trailing stop
1158long2026-05-04 15:00 @ 80,181.232026-05-05 04:00 @ 80,820.6313h$11.78+0.70%time stop
1157long2026-05-04 02:00 @ 79,771.952026-05-04 10:00 @ 79,232.018h−$13.08-0.78%trailing stop
1156short2026-05-04 00:00 @ 78,513.292026-05-04 01:00 @ 79,179.111h−$15.95-0.94%trailing stop
1155long2026-05-01 14:00 @ 78,707.042026-05-01 20:00 @ 77,795.286h−$21.26-1.25%trailing stop
1154short2026-04-29 16:00 @ 75,873.922026-04-30 01:00 @ 76,412.999h−$13.78-0.81%trailing stop
1153long2026-04-29 10:00 @ 77,620.922026-04-29 13:00 @ 76,864.333h−$18.29-1.07%trailing stop
1152short2026-04-27 06:00 @ 77,714.952026-04-27 19:00 @ 76,805.9613h$17.93+1.06%time stop
1151long2026-04-27 01:00 @ 79,279.952026-04-27 05:00 @ 78,331.234h−$22.08-1.30%trailing stop
1150long2026-04-26 05:00 @ 77,742.652026-04-26 18:00 @ 77,961.1013h$3.07+0.18%time stop
1149long2026-04-23 01:00 @ 78,405.682026-04-23 10:00 @ 77,362.919h−$24.36-1.43%trailing stop
1148long2026-04-22 03:00 @ 77,583.512026-04-22 16:00 @ 79,218.4513h$34.05+2.00%time stop
1147short2026-04-21 20:00 @ 74,973.702026-04-21 23:00 @ 76,204.393h−$29.75-1.74%trailing stop
1146long2026-04-20 16:00 @ 75,683.232026-04-21 05:00 @ 75,753.0513h$0.05+0.00%time stop
1145short2026-04-20 08:00 @ 74,780.542026-04-20 14:00 @ 75,737.746h−$23.74-1.39%trailing stop
1144long2026-04-17 09:00 @ 75,764.952026-04-17 22:00 @ 77,384.5213h$34.91+2.05%time stop
1143short2026-04-14 17:00 @ 74,582.282026-04-15 06:00 @ 73,997.9013h$11.48+0.67%time stop
1142long2026-04-14 14:00 @ 75,486.192026-04-14 15:00 @ 74,951.311h−$13.78-0.81%reverse
1141long2026-04-13 14:00 @ 71,637.322026-04-14 03:00 @ 74,279.6413h$60.81+3.60%time stop
1140short2026-04-12 02:00 @ 71,584.382026-04-12 15:00 @ 70,728.4413h$18.42+1.09%time stop
1139long2026-04-09 16:00 @ 72,122.422026-04-09 23:00 @ 71,896.727h−$6.93-0.41%reverse
1138short2026-04-08 14:00 @ 71,548.892026-04-09 03:00 @ 71,043.8113h$10.28+0.61%time stop
1137long2026-04-07 23:00 @ 71,494.202026-04-08 12:00 @ 71,635.8713h$1.52+0.09%time stop
1136short2026-04-07 11:00 @ 68,182.462026-04-07 19:00 @ 69,072.528h−$23.64-1.40%trailing stop
1135long2026-04-05 23:00 @ 68,326.662026-04-06 12:00 @ 69,569.5813h$28.70+1.71%time stop
1134short2026-04-03 13:00 @ 66,677.062026-04-04 02:00 @ 66,833.3613h−$5.57-0.33%time stop
1133short2026-04-02 02:00 @ 67,302.942026-04-02 15:00 @ 66,835.6613h$10.01+0.60%time stop
1132short2026-03-31 15:00 @ 66,542.692026-03-31 16:00 @ 67,784.031h−$33.28-1.97%trailing stop
1131short2026-03-27 11:00 @ 66,443.112026-03-28 00:00 @ 66,377.3713h−$0.12-0.01%time stop
1130short2026-03-24 14:00 @ 70,052.992026-03-24 23:00 @ 70,706.419h−$17.46-1.03%trailing stop
1129short2026-03-23 16:00 @ 70,098.182026-03-24 05:00 @ 70,354.0713h−$7.82-0.46%time stop
1128short2026-03-23 07:00 @ 67,831.632026-03-23 11:00 @ 69,002.814h−$31.20-1.83%trailing stop
1127short2026-03-22 00:00 @ 68,867.722026-03-22 01:00 @ 68,918.281h−$2.94-0.17%reverse
1126short2026-03-18 12:00 @ 72,891.822026-03-19 01:00 @ 70,984.1913h$42.69+2.52%time stop
1125short2026-03-13 15:00 @ 72,338.832026-03-14 04:00 @ 71,048.5113h$28.41+1.68%time stop
1124short2026-03-12 15:00 @ 69,535.392026-03-13 00:00 @ 70,832.439h−$33.52-1.98%trailing stop
1123long2026-03-10 15:00 @ 71,449.992026-03-10 18:00 @ 69,847.753h−$39.96-2.34%trailing stop
1122long2026-03-10 03:00 @ 70,256.052026-03-10 14:00 @ 69,183.1211h−$27.88-1.63%trailing stop
1121long2026-03-04 09:00 @ 71,007.902026-03-04 22:00 @ 73,258.9513h$52.07+3.06%time stop
1120short2026-03-03 09:00 @ 66,959.412026-03-03 16:00 @ 68,439.517h−$39.49-2.31%trailing stop
1119long2026-03-02 15:00 @ 67,142.032026-03-03 04:00 @ 68,335.7313h$28.57+1.68%time stop
1118short2026-03-01 23:00 @ 65,227.952026-03-02 01:00 @ 66,816.112h−$43.45-2.54%trailing stop
1117long2026-02-28 14:00 @ 65,082.512026-03-01 03:00 @ 67,574.7813h$63.35+3.73%time stop
1116short2026-02-28 07:00 @ 63,161.172026-02-28 13:00 @ 64,472.116h−$37.21-2.18%trailing stop
1115long2026-02-25 02:00 @ 65,873.572026-02-25 15:00 @ 66,923.3113h$25.38+1.49%time stop
1114short2026-02-23 02:00 @ 64,374.322026-02-23 06:00 @ 65,347.224h−$27.52-1.61%trailing stop
1113short2026-02-23 01:00 @ 66,692.462026-02-23 01:00 @ 65,657.170m$24.72+1.45%trailing stop
1112long2026-02-19 15:00 @ 66,395.282026-02-20 04:00 @ 67,313.7313h$21.71+1.28%time stop
1111short2026-02-17 15:00 @ 66,833.432026-02-17 16:00 @ 68,025.501h−$32.02-1.88%trailing stop
1110short2026-02-16 14:00 @ 68,341.832026-02-17 02:00 @ 69,184.2512h−$22.76-1.33%trailing stop
1109long2026-02-16 13:00 @ 69,753.252026-02-16 13:00 @ 68,548.010m−$31.37-1.83%trailing stop
1108short2026-02-15 13:00 @ 69,271.142026-02-16 02:00 @ 68,604.5213h$14.79+0.86%time stop
1107long2026-02-14 12:00 @ 70,478.892026-02-14 13:00 @ 69,588.281h−$23.43-1.36%reverse
1106long2026-02-13 15:00 @ 67,723.142026-02-14 04:00 @ 68,933.9113h$28.88+1.69%time stop
1105short2026-02-12 17:00 @ 65,812.532026-02-13 06:00 @ 66,164.7313h−$10.80-0.63%time stop
1104short2026-02-11 15:00 @ 66,546.492026-02-11 21:00 @ 68,104.066h−$42.15-2.44%trailing stop
1103short2026-02-09 00:00 @ 70,274.142026-02-09 13:00 @ 69,123.5213h$26.41+1.54%time stop
1102long2026-02-06 01:00 @ 63,473.092026-02-06 14:00 @ 67,261.4513h$99.59+5.88%time stop
1101long2026-02-03 21:00 @ 76,447.192026-02-04 10:00 @ 76,066.7813h−$10.20-0.60%time stop
1100short2026-02-03 17:00 @ 76,442.912026-02-03 20:00 @ 74,908.883h$32.21+1.91%reverse
1099short2026-01-31 17:00 @ 80,304.942026-01-31 18:00 @ 78,794.371h$29.95+1.78%trailing stop
1098long2026-01-30 19:00 @ 83,914.082026-01-31 08:00 @ 83,497.6013h−$10.20-0.61%time stop
1097short2026-01-29 16:00 @ 84,880.922026-01-30 01:00 @ 83,627.069h$23.26+1.39%trailing stop
1096short2026-01-29 15:00 @ 86,961.402026-01-29 15:00 @ 86,311.540m$10.85+0.65%trailing stop
1095short2026-01-27 18:00 @ 87,492.802026-01-27 20:00 @ 88,680.042h−$24.50-1.46%trailing stop
1094short2026-01-26 16:00 @ 87,591.882026-01-27 02:00 @ 88,787.1310h−$24.55-1.46%trailing stop
1093long2026-01-23 16:00 @ 89,729.142026-01-23 20:00 @ 89,338.294h−$9.16-0.54%trailing stop
1092long2026-01-21 20:00 @ 90,339.962026-01-22 09:00 @ 89,860.5213h−$10.86-0.64%time stop
1091short2026-01-21 17:00 @ 87,544.792026-01-21 19:00 @ 89,181.712h−$33.51-1.97%trailing stop
1090long2026-01-21 15:00 @ 89,773.652026-01-21 16:00 @ 88,638.361h−$23.31-1.37%trailing stop
1089short2026-01-20 07:00 @ 90,876.322026-01-20 16:00 @ 90,662.439h$2.42+0.14%reverse
1088short2026-01-19 00:00 @ 93,595.282026-01-19 00:00 @ 93,100.470m$7.37+0.43%trailing stop
1087short2026-01-18 15:00 @ 94,898.922026-01-18 18:00 @ 95,340.283h−$9.53-0.56%trailing stop
1086short2026-01-16 16:00 @ 94,518.692026-01-16 21:00 @ 95,547.055h−$20.30-1.19%trailing stop
1085long2026-01-15 16:00 @ 96,736.642026-01-15 19:00 @ 95,336.293h−$26.60-1.55%trailing stop
1084long2026-01-14 15:00 @ 96,468.292026-01-15 04:00 @ 95,923.9113h−$11.49-0.67%time stop
1083long2026-01-13 16:00 @ 93,426.582026-01-13 22:00 @ 94,610.386h$19.96+1.16%trailing stop
1082long2026-01-12 15:00 @ 90,870.872026-01-13 04:00 @ 91,362.6213h$7.44+0.43%time stop
1081long2026-01-12 00:00 @ 90,982.592026-01-12 08:00 @ 91,236.948h$2.99+0.17%trailing stop
1080short2026-01-07 10:00 @ 91,653.672026-01-07 23:00 @ 91,161.7313h$7.53+0.44%time stop
1079short2026-01-06 18:00 @ 91,529.192026-01-06 21:00 @ 92,802.313h−$25.62-1.49%trailing stop
1078long2026-01-05 15:00 @ 93,408.582026-01-06 04:00 @ 93,706.9513h$3.66+0.21%time stop
1077long2026-01-05 01:00 @ 92,386.472026-01-05 06:00 @ 92,132.425h−$6.44-0.37%trailing stop
1076short2025-12-31 15:00 @ 88,425.712026-01-01 04:00 @ 87,842.1613h$9.85+0.57%time stop
1075long2025-12-30 15:00 @ 88,849.272025-12-30 20:00 @ 87,887.755h−$20.48-1.19%trailing stop
1074short2025-12-29 10:00 @ 88,050.592025-12-29 23:00 @ 87,334.5613h$12.34+0.72%time stop
1073long2025-12-28 23:00 @ 87,886.272025-12-29 09:00 @ 89,166.9110h$22.88+1.34%trailing stop
1072short2025-12-27 23:00 @ 87,508.892025-12-28 10:00 @ 87,997.4211h−$11.16-0.65%trailing stop
1071short2025-12-26 15:00 @ 87,326.932025-12-27 04:00 @ 87,490.8913h−$4.74-0.28%time stop
1070long2025-12-26 03:00 @ 89,169.632025-12-26 08:00 @ 88,415.315h−$16.27-0.95%reverse
1069short2025-12-23 15:00 @ 86,819.832025-12-23 16:00 @ 87,945.221h−$24.08-1.40%trailing stop
1068short2025-12-22 20:00 @ 87,993.402025-12-23 09:00 @ 87,444.1913h$9.18+0.53%time stop
1067short2025-12-22 01:00 @ 88,563.982025-12-22 08:00 @ 89,304.697h−$16.11-0.93%trailing stop
1066short2025-12-21 14:00 @ 87,612.872025-12-21 17:00 @ 88,392.203h−$17.08-0.99%trailing stop
1065short2025-12-19 16:00 @ 87,908.012025-12-20 05:00 @ 88,274.7513h−$8.63-0.50%time stop
1064long2025-12-18 14:00 @ 88,821.762025-12-18 17:00 @ 87,320.133h−$31.33-1.80%trailing stop
1063short2025-12-17 16:00 @ 87,173.562025-12-18 05:00 @ 86,733.2413h$7.27+0.42%time stop
1062long2025-12-17 15:00 @ 89,651.932025-12-17 15:00 @ 87,768.510m−$38.50-2.20%trailing stop
1061short2025-12-16 14:00 @ 86,393.122025-12-16 15:00 @ 87,887.741h−$32.19-1.83%trailing stop
1060short2025-12-15 15:00 @ 87,986.702025-12-16 04:00 @ 85,854.7713h$40.81+2.33%time stop
1059short2025-12-12 16:00 @ 89,877.022025-12-13 05:00 @ 90,352.8713h−$10.96-0.63%time stop
1058short2025-12-10 21:00 @ 92,390.622025-12-11 10:00 @ 90,214.0413h$39.31+2.26%time stop
1057short2025-12-10 11:00 @ 92,211.952025-12-10 20:00 @ 92,932.489h−$15.33-0.88%reverse
1056long2025-12-09 16:00 @ 92,695.442025-12-10 00:00 @ 92,102.938h−$13.06-0.75%trailing stop
1055long2025-12-07 16:00 @ 89,522.902025-12-07 22:00 @ 90,171.166h$10.80+0.62%reverse
1054long2025-12-04 16:00 @ 92,951.992025-12-04 19:00 @ 91,435.453h−$30.41-1.73%trailing stop
1053long2025-12-02 15:00 @ 89,242.952025-12-03 04:00 @ 92,570.6813h$62.97+3.62%time stop
1052short2025-12-01 01:00 @ 86,953.212025-12-01 14:00 @ 85,960.8913h$18.11+1.04%time stop
1051short2025-12-01 00:00 @ 90,302.442025-12-01 00:00 @ 88,873.970m$25.65+1.49%trailing stop
1050short2025-11-28 17:00 @ 90,861.922025-11-29 06:00 @ 90,730.6413h$0.73+0.04%time stop
1049long2025-11-26 18:00 @ 89,810.362025-11-27 07:00 @ 91,180.3613h$24.55+1.43%time stop
1048short2025-11-24 00:00 @ 86,790.242025-11-24 13:00 @ 85,984.3913h$14.23+0.83%time stop
1047long2025-11-21 13:00 @ 83,256.752025-11-22 02:00 @ 85,126.4713h$36.54+2.14%time stop
1046short2025-11-20 17:00 @ 87,837.932025-11-21 06:00 @ 86,165.5313h$30.75+1.81%time stop
1045short2025-11-19 16:00 @ 89,883.022025-11-19 23:00 @ 91,368.737h−$29.87-1.75%trailing stop
1044long2025-11-18 16:00 @ 92,870.072025-11-19 05:00 @ 91,102.1813h−$34.55-2.01%time stop
1043short2025-11-17 14:00 @ 93,894.822025-11-17 14:00 @ 95,657.290m−$34.10-1.98%trailing stop

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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