[Mine-PA] 4-bar exhaustion with trend
public
@djgambhirBTCUSDT · 4h · 2021-12-30 → 2026-08-31 · 10,231 bars in 5.7ms
Underperformed the market. Holding BTCUSDT returned +66.79% over the same period, against this strategy’s -6.63%.
Net P&L
-6.63%
−$662.69
Max drawdown
-13.13%
Max run-up
+7.67%
Trades
199
62.8% win rate
Profit factor
0.82
2021-12-30drawdown · worst -13.13%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -2.51% | -9.25% | 122 | 66% |
| Validation | 2024-10-19 → 2025-09-25 | -1.94% | -3.07% | 41 | 56% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -2.33% | -3.05% | 36 | 61% |
Risk-adjusted
- Sharpe
- -0.44
- Sortino
- -0.59
- Calmar
- -0.11
- Return ÷ max drawdown
- -0.50
- CAGR
- -1.46%
- Exposure
- 7.1%
Per trade
- Expectancy
- −$3.33 · -0.13%
- Average win / loss
- $23.54 / −$48.72
- Payoff ratio
- 0.48
- Largest win / loss
- $156.82 / −$178.50
- Longest losing streak(winning: 12)
- 5 trades
Drawdown over time
- Max drawdown
- -13.13%
- Longest time under water(still going at the end)
- 1432 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$493.81
- Funding
- −$15.05
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +66.79%
Monte Carlo
1,000 alternative histories, each 199 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 | -16.04% | -6.90% | +3.06% |
| Max drawdown | -17.77% | -10.16% | -4.73% |
87% of histories lost money, and 26% had a deeper drawdown than this run’s -13.13%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- ema200 length
- 200
- atr14 length
- 14
- Stop loss (× atr14)
- 2
- Close after (bars)
- 10
- 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
199 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 199 | long | 2026-08-28 16:00 @ 78,324.66 | 2026-08-29 16:00 @ 77,808.54 | 1d | −$18.34 | -0.78% | signal |
| 198 | short | 2026-08-12 12:00 @ 64,194.46 | 2026-08-12 16:00 @ 63,433.98 | 4h | $25.31 | +1.09% | signal |
| 197 | long | 2026-07-27 16:00 @ 64,530.10 | 2026-07-28 00:00 @ 63,467.01 | 8h | −$41.14 | -1.76% | stop loss |
| 196 | long | 2026-07-16 08:00 @ 64,212.94 | 2026-07-16 16:00 @ 64,664.76 | 8h | $13.94 | +0.60% | signal |
| 195 | short | 2026-06-22 16:00 @ 64,795.04 | 2026-06-22 20:00 @ 64,463.49 | 4h | $9.74 | +0.42% | signal |
| 194 | short | 2026-06-07 12:00 @ 62,586.28 | 2026-06-07 16:00 @ 62,084.11 | 4h | $16.39 | +0.70% | signal |
| 193 | short | 2026-05-30 16:00 @ 73,873.22 | 2026-05-31 16:00 @ 73,628.12 | 1d | $5.79 | +0.25% | signal |
| 192 | short | 2026-05-24 00:00 @ 76,699.96 | 2026-05-24 16:00 @ 76,359.07 | 16h | $8.39 | +0.36% | signal |
| 191 | short | 2026-05-20 20:00 @ 77,614.97 | 2026-05-21 12:00 @ 77,172.73 | 16h | $11.07 | +0.48% | signal |
| 190 | long | 2026-05-15 16:00 @ 79,133.92 | 2026-05-17 12:00 @ 78,355.73 | 1d 20h | −$25.62 | -1.10% | time stop |
| 189 | long | 2026-05-15 12:00 @ 80,598.12 | 2026-05-15 12:00 @ 78,710.89 | 0m | −$57.28 | -2.44% | stop loss |
| 188 | long | 2026-05-12 12:00 @ 80,758.85 | 2026-05-13 04:00 @ 81,200.76 | 16h | $10.22 | +0.44% | signal |
| 187 | long | 2026-05-07 04:00 @ 80,813.56 | 2026-05-07 08:00 @ 81,463.70 | 4h | $16.48 | +0.70% | signal |
| 186 | long | 2026-04-18 08:00 @ 76,966.39 | 2026-04-19 04:00 @ 74,919.33 | 20h | −$64.54 | -2.74% | stop loss |
| 185 | short | 2026-04-06 00:00 @ 68,984.10 | 2026-04-07 00:00 @ 68,831.66 | 1d | $3.16 | +0.13% | signal |
| 184 | short | 2026-03-23 16:00 @ 70,098.18 | 2026-03-24 16:00 @ 69,851.57 | 1d | $6.12 | +0.26% | signal |
| 183 | short | 2026-03-21 08:00 @ 70,673.26 | 2026-03-21 20:00 @ 70,379.87 | 12h | $7.43 | +0.32% | signal |
| 182 | long | 2026-03-17 16:00 @ 73,893.28 | 2026-03-18 12:00 @ 71,661.29 | 20h | −$73.65 | -3.11% | stop loss |
| 181 | short | 2026-03-09 16:00 @ 68,818.63 | 2026-03-10 08:00 @ 71,257.27 | 16h | −$87.34 | -3.65% | stop loss |
| 180 | short | 2026-03-01 00:00 @ 66,923.61 | 2026-03-01 12:00 @ 66,452.29 | 12h | $14.54 | +0.61% | signal |
| 179 | short | 2026-02-08 20:00 @ 71,366.72 | 2026-02-09 12:00 @ 68,913.78 | 16h | $79.08 | +3.34% | signal |
| 178 | short | 2026-02-06 16:00 @ 68,563.78 | 2026-02-07 08:00 @ 68,064.11 | 16h | $14.18 | +0.60% | signal |
| 177 | short | 2026-01-02 00:00 @ 88,782.24 | 2026-01-02 16:00 @ 90,228.76 | 16h | −$40.76 | -1.72% | stop loss |
| 176 | short | 2025-12-30 16:00 @ 88,949.01 | 2025-12-31 16:00 @ 87,926.58 | 1d | $25.18 | +1.06% | signal |
| 175 | short | 2025-12-22 08:00 @ 89,109.97 | 2025-12-22 20:00 @ 88,028.60 | 12h | $26.59 | +1.13% | signal |
| 174 | short | 2025-12-19 12:00 @ 88,152.37 | 2025-12-21 04:00 @ 88,060.91 | 1d 16h | $0.99 | +0.04% | signal |
| 173 | short | 2025-12-18 12:00 @ 87,239.55 | 2025-12-18 20:00 @ 84,463.89 | 8h | $72.48 | +3.09% | signal |
| 172 | short | 2025-12-02 16:00 @ 90,791.04 | 2025-12-03 04:00 @ 93,869.53 | 12h | −$82.55 | -3.49% | stop loss |
| 171 | short | 2025-12-02 08:00 @ 86,947.61 | 2025-12-02 12:00 @ 89,516.22 | 4h | −$72.77 | -3.05% | stop loss |
| 170 | short | 2025-11-30 12:00 @ 90,982.70 | 2025-12-01 00:00 @ 90,338.56 | 12h | $14.57 | +0.61% | signal |
| 169 | short | 2025-11-27 08:00 @ 91,343.13 | 2025-11-27 16:00 @ 90,931.18 | 8h | $8.41 | +0.35% | signal |
| 168 | short | 2025-11-23 04:00 @ 86,243.75 | 2025-11-24 12:00 @ 86,249.75 | 1d 8h | −$2.57 | -0.11% | signal |
| 167 | short | 2025-11-09 20:00 @ 104,743.15 | 2025-11-10 16:00 @ 105,049.91 | 20h | −$8.97 | -0.38% | signal |
| 166 | short | 2025-10-31 12:00 @ 110,353.62 | 2025-11-02 00:00 @ 110,069.31 | 1d 12h | $4.70 | +0.20% | signal |
| 165 | long | 2025-10-28 00:00 @ 114,087.01 | 2025-10-29 08:00 @ 113,489.30 | 1d 8h | −$15.26 | -0.64% | signal |
| 164 | short | 2025-10-12 16:00 @ 113,096.38 | 2025-10-13 12:00 @ 114,152.03 | 20h | −$25.00 | -1.05% | signal |
| 163 | short | 2025-09-24 20:00 @ 113,349.03 | 2025-09-25 04:00 @ 112,508.20 | 8h | $15.32 | +0.64% | signal |
| 162 | long | 2025-09-22 00:00 @ 115,206.94 | 2025-09-22 04:00 @ 113,901.06 | 4h | −$29.67 | -1.24% | stop loss |
| 161 | long | 2025-09-19 20:00 @ 115,105.42 | 2025-09-20 08:00 @ 115,886.72 | 12h | $13.73 | +0.57% | signal |
| 160 | long | 2025-09-19 08:00 @ 116,873.37 | 2025-09-19 16:00 @ 115,036.88 | 8h | −$40.27 | -1.68% | stop loss |
| 159 | short | 2025-09-07 12:00 @ 111,227.25 | 2025-09-09 04:00 @ 111,680.03 | 1d 16h | −$11.36 | -0.47% | signal |
| 158 | short | 2025-09-05 08:00 @ 112,877.42 | 2025-09-05 16:00 @ 110,696.23 | 8h | $44.08 | +1.84% | signal |
| 157 | short | 2025-09-02 04:00 @ 110,263.94 | 2025-09-02 12:00 @ 109,720.54 | 8h | $9.60 | +0.40% | signal |
| 156 | short | 2025-08-30 12:00 @ 108,616.87 | 2025-08-31 08:00 @ 108,678.63 | 20h | −$3.59 | -0.15% | signal |
| 155 | long | 2025-08-14 20:00 @ 117,912.98 | 2025-08-15 04:00 @ 118,894.32 | 8h | $17.41 | +0.73% | signal |
| 154 | long | 2025-08-11 20:00 @ 119,059.01 | 2025-08-12 16:00 @ 119,864.02 | 20h | $13.29 | +0.56% | signal |
| 153 | short | 2025-08-03 12:00 @ 113,787.24 | 2025-08-05 04:00 @ 114,237.74 | 1d 16h | −$11.15 | -0.47% | signal |
| 152 | long | 2025-08-01 00:00 @ 115,720.44 | 2025-08-01 16:00 @ 115,282.24 | 16h | −$11.43 | -0.48% | signal |
| 151 | long | 2025-07-28 16:00 @ 118,176.53 | 2025-07-29 04:00 @ 118,721.85 | 12h | $8.14 | +0.34% | signal |
| 150 | long | 2025-07-25 08:00 @ 115,311.96 | 2025-07-25 12:00 @ 116,481.30 | 4h | $21.51 | +0.90% | signal |
| 149 | long | 2025-07-18 20:00 @ 117,385.17 | 2025-07-19 04:00 @ 118,271.64 | 8h | $15.32 | +0.64% | signal |
| 148 | long | 2025-07-07 20:00 @ 108,021.50 | 2025-07-08 12:00 @ 108,691.46 | 16h | $12.21 | +0.51% | signal |
| 147 | long | 2025-07-01 20:00 @ 105,361.17 | 2025-07-02 04:00 @ 106,118.77 | 8h | $14.62 | +0.62% | signal |
| 146 | long | 2025-06-12 08:00 @ 107,598.52 | 2025-06-13 00:00 @ 105,522.33 | 16h | −$48.48 | -2.04% | stop loss |
| 145 | long | 2025-06-01 12:00 @ 104,058.81 | 2025-06-01 16:00 @ 104,642.97 | 4h | $10.97 | +0.46% | signal |
| 144 | long | 2025-05-31 04:00 @ 103,660.93 | 2025-05-31 16:00 @ 104,476.20 | 12h | $16.12 | +0.68% | signal |
| 143 | long | 2025-05-28 08:00 @ 108,786.65 | 2025-05-29 12:00 @ 108,718.25 | 1d 4h | −$4.19 | -0.18% | signal |
| 142 | long | 2025-05-23 16:00 @ 108,914.28 | 2025-05-24 12:00 @ 109,130.37 | 20h | $1.94 | +0.08% | signal |
| 141 | long | 2025-05-03 08:00 @ 96,310.06 | 2025-05-04 20:00 @ 94,476.30 | 1d 12h | −$48.05 | -2.01% | stop loss |
| 140 | long | 2025-04-27 16:00 @ 93,876.47 | 2025-04-27 20:00 @ 94,370.02 | 4h | $10.16 | +0.43% | signal |
| 139 | short | 2025-04-11 16:00 @ 82,470.30 | 2025-04-12 04:00 @ 82,956.89 | 12h | −$16.33 | -0.68% | signal |
| 138 | short | 2025-04-01 12:00 @ 83,863.22 | 2025-04-02 04:00 @ 84,526.40 | 16h | −$21.31 | -0.89% | signal |
| 137 | short | 2025-03-23 16:00 @ 85,130.97 | 2025-03-24 04:00 @ 86,724.78 | 12h | −$47.34 | -1.97% | stop loss |
| 136 | short | 2025-03-22 08:00 @ 84,218.55 | 2025-03-22 16:00 @ 84,090.21 | 8h | $1.22 | +0.05% | signal |
| 135 | short | 2025-03-19 20:00 @ 85,365.52 | 2025-03-20 16:00 @ 84,658.93 | 20h | $17.63 | +0.73% | signal |
| 134 | short | 2025-03-19 08:00 @ 83,135.87 | 2025-03-19 16:00 @ 85,414.86 | 8h | −$68.50 | -2.83% | stop loss |
| 133 | short | 2025-03-14 12:00 @ 83,186.26 | 2025-03-15 08:00 @ 83,813.86 | 20h | −$20.86 | -0.86% | signal |
| 132 | short | 2025-02-27 12:00 @ 86,638.07 | 2025-02-27 16:00 @ 85,489.99 | 4h | $29.63 | +1.23% | signal |
| 131 | short | 2025-02-11 08:00 @ 98,211.55 | 2025-02-11 16:00 @ 96,982.59 | 8h | $27.93 | +1.16% | signal |
| 130 | short | 2025-02-10 12:00 @ 97,607.77 | 2025-02-10 16:00 @ 97,207.14 | 4h | $7.48 | +0.31% | signal |
| 129 | short | 2025-01-14 04:00 @ 94,802.34 | 2025-01-15 12:00 @ 97,842.14 | 1d 8h | −$79.50 | -3.27% | stop loss |
| 128 | short | 2025-01-10 12:00 @ 95,011.49 | 2025-01-10 16:00 @ 93,722.74 | 4h | $30.43 | +1.26% | signal |
| 127 | long | 2025-01-07 16:00 @ 97,934.98 | 2025-01-08 04:00 @ 95,217.76 | 12h | −$70.49 | -2.89% | stop loss |
| 126 | long | 2024-11-23 12:00 @ 98,490.49 | 2024-11-24 04:00 @ 98,241.25 | 16h | −$9.10 | -0.37% | signal |
| 125 | long | 2024-11-07 12:00 @ 74,791.86 | 2024-11-07 16:00 @ 76,066.28 | 4h | $38.96 | +1.60% | signal |
| 124 | long | 2024-10-23 16:00 @ 66,214.94 | 2024-10-24 00:00 @ 66,633.97 | 8h | $12.68 | +0.52% | signal |
| 123 | long | 2024-10-21 16:00 @ 67,367.67 | 2024-10-23 12:00 @ 66,392.82 | 1d 20h | −$39.15 | -1.61% | time stop |
| 122 | long | 2024-10-17 04:00 @ 67,583.61 | 2024-10-17 16:00 @ 67,548.39 | 12h | −$3.95 | -0.16% | signal |
| 121 | short | 2024-10-11 12:00 @ 61,127.87 | 2024-10-11 16:00 @ 62,775.79 | 4h | −$68.68 | -2.80% | stop loss |
| 120 | long | 2024-09-30 12:00 @ 63,807.16 | 2024-10-01 08:00 @ 64,004.10 | 20h | $4.63 | +0.19% | signal |
| 119 | long | 2024-09-25 20:00 @ 63,163.63 | 2024-09-26 08:00 @ 63,810.64 | 12h | $22.58 | +0.92% | signal |
| 118 | long | 2024-09-22 16:00 @ 62,636.62 | 2024-09-22 20:00 @ 63,119.57 | 4h | $16.26 | +0.67% | signal |
| 117 | long | 2024-09-20 20:00 @ 62,784.55 | 2024-09-21 16:00 @ 63,133.97 | 20h | $10.78 | +0.44% | signal |
| 116 | short | 2024-08-29 12:00 @ 60,027.99 | 2024-08-29 20:00 @ 59,248.75 | 8h | $29.20 | +1.20% | signal |
| 115 | short | 2024-08-20 04:00 @ 60,576.38 | 2024-08-20 12:00 @ 60,507.00 | 8h | $0.39 | +0.02% | signal |
| 114 | short | 2024-08-08 12:00 @ 57,280.94 | 2024-08-08 20:00 @ 60,816.52 | 8h | −$155.17 | -6.27% | stop loss |
| 113 | long | 2024-07-30 04:00 @ 66,599.02 | 2024-07-30 08:00 @ 66,900.62 | 4h | $8.71 | +0.35% | signal |
| 112 | long | 2024-07-25 04:00 @ 64,086.71 | 2024-07-25 16:00 @ 64,760.35 | 12h | $23.19 | +0.94% | signal |
| 111 | long | 2024-07-20 12:00 @ 66,459.29 | 2024-07-20 16:00 @ 66,783.64 | 4h | $9.55 | +0.39% | signal |
| 110 | long | 2024-07-17 20:00 @ 64,563.61 | 2024-07-18 04:00 @ 64,814.93 | 8h | $7.10 | +0.29% | signal |
| 109 | short | 2024-07-14 12:00 @ 60,066.98 | 2024-07-15 00:00 @ 61,801.15 | 12h | −$73.77 | -2.98% | stop loss |
| 108 | short | 2024-07-10 00:00 @ 58,011.50 | 2024-07-10 16:00 @ 57,669.63 | 16h | $12.60 | +0.51% | signal |
| 107 | short | 2024-07-06 20:00 @ 57,823.33 | 2024-07-07 08:00 @ 57,355.97 | 12h | $17.72 | +0.72% | signal |
| 106 | short | 2024-07-01 00:00 @ 62,753.55 | 2024-07-01 12:00 @ 62,670.43 | 12h | $1.30 | +0.05% | signal |
| 105 | short | 2024-06-29 12:00 @ 61,098.68 | 2024-06-30 20:00 @ 62,467.66 | 1d 8h | −$57.21 | -2.30% | stop loss |
| 104 | short | 2024-06-20 12:00 @ 66,136.77 | 2024-06-20 16:00 @ 64,807.26 | 4h | $47.29 | +1.91% | signal |
| 103 | long | 2024-06-06 08:00 @ 71,091.42 | 2024-06-06 12:00 @ 71,205.06 | 4h | $1.22 | +0.05% | signal |
| 102 | long | 2024-05-29 20:00 @ 67,329.46 | 2024-05-30 04:00 @ 68,142.37 | 8h | $27.05 | +1.10% | signal |
| 101 | long | 2024-05-18 08:00 @ 66,867.47 | 2024-05-19 04:00 @ 67,119.67 | 20h | $6.57 | +0.27% | signal |
| 100 | short | 2024-05-13 20:00 @ 63,126.97 | 2024-05-14 04:00 @ 62,477.29 | 8h | $23.11 | +0.94% | signal |
| 99 | short | 2024-05-04 00:00 @ 62,841.13 | 2024-05-05 04:00 @ 63,222.44 | 1d 4h | −$16.84 | -0.68% | signal |
| 98 | short | 2024-05-02 20:00 @ 59,312.64 | 2024-05-03 12:00 @ 61,933.23 | 16h | −$112.78 | -4.53% | stop loss |
| 97 | short | 2024-04-28 04:00 @ 63,977.10 | 2024-04-28 12:00 @ 63,471.69 | 8h | $17.12 | +0.69% | signal |
| 96 | short | 2024-04-21 04:00 @ 65,118.27 | 2024-04-21 20:00 @ 64,519.90 | 16h | $20.49 | +0.83% | signal |
| 95 | long | 2024-04-09 04:00 @ 71,353.27 | 2024-04-09 12:00 @ 69,181.52 | 8h | −$79.14 | -3.16% | stop loss |
| 94 | long | 2024-04-03 20:00 @ 65,811.96 | 2024-04-04 12:00 @ 66,348.23 | 16h | $17.35 | +0.69% | signal |
| 93 | long | 2024-04-01 16:00 @ 68,294.56 | 2024-04-02 00:00 @ 66,299.51 | 8h | −$76.99 | -3.06% | stop loss |
| 92 | long | 2024-03-23 00:00 @ 63,838.87 | 2024-03-23 08:00 @ 64,593.68 | 8h | $26.91 | +1.07% | signal |
| 91 | long | 2024-03-14 20:00 @ 69,514.30 | 2024-03-15 08:00 @ 66,471.72 | 12h | −$114.94 | -4.53% | stop loss |
| 90 | long | 2024-03-02 16:00 @ 61,846.87 | 2024-03-03 16:00 @ 62,198.36 | 1d | $8.17 | +0.32% | signal |
| 89 | long | 2024-03-01 04:00 @ 61,195.64 | 2024-03-01 12:00 @ 61,915.31 | 8h | $25.56 | +1.01% | signal |
| 88 | long | 2024-02-23 00:00 @ 51,327.16 | 2024-02-24 08:00 @ 51,089.58 | 1d 8h | −$15.35 | -0.61% | signal |
| 87 | long | 2024-02-20 00:00 @ 51,824.06 | 2024-02-20 12:00 @ 52,315.43 | 12h | $20.90 | +0.83% | signal |
| 86 | long | 2024-02-17 16:00 @ 51,023.60 | 2024-02-18 00:00 @ 51,669.16 | 8h | $28.97 | +1.15% | signal |
| 85 | short | 2024-01-28 00:00 @ 42,093.78 | 2024-01-28 16:00 @ 42,252.95 | 16h | −$11.70 | -0.46% | signal |
| 84 | long | 2024-01-12 04:00 @ 46,006.50 | 2024-01-12 16:00 @ 43,715.55 | 12h | −$130.36 | -5.10% | stop loss |
| 83 | long | 2024-01-09 12:00 @ 46,633.72 | 2024-01-09 20:00 @ 44,901.71 | 8h | −$98.71 | -3.82% | stop loss |
| 82 | long | 2024-01-03 20:00 @ 42,608.92 | 2024-01-04 04:00 @ 43,110.98 | 8h | $27.50 | +1.07% | signal |
| 81 | long | 2024-01-03 00:00 @ 44,988.70 | 2024-01-03 08:00 @ 43,708.41 | 8h | −$77.39 | -2.98% | stop loss |
| 80 | long | 2023-12-30 04:00 @ 42,023.10 | 2023-12-30 16:00 @ 42,401.92 | 12h | $19.62 | +0.76% | signal |
| 79 | long | 2023-12-26 16:00 @ 42,431.58 | 2023-12-27 00:00 @ 42,530.09 | 8h | $2.66 | +0.10% | signal |
| 78 | long | 2023-12-19 20:00 @ 42,388.18 | 2023-12-20 08:00 @ 42,941.41 | 12h | $30.82 | +1.19% | signal |
| 77 | long | 2023-12-17 08:00 @ 41,902.98 | 2023-12-17 20:00 @ 42,128.07 | 12h | $10.75 | +0.42% | signal |
| 76 | long | 2023-12-11 08:00 @ 42,136.53 | 2023-12-11 12:00 @ 42,338.13 | 4h | $9.49 | +0.37% | signal |
| 75 | long | 2023-11-27 16:00 @ 36,750.65 | 2023-11-28 00:00 @ 37,226.95 | 8h | $30.45 | +1.19% | signal |
| 74 | long | 2023-11-16 16:00 @ 36,430.58 | 2023-11-17 04:00 @ 36,488.60 | 12h | $0.96 | +0.04% | signal |
| 73 | long | 2023-11-07 04:00 @ 34,938.89 | 2023-11-07 20:00 @ 35,466.41 | 16h | $35.56 | +1.39% | signal |
| 72 | long | 2023-11-03 12:00 @ 34,272.35 | 2023-11-03 16:00 @ 34,752.55 | 4h | $33.18 | +1.30% | signal |
| 71 | long | 2023-10-18 20:00 @ 28,238.85 | 2023-10-19 12:00 @ 28,430.41 | 16h | $14.77 | +0.58% | signal |
| 70 | short | 2023-10-13 08:00 @ 26,852.53 | 2023-10-13 16:00 @ 26,698.24 | 8h | $12.14 | +0.48% | signal |
| 69 | long | 2023-10-11 00:00 @ 27,386.78 | 2023-10-11 12:00 @ 27,179.56 | 12h | −$22.20 | -0.87% | signal |
| 68 | long | 2023-10-03 00:00 @ 27,483.20 | 2023-10-04 12:00 @ 27,554.49 | 1d 12h | $3.54 | +0.14% | signal |
| 67 | short | 2023-09-28 12:00 @ 26,459.01 | 2023-09-28 12:00 @ 26,992.87 | 0m | −$54.30 | -2.12% | stop loss |
| 66 | short | 2023-09-14 12:00 @ 26,426.31 | 2023-09-15 00:00 @ 26,515.60 | 12h | −$11.36 | -0.44% | signal |
| 65 | short | 2023-09-12 12:00 @ 26,081.98 | 2023-09-13 00:00 @ 25,830.97 | 12h | $22.00 | +0.86% | signal |
| 64 | short | 2023-08-27 16:00 @ 26,105.68 | 2023-08-28 04:00 @ 26,007.20 | 12h | $7.12 | +0.28% | signal |
| 63 | long | 2023-08-10 16:00 @ 29,458.79 | 2023-08-12 12:00 @ 29,410.82 | 1d 20h | −$8.14 | -0.32% | time stop |
| 62 | short | 2023-07-26 04:00 @ 29,222.25 | 2023-07-27 16:00 @ 29,283.86 | 1d 12h | −$7.38 | -0.29% | signal |
| 61 | long | 2023-07-10 08:00 @ 30,106.02 | 2023-07-10 12:00 @ 30,215.56 | 4h | $6.63 | +0.26% | signal |
| 60 | long | 2023-06-25 20:00 @ 30,426.08 | 2023-06-27 04:00 @ 30,353.93 | 1d 8h | −$9.66 | -0.38% | signal |
| 59 | short | 2023-06-18 08:00 @ 26,566.69 | 2023-06-19 00:00 @ 26,334.87 | 16h | $20.16 | +0.79% | signal |
| 58 | short | 2023-06-13 08:00 @ 26,055.09 | 2023-06-13 16:00 @ 25,756.05 | 8h | $26.90 | +1.05% | signal |
| 57 | short | 2023-05-28 08:00 @ 27,213.56 | 2023-05-28 16:00 @ 27,716.51 | 8h | −$49.46 | -1.93% | stop loss |
| 56 | short | 2023-05-19 12:00 @ 26,838.43 | 2023-05-21 08:00 @ 27,050.01 | 1d 20h | −$22.44 | -0.87% | time stop |
| 55 | long | 2023-05-06 16:00 @ 28,563.61 | 2023-05-08 08:00 @ 27,688.52 | 1d 16h | −$82.57 | -3.19% | stop loss |
| 54 | long | 2023-05-06 12:00 @ 29,270.35 | 2023-05-06 12:00 @ 28,396.62 | 0m | −$80.49 | -3.08% | stop loss |
| 53 | long | 2023-04-30 00:00 @ 29,218.54 | 2023-04-30 08:00 @ 29,246.05 | 8h | −$0.24 | -0.01% | signal |
| 52 | short | 2023-04-23 00:00 @ 27,801.64 | 2023-04-23 04:00 @ 27,550.71 | 4h | $21.02 | +0.81% | signal |
| 51 | long | 2023-04-19 16:00 @ 29,253.85 | 2023-04-20 12:00 @ 28,437.40 | 20h | −$76.14 | -2.90% | stop loss |
| 50 | long | 2023-04-17 08:00 @ 29,837.17 | 2023-04-18 00:00 @ 29,208.29 | 16h | −$58.80 | -2.23% | stop loss |
| 49 | long | 2023-04-16 00:00 @ 30,286.46 | 2023-04-16 08:00 @ 30,324.73 | 8h | $0.51 | +0.02% | signal |
| 48 | long | 2023-04-02 20:00 @ 27,939.29 | 2023-04-03 12:00 @ 28,237.65 | 16h | $25.45 | +0.97% | signal |
| 47 | long | 2023-03-16 00:00 @ 24,292.76 | 2023-03-16 08:00 @ 24,609.58 | 8h | $31.32 | +1.19% | signal |
| 46 | short | 2023-03-11 04:00 @ 20,377.22 | 2023-03-11 08:00 @ 19,848.37 | 4h | $65.12 | +2.50% | signal |
| 45 | long | 2023-01-30 12:00 @ 23,079.82 | 2023-01-31 08:00 @ 22,963.11 | 20h | −$16.33 | -0.63% | signal |
| 44 | long | 2023-01-19 00:00 @ 20,684.24 | 2023-01-19 16:00 @ 20,866.63 | 16h | $19.85 | +0.76% | signal |
| 43 | short | 2023-01-02 00:00 @ 16,607.08 | 2023-01-02 20:00 @ 16,781.74 | 20h | −$30.21 | -1.16% | stop loss |
| 42 | short | 2022-12-23 08:00 @ 16,838.63 | 2022-12-24 00:00 @ 16,779.66 | 16h | $7.04 | +0.27% | signal |
| 41 | short | 2022-12-20 16:00 @ 16,907.42 | 2022-12-22 12:00 @ 16,830.97 | 1d 20h | $10.07 | +0.39% | time stop |
| 40 | short | 2022-12-12 20:00 @ 17,032.19 | 2022-12-13 08:00 @ 17,258.86 | 12h | −$37.37 | -1.43% | stop loss |
| 39 | short | 2022-12-10 16:00 @ 17,196.86 | 2022-12-11 00:00 @ 17,123.52 | 8h | $8.60 | +0.33% | signal |
| 38 | short | 2022-12-05 04:00 @ 17,186.66 | 2022-12-05 16:00 @ 17,077.21 | 12h | $13.93 | +0.53% | signal |
| 37 | short | 2022-11-30 08:00 @ 16,870.73 | 2022-12-01 08:00 @ 17,065.91 | 1d | −$32.59 | -1.24% | signal |
| 36 | long | 2022-10-31 00:00 @ 20,619.62 | 2022-10-31 12:00 @ 20,717.96 | 12h | $9.73 | +0.37% | signal |
| 35 | long | 2022-10-27 16:00 @ 20,558.21 | 2022-10-28 12:00 @ 19,999.25 | 20h | −$74.44 | -2.82% | stop loss |
| 34 | short | 2022-10-16 16:00 @ 19,144.87 | 2022-10-17 12:00 @ 19,554.16 | 20h | −$59.18 | -2.23% | stop loss |
| 33 | short | 2022-10-12 20:00 @ 19,128.47 | 2022-10-13 04:00 @ 19,084.52 | 8h | $3.64 | +0.14% | signal |
| 32 | short | 2022-10-03 16:00 @ 19,326.13 | 2022-10-04 04:00 @ 19,922.23 | 12h | −$84.64 | -3.17% | stop loss |
| 31 | short | 2022-09-28 20:00 @ 19,530.79 | 2022-09-29 16:00 @ 19,284.56 | 20h | $31.31 | +1.17% | signal |
| 30 | short | 2022-09-27 04:00 @ 20,087.98 | 2022-09-27 16:00 @ 19,889.28 | 12h | $23.93 | +0.90% | signal |
| 29 | short | 2022-09-20 00:00 @ 19,524.69 | 2022-09-20 04:00 @ 19,357.67 | 4h | $20.27 | +0.76% | signal |
| 28 | short | 2022-08-24 20:00 @ 21,691.56 | 2022-08-25 00:00 @ 21,359.27 | 4h | $37.90 | +1.43% | signal |
| 27 | short | 2022-08-23 20:00 @ 21,508.30 | 2022-08-24 04:00 @ 21,257.35 | 8h | $28.22 | +1.07% | signal |
| 26 | short | 2022-08-21 12:00 @ 21,510.10 | 2022-08-22 08:00 @ 21,093.42 | 20h | $47.98 | +1.83% | signal |
| 25 | long | 2022-08-17 20:00 @ 23,273.15 | 2022-08-18 04:00 @ 23,419.12 | 8h | $13.60 | +0.52% | signal |
| 24 | long | 2022-08-16 16:00 @ 23,890.98 | 2022-08-17 04:00 @ 23,992.20 | 12h | $8.39 | +0.32% | signal |
| 23 | short | 2022-06-20 00:00 @ 20,560.19 | 2022-06-20 04:00 @ 19,970.69 | 4h | $72.08 | +2.77% | signal |
| 22 | short | 2022-06-16 00:00 @ 22,562.99 | 2022-06-16 08:00 @ 21,753.25 | 8h | $89.96 | +3.49% | signal |
| 21 | short | 2022-06-06 16:00 @ 31,523.39 | 2022-06-07 04:00 @ 29,553.41 | 12h | $156.82 | +6.17% | signal |
| 20 | short | 2022-06-02 20:00 @ 30,266.15 | 2022-06-03 12:00 @ 29,749.95 | 16h | $40.53 | +1.60% | signal |
| 19 | short | 2022-05-30 12:00 @ 30,652.87 | 2022-05-30 20:00 @ 31,647.15 | 8h | −$85.12 | -3.34% | stop loss |
| 18 | short | 2022-05-25 04:00 @ 30,182.96 | 2022-05-25 12:00 @ 29,409.38 | 8h | $62.75 | +2.47% | signal |
| 17 | short | 2022-05-19 16:00 @ 30,380.32 | 2022-05-20 16:00 @ 29,147.23 | 1d | $100.16 | +3.99% | signal |
| 16 | short | 2022-05-04 12:00 @ 38,979.70 | 2022-05-05 12:00 @ 39,506.90 | 1d | −$35.86 | -1.42% | signal |
| 15 | short | 2022-04-28 12:00 @ 39,658.67 | 2022-04-29 04:00 @ 39,536.11 | 16h | $5.77 | +0.23% | signal |
| 14 | short | 2022-04-26 00:00 @ 40,402.92 | 2022-04-26 16:00 @ 38,554.71 | 16h | $112.01 | +4.50% | signal |
| 13 | short | 2022-04-19 00:00 @ 40,777.54 | 2022-04-20 08:00 @ 42,137.22 | 1d 8h | −$85.56 | -3.41% | stop loss |
| 12 | long | 2022-04-02 20:00 @ 46,108.32 | 2022-04-03 08:00 @ 46,354.43 | 12h | $10.63 | +0.42% | signal |
| 11 | long | 2022-04-01 04:00 @ 44,593.82 | 2022-04-01 16:00 @ 46,514.30 | 12h | $104.23 | +4.20% | signal |
| 10 | long | 2022-03-30 12:00 @ 47,327.46 | 2022-03-31 16:00 @ 45,961.28 | 1d 4h | −$75.69 | -3.02% | stop loss |
| 9 | long | 2022-03-20 16:00 @ 41,342.47 | 2022-03-21 12:00 @ 41,210.56 | 20h | −$10.97 | -0.44% | signal |
| 8 | short | 2022-02-25 00:00 @ 38,308.54 | 2022-02-25 20:00 @ 38,675.03 | 20h | −$26.12 | -1.04% | signal |
| 7 | short | 2022-02-24 20:00 @ 37,264.85 | 2022-02-24 20:00 @ 39,828.24 | 0m | −$178.50 | -6.98% | stop loss |
| 6 | short | 2022-02-22 20:00 @ 38,032.09 | 2022-02-23 04:00 @ 37,737.95 | 8h | $17.13 | +0.67% | signal |
| 5 | long | 2022-02-12 08:00 @ 42,099.17 | 2022-02-12 20:00 @ 42,636.13 | 12h | $29.38 | +1.15% | signal |
| 4 | short | 2022-01-31 20:00 @ 38,392.33 | 2022-02-02 08:00 @ 38,276.65 | 1d 12h | $4.94 | +0.19% | signal |
| 3 | short | 2022-01-29 04:00 @ 37,707.46 | 2022-01-29 16:00 @ 37,551.30 | 12h | $8.12 | +0.32% | signal |
| 2 | short | 2022-01-20 16:00 @ 43,267.09 | 2022-01-21 00:00 @ 40,670.19 | 8h | $148.14 | +5.91% | signal |
| 1 | short | 2022-01-13 00:00 @ 43,871.94 | 2022-01-13 04:00 @ 43,509.88 | 4h | $17.96 | +0.72% | 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.