[Mine-PA] 4-bar exhaustion with trend
public
@djgambhirBTCUSDT · 2h · 2021-12-31 → 2026-08-31 · 20,455 bars in 13.9ms
Underperformed the market. Holding BTCUSDT returned +63.72% over the same period, against this strategy’s +3.63%.
Net P&L
+3.63%
$362.52
Max drawdown
-5.22%
Max run-up
+8.12%
Trades
416
64.4% win rate
Profit factor
1.08
2021-12-31drawdown · worst -5.22%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +4.39% | -3.30% | 229 | 66% |
| Validation | 2024-10-19 → 2025-09-25 | -2.08% | -3.23% | 100 | 63% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | +1.37% | -1.82% | 87 | 63% |
Risk-adjusted
- Sharpe
- 0.26
- Sortino
- 0.38
- Calmar
- 0.15
- Return ÷ max drawdown
- 0.69
- CAGR
- +0.77%
- Exposure
- 7.3%
Per trade
- Expectancy
- $0.87 · +0.04%
- Average win / loss
- $17.60 / −$29.41
- Payoff ratio
- 0.60
- Largest win / loss
- $103.48 / −$117.39
- Longest losing streak(winning: 10)
- 5 trades
Drawdown over time
- Max drawdown
- -5.22%
- Longest time under water(still going at the end)
- 740 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,075.54
- Funding
- −$20.34
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +63.72%
Monte Carlo
1,000 alternative histories, each 416 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 | -6.02% | +3.97% | +14.57% |
| Max drawdown | -10.09% | -5.40% | -2.87% |
28% of histories lost money, and 53% had a deeper drawdown than this run’s -5.22%. 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
416 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 08:00 @ 47,177.39 | 2022-01-01 12:00 @ 46,764.36 | 4h | $19.65 | +0.79% | signal |
| 2 | short | 2022-01-10 22:00 @ 41,689.84 | 2022-01-11 12:00 @ 41,808.43 | 14h | −$9.20 | -0.37% | signal |
| 3 | short | 2022-01-24 22:00 @ 36,792.63 | 2022-01-25 02:00 @ 36,124.06 | 4h | $43.24 | +1.73% | signal |
| 4 | short | 2022-01-27 12:00 @ 36,662.81 | 2022-01-27 18:00 @ 36,273.62 | 6h | $23.99 | +0.95% | signal |
| 5 | short | 2022-02-04 10:00 @ 37,987.62 | 2022-02-04 12:00 @ 37,807.58 | 2h | $9.43 | +0.37% | signal |
| 6 | long | 2022-02-10 04:00 @ 43,757.52 | 2022-02-10 08:00 @ 44,057.38 | 4h | $14.75 | +0.58% | signal |
| 7 | long | 2022-02-11 02:00 @ 43,170.65 | 2022-02-11 10:00 @ 43,461.33 | 8h | $14.60 | +0.58% | signal |
| 8 | long | 2022-02-11 22:00 @ 42,541.50 | 2022-02-12 10:00 @ 42,367.44 | 12h | −$13.38 | -0.53% | signal |
| 9 | short | 2022-02-22 12:00 @ 37,497.20 | 2022-02-23 04:00 @ 37,737.95 | 16h | −$18.90 | -0.75% | signal |
| 10 | short | 2022-02-24 14:00 @ 35,442.11 | 2022-02-24 18:00 @ 37,052.92 | 4h | −$117.39 | -4.66% | stop loss |
| 11 | short | 2022-02-25 14:00 @ 39,332.43 | 2022-02-25 20:00 @ 38,675.03 | 6h | $39.20 | +1.57% | signal |
| 12 | short | 2022-02-26 18:00 @ 39,221.95 | 2022-02-27 00:00 @ 39,107.12 | 6h | $4.83 | +0.19% | signal |
| 13 | long | 2022-03-03 22:00 @ 42,093.92 | 2022-03-04 00:00 @ 42,441.11 | 2h | $18.13 | +0.72% | signal |
| 14 | short | 2022-03-07 16:00 @ 39,054.49 | 2022-03-07 18:00 @ 38,595.22 | 2h | $26.91 | +1.07% | signal |
| 15 | short | 2022-03-08 04:00 @ 38,670.86 | 2022-03-09 02:00 @ 39,195.24 | 22h | −$35.94 | -1.43% | time stop |
| 16 | short | 2022-03-14 08:00 @ 39,054.39 | 2022-03-15 04:00 @ 38,754.15 | 20h | $16.80 | +0.67% | signal |
| 17 | short | 2022-03-15 16:00 @ 38,993.00 | 2022-03-16 02:00 @ 40,081.06 | 10h | −$72.08 | -2.87% | stop loss |
| 18 | long | 2022-03-20 08:00 @ 41,857.07 | 2022-03-20 16:00 @ 41,060.37 | 8h | −$50.38 | -2.02% | stop loss |
| 19 | long | 2022-03-20 18:00 @ 41,045.41 | 2022-03-21 08:00 @ 41,068.28 | 14h | −$1.35 | -0.05% | signal |
| 20 | long | 2022-03-23 06:00 @ 42,008.50 | 2022-03-23 16:00 @ 42,580.18 | 10h | $30.98 | +1.25% | signal |
| 21 | long | 2022-03-26 16:00 @ 44,202.44 | 2022-03-26 18:00 @ 44,335.73 | 2h | $4.76 | +0.19% | signal |
| 22 | long | 2022-03-31 18:00 @ 45,833.46 | 2022-04-01 02:00 @ 44,828.32 | 8h | −$57.25 | -2.30% | stop loss |
| 23 | long | 2022-04-02 00:00 @ 46,275.45 | 2022-04-02 02:00 @ 46,726.55 | 2h | $21.37 | +0.86% | signal |
| 24 | short | 2022-04-07 12:00 @ 43,731.15 | 2022-04-07 16:00 @ 43,313.66 | 4h | $21.19 | +0.86% | signal |
| 25 | short | 2022-04-10 04:00 @ 42,752.65 | 2022-04-10 06:00 @ 42,644.73 | 2h | $3.79 | +0.15% | signal |
| 26 | short | 2022-04-12 10:00 @ 40,181.16 | 2022-04-12 20:00 @ 39,293.96 | 10h | $52.23 | +2.10% | signal |
| 27 | short | 2022-04-18 14:00 @ 39,304.44 | 2022-04-18 16:00 @ 40,116.03 | 2h | −$54.23 | -2.17% | stop loss |
| 28 | short | 2022-04-23 18:00 @ 39,787.14 | 2022-04-24 00:00 @ 39,421.68 | 6h | $20.34 | +0.82% | signal |
| 29 | short | 2022-04-25 22:00 @ 40,206.16 | 2022-04-26 14:00 @ 39,815.96 | 16h | $22.18 | +0.89% | signal |
| 30 | short | 2022-04-27 08:00 @ 39,062.19 | 2022-04-27 20:00 @ 38,845.57 | 12h | $11.12 | +0.45% | signal |
| 31 | short | 2022-04-28 04:00 @ 39,325.13 | 2022-04-28 14:00 @ 39,093.52 | 10h | $12.08 | +0.48% | signal |
| 32 | short | 2022-05-02 04:00 @ 38,645.87 | 2022-05-02 10:00 @ 38,776.65 | 6h | −$10.74 | -0.43% | signal |
| 33 | short | 2022-05-04 08:00 @ 38,665.37 | 2022-05-04 14:00 @ 38,719.54 | 6h | −$5.94 | -0.24% | signal |
| 34 | short | 2022-05-07 12:00 @ 36,035.09 | 2022-05-07 14:00 @ 35,894.28 | 2h | $7.26 | +0.29% | signal |
| 35 | short | 2022-05-20 12:00 @ 30,406.32 | 2022-05-20 16:00 @ 29,147.23 | 4h | $100.99 | +4.04% | signal |
| 36 | short | 2022-05-23 00:00 @ 30,277.94 | 2022-05-23 14:00 @ 30,316.86 | 14h | −$5.26 | -0.21% | signal |
| 37 | short | 2022-05-24 08:00 @ 29,381.42 | 2022-05-24 14:00 @ 28,952.99 | 6h | $34.25 | +1.36% | signal |
| 38 | short | 2022-05-25 02:00 @ 29,766.75 | 2022-05-25 08:00 @ 29,701.64 | 6h | $3.01 | +0.12% | signal |
| 39 | short | 2022-06-11 08:00 @ 29,303.14 | 2022-06-11 10:00 @ 29,069.41 | 2h | $17.68 | +0.70% | signal |
| 40 | short | 2022-06-21 02:00 @ 20,656.97 | 2022-06-21 12:00 @ 20,957.49 | 10h | −$39.31 | -1.55% | signal |
| 41 | short | 2022-06-27 08:00 @ 21,350.63 | 2022-06-27 12:00 @ 21,302.36 | 4h | $3.28 | +0.13% | signal |
| 42 | short | 2022-06-28 10:00 @ 21,045.79 | 2022-06-28 16:00 @ 20,599.82 | 6h | $51.04 | +2.02% | signal |
| 43 | short | 2022-06-29 22:00 @ 20,281.84 | 2022-06-30 00:00 @ 20,113.92 | 2h | $18.50 | +0.73% | signal |
| 44 | short | 2022-07-05 04:00 @ 20,298.74 | 2022-07-05 10:00 @ 19,762.35 | 6h | $64.96 | +2.55% | signal |
| 45 | short | 2022-07-06 10:00 @ 20,188.16 | 2022-07-07 06:00 @ 20,299.66 | 20h | −$16.36 | -0.64% | signal |
| 46 | long | 2022-07-08 10:00 @ 21,569.11 | 2022-07-08 16:00 @ 21,943.01 | 6h | $41.73 | +1.63% | signal |
| 47 | long | 2022-07-10 14:00 @ 21,079.62 | 2022-07-10 22:00 @ 21,024.49 | 8h | −$9.53 | -0.37% | signal |
| 48 | short | 2022-07-13 08:00 @ 19,695.86 | 2022-07-13 14:00 @ 19,286.16 | 6h | $50.82 | +1.98% | signal |
| 49 | long | 2022-07-22 20:00 @ 22,583.52 | 2022-07-23 02:00 @ 22,771.04 | 6h | $18.58 | +0.72% | signal |
| 50 | long | 2022-07-31 00:00 @ 23,634.73 | 2022-07-31 12:00 @ 23,783.64 | 12h | $13.16 | +0.51% | signal |
| 51 | long | 2022-08-01 10:00 @ 23,306.46 | 2022-08-02 00:00 @ 23,252.95 | 14h | −$8.68 | -0.34% | signal |
| 52 | long | 2022-08-08 20:00 @ 23,923.68 | 2022-08-09 06:00 @ 23,857.33 | 10h | −$10.00 | -0.39% | signal |
| 53 | long | 2022-08-09 16:00 @ 23,066.21 | 2022-08-09 22:00 @ 23,172.76 | 6h | $9.08 | +0.35% | signal |
| 54 | long | 2022-08-11 22:00 @ 24,174.83 | 2022-08-12 04:00 @ 23,992.90 | 6h | −$22.24 | -0.86% | signal |
| 55 | long | 2022-08-16 18:00 @ 23,854.37 | 2022-08-16 20:00 @ 23,914.92 | 2h | $3.96 | +0.15% | signal |
| 56 | short | 2022-08-21 12:00 @ 21,510.10 | 2022-08-22 08:00 @ 21,093.42 | 20h | $47.09 | +1.83% | signal |
| 57 | short | 2022-08-22 16:00 @ 21,383.72 | 2022-08-22 20:00 @ 21,051.31 | 4h | $37.79 | +1.46% | signal |
| 58 | short | 2022-08-23 14:00 @ 21,502.20 | 2022-08-24 02:00 @ 21,255.95 | 12h | $27.27 | +1.05% | signal |
| 59 | short | 2022-08-24 18:00 @ 21,620.58 | 2022-08-24 22:00 @ 21,588.92 | 4h | $1.21 | +0.05% | signal |
| 60 | short | 2022-09-17 02:00 @ 19,986.50 | 2022-09-17 06:00 @ 19,853.97 | 4h | $14.68 | +0.56% | signal |
| 61 | short | 2022-09-21 14:00 @ 19,259.75 | 2022-09-21 16:00 @ 19,830.26 | 2h | −$79.89 | -3.06% | stop loss |
| 62 | short | 2022-09-23 22:00 @ 18,996.10 | 2022-09-24 08:00 @ 18,989.40 | 10h | −$1.60 | -0.06% | signal |
| 63 | short | 2022-09-24 16:00 @ 19,111.38 | 2022-09-24 22:00 @ 18,945.29 | 6h | $20.06 | +0.77% | signal |
| 64 | long | 2022-10-06 10:00 @ 20,096.82 | 2022-10-07 02:00 @ 19,981.90 | 16h | −$17.94 | -0.69% | signal |
| 65 | short | 2022-10-13 22:00 @ 19,387.42 | 2022-10-14 00:00 @ 19,872.25 | 2h | −$67.31 | -2.60% | stop loss |
| 66 | short | 2022-10-17 10:00 @ 19,323.83 | 2022-10-17 12:00 @ 19,597.80 | 2h | −$39.07 | -1.52% | stop loss |
| 67 | short | 2022-10-20 12:00 @ 19,195.06 | 2022-10-20 18:00 @ 19,095.42 | 6h | $10.80 | +0.42% | signal |
| 68 | long | 2022-10-24 08:00 @ 19,322.26 | 2022-10-24 10:00 @ 19,371.22 | 2h | $3.68 | +0.14% | signal |
| 69 | short | 2022-11-10 06:00 @ 16,686.06 | 2022-11-10 12:00 @ 16,391.38 | 6h | $39.92 | +1.55% | signal |
| 70 | short | 2022-11-15 04:00 @ 16,805.64 | 2022-11-15 06:00 @ 16,651.03 | 2h | $21.14 | +0.82% | signal |
| 71 | short | 2022-11-24 02:00 @ 16,734.15 | 2022-11-24 06:00 @ 16,648.93 | 4h | $10.58 | +0.41% | signal |
| 72 | short | 2022-11-27 08:00 @ 16,550.59 | 2022-11-27 10:00 @ 16,517.00 | 2h | $2.58 | +0.10% | signal |
| 73 | short | 2022-11-29 06:00 @ 16,473.60 | 2022-11-29 14:00 @ 16,410.28 | 8h | $7.35 | +0.28% | signal |
| 74 | long | 2022-12-01 18:00 @ 16,963.89 | 2022-12-02 00:00 @ 16,967.11 | 6h | −$2.10 | -0.08% | signal |
| 75 | long | 2022-12-03 08:00 @ 16,958.09 | 2022-12-04 02:00 @ 16,956.11 | 18h | −$3.44 | -0.13% | signal |
| 76 | long | 2022-12-05 20:00 @ 16,922.88 | 2022-12-06 02:00 @ 17,019.00 | 6h | $12.04 | +0.47% | signal |
| 77 | short | 2022-12-17 08:00 @ 16,734.55 | 2022-12-18 06:00 @ 16,735.35 | 22h | −$2.10 | -0.08% | time stop |
| 78 | short | 2022-12-20 08:00 @ 16,792.84 | 2022-12-21 06:00 @ 16,829.87 | 22h | −$8.11 | -0.31% | time stop |
| 79 | short | 2022-12-26 04:00 @ 16,883.82 | 2022-12-26 06:00 @ 16,846.97 | 2h | $3.06 | +0.12% | signal |
| 80 | short | 2022-12-29 06:00 @ 16,567.29 | 2022-12-30 04:00 @ 16,597.22 | 22h | −$6.52 | -0.25% | time stop |
| 81 | short | 2023-01-01 22:00 @ 16,594.28 | 2023-01-02 02:00 @ 16,559.81 | 4h | $2.75 | +0.11% | signal |
| 82 | short | 2023-01-03 08:00 @ 16,719.76 | 2023-01-03 16:00 @ 16,674.23 | 8h | $4.69 | +0.18% | signal |
| 83 | short | 2023-01-04 02:00 @ 16,692.76 | 2023-01-04 02:00 @ 16,836.72 | 0m | −$24.91 | -0.96% | stop loss |
| 84 | long | 2023-01-11 16:00 @ 17,328.67 | 2023-01-11 20:00 @ 17,537.19 | 4h | $28.47 | +1.10% | signal |
| 85 | long | 2023-01-25 16:00 @ 22,577.91 | 2023-01-25 20:00 @ 22,738.85 | 4h | $15.59 | +0.60% | signal |
| 86 | long | 2023-01-30 14:00 @ 23,059.81 | 2023-01-30 16:00 @ 23,173.96 | 2h | $10.23 | +0.39% | signal |
| 87 | long | 2023-02-03 10:00 @ 23,427.68 | 2023-02-03 12:00 @ 23,528.19 | 2h | $8.53 | +0.33% | signal |
| 88 | long | 2023-02-05 02:00 @ 23,321.86 | 2023-02-05 06:00 @ 23,369.63 | 4h | $2.72 | +0.10% | signal |
| 89 | long | 2023-02-05 16:00 @ 23,098.82 | 2023-02-05 18:00 @ 22,766.14 | 2h | −$40.25 | -1.55% | stop loss |
| 90 | long | 2023-02-07 00:00 @ 22,762.35 | 2023-02-07 04:00 @ 22,866.33 | 4h | $8.97 | +0.35% | signal |
| 91 | long | 2023-02-08 16:00 @ 22,866.97 | 2023-02-09 02:00 @ 22,485.29 | 10h | −$46.32 | -1.79% | stop loss |
| 92 | short | 2023-02-14 22:00 @ 22,226.15 | 2023-02-15 02:00 @ 22,105.12 | 4h | $11.53 | +0.45% | signal |
| 93 | long | 2023-02-17 00:00 @ 23,531.31 | 2023-02-17 16:00 @ 24,126.47 | 16h | $62.15 | +2.41% | signal |
| 94 | long | 2023-02-21 16:00 @ 24,558.91 | 2023-02-22 02:00 @ 23,955.99 | 10h | −$66.83 | -2.57% | stop loss |
| 95 | long | 2023-02-23 12:00 @ 23,772.35 | 2023-02-24 02:00 @ 23,987.90 | 14h | $20.58 | +0.80% | signal |
| 96 | long | 2023-02-24 10:00 @ 23,825.16 | 2023-02-24 14:00 @ 23,309.77 | 4h | −$58.48 | -2.26% | stop loss |
| 97 | short | 2023-03-03 10:00 @ 22,353.43 | 2023-03-04 08:00 @ 22,351.07 | 22h | −$2.29 | -0.09% | time stop |
| 98 | short | 2023-03-11 02:00 @ 20,567.59 | 2023-03-11 08:00 @ 19,848.37 | 6h | $87.34 | +3.40% | signal |
| 99 | long | 2023-03-20 04:00 @ 27,269.75 | 2023-03-20 08:00 @ 28,162.87 | 4h | $82.25 | +3.17% | signal |
| 100 | long | 2023-03-20 18:00 @ 27,615.02 | 2023-03-21 10:00 @ 27,910.92 | 16h | $25.12 | +0.96% | signal |
| 101 | long | 2023-04-02 12:00 @ 28,350.57 | 2023-04-02 16:00 @ 27,952.50 | 4h | −$39.49 | -1.51% | stop loss |
| 102 | long | 2023-04-15 18:00 @ 30,240.65 | 2023-04-16 06:00 @ 30,290.64 | 12h | $1.52 | +0.06% | signal |
| 103 | short | 2023-04-24 04:00 @ 27,774.54 | 2023-04-24 06:00 @ 27,648.93 | 2h | $9.20 | +0.35% | signal |
| 104 | short | 2023-04-25 00:00 @ 27,491.90 | 2023-04-25 04:00 @ 27,343.07 | 4h | $11.67 | +0.45% | signal |
| 105 | short | 2023-05-13 02:00 @ 26,812.84 | 2023-05-13 06:00 @ 26,736.55 | 4h | $4.83 | +0.18% | signal |
| 106 | short | 2023-05-15 04:00 @ 27,210.96 | 2023-05-15 16:00 @ 27,634.06 | 12h | −$43.35 | -1.66% | stop loss |
| 107 | short | 2023-05-19 18:00 @ 26,899.02 | 2023-05-20 02:00 @ 26,855.27 | 8h | $1.77 | +0.07% | signal |
| 108 | short | 2023-05-22 10:00 @ 26,843.03 | 2023-05-23 02:00 @ 27,143.65 | 16h | −$31.41 | -1.21% | stop loss |
| 109 | short | 2023-06-11 22:00 @ 26,028.79 | 2023-06-12 00:00 @ 25,915.18 | 2h | $8.75 | +0.34% | signal |
| 110 | short | 2023-06-16 00:00 @ 25,580.88 | 2023-06-16 02:00 @ 25,508.20 | 2h | $4.89 | +0.19% | signal |
| 111 | long | 2023-06-25 20:00 @ 30,426.08 | 2023-06-26 08:00 @ 30,389.42 | 12h | −$5.99 | -0.23% | signal |
| 112 | long | 2023-06-28 06:00 @ 30,442.99 | 2023-06-28 16:00 @ 30,393.72 | 10h | −$7.04 | -0.27% | signal |
| 113 | long | 2023-07-02 04:00 @ 30,511.40 | 2023-07-03 02:00 @ 30,654.17 | 22h | $8.77 | +0.34% | time stop |
| 114 | long | 2023-07-04 20:00 @ 30,691.34 | 2023-07-05 04:00 @ 30,851.13 | 8h | $10.67 | +0.41% | signal |
| 115 | long | 2023-07-05 12:00 @ 30,401.08 | 2023-07-05 18:00 @ 30,501.60 | 6h | $5.74 | +0.22% | signal |
| 116 | long | 2023-07-08 08:00 @ 30,180.83 | 2023-07-08 18:00 @ 30,234.75 | 10h | $1.93 | +0.07% | signal |
| 117 | long | 2023-07-12 20:00 @ 30,274.15 | 2023-07-13 00:00 @ 30,362.83 | 4h | $5.02 | +0.19% | signal |
| 118 | short | 2023-07-16 12:00 @ 30,287.54 | 2023-07-16 20:00 @ 30,245.65 | 8h | $1.12 | +0.04% | signal |
| 119 | short | 2023-07-19 04:00 @ 30,041.99 | 2023-07-19 08:00 @ 29,990.10 | 4h | $1.90 | +0.07% | signal |
| 120 | short | 2023-07-21 18:00 @ 29,906.32 | 2023-07-22 04:00 @ 29,892.68 | 10h | −$1.36 | -0.05% | signal |
| 121 | short | 2023-07-25 10:00 @ 29,148.17 | 2023-07-26 02:00 @ 29,126.92 | 16h | −$0.21 | -0.01% | signal |
| 122 | short | 2023-07-29 20:00 @ 29,322.13 | 2023-07-30 02:00 @ 29,318.86 | 6h | −$2.10 | -0.08% | signal |
| 123 | short | 2023-08-03 02:00 @ 29,235.05 | 2023-08-03 08:00 @ 29,039.81 | 6h | $14.80 | +0.57% | signal |
| 124 | short | 2023-08-05 22:00 @ 29,057.69 | 2023-08-06 02:00 @ 29,032.11 | 4h | −$0.05 | -0.00% | signal |
| 125 | short | 2023-08-08 00:00 @ 29,196.86 | 2023-08-08 02:00 @ 29,146.73 | 2h | $2.13 | +0.08% | signal |
| 126 | long | 2023-08-09 20:00 @ 29,410.18 | 2023-08-10 00:00 @ 29,566.99 | 4h | $11.30 | +0.43% | signal |
| 127 | short | 2023-08-21 00:00 @ 26,170.66 | 2023-08-21 02:00 @ 26,137.03 | 2h | $0.67 | +0.03% | signal |
| 128 | short | 2023-08-23 20:00 @ 26,609.88 | 2023-08-23 22:00 @ 26,311.56 | 2h | $26.69 | +1.02% | signal |
| 129 | short | 2023-08-27 10:00 @ 26,061.39 | 2023-08-27 18:00 @ 26,059.41 | 8h | −$2.39 | -0.09% | signal |
| 130 | short | 2023-08-28 18:00 @ 26,123.77 | 2023-08-28 20:00 @ 25,986.90 | 2h | $11.11 | +0.42% | signal |
| 131 | short | 2023-09-02 16:00 @ 25,874.92 | 2023-09-03 14:00 @ 25,880.78 | 22h | −$3.13 | -0.12% | time stop |
| 132 | short | 2023-09-05 12:00 @ 25,766.15 | 2023-09-05 14:00 @ 25,729.54 | 2h | $1.10 | +0.04% | signal |
| 133 | short | 2023-09-25 18:00 @ 26,336.03 | 2023-09-26 08:00 @ 26,261.55 | 14h | $4.69 | +0.18% | signal |
| 134 | short | 2023-09-28 02:00 @ 26,430.41 | 2023-09-28 14:00 @ 26,792.50 | 12h | −$38.60 | -1.47% | stop loss |
| 135 | long | 2023-09-29 16:00 @ 26,880.27 | 2023-09-29 20:00 @ 26,907.22 | 4h | −$0.01 | -0.00% | signal |
| 136 | long | 2023-10-05 08:00 @ 27,600.92 | 2023-10-05 10:00 @ 27,666.77 | 2h | $3.73 | +0.14% | signal |
| 137 | long | 2023-10-05 22:00 @ 27,438.59 | 2023-10-06 02:00 @ 27,498.80 | 4h | $3.15 | +0.12% | signal |
| 138 | long | 2023-10-08 12:00 @ 27,804.76 | 2023-10-08 14:00 @ 27,892.52 | 2h | $5.63 | +0.22% | signal |
| 139 | long | 2023-10-09 10:00 @ 27,536.51 | 2023-10-09 18:00 @ 27,577.08 | 8h | $1.03 | +0.04% | signal |
| 140 | short | 2023-10-15 20:00 @ 27,024.69 | 2023-10-15 20:00 @ 27,274.42 | 0m | −$26.80 | -1.02% | stop loss |
| 141 | long | 2023-10-30 08:00 @ 34,198.64 | 2023-10-30 10:00 @ 34,530.49 | 2h | $22.43 | +0.86% | signal |
| 142 | long | 2023-11-08 06:00 @ 35,283.86 | 2023-11-08 20:00 @ 35,623.67 | 14h | $22.03 | +0.84% | signal |
| 143 | long | 2023-11-16 12:00 @ 37,279.45 | 2023-11-16 14:00 @ 36,423.43 | 2h | −$62.76 | -2.40% | stop loss |
| 144 | long | 2023-11-16 16:00 @ 36,430.58 | 2023-11-16 18:00 @ 35,552.90 | 2h | −$65.63 | -2.52% | stop loss |
| 145 | long | 2023-11-16 20:00 @ 35,943.59 | 2023-11-17 00:00 @ 36,168.76 | 4h | $13.62 | +0.53% | signal |
| 146 | long | 2023-11-21 18:00 @ 36,920.98 | 2023-11-21 22:00 @ 36,128.28 | 4h | −$58.21 | -2.25% | stop loss |
| 147 | long | 2023-11-26 16:00 @ 37,425.48 | 2023-11-26 22:00 @ 37,596.48 | 6h | $8.93 | +0.35% | signal |
| 148 | long | 2023-12-11 06:00 @ 42,061.91 | 2023-12-11 10:00 @ 42,377.72 | 4h | $16.52 | +0.64% | signal |
| 149 | long | 2023-12-11 18:00 @ 41,387.68 | 2023-12-11 18:00 @ 40,275.59 | 0m | −$71.96 | -2.79% | stop loss |
| 150 | long | 2023-12-15 18:00 @ 41,882.77 | 2023-12-15 20:00 @ 42,116.48 | 2h | $11.74 | +0.46% | signal |
| 151 | long | 2023-12-17 00:00 @ 42,295.86 | 2023-12-17 14:00 @ 41,601.46 | 14h | −$45.22 | -1.76% | stop loss |
| 152 | long | 2023-12-19 16:00 @ 42,521.40 | 2023-12-19 22:00 @ 42,540.69 | 6h | −$1.65 | -0.06% | signal |
| 153 | long | 2023-12-24 22:00 @ 43,525.50 | 2023-12-24 22:00 @ 42,902.41 | 0m | −$39.14 | -1.53% | stop loss |
| 154 | long | 2023-12-25 00:00 @ 43,017.00 | 2023-12-25 04:00 @ 43,173.96 | 4h | $6.49 | +0.25% | signal |
| 155 | long | 2023-12-28 10:00 @ 43,093.62 | 2023-12-28 16:00 @ 42,373.89 | 6h | −$46.35 | -1.82% | stop loss |
| 156 | short | 2023-12-30 18:00 @ 42,513.60 | 2023-12-30 22:00 @ 42,344.37 | 4h | $7.57 | +0.30% | signal |
| 157 | long | 2024-01-06 08:00 @ 43,654.13 | 2024-01-06 16:00 @ 43,854.83 | 8h | $8.87 | +0.35% | signal |
| 158 | long | 2024-01-08 04:00 @ 43,510.70 | 2024-01-08 08:00 @ 43,961.11 | 4h | $23.75 | +0.93% | signal |
| 159 | long | 2024-01-10 12:00 @ 45,539.21 | 2024-01-10 18:00 @ 46,400.72 | 6h | $45.35 | +1.78% | signal |
| 160 | short | 2024-01-19 12:00 @ 41,463.41 | 2024-01-19 16:00 @ 40,905.28 | 4h | $31.89 | +1.25% | signal |
| 161 | short | 2024-01-24 12:00 @ 40,187.06 | 2024-01-24 14:00 @ 39,984.20 | 2h | $10.39 | +0.41% | signal |
| 162 | long | 2024-01-28 18:00 @ 42,161.03 | 2024-01-29 00:00 @ 42,012.80 | 6h | −$11.60 | -0.45% | signal |
| 163 | long | 2024-02-04 20:00 @ 42,632.42 | 2024-02-05 04:00 @ 42,699.36 | 8h | $1.20 | +0.05% | signal |
| 164 | long | 2024-02-07 04:00 @ 42,791.66 | 2024-02-07 10:00 @ 43,120.27 | 6h | $16.99 | +0.66% | signal |
| 165 | long | 2024-02-21 08:00 @ 51,610.22 | 2024-02-21 12:00 @ 50,558.16 | 4h | −$55.23 | -2.15% | stop loss |
| 166 | long | 2024-02-24 02:00 @ 50,625.02 | 2024-02-24 06:00 @ 51,057.59 | 4h | $19.28 | +0.75% | signal |
| 167 | long | 2024-03-02 12:00 @ 61,912.38 | 2024-03-02 20:00 @ 62,172.86 | 8h | $6.77 | +0.26% | signal |
| 168 | long | 2024-03-11 02:00 @ 68,379.17 | 2024-03-11 08:00 @ 71,209.66 | 6h | $103.48 | +4.04% | signal |
| 169 | long | 2024-03-18 20:00 @ 66,999.20 | 2024-03-18 22:00 @ 67,660.27 | 2h | $22.94 | +0.89% | signal |
| 170 | short | 2024-03-20 14:00 @ 63,627.87 | 2024-03-20 20:00 @ 66,362.36 | 6h | −$113.90 | -4.39% | stop loss |
| 171 | short | 2024-03-24 12:00 @ 65,358.83 | 2024-03-24 22:00 @ 67,112.06 | 10h | −$71.03 | -2.77% | stop loss |
| 172 | long | 2024-03-26 18:00 @ 70,139.43 | 2024-03-27 02:00 @ 70,373.82 | 8h | $5.23 | +0.21% | signal |
| 173 | long | 2024-03-27 20:00 @ 68,721.44 | 2024-03-28 00:00 @ 69,518.69 | 4h | $27.02 | +1.06% | signal |
| 174 | long | 2024-03-29 10:00 @ 69,816.26 | 2024-03-29 12:00 @ 70,168.96 | 2h | $10.35 | +0.40% | signal |
| 175 | short | 2024-04-04 14:00 @ 67,218.05 | 2024-04-04 16:00 @ 68,761.01 | 2h | −$61.07 | -2.39% | stop loss |
| 176 | long | 2024-04-07 10:00 @ 69,323.26 | 2024-04-08 06:00 @ 69,714.45 | 20h | $11.29 | +0.44% | signal |
| 177 | short | 2024-04-18 14:00 @ 62,746.95 | 2024-04-19 02:00 @ 61,012.20 | 12h | $67.74 | +2.66% | signal |
| 178 | short | 2024-04-19 10:00 @ 64,731.85 | 2024-04-20 08:00 @ 63,950.79 | 22h | $28.79 | +1.12% | time stop |
| 179 | short | 2024-04-20 18:00 @ 65,154.87 | 2024-04-20 22:00 @ 64,713.24 | 4h | $14.86 | +0.58% | signal |
| 180 | short | 2024-05-02 10:00 @ 57,764.24 | 2024-05-03 02:00 @ 59,746.52 | 16h | −$91.01 | -3.54% | stop loss |
| 181 | short | 2024-05-03 20:00 @ 62,019.49 | 2024-05-04 04:00 @ 62,710.54 | 8h | −$30.93 | -1.21% | signal |
| 182 | long | 2024-05-05 04:00 @ 63,222.44 | 2024-05-05 08:00 @ 63,684.36 | 4h | $16.03 | +0.63% | signal |
| 183 | long | 2024-05-06 18:00 @ 63,164.43 | 2024-05-07 02:00 @ 63,848.33 | 8h | $24.87 | +0.98% | signal |
| 184 | short | 2024-05-11 02:00 @ 60,828.53 | 2024-05-11 22:00 @ 60,902.18 | 20h | −$5.42 | -0.21% | signal |
| 185 | short | 2024-05-12 16:00 @ 61,383.62 | 2024-05-13 04:00 @ 61,142.23 | 12h | $8.00 | +0.31% | signal |
| 186 | long | 2024-05-19 20:00 @ 66,016.10 | 2024-05-20 02:00 @ 66,480.70 | 6h | $15.27 | +0.60% | signal |
| 187 | long | 2024-05-23 00:00 @ 69,233.04 | 2024-05-23 08:00 @ 69,756.65 | 8h | $16.53 | +0.65% | signal |
| 188 | long | 2024-05-29 12:00 @ 67,830.36 | 2024-05-30 04:00 @ 68,142.37 | 16h | $8.64 | +0.34% | signal |
| 189 | long | 2024-06-02 20:00 @ 67,778.95 | 2024-06-03 02:00 @ 68,507.80 | 6h | $24.74 | +0.96% | signal |
| 190 | long | 2024-06-03 22:00 @ 69,142.93 | 2024-06-04 02:00 @ 69,246.05 | 4h | $0.95 | +0.04% | signal |
| 191 | long | 2024-06-07 20:00 @ 69,301.06 | 2024-06-08 08:00 @ 69,598.58 | 12h | $8.21 | +0.32% | signal |
| 192 | long | 2024-06-09 04:00 @ 69,314.76 | 2024-06-09 14:00 @ 69,468.30 | 10h | $2.87 | +0.11% | signal |
| 193 | long | 2024-06-10 06:00 @ 69,609.12 | 2024-06-10 16:00 @ 70,076.88 | 10h | $14.46 | +0.56% | signal |
| 194 | short | 2024-06-20 08:00 @ 65,818.13 | 2024-06-20 14:00 @ 65,131.82 | 6h | $24.47 | +0.95% | signal |
| 195 | short | 2024-06-22 06:00 @ 64,380.02 | 2024-06-23 04:00 @ 64,401.88 | 22h | −$2.84 | -0.11% | time stop |
| 196 | short | 2024-06-25 04:00 @ 61,258.85 | 2024-06-25 08:00 @ 60,673.03 | 4h | $22.13 | +0.86% | signal |
| 197 | short | 2024-07-04 22:00 @ 58,474.10 | 2024-07-05 00:00 @ 57,057.31 | 2h | $60.17 | +2.32% | signal |
| 198 | short | 2024-07-05 16:00 @ 56,626.17 | 2024-07-06 02:00 @ 56,206.24 | 10h | $16.91 | +0.65% | signal |
| 199 | short | 2024-07-08 10:00 @ 57,487.00 | 2024-07-08 16:00 @ 55,747.95 | 6h | $76.33 | +2.93% | signal |
| 200 | short | 2024-07-09 00:00 @ 56,675.06 | 2024-07-09 22:00 @ 57,794.36 | 22h | −$53.99 | -2.05% | time 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.