[Mine-PA] 4-bar exhaustion with trend

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19+4.39%-3.30%22966%
Validation2024-10-19 → 2025-09-25-2.08%-3.23%10063%
Out-of-sample2025-09-25 → 2026-08-31+1.37%-1.82%8763%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
416long2026-08-31 02:00 @ 77,625.422026-08-31 06:00 @ 77,969.204h$8.87+0.34%signal
415long2026-08-28 20:00 @ 77,561.812026-08-29 00:00 @ 77,790.344h$5.03+0.19%signal
414long2026-08-28 10:00 @ 79,270.352026-08-28 16:00 @ 77,811.886h−$50.56-1.94%stop loss
413long2026-08-26 00:00 @ 78,521.202026-08-26 04:00 @ 79,033.194h$14.12+0.54%signal
412long2026-08-25 14:00 @ 78,643.432026-08-25 16:00 @ 79,447.212h$23.87+0.92%signal
411short2026-08-17 08:00 @ 63,480.802026-08-17 10:00 @ 63,302.762h$4.86+0.19%signal
410short2026-08-16 18:00 @ 63,117.972026-08-16 20:00 @ 63,094.922h−$1.64-0.06%signal
409short2026-08-14 02:00 @ 63,532.692026-08-14 04:00 @ 63,300.662h$6.87+0.27%signal
408long2026-08-09 02:00 @ 64,851.372026-08-09 10:00 @ 64,837.938h−$3.30-0.13%signal
407long2026-08-06 14:00 @ 64,417.682026-08-07 10:00 @ 64,796.1420h$12.30+0.48%signal
406long2026-08-06 04:00 @ 64,509.202026-08-06 06:00 @ 64,866.622h$11.72+0.45%signal
405short2026-08-02 04:00 @ 63,424.112026-08-02 10:00 @ 63,262.356h$4.24+0.16%signal
404short2026-08-01 08:00 @ 63,007.002026-08-01 16:00 @ 62,989.008h−$1.76-0.07%signal
403short2026-07-25 16:00 @ 64,137.272026-07-26 06:00 @ 64,398.8814h−$13.02-0.50%signal
402long2026-07-22 08:00 @ 65,826.562026-07-22 16:00 @ 66,001.608h$4.14+0.16%signal
401long2026-07-16 00:00 @ 64,734.342026-07-16 06:00 @ 64,885.026h$3.36+0.13%signal
400short2026-07-14 06:00 @ 62,687.362026-07-14 12:00 @ 63,577.606h−$39.35-1.52%stop loss
399long2026-07-08 02:00 @ 63,016.302026-07-08 12:00 @ 61,694.8610h−$57.28-2.20%stop loss
398long2026-07-07 06:00 @ 63,105.022026-07-07 12:00 @ 63,365.126h$7.98+0.31%signal
397long2026-07-06 08:00 @ 63,077.112026-07-06 12:00 @ 62,141.834h−$41.54-1.59%stop loss
396long2026-07-05 06:00 @ 62,728.942026-07-05 08:00 @ 62,982.502h$7.95+0.30%signal
395short2026-06-29 22:00 @ 60,442.812026-06-30 00:00 @ 60,236.742h$6.30+0.24%signal
394short2026-06-24 02:00 @ 62,892.022026-06-24 14:00 @ 61,320.4612h$62.38+2.40%signal
393long2026-06-16 00:00 @ 66,299.162026-06-16 08:00 @ 66,328.538h−$1.44-0.06%signal
392short2026-06-07 02:00 @ 61,440.212026-06-07 14:00 @ 61,687.4412h−$13.06-0.50%signal
391short2026-05-25 10:00 @ 77,549.592026-05-25 20:00 @ 77,418.8810h$1.82+0.07%signal
390short2026-05-23 16:00 @ 75,471.902026-05-23 20:00 @ 76,468.674h−$36.89-1.41%stop loss
389short2026-05-17 10:00 @ 78,198.662026-05-17 14:00 @ 78,180.634h−$2.01-0.08%signal
388long2026-05-12 04:00 @ 81,044.512026-05-12 16:00 @ 79,911.7512h−$39.47-1.51%stop loss
387long2026-05-07 16:00 @ 79,877.472026-05-07 20:00 @ 80,087.084h$4.33+0.17%signal
386long2026-04-28 14:00 @ 76,173.632026-04-28 20:00 @ 76,278.246h$0.84+0.03%signal
385long2026-04-27 18:00 @ 76,717.642026-04-28 00:00 @ 77,315.736h$17.75+0.68%signal
384long2026-04-24 20:00 @ 77,611.522026-04-25 04:00 @ 77,613.478h−$2.52-0.10%signal
383long2026-04-23 00:00 @ 78,155.332026-04-23 10:00 @ 76,648.7510h−$52.95-2.02%stop loss
382long2026-04-21 20:00 @ 75,003.702026-04-22 00:00 @ 76,273.044h$41.65+1.59%signal
381long2026-04-16 14:00 @ 73,770.752026-04-16 20:00 @ 75,294.446h$51.22+1.97%signal
380long2026-04-13 10:00 @ 70,772.452026-04-13 12:00 @ 70,869.722h$0.97+0.04%signal
379long2026-04-12 04:00 @ 71,577.912026-04-12 18:00 @ 71,085.7814h−$20.44-0.78%signal
378short2026-04-03 22:00 @ 66,916.012026-04-04 20:00 @ 67,276.2522h−$16.44-0.63%time stop
377short2026-04-01 00:00 @ 68,227.752026-04-01 02:00 @ 67,759.952h$15.20+0.58%signal
376short2026-03-30 08:00 @ 67,582.382026-03-30 18:00 @ 66,818.4610h$26.87+1.03%signal
375long2026-03-05 04:00 @ 72,483.992026-03-05 12:00 @ 72,865.428h$10.95+0.42%signal
374long2026-03-03 06:00 @ 67,925.182026-03-03 18:00 @ 68,266.8412h$10.39+0.40%signal
373short2026-03-01 00:00 @ 66,923.612026-03-01 06:00 @ 67,277.656h−$16.39-0.63%signal
372short2026-02-23 10:00 @ 66,361.632026-02-23 16:00 @ 65,646.236h$25.40+0.98%signal
371short2026-02-20 22:00 @ 67,778.742026-02-21 04:00 @ 67,650.436h$2.44+0.09%signal
370short2026-02-20 06:00 @ 67,742.552026-02-20 12:00 @ 67,303.866h$14.23+0.55%signal
369short2026-02-19 04:00 @ 66,937.012026-02-19 10:00 @ 66,825.066h$1.81+0.07%signal
368short2026-02-18 10:00 @ 68,114.772026-02-18 12:00 @ 67,358.872h$26.11+1.01%signal
367short2026-02-13 16:00 @ 68,638.372026-02-14 06:00 @ 68,751.9514h−$6.87-0.27%signal
366short2026-02-13 14:00 @ 67,224.652026-02-13 14:00 @ 69,221.280m−$80.04-3.07%stop loss
365short2026-02-13 02:00 @ 66,410.122026-02-13 06:00 @ 66,164.734h$7.02+0.27%signal
364short2026-02-12 14:00 @ 68,326.332026-02-12 16:00 @ 67,120.422h$43.20+1.67%signal
363short2026-02-07 20:00 @ 69,327.432026-02-08 18:00 @ 70,768.5522h−$57.15-2.19%time stop
362short2026-02-06 16:00 @ 68,563.782026-02-07 08:00 @ 68,064.1116h$15.61+0.60%signal
361short2026-02-02 14:00 @ 78,156.572026-02-02 20:00 @ 78,314.766h−$8.03-0.31%signal
360short2026-01-30 22:00 @ 84,223.452026-01-31 08:00 @ 83,531.0010h$19.05+0.73%signal
359short2026-01-28 14:00 @ 90,202.062026-01-28 16:00 @ 89,462.392h$18.70+0.72%signal
358short2026-01-28 02:00 @ 89,342.232026-01-28 04:00 @ 89,097.622h$4.51+0.17%signal
357short2026-01-27 00:00 @ 88,282.942026-01-27 06:00 @ 88,441.686h−$7.16-0.28%signal
356short2026-01-23 18:00 @ 90,557.882026-01-23 22:00 @ 89,319.064h$32.84+1.27%signal
355long2026-01-17 08:00 @ 95,080.112026-01-17 12:00 @ 95,264.744h$2.36+0.09%signal
354long2026-01-07 20:00 @ 91,161.832026-01-08 00:00 @ 91,309.834h$1.61+0.06%signal
353long2026-01-06 02:00 @ 93,754.852026-01-06 12:00 @ 93,781.2410h−$1.93-0.07%signal
352short2025-12-28 14:00 @ 87,845.032025-12-28 18:00 @ 87,747.654h$0.53+0.02%signal
351short2025-12-21 10:00 @ 88,850.232025-12-21 14:00 @ 87,647.934h$32.35+1.25%signal
350short2025-12-19 10:00 @ 88,050.792025-12-19 18:00 @ 86,929.988h$30.44+1.18%signal
349short2025-12-18 14:00 @ 88,786.242025-12-18 18:00 @ 86,460.894h$64.63+2.53%signal
348short2025-12-15 08:00 @ 89,684.962025-12-15 14:00 @ 89,405.986h$5.37+0.21%signal
347short2025-12-13 00:00 @ 90,211.652025-12-13 14:00 @ 90,233.1414h−$3.01-0.12%signal
346short2025-11-27 00:00 @ 90,419.912025-11-27 14:00 @ 90,831.7614h−$14.23-0.56%signal
345short2025-11-23 06:00 @ 86,297.942025-11-23 08:00 @ 85,749.252h$13.70+0.54%signal
344short2025-11-16 10:00 @ 96,577.982025-11-16 12:00 @ 95,607.122h$23.10+0.91%signal
343short2025-11-13 08:00 @ 103,410.212025-11-13 10:00 @ 102,812.862h$12.41+0.49%signal
342short2025-11-12 06:00 @ 103,329.332025-11-12 10:00 @ 105,119.984h−$46.90-1.83%stop loss
341short2025-11-10 06:00 @ 106,028.692025-11-10 16:00 @ 105,049.9110h$21.22+0.83%signal
340short2025-11-07 22:00 @ 103,824.032025-11-08 02:00 @ 102,976.394h$18.47+0.72%signal
339short2025-11-07 06:00 @ 102,379.522025-11-07 10:00 @ 100,988.294h$32.11+1.26%signal
338short2025-11-05 14:00 @ 102,905.612025-11-05 22:00 @ 103,646.638h−$20.82-0.82%signal
337long2025-10-29 02:00 @ 112,457.892025-10-29 06:00 @ 112,964.404h$8.91+0.35%signal
336short2025-10-23 06:00 @ 108,872.322025-10-23 22:00 @ 109,515.1016h−$17.43-0.68%signal
335short2025-10-19 16:00 @ 108,407.912025-10-19 22:00 @ 108,713.046h−$9.66-0.38%signal
334short2025-10-12 22:00 @ 114,799.042025-10-13 12:00 @ 114,152.0314h$11.78+0.46%signal
333long2025-10-09 20:00 @ 120,921.782025-10-09 22:00 @ 121,383.622h$7.17+0.28%signal
332long2025-09-30 10:00 @ 112,765.652025-09-30 14:00 @ 113,316.034h$9.86+0.39%signal
331short2025-09-29 00:00 @ 112,097.282025-09-29 12:00 @ 113,152.5412h−$26.47-1.04%stop loss
330short2025-09-28 20:00 @ 110,259.642025-09-28 22:00 @ 111,144.722h−$23.08-0.90%stop loss
329long2025-09-19 16:00 @ 115,850.072025-09-20 00:00 @ 115,546.498h−$9.39-0.37%signal
328long2025-09-19 00:00 @ 117,040.502025-09-19 14:00 @ 115,713.6914h−$31.69-1.23%stop loss
327long2025-09-17 04:00 @ 116,343.462025-09-17 18:00 @ 115,004.5114h−$32.56-1.26%stop loss
326long2025-09-16 14:00 @ 115,177.532025-09-16 16:00 @ 115,854.722h$12.54+0.49%signal
325short2025-09-07 08:00 @ 110,688.662025-09-07 18:00 @ 110,947.6910h−$8.32-0.32%signal
324short2025-09-05 00:00 @ 110,657.362025-09-05 06:00 @ 112,253.576h−$39.66-1.54%stop loss
323short2025-09-03 14:00 @ 111,387.122025-09-04 00:00 @ 111,682.0310h−$9.37-0.36%signal
322short2025-08-28 08:00 @ 113,056.682025-08-28 18:00 @ 112,361.1710h$13.75+0.53%signal
321short2025-08-27 16:00 @ 111,942.612025-08-27 22:00 @ 111,503.006h$7.65+0.30%signal
320short2025-08-27 00:00 @ 111,687.662025-08-27 02:00 @ 111,271.852h$7.07+0.27%signal
319short2025-08-20 22:00 @ 114,274.442025-08-21 10:00 @ 113,355.1712h$18.37+0.71%signal
318short2025-08-19 12:00 @ 115,437.912025-08-19 14:00 @ 115,174.332h$3.30+0.13%signal
317short2025-08-16 18:00 @ 117,634.672025-08-16 22:00 @ 117,423.284h$2.05+0.08%signal
316long2025-08-14 14:00 @ 118,388.372025-08-15 00:00 @ 118,218.5510h−$6.52-0.25%signal
315long2025-08-14 12:00 @ 120,971.992025-08-14 12:00 @ 118,571.310m−$53.91-2.08%stop loss
314long2025-08-12 00:00 @ 118,665.532025-08-12 02:00 @ 118,900.722h$2.28+0.09%signal
313long2025-08-11 14:00 @ 119,993.892025-08-11 20:00 @ 118,254.256h−$40.48-1.56%stop loss
312long2025-08-09 18:00 @ 116,650.332025-08-10 04:00 @ 118,456.3010h$37.20+1.44%signal
311short2025-08-06 18:00 @ 115,442.512025-08-06 22:00 @ 115,033.504h$6.58+0.25%signal
310short2025-08-03 08:00 @ 113,624.472025-08-04 06:00 @ 114,358.5722h−$18.91-0.73%time stop
309long2025-07-28 18:00 @ 117,673.432025-07-29 04:00 @ 118,721.8510h$20.18+0.78%signal
308long2025-07-25 02:00 @ 117,358.072025-07-25 02:00 @ 115,366.770m−$46.64-1.80%stop loss
307long2025-07-23 08:00 @ 118,350.572025-07-24 00:00 @ 118,689.6616h$4.32+0.17%signal
306long2025-07-18 20:00 @ 117,385.172025-07-19 00:00 @ 117,872.924h$8.18+0.32%signal
305long2025-07-07 12:00 @ 108,621.522025-07-07 18:00 @ 107,622.156h−$26.63-1.02%stop loss
304long2025-07-04 06:00 @ 108,980.292025-07-04 14:00 @ 107,687.128h−$33.69-1.29%stop loss
303long2025-06-29 20:00 @ 107,367.972025-06-30 00:00 @ 108,288.144h$19.70+0.76%signal
302short2025-06-23 04:00 @ 101,084.082025-06-23 10:00 @ 101,539.506h−$14.44-0.55%signal
301short2025-06-18 06:00 @ 105,338.932025-06-18 08:00 @ 104,946.592h$7.11+0.27%signal
300short2025-06-15 18:00 @ 105,619.772025-06-15 20:00 @ 105,272.952h$5.95+0.23%signal
299short2025-06-15 02:00 @ 105,340.732025-06-15 08:00 @ 105,395.276h−$3.96-0.15%signal
298long2025-06-12 08:00 @ 107,598.522025-06-12 18:00 @ 108,218.1510h$12.16+0.47%signal
297long2025-06-11 12:00 @ 109,221.942025-06-11 14:00 @ 109,609.572h$6.63+0.25%signal
296long2025-06-10 08:00 @ 109,199.942025-06-10 12:00 @ 109,476.104h$3.71+0.14%signal
295short2025-06-06 16:00 @ 105,014.392025-06-06 20:00 @ 104,197.844h$17.52+0.67%signal
294short2025-06-06 08:00 @ 103,076.082025-06-06 14:00 @ 104,785.736h−$45.95-1.76%stop loss
293short2025-06-01 18:00 @ 104,985.202025-06-02 02:00 @ 105,348.778h−$11.67-0.45%signal
292long2025-05-23 08:00 @ 110,707.442025-05-23 10:00 @ 111,259.942h$10.21+0.39%signal
291long2025-05-15 06:00 @ 102,346.172025-05-15 12:00 @ 102,314.836h−$3.54-0.14%signal
290long2025-05-14 04:00 @ 103,569.812025-05-14 06:00 @ 103,835.432h$4.08+0.16%signal
289long2025-05-11 08:00 @ 103,348.472025-05-11 10:00 @ 104,292.242h$21.04+0.81%signal
288long2025-05-10 02:00 @ 102,953.392025-05-10 04:00 @ 103,158.662h$2.58+0.10%signal
287long2025-05-07 20:00 @ 96,143.722025-05-07 22:00 @ 97,065.482h$22.28+0.86%signal
286long2025-05-04 14:00 @ 95,350.972025-05-04 20:00 @ 95,514.896h$1.77+0.07%signal
285long2025-04-26 10:00 @ 94,246.752025-04-26 16:00 @ 94,306.146h−$0.96-0.04%signal
284long2025-04-24 08:00 @ 92,184.532025-04-24 12:00 @ 92,556.684h$7.74+0.30%signal
283long2025-04-20 10:00 @ 84,516.902025-04-20 20:00 @ 84,591.9810h−$0.23-0.01%signal
282long2025-04-18 06:00 @ 84,724.342025-04-19 04:00 @ 84,828.3322h$0.25+0.01%time stop
281long2025-04-15 18:00 @ 84,446.992025-04-16 16:00 @ 84,794.3422h$7.82+0.30%time stop
280long2025-04-12 02:00 @ 83,198.242025-04-12 06:00 @ 83,282.644h$0.04+0.00%signal
279short2025-04-07 16:00 @ 78,428.912025-04-08 08:00 @ 79,464.3916h−$36.72-1.41%signal
278short2025-04-01 08:00 @ 83,398.522025-04-01 14:00 @ 83,639.826h−$10.06-0.39%signal
277long2025-03-26 20:00 @ 86,542.512025-03-26 22:00 @ 87,043.592h$12.45+0.48%signal
276long2025-03-25 02:00 @ 87,060.912025-03-25 10:00 @ 87,155.078h$0.18+0.01%signal
275short2025-03-19 16:00 @ 84,676.362025-03-19 22:00 @ 86,283.476h−$52.11-1.99%stop loss
274short2025-03-14 14:00 @ 83,541.792025-03-15 08:00 @ 83,813.8618h−$11.29-0.43%signal
273short2025-03-14 02:00 @ 81,542.092025-03-14 12:00 @ 83,845.4510h−$76.97-2.92%stop loss
272short2025-03-13 00:00 @ 83,623.972025-03-13 06:00 @ 83,138.026h$12.68+0.48%signal
271short2025-03-11 22:00 @ 83,046.992025-03-12 04:00 @ 82,114.626h$26.88+1.02%signal
270short2025-03-11 08:00 @ 80,369.922025-03-11 14:00 @ 80,880.276h−$19.25-0.73%signal
269short2025-03-10 08:00 @ 82,261.242025-03-10 14:00 @ 81,521.306h$21.03+0.80%signal
268short2025-03-07 12:00 @ 88,911.112025-03-07 18:00 @ 87,670.036h$33.98+1.30%signal
267short2025-03-05 12:00 @ 89,759.642025-03-05 16:00 @ 88,330.164h$38.93+1.49%signal
266short2025-03-01 22:00 @ 86,011.692025-03-02 10:00 @ 85,862.1712h$1.83+0.07%signal
265short2025-02-28 16:00 @ 83,931.312025-03-01 08:00 @ 84,724.1416h−$27.32-1.05%signal
264short2025-02-27 08:00 @ 86,210.752025-02-27 16:00 @ 85,489.998h$19.19+0.74%signal
263short2025-02-24 00:00 @ 96,199.162025-02-24 04:00 @ 95,407.084h$18.77+0.72%signal
262short2025-02-22 04:00 @ 96,230.752025-02-23 02:00 @ 96,419.2822h−$7.38-0.28%time stop
261short2025-02-20 04:00 @ 96,998.002025-02-20 08:00 @ 96,845.074h$1.50+0.06%signal
260short2025-02-16 22:00 @ 97,114.272025-02-17 00:00 @ 96,086.212h$24.93+0.96%signal
259short2025-02-10 10:00 @ 97,610.572025-02-11 08:00 @ 98,250.8522h−$19.39-0.74%time stop
258short2025-02-06 08:00 @ 98,145.272025-02-06 16:00 @ 97,305.168h$19.65+0.76%signal
257short2025-02-05 06:00 @ 98,087.482025-02-05 18:00 @ 97,521.1012h$12.56+0.48%signal
256long2025-01-25 02:00 @ 104,710.942025-01-25 04:00 @ 105,132.872h$7.85+0.30%signal
255long2025-01-23 04:00 @ 102,437.582025-01-23 08:00 @ 102,647.774h$2.72+0.11%signal
254long2025-01-22 04:00 @ 105,609.222025-01-22 20:00 @ 104,579.0816h−$28.47-1.09%signal
253short2025-01-14 02:00 @ 94,779.442025-01-14 08:00 @ 97,031.626h−$64.55-2.47%stop loss
252short2025-01-12 18:00 @ 95,068.982025-01-12 20:00 @ 94,643.932h$9.08+0.35%signal
251short2025-01-10 04:00 @ 93,636.272025-01-10 14:00 @ 93,540.8010h$0.02+0.00%signal
250short2025-01-02 08:00 @ 95,796.242025-01-02 14:00 @ 96,445.296h−$20.11-0.77%signal
249short2024-12-31 14:00 @ 95,548.292024-12-31 18:00 @ 94,101.624h$37.18+1.42%signal
248short2024-12-31 10:00 @ 93,989.602024-12-31 12:00 @ 96,015.492h−$59.22-2.26%stop loss
247short2024-12-29 00:00 @ 95,240.052024-12-29 02:00 @ 94,837.762h$8.67+0.33%signal
246long2024-12-18 02:00 @ 105,312.862024-12-18 12:00 @ 104,957.6010h−$11.71-0.45%signal
245long2024-12-09 22:00 @ 96,972.192024-12-10 02:00 @ 97,957.604h$23.72+0.91%signal
244long2024-12-06 00:00 @ 97,021.002024-12-06 14:00 @ 98,630.1714h$40.00+1.53%signal
243long2024-12-05 22:00 @ 98,987.692024-12-05 22:00 @ 94,790.920m−$114.43-4.34%stop loss
242long2024-12-03 14:00 @ 93,793.762024-12-03 16:00 @ 95,725.552h$51.42+1.96%signal
241long2024-12-02 10:00 @ 95,564.512024-12-02 14:00 @ 95,720.354h$1.65+0.06%signal
240long2024-11-28 10:00 @ 95,050.312024-11-29 00:00 @ 95,675.2614h$14.29+0.55%signal
239long2024-11-26 14:00 @ 92,266.752024-11-27 02:00 @ 92,802.4412h$10.97+0.42%signal
238long2024-11-26 00:00 @ 93,082.612024-11-26 02:00 @ 94,890.422h$47.41+1.82%signal
237long2024-11-25 18:00 @ 95,310.462024-11-25 22:00 @ 93,093.684h−$63.59-2.42%stop loss
236long2024-11-24 16:00 @ 96,005.502024-11-24 22:00 @ 97,018.296h$24.36+0.93%signal
235long2024-11-17 04:00 @ 90,312.962024-11-17 06:00 @ 90,493.802h$2.62+0.10%signal
234long2024-11-09 18:00 @ 76,225.842024-11-10 00:00 @ 76,659.766h$12.25+0.47%signal
233long2024-11-07 06:00 @ 74,808.262024-11-07 16:00 @ 76,066.2810h$40.88+1.57%signal
232long2024-10-31 16:00 @ 70,652.732024-11-01 00:00 @ 69,408.458h−$49.16-1.88%stop loss
231long2024-10-21 14:00 @ 67,343.572024-10-21 20:00 @ 67,742.056h$12.57+0.48%signal
230long2024-10-19 12:00 @ 68,085.212024-10-20 00:00 @ 68,343.4312h$7.02+0.27%signal
229long2024-10-17 10:00 @ 67,188.332024-10-17 16:00 @ 67,548.396h$11.36+0.44%signal
228short2024-10-11 14:00 @ 61,637.572024-10-11 16:00 @ 62,745.352h−$49.72-1.90%stop loss
227short2024-10-11 02:00 @ 60,531.592024-10-11 12:00 @ 61,689.1210h−$53.05-2.02%stop loss
226short2024-10-06 12:00 @ 62,054.592024-10-06 14:00 @ 62,713.242h−$30.68-1.16%stop loss
225short2024-10-04 18:00 @ 61,940.512024-10-05 00:00 @ 62,066.716h−$8.03-0.30%signal
224long2024-09-30 04:00 @ 64,552.812024-09-30 08:00 @ 63,772.974h−$34.87-1.32%stop loss
223long2024-09-20 14:00 @ 62,834.362024-09-20 22:00 @ 63,071.588h$7.20+0.27%signal
222long2024-09-16 04:00 @ 58,558.112024-09-16 08:00 @ 58,862.834h$11.12+0.42%signal
221short2024-09-09 14:00 @ 55,641.072024-09-09 18:00 @ 56,814.034h−$58.89-2.21%stop loss
220short2024-09-09 04:00 @ 55,073.982024-09-09 06:00 @ 54,655.932h$17.52+0.66%signal
219short2024-09-06 04:00 @ 56,542.392024-09-06 06:00 @ 56,476.192h$0.46+0.02%signal
218short2024-08-31 00:00 @ 59,084.582024-08-31 08:00 @ 59,072.618h−$2.17-0.08%signal
217short2024-08-29 16:00 @ 60,738.752024-08-29 20:00 @ 59,248.754h$62.21+2.35%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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