[Mine-PA] 4-bar exhaustion with trend
public
@djgambhirBTCUSDT · 1h · 2021-12-31 → 2026-08-31 · 40,903 bars in 20.1ms
Underperformed the market. Holding BTCUSDT returned +67.13% over the same period, against this strategy’s -26.74%.
Net P&L
-26.74%
−$2,673.82
Max drawdown
-28.11%
Max run-up
+3.81%
Trades
850
55.9% win rate
Profit factor
0.63
2021-12-31drawdown · worst -28.11%2026-08-31
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -11.13% | -12.92% | 482 | 60% |
| Validation | 2024-10-19 → 2025-09-25 | -8.44% | -9.26% | 180 | 49% |
| Out-of-sample | 2025-09-25 → 2026-08-31 | -9.97% | -10.20% | 188 | 52% |
Risk-adjusted
- Sharpe
- -2.08
- Sortino
- -2.70
- Calmar
- -0.23
- Return ÷ max drawdown
- -0.95
- CAGR
- -6.45%
- Exposure
- 7.3%
Per trade
- Expectancy
- −$3.15 · -0.15%
- Average win / loss
- $9.72 / −$19.44
- Payoff ratio
- 0.50
- Largest win / loss
- $93.83 / −$141.17
- Longest losing streak(winning: 10)
- 11 trades
Drawdown over time
- Max drawdown
- -28.11%
- Longest time under water(still going at the end)
- 1538 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$1,891.00
- Funding
- −$17.60
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +67.13%
Monte Carlo
1,000 alternative histories, each 850 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 | -34.55% | -26.91% | -18.14% |
| Max drawdown | -35.02% | -27.60% | -19.50% |
100% of histories lost money, and 45% had a deeper drawdown than this run’s -28.11%. 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
850 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-02 09:00 @ 47,201.92 | 2022-01-02 17:00 @ 47,933.55 | 8h | −$41.02 | -1.64% | stop loss |
| 2 | short | 2022-01-03 00:00 @ 47,270.55 | 2022-01-03 01:00 @ 47,068.85 | 1h | $8.39 | +0.34% | signal |
| 3 | short | 2022-01-06 08:00 @ 43,213.58 | 2022-01-06 10:00 @ 42,600.09 | 2h | $33.15 | +1.33% | signal |
| 4 | short | 2022-01-08 23:00 @ 41,904.51 | 2022-01-09 00:00 @ 41,696.39 | 1h | $9.92 | +0.40% | signal |
| 5 | short | 2022-01-10 05:00 @ 42,156.62 | 2022-01-10 07:00 @ 41,923.22 | 2h | $11.36 | +0.45% | signal |
| 6 | short | 2022-01-11 05:00 @ 42,275.92 | 2022-01-11 06:00 @ 42,105.03 | 1h | $7.63 | +0.30% | signal |
| 7 | short | 2022-01-14 16:00 @ 43,073.96 | 2022-01-15 00:00 @ 43,051.01 | 8h | −$1.34 | -0.05% | signal |
| 8 | short | 2022-01-18 22:00 @ 42,340.09 | 2022-01-19 01:00 @ 42,251.02 | 3h | $2.89 | +0.12% | signal |
| 9 | short | 2022-01-19 15:00 @ 42,467.49 | 2022-01-19 16:00 @ 41,979.70 | 1h | $26.31 | +1.05% | signal |
| 10 | short | 2022-01-23 11:00 @ 35,876.81 | 2022-01-23 15:00 @ 35,315.59 | 4h | $36.84 | +1.47% | signal |
| 11 | short | 2022-01-24 00:00 @ 36,222.75 | 2022-01-24 02:00 @ 35,645.28 | 2h | $37.81 | +1.50% | signal |
| 12 | short | 2022-01-24 17:00 @ 34,378.69 | 2022-01-24 18:00 @ 35,930.02 | 1h | −$116.89 | -4.61% | stop loss |
| 13 | short | 2022-01-24 19:00 @ 36,147.28 | 2022-01-24 23:00 @ 36,375.50 | 4h | −$18.32 | -0.73% | signal |
| 14 | short | 2022-01-25 11:00 @ 36,402.78 | 2022-01-25 18:00 @ 37,548.76 | 7h | −$81.47 | -3.26% | stop loss |
| 15 | short | 2022-01-25 19:00 @ 37,292.54 | 2022-01-25 20:00 @ 37,047.40 | 1h | $13.82 | +0.56% | signal |
| 16 | short | 2022-01-27 08:00 @ 36,144.58 | 2022-01-27 11:00 @ 36,308.42 | 3h | −$13.99 | -0.56% | signal |
| 17 | short | 2022-01-31 11:00 @ 37,266.33 | 2022-01-31 15:00 @ 37,864.59 | 4h | −$42.29 | -1.71% | stop loss |
| 18 | long | 2022-02-02 02:00 @ 38,432.70 | 2022-02-02 09:00 @ 38,422.31 | 7h | −$3.38 | -0.14% | signal |
| 19 | long | 2022-02-07 08:00 @ 42,721.33 | 2022-02-07 12:00 @ 42,683.71 | 4h | −$4.77 | -0.19% | signal |
| 20 | long | 2022-02-08 00:00 @ 43,838.76 | 2022-02-08 02:00 @ 44,017.21 | 2h | $7.32 | +0.30% | signal |
| 21 | long | 2022-02-08 18:00 @ 42,962.37 | 2022-02-08 21:00 @ 44,248.37 | 3h | $71.37 | +2.89% | signal |
| 22 | long | 2022-02-10 21:00 @ 44,086.67 | 2022-02-11 00:00 @ 42,768.78 | 3h | −$76.85 | -3.09% | stop loss |
| 23 | long | 2022-02-17 00:00 @ 43,869.57 | 2022-02-17 07:00 @ 43,811.24 | 7h | −$5.99 | -0.24% | signal |
| 24 | short | 2022-02-18 20:00 @ 40,188.16 | 2022-02-18 21:00 @ 40,018.20 | 1h | $7.97 | +0.32% | signal |
| 25 | short | 2022-02-23 10:00 @ 38,838.83 | 2022-02-23 15:00 @ 38,648.03 | 5h | $9.66 | +0.39% | signal |
| 26 | short | 2022-02-24 17:00 @ 36,112.48 | 2022-02-24 18:00 @ 35,822.26 | 1h | $17.39 | +0.70% | signal |
| 27 | long | 2022-02-26 05:00 @ 39,362.17 | 2022-02-26 11:00 @ 38,975.30 | 6h | −$27.02 | -1.09% | signal |
| 28 | short | 2022-02-27 09:00 @ 38,779.34 | 2022-02-27 11:00 @ 39,514.29 | 2h | −$49.25 | -2.00% | stop loss |
| 29 | short | 2022-02-28 07:00 @ 37,952.41 | 2022-02-28 10:00 @ 38,085.52 | 3h | −$11.29 | -0.46% | signal |
| 30 | long | 2022-03-01 17:00 @ 43,388.88 | 2022-03-01 21:00 @ 44,049.09 | 4h | $34.84 | +1.42% | signal |
| 31 | long | 2022-03-03 18:00 @ 42,403.08 | 2022-03-03 23:00 @ 42,473.60 | 5h | $1.63 | +0.07% | signal |
| 32 | long | 2022-03-04 03:00 @ 41,410.28 | 2022-03-04 09:00 @ 41,560.99 | 6h | $6.24 | +0.25% | signal |
| 33 | short | 2022-03-05 18:00 @ 39,396.52 | 2022-03-05 22:00 @ 39,369.87 | 4h | −$0.80 | -0.03% | signal |
| 34 | short | 2022-03-07 07:00 @ 38,130.37 | 2022-03-07 08:00 @ 37,885.78 | 1h | $13.34 | +0.54% | signal |
| 35 | short | 2022-03-08 04:00 @ 38,670.86 | 2022-03-08 06:00 @ 38,343.77 | 2h | $18.40 | +0.75% | signal |
| 36 | short | 2022-03-08 11:00 @ 39,035.89 | 2022-03-08 22:00 @ 38,493.50 | 11h | $32.11 | +1.30% | time stop |
| 37 | short | 2022-03-09 02:00 @ 39,179.56 | 2022-03-09 03:00 @ 40,128.47 | 1h | −$62.53 | -2.52% | stop loss |
| 38 | short | 2022-03-13 04:00 @ 39,162.67 | 2022-03-13 10:00 @ 38,971.79 | 6h | $9.56 | +0.39% | signal |
| 39 | long | 2022-03-20 17:00 @ 41,298.66 | 2022-03-20 20:00 @ 41,356.23 | 3h | $0.97 | +0.04% | signal |
| 40 | long | 2022-03-21 14:00 @ 41,093.22 | 2022-03-21 16:00 @ 41,190.06 | 2h | $3.34 | +0.14% | signal |
| 41 | long | 2022-03-22 16:00 @ 42,575.61 | 2022-03-22 22:00 @ 42,796.54 | 6h | $10.08 | +0.41% | signal |
| 42 | long | 2022-03-23 05:00 @ 41,942.29 | 2022-03-23 07:00 @ 42,198.76 | 2h | $12.62 | +0.51% | signal |
| 43 | long | 2022-03-24 11:00 @ 42,990.30 | 2022-03-24 15:00 @ 43,553.29 | 4h | $29.88 | +1.21% | signal |
| 44 | long | 2022-03-28 23:00 @ 47,537.91 | 2022-03-29 05:00 @ 47,569.68 | 6h | −$1.07 | -0.04% | signal |
| 45 | long | 2022-03-31 17:00 @ 45,704.54 | 2022-03-31 19:00 @ 45,937.71 | 2h | $10.16 | +0.41% | signal |
| 46 | short | 2022-04-10 18:00 @ 43,065.39 | 2022-04-10 22:00 @ 42,701.74 | 4h | $18.48 | +0.74% | signal |
| 47 | short | 2022-04-13 00:00 @ 40,052.69 | 2022-04-13 02:00 @ 39,868.67 | 2h | $8.90 | +0.36% | signal |
| 48 | short | 2022-04-13 06:00 @ 40,153.27 | 2022-04-13 07:00 @ 39,937.99 | 1h | $10.86 | +0.44% | signal |
| 49 | short | 2022-04-16 00:00 @ 40,521.49 | 2022-04-16 04:00 @ 40,425.18 | 4h | $3.49 | +0.14% | signal |
| 50 | short | 2022-04-16 22:00 @ 40,456.91 | 2022-04-17 00:00 @ 40,368.97 | 2h | $2.93 | +0.12% | signal |
| 51 | short | 2022-04-18 04:00 @ 39,780.34 | 2022-04-18 05:00 @ 38,806.16 | 1h | $58.59 | +2.35% | signal |
| 52 | short | 2022-04-18 20:00 @ 40,662.27 | 2022-04-19 02:00 @ 40,739.15 | 6h | −$7.00 | -0.28% | signal |
| 53 | long | 2022-04-21 18:00 @ 41,555.01 | 2022-04-21 20:00 @ 40,839.67 | 2h | −$45.62 | -1.82% | stop loss |
| 54 | short | 2022-04-22 07:00 @ 40,644.57 | 2022-04-22 10:00 @ 40,292.06 | 3h | $18.73 | +0.75% | signal |
| 55 | short | 2022-04-23 08:00 @ 39,570.28 | 2022-04-23 10:00 @ 39,504.30 | 2h | $1.48 | +0.06% | signal |
| 56 | short | 2022-04-23 14:00 @ 39,673.16 | 2022-04-23 19:00 @ 39,666.83 | 5h | −$2.40 | -0.10% | signal |
| 57 | long | 2022-04-28 22:00 @ 39,857.27 | 2022-04-29 08:00 @ 39,576.08 | 10h | −$20.37 | -0.82% | signal |
| 58 | short | 2022-05-02 06:00 @ 38,981.60 | 2022-05-02 08:00 @ 38,877.37 | 2h | $4.18 | +0.17% | signal |
| 59 | short | 2022-05-11 11:00 @ 31,828.73 | 2022-05-11 12:00 @ 31,523.40 | 1h | $21.45 | +0.86% | signal |
| 60 | short | 2022-05-13 12:00 @ 30,645.97 | 2022-05-13 16:00 @ 30,333.57 | 4h | $23.00 | +0.92% | signal |
| 61 | short | 2022-05-15 13:00 @ 30,293.54 | 2022-05-15 15:00 @ 29,964.49 | 2h | $24.73 | +0.99% | signal |
| 62 | short | 2022-05-15 22:00 @ 31,059.19 | 2022-05-16 02:00 @ 30,774.75 | 4h | $20.76 | +0.83% | signal |
| 63 | short | 2022-05-17 06:00 @ 30,439.51 | 2022-05-17 11:00 @ 30,446.09 | 5h | −$3.08 | -0.12% | signal |
| 64 | short | 2022-05-21 16:00 @ 29,525.49 | 2022-05-21 18:00 @ 29,399.78 | 2h | $8.27 | +0.33% | signal |
| 65 | short | 2022-05-22 02:00 @ 29,481.70 | 2022-05-22 03:00 @ 29,386.38 | 1h | $5.63 | +0.22% | signal |
| 66 | short | 2022-05-22 09:00 @ 29,535.89 | 2022-05-22 09:00 @ 29,941.23 | 0m | −$37.12 | -1.47% | stop loss |
| 67 | long | 2022-05-23 15:00 @ 30,252.15 | 2022-05-23 16:00 @ 30,352.73 | 1h | $5.83 | +0.23% | signal |
| 68 | short | 2022-05-24 04:00 @ 29,282.24 | 2022-05-24 09:00 @ 29,152.33 | 5h | $8.62 | +0.34% | signal |
| 69 | short | 2022-05-24 23:00 @ 29,581.88 | 2022-05-25 02:00 @ 30,153.96 | 3h | −$51.07 | -2.03% | stop loss |
| 70 | short | 2022-05-26 18:00 @ 29,620.87 | 2022-05-26 20:00 @ 29,380.67 | 2h | $17.79 | +0.71% | signal |
| 71 | short | 2022-05-28 06:00 @ 28,862.03 | 2022-05-28 17:00 @ 29,004.80 | 11h | −$14.44 | -0.58% | time stop |
| 72 | long | 2022-05-31 02:00 @ 31,565.31 | 2022-05-31 03:00 @ 31,687.76 | 1h | $7.20 | +0.29% | signal |
| 73 | long | 2022-06-01 05:00 @ 31,562.81 | 2022-06-01 10:00 @ 31,673.76 | 5h | $6.04 | +0.24% | signal |
| 74 | short | 2022-06-02 08:00 @ 29,946.81 | 2022-06-02 14:00 @ 29,886.38 | 6h | $2.61 | +0.10% | signal |
| 75 | short | 2022-06-03 22:00 @ 29,782.94 | 2022-06-04 02:00 @ 29,579.21 | 4h | $14.65 | +0.58% | signal |
| 76 | short | 2022-06-14 16:00 @ 22,668.07 | 2022-06-14 18:00 @ 22,352.27 | 2h | $32.35 | +1.29% | signal |
| 77 | short | 2022-06-15 14:00 @ 21,542.69 | 2022-06-15 17:00 @ 20,718.64 | 3h | $93.83 | +3.73% | signal |
| 78 | short | 2022-06-15 21:00 @ 21,669.87 | 2022-06-16 02:00 @ 22,363.47 | 5h | −$84.04 | -3.31% | signal |
| 79 | short | 2022-06-17 08:00 @ 21,083.68 | 2022-06-17 10:00 @ 20,967.49 | 2h | $11.14 | +0.44% | signal |
| 80 | short | 2022-06-19 10:00 @ 18,990.60 | 2022-06-19 10:00 @ 20,033.53 | 0m | −$141.17 | -5.59% | stop loss |
| 81 | short | 2022-06-19 11:00 @ 19,884.52 | 2022-06-19 13:00 @ 19,342.27 | 2h | $65.39 | +2.63% | signal |
| 82 | short | 2022-06-21 07:00 @ 21,175.66 | 2022-06-21 12:00 @ 20,957.49 | 5h | $23.44 | +0.94% | signal |
| 83 | short | 2022-06-27 04:00 @ 21,156.67 | 2022-06-27 08:00 @ 21,541.80 | 4h | −$48.14 | -1.92% | stop loss |
| 84 | long | 2022-06-27 13:00 @ 21,235.85 | 2022-06-27 13:00 @ 20,833.70 | 0m | −$49.78 | -1.99% | stop loss |
| 85 | short | 2022-07-01 01:00 @ 20,284.94 | 2022-07-01 04:00 @ 19,724.54 | 3h | $66.22 | +2.66% | signal |
| 86 | short | 2022-07-03 20:00 @ 19,479.60 | 2022-07-03 22:00 @ 19,293.56 | 2h | $21.41 | +0.86% | signal |
| 87 | short | 2022-07-04 11:00 @ 19,454.21 | 2022-07-04 11:00 @ 19,792.35 | 0m | −$46.12 | -1.84% | stop loss |
| 88 | short | 2022-07-04 12:00 @ 19,790.24 | 2022-07-04 14:00 @ 19,527.30 | 2h | $30.68 | +1.23% | signal |
| 89 | short | 2022-07-05 17:00 @ 19,535.39 | 2022-07-05 18:00 @ 19,998.85 | 1h | −$61.93 | -2.47% | stop loss |
| 90 | long | 2022-07-08 08:00 @ 21,795.66 | 2022-07-08 12:00 @ 21,248.71 | 4h | −$65.14 | -2.62% | stop loss |
| 91 | short | 2022-07-13 08:00 @ 19,695.86 | 2022-07-13 12:00 @ 20,080.68 | 4h | −$50.78 | -2.05% | stop loss |
| 92 | long | 2022-07-18 20:00 @ 21,619.22 | 2022-07-18 23:00 @ 21,778.54 | 3h | $15.66 | +0.64% | signal |
| 93 | short | 2022-07-27 08:00 @ 21,330.73 | 2022-07-27 10:00 @ 21,288.86 | 2h | $2.50 | +0.10% | signal |
| 94 | long | 2022-07-30 05:00 @ 23,739.65 | 2022-07-30 07:00 @ 23,806.54 | 2h | $4.48 | +0.18% | signal |
| 95 | long | 2022-08-01 00:00 @ 23,294.76 | 2022-08-01 02:00 @ 23,403.02 | 2h | $8.74 | +0.35% | signal |
| 96 | short | 2022-08-05 02:00 @ 22,871.32 | 2022-08-05 06:00 @ 23,274.86 | 4h | −$46.02 | -1.87% | stop loss |
| 97 | long | 2022-08-09 01:00 @ 23,787.66 | 2022-08-09 04:00 @ 23,814.24 | 3h | $0.29 | +0.01% | signal |
| 98 | short | 2022-08-09 22:00 @ 23,172.76 | 2022-08-10 01:00 @ 22,765.85 | 3h | $40.66 | +1.66% | signal |
| 99 | long | 2022-08-10 18:00 @ 23,909.18 | 2022-08-10 21:00 @ 23,878.42 | 3h | −$5.64 | -0.23% | signal |
| 100 | long | 2022-08-11 17:00 @ 24,333.37 | 2022-08-12 00:00 @ 23,819.55 | 7h | −$54.70 | -2.22% | stop loss |
| 101 | long | 2022-08-13 08:00 @ 24,571.01 | 2022-08-13 18:00 @ 24,556.99 | 10h | −$4.11 | -0.17% | signal |
| 102 | long | 2022-08-14 14:00 @ 24,467.99 | 2022-08-14 18:00 @ 24,142.25 | 4h | −$35.08 | -1.43% | stop loss |
| 103 | long | 2022-08-15 07:00 @ 24,124.12 | 2022-08-15 10:00 @ 24,150.97 | 3h | $0.25 | +0.01% | signal |
| 104 | short | 2022-08-20 04:00 @ 21,124.37 | 2022-08-20 09:00 @ 21,190.34 | 5h | −$10.23 | -0.42% | signal |
| 105 | short | 2022-08-20 13:00 @ 21,224.15 | 2022-08-20 19:00 @ 21,099.32 | 6h | $11.80 | +0.48% | signal |
| 106 | short | 2022-08-21 01:00 @ 21,151.27 | 2022-08-21 04:00 @ 21,202.44 | 3h | −$8.35 | -0.34% | signal |
| 107 | short | 2022-08-25 08:00 @ 21,727.85 | 2022-08-25 11:00 @ 21,616.72 | 3h | $10.08 | +0.41% | signal |
| 108 | short | 2022-08-29 04:00 @ 19,850.13 | 2022-08-29 06:00 @ 19,749.25 | 2h | $9.97 | +0.41% | signal |
| 109 | short | 2022-08-29 16:00 @ 20,245.05 | 2022-08-29 19:00 @ 20,167.63 | 3h | $6.76 | +0.28% | signal |
| 110 | short | 2022-08-30 00:00 @ 20,271.44 | 2022-08-30 02:00 @ 20,155.13 | 2h | $11.62 | +0.48% | signal |
| 111 | short | 2022-08-30 21:00 @ 19,960.41 | 2022-08-31 02:00 @ 20,357.25 | 5h | −$51.21 | -2.09% | stop loss |
| 112 | short | 2022-08-31 04:00 @ 20,388.62 | 2022-08-31 07:00 @ 20,242.55 | 3h | $15.03 | +0.62% | signal |
| 113 | short | 2022-09-01 12:00 @ 20,056.99 | 2022-09-01 15:00 @ 19,689.84 | 3h | $42.25 | +1.73% | signal |
| 114 | short | 2022-09-01 21:00 @ 20,056.39 | 2022-09-02 06:00 @ 20,119.02 | 9h | −$10.05 | -0.41% | signal |
| 115 | short | 2022-09-04 00:00 @ 19,816.74 | 2022-09-04 02:00 @ 19,773.95 | 2h | $2.85 | +0.12% | signal |
| 116 | short | 2022-09-05 15:00 @ 19,830.73 | 2022-09-05 19:00 @ 19,735.15 | 4h | $9.48 | +0.39% | signal |
| 117 | short | 2022-09-06 09:00 @ 20,004.40 | 2022-09-06 13:00 @ 19,845.17 | 4h | $17.07 | +0.70% | signal |
| 118 | short | 2022-09-07 09:00 @ 18,791.54 | 2022-09-07 11:00 @ 18,741.95 | 2h | $4.03 | +0.16% | signal |
| 119 | short | 2022-09-08 21:00 @ 19,362.93 | 2022-09-09 03:00 @ 19,673.75 | 6h | −$41.87 | -1.70% | stop loss |
| 120 | short | 2022-09-17 16:00 @ 19,947.71 | 2022-09-17 20:00 @ 20,005.10 | 4h | −$9.45 | -0.39% | signal |
| 121 | short | 2022-09-21 13:00 @ 19,230.65 | 2022-09-21 16:00 @ 19,186.44 | 3h | $3.18 | +0.13% | signal |
| 122 | short | 2022-09-22 19:00 @ 19,181.76 | 2022-09-22 22:00 @ 19,168.83 | 3h | −$0.80 | -0.03% | signal |
| 123 | short | 2022-09-23 18:00 @ 18,760.25 | 2022-09-23 22:00 @ 19,189.63 | 4h | −$58.41 | -2.39% | stop loss |
| 124 | short | 2022-09-23 23:00 @ 19,321.53 | 2022-09-24 01:00 @ 19,142.23 | 2h | $20.20 | +0.83% | signal |
| 125 | long | 2022-09-29 09:00 @ 19,340.97 | 2022-09-29 10:00 @ 19,467.81 | 1h | $13.52 | +0.56% | signal |
| 126 | long | 2022-09-30 19:00 @ 19,664.13 | 2022-10-01 00:00 @ 19,407.72 | 5h | −$34.21 | -1.40% | signal |
| 127 | long | 2022-10-05 15:00 @ 19,876.57 | 2022-10-05 16:00 @ 19,990.60 | 1h | $11.50 | +0.47% | signal |
| 128 | long | 2022-10-06 16:00 @ 20,008.30 | 2022-10-06 18:00 @ 20,104.28 | 2h | $8.99 | +0.37% | signal |
| 129 | short | 2022-10-07 21:00 @ 19,536.09 | 2022-10-08 00:00 @ 19,524.80 | 3h | −$1.03 | -0.04% | signal |
| 130 | short | 2022-10-09 07:00 @ 19,413.72 | 2022-10-09 09:00 @ 19,391.78 | 2h | $0.36 | +0.01% | signal |
| 131 | short | 2022-10-12 22:00 @ 19,166.57 | 2022-10-12 23:00 @ 19,147.73 | 1h | −$0.04 | -0.00% | signal |
| 132 | long | 2022-10-14 06:00 @ 19,799.96 | 2022-10-14 11:00 @ 19,674.76 | 5h | −$18.06 | -0.74% | signal |
| 133 | short | 2022-10-21 03:00 @ 19,098.08 | 2022-10-21 04:00 @ 19,047.81 | 1h | $3.97 | +0.16% | signal |
| 134 | short | 2022-10-22 14:00 @ 19,179.06 | 2022-10-22 17:00 @ 19,188.84 | 3h | −$3.68 | -0.15% | signal |
| 135 | long | 2022-10-24 03:00 @ 19,410.08 | 2022-10-24 10:00 @ 19,371.22 | 7h | −$7.53 | -0.31% | signal |
| 136 | long | 2022-10-25 01:00 @ 19,305.46 | 2022-10-25 04:00 @ 19,328.83 | 3h | $0.51 | +0.02% | signal |
| 137 | long | 2022-10-25 08:00 @ 19,300.76 | 2022-10-25 11:00 @ 19,282.44 | 3h | −$4.95 | -0.20% | signal |
| 138 | long | 2022-10-27 03:00 @ 20,677.13 | 2022-10-27 05:00 @ 20,784.84 | 2h | $10.21 | +0.42% | signal |
| 139 | long | 2022-10-27 10:00 @ 20,606.52 | 2022-10-27 13:00 @ 20,708.86 | 3h | $9.63 | +0.40% | signal |
| 140 | long | 2022-10-30 11:00 @ 20,679.14 | 2022-10-30 12:00 @ 20,756.05 | 1h | $6.61 | +0.27% | signal |
| 141 | long | 2022-11-02 08:00 @ 20,418.28 | 2022-11-02 09:00 @ 20,491.90 | 1h | $6.31 | +0.26% | signal |
| 142 | short | 2022-11-04 03:00 @ 20,296.94 | 2022-11-04 06:00 @ 20,488.89 | 3h | −$25.48 | -1.05% | stop loss |
| 143 | long | 2022-11-07 06:00 @ 20,855.67 | 2022-11-07 07:00 @ 20,642.75 | 1h | −$27.21 | -1.12% | stop loss |
| 144 | short | 2022-11-10 06:00 @ 16,686.06 | 2022-11-10 11:00 @ 16,399.68 | 5h | $36.43 | +1.50% | signal |
| 145 | short | 2022-11-12 10:00 @ 16,849.63 | 2022-11-12 21:00 @ 16,813.26 | 11h | $2.98 | +0.12% | time stop |
| 146 | short | 2022-11-13 04:00 @ 16,902.42 | 2022-11-13 07:00 @ 16,678.44 | 3h | $29.81 | +1.23% | signal |
| 147 | short | 2022-11-15 00:00 @ 16,601.98 | 2022-11-15 06:00 @ 16,651.03 | 6h | −$9.92 | -0.41% | signal |
| 148 | short | 2022-11-17 18:00 @ 16,682.06 | 2022-11-17 20:00 @ 16,618.02 | 2h | $6.92 | +0.28% | signal |
| 149 | short | 2022-11-19 22:00 @ 16,667.67 | 2022-11-19 22:00 @ 16,780.25 | 0m | −$18.92 | -0.78% | stop loss |
| 150 | short | 2022-11-19 23:00 @ 16,725.25 | 2022-11-20 02:00 @ 16,678.03 | 3h | $4.42 | +0.18% | signal |
| 151 | short | 2022-11-20 08:00 @ 16,706.76 | 2022-11-20 09:00 @ 16,608.82 | 1h | $11.93 | +0.49% | signal |
| 152 | long | 2022-11-24 21:00 @ 16,561.91 | 2022-11-24 23:00 @ 16,601.38 | 2h | $3.37 | +0.14% | signal |
| 153 | short | 2022-11-27 03:00 @ 16,516.90 | 2022-11-27 09:00 @ 16,525.90 | 6h | −$3.84 | -0.16% | signal |
| 154 | short | 2022-11-29 05:00 @ 16,419.52 | 2022-11-29 14:00 @ 16,410.28 | 9h | −$1.08 | -0.04% | signal |
| 155 | long | 2022-12-03 06:00 @ 17,008.00 | 2022-12-03 10:00 @ 16,966.71 | 4h | −$8.48 | -0.35% | signal |
| 156 | long | 2022-12-05 16:00 @ 17,077.21 | 2022-12-05 19:00 @ 16,891.14 | 3h | −$29.07 | -1.19% | stop loss |
| 157 | short | 2022-12-07 23:00 @ 16,830.63 | 2022-12-08 01:00 @ 16,807.86 | 2h | $0.89 | +0.04% | signal |
| 158 | long | 2022-12-09 09:00 @ 17,199.64 | 2022-12-09 10:00 @ 17,228.35 | 1h | $1.62 | +0.07% | signal |
| 159 | long | 2022-12-15 16:00 @ 17,427.48 | 2022-12-15 20:00 @ 17,431.51 | 4h | −$1.99 | -0.08% | signal |
| 160 | short | 2022-12-18 00:00 @ 16,764.75 | 2022-12-18 02:00 @ 16,711.14 | 2h | $5.49 | +0.23% | signal |
| 161 | short | 2022-12-18 19:00 @ 16,736.65 | 2022-12-18 22:00 @ 16,742.25 | 3h | −$3.24 | -0.13% | signal |
| 162 | short | 2022-12-20 03:00 @ 16,709.66 | 2022-12-20 11:00 @ 16,773.05 | 8h | −$11.65 | -0.48% | signal |
| 163 | short | 2022-12-22 22:00 @ 16,788.24 | 2022-12-23 01:00 @ 16,778.56 | 3h | −$0.78 | -0.03% | signal |
| 164 | short | 2022-12-24 04:00 @ 16,829.93 | 2022-12-24 06:00 @ 16,819.26 | 2h | −$0.89 | -0.04% | signal |
| 165 | short | 2022-12-25 02:00 @ 16,834.13 | 2022-12-25 03:00 @ 16,821.76 | 1h | −$0.64 | -0.03% | signal |
| 166 | short | 2022-12-31 00:00 @ 16,597.88 | 2022-12-31 02:00 @ 16,566.31 | 2h | $2.43 | +0.10% | signal |
| 167 | short | 2022-12-31 14:00 @ 16,594.38 | 2022-12-31 18:00 @ 16,576.71 | 4h | $0.40 | +0.02% | signal |
| 168 | short | 2023-01-01 13:00 @ 16,550.49 | 2023-01-01 14:00 @ 16,543.21 | 1h | −$1.36 | -0.06% | signal |
| 169 | short | 2023-01-01 19:00 @ 16,580.98 | 2023-01-02 01:00 @ 16,581.32 | 6h | −$2.51 | -0.10% | signal |
| 170 | long | 2023-01-04 11:00 @ 16,841.27 | 2023-01-04 17:00 @ 16,847.43 | 6h | −$1.66 | -0.07% | signal |
| 171 | long | 2023-01-06 00:00 @ 16,827.16 | 2023-01-06 01:00 @ 16,848.73 | 1h | $0.55 | +0.02% | signal |
| 172 | long | 2023-01-06 07:00 @ 16,782.56 | 2023-01-06 11:00 @ 16,706.13 | 4h | −$13.62 | -0.56% | stop loss |
| 173 | long | 2023-01-09 22:00 @ 17,175.93 | 2023-01-10 01:00 @ 17,207.56 | 3h | $1.98 | +0.08% | signal |
| 174 | long | 2023-01-11 13:00 @ 17,412.08 | 2023-01-11 15:00 @ 17,311.34 | 2h | −$16.43 | -0.68% | stop loss |
| 175 | long | 2023-01-21 04:00 @ 22,546.31 | 2023-01-21 05:00 @ 22,588.58 | 1h | $2.11 | +0.09% | signal |
| 176 | long | 2023-01-24 10:00 @ 22,849.77 | 2023-01-24 13:00 @ 22,954.01 | 3h | $8.61 | +0.36% | signal |
| 177 | long | 2023-01-25 00:00 @ 22,632.03 | 2023-01-25 04:00 @ 22,636.57 | 4h | −$2.18 | -0.09% | signal |
| 178 | long | 2023-01-28 08:00 @ 22,988.90 | 2023-01-28 16:00 @ 23,000.00 | 8h | −$1.49 | -0.06% | signal |
| 179 | long | 2023-01-30 10:00 @ 23,197.54 | 2023-01-30 15:00 @ 23,277.04 | 5h | $5.87 | +0.24% | signal |
| 180 | short | 2023-01-31 03:00 @ 22,846.43 | 2023-01-31 06:00 @ 22,752.75 | 3h | $7.51 | +0.31% | signal |
| 181 | long | 2023-02-03 10:00 @ 23,427.68 | 2023-02-03 12:00 @ 23,528.19 | 2h | $7.97 | +0.33% | signal |
| 182 | long | 2023-02-03 20:00 @ 23,312.86 | 2023-02-03 23:00 @ 23,412.62 | 3h | $7.95 | +0.33% | signal |
| 183 | long | 2023-02-08 12:00 @ 23,157.43 | 2023-02-08 15:00 @ 22,936.03 | 3h | −$25.62 | -1.06% | stop loss |
| 184 | short | 2023-02-10 03:00 @ 21,908.02 | 2023-02-10 04:00 @ 21,821.86 | 1h | $7.10 | +0.29% | signal |
| 185 | short | 2023-02-11 15:00 @ 21,737.25 | 2023-02-11 17:00 @ 21,688.74 | 2h | $3.11 | +0.13% | signal |
| 186 | short | 2023-02-12 17:00 @ 21,986.90 | 2023-02-12 22:00 @ 21,732.35 | 5h | $25.64 | +1.06% | signal |
| 187 | short | 2023-02-14 08:00 @ 21,755.65 | 2023-02-14 09:00 @ 21,689.74 | 1h | $5.18 | +0.21% | signal |
| 188 | long | 2023-02-16 23:00 @ 24,017.60 | 2023-02-17 00:00 @ 23,402.92 | 1h | −$64.85 | -2.67% | stop loss |
| 189 | long | 2023-02-17 08:00 @ 23,640.63 | 2023-02-17 09:00 @ 23,799.94 | 1h | $13.60 | +0.56% | signal |
| 190 | short | 2023-02-26 21:00 @ 23,622.27 | 2023-02-26 23:00 @ 23,473.89 | 2h | $12.78 | +0.53% | signal |
| 191 | short | 2023-02-28 00:00 @ 23,475.30 | 2023-02-28 01:00 @ 23,415.78 | 1h | $3.80 | +0.16% | signal |
| 192 | short | 2023-02-28 12:00 @ 23,376.82 | 2023-02-28 20:00 @ 23,255.75 | 8h | $10.27 | +0.42% | signal |
| 193 | long | 2023-03-01 15:00 @ 23,676.63 | 2023-03-01 19:00 @ 23,314.48 | 4h | −$39.73 | -1.64% | stop loss |
| 194 | short | 2023-03-05 02:00 @ 22,578.18 | 2023-03-05 08:00 @ 22,369.67 | 6h | $19.90 | +0.82% | signal |
| 195 | short | 2023-03-06 16:00 @ 22,539.09 | 2023-03-06 20:00 @ 22,387.38 | 4h | $14.01 | +0.58% | signal |
| 196 | short | 2023-03-11 01:00 @ 20,202.86 | 2023-03-11 07:00 @ 20,279.26 | 6h | −$11.59 | -0.48% | signal |
| 197 | short | 2023-03-12 11:00 @ 20,411.02 | 2023-03-12 13:00 @ 20,377.57 | 2h | $1.55 | +0.06% | signal |
| 198 | short | 2023-03-12 19:00 @ 21,063.89 | 2023-03-12 22:00 @ 21,489.37 | 3h | −$51.34 | -2.12% | stop loss |
| 199 | long | 2023-03-15 17:00 @ 24,121.82 | 2023-03-15 19:00 @ 24,413.62 | 2h | $26.70 | +1.11% | signal |
| 200 | long | 2023-03-20 03:00 @ 27,428.68 | 2023-03-20 06:00 @ 27,504.60 | 3h | $4.26 | +0.18% | 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.