[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 · 201–400 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2023-03-23 13:00 @ 27,467.89 | 2023-03-23 15:00 @ 28,037.99 | 2h | $47.69 | +1.97% | signal |
| 202 | long | 2023-03-25 20:00 @ 27,184.84 | 2023-03-26 01:00 @ 27,513.60 | 5h | $26.91 | +1.11% | signal |
| 203 | long | 2023-03-27 14:00 @ 27,682.54 | 2023-03-27 14:00 @ 27,240.01 | 0m | −$41.33 | -1.70% | stop loss |
| 204 | long | 2023-03-30 17:00 @ 28,240.35 | 2023-03-30 18:00 @ 27,701.18 | 1h | −$48.68 | -2.01% | stop loss |
| 205 | long | 2023-03-31 19:00 @ 28,313.36 | 2023-03-31 20:00 @ 28,453.21 | 1h | $9.49 | +0.39% | signal |
| 206 | long | 2023-04-03 13:00 @ 28,155.63 | 2023-04-03 14:00 @ 28,242.25 | 1h | $5.01 | +0.21% | signal |
| 207 | long | 2023-04-05 05:00 @ 28,501.80 | 2023-04-05 09:00 @ 28,524.39 | 4h | −$0.71 | -0.03% | signal |
| 208 | short | 2023-04-07 16:00 @ 27,924.61 | 2023-04-07 17:00 @ 27,875.37 | 1h | $1.87 | +0.08% | signal |
| 209 | long | 2023-04-10 05:00 @ 28,234.15 | 2023-04-10 15:00 @ 28,285.54 | 10h | $1.74 | +0.07% | signal |
| 210 | long | 2023-04-12 17:00 @ 29,928.18 | 2023-04-13 01:00 @ 29,966.91 | 8h | $0.55 | +0.02% | signal |
| 211 | short | 2023-04-20 07:00 @ 28,905.32 | 2023-04-20 08:00 @ 28,863.47 | 1h | $1.08 | +0.04% | signal |
| 212 | short | 2023-04-22 13:00 @ 27,319.73 | 2023-04-22 14:00 @ 27,247.35 | 1h | $3.99 | +0.17% | signal |
| 213 | short | 2023-04-22 18:00 @ 27,648.57 | 2023-04-23 01:00 @ 27,538.21 | 7h | $7.33 | +0.30% | signal |
| 214 | short | 2023-04-23 23:00 @ 27,574.18 | 2023-04-24 01:00 @ 27,901.65 | 2h | −$31.05 | -1.28% | stop loss |
| 215 | long | 2023-04-30 21:00 @ 29,320.76 | 2023-04-30 22:00 @ 29,393.82 | 1h | $3.59 | +0.15% | signal |
| 216 | long | 2023-05-05 09:00 @ 29,051.81 | 2023-05-05 12:00 @ 29,131.77 | 3h | $4.22 | +0.18% | signal |
| 217 | long | 2023-05-06 05:00 @ 29,348.47 | 2023-05-06 13:00 @ 28,975.04 | 8h | −$33.35 | -1.38% | stop loss |
| 218 | short | 2023-05-09 00:00 @ 27,654.27 | 2023-05-09 06:00 @ 27,545.81 | 6h | $7.15 | +0.30% | signal |
| 219 | short | 2023-05-09 13:00 @ 27,739.35 | 2023-05-09 14:00 @ 27,610.92 | 1h | $8.74 | +0.36% | signal |
| 220 | short | 2023-05-10 12:00 @ 27,655.07 | 2023-05-10 12:00 @ 27,982.02 | 0m | −$30.90 | -1.28% | stop loss |
| 221 | short | 2023-05-10 13:00 @ 28,154.57 | 2023-05-10 18:00 @ 27,486.60 | 5h | $54.69 | +2.28% | signal |
| 222 | short | 2023-05-14 16:00 @ 27,065.99 | 2023-05-14 17:00 @ 26,947.39 | 1h | $8.26 | +0.34% | signal |
| 223 | short | 2023-05-16 18:00 @ 27,069.09 | 2023-05-16 20:00 @ 26,923.28 | 2h | $10.61 | +0.44% | signal |
| 224 | short | 2023-05-17 18:00 @ 27,071.58 | 2023-05-17 19:00 @ 27,413.74 | 1h | −$33.02 | -1.36% | stop loss |
| 225 | short | 2023-05-19 07:00 @ 26,885.62 | 2023-05-19 08:00 @ 26,847.37 | 1h | $1.02 | +0.04% | signal |
| 226 | short | 2023-05-22 08:00 @ 26,825.43 | 2023-05-22 13:00 @ 26,723.34 | 5h | $6.78 | +0.28% | signal |
| 227 | long | 2023-05-23 19:00 @ 27,135.73 | 2023-05-24 03:00 @ 26,880.41 | 8h | −$25.35 | -1.05% | stop loss |
| 228 | short | 2023-05-25 07:00 @ 26,247.95 | 2023-05-25 08:00 @ 26,124.12 | 1h | $8.95 | +0.37% | signal |
| 229 | short | 2023-05-25 20:00 @ 26,452.71 | 2023-05-26 06:00 @ 26,345.27 | 10h | $7.62 | +0.32% | signal |
| 230 | short | 2023-05-27 05:00 @ 26,741.35 | 2023-05-27 09:00 @ 26,682.44 | 4h | $3.11 | +0.13% | signal |
| 231 | long | 2023-05-29 05:00 @ 27,950.29 | 2023-05-29 15:00 @ 27,600.40 | 10h | −$32.83 | -1.36% | stop loss |
| 232 | long | 2023-05-31 05:00 @ 27,248.85 | 2023-05-31 14:00 @ 26,907.32 | 9h | −$32.59 | -1.36% | stop loss |
| 233 | short | 2023-06-02 05:00 @ 27,046.39 | 2023-06-02 08:00 @ 27,043.71 | 3h | −$2.16 | -0.09% | signal |
| 234 | short | 2023-06-05 23:00 @ 25,690.76 | 2023-06-06 01:00 @ 25,684.34 | 2h | −$1.97 | -0.08% | signal |
| 235 | short | 2023-06-06 17:00 @ 26,355.63 | 2023-06-06 19:00 @ 26,804.31 | 2h | −$43.18 | -1.80% | stop loss |
| 236 | long | 2023-06-07 04:00 @ 26,902.28 | 2023-06-07 09:00 @ 26,456.87 | 5h | −$42.07 | -1.76% | stop loss |
| 237 | short | 2023-06-08 02:00 @ 26,426.01 | 2023-06-08 04:00 @ 26,337.27 | 2h | $5.60 | +0.24% | signal |
| 238 | short | 2023-06-10 23:00 @ 25,858.03 | 2023-06-11 01:00 @ 25,744.55 | 2h | $8.16 | +0.34% | signal |
| 239 | short | 2023-06-11 20:00 @ 26,015.90 | 2023-06-11 23:00 @ 25,888.98 | 3h | $9.22 | +0.39% | signal |
| 240 | short | 2023-06-14 10:00 @ 25,966.91 | 2023-06-14 21:00 @ 24,925.08 | 11h | $93.20 | +3.92% | time stop |
| 241 | short | 2023-06-15 20:00 @ 25,438.01 | 2023-06-16 01:00 @ 25,487.80 | 5h | −$7.01 | -0.29% | signal |
| 242 | long | 2023-06-19 00:00 @ 26,334.87 | 2023-06-19 02:00 @ 26,423.71 | 2h | $5.53 | +0.23% | signal |
| 243 | long | 2023-06-19 10:00 @ 26,391.38 | 2023-06-19 12:00 @ 26,433.21 | 2h | $1.40 | +0.06% | signal |
| 244 | long | 2023-06-22 09:00 @ 30,097.42 | 2023-06-22 14:00 @ 30,220.85 | 5h | $7.45 | +0.31% | signal |
| 245 | long | 2023-06-23 00:00 @ 29,880.98 | 2023-06-23 01:00 @ 29,994.50 | 1h | $6.48 | +0.27% | signal |
| 246 | long | 2023-06-25 21:00 @ 30,368.87 | 2023-06-25 23:00 @ 30,484.40 | 2h | $6.74 | +0.28% | signal |
| 247 | long | 2023-06-27 07:00 @ 30,315.06 | 2023-06-27 08:00 @ 30,398.42 | 1h | $4.21 | +0.17% | signal |
| 248 | long | 2023-06-29 15:00 @ 30,440.09 | 2023-06-30 02:00 @ 30,368.53 | 11h | −$8.55 | -0.35% | time stop |
| 249 | long | 2023-07-01 02:00 @ 30,439.39 | 2023-07-01 06:00 @ 30,409.22 | 4h | −$4.79 | -0.20% | signal |
| 250 | long | 2023-07-02 04:00 @ 30,511.40 | 2023-07-02 12:00 @ 30,531.09 | 8h | −$1.09 | -0.05% | signal |
| 251 | long | 2023-07-04 06:00 @ 30,965.09 | 2023-07-04 10:00 @ 30,997.60 | 4h | −$0.12 | -0.01% | signal |
| 252 | long | 2023-07-04 16:00 @ 30,965.49 | 2023-07-04 19:00 @ 30,648.73 | 3h | −$27.23 | -1.13% | stop loss |
| 253 | long | 2023-07-05 08:00 @ 30,772.05 | 2023-07-05 10:00 @ 30,535.37 | 2h | −$21.07 | -0.88% | stop loss |
| 254 | short | 2023-07-07 04:00 @ 30,116.08 | 2023-07-07 08:00 @ 29,998.90 | 4h | $6.92 | +0.29% | signal |
| 255 | short | 2023-07-07 23:00 @ 30,286.64 | 2023-07-08 04:00 @ 30,266.05 | 5h | −$0.68 | -0.03% | signal |
| 256 | short | 2023-07-08 17:00 @ 30,239.45 | 2023-07-08 19:00 @ 30,195.04 | 2h | $1.12 | +0.05% | signal |
| 257 | short | 2023-07-09 00:00 @ 30,263.15 | 2023-07-09 06:00 @ 30,255.35 | 6h | −$1.64 | -0.07% | signal |
| 258 | long | 2023-07-11 11:00 @ 30,391.08 | 2023-07-11 14:00 @ 30,429.21 | 3h | $0.61 | +0.03% | signal |
| 259 | short | 2023-07-13 00:00 @ 30,362.83 | 2023-07-13 04:00 @ 30,289.66 | 4h | $3.35 | +0.14% | signal |
| 260 | long | 2023-07-14 07:00 @ 31,291.86 | 2023-07-14 12:00 @ 31,200.16 | 5h | −$9.65 | -0.40% | signal |
| 261 | short | 2023-07-16 09:00 @ 30,277.24 | 2023-07-16 14:00 @ 30,447.48 | 5h | −$15.85 | -0.66% | stop loss |
| 262 | short | 2023-07-19 00:00 @ 29,839.73 | 2023-07-19 04:00 @ 30,180.65 | 4h | −$29.45 | -1.23% | stop loss |
| 263 | short | 2023-07-22 17:00 @ 29,882.12 | 2023-07-22 18:00 @ 29,830.06 | 1h | $1.77 | +0.07% | signal |
| 264 | short | 2023-07-25 09:00 @ 29,171.16 | 2023-07-25 12:00 @ 29,123.42 | 3h | $1.52 | +0.06% | signal |
| 265 | short | 2023-07-28 01:00 @ 29,250.15 | 2023-07-28 03:00 @ 29,223.14 | 2h | −$0.18 | -0.01% | signal |
| 266 | short | 2023-07-29 23:00 @ 29,335.33 | 2023-07-30 01:00 @ 29,342.77 | 2h | −$2.79 | -0.12% | signal |
| 267 | short | 2023-08-04 15:00 @ 29,234.55 | 2023-08-04 18:00 @ 29,193.84 | 3h | $1.18 | +0.05% | signal |
| 268 | short | 2023-08-05 01:00 @ 29,099.08 | 2023-08-05 02:00 @ 29,074.41 | 1h | −$0.36 | -0.02% | signal |
| 269 | short | 2023-08-07 20:00 @ 29,139.07 | 2023-08-08 02:00 @ 29,146.73 | 6h | −$2.77 | -0.12% | signal |
| 270 | long | 2023-08-10 18:00 @ 29,409.98 | 2023-08-10 21:00 @ 29,440.61 | 3h | $0.10 | +0.00% | signal |
| 271 | short | 2023-08-16 03:00 @ 29,240.35 | 2023-08-16 05:00 @ 29,202.94 | 2h | $0.67 | +0.03% | signal |
| 272 | short | 2023-08-19 16:00 @ 26,195.76 | 2023-08-19 18:00 @ 26,076.91 | 2h | $8.30 | +0.35% | signal |
| 273 | short | 2023-08-20 11:00 @ 26,129.67 | 2023-08-20 15:00 @ 26,055.21 | 4h | $4.41 | +0.19% | signal |
| 274 | short | 2023-08-23 17:00 @ 26,373.92 | 2023-08-23 19:00 @ 26,703.95 | 2h | −$32.24 | -1.35% | stop loss |
| 275 | long | 2023-08-30 04:00 @ 27,384.68 | 2023-08-30 05:00 @ 27,422.31 | 1h | $0.89 | +0.04% | signal |
| 276 | short | 2023-09-02 23:00 @ 25,844.63 | 2023-09-03 09:00 @ 25,875.87 | 10h | −$5.13 | -0.22% | signal |
| 277 | short | 2023-09-03 21:00 @ 26,034.49 | 2023-09-04 01:00 @ 25,905.38 | 4h | $9.47 | +0.40% | signal |
| 278 | short | 2023-09-05 13:00 @ 25,804.54 | 2023-09-05 15:00 @ 25,707.24 | 2h | $6.59 | +0.28% | signal |
| 279 | short | 2023-09-06 00:00 @ 25,774.54 | 2023-09-06 05:00 @ 25,747.05 | 5h | $0.20 | +0.01% | signal |
| 280 | short | 2023-09-07 18:00 @ 25,913.82 | 2023-09-07 21:00 @ 26,133.55 | 3h | −$22.57 | -0.95% | stop loss |
| 281 | short | 2023-09-10 09:00 @ 25,844.63 | 2023-09-10 11:00 @ 25,796.16 | 2h | $2.08 | +0.09% | signal |
| 282 | short | 2023-09-10 22:00 @ 25,887.82 | 2023-09-11 00:00 @ 25,833.57 | 2h | $2.60 | +0.11% | signal |
| 283 | short | 2023-09-11 06:00 @ 25,879.62 | 2023-09-11 10:00 @ 25,732.35 | 4h | $11.19 | +0.47% | signal |
| 284 | short | 2023-09-12 00:00 @ 25,145.37 | 2023-09-12 02:00 @ 25,135.23 | 2h | −$1.35 | -0.06% | signal |
| 285 | long | 2023-09-15 15:00 @ 26,232.25 | 2023-09-15 17:00 @ 26,360.63 | 2h | $9.07 | +0.38% | signal |
| 286 | long | 2023-09-16 07:00 @ 26,480.90 | 2023-09-16 18:00 @ 26,549.29 | 11h | $3.94 | +0.17% | time stop |
| 287 | long | 2023-09-20 06:00 @ 27,017.50 | 2023-09-20 08:00 @ 27,084.08 | 2h | $3.48 | +0.15% | signal |
| 288 | short | 2023-09-28 01:00 @ 26,424.11 | 2023-09-28 09:00 @ 26,397.68 | 8h | −$0.04 | -0.00% | signal |
| 289 | long | 2023-10-07 02:00 @ 27,892.58 | 2023-10-07 09:00 @ 27,987.50 | 7h | $5.65 | +0.24% | signal |
| 290 | long | 2023-10-08 13:00 @ 27,803.16 | 2023-10-08 14:00 @ 27,892.52 | 1h | $5.27 | +0.22% | signal |
| 291 | short | 2023-10-10 23:00 @ 27,429.41 | 2023-10-11 00:00 @ 27,386.78 | 1h | $1.32 | +0.06% | signal |
| 292 | short | 2023-10-12 22:00 @ 26,740.25 | 2023-10-13 04:00 @ 26,774.85 | 6h | −$5.42 | -0.23% | signal |
| 293 | short | 2023-10-15 17:00 @ 26,910.62 | 2023-10-15 18:00 @ 27,025.40 | 1h | −$12.55 | -0.53% | stop loss |
| 294 | short | 2023-10-15 19:00 @ 27,040.69 | 2023-10-15 20:00 @ 27,169.29 | 1h | −$13.70 | -0.58% | stop loss |
| 295 | long | 2023-10-16 12:00 @ 27,742.55 | 2023-10-16 13:00 @ 27,867.73 | 1h | $8.34 | +0.35% | signal |
| 296 | long | 2023-10-18 02:00 @ 28,345.67 | 2023-10-18 03:00 @ 28,449.91 | 1h | $6.36 | +0.27% | signal |
| 297 | long | 2023-10-18 15:00 @ 28,185.94 | 2023-10-18 17:00 @ 28,326.43 | 2h | $9.44 | +0.40% | signal |
| 298 | long | 2023-10-26 12:00 @ 34,110.92 | 2023-10-26 19:00 @ 33,980.10 | 7h | −$11.75 | -0.49% | signal |
| 299 | long | 2023-10-29 02:00 @ 34,017.30 | 2023-10-29 07:00 @ 34,086.68 | 5h | $2.47 | +0.10% | signal |
| 300 | long | 2023-10-30 03:00 @ 34,335.37 | 2023-10-30 09:00 @ 34,378.62 | 6h | $0.38 | +0.02% | signal |
| 301 | long | 2023-11-01 04:00 @ 34,436.79 | 2023-11-01 08:00 @ 34,457.11 | 4h | −$0.98 | -0.04% | signal |
| 302 | long | 2023-11-07 11:00 @ 34,652.53 | 2023-11-07 13:00 @ 34,734.95 | 2h | $3.28 | +0.14% | signal |
| 303 | long | 2023-11-14 00:00 @ 36,493.50 | 2023-11-14 05:00 @ 36,520.69 | 5h | −$1.02 | -0.04% | signal |
| 304 | long | 2023-11-16 14:00 @ 36,805.26 | 2023-11-16 18:00 @ 36,179.36 | 4h | −$43.13 | -1.81% | stop loss |
| 305 | long | 2023-11-18 23:00 @ 36,524.70 | 2023-11-19 00:00 @ 36,573.58 | 1h | $0.80 | +0.03% | signal |
| 306 | long | 2023-11-23 01:00 @ 37,326.86 | 2023-11-23 08:00 @ 37,371.02 | 7h | $0.43 | +0.02% | signal |
| 307 | long | 2023-11-23 14:00 @ 37,250.45 | 2023-11-23 19:00 @ 37,249.55 | 5h | −$2.66 | -0.11% | signal |
| 308 | long | 2023-11-25 12:00 @ 37,652.53 | 2023-11-25 13:00 @ 37,710.26 | 1h | $1.26 | +0.05% | signal |
| 309 | long | 2023-11-26 14:00 @ 37,507.40 | 2023-11-26 16:00 @ 37,245.34 | 2h | −$19.16 | -0.81% | stop loss |
| 310 | long | 2023-11-30 08:00 @ 37,790.66 | 2023-11-30 12:00 @ 37,859.53 | 4h | $1.71 | +0.07% | signal |
| 311 | long | 2023-11-30 16:00 @ 37,621.42 | 2023-11-30 18:00 @ 37,721.15 | 2h | $3.67 | +0.15% | signal |
| 312 | long | 2023-12-06 07:00 @ 43,694.64 | 2023-12-06 09:00 @ 43,822.43 | 2h | $4.31 | +0.18% | signal |
| 313 | long | 2023-12-09 02:00 @ 44,156.83 | 2023-12-09 13:00 @ 43,930.11 | 11h | −$15.23 | -0.64% | time stop |
| 314 | short | 2023-12-12 09:00 @ 42,041.09 | 2023-12-12 12:00 @ 41,615.02 | 3h | $21.60 | +0.91% | signal |
| 315 | long | 2023-12-16 20:00 @ 42,376.37 | 2023-12-17 01:00 @ 41,941.74 | 5h | −$26.89 | -1.14% | stop loss |
| 316 | long | 2023-12-19 15:00 @ 42,395.08 | 2023-12-19 20:00 @ 42,371.22 | 5h | −$3.93 | -0.17% | signal |
| 317 | long | 2023-12-24 18:00 @ 43,667.13 | 2023-12-24 22:00 @ 43,344.55 | 4h | −$19.80 | -0.84% | stop loss |
| 318 | short | 2023-12-27 00:00 @ 42,530.09 | 2023-12-27 01:00 @ 42,404.18 | 1h | $5.27 | +0.22% | signal |
| 319 | short | 2023-12-29 12:00 @ 42,900.22 | 2023-12-29 16:00 @ 42,310.06 | 4h | $30.09 | +1.28% | signal |
| 320 | short | 2023-12-30 13:00 @ 42,015.00 | 2023-12-30 16:00 @ 42,539.72 | 3h | −$31.02 | -1.31% | stop loss |
| 321 | short | 2023-12-30 17:00 @ 42,431.51 | 2023-12-30 21:00 @ 42,322.46 | 4h | $3.70 | +0.16% | signal |
| 322 | long | 2024-01-02 13:00 @ 45,364.17 | 2024-01-02 14:00 @ 45,677.06 | 1h | $13.90 | +0.59% | signal |
| 323 | long | 2024-01-03 06:00 @ 45,209.04 | 2024-01-03 07:00 @ 45,353.73 | 1h | $5.19 | +0.22% | signal |
| 324 | short | 2024-01-04 12:00 @ 43,179.56 | 2024-01-04 15:00 @ 44,038.41 | 3h | −$49.39 | -2.09% | stop loss |
| 325 | long | 2024-01-09 02:00 @ 46,584.32 | 2024-01-09 04:00 @ 46,923.31 | 2h | $14.75 | +0.63% | signal |
| 326 | long | 2024-01-11 07:00 @ 45,909.08 | 2024-01-11 09:00 @ 46,262.75 | 2h | $15.54 | +0.66% | signal |
| 327 | long | 2024-01-12 15:00 @ 45,471.89 | 2024-01-12 15:00 @ 44,379.00 | 0m | −$59.02 | -2.50% | stop loss |
| 328 | short | 2024-01-13 07:00 @ 43,151.07 | 2024-01-13 10:00 @ 42,935.99 | 3h | $9.58 | +0.41% | signal |
| 329 | short | 2024-01-13 16:00 @ 43,151.27 | 2024-01-14 00:00 @ 42,854.97 | 8h | $14.01 | +0.60% | signal |
| 330 | short | 2024-01-15 06:00 @ 42,737.75 | 2024-01-15 11:00 @ 42,576.61 | 5h | $6.75 | +0.29% | signal |
| 331 | short | 2024-01-15 19:00 @ 43,007.00 | 2024-01-15 22:00 @ 42,726.24 | 3h | $13.01 | +0.55% | signal |
| 332 | short | 2024-01-17 21:00 @ 42,713.56 | 2024-01-18 02:00 @ 42,603.72 | 5h | $3.94 | +0.17% | signal |
| 333 | short | 2024-01-18 08:00 @ 42,909.72 | 2024-01-18 09:00 @ 42,758.15 | 1h | $6.20 | +0.26% | signal |
| 334 | short | 2024-01-20 14:00 @ 41,625.27 | 2024-01-20 15:00 @ 41,551.11 | 1h | $1.84 | +0.08% | signal |
| 335 | short | 2024-01-20 21:00 @ 41,740.35 | 2024-01-21 06:00 @ 41,638.73 | 9h | $3.62 | +0.15% | signal |
| 336 | short | 2024-01-21 11:00 @ 41,780.24 | 2024-01-21 16:00 @ 41,661.03 | 5h | $4.37 | +0.19% | signal |
| 337 | short | 2024-01-23 23:00 @ 39,460.31 | 2024-01-24 00:00 @ 40,236.89 | 1h | −$48.58 | -2.06% | stop loss |
| 338 | short | 2024-01-24 01:00 @ 40,158.87 | 2024-01-24 02:00 @ 39,771.15 | 1h | $20.33 | +0.87% | signal |
| 339 | short | 2024-01-24 08:00 @ 39,971.50 | 2024-01-24 13:00 @ 40,038.41 | 5h | −$6.06 | -0.26% | signal |
| 340 | short | 2024-01-25 01:00 @ 40,152.37 | 2024-01-25 02:00 @ 39,983.50 | 1h | $7.54 | +0.32% | signal |
| 341 | long | 2024-01-28 15:00 @ 42,279.85 | 2024-01-28 19:00 @ 41,807.19 | 4h | −$28.88 | -1.23% | stop loss |
| 342 | long | 2024-01-29 15:00 @ 41,941.99 | 2024-01-29 16:00 @ 42,614.58 | 1h | $35.25 | +1.50% | signal |
| 343 | long | 2024-01-30 07:00 @ 43,336.67 | 2024-01-30 11:00 @ 43,455.41 | 4h | $3.87 | +0.16% | signal |
| 344 | long | 2024-01-31 01:00 @ 42,921.48 | 2024-01-31 04:00 @ 42,909.52 | 3h | −$3.01 | -0.13% | signal |
| 345 | long | 2024-01-31 22:00 @ 42,481.29 | 2024-02-01 06:00 @ 42,139.57 | 8h | −$21.52 | -0.91% | signal |
| 346 | long | 2024-02-02 05:00 @ 42,959.29 | 2024-02-02 06:00 @ 43,082.58 | 1h | $4.39 | +0.19% | signal |
| 347 | long | 2024-02-03 09:00 @ 43,012.80 | 2024-02-03 16:00 @ 43,088.88 | 7h | $1.80 | +0.08% | signal |
| 348 | long | 2024-02-04 20:00 @ 42,632.42 | 2024-02-04 21:00 @ 42,860.23 | 1h | $10.20 | +0.43% | signal |
| 349 | long | 2024-02-08 05:00 @ 44,480.29 | 2024-02-08 09:00 @ 44,686.66 | 4h | $8.41 | +0.36% | signal |
| 350 | long | 2024-02-10 01:00 @ 47,083.01 | 2024-02-10 02:00 @ 47,270.64 | 1h | $7.03 | +0.30% | signal |
| 351 | long | 2024-02-10 11:00 @ 46,881.97 | 2024-02-10 12:00 @ 47,163.27 | 1h | $11.78 | +0.50% | signal |
| 352 | long | 2024-02-11 02:00 @ 47,629.52 | 2024-02-11 03:00 @ 47,751.55 | 1h | $3.68 | +0.16% | signal |
| 353 | long | 2024-02-11 08:00 @ 48,179.13 | 2024-02-11 12:00 @ 48,394.02 | 4h | $7.93 | +0.34% | signal |
| 354 | long | 2024-02-12 05:00 @ 48,077.61 | 2024-02-12 08:00 @ 48,203.36 | 3h | $3.81 | +0.16% | signal |
| 355 | long | 2024-02-16 08:00 @ 51,796.76 | 2024-02-16 11:00 @ 52,319.43 | 3h | $21.24 | +0.90% | signal |
| 356 | long | 2024-02-19 15:00 @ 52,136.93 | 2024-02-19 23:00 @ 51,961.31 | 8h | −$10.66 | -0.45% | signal |
| 357 | long | 2024-02-20 18:00 @ 51,356.77 | 2024-02-20 19:00 @ 51,524.69 | 1h | $5.37 | +0.23% | signal |
| 358 | long | 2024-02-21 04:00 @ 52,052.81 | 2024-02-21 09:00 @ 51,363.22 | 5h | −$33.99 | -1.44% | stop loss |
| 359 | long | 2024-02-22 14:00 @ 51,203.54 | 2024-02-22 16:00 @ 51,619.67 | 2h | $16.81 | +0.71% | signal |
| 360 | short | 2024-02-24 06:00 @ 51,057.59 | 2024-02-24 17:00 @ 51,255.15 | 11h | −$11.04 | -0.47% | time stop |
| 361 | long | 2024-02-28 21:00 @ 60,481.49 | 2024-02-28 23:00 @ 61,304.74 | 2h | $29.76 | +1.26% | signal |
| 362 | long | 2024-02-29 18:00 @ 61,095.12 | 2024-02-29 20:00 @ 61,669.36 | 2h | $19.88 | +0.84% | signal |
| 363 | long | 2024-03-02 01:00 @ 62,383.57 | 2024-03-02 04:00 @ 62,361.93 | 3h | −$3.20 | -0.13% | signal |
| 364 | long | 2024-03-05 06:00 @ 67,075.81 | 2024-03-05 13:00 @ 67,385.62 | 7h | $6.62 | +0.28% | signal |
| 365 | long | 2024-03-07 06:00 @ 65,865.97 | 2024-03-07 08:00 @ 66,434.51 | 2h | $18.11 | +0.76% | signal |
| 366 | long | 2024-03-13 13:00 @ 72,890.48 | 2024-03-13 20:00 @ 73,385.22 | 7h | $12.68 | +0.53% | signal |
| 367 | long | 2024-03-14 14:00 @ 71,965.59 | 2024-03-14 15:00 @ 70,598.53 | 1h | −$47.61 | -2.00% | stop loss |
| 368 | long | 2024-03-14 16:00 @ 70,918.68 | 2024-03-14 19:00 @ 69,293.71 | 3h | −$57.56 | -2.43% | stop loss |
| 369 | short | 2024-03-15 15:00 @ 68,641.97 | 2024-03-15 17:00 @ 67,967.89 | 2h | $21.15 | +0.90% | signal |
| 370 | short | 2024-03-17 17:00 @ 68,053.09 | 2024-03-17 22:00 @ 68,214.74 | 5h | −$7.97 | -0.34% | signal |
| 371 | short | 2024-03-18 05:00 @ 68,408.32 | 2024-03-18 08:00 @ 68,276.55 | 3h | $2.19 | +0.09% | signal |
| 372 | short | 2024-03-22 06:00 @ 66,456.91 | 2024-03-22 08:00 @ 66,236.54 | 2h | $5.47 | +0.23% | signal |
| 373 | short | 2024-03-23 08:00 @ 64,593.68 | 2024-03-23 17:00 @ 66,041.96 | 9h | −$54.83 | -2.32% | stop loss |
| 374 | long | 2024-03-26 17:00 @ 69,810.66 | 2024-03-26 22:00 @ 70,040.29 | 5h | $5.37 | +0.23% | signal |
| 375 | long | 2024-03-29 06:00 @ 70,251.05 | 2024-03-29 11:00 @ 70,145.47 | 5h | −$6.47 | -0.28% | signal |
| 376 | long | 2024-03-30 21:00 @ 69,873.87 | 2024-03-31 01:00 @ 69,909.62 | 4h | −$1.91 | -0.08% | signal |
| 377 | short | 2024-04-02 20:00 @ 65,933.61 | 2024-04-02 21:00 @ 65,691.14 | 1h | $6.29 | +0.27% | signal |
| 378 | short | 2024-04-03 05:00 @ 66,344.13 | 2024-04-03 06:00 @ 66,125.92 | 1h | $5.38 | +0.23% | signal |
| 379 | short | 2024-04-04 09:00 @ 66,223.45 | 2024-04-04 13:00 @ 67,224.63 | 4h | −$37.89 | -1.61% | stop loss |
| 380 | short | 2024-04-04 14:00 @ 67,218.05 | 2024-04-04 17:00 @ 68,279.26 | 3h | −$39.06 | -1.67% | stop loss |
| 381 | long | 2024-04-09 07:00 @ 70,833.06 | 2024-04-09 08:00 @ 69,763.12 | 1h | −$37.99 | -1.63% | stop loss |
| 382 | long | 2024-04-09 16:00 @ 69,336.66 | 2024-04-09 21:00 @ 69,206.26 | 5h | −$7.12 | -0.31% | signal |
| 383 | short | 2024-04-13 16:00 @ 67,669.66 | 2024-04-13 18:00 @ 66,768.75 | 2h | $28.80 | +1.24% | signal |
| 384 | short | 2024-04-14 07:00 @ 64,620.77 | 2024-04-14 10:00 @ 64,132.02 | 3h | $15.51 | +0.67% | signal |
| 385 | short | 2024-04-18 04:00 @ 61,941.21 | 2024-04-18 05:00 @ 61,626.12 | 1h | $9.53 | +0.41% | signal |
| 386 | short | 2024-04-18 10:00 @ 61,596.08 | 2024-04-18 11:00 @ 62,934.04 | 1h | −$53.02 | -2.27% | stop loss |
| 387 | short | 2024-04-18 12:00 @ 62,550.49 | 2024-04-18 15:00 @ 64,037.67 | 3h | −$57.48 | -2.48% | stop loss |
| 388 | short | 2024-04-20 05:00 @ 64,089.18 | 2024-04-20 09:00 @ 63,719.54 | 4h | $10.98 | +0.48% | signal |
| 389 | short | 2024-04-20 15:00 @ 63,893.12 | 2024-04-20 17:00 @ 65,055.84 | 2h | −$44.22 | -1.92% | stop loss |
| 390 | long | 2024-04-22 10:00 @ 65,926.78 | 2024-04-22 14:00 @ 66,063.98 | 4h | $2.48 | +0.11% | signal |
| 391 | long | 2024-04-23 05:00 @ 66,229.94 | 2024-04-23 14:00 @ 66,454.01 | 9h | $5.35 | +0.23% | signal |
| 392 | short | 2024-04-25 19:00 @ 64,676.26 | 2024-04-25 23:00 @ 64,594.12 | 4h | $0.62 | +0.03% | signal |
| 393 | short | 2024-05-01 00:00 @ 60,639.07 | 2024-05-01 01:00 @ 60,229.34 | 1h | $13.47 | +0.59% | signal |
| 394 | short | 2024-05-02 09:00 @ 57,793.04 | 2024-05-02 14:00 @ 59,115.13 | 5h | −$54.99 | -2.39% | stop loss |
| 395 | long | 2024-05-05 20:00 @ 63,858.77 | 2024-05-06 00:00 @ 63,975.10 | 4h | $1.88 | +0.08% | signal |
| 396 | long | 2024-05-07 19:00 @ 63,162.43 | 2024-05-08 00:00 @ 62,075.45 | 5h | −$41.76 | -1.82% | stop loss |
| 397 | short | 2024-05-09 04:00 @ 61,635.17 | 2024-05-09 08:00 @ 61,234.74 | 4h | $12.53 | +0.55% | signal |
| 398 | short | 2024-05-11 08:00 @ 60,976.80 | 2024-05-11 09:00 @ 60,775.95 | 1h | $5.32 | +0.23% | signal |
| 399 | long | 2024-05-14 04:00 @ 62,477.29 | 2024-05-14 06:00 @ 62,681.36 | 2h | $5.17 | +0.23% | signal |
| 400 | short | 2024-05-14 22:00 @ 61,657.77 | 2024-05-15 01:00 @ 61,425.48 | 3h | $6.55 | +0.29% | 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.