[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 · 401–600 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 401 | long | 2024-05-18 15:00 @ 66,770.95 | 2024-05-18 20:00 @ 66,868.42 | 5h | $1.07 | +0.05% | signal |
| 402 | long | 2024-05-19 07:00 @ 67,007.60 | 2024-05-19 08:00 @ 67,281.64 | 1h | $7.06 | +0.31% | signal |
| 403 | long | 2024-05-21 17:00 @ 69,736.14 | 2024-05-21 23:00 @ 70,224.65 | 6h | $13.73 | +0.60% | signal |
| 404 | long | 2024-05-27 07:00 @ 68,438.99 | 2024-05-27 08:00 @ 68,647.27 | 1h | $4.68 | +0.20% | signal |
| 405 | long | 2024-05-27 12:00 @ 68,476.69 | 2024-05-27 14:00 @ 68,937.91 | 2h | $13.14 | +0.57% | signal |
| 406 | long | 2024-05-28 02:00 @ 68,654.43 | 2024-05-28 04:00 @ 67,710.51 | 2h | −$33.84 | -1.47% | stop loss |
| 407 | short | 2024-05-30 05:00 @ 68,200.66 | 2024-05-30 07:00 @ 67,892.78 | 2h | $8.04 | +0.35% | signal |
| 408 | long | 2024-05-30 23:00 @ 68,369.87 | 2024-05-31 10:00 @ 67,969.90 | 11h | −$16.29 | -0.71% | time stop |
| 409 | short | 2024-05-31 21:00 @ 67,741.45 | 2024-05-31 22:00 @ 67,616.02 | 1h | $1.95 | +0.09% | signal |
| 410 | short | 2024-06-01 15:00 @ 67,827.63 | 2024-06-02 02:00 @ 67,803.56 | 11h | −$1.01 | -0.04% | time stop |
| 411 | long | 2024-06-03 23:00 @ 69,102.12 | 2024-06-04 02:00 @ 69,246.05 | 3h | $2.20 | +0.10% | signal |
| 412 | long | 2024-06-07 18:00 @ 69,847.97 | 2024-06-07 18:00 @ 68,752.62 | 0m | −$38.11 | -1.67% | stop loss |
| 413 | short | 2024-06-10 12:00 @ 69,492.70 | 2024-06-10 15:00 @ 69,918.89 | 3h | −$16.24 | -0.71% | stop loss |
| 414 | short | 2024-06-11 20:00 @ 67,407.02 | 2024-06-12 01:00 @ 67,232.04 | 5h | $3.86 | +0.17% | signal |
| 415 | short | 2024-06-14 21:00 @ 65,743.75 | 2024-06-15 07:00 @ 66,184.83 | 10h | −$17.30 | -0.76% | signal |
| 416 | short | 2024-06-18 06:00 @ 65,557.69 | 2024-06-18 07:00 @ 65,482.99 | 1h | $0.32 | +0.01% | signal |
| 417 | short | 2024-06-20 03:00 @ 65,158.47 | 2024-06-20 07:00 @ 65,808.86 | 4h | −$24.93 | -1.10% | stop loss |
| 418 | short | 2024-06-22 05:00 @ 64,316.83 | 2024-06-22 09:00 @ 64,281.45 | 4h | −$0.92 | -0.04% | signal |
| 419 | short | 2024-06-25 03:00 @ 60,631.87 | 2024-06-25 06:00 @ 61,009.90 | 3h | −$16.37 | -0.72% | signal |
| 420 | short | 2024-06-28 00:00 @ 61,669.76 | 2024-06-28 01:00 @ 61,549.11 | 1h | $2.39 | +0.11% | signal |
| 421 | short | 2024-06-29 00:00 @ 60,417.71 | 2024-06-29 11:00 @ 61,002.50 | 11h | −$23.68 | -1.05% | time stop |
| 422 | short | 2024-06-30 09:00 @ 61,538.29 | 2024-06-30 13:00 @ 61,506.90 | 4h | −$1.10 | -0.05% | signal |
| 423 | long | 2024-07-02 08:00 @ 62,630.42 | 2024-07-02 12:00 @ 62,810.74 | 4h | $4.00 | +0.18% | signal |
| 424 | short | 2024-07-04 17:00 @ 58,276.84 | 2024-07-04 23:00 @ 58,043.51 | 6h | $6.77 | +0.30% | signal |
| 425 | short | 2024-07-06 16:00 @ 57,273.94 | 2024-07-06 23:00 @ 58,281.59 | 7h | −$41.88 | -1.86% | stop loss |
| 426 | short | 2024-07-08 20:00 @ 56,451.61 | 2024-07-09 01:00 @ 56,518.80 | 5h | −$4.69 | -0.21% | signal |
| 427 | short | 2024-07-11 00:00 @ 57,695.46 | 2024-07-11 04:00 @ 57,551.91 | 4h | $3.57 | +0.16% | signal |
| 428 | short | 2024-07-12 14:00 @ 57,804.74 | 2024-07-12 20:00 @ 57,557.71 | 6h | $7.44 | +0.33% | signal |
| 429 | long | 2024-07-16 06:00 @ 63,644.63 | 2024-07-16 08:00 @ 62,433.43 | 2h | −$45.17 | -2.01% | stop loss |
| 430 | long | 2024-07-17 09:00 @ 65,158.43 | 2024-07-17 14:00 @ 65,089.08 | 5h | −$4.61 | -0.21% | signal |
| 431 | long | 2024-07-18 00:00 @ 64,068.61 | 2024-07-18 01:00 @ 64,394.02 | 1h | $9.09 | +0.41% | signal |
| 432 | long | 2024-07-20 00:00 @ 66,641.23 | 2024-07-20 11:00 @ 66,481.40 | 11h | −$7.57 | -0.34% | time stop |
| 433 | long | 2024-07-22 09:00 @ 67,073.41 | 2024-07-22 10:00 @ 67,375.92 | 1h | $7.84 | +0.35% | signal |
| 434 | long | 2024-07-23 00:00 @ 67,512.70 | 2024-07-23 03:00 @ 67,606.48 | 3h | $0.76 | +0.03% | signal |
| 435 | long | 2024-07-23 14:00 @ 66,086.01 | 2024-07-23 15:00 @ 67,186.66 | 1h | $34.99 | +1.56% | signal |
| 436 | long | 2024-07-27 02:00 @ 67,647.93 | 2024-07-27 03:00 @ 67,982.20 | 1h | $8.84 | +0.39% | signal |
| 437 | long | 2024-07-27 18:00 @ 68,528.10 | 2024-07-27 19:00 @ 67,712.10 | 1h | −$29.00 | -1.29% | stop loss |
| 438 | long | 2024-07-27 20:00 @ 68,222.94 | 2024-07-27 20:00 @ 67,115.22 | 0m | −$38.60 | -1.72% | stop loss |
| 439 | long | 2024-07-27 21:00 @ 67,772.25 | 2024-07-27 22:00 @ 68,815.03 | 1h | $32.07 | +1.44% | signal |
| 440 | short | 2024-08-01 23:00 @ 65,155.07 | 2024-08-02 01:00 @ 64,890.78 | 2h | $7.07 | +0.32% | signal |
| 441 | short | 2024-08-03 13:00 @ 61,956.71 | 2024-08-03 16:00 @ 60,869.97 | 3h | $37.08 | +1.65% | signal |
| 442 | short | 2024-08-04 12:00 @ 60,867.92 | 2024-08-04 15:00 @ 59,575.91 | 3h | $45.53 | +2.02% | signal |
| 443 | short | 2024-08-06 17:00 @ 56,732.35 | 2024-08-07 04:00 @ 56,838.27 | 11h | −$6.50 | -0.29% | time stop |
| 444 | long | 2024-08-09 16:00 @ 59,798.36 | 2024-08-09 20:00 @ 60,637.47 | 4h | $29.32 | +1.30% | signal |
| 445 | long | 2024-08-11 13:00 @ 60,482.09 | 2024-08-11 19:00 @ 59,683.05 | 6h | −$32.23 | -1.42% | stop loss |
| 446 | short | 2024-08-13 15:00 @ 59,594.28 | 2024-08-13 16:00 @ 60,791.53 | 1h | −$47.75 | -2.11% | stop loss |
| 447 | long | 2024-08-22 15:00 @ 60,488.10 | 2024-08-22 21:00 @ 60,624.67 | 6h | $2.99 | +0.13% | signal |
| 448 | long | 2024-08-24 02:00 @ 63,820.86 | 2024-08-24 06:00 @ 63,945.81 | 4h | $2.15 | +0.10% | signal |
| 449 | long | 2024-08-26 08:00 @ 63,616.02 | 2024-08-26 17:00 @ 63,658.97 | 9h | −$0.89 | -0.04% | signal |
| 450 | long | 2024-08-27 01:00 @ 62,702.74 | 2024-08-27 05:00 @ 62,998.80 | 4h | $8.36 | +0.37% | signal |
| 451 | short | 2024-08-29 06:00 @ 59,394.52 | 2024-08-29 11:00 @ 60,426.58 | 5h | −$41.40 | -1.84% | stop loss |
| 452 | short | 2024-08-29 13:00 @ 60,281.04 | 2024-08-29 17:00 @ 60,279.05 | 4h | −$2.15 | -0.10% | signal |
| 453 | short | 2024-09-06 03:00 @ 56,695.96 | 2024-09-06 06:00 @ 56,476.19 | 3h | $6.44 | +0.29% | signal |
| 454 | short | 2024-09-07 07:00 @ 54,270.74 | 2024-09-07 17:00 @ 54,450.49 | 10h | −$10.00 | -0.45% | signal |
| 455 | short | 2024-09-08 05:00 @ 54,453.71 | 2024-09-08 06:00 @ 54,326.56 | 1h | $2.99 | +0.13% | signal |
| 456 | short | 2024-09-09 00:00 @ 54,828.63 | 2024-09-09 06:00 @ 54,655.93 | 6h | $4.65 | +0.21% | signal |
| 457 | long | 2024-09-10 02:00 @ 56,882.47 | 2024-09-10 06:00 @ 56,899.42 | 4h | −$1.57 | -0.07% | signal |
| 458 | long | 2024-09-12 16:00 @ 57,483.69 | 2024-09-12 17:00 @ 58,021.89 | 1h | $18.79 | +0.84% | signal |
| 459 | long | 2024-09-14 03:00 @ 60,267.55 | 2024-09-14 08:00 @ 60,098.28 | 5h | −$8.54 | -0.38% | signal |
| 460 | long | 2024-09-15 23:00 @ 59,412.08 | 2024-09-15 23:00 @ 58,796.82 | 0m | −$25.45 | -1.14% | stop loss |
| 461 | long | 2024-09-16 00:00 @ 59,112.32 | 2024-09-16 01:00 @ 58,453.61 | 1h | −$27.19 | -1.22% | stop loss |
| 462 | long | 2024-09-16 02:00 @ 58,589.72 | 2024-09-16 06:00 @ 58,624.37 | 4h | −$0.91 | -0.04% | signal |
| 463 | long | 2024-09-19 22:00 @ 62,861.77 | 2024-09-20 02:00 @ 63,006.30 | 4h | $2.71 | +0.12% | signal |
| 464 | long | 2024-09-20 09:00 @ 63,286.55 | 2024-09-20 11:00 @ 63,625.27 | 2h | $9.70 | +0.43% | signal |
| 465 | long | 2024-09-21 22:00 @ 63,081.31 | 2024-09-21 23:00 @ 63,183.26 | 1h | $1.37 | +0.06% | signal |
| 466 | long | 2024-09-23 08:00 @ 63,532.60 | 2024-09-23 10:00 @ 63,595.98 | 2h | −$0.04 | -0.00% | signal |
| 467 | long | 2024-09-23 14:00 @ 63,165.13 | 2024-09-23 19:00 @ 63,387.22 | 5h | $5.49 | +0.25% | signal |
| 468 | long | 2024-09-24 13:00 @ 63,422.68 | 2024-09-24 14:00 @ 62,747.80 | 1h | −$25.99 | -1.16% | stop loss |
| 469 | long | 2024-09-26 01:00 @ 62,928.88 | 2024-09-26 03:00 @ 63,307.44 | 2h | $11.16 | +0.50% | signal |
| 470 | long | 2024-09-28 07:00 @ 65,791.86 | 2024-09-28 11:00 @ 65,717.55 | 4h | −$4.93 | -0.22% | signal |
| 471 | long | 2024-09-29 06:00 @ 65,575.81 | 2024-09-29 09:00 @ 65,518.79 | 3h | −$4.24 | -0.19% | signal |
| 472 | long | 2024-09-30 02:00 @ 64,750.85 | 2024-09-30 03:00 @ 64,152.11 | 1h | −$22.82 | -1.02% | stop loss |
| 473 | short | 2024-10-02 03:00 @ 61,741.95 | 2024-10-02 05:00 @ 61,485.19 | 2h | $7.02 | +0.32% | signal |
| 474 | short | 2024-10-03 04:00 @ 61,422.11 | 2024-10-03 06:00 @ 61,162.73 | 2h | $7.17 | +0.32% | signal |
| 475 | short | 2024-10-05 07:00 @ 62,185.46 | 2024-10-05 12:00 @ 62,161.53 | 5h | −$1.34 | -0.06% | signal |
| 476 | long | 2024-10-07 06:00 @ 63,363.07 | 2024-10-07 07:00 @ 63,654.37 | 1h | $8.00 | +0.36% | signal |
| 477 | short | 2024-10-11 13:00 @ 61,337.63 | 2024-10-11 15:00 @ 62,077.30 | 2h | −$29.10 | -1.31% | stop loss |
| 478 | long | 2024-10-13 03:00 @ 62,851.87 | 2024-10-13 14:00 @ 62,615.77 | 11h | −$10.59 | -0.48% | time stop |
| 479 | long | 2024-10-15 03:00 @ 65,753.15 | 2024-10-15 08:00 @ 65,625.27 | 5h | −$6.53 | -0.29% | signal |
| 480 | long | 2024-10-16 22:00 @ 67,560.61 | 2024-10-16 23:00 @ 67,746.15 | 1h | $3.87 | +0.17% | signal |
| 481 | long | 2024-10-17 20:00 @ 66,834.46 | 2024-10-17 23:00 @ 67,414.21 | 3h | $17.00 | +0.77% | signal |
| 482 | long | 2024-10-18 23:00 @ 68,198.64 | 2024-10-19 00:00 @ 68,394.12 | 1h | $4.14 | +0.19% | signal |
| 483 | long | 2024-10-21 09:00 @ 68,318.06 | 2024-10-21 13:00 @ 67,653.48 | 4h | −$23.82 | -1.07% | stop loss |
| 484 | long | 2024-10-21 14:00 @ 67,343.57 | 2024-10-21 18:00 @ 67,523.99 | 4h | $3.50 | +0.16% | signal |
| 485 | short | 2024-10-26 06:00 @ 67,090.58 | 2024-10-26 08:00 @ 66,995.40 | 2h | $0.93 | +0.04% | signal |
| 486 | long | 2024-10-31 15:00 @ 70,778.95 | 2024-10-31 20:00 @ 69,812.98 | 5h | −$32.68 | -1.47% | stop loss |
| 487 | short | 2024-11-02 01:00 @ 69,657.47 | 2024-11-02 04:00 @ 69,613.82 | 3h | −$0.82 | -0.04% | signal |
| 488 | short | 2024-11-05 07:00 @ 68,739.95 | 2024-11-05 10:00 @ 68,763.85 | 3h | −$2.76 | -0.12% | signal |
| 489 | long | 2024-11-07 01:00 @ 75,376.67 | 2024-11-07 09:00 @ 75,178.26 | 8h | −$8.24 | -0.37% | signal |
| 490 | long | 2024-11-14 16:00 @ 88,017.50 | 2024-11-15 01:00 @ 87,902.52 | 9h | −$5.53 | -0.25% | signal |
| 491 | long | 2024-11-19 23:00 @ 91,876.27 | 2024-11-20 04:00 @ 92,053.59 | 5h | $1.83 | +0.08% | signal |
| 492 | long | 2024-11-24 12:00 @ 97,357.07 | 2024-11-24 15:00 @ 96,341.70 | 3h | −$25.19 | -1.14% | stop loss |
| 493 | long | 2024-11-25 14:00 @ 97,562.01 | 2024-11-25 14:00 @ 96,107.74 | 0m | −$34.96 | -1.59% | stop loss |
| 494 | long | 2024-11-25 15:00 @ 95,463.39 | 2024-11-25 21:00 @ 93,842.58 | 6h | −$39.91 | -1.82% | stop loss |
| 495 | long | 2024-11-28 00:00 @ 95,924.38 | 2024-11-28 01:00 @ 96,588.28 | 1h | $12.68 | +0.58% | signal |
| 496 | long | 2024-11-28 18:00 @ 94,946.29 | 2024-11-28 19:00 @ 95,343.83 | 1h | $6.95 | +0.32% | signal |
| 497 | long | 2024-12-01 00:00 @ 96,494.50 | 2024-12-01 05:00 @ 96,552.79 | 5h | −$1.21 | -0.06% | signal |
| 498 | long | 2024-12-09 04:00 @ 99,199.74 | 2024-12-09 05:00 @ 99,495.30 | 1h | $4.32 | +0.20% | signal |
| 499 | short | 2024-12-10 01:00 @ 97,892.32 | 2024-12-10 03:00 @ 96,719.34 | 2h | $24.02 | +1.10% | signal |
| 500 | short | 2024-12-10 12:00 @ 97,726.15 | 2024-12-10 13:00 @ 97,208.74 | 1h | $9.42 | +0.43% | signal |
| 501 | short | 2024-12-10 22:00 @ 96,851.23 | 2024-12-11 02:00 @ 95,774.65 | 4h | $22.42 | +1.02% | signal |
| 502 | long | 2024-12-12 02:00 @ 100,506.00 | 2024-12-12 03:00 @ 101,784.44 | 1h | $25.77 | +1.17% | signal |
| 503 | long | 2024-12-12 07:00 @ 100,580.91 | 2024-12-12 09:00 @ 100,957.00 | 2h | $5.82 | +0.26% | signal |
| 504 | long | 2024-12-18 04:00 @ 104,737.74 | 2024-12-18 08:00 @ 104,179.26 | 4h | −$13.97 | -0.63% | signal |
| 505 | short | 2024-12-20 16:00 @ 96,942.01 | 2024-12-20 21:00 @ 96,445.89 | 5h | $9.30 | +0.42% | signal |
| 506 | short | 2024-12-21 06:00 @ 98,624.27 | 2024-12-21 11:00 @ 98,111.52 | 5h | $9.30 | +0.42% | signal |
| 507 | short | 2024-12-22 12:00 @ 97,035.29 | 2024-12-22 15:00 @ 95,348.97 | 3h | $36.19 | +1.64% | signal |
| 508 | short | 2024-12-23 11:00 @ 96,323.63 | 2024-12-23 12:00 @ 95,918.58 | 1h | $7.11 | +0.32% | signal |
| 509 | short | 2024-12-23 23:00 @ 95,143.17 | 2024-12-24 01:00 @ 94,544.81 | 2h | $11.97 | +0.54% | signal |
| 510 | short | 2024-12-27 04:00 @ 96,358.52 | 2024-12-27 08:00 @ 95,099.12 | 4h | $26.84 | +1.21% | signal |
| 511 | short | 2024-12-28 12:00 @ 94,692.36 | 2024-12-28 22:00 @ 95,630.40 | 10h | −$24.21 | -1.09% | stop loss |
| 512 | short | 2024-12-28 23:00 @ 95,267.64 | 2024-12-29 02:00 @ 94,837.76 | 3h | $7.99 | +0.36% | signal |
| 513 | short | 2024-12-30 19:00 @ 94,551.49 | 2024-12-30 22:00 @ 92,053.51 | 3h | $56.59 | +2.54% | signal |
| 514 | short | 2024-12-31 09:00 @ 93,885.22 | 2024-12-31 13:00 @ 95,357.74 | 4h | −$37.38 | -1.67% | stop loss |
| 515 | short | 2025-01-01 15:00 @ 94,128.37 | 2025-01-02 00:00 @ 94,599.82 | 9h | −$13.18 | -0.59% | signal |
| 516 | long | 2025-01-03 08:00 @ 96,294.36 | 2025-01-03 10:00 @ 96,492.50 | 2h | $2.13 | +0.10% | signal |
| 517 | long | 2025-01-06 10:00 @ 98,988.19 | 2025-01-06 12:00 @ 99,199.36 | 2h | $2.52 | +0.11% | signal |
| 518 | long | 2025-01-07 13:00 @ 100,732.54 | 2025-01-07 14:00 @ 99,704.59 | 1h | −$24.95 | -1.12% | stop loss |
| 519 | long | 2025-01-07 15:00 @ 99,965.29 | 2025-01-07 15:00 @ 98,495.75 | 0m | −$34.86 | -1.57% | stop loss |
| 520 | short | 2025-01-10 01:00 @ 92,707.35 | 2025-01-10 07:00 @ 94,577.90 | 6h | −$46.88 | -2.12% | stop loss |
| 521 | short | 2025-01-10 08:00 @ 94,438.11 | 2025-01-10 14:00 @ 93,540.80 | 6h | $18.70 | +0.85% | signal |
| 522 | short | 2025-01-12 14:00 @ 94,602.38 | 2025-01-12 15:00 @ 95,333.16 | 1h | −$19.25 | -0.87% | stop loss |
| 523 | short | 2025-01-12 16:00 @ 95,016.69 | 2025-01-12 20:00 @ 94,643.93 | 4h | $6.58 | +0.30% | signal |
| 524 | short | 2025-01-13 21:00 @ 93,523.19 | 2025-01-14 08:00 @ 94,842.36 | 11h | −$33.06 | -1.50% | time stop |
| 525 | long | 2025-01-18 00:00 @ 104,063.41 | 2025-01-18 01:00 @ 104,594.78 | 1h | $8.86 | +0.40% | signal |
| 526 | long | 2025-01-23 00:00 @ 103,685.63 | 2025-01-23 04:00 @ 101,894.64 | 4h | −$40.31 | -1.84% | stop loss |
| 527 | long | 2025-01-23 22:00 @ 103,045.71 | 2025-01-23 23:00 @ 103,916.21 | 1h | $16.28 | +0.74% | signal |
| 528 | long | 2025-01-24 03:00 @ 102,988.89 | 2025-01-24 04:00 @ 103,821.83 | 1h | $15.52 | +0.71% | signal |
| 529 | long | 2025-01-26 23:00 @ 104,294.65 | 2025-01-26 23:00 @ 103,400.47 | 0m | −$21.00 | -0.96% | stop loss |
| 530 | short | 2025-01-28 06:00 @ 102,948.51 | 2025-01-28 07:00 @ 102,718.14 | 1h | $2.71 | +0.12% | signal |
| 531 | short | 2025-01-29 02:00 @ 101,785.64 | 2025-01-29 10:00 @ 102,320.46 | 8h | −$13.48 | -0.62% | signal |
| 532 | long | 2025-01-30 09:00 @ 105,031.00 | 2025-01-30 10:00 @ 105,348.03 | 1h | $4.41 | +0.20% | signal |
| 533 | long | 2025-01-30 14:00 @ 104,855.97 | 2025-01-30 15:00 @ 105,858.62 | 1h | $18.72 | +0.86% | signal |
| 534 | long | 2025-01-31 05:00 @ 103,998.60 | 2025-01-31 07:00 @ 104,447.21 | 2h | $7.26 | +0.33% | signal |
| 535 | short | 2025-02-01 01:00 @ 102,429.71 | 2025-02-01 03:00 @ 102,427.08 | 2h | −$2.14 | -0.10% | signal |
| 536 | short | 2025-02-04 13:00 @ 99,306.03 | 2025-02-04 21:00 @ 98,616.82 | 8h | $13.13 | +0.60% | signal |
| 537 | short | 2025-02-05 06:00 @ 98,087.48 | 2025-02-05 07:00 @ 97,637.82 | 1h | $7.88 | +0.36% | signal |
| 538 | short | 2025-02-06 03:00 @ 97,294.14 | 2025-02-06 10:00 @ 98,889.79 | 7h | −$38.28 | -1.74% | stop loss |
| 539 | short | 2025-02-08 01:00 @ 96,593.78 | 2025-02-08 05:00 @ 96,285.95 | 4h | $4.79 | +0.22% | signal |
| 540 | short | 2025-02-08 20:00 @ 96,530.69 | 2025-02-09 07:00 @ 96,983.09 | 11h | −$12.38 | -0.57% | time stop |
| 541 | short | 2025-02-10 06:00 @ 96,960.10 | 2025-02-10 13:00 @ 97,348.17 | 7h | −$10.74 | -0.49% | signal |
| 542 | short | 2025-02-11 01:00 @ 97,714.05 | 2025-02-11 03:00 @ 97,739.44 | 2h | −$2.75 | -0.13% | signal |
| 543 | long | 2025-02-11 11:00 @ 97,934.58 | 2025-02-11 13:00 @ 96,999.23 | 2h | −$23.03 | -1.05% | stop loss |
| 544 | short | 2025-02-12 18:00 @ 97,302.24 | 2025-02-13 03:00 @ 97,453.19 | 9h | −$5.34 | -0.25% | signal |
| 545 | short | 2025-02-18 23:00 @ 95,235.95 | 2025-02-19 05:00 @ 95,200.04 | 6h | −$1.20 | -0.06% | signal |
| 546 | short | 2025-02-22 01:00 @ 96,119.57 | 2025-02-22 08:00 @ 96,260.95 | 7h | −$5.38 | -0.25% | signal |
| 547 | short | 2025-02-23 21:00 @ 95,715.55 | 2025-02-23 23:00 @ 96,273.95 | 2h | −$14.87 | -0.68% | stop loss |
| 548 | short | 2025-02-28 15:00 @ 82,039.69 | 2025-02-28 16:00 @ 84,774.72 | 1h | −$74.61 | -3.44% | stop loss |
| 549 | short | 2025-02-28 17:00 @ 84,293.44 | 2025-02-28 21:00 @ 84,156.83 | 4h | $1.34 | +0.06% | signal |
| 550 | short | 2025-03-01 05:00 @ 86,112.77 | 2025-03-01 07:00 @ 85,040.80 | 2h | $24.66 | +1.15% | signal |
| 551 | short | 2025-03-01 22:00 @ 86,011.69 | 2025-03-02 03:00 @ 85,750.55 | 5h | $4.38 | +0.20% | signal |
| 552 | short | 2025-03-05 08:00 @ 87,556.39 | 2025-03-05 10:00 @ 89,756.85 | 2h | −$56.43 | -2.61% | stop loss |
| 553 | long | 2025-03-06 10:00 @ 90,734.24 | 2025-03-06 11:00 @ 91,231.75 | 1h | $9.62 | +0.45% | signal |
| 554 | short | 2025-03-08 16:00 @ 86,342.73 | 2025-03-08 17:00 @ 86,119.22 | 1h | $3.44 | +0.16% | signal |
| 555 | short | 2025-03-10 03:00 @ 82,142.97 | 2025-03-10 09:00 @ 81,326.06 | 6h | $19.27 | +0.90% | signal |
| 556 | short | 2025-03-11 05:00 @ 79,703.46 | 2025-03-11 13:00 @ 81,217.84 | 8h | −$43.04 | -2.00% | signal |
| 557 | short | 2025-03-14 11:00 @ 82,983.40 | 2025-03-14 15:00 @ 84,254.01 | 4h | −$34.98 | -1.63% | stop loss |
| 558 | long | 2025-03-15 07:00 @ 84,162.23 | 2025-03-15 12:00 @ 84,037.89 | 5h | −$5.24 | -0.25% | signal |
| 559 | long | 2025-03-16 01:00 @ 84,230.84 | 2025-03-16 04:00 @ 84,279.14 | 3h | −$0.91 | -0.04% | signal |
| 560 | long | 2025-03-22 09:00 @ 84,191.94 | 2025-03-22 10:00 @ 84,298.94 | 1h | $0.58 | +0.03% | signal |
| 561 | long | 2025-03-26 00:00 @ 87,387.37 | 2025-03-26 01:00 @ 87,590.58 | 1h | $2.89 | +0.14% | signal |
| 562 | long | 2025-03-26 15:00 @ 86,737.44 | 2025-03-26 21:00 @ 87,232.65 | 6h | $10.11 | +0.47% | signal |
| 563 | long | 2025-03-27 13:00 @ 86,734.34 | 2025-03-27 13:00 @ 85,756.99 | 0m | −$26.20 | -1.23% | stop loss |
| 564 | long | 2025-03-27 14:00 @ 86,355.77 | 2025-03-27 15:00 @ 87,222.55 | 1h | $19.24 | +0.90% | signal |
| 565 | long | 2025-03-28 05:00 @ 86,265.75 | 2025-03-28 07:00 @ 85,272.72 | 2h | −$26.70 | -1.25% | stop loss |
| 566 | short | 2025-03-30 03:00 @ 83,261.64 | 2025-03-30 06:00 @ 82,941.38 | 3h | $6.06 | +0.28% | signal |
| 567 | short | 2025-04-01 03:00 @ 83,044.19 | 2025-04-01 09:00 @ 84,237.28 | 6h | −$32.68 | -1.53% | stop loss |
| 568 | short | 2025-04-04 00:00 @ 83,165.06 | 2025-04-04 02:00 @ 82,682.03 | 2h | $10.30 | +0.49% | signal |
| 569 | short | 2025-04-07 11:00 @ 76,938.61 | 2025-04-07 14:00 @ 79,145.77 | 3h | −$63.10 | -2.97% | stop loss |
| 570 | short | 2025-04-09 08:00 @ 77,635.77 | 2025-04-09 12:00 @ 76,219.34 | 4h | $36.33 | +1.72% | signal |
| 571 | long | 2025-04-10 02:00 @ 82,224.44 | 2025-04-10 06:00 @ 82,099.18 | 4h | −$5.34 | -0.25% | signal |
| 572 | long | 2025-04-12 00:00 @ 83,394.98 | 2025-04-12 05:00 @ 83,159.76 | 5h | −$8.16 | -0.39% | signal |
| 573 | long | 2025-04-13 14:00 @ 83,593.62 | 2025-04-13 17:00 @ 84,166.96 | 3h | $12.17 | +0.58% | signal |
| 574 | long | 2025-04-14 23:00 @ 84,473.09 | 2025-04-15 01:00 @ 84,859.22 | 2h | $7.60 | +0.36% | signal |
| 575 | long | 2025-04-15 17:00 @ 84,827.06 | 2025-04-15 23:00 @ 83,613.59 | 6h | −$32.42 | -1.53% | stop loss |
| 576 | long | 2025-04-18 10:00 @ 84,531.20 | 2025-04-18 12:00 @ 84,612.57 | 2h | −$0.08 | -0.00% | signal |
| 577 | long | 2025-04-20 09:00 @ 84,621.62 | 2025-04-20 10:00 @ 84,155.33 | 1h | −$13.74 | -0.65% | stop loss |
| 578 | long | 2025-04-21 19:00 @ 86,767.45 | 2025-04-21 20:00 @ 87,351.73 | 1h | $12.08 | +0.57% | signal |
| 579 | long | 2025-04-24 09:00 @ 92,003.90 | 2025-04-24 10:00 @ 92,408.81 | 1h | $7.17 | +0.34% | signal |
| 580 | long | 2025-04-26 11:00 @ 94,186.13 | 2025-04-26 16:00 @ 94,306.14 | 5h | $0.58 | +0.03% | signal |
| 581 | long | 2025-04-27 13:00 @ 93,714.84 | 2025-04-27 14:00 @ 93,993.60 | 1h | $4.17 | +0.20% | signal |
| 582 | long | 2025-04-28 02:00 @ 92,916.88 | 2025-04-28 03:00 @ 93,544.79 | 1h | $12.16 | +0.58% | signal |
| 583 | long | 2025-04-29 23:00 @ 94,124.92 | 2025-04-30 01:00 @ 94,479.20 | 2h | $5.96 | +0.28% | signal |
| 584 | long | 2025-05-04 00:00 @ 95,822.46 | 2025-05-04 02:00 @ 96,036.09 | 2h | $2.59 | +0.12% | signal |
| 585 | long | 2025-05-04 10:00 @ 95,459.09 | 2025-05-04 20:00 @ 95,514.89 | 10h | −$0.96 | -0.05% | signal |
| 586 | long | 2025-05-14 00:00 @ 104,102.82 | 2025-05-14 06:00 @ 103,835.43 | 6h | −$7.77 | -0.37% | signal |
| 587 | long | 2025-05-17 00:00 @ 103,432.88 | 2025-05-17 04:00 @ 103,443.91 | 4h | −$1.95 | -0.09% | signal |
| 588 | long | 2025-05-17 11:00 @ 102,852.97 | 2025-05-17 15:00 @ 103,054.29 | 4h | $2.02 | +0.10% | signal |
| 589 | long | 2025-05-18 12:00 @ 103,789.75 | 2025-05-18 14:00 @ 104,687.16 | 2h | $16.18 | +0.76% | signal |
| 590 | long | 2025-05-19 04:00 @ 103,590.21 | 2025-05-19 08:00 @ 103,146.47 | 4h | −$11.20 | -0.53% | signal |
| 591 | long | 2025-05-23 04:00 @ 111,066.21 | 2025-05-23 09:00 @ 110,867.92 | 5h | −$6.05 | -0.29% | signal |
| 592 | long | 2025-05-25 00:00 @ 107,720.54 | 2025-05-25 04:00 @ 108,023.79 | 4h | $3.63 | +0.17% | signal |
| 593 | long | 2025-05-27 22:00 @ 108,895.47 | 2025-05-28 01:00 @ 109,130.17 | 3h | $2.37 | +0.11% | signal |
| 594 | short | 2025-05-30 05:00 @ 106,043.69 | 2025-05-30 07:00 @ 105,692.53 | 2h | $4.90 | +0.23% | signal |
| 595 | short | 2025-05-31 15:00 @ 104,492.30 | 2025-05-31 18:00 @ 104,325.06 | 3h | $1.37 | +0.06% | signal |
| 596 | short | 2025-05-31 22:00 @ 104,796.44 | 2025-05-31 23:00 @ 104,588.21 | 1h | $2.09 | +0.10% | signal |
| 597 | short | 2025-06-01 17:00 @ 104,963.40 | 2025-06-01 19:00 @ 104,871.77 | 2h | −$0.27 | -0.01% | signal |
| 598 | short | 2025-06-02 23:00 @ 105,628.87 | 2025-06-03 03:00 @ 105,575.01 | 4h | −$0.93 | -0.04% | signal |
| 599 | short | 2025-06-03 13:00 @ 105,237.95 | 2025-06-03 14:00 @ 106,128.99 | 1h | −$20.08 | -0.95% | stop loss |
| 600 | short | 2025-06-06 06:00 @ 102,878.62 | 2025-06-06 12:00 @ 104,173.83 | 6h | −$28.81 | -1.36% | stop loss |
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.