[Mine-PA] 4-bar exhaustion with trend

public
@djgambhir

BTCUSDT · 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
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-11.13%-12.92%48260%
Validation2024-10-19 → 2025-09-25-8.44%-9.26%18049%
Out-of-sample2025-09-25 → 2026-08-31-9.97%-10.20%18852%

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%)TypicalLucky (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

#SideEntryExitHeldP&LReturnClosed by
850long2026-08-28 05:00 @ 79,632.222026-08-28 07:00 @ 79,847.932h$3.13+0.17%signal
849long2026-08-26 10:00 @ 78,430.882026-08-26 18:00 @ 78,388.328h−$2.95-0.16%signal
848long2026-08-23 06:00 @ 76,080.212026-08-23 09:00 @ 76,471.203h$7.38+0.40%signal
847long2026-08-23 05:00 @ 76,626.022026-08-23 05:00 @ 75,579.690m−$26.90-1.46%stop loss
846long2026-08-22 11:00 @ 76,991.102026-08-22 13:00 @ 77,280.142h$5.05+0.28%signal
845long2026-08-22 02:00 @ 77,823.162026-08-22 03:00 @ 78,452.211h$12.97+0.71%signal
844long2026-08-19 04:00 @ 64,309.162026-08-19 09:00 @ 64,372.225h−$0.11-0.01%signal
843short2026-08-17 04:00 @ 63,397.022026-08-17 09:00 @ 63,362.775h−$0.71-0.04%signal
842short2026-08-16 17:00 @ 63,220.052026-08-16 20:00 @ 63,094.923h$1.80+0.10%signal
841short2026-08-16 14:00 @ 63,023.492026-08-16 16:00 @ 63,170.782h−$6.03-0.33%stop loss
840short2026-08-13 06:00 @ 63,831.632026-08-13 09:00 @ 63,756.453h$0.46+0.03%signal
839long2026-08-09 19:00 @ 65,180.132026-08-09 22:00 @ 65,152.073h−$2.62-0.14%signal
838long2026-08-07 17:00 @ 64,792.862026-08-07 20:00 @ 64,919.913h$1.76+0.10%signal
837long2026-08-06 04:00 @ 64,509.202026-08-06 05:00 @ 64,682.961h$3.10+0.17%signal
836short2026-08-02 22:00 @ 63,547.292026-08-02 23:00 @ 63,410.681h$2.11+0.12%signal
835short2026-08-02 19:00 @ 63,351.532026-08-02 21:00 @ 63,762.032h−$13.73-0.75%stop loss
834short2026-08-02 04:00 @ 63,424.112026-08-02 06:00 @ 63,441.292h−$2.33-0.13%signal
833short2026-07-28 22:00 @ 63,937.312026-07-28 23:00 @ 63,767.351h$3.05+0.17%signal
832short2026-07-28 07:00 @ 63,596.682026-07-28 09:00 @ 63,414.282h$3.43+0.19%signal
831long2026-07-23 04:00 @ 65,639.832026-07-23 12:00 @ 65,043.788h−$18.53-1.01%stop loss
830long2026-07-17 23:00 @ 63,965.492026-07-18 08:00 @ 63,967.209h−$1.85-0.10%signal
829short2026-07-17 12:00 @ 63,260.452026-07-17 17:00 @ 63,904.335h−$20.52-1.11%stop loss
828long2026-07-16 10:00 @ 64,076.712026-07-16 11:00 @ 64,174.161h$0.96+0.05%signal
827long2026-07-14 20:00 @ 64,556.012026-07-14 22:00 @ 64,636.972h$0.47+0.03%signal
826short2026-07-13 09:00 @ 63,162.272026-07-13 11:00 @ 62,857.272h$7.06+0.38%signal
825long2026-07-13 00:00 @ 63,762.652026-07-13 01:00 @ 64,028.991h$5.82+0.32%signal
824short2026-07-08 20:00 @ 62,239.452026-07-09 01:00 @ 62,114.225h$1.98+0.11%signal
823long2026-07-07 05:00 @ 63,081.612026-07-07 07:00 @ 63,297.242h$4.44+0.24%signal
822long2026-07-06 05:00 @ 63,255.452026-07-06 11:00 @ 62,581.996h−$21.59-1.17%stop loss
821long2026-07-05 02:00 @ 62,872.372026-07-05 05:00 @ 62,774.443h−$4.72-0.26%signal
820short2026-07-01 05:00 @ 59,299.242026-07-01 07:00 @ 58,738.452h$15.59+0.85%signal
819short2026-06-27 16:00 @ 60,805.142026-06-27 18:00 @ 60,507.702h$7.23+0.39%signal
818short2026-06-25 07:00 @ 61,681.162026-06-25 11:00 @ 61,257.654h$10.75+0.59%signal
817short2026-06-24 22:00 @ 61,061.392026-06-25 01:00 @ 60,799.063h$6.03+0.33%signal
816short2026-06-23 03:00 @ 64,152.972026-06-23 05:00 @ 63,607.522h$13.76+0.75%signal
815long2026-06-22 18:00 @ 64,593.522026-06-23 01:00 @ 64,106.587h−$15.75-0.86%signal
814short2026-06-20 07:00 @ 63,697.362026-06-20 09:00 @ 63,403.482h$6.68+0.36%signal
813short2026-06-19 14:00 @ 63,161.472026-06-19 17:00 @ 62,956.293h$4.18+0.23%signal
812long2026-06-17 09:00 @ 64,902.882026-06-17 13:00 @ 64,992.204h$0.69+0.04%signal
811long2026-06-16 15:00 @ 65,643.332026-06-16 18:00 @ 65,933.013h$6.24+0.34%signal
810long2026-06-16 13:00 @ 66,403.782026-06-16 14:00 @ 65,580.921h−$24.61-1.34%stop loss
809long2026-06-15 20:00 @ 66,592.422026-06-16 02:00 @ 65,802.306h−$23.71-1.29%stop loss
808long2026-06-15 10:00 @ 65,572.912026-06-15 11:00 @ 65,871.521h$6.54+0.36%signal
807short2026-06-13 01:00 @ 63,561.192026-06-13 04:00 @ 63,507.103h−$0.27-0.01%signal
806short2026-06-11 02:00 @ 62,167.962026-06-11 11:00 @ 63,244.759h−$33.88-1.83%stop loss
805short2026-06-10 16:00 @ 62,592.182026-06-10 22:00 @ 61,339.676h$35.09+1.90%signal
804short2026-06-09 20:00 @ 62,056.492026-06-09 22:00 @ 61,744.852h$7.41+0.40%signal
803short2026-06-09 05:00 @ 63,201.162026-06-09 08:00 @ 63,183.533h−$1.33-0.07%signal
802short2026-06-07 05:00 @ 61,841.832026-06-07 08:00 @ 62,928.823h−$34.36-1.86%stop loss
801short2026-05-31 03:00 @ 74,046.192026-05-31 06:00 @ 74,042.613h−$1.76-0.10%signal
800short2026-05-29 07:00 @ 73,737.752026-05-29 08:00 @ 73,502.801h$4.05+0.22%signal
799short2026-05-24 12:00 @ 77,274.042026-05-24 13:00 @ 77,093.321h$2.48+0.13%signal
798short2026-05-23 21:00 @ 77,231.452026-05-24 08:00 @ 76,786.7511h$8.95+0.49%time stop
797short2026-05-22 13:00 @ 77,475.902026-05-22 14:00 @ 77,270.951h$3.04+0.16%signal
796short2026-05-20 07:00 @ 77,364.422026-05-20 12:00 @ 77,366.675h−$1.75-0.09%signal
795short2026-05-16 02:00 @ 79,112.572026-05-16 05:00 @ 79,015.703h$0.42+0.02%signal
794long2026-05-14 21:00 @ 81,388.272026-05-15 01:00 @ 81,452.414h−$0.31-0.02%signal
793short2026-05-13 20:00 @ 79,588.882026-05-13 22:00 @ 79,378.972h$3.02+0.16%signal
792long2026-05-12 09:00 @ 80,813.662026-05-12 13:00 @ 80,830.234h−$1.47-0.08%signal
791long2026-05-10 00:00 @ 80,650.132026-05-10 03:00 @ 80,732.753h$0.04+0.00%signal
790long2026-05-07 17:00 @ 79,779.252026-05-07 18:00 @ 80,037.291h$4.12+0.22%signal
789long2026-05-03 03:00 @ 78,147.032026-05-03 06:00 @ 78,192.863h−$0.76-0.04%signal
788short2026-04-29 23:00 @ 75,869.322026-04-30 00:00 @ 75,765.051h$0.69+0.04%signal
787short2026-04-28 19:00 @ 76,192.862026-04-28 23:00 @ 76,221.344h−$2.53-0.14%signal
786short2026-04-27 21:00 @ 76,900.422026-04-27 22:00 @ 76,756.751h$1.60+0.09%signal
785long2026-04-27 06:00 @ 77,746.052026-04-27 09:00 @ 77,747.853h−$1.64-0.09%signal
784long2026-04-27 05:00 @ 78,898.382026-04-27 05:00 @ 77,887.300m−$25.56-1.38%stop loss
783long2026-04-25 08:00 @ 77,465.392026-04-25 09:00 @ 77,587.881h$1.19+0.06%signal
782long2026-04-24 05:00 @ 77,636.022026-04-24 06:00 @ 77,895.521h$4.33+0.23%signal
781long2026-04-23 11:00 @ 77,378.472026-04-23 13:00 @ 77,811.232h$8.48+0.46%signal
780long2026-04-21 15:00 @ 75,644.032026-04-22 00:00 @ 76,273.049h$13.56+0.74%signal
779long2026-04-19 19:00 @ 74,751.152026-04-19 20:00 @ 74,903.021h$1.90+0.10%signal
778long2026-04-18 19:00 @ 75,618.822026-04-19 05:00 @ 75,608.5810h−$1.94-0.11%signal
777long2026-04-18 12:00 @ 76,017.202026-04-18 13:00 @ 76,152.771h$1.44+0.08%signal
776long2026-04-18 10:00 @ 76,572.412026-04-18 11:00 @ 75,716.881h−$22.50-1.22%stop loss
775long2026-04-17 04:00 @ 74,597.722026-04-17 07:00 @ 74,880.223h$5.15+0.28%signal
774long2026-04-16 10:00 @ 74,573.512026-04-16 13:00 @ 74,562.883h−$2.11-0.11%signal
773long2026-04-15 08:00 @ 73,719.942026-04-15 09:00 @ 74,055.591h$6.65+0.36%signal
772long2026-04-13 06:00 @ 70,861.872026-04-13 07:00 @ 70,975.501h$1.11+0.06%signal
771long2026-04-08 04:00 @ 71,273.952026-04-08 05:00 @ 71,514.291h$4.38+0.24%signal
770short2026-04-05 11:00 @ 66,999.002026-04-05 13:00 @ 66,764.852h$4.61+0.25%signal
769short2026-04-04 08:00 @ 66,968.702026-04-04 15:00 @ 67,378.787h−$13.09-0.71%stop loss
768long2026-04-01 11:00 @ 68,558.912026-04-01 12:00 @ 68,656.271h$0.77+0.04%signal
767short2026-03-31 03:00 @ 67,898.222026-03-31 04:00 @ 67,684.331h$3.97+0.22%signal
766short2026-03-30 03:00 @ 67,073.682026-03-30 07:00 @ 67,286.954h−$7.73-0.42%signal
765short2026-03-29 04:00 @ 66,862.322026-03-29 05:00 @ 66,715.241h$2.22+0.12%signal
764short2026-03-28 07:00 @ 66,344.832026-03-28 10:00 @ 66,284.253h−$0.30-0.02%signal
763long2026-03-26 03:00 @ 70,869.172026-03-26 05:00 @ 69,894.662h−$27.35-1.47%stop loss
762short2026-03-22 16:00 @ 68,801.142026-03-22 19:00 @ 68,593.923h$3.61+0.19%signal
761short2026-03-22 04:00 @ 69,293.242026-03-22 06:00 @ 69,130.122h$2.51+0.14%signal
760short2026-03-21 21:00 @ 70,418.412026-03-21 22:00 @ 70,335.561h$0.33+0.02%signal
759short2026-03-20 04:00 @ 70,681.962026-03-20 10:00 @ 70,559.116h$1.38+0.07%signal
758long2026-03-18 14:00 @ 72,118.922026-03-18 15:00 @ 70,904.321h−$33.19-1.78%stop loss
757long2026-03-18 08:00 @ 73,854.872026-03-18 09:00 @ 73,991.101h$1.66+0.09%signal
756long2026-03-17 06:00 @ 74,010.802026-03-17 12:00 @ 73,982.306h−$2.53-0.14%signal
755long2026-03-14 08:00 @ 70,579.712026-03-14 12:00 @ 70,690.864h$1.14+0.06%signal
754long2026-03-10 19:00 @ 69,989.202026-03-11 00:00 @ 69,887.825h−$4.56-0.24%signal
753long2026-03-10 14:00 @ 69,897.682026-03-10 15:00 @ 71,421.411h$38.52+2.08%signal
752long2026-03-10 00:00 @ 68,407.682026-03-10 01:00 @ 69,099.381h$16.88+0.91%signal
751short2026-03-08 09:00 @ 67,477.502026-03-08 12:00 @ 67,503.603h−$2.56-0.14%signal
750long2026-03-06 12:00 @ 70,199.642026-03-06 14:00 @ 68,998.282h−$33.63-1.81%stop loss
749long2026-03-06 06:00 @ 70,410.482026-03-06 08:00 @ 71,012.492h$13.99+0.75%signal
748long2026-03-03 05:00 @ 68,106.722026-03-03 09:00 @ 66,679.044h−$40.95-2.20%stop loss
747long2026-03-01 07:00 @ 66,903.382026-03-01 14:00 @ 66,893.827h−$2.22-0.12%signal
746short2026-02-28 19:00 @ 65,859.732026-02-28 22:00 @ 67,357.153h−$44.55-2.37%stop loss
745short2026-02-25 10:00 @ 65,511.102026-02-25 11:00 @ 65,377.571h$1.95+0.10%signal
744short2026-02-19 21:00 @ 67,105.182026-02-20 08:00 @ 67,808.3611h−$21.50-1.14%time stop
743short2026-02-19 00:00 @ 66,409.522026-02-19 09:00 @ 66,951.099h−$17.29-0.92%signal
742short2026-02-18 10:00 @ 68,114.772026-02-18 11:00 @ 67,784.751h$7.25+0.38%signal
741short2026-02-16 10:00 @ 68,947.212026-02-16 12:00 @ 69,837.512h−$26.31-1.39%stop loss
740short2026-02-13 17:00 @ 68,907.122026-02-13 21:00 @ 68,763.854h$2.04+0.11%signal
739short2026-02-13 12:00 @ 67,124.372026-02-13 15:00 @ 68,231.253h−$33.21-1.75%stop loss
738short2026-02-09 18:00 @ 70,556.492026-02-09 22:00 @ 70,376.474h$2.95+0.16%signal
737short2026-02-08 14:00 @ 71,458.212026-02-08 17:00 @ 70,402.683h$25.96+1.37%signal
736short2026-02-06 17:00 @ 69,882.022026-02-07 01:00 @ 69,931.188h−$3.51-0.19%signal
735short2026-02-06 12:00 @ 66,572.782026-02-06 16:00 @ 69,456.754h−$85.09-4.45%stop loss
734short2026-02-02 10:00 @ 77,650.472026-02-02 19:00 @ 78,539.609h−$24.01-1.25%signal
733short2026-01-29 23:00 @ 84,512.592026-01-30 01:00 @ 84,174.232h$5.85+0.31%signal
732short2026-01-27 01:00 @ 88,301.742026-01-27 05:00 @ 88,550.314h−$7.32-0.38%signal
731short2026-01-26 08:00 @ 87,951.412026-01-26 10:00 @ 87,647.932h$4.76+0.25%signal
730short2026-01-24 05:00 @ 89,788.842026-01-24 07:00 @ 89,630.322h$1.47+0.08%signal
729short2026-01-23 14:00 @ 89,292.642026-01-23 15:00 @ 88,993.801h$4.50+0.23%signal
728short2026-01-21 04:00 @ 89,378.022026-01-21 08:00 @ 89,189.134h$2.14+0.11%signal
727long2026-01-18 01:00 @ 95,092.212026-01-18 04:00 @ 95,135.973h−$1.03-0.05%signal
726long2026-01-15 20:00 @ 95,488.292026-01-16 06:00 @ 95,596.7810h$0.12+0.01%signal
725long2026-01-15 04:00 @ 95,962.292026-01-15 06:00 @ 96,353.332h$5.88+0.31%signal
724short2026-01-10 11:00 @ 90,777.142026-01-10 14:00 @ 90,639.023h$1.00+0.05%signal
723long2026-01-07 18:00 @ 91,233.142026-01-08 05:00 @ 90,969.8011h−$7.61-0.40%time stop
722long2026-01-06 03:00 @ 93,605.722026-01-06 10:00 @ 93,401.727h−$6.15-0.32%signal
721long2026-01-03 07:00 @ 89,845.372026-01-03 13:00 @ 89,983.906h$1.02+0.05%signal
720long2025-12-30 20:00 @ 88,207.442025-12-30 22:00 @ 88,227.852h−$1.47-0.08%signal
719long2025-12-29 10:00 @ 88,085.812025-12-29 12:00 @ 87,054.402h−$24.44-1.27%stop loss
718long2025-12-29 09:00 @ 89,536.902025-12-29 09:00 @ 88,525.930m−$23.71-1.23%stop loss
717short2025-12-25 15:00 @ 87,657.472025-12-25 15:00 @ 88,355.610m−$17.35-0.90%stop loss
716short2025-12-24 19:00 @ 87,417.512025-12-25 00:00 @ 87,644.935h−$6.98-0.36%signal
715short2025-12-24 13:00 @ 87,375.522025-12-24 15:00 @ 86,967.392h$7.11+0.37%signal
714long2025-12-22 19:00 @ 89,122.722025-12-22 20:00 @ 87,888.381h−$28.82-1.48%stop loss
713short2025-12-19 06:00 @ 87,082.282025-12-19 13:00 @ 87,858.277h−$19.10-0.98%signal
712short2025-12-18 10:00 @ 87,219.452025-12-18 13:00 @ 88,442.283h−$29.36-1.50%stop loss
711short2025-12-17 13:00 @ 86,966.602025-12-17 14:00 @ 88,211.001h−$30.04-1.53%stop loss
710short2025-12-16 12:00 @ 87,199.162025-12-16 14:00 @ 86,427.682h$15.37+0.79%signal
709short2025-12-15 10:00 @ 89,797.742025-12-15 12:00 @ 89,623.922h$1.83+0.09%signal
708long2025-12-08 15:00 @ 90,827.262025-12-08 21:00 @ 90,727.556h−$4.17-0.21%signal
707long2025-12-04 20:00 @ 91,959.892025-12-04 21:00 @ 92,413.311h$7.68+0.39%signal
706short2025-12-01 09:00 @ 86,793.642025-12-01 12:00 @ 86,117.223h$13.27+0.68%signal
705long2025-11-27 23:00 @ 91,303.262025-11-28 04:00 @ 91,149.775h−$5.27-0.27%signal
704long2025-11-27 15:00 @ 90,762.752025-11-27 17:00 @ 91,391.722h$11.47+0.59%signal
703short2025-11-26 08:00 @ 87,878.622025-11-26 09:00 @ 87,397.981h$8.82+0.45%signal
702short2025-11-24 17:00 @ 87,105.882025-11-24 20:00 @ 88,834.783h−$40.86-2.09%stop loss
701short2025-11-23 21:00 @ 87,417.612025-11-24 00:00 @ 86,824.963h$11.31+0.58%signal
700short2025-11-23 04:00 @ 86,243.752025-11-23 07:00 @ 85,836.963h$7.27+0.37%signal
699short2025-11-18 11:00 @ 91,517.992025-11-18 16:00 @ 93,307.105h−$40.32-2.05%stop loss
698short2025-11-13 04:00 @ 102,067.582025-11-13 06:00 @ 103,629.102h−$32.17-1.63%stop loss
697long2025-11-11 07:00 @ 105,223.042025-11-11 12:00 @ 105,235.155h−$1.69-0.09%signal
696short2025-11-09 17:00 @ 103,794.042025-11-09 20:00 @ 105,016.553h−$25.30-1.28%stop loss
695short2025-11-07 20:00 @ 103,329.332025-11-08 00:00 @ 103,325.964h−$1.92-0.10%signal
694short2025-11-07 17:00 @ 101,108.072025-11-07 19:00 @ 103,073.272h−$40.69-2.04%stop loss
693short2025-11-05 15:00 @ 103,141.972025-11-05 21:00 @ 103,808.766h−$14.83-0.74%signal
692short2025-11-01 01:00 @ 109,667.762025-11-01 07:00 @ 109,978.196h−$7.65-0.38%signal
691short2025-10-31 00:00 @ 108,241.952025-10-31 03:00 @ 108,838.063h−$13.01-0.65%signal
690long2025-10-28 21:00 @ 112,767.152025-10-29 05:00 @ 112,732.958h−$2.61-0.13%signal
689long2025-10-27 22:00 @ 114,280.852025-10-28 02:00 @ 114,354.624h−$0.83-0.04%signal
688long2025-10-25 17:00 @ 111,345.662025-10-25 19:00 @ 111,645.772h$3.39+0.17%signal
687short2025-10-23 03:00 @ 108,348.332025-10-23 06:00 @ 110,008.943h−$32.78-1.63%stop loss
686long2025-10-21 20:00 @ 111,743.042025-10-21 22:00 @ 109,590.602h−$40.86-2.03%stop loss
685short2025-10-21 13:00 @ 108,711.952025-10-21 14:00 @ 108,406.081h$3.66+0.18%signal
684short2025-10-20 05:00 @ 110,347.132025-10-20 11:00 @ 110,714.146h−$8.75-0.43%reverse
683short2025-10-19 17:00 @ 108,540.092025-10-19 20:00 @ 108,871.873h−$8.20-0.41%signal
682short2025-10-18 12:00 @ 107,129.572025-10-18 14:00 @ 106,857.972h$3.10+0.15%signal
681short2025-10-17 03:00 @ 108,894.822025-10-17 05:00 @ 108,751.452h$0.64+0.03%signal
680short2025-10-15 08:00 @ 112,501.902025-10-15 11:00 @ 112,236.543h$2.83+0.14%signal
679short2025-10-13 19:00 @ 115,084.682025-10-13 23:00 @ 115,466.294h−$8.73-0.43%signal
678short2025-10-12 05:00 @ 111,463.802025-10-12 08:00 @ 111,486.193h−$2.43-0.12%signal
677short2025-10-11 12:00 @ 112,202.162025-10-11 16:00 @ 111,766.754h$5.82+0.29%signal
676long2025-10-09 09:00 @ 121,226.642025-10-09 11:00 @ 122,081.682h$12.20+0.60%signal
675long2025-10-08 15:00 @ 122,292.752025-10-08 17:00 @ 122,975.302h$9.12+0.45%signal
674long2025-10-07 17:00 @ 121,645.922025-10-07 20:00 @ 121,569.183h−$3.29-0.16%signal
673long2025-10-06 23:00 @ 125,024.902025-10-07 07:00 @ 123,640.958h−$24.59-1.22%stop loss
672long2025-10-05 10:00 @ 123,022.602025-10-05 12:00 @ 123,388.622h$3.99+0.20%signal
671long2025-10-05 09:00 @ 124,605.922025-10-05 09:00 @ 123,193.600m−$24.99-1.23%stop loss
670long2025-10-04 10:00 @ 122,192.432025-10-04 14:00 @ 122,311.034h−$0.06-0.00%signal
669long2025-10-04 03:00 @ 121,836.062025-10-04 04:00 @ 122,172.861h$3.57+0.18%signal
668long2025-10-03 08:00 @ 119,644.022025-10-03 09:00 @ 119,983.001h$3.51+0.17%signal
667long2025-09-30 10:00 @ 112,765.652025-09-30 14:00 @ 113,316.034h$7.85+0.39%signal
666long2025-09-30 05:00 @ 114,059.912025-09-30 09:00 @ 113,207.434h−$17.29-0.85%stop loss
665short2025-09-28 22:00 @ 110,765.942025-09-28 22:00 @ 111,479.960m−$15.13-0.74%stop loss
664short2025-09-28 17:00 @ 110,150.472025-09-28 20:00 @ 110,678.833h−$11.80-0.58%stop loss
663short2025-09-27 00:00 @ 109,566.582025-09-27 02:00 @ 109,406.182h$0.95+0.05%signal
662short2025-09-24 12:00 @ 112,959.402025-09-24 14:00 @ 112,802.762h$0.79+0.04%signal
661short2025-09-23 07:00 @ 112,901.522025-09-23 15:00 @ 112,624.728h$3.10+0.15%signal
660long2025-09-17 15:00 @ 115,580.612025-09-17 18:00 @ 114,693.253h−$17.80-0.87%stop loss
659long2025-09-17 11:00 @ 116,340.762025-09-17 14:00 @ 115,521.313h−$16.42-0.80%stop loss
658long2025-09-16 12:00 @ 115,245.142025-09-16 13:00 @ 115,370.121h$0.17+0.01%signal
657long2025-09-14 14:00 @ 115,302.662025-09-14 17:00 @ 115,399.623h−$0.39-0.02%signal
656long2025-09-12 10:00 @ 115,033.002025-09-12 15:00 @ 115,190.565h$0.75+0.04%signal
655long2025-09-10 18:00 @ 113,716.642025-09-10 23:00 @ 113,808.735h−$0.39-0.02%signal
654long2025-09-09 02:00 @ 111,335.262025-09-09 04:00 @ 111,635.372h$3.46+0.17%signal
653short2025-09-07 03:00 @ 110,587.982025-09-07 05:00 @ 110,536.602h−$1.09-0.05%signal
652long2025-09-04 05:00 @ 110,893.072025-09-04 14:00 @ 109,805.809h−$22.19-1.08%stop loss
651short2025-09-01 09:00 @ 109,530.192025-09-01 11:00 @ 108,548.112h$16.28+0.80%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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