[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 · 201–400 shown

#SideEntryExitHeldP&LReturnClosed by
650short2025-08-31 17:00 @ 108,845.232025-08-31 23:00 @ 108,864.076h−$2.40-0.12%signal
649short2025-08-29 13:00 @ 110,645.472025-08-29 14:00 @ 109,078.311h$26.82+1.32%signal
648short2025-08-27 15:00 @ 111,735.552025-08-28 02:00 @ 111,622.4211h$0.21+0.01%time stop
647short2025-08-27 12:00 @ 111,248.452025-08-27 14:00 @ 112,340.622h−$22.10-1.08%stop loss
646short2025-08-26 22:00 @ 111,507.992025-08-27 01:00 @ 111,330.063h$1.25+0.06%signal
645short2025-08-25 00:00 @ 113,423.512025-08-25 01:00 @ 112,621.321h$12.59+0.62%signal
644short2025-08-23 19:00 @ 115,088.382025-08-23 22:00 @ 115,002.303h−$0.51-0.03%signal
643long2025-08-23 04:00 @ 115,545.702025-08-23 15:00 @ 114,555.1811h−$19.76-0.97%time stop
642short2025-08-22 03:00 @ 113,089.182025-08-22 05:00 @ 112,827.662h$2.68+0.13%signal
641short2025-08-20 06:00 @ 113,649.072025-08-20 08:00 @ 113,459.392h$1.37+0.07%signal
640short2025-08-19 12:00 @ 115,437.912025-08-19 14:00 @ 115,174.332h$2.62+0.13%signal
639short2025-08-17 23:00 @ 117,874.922025-08-18 00:00 @ 117,377.371h$6.58+0.32%signal
638short2025-08-17 05:00 @ 117,999.902025-08-17 07:00 @ 117,899.582h−$0.30-0.01%signal
637long2025-08-14 07:00 @ 121,816.662025-08-14 12:00 @ 120,299.745h−$27.73-1.35%stop loss
636long2025-08-11 13:00 @ 119,656.732025-08-11 21:00 @ 118,228.028h−$26.77-1.30%stop loss
635long2025-08-09 14:00 @ 116,938.282025-08-09 21:00 @ 116,709.557h−$6.18-0.30%signal
634long2025-08-09 02:00 @ 116,540.302025-08-09 06:00 @ 116,661.264h$0.08+0.00%signal
633long2025-08-08 03:00 @ 116,679.032025-08-08 08:00 @ 116,748.655h−$0.83-0.04%signal
632short2025-08-07 09:00 @ 114,890.322025-08-07 10:00 @ 115,717.871h−$16.91-0.82%stop loss
631short2025-08-03 19:00 @ 114,305.632025-08-03 23:00 @ 114,287.654h−$1.74-0.08%signal
630short2025-08-03 04:00 @ 113,528.192025-08-03 15:00 @ 113,754.9511h−$6.09-0.30%time stop
629short2025-07-30 23:00 @ 117,407.612025-07-31 06:00 @ 118,631.307h−$23.51-1.14%stop loss
628long2025-07-27 10:00 @ 117,937.182025-07-27 11:00 @ 118,132.271h$1.35+0.07%signal
627short2025-07-25 22:00 @ 117,159.862025-07-26 02:00 @ 117,167.234h−$1.99-0.10%signal
626long2025-07-24 22:00 @ 118,509.102025-07-25 01:00 @ 117,253.883h−$24.24-1.17%stop loss
625long2025-07-23 04:00 @ 118,644.422025-07-23 12:00 @ 118,461.008h−$5.49-0.26%signal
624short2025-07-22 00:00 @ 117,306.732025-07-22 05:00 @ 116,523.405h$11.98+0.58%signal
623long2025-07-21 12:00 @ 118,068.512025-07-21 14:00 @ 118,782.042h$10.43+0.50%signal
622long2025-07-20 07:00 @ 117,820.862025-07-20 08:00 @ 117,960.701h$0.39+0.02%signal
621long2025-07-19 15:00 @ 117,680.932025-07-20 02:00 @ 117,885.3211h$1.11+0.05%time stop
620long2025-07-18 17:00 @ 117,567.012025-07-18 22:00 @ 117,624.775h−$1.05-0.05%signal
619long2025-07-15 09:00 @ 116,789.952025-07-15 13:00 @ 117,169.564h$4.65+0.22%signal
618long2025-07-15 03:00 @ 118,275.452025-07-15 04:00 @ 116,600.761h−$31.46-1.52%stop loss
617long2025-07-14 12:00 @ 121,498.792025-07-14 15:00 @ 120,063.883h−$26.67-1.28%stop loss
616long2025-07-12 14:00 @ 117,499.602025-07-12 18:00 @ 117,415.014h−$3.79-0.18%signal
615long2025-07-07 12:00 @ 108,621.522025-07-07 14:00 @ 107,926.832h−$15.43-0.74%stop loss
614long2025-07-06 05:00 @ 107,957.692025-07-06 07:00 @ 108,051.292h−$0.28-0.01%signal
613long2025-07-04 14:00 @ 107,940.282025-07-04 18:00 @ 107,803.344h−$4.78-0.23%signal
612long2025-07-04 01:00 @ 109,444.282025-07-04 08:00 @ 108,484.937h−$20.55-0.98%stop loss
611short2025-07-02 05:00 @ 106,322.732025-07-02 08:00 @ 107,243.103h−$20.21-0.96%stop loss
610long2025-06-29 16:00 @ 107,708.442025-06-29 19:00 @ 107,548.993h−$5.42-0.26%signal
609long2025-06-27 01:00 @ 106,645.222025-06-27 03:00 @ 107,173.062h$8.28+0.39%signal
608short2025-06-20 00:00 @ 104,586.182025-06-20 05:00 @ 104,240.145h$4.92+0.23%signal
607long2025-06-17 08:00 @ 106,732.342025-06-17 11:00 @ 105,531.473h−$25.89-1.23%stop loss
606short2025-06-15 06:00 @ 106,009.892025-06-15 07:00 @ 105,412.081h$9.76+0.46%signal
605short2025-06-14 00:00 @ 106,006.092025-06-14 02:00 @ 105,441.482h$9.13+0.43%signal
604long2025-06-12 05:00 @ 107,741.942025-06-12 13:00 @ 106,663.058h−$23.33-1.11%stop loss
603long2025-06-11 19:00 @ 108,771.452025-06-12 00:00 @ 108,578.385h−$5.84-0.28%signal
602long2025-06-10 04:00 @ 109,547.812025-06-10 10:00 @ 109,453.506h−$4.13-0.20%signal
601long2025-06-09 02:00 @ 105,497.502025-06-09 07:00 @ 105,625.375h$0.45+0.02%signal
600short2025-06-06 06:00 @ 102,878.622025-06-06 12:00 @ 104,173.836h−$28.81-1.36%stop loss
599short2025-06-03 13:00 @ 105,237.952025-06-03 14:00 @ 106,128.991h−$20.08-0.95%stop loss
598short2025-06-02 23:00 @ 105,628.872025-06-03 03:00 @ 105,575.014h−$0.93-0.04%signal
597short2025-06-01 17:00 @ 104,963.402025-06-01 19:00 @ 104,871.772h−$0.27-0.01%signal
596short2025-05-31 22:00 @ 104,796.442025-05-31 23:00 @ 104,588.211h$2.09+0.10%signal
595short2025-05-31 15:00 @ 104,492.302025-05-31 18:00 @ 104,325.063h$1.37+0.06%signal
594short2025-05-30 05:00 @ 106,043.692025-05-30 07:00 @ 105,692.532h$4.90+0.23%signal
593long2025-05-27 22:00 @ 108,895.472025-05-28 01:00 @ 109,130.173h$2.37+0.11%signal
592long2025-05-25 00:00 @ 107,720.542025-05-25 04:00 @ 108,023.794h$3.63+0.17%signal
591long2025-05-23 04:00 @ 111,066.212025-05-23 09:00 @ 110,867.925h−$6.05-0.29%signal
590long2025-05-19 04:00 @ 103,590.212025-05-19 08:00 @ 103,146.474h−$11.20-0.53%signal
589long2025-05-18 12:00 @ 103,789.752025-05-18 14:00 @ 104,687.162h$16.18+0.76%signal
588long2025-05-17 11:00 @ 102,852.972025-05-17 15:00 @ 103,054.294h$2.02+0.10%signal
587long2025-05-17 00:00 @ 103,432.882025-05-17 04:00 @ 103,443.914h−$1.95-0.09%signal
586long2025-05-14 00:00 @ 104,102.822025-05-14 06:00 @ 103,835.436h−$7.77-0.37%signal
585long2025-05-04 10:00 @ 95,459.092025-05-04 20:00 @ 95,514.8910h−$0.96-0.05%signal
584long2025-05-04 00:00 @ 95,822.462025-05-04 02:00 @ 96,036.092h$2.59+0.12%signal
583long2025-04-29 23:00 @ 94,124.922025-04-30 01:00 @ 94,479.202h$5.96+0.28%signal
582long2025-04-28 02:00 @ 92,916.882025-04-28 03:00 @ 93,544.791h$12.16+0.58%signal
581long2025-04-27 13:00 @ 93,714.842025-04-27 14:00 @ 93,993.601h$4.17+0.20%signal
580long2025-04-26 11:00 @ 94,186.132025-04-26 16:00 @ 94,306.145h$0.58+0.03%signal
579long2025-04-24 09:00 @ 92,003.902025-04-24 10:00 @ 92,408.811h$7.17+0.34%signal
578long2025-04-21 19:00 @ 86,767.452025-04-21 20:00 @ 87,351.731h$12.08+0.57%signal
577long2025-04-20 09:00 @ 84,621.622025-04-20 10:00 @ 84,155.331h−$13.74-0.65%stop loss
576long2025-04-18 10:00 @ 84,531.202025-04-18 12:00 @ 84,612.572h−$0.08-0.00%signal
575long2025-04-15 17:00 @ 84,827.062025-04-15 23:00 @ 83,613.596h−$32.42-1.53%stop loss
574long2025-04-14 23:00 @ 84,473.092025-04-15 01:00 @ 84,859.222h$7.60+0.36%signal
573long2025-04-13 14:00 @ 83,593.622025-04-13 17:00 @ 84,166.963h$12.17+0.58%signal
572long2025-04-12 00:00 @ 83,394.982025-04-12 05:00 @ 83,159.765h−$8.16-0.39%signal
571long2025-04-10 02:00 @ 82,224.442025-04-10 06:00 @ 82,099.184h−$5.34-0.25%signal
570short2025-04-09 08:00 @ 77,635.772025-04-09 12:00 @ 76,219.344h$36.33+1.72%signal
569short2025-04-07 11:00 @ 76,938.612025-04-07 14:00 @ 79,145.773h−$63.10-2.97%stop loss
568short2025-04-04 00:00 @ 83,165.062025-04-04 02:00 @ 82,682.032h$10.30+0.49%signal
567short2025-04-01 03:00 @ 83,044.192025-04-01 09:00 @ 84,237.286h−$32.68-1.53%stop loss
566short2025-03-30 03:00 @ 83,261.642025-03-30 06:00 @ 82,941.383h$6.06+0.28%signal
565long2025-03-28 05:00 @ 86,265.752025-03-28 07:00 @ 85,272.722h−$26.70-1.25%stop loss
564long2025-03-27 14:00 @ 86,355.772025-03-27 15:00 @ 87,222.551h$19.24+0.90%signal
563long2025-03-27 13:00 @ 86,734.342025-03-27 13:00 @ 85,756.990m−$26.20-1.23%stop loss
562long2025-03-26 15:00 @ 86,737.442025-03-26 21:00 @ 87,232.656h$10.11+0.47%signal
561long2025-03-26 00:00 @ 87,387.372025-03-26 01:00 @ 87,590.581h$2.89+0.14%signal
560long2025-03-22 09:00 @ 84,191.942025-03-22 10:00 @ 84,298.941h$0.58+0.03%signal
559long2025-03-16 01:00 @ 84,230.842025-03-16 04:00 @ 84,279.143h−$0.91-0.04%signal
558long2025-03-15 07:00 @ 84,162.232025-03-15 12:00 @ 84,037.895h−$5.24-0.25%signal
557short2025-03-14 11:00 @ 82,983.402025-03-14 15:00 @ 84,254.014h−$34.98-1.63%stop loss
556short2025-03-11 05:00 @ 79,703.462025-03-11 13:00 @ 81,217.848h−$43.04-2.00%signal
555short2025-03-10 03:00 @ 82,142.972025-03-10 09:00 @ 81,326.066h$19.27+0.90%signal
554short2025-03-08 16:00 @ 86,342.732025-03-08 17:00 @ 86,119.221h$3.44+0.16%signal
553long2025-03-06 10:00 @ 90,734.242025-03-06 11:00 @ 91,231.751h$9.62+0.45%signal
552short2025-03-05 08:00 @ 87,556.392025-03-05 10:00 @ 89,756.852h−$56.43-2.61%stop loss
551short2025-03-01 22:00 @ 86,011.692025-03-02 03:00 @ 85,750.555h$4.38+0.20%signal
550short2025-03-01 05:00 @ 86,112.772025-03-01 07:00 @ 85,040.802h$24.66+1.15%signal
549short2025-02-28 17:00 @ 84,293.442025-02-28 21:00 @ 84,156.834h$1.34+0.06%signal
548short2025-02-28 15:00 @ 82,039.692025-02-28 16:00 @ 84,774.721h−$74.61-3.44%stop loss
547short2025-02-23 21:00 @ 95,715.552025-02-23 23:00 @ 96,273.952h−$14.87-0.68%stop loss
546short2025-02-22 01:00 @ 96,119.572025-02-22 08:00 @ 96,260.957h−$5.38-0.25%signal
545short2025-02-18 23:00 @ 95,235.952025-02-19 05:00 @ 95,200.046h−$1.20-0.06%signal
544short2025-02-12 18:00 @ 97,302.242025-02-13 03:00 @ 97,453.199h−$5.34-0.25%signal
543long2025-02-11 11:00 @ 97,934.582025-02-11 13:00 @ 96,999.232h−$23.03-1.05%stop loss
542short2025-02-11 01:00 @ 97,714.052025-02-11 03:00 @ 97,739.442h−$2.75-0.13%signal
541short2025-02-10 06:00 @ 96,960.102025-02-10 13:00 @ 97,348.177h−$10.74-0.49%signal
540short2025-02-08 20:00 @ 96,530.692025-02-09 07:00 @ 96,983.0911h−$12.38-0.57%time stop
539short2025-02-08 01:00 @ 96,593.782025-02-08 05:00 @ 96,285.954h$4.79+0.22%signal
538short2025-02-06 03:00 @ 97,294.142025-02-06 10:00 @ 98,889.797h−$38.28-1.74%stop loss
537short2025-02-05 06:00 @ 98,087.482025-02-05 07:00 @ 97,637.821h$7.88+0.36%signal
536short2025-02-04 13:00 @ 99,306.032025-02-04 21:00 @ 98,616.828h$13.13+0.60%signal
535short2025-02-01 01:00 @ 102,429.712025-02-01 03:00 @ 102,427.082h−$2.14-0.10%signal
534long2025-01-31 05:00 @ 103,998.602025-01-31 07:00 @ 104,447.212h$7.26+0.33%signal
533long2025-01-30 14:00 @ 104,855.972025-01-30 15:00 @ 105,858.621h$18.72+0.86%signal
532long2025-01-30 09:00 @ 105,031.002025-01-30 10:00 @ 105,348.031h$4.41+0.20%signal
531short2025-01-29 02:00 @ 101,785.642025-01-29 10:00 @ 102,320.468h−$13.48-0.62%signal
530short2025-01-28 06:00 @ 102,948.512025-01-28 07:00 @ 102,718.141h$2.71+0.12%signal
529long2025-01-26 23:00 @ 104,294.652025-01-26 23:00 @ 103,400.470m−$21.00-0.96%stop loss
528long2025-01-24 03:00 @ 102,988.892025-01-24 04:00 @ 103,821.831h$15.52+0.71%signal
527long2025-01-23 22:00 @ 103,045.712025-01-23 23:00 @ 103,916.211h$16.28+0.74%signal
526long2025-01-23 00:00 @ 103,685.632025-01-23 04:00 @ 101,894.644h−$40.31-1.84%stop loss
525long2025-01-18 00:00 @ 104,063.412025-01-18 01:00 @ 104,594.781h$8.86+0.40%signal
524short2025-01-13 21:00 @ 93,523.192025-01-14 08:00 @ 94,842.3611h−$33.06-1.50%time stop
523short2025-01-12 16:00 @ 95,016.692025-01-12 20:00 @ 94,643.934h$6.58+0.30%signal
522short2025-01-12 14:00 @ 94,602.382025-01-12 15:00 @ 95,333.161h−$19.25-0.87%stop loss
521short2025-01-10 08:00 @ 94,438.112025-01-10 14:00 @ 93,540.806h$18.70+0.85%signal
520short2025-01-10 01:00 @ 92,707.352025-01-10 07:00 @ 94,577.906h−$46.88-2.12%stop loss
519long2025-01-07 15:00 @ 99,965.292025-01-07 15:00 @ 98,495.750m−$34.86-1.57%stop loss
518long2025-01-07 13:00 @ 100,732.542025-01-07 14:00 @ 99,704.591h−$24.95-1.12%stop loss
517long2025-01-06 10:00 @ 98,988.192025-01-06 12:00 @ 99,199.362h$2.52+0.11%signal
516long2025-01-03 08:00 @ 96,294.362025-01-03 10:00 @ 96,492.502h$2.13+0.10%signal
515short2025-01-01 15:00 @ 94,128.372025-01-02 00:00 @ 94,599.829h−$13.18-0.59%signal
514short2024-12-31 09:00 @ 93,885.222024-12-31 13:00 @ 95,357.744h−$37.38-1.67%stop loss
513short2024-12-30 19:00 @ 94,551.492024-12-30 22:00 @ 92,053.513h$56.59+2.54%signal
512short2024-12-28 23:00 @ 95,267.642024-12-29 02:00 @ 94,837.763h$7.99+0.36%signal
511short2024-12-28 12:00 @ 94,692.362024-12-28 22:00 @ 95,630.4010h−$24.21-1.09%stop loss
510short2024-12-27 04:00 @ 96,358.522024-12-27 08:00 @ 95,099.124h$26.84+1.21%signal
509short2024-12-23 23:00 @ 95,143.172024-12-24 01:00 @ 94,544.812h$11.97+0.54%signal
508short2024-12-23 11:00 @ 96,323.632024-12-23 12:00 @ 95,918.581h$7.11+0.32%signal
507short2024-12-22 12:00 @ 97,035.292024-12-22 15:00 @ 95,348.973h$36.19+1.64%signal
506short2024-12-21 06:00 @ 98,624.272024-12-21 11:00 @ 98,111.525h$9.30+0.42%signal
505short2024-12-20 16:00 @ 96,942.012024-12-20 21:00 @ 96,445.895h$9.30+0.42%signal
504long2024-12-18 04:00 @ 104,737.742024-12-18 08:00 @ 104,179.264h−$13.97-0.63%signal
503long2024-12-12 07:00 @ 100,580.912024-12-12 09:00 @ 100,957.002h$5.82+0.26%signal
502long2024-12-12 02:00 @ 100,506.002024-12-12 03:00 @ 101,784.441h$25.77+1.17%signal
501short2024-12-10 22:00 @ 96,851.232024-12-11 02:00 @ 95,774.654h$22.42+1.02%signal
500short2024-12-10 12:00 @ 97,726.152024-12-10 13:00 @ 97,208.741h$9.42+0.43%signal
499short2024-12-10 01:00 @ 97,892.322024-12-10 03:00 @ 96,719.342h$24.02+1.10%signal
498long2024-12-09 04:00 @ 99,199.742024-12-09 05:00 @ 99,495.301h$4.32+0.20%signal
497long2024-12-01 00:00 @ 96,494.502024-12-01 05:00 @ 96,552.795h−$1.21-0.06%signal
496long2024-11-28 18:00 @ 94,946.292024-11-28 19:00 @ 95,343.831h$6.95+0.32%signal
495long2024-11-28 00:00 @ 95,924.382024-11-28 01:00 @ 96,588.281h$12.68+0.58%signal
494long2024-11-25 15:00 @ 95,463.392024-11-25 21:00 @ 93,842.586h−$39.91-1.82%stop loss
493long2024-11-25 14:00 @ 97,562.012024-11-25 14:00 @ 96,107.740m−$34.96-1.59%stop loss
492long2024-11-24 12:00 @ 97,357.072024-11-24 15:00 @ 96,341.703h−$25.19-1.14%stop loss
491long2024-11-19 23:00 @ 91,876.272024-11-20 04:00 @ 92,053.595h$1.83+0.08%signal
490long2024-11-14 16:00 @ 88,017.502024-11-15 01:00 @ 87,902.529h−$5.53-0.25%signal
489long2024-11-07 01:00 @ 75,376.672024-11-07 09:00 @ 75,178.268h−$8.24-0.37%signal
488short2024-11-05 07:00 @ 68,739.952024-11-05 10:00 @ 68,763.853h−$2.76-0.12%signal
487short2024-11-02 01:00 @ 69,657.472024-11-02 04:00 @ 69,613.823h−$0.82-0.04%signal
486long2024-10-31 15:00 @ 70,778.952024-10-31 20:00 @ 69,812.985h−$32.68-1.47%stop loss
485short2024-10-26 06:00 @ 67,090.582024-10-26 08:00 @ 66,995.402h$0.93+0.04%signal
484long2024-10-21 14:00 @ 67,343.572024-10-21 18:00 @ 67,523.994h$3.50+0.16%signal
483long2024-10-21 09:00 @ 68,318.062024-10-21 13:00 @ 67,653.484h−$23.82-1.07%stop loss
482long2024-10-18 23:00 @ 68,198.642024-10-19 00:00 @ 68,394.121h$4.14+0.19%signal
481long2024-10-17 20:00 @ 66,834.462024-10-17 23:00 @ 67,414.213h$17.00+0.77%signal
480long2024-10-16 22:00 @ 67,560.612024-10-16 23:00 @ 67,746.151h$3.87+0.17%signal
479long2024-10-15 03:00 @ 65,753.152024-10-15 08:00 @ 65,625.275h−$6.53-0.29%signal
478long2024-10-13 03:00 @ 62,851.872024-10-13 14:00 @ 62,615.7711h−$10.59-0.48%time stop
477short2024-10-11 13:00 @ 61,337.632024-10-11 15:00 @ 62,077.302h−$29.10-1.31%stop loss
476long2024-10-07 06:00 @ 63,363.072024-10-07 07:00 @ 63,654.371h$8.00+0.36%signal
475short2024-10-05 07:00 @ 62,185.462024-10-05 12:00 @ 62,161.535h−$1.34-0.06%signal
474short2024-10-03 04:00 @ 61,422.112024-10-03 06:00 @ 61,162.732h$7.17+0.32%signal
473short2024-10-02 03:00 @ 61,741.952024-10-02 05:00 @ 61,485.192h$7.02+0.32%signal
472long2024-09-30 02:00 @ 64,750.852024-09-30 03:00 @ 64,152.111h−$22.82-1.02%stop loss
471long2024-09-29 06:00 @ 65,575.812024-09-29 09:00 @ 65,518.793h−$4.24-0.19%signal
470long2024-09-28 07:00 @ 65,791.862024-09-28 11:00 @ 65,717.554h−$4.93-0.22%signal
469long2024-09-26 01:00 @ 62,928.882024-09-26 03:00 @ 63,307.442h$11.16+0.50%signal
468long2024-09-24 13:00 @ 63,422.682024-09-24 14:00 @ 62,747.801h−$25.99-1.16%stop loss
467long2024-09-23 14:00 @ 63,165.132024-09-23 19:00 @ 63,387.225h$5.49+0.25%signal
466long2024-09-23 08:00 @ 63,532.602024-09-23 10:00 @ 63,595.982h−$0.04-0.00%signal
465long2024-09-21 22:00 @ 63,081.312024-09-21 23:00 @ 63,183.261h$1.37+0.06%signal
464long2024-09-20 09:00 @ 63,286.552024-09-20 11:00 @ 63,625.272h$9.70+0.43%signal
463long2024-09-19 22:00 @ 62,861.772024-09-20 02:00 @ 63,006.304h$2.71+0.12%signal
462long2024-09-16 02:00 @ 58,589.722024-09-16 06:00 @ 58,624.374h−$0.91-0.04%signal
461long2024-09-16 00:00 @ 59,112.322024-09-16 01:00 @ 58,453.611h−$27.19-1.22%stop loss
460long2024-09-15 23:00 @ 59,412.082024-09-15 23:00 @ 58,796.820m−$25.45-1.14%stop loss
459long2024-09-14 03:00 @ 60,267.552024-09-14 08:00 @ 60,098.285h−$8.54-0.38%signal
458long2024-09-12 16:00 @ 57,483.692024-09-12 17:00 @ 58,021.891h$18.79+0.84%signal
457long2024-09-10 02:00 @ 56,882.472024-09-10 06:00 @ 56,899.424h−$1.57-0.07%signal
456short2024-09-09 00:00 @ 54,828.632024-09-09 06:00 @ 54,655.936h$4.65+0.21%signal
455short2024-09-08 05:00 @ 54,453.712024-09-08 06:00 @ 54,326.561h$2.99+0.13%signal
454short2024-09-07 07:00 @ 54,270.742024-09-07 17:00 @ 54,450.4910h−$10.00-0.45%signal
453short2024-09-06 03:00 @ 56,695.962024-09-06 06:00 @ 56,476.193h$6.44+0.29%signal
452short2024-08-29 13:00 @ 60,281.042024-08-29 17:00 @ 60,279.054h−$2.15-0.10%signal
451short2024-08-29 06:00 @ 59,394.522024-08-29 11:00 @ 60,426.585h−$41.40-1.84%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.

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