[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirETHUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 20.1ms
Net P&L
+34.12%
$3,412.43
Max drawdown
-14.22%
Max run-up
+49.23%
Trades
128
15.6% win rate
Profit factor
1.58
2022-01-01drawdown · worst -14.22%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +5.25% | -13.83% | 76 | 13% |
| Validation | 2024-10-19 → 2025-09-25 | +26.21% | -8.63% | 23 | 22% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | +0.98% | -11.40% | 29 | 17% |
Risk-adjusted
- Sharpe
- 0.59
- Sortino
- 0.85
- Calmar
- 0.46
- Return ÷ max drawdown
- 2.40
- CAGR
- +6.50%
- Exposure
- 45.4%
Per trade
- Expectancy
- $26.66 · +1.04%
- Average win / loss
- $466.01 / −$54.70
- Payoff ratio
- 8.52
- Largest win / loss
- $1,937.59 / −$257.29
- Longest losing streak(winning: 3)
- 18 trades
Drawdown over time
- Max drawdown
- -14.22%
- Longest time under water
- 564 days
- Worst drawdown recovered in
- not recovered
- Under water at the end
- 374 days
Costs and mechanics
- Fees paid
- −$355.99
- Funding
- −$675.25
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- -33.60%
Monte Carlo
1,000 alternative histories, each 128 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 | -11.56% | +31.87% | +112.94% |
| Max drawdown | -24.58% | -13.81% | -7.98% |
15% of histories lost money, and 47% had a deeper drawdown than this run’s -14.22%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- sma200 length
- 200
- Leverage (×)
- 1
- Position size (% of equity)
- 25
ETHUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
128 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 128 | long | 2026-08-17 04:00 @ 1,900.58 | 2026-09-01 00:00 @ 2,470.90 | 14d 20h | $921.83 | +29.52% | end of data |
| 127 | long | 2026-08-13 20:00 @ 1,887.00 | 2026-08-14 04:00 @ 1,881.86 | 8h | −$11.71 | -0.37% | signal |
| 126 | long | 2026-08-13 04:00 @ 1,887.08 | 2026-08-13 12:00 @ 1,879.11 | 8h | −$16.60 | -0.53% | signal |
| 125 | long | 2026-08-11 20:00 @ 1,881.56 | 2026-08-12 20:00 @ 1,878.22 | 1d | −$9.40 | -0.30% | signal |
| 124 | long | 2026-07-03 04:00 @ 1,705.95 | 2026-08-11 16:00 @ 1,861.64 | 39d 12h | $262.41 | +8.56% | signal |
| 123 | long | 2026-05-08 12:00 @ 2,294.31 | 2026-05-12 04:00 @ 2,307.80 | 3d 16h | $13.14 | +0.43% | signal |
| 122 | long | 2026-04-07 20:00 @ 2,112.94 | 2026-05-08 04:00 @ 2,277.25 | 30d 8h | $235.80 | +7.85% | signal |
| 121 | long | 2026-04-06 00:00 @ 2,109.78 | 2026-04-07 12:00 @ 2,088.06 | 1d 12h | −$34.13 | -1.13% | signal |
| 120 | long | 2026-03-31 20:00 @ 2,096.10 | 2026-04-02 04:00 @ 2,054.32 | 1d 8h | −$63.38 | -2.09% | signal |
| 119 | long | 2026-03-30 16:00 @ 2,073.80 | 2026-03-30 20:00 @ 2,022.29 | 4h | −$78.86 | -2.59% | signal |
| 118 | long | 2026-03-27 04:00 @ 2,060.85 | 2026-03-27 12:00 @ 1,989.84 | 8h | −$108.84 | -3.54% | signal |
| 117 | long | 2026-03-10 04:00 @ 2,026.02 | 2026-03-26 20:00 @ 2,047.44 | 16d 16h | $28.63 | +0.93% | signal |
| 116 | long | 2026-03-09 16:00 @ 2,021.85 | 2026-03-10 00:00 @ 1,991.88 | 8h | −$48.90 | -1.59% | signal |
| 115 | long | 2026-03-04 16:00 @ 2,149.72 | 2026-03-06 16:00 @ 1,976.02 | 2d | −$257.29 | -8.18% | signal |
| 114 | long | 2026-01-02 12:00 @ 3,047.30 | 2026-01-20 16:00 @ 3,030.45 | 18d 4h | −$30.70 | -0.97% | signal |
| 113 | long | 2026-01-02 04:00 @ 3,021.64 | 2026-01-02 08:00 @ 3,016.40 | 4h | −$8.63 | -0.27% | signal |
| 112 | long | 2025-12-29 04:00 @ 3,042.91 | 2025-12-29 08:00 @ 3,017.87 | 4h | −$29.17 | -0.92% | signal |
| 111 | long | 2025-12-23 00:00 @ 3,009.10 | 2025-12-23 04:00 @ 2,989.88 | 4h | −$23.51 | -0.74% | signal |
| 110 | long | 2025-12-22 04:00 @ 3,020.78 | 2025-12-22 20:00 @ 2,978.56 | 16h | −$47.60 | -1.50% | signal |
| 109 | long | 2025-12-15 04:00 @ 3,108.11 | 2025-12-15 16:00 @ 3,008.88 | 12h | −$105.63 | -3.29% | signal |
| 108 | long | 2025-12-13 08:00 @ 3,093.82 | 2025-12-15 00:00 @ 3,061.40 | 1d 16h | −$37.65 | -1.17% | signal |
| 107 | long | 2025-12-08 20:00 @ 3,118.18 | 2025-12-12 16:00 @ 3,069.40 | 3d 20h | −$55.38 | -1.71% | signal |
| 106 | long | 2025-12-08 08:00 @ 3,133.24 | 2025-12-08 16:00 @ 3,099.07 | 8h | −$38.78 | -1.20% | signal |
| 105 | long | 2025-12-07 20:00 @ 3,137.40 | 2025-12-08 00:00 @ 3,057.53 | 4h | −$86.23 | -2.64% | signal |
| 104 | long | 2025-12-05 08:00 @ 3,173.10 | 2025-12-05 12:00 @ 3,129.36 | 4h | −$48.68 | -1.49% | signal |
| 103 | long | 2025-12-04 16:00 @ 3,207.20 | 2025-12-04 20:00 @ 3,117.04 | 4h | −$96.25 | -2.92% | signal |
| 102 | long | 2025-12-04 04:00 @ 3,209.21 | 2025-12-04 08:00 @ 3,188.37 | 4h | −$24.74 | -0.75% | signal |
| 101 | long | 2025-10-27 00:00 @ 4,157.19 | 2025-10-28 00:00 @ 4,117.64 | 1d | −$35.74 | -1.08% | signal |
| 100 | long | 2025-10-02 00:00 @ 4,346.72 | 2025-10-09 16:00 @ 4,311.95 | 7d 16h | −$34.37 | -1.04% | signal |
| 99 | long | 2025-09-20 00:00 @ 4,467.37 | 2025-09-22 00:00 @ 4,442.11 | 2d | −$22.28 | -0.67% | signal |
| 98 | long | 2025-09-11 20:00 @ 4,423.24 | 2025-09-19 20:00 @ 4,438.01 | 8d | $3.56 | +0.11% | signal |
| 97 | long | 2025-09-11 08:00 @ 4,439.89 | 2025-09-11 16:00 @ 4,409.52 | 8h | −$26.44 | -0.79% | signal |
| 96 | long | 2025-09-05 20:00 @ 4,329.83 | 2025-09-06 00:00 @ 4,304.85 | 4h | −$22.58 | -0.68% | signal |
| 95 | long | 2025-09-05 00:00 @ 4,296.54 | 2025-09-05 16:00 @ 4,279.59 | 16h | −$16.21 | -0.49% | signal |
| 94 | long | 2025-07-06 08:00 @ 2,517.41 | 2025-09-04 20:00 @ 4,272.98 | 60d 12h | $1,937.59 | +67.81% | signal |
| 93 | long | 2025-07-06 00:00 @ 2,515.75 | 2025-07-06 04:00 @ 2,513.27 | 4h | −$5.79 | -0.20% | signal |
| 92 | long | 2025-07-05 04:00 @ 2,517.80 | 2025-07-05 16:00 @ 2,506.38 | 12h | −$15.96 | -0.56% | signal |
| 91 | long | 2025-07-02 20:00 @ 2,604.16 | 2025-07-04 16:00 @ 2,499.11 | 1d 20h | −$120.45 | -4.16% | signal |
| 90 | long | 2025-06-17 04:00 @ 2,606.91 | 2025-06-17 12:00 @ 2,550.75 | 8h | −$65.84 | -2.26% | signal |
| 89 | long | 2025-06-16 08:00 @ 2,628.25 | 2025-06-17 00:00 @ 2,542.60 | 16h | −$98.88 | -3.37% | signal |
| 88 | long | 2025-06-14 00:00 @ 2,578.62 | 2025-06-14 04:00 @ 2,547.22 | 4h | −$38.90 | -1.32% | signal |
| 87 | long | 2025-06-09 12:00 @ 2,541.26 | 2025-06-13 04:00 @ 2,512.50 | 3d 16h | −$39.19 | -1.33% | signal |
| 86 | long | 2025-06-06 04:00 @ 2,454.99 | 2025-06-09 04:00 @ 2,495.05 | 3d | $43.47 | +1.48% | signal |
| 85 | long | 2025-04-23 00:00 @ 1,755.93 | 2025-06-06 00:00 @ 2,412.42 | 44d | $981.25 | +36.38% | signal |
| 84 | long | 2025-01-31 16:00 @ 3,426.90 | 2025-02-01 00:00 @ 3,298.84 | 8h | −$104.71 | -3.84% | signal |
| 83 | long | 2025-01-24 08:00 @ 3,381.27 | 2025-01-24 20:00 @ 3,366.59 | 12h | −$15.11 | -0.55% | signal |
| 82 | long | 2025-01-19 20:00 @ 3,420.52 | 2025-01-20 00:00 @ 3,213.52 | 4h | −$170.32 | -6.15% | signal |
| 81 | long | 2025-01-18 00:00 @ 3,473.07 | 2025-01-18 04:00 @ 3,382.11 | 4h | −$76.07 | -2.73% | signal |
| 80 | long | 2025-01-05 20:00 @ 3,637.64 | 2025-01-07 16:00 @ 3,460.52 | 1d 20h | −$141.70 | -5.02% | signal |
| 79 | long | 2025-01-05 00:00 @ 3,656.71 | 2025-01-05 08:00 @ 3,629.64 | 8h | −$24.05 | -0.85% | signal |
| 78 | long | 2024-11-06 04:00 @ 2,579.56 | 2024-12-19 16:00 @ 3,611.74 | 43d 12h | $954.72 | +36.84% | signal |
| 77 | long | 2024-10-29 00:00 @ 2,566.99 | 2024-10-31 20:00 @ 2,513.80 | 2d 20h | −$58.99 | -2.26% | signal |
| 76 | long | 2024-10-14 04:00 @ 2,520.54 | 2024-10-23 16:00 @ 2,539.02 | 9d 12h | $8.87 | +0.34% | signal |
| 75 | long | 2024-10-13 00:00 @ 2,475.58 | 2024-10-13 04:00 @ 2,456.40 | 4h | −$23.02 | -0.88% | signal |
| 74 | long | 2024-10-09 16:00 @ 2,460.84 | 2024-10-09 20:00 @ 2,416.56 | 4h | −$50.05 | -1.91% | signal |
| 73 | long | 2024-10-07 04:00 @ 2,494.88 | 2024-10-07 20:00 @ 2,443.93 | 16h | −$56.76 | -2.15% | signal |
| 72 | long | 2024-10-02 04:00 @ 2,489.01 | 2024-10-02 12:00 @ 2,453.71 | 8h | −$40.34 | -1.52% | signal |
| 71 | long | 2024-09-20 04:00 @ 2,520.40 | 2024-10-02 00:00 @ 2,446.36 | 11d 20h | −$87.78 | -3.29% | signal |
| 70 | long | 2024-07-31 04:00 @ 3,293.58 | 2024-07-31 20:00 @ 3,264.36 | 16h | −$26.94 | -1.01% | signal |
| 69 | long | 2024-07-29 04:00 @ 3,348.68 | 2024-07-30 20:00 @ 3,270.74 | 1d 16h | −$66.66 | -2.48% | signal |
| 68 | long | 2024-07-15 08:00 @ 3,355.06 | 2024-07-25 04:00 @ 3,165.78 | 9d 20h | −$162.57 | -5.95% | signal |
| 67 | long | 2024-06-16 16:00 @ 3,591.78 | 2024-06-17 04:00 @ 3,580.28 | 12h | −$12.03 | -0.44% | signal |
| 66 | long | 2024-06-12 08:00 @ 3,527.71 | 2024-06-13 04:00 @ 3,502.65 | 20h | −$23.02 | -0.84% | signal |
| 65 | long | 2024-05-20 00:00 @ 3,070.59 | 2024-06-11 16:00 @ 3,447.78 | 22d 16h | $298.25 | +11.18% | signal |
| 64 | long | 2024-05-17 16:00 @ 3,110.47 | 2024-05-19 20:00 @ 3,063.07 | 2d 4h | −$44.62 | -1.67% | signal |
| 63 | long | 2024-04-28 16:00 @ 3,319.89 | 2024-04-29 00:00 @ 3,261.64 | 8h | −$50.10 | -1.86% | signal |
| 62 | long | 2024-04-11 04:00 @ 3,579.27 | 2024-04-11 12:00 @ 3,524.15 | 8h | −$44.70 | -1.65% | signal |
| 61 | long | 2024-04-08 12:00 @ 3,636.91 | 2024-04-09 16:00 @ 3,531.41 | 1d 4h | −$83.51 | -3.07% | signal |
| 60 | long | 2024-03-31 08:00 @ 3,630.91 | 2024-04-01 08:00 @ 3,547.98 | 1d | −$70.34 | -2.57% | signal |
| 59 | long | 2024-03-28 08:00 @ 3,578.04 | 2024-03-28 20:00 @ 3,565.42 | 12h | −$14.40 | -0.52% | signal |
| 58 | long | 2024-03-25 16:00 @ 3,585.20 | 2024-03-27 16:00 @ 3,516.60 | 2d | −$59.76 | -2.17% | signal |
| 57 | long | 2024-03-22 00:00 @ 3,495.86 | 2024-03-22 12:00 @ 3,407.06 | 12h | −$74.56 | -2.68% | signal |
| 56 | long | 2024-03-21 00:00 @ 3,518.50 | 2024-03-21 20:00 @ 3,442.89 | 20h | −$64.21 | -2.30% | signal |
| 55 | long | 2024-02-07 20:00 @ 2,419.14 | 2024-03-19 08:00 @ 3,360.93 | 40d 12h | $871.56 | +33.84% | signal |
| 54 | long | 2024-02-06 20:00 @ 2,378.34 | 2024-02-07 04:00 @ 2,363.32 | 8h | −$19.06 | -0.74% | signal |
| 53 | long | 2024-01-30 20:00 @ 2,374.22 | 2024-01-31 00:00 @ 2,341.49 | 4h | −$38.28 | -1.48% | signal |
| 52 | long | 2024-01-10 00:00 @ 2,344.80 | 2024-01-22 20:00 @ 2,321.43 | 12d 20h | −$39.37 | -1.51% | signal |
| 51 | long | 2024-01-08 20:00 @ 2,355.71 | 2024-01-09 16:00 @ 2,256.46 | 20h | −$113.82 | -4.33% | signal |
| 50 | long | 2024-01-04 16:00 @ 2,278.32 | 2024-01-05 00:00 @ 2,267.40 | 8h | −$15.50 | -0.59% | signal |
| 49 | long | 2023-10-21 12:00 @ 1,608.39 | 2024-01-03 16:00 @ 2,240.78 | 74d 4h | $833.78 | +34.40% | signal |
| 48 | long | 2023-10-20 12:00 @ 1,612.84 | 2023-10-20 16:00 @ 1,604.49 | 4h | −$14.99 | -0.62% | signal |
| 47 | long | 2023-10-08 16:00 @ 1,630.97 | 2023-10-09 08:00 @ 1,619.68 | 16h | −$19.74 | -0.81% | signal |
| 46 | long | 2023-10-06 08:00 @ 1,630.67 | 2023-10-08 12:00 @ 1,616.93 | 2d 4h | −$24.16 | -0.99% | signal |
| 45 | long | 2023-09-28 16:00 @ 1,652.34 | 2023-10-05 16:00 @ 1,617.08 | 7d | −$56.09 | -2.29% | signal |
| 44 | long | 2023-09-27 12:00 @ 1,629.24 | 2023-09-27 16:00 @ 1,600.66 | 4h | −$45.66 | -1.85% | signal |
| 43 | long | 2023-09-19 12:00 @ 1,647.39 | 2023-09-19 20:00 @ 1,643.05 | 8h | −$8.99 | -0.36% | signal |
| 42 | long | 2023-09-18 12:00 @ 1,655.50 | 2023-09-18 20:00 @ 1,639.73 | 8h | −$26.09 | -1.05% | signal |
| 41 | long | 2023-06-21 04:00 @ 1,811.23 | 2023-07-22 12:00 @ 1,886.66 | 31d 8h | $83.88 | +3.42% | signal |
| 40 | long | 2023-06-10 00:00 @ 1,839.98 | 2023-06-10 04:00 @ 1,826.14 | 4h | −$21.07 | -0.86% | signal |
| 39 | long | 2023-06-09 12:00 @ 1,843.48 | 2023-06-09 20:00 @ 1,829.79 | 8h | −$20.91 | -0.85% | signal |
| 38 | long | 2023-06-08 12:00 @ 1,843.13 | 2023-06-09 04:00 @ 1,836.78 | 16h | −$11.28 | -0.46% | signal |
| 37 | long | 2023-06-07 20:00 @ 1,850.02 | 2023-06-08 00:00 @ 1,830.95 | 4h | −$27.93 | -1.13% | signal |
| 36 | long | 2023-06-06 20:00 @ 1,891.51 | 2023-06-07 16:00 @ 1,837.91 | 20h | −$73.51 | -2.95% | signal |
| 35 | long | 2023-05-28 20:00 @ 1,848.11 | 2023-06-05 16:00 @ 1,818.64 | 7d 20h | −$46.32 | -1.85% | signal |
| 34 | long | 2023-05-28 04:00 @ 1,850.37 | 2023-05-28 12:00 @ 1,842.23 | 8h | −$13.49 | -0.54% | signal |
| 33 | long | 2023-05-24 00:00 @ 1,853.74 | 2023-05-24 04:00 @ 1,820.48 | 4h | −$47.89 | -1.90% | signal |
| 32 | long | 2023-05-23 04:00 @ 1,865.33 | 2023-05-23 20:00 @ 1,850.45 | 16h | −$23.08 | -0.91% | signal |
| 31 | long | 2023-05-05 16:00 @ 1,953.23 | 2023-05-06 16:00 @ 1,875.80 | 1d | −$104.31 | -4.09% | signal |
| 30 | long | 2023-04-30 16:00 @ 1,919.30 | 2023-05-01 00:00 @ 1,868.04 | 8h | −$71.31 | -2.78% | signal |
| 29 | long | 2023-04-30 08:00 @ 1,902.38 | 2023-04-30 12:00 @ 1,899.42 | 4h | −$6.56 | -0.26% | signal |
| 28 | long | 2023-04-29 04:00 @ 1,895.60 | 2023-04-30 04:00 @ 1,894.76 | 1d | −$4.18 | -0.16% | signal |
| 27 | long | 2023-04-27 16:00 @ 1,899.52 | 2023-04-28 16:00 @ 1,885.64 | 1d | −$21.90 | -0.85% | signal |
| 26 | long | 2023-04-27 04:00 @ 1,898.01 | 2023-04-27 08:00 @ 1,883.62 | 4h | −$22.13 | -0.86% | signal |
| 25 | long | 2023-04-26 12:00 @ 1,914.06 | 2023-04-26 20:00 @ 1,827.02 | 8h | −$121.50 | -4.65% | signal |
| 24 | long | 2023-03-13 16:00 @ 1,666.64 | 2023-04-21 20:00 @ 1,841.49 | 39d 4h | $242.90 | +9.52% | signal |
| 23 | long | 2023-03-13 08:00 @ 1,606.46 | 2023-03-13 12:00 @ 1,580.30 | 4h | −$44.50 | -1.74% | signal |
| 22 | long | 2023-03-01 04:00 @ 1,638.02 | 2023-03-03 04:00 @ 1,564.22 | 2d | −$120.63 | -4.65% | signal |
| 21 | long | 2023-02-28 12:00 @ 1,629.20 | 2023-03-01 00:00 @ 1,604.41 | 12h | −$42.39 | -1.63% | signal |
| 20 | long | 2023-02-26 20:00 @ 1,633.02 | 2023-02-28 08:00 @ 1,618.18 | 1d 12h | −$27.04 | -1.04% | signal |
| 19 | long | 2023-02-23 00:00 @ 1,642.34 | 2023-02-24 16:00 @ 1,601.86 | 1d 16h | −$68.14 | -2.60% | signal |
| 18 | long | 2023-02-15 20:00 @ 1,628.62 | 2023-02-22 16:00 @ 1,612.37 | 6d 20h | −$34.47 | -1.31% | signal |
| 17 | long | 2023-01-04 04:00 @ 1,250.58 | 2023-02-10 00:00 @ 1,544.36 | 36d 20h | $547.58 | +21.92% | signal |
| 16 | long | 2022-12-08 20:00 @ 1,283.94 | 2022-12-16 12:00 @ 1,211.86 | 7d 16h | −$148.37 | -5.85% | signal |
| 15 | long | 2022-12-05 08:00 @ 1,296.88 | 2022-12-05 16:00 @ 1,265.40 | 8h | −$64.38 | -2.52% | signal |
| 14 | long | 2022-10-23 20:00 @ 1,330.44 | 2022-11-08 20:00 @ 1,312.50 | 16d | −$42.48 | -1.66% | signal |
| 13 | long | 2022-09-09 08:00 @ 1,704.60 | 2022-09-13 16:00 @ 1,592.03 | 4d 8h | −$166.60 | -6.40% | signal |
| 12 | long | 2022-08-25 08:00 @ 1,708.21 | 2022-08-25 16:00 @ 1,700.10 | 8h | −$14.93 | -0.57% | signal |
| 11 | long | 2022-07-14 20:00 @ 1,193.90 | 2022-08-20 00:00 @ 1,607.97 | 36d 4h | $812.16 | +33.79% | signal |
| 10 | long | 2022-04-13 16:00 @ 3,092.84 | 2022-04-14 12:00 @ 3,071.37 | 20h | −$19.28 | -0.80% | signal |
| 9 | long | 2022-03-16 20:00 @ 2,753.55 | 2022-04-11 12:00 @ 3,048.64 | 25d 16h | $233.15 | +9.92% | signal |
| 8 | long | 2022-02-28 16:00 @ 2,814.78 | 2022-03-03 16:00 @ 2,827.00 | 3d | $5.75 | +0.24% | signal |
| 7 | long | 2022-02-27 12:00 @ 2,820.89 | 2022-02-27 20:00 @ 2,605.33 | 8h | −$185.56 | -7.75% | signal |
| 6 | long | 2022-02-26 20:00 @ 2,809.16 | 2022-02-27 00:00 @ 2,777.59 | 4h | −$29.39 | -1.22% | signal |
| 5 | long | 2022-02-26 04:00 @ 2,793.31 | 2022-02-26 12:00 @ 2,750.10 | 8h | −$39.95 | -1.66% | signal |
| 4 | long | 2022-02-15 00:00 @ 2,929.46 | 2022-02-18 16:00 @ 2,798.07 | 3d 16h | −$112.91 | -4.63% | signal |
| 3 | long | 2022-02-14 16:00 @ 2,936.23 | 2022-02-14 20:00 @ 2,877.29 | 4h | −$51.92 | -2.12% | signal |
| 2 | long | 2022-02-12 20:00 @ 2,952.09 | 2022-02-13 20:00 @ 2,854.79 | 1d | −$84.13 | -3.40% | signal |
| 1 | long | 2022-02-05 00:00 @ 2,994.24 | 2022-02-12 16:00 @ 2,879.84 | 7d 16h | −$100.66 | -4.03% | 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.