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[Famous-Q] Faber 200-bar SMA timing

publicmade in Claude Code
@djgambhir

SOLUSDT · Binance USD-M perpetual · 4h · 2022-01-01 → 2026-09-01 · 10,195 bars in 64.5ms

Net P&L
+75.31%
$7,531.31
Max drawdown
-27.03%
Max run-up
+147.08%
Trades
178
15.7% won (28 of 178)
Profit factor
1.68

The rules

The rules

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SOLUSDT with every trade

SOLUSDT with every trade

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2022-01-01drawdown · worst -27.03%2026-09-01

Month by month

20 of 57 months up · best +34.5% Dec 2023 · worst −12.0% Jan 2024 · 7 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
20220.0%−0.3%+4.2%−9.9%0.0%−2.6%−0.9%−4.1%−3.1%−0.6%−4.3%−0.6%−20.6%
2023+22.7%−6.7%−4.6%−2.7%−4.7%−0.4%+6.1%−1.4%+1.1%+18.4%+23.8%+34.5%+110.5%
2024−12.0%+2.2%+16.1%−6.7%+0.9%−1.1%+4.2%−7.2%+2.3%+1.9%+11.0%−2.0%+6.6%
2025+2.8%−2.3%−2.6%+3.1%+2.8%−2.0%+1.9%−3.0%+1.2%−0.9%0.0%−0.8%−0.1%
2026−0.3%0.0%−2.3%−3.6%−0.9%−1.2%−0.8%+8.1%−0.0%···−1.4%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.68
Sortino
1.03
Calmar
0.47
Return ÷ max drawdown
2.79
CAGR
+12.79%
Exposure
46.0%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$583.25
Funding
−$1,043.35
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
-40.10%

Monte Carlo

Monte Carlo

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All 178 trades

All 178 trades

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

How this was run

Orders fill at the next candle’s open, never at the close that produced the signal. When one candle’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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