[Famous-Q] Faber 200-bar SMA timing

public
@djgambhir

SOLUSDT · 4h · 2022-01-012026-09-01 · 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% win rate
Profit factor
1.68
2022-01-01drawdown · worst -27.03%2026-09-01
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19+59.84%-27.03%11515%
Validation2024-10-192025-09-25+13.12%-11.65%2520%
Out-of-sample2025-09-252026-09-01-3.04%-12.84%3816%

Risk-adjusted

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

Per trade

Expectancy
$42.31 · +1.86%
Average win / loss
$663.97 / −$73.73
Payoff ratio
9.01
Largest win / loss
$6,825.63 / −$260.90
Longest losing streak(winning: 2)
15 trades

Drawdown over time

Max drawdown
-27.03%
Longest time under water(still going at the end)
590 days
Worst drawdown recovered in
578 days

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

1,000 alternative histories, each 178 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-29.49%+58.53%+533.13%
Max drawdown-39.86%-23.76%-13.91%

23% of histories lost money, and 35% had a deeper drawdown than this run’s -27.03%. 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

SOLUSDT with every trade

Loading prices…
long opened short opened closed at a profit closed at a loss

Trades

178 trades

#SideEntryExitHeldP&LReturnClosed by
1long2022-02-07 16:00 @ 121.252022-02-07 20:00 @ 119.884h−$30.68-1.23%signal
2long2022-03-02 04:00 @ 104.262022-03-03 04:00 @ 98.321d−$145.15-5.82%signal
3long2022-03-03 08:00 @ 99.772022-03-03 16:00 @ 95.908h−$97.90-3.99%signal
4long2022-03-18 20:00 @ 91.122022-03-19 00:00 @ 89.754h−$38.87-1.60%signal
5long2022-03-19 04:00 @ 90.282022-03-19 08:00 @ 89.364h−$26.98-1.11%signal
6long2022-03-19 12:00 @ 90.772022-03-20 16:00 @ 89.131d 4h−$46.65-1.93%signal
7long2022-03-20 20:00 @ 89.512022-03-21 00:00 @ 88.564h−$27.78-1.16%signal
8long2022-03-21 08:00 @ 89.632022-03-21 20:00 @ 88.7112h−$27.12-1.13%signal
9long2022-03-22 04:00 @ 91.012022-04-12 00:00 @ 99.5918d 20h$209.61+8.77%signal
10long2022-04-12 08:00 @ 103.012022-04-12 20:00 @ 100.9412h−$51.34-2.10%signal
11long2022-04-13 00:00 @ 103.182022-04-13 12:00 @ 100.9912h−$54.00-2.22%signal
12long2022-04-13 16:00 @ 105.062022-04-14 16:00 @ 101.271d−$89.78-3.72%signal
13long2022-04-17 16:00 @ 105.092022-04-18 00:00 @ 100.078h−$116.92-4.89%signal
14long2022-04-19 16:00 @ 106.462022-04-20 16:00 @ 105.641d−$21.34-0.90%signal
15long2022-04-20 20:00 @ 106.002022-04-21 00:00 @ 105.494h−$13.75-0.58%signal
16long2022-04-21 04:00 @ 107.042022-04-21 20:00 @ 104.2416h−$64.45-2.74%signal
17long2022-06-24 12:00 @ 40.292022-06-28 04:00 @ 37.703d 16h−$152.75-6.53%signal
18long2022-06-28 08:00 @ 38.592022-06-28 16:00 @ 37.038h−$94.72-4.12%signal
19long2022-07-05 00:00 @ 36.722022-07-05 12:00 @ 33.9512h−$173.40-7.61%signal
20long2022-07-05 20:00 @ 35.702022-07-06 00:00 @ 35.364h−$23.14-1.04%signal
21long2022-07-06 08:00 @ 35.942022-07-11 08:00 @ 35.155d−$52.40-2.35%signal
22long2022-07-11 20:00 @ 35.362022-07-12 00:00 @ 33.374h−$126.43-5.71%signal
23long2022-07-14 00:00 @ 34.932022-07-14 04:00 @ 34.564h−$24.96-1.14%signal
24long2022-07-14 16:00 @ 35.152022-07-26 00:00 @ 36.6211d 8h$82.41+3.79%signal
25long2022-07-27 20:00 @ 39.392022-08-03 08:00 @ 38.316d 12h−$65.79-2.99%signal
26long2022-08-03 12:00 @ 39.632022-08-04 00:00 @ 38.5112h−$63.16-2.90%signal
27long2022-08-04 04:00 @ 39.372022-08-04 12:00 @ 38.588h−$45.25-2.09%signal
28long2022-08-04 16:00 @ 38.862022-08-04 20:00 @ 38.354h−$30.16-1.40%signal
29long2022-08-05 00:00 @ 38.822022-08-10 04:00 @ 39.265d 4h$19.17+0.89%signal
30long2022-08-10 12:00 @ 40.012022-08-17 16:00 @ 41.067d 4h$50.09+2.33%signal
31long2022-09-12 12:00 @ 37.712022-09-13 16:00 @ 34.701d 4h−$174.97-8.09%signal
32long2022-09-24 00:00 @ 33.672022-09-25 20:00 @ 32.691d 20h−$64.66-3.05%signal
33long2022-09-26 16:00 @ 33.102022-09-27 20:00 @ 32.581d 4h−$35.49-1.69%signal
34long2022-09-28 16:00 @ 33.112022-10-01 20:00 @ 32.603d 4h−$34.42-1.64%signal
35long2022-10-04 04:00 @ 33.102022-10-07 16:00 @ 32.863d 12h−$17.55-0.84%signal
36long2022-10-27 08:00 @ 31.632022-10-27 12:00 @ 31.344h−$20.89-1.00%signal
37long2022-10-28 20:00 @ 32.002022-11-02 12:00 @ 31.284d 16h−$49.74-2.39%signal
38long2022-11-03 04:00 @ 31.642022-11-03 12:00 @ 31.248h−$27.81-1.35%signal
39long2022-11-03 20:00 @ 31.292022-11-04 00:00 @ 30.814h−$33.11-1.61%signal
40long2022-11-04 04:00 @ 31.932022-11-07 08:00 @ 30.743d 4h−$79.90-3.90%signal
41long2022-11-07 12:00 @ 31.622022-11-08 00:00 @ 29.5712h−$133.26-6.57%signal
42long2022-12-13 20:00 @ 13.802022-12-16 12:00 @ 13.492d 16h−$47.65-2.39%signal
43long2023-01-03 16:00 @ 12.822023-02-09 20:00 @ 21.7937d 4h$1,420.94+71.61%signal
44long2023-02-16 00:00 @ 23.872023-02-17 00:00 @ 22.251d−$161.19-6.89%signal
45long2023-02-17 20:00 @ 23.472023-02-18 00:00 @ 23.144h−$34.74-1.51%signal
46long2023-02-18 04:00 @ 23.362023-02-18 08:00 @ 23.234h−$15.75-0.69%signal
47long2023-02-18 16:00 @ 23.432023-02-22 12:00 @ 23.563d 20h$5.91+0.26%signal
48long2023-02-22 16:00 @ 23.662023-02-24 16:00 @ 23.032d−$64.32-2.81%signal
49long2023-03-14 16:00 @ 21.932023-03-14 20:00 @ 20.924h−$107.14-4.72%signal
50long2023-03-18 04:00 @ 22.672023-03-19 00:00 @ 21.2120h−$147.87-6.59%signal
51long2023-03-19 04:00 @ 21.832023-03-19 08:00 @ 21.564h−$29.38-1.33%signal
52long2023-03-19 12:00 @ 21.712023-03-22 20:00 @ 21.083d 8h−$67.26-3.06%signal
53long2023-03-23 08:00 @ 21.692023-03-24 12:00 @ 21.391d 4h−$33.63-1.54%signal
54long2023-03-29 08:00 @ 21.212023-03-30 12:00 @ 20.661d 4h−$58.66-2.70%signal
55long2023-03-31 16:00 @ 20.862023-04-02 16:00 @ 20.572d−$33.68-1.56%signal
56long2023-04-03 20:00 @ 20.902023-04-04 00:00 @ 20.444h−$48.93-2.27%signal
57long2023-04-04 12:00 @ 20.972023-04-07 08:00 @ 20.272d 20h−$75.14-3.51%signal
58long2023-04-07 16:00 @ 20.532023-04-07 20:00 @ 20.484h−$7.83-0.37%signal
59long2023-04-08 08:00 @ 20.602023-04-08 16:00 @ 20.448h−$19.52-0.92%signal
60long2023-04-10 20:00 @ 20.682023-04-20 20:00 @ 21.7710d$100.14+4.74%signal
61long2023-04-21 00:00 @ 22.192023-04-21 16:00 @ 21.8616h−$33.87-1.58%signal
62long2023-04-23 08:00 @ 22.082023-04-23 16:00 @ 21.648h−$44.82-2.10%signal
63long2023-04-26 00:00 @ 21.932023-04-26 20:00 @ 21.0620h−$85.84-4.05%signal
64long2023-04-27 16:00 @ 22.252023-05-01 16:00 @ 21.874d−$39.70-1.89%signal
65long2023-05-02 16:00 @ 22.182023-05-03 04:00 @ 21.8712h−$31.19-1.49%signal
66long2023-05-04 00:00 @ 22.232023-05-04 08:00 @ 22.108h−$14.04-0.67%signal
67long2023-05-04 12:00 @ 22.242023-05-04 16:00 @ 21.794h−$44.07-2.12%signal
68long2023-05-05 16:00 @ 22.312023-05-06 16:00 @ 21.761d−$53.96-2.61%signal
69long2023-05-07 16:00 @ 22.452023-05-08 00:00 @ 21.658h−$74.91-3.65%signal
70long2023-05-30 12:00 @ 21.282023-05-30 16:00 @ 20.954h−$33.32-1.64%signal
71long2023-05-30 20:00 @ 21.352023-05-31 08:00 @ 20.7112h−$63.43-3.13%signal
72long2023-06-02 08:00 @ 20.992023-06-05 16:00 @ 19.943d 8h−$105.05-5.23%signal
73long2023-06-29 12:00 @ 18.052023-06-29 16:00 @ 17.664h−$44.73-2.25%signal
74long2023-06-30 00:00 @ 17.992023-08-02 16:00 @ 23.2433d 16h$556.40+28.21%signal
75long2023-08-08 20:00 @ 24.582023-08-10 04:00 @ 24.231d 8h−$32.36-1.53%signal
76long2023-08-10 08:00 @ 24.322023-08-13 16:00 @ 24.583d 8h$18.01+0.86%signal
77long2023-08-13 20:00 @ 24.652023-08-14 00:00 @ 24.214h−$39.53-1.88%signal
78long2023-08-14 16:00 @ 24.812023-08-15 16:00 @ 24.711d−$11.05-0.53%signal
79long2023-09-19 12:00 @ 20.212023-09-19 20:00 @ 19.918h−$33.18-1.58%signal
80long2023-09-20 00:00 @ 20.022023-09-20 04:00 @ 19.904h−$15.02-0.72%signal
81long2023-09-20 12:00 @ 20.052023-09-21 12:00 @ 19.581d−$50.33-2.42%signal
82long2023-09-28 16:00 @ 19.602024-01-08 04:00 @ 87.23101d 12h$6,825.63+329.62%signal
83long2024-01-08 08:00 @ 89.682024-01-13 00:00 @ 92.134d 16h$93.69+2.48%signal
84long2024-01-13 20:00 @ 94.792024-01-15 00:00 @ 93.811d 4h−$44.42-1.17%signal
85long2024-01-15 04:00 @ 95.962024-01-15 16:00 @ 93.5012h−$101.06-2.67%signal
86long2024-01-15 20:00 @ 96.052024-01-16 00:00 @ 94.344h−$70.79-1.88%signal
87long2024-01-16 04:00 @ 96.212024-01-18 20:00 @ 92.372d 16h−$156.60-4.18%signal
88long2024-01-28 12:00 @ 98.402024-01-28 16:00 @ 97.034h−$55.26-1.49%signal
89long2024-01-29 04:00 @ 97.842024-01-29 08:00 @ 96.694h−$47.04-1.27%signal
90long2024-01-29 12:00 @ 97.452024-02-01 04:00 @ 93.582d 16h−$152.25-4.14%signal
91long2024-02-01 20:00 @ 97.852024-02-05 00:00 @ 95.433d 4h−$96.93-2.66%signal
92long2024-02-05 04:00 @ 96.042024-02-05 16:00 @ 95.5412h−$22.98-0.64%signal
93long2024-02-05 20:00 @ 95.922024-02-06 12:00 @ 94.2216h−$68.37-1.89%signal
94long2024-02-06 16:00 @ 95.722024-02-07 12:00 @ 95.1220h−$26.96-0.75%signal
95long2024-02-07 16:00 @ 96.252024-02-23 16:00 @ 100.3416d$113.40+3.16%signal
96long2024-02-23 20:00 @ 101.512024-02-24 00:00 @ 99.954h−$58.92-1.63%signal
97long2024-02-24 08:00 @ 102.332024-02-26 12:00 @ 101.032d 4h−$59.54-1.65%signal
98long2024-02-26 16:00 @ 105.112024-04-05 12:00 @ 169.8038d 20h$1,948.68+54.30%signal
99long2024-04-05 16:00 @ 175.972024-04-09 08:00 @ 175.733d 16h−$15.62-0.38%signal
100long2024-05-06 12:00 @ 153.972024-05-08 00:00 @ 147.981d 12h−$163.21-4.01%signal
101long2024-05-09 20:00 @ 150.812024-05-10 16:00 @ 146.8220h−$110.75-2.75%signal
102long2024-05-13 16:00 @ 147.242024-05-14 16:00 @ 142.841d−$124.76-3.12%signal
103long2024-05-15 12:00 @ 144.132024-06-07 20:00 @ 161.9823d 8h$451.49+11.37%signal
104long2024-06-08 08:00 @ 163.632024-06-08 12:00 @ 160.484h−$82.96-2.03%signal
105long2024-07-02 20:00 @ 152.802024-07-03 08:00 @ 146.3412h−$176.07-4.33%signal
106long2024-07-10 08:00 @ 144.152024-07-10 12:00 @ 142.694h−$44.95-1.12%signal
107long2024-07-11 12:00 @ 143.452024-07-11 16:00 @ 138.404h−$145.25-3.62%signal
108long2024-07-14 00:00 @ 141.832024-08-02 16:00 @ 156.6119d 16h$389.19+9.80%signal
109long2024-08-08 16:00 @ 160.532024-08-08 20:00 @ 155.674h−$127.27-3.13%signal
110long2024-08-09 00:00 @ 163.102024-08-09 08:00 @ 157.838h−$134.63-3.33%signal
111long2024-08-24 12:00 @ 157.322024-08-27 12:00 @ 154.173d−$86.23-2.15%signal
112long2024-08-27 20:00 @ 154.902024-08-28 00:00 @ 146.704h−$214.64-5.39%signal
113long2024-09-19 12:00 @ 139.392024-10-03 08:00 @ 139.8113d 20h−$4.61-0.12%signal
114long2024-10-04 12:00 @ 140.052024-10-09 20:00 @ 141.045d 8h$21.08+0.54%signal
115long2024-10-11 16:00 @ 144.332024-12-09 12:00 @ 226.1158d 20h$2,072.09+52.68%signal
116long2025-01-03 12:00 @ 214.422025-01-07 16:00 @ 207.604d 4h−$146.75-3.30%signal
117long2025-01-15 20:00 @ 201.872025-02-02 00:00 @ 212.8417d 4h$231.23+5.24%signal
118long2025-03-24 12:00 @ 143.372025-03-25 04:00 @ 138.4716h−$157.82-3.53%signal
119long2025-03-25 12:00 @ 142.092025-03-26 20:00 @ 137.321d 8h−$152.41-3.44%signal
120long2025-03-27 04:00 @ 139.862025-03-27 12:00 @ 137.318h−$84.10-1.91%signal
121long2025-03-27 20:00 @ 139.032025-03-28 04:00 @ 136.698h−$77.67-1.78%signal
122long2025-04-12 16:00 @ 130.452025-04-16 08:00 @ 124.693d 16h−$196.13-4.50%signal
123long2025-04-16 12:00 @ 126.212025-05-30 08:00 @ 162.5943d 20h$1,227.47+28.51%signal
124long2025-06-11 04:00 @ 166.672025-06-11 12:00 @ 164.418h−$67.75-1.47%signal
125long2025-06-11 16:00 @ 167.212025-06-11 20:00 @ 162.514h−$134.31-2.92%signal
126long2025-06-30 00:00 @ 153.252025-06-30 08:00 @ 150.558h−$85.23-1.87%signal
127long2025-06-30 16:00 @ 157.802025-07-01 08:00 @ 149.9416h−$231.22-5.09%signal
128long2025-07-02 16:00 @ 151.262025-07-04 16:00 @ 146.462d−$147.72-3.30%signal
129long2025-07-06 16:00 @ 151.512025-07-08 04:00 @ 148.541d 12h−$92.77-2.09%signal
130long2025-07-08 08:00 @ 149.602025-08-01 16:00 @ 168.4724d 8h$524.71+11.86%signal
131long2025-08-05 12:00 @ 170.852025-08-05 16:00 @ 163.644h−$196.82-4.32%signal
132long2025-08-07 12:00 @ 172.792025-08-07 16:00 @ 170.364h−$68.05-1.51%signal
133long2025-08-07 20:00 @ 171.692025-08-12 00:00 @ 174.714d 4h$70.20+1.56%signal
134long2025-08-12 04:00 @ 175.512025-08-12 12:00 @ 175.098h−$14.97-0.33%signal
135long2025-08-12 16:00 @ 181.652025-08-18 08:00 @ 180.495d 16h−$39.88-0.89%signal
136long2025-08-18 12:00 @ 181.282025-08-19 04:00 @ 178.4216h−$74.75-1.66%signal
137long2025-08-19 12:00 @ 182.612025-08-19 16:00 @ 177.864h−$120.57-2.70%signal
138long2025-08-20 16:00 @ 182.982025-08-21 20:00 @ 180.021d 4h−$77.52-1.74%signal
139long2025-08-22 04:00 @ 181.712025-08-22 12:00 @ 179.518h−$58.20-1.32%signal
140long2025-08-22 16:00 @ 193.502025-09-23 20:00 @ 214.3732d 4h$446.61+10.13%signal
141long2025-10-01 16:00 @ 220.172025-10-07 20:00 @ 221.516d 4h$22.44+0.50%signal
142long2025-10-08 20:00 @ 229.272025-10-09 12:00 @ 222.9616h−$129.93-2.87%signal
143long2025-10-27 04:00 @ 204.292025-10-27 08:00 @ 202.394h−$46.29-1.03%signal
144long2025-12-09 20:00 @ 142.112025-12-10 00:00 @ 137.794h−$140.54-3.14%signal
145long2026-01-02 20:00 @ 131.632026-01-20 08:00 @ 130.5417d 12h−$51.32-1.15%signal
146long2026-03-04 12:00 @ 89.762026-03-06 16:00 @ 84.552d 4h−$260.90-5.88%signal
147long2026-03-09 16:00 @ 85.022026-03-23 00:00 @ 86.1313d 8h$56.78+1.30%signal
148long2026-03-23 04:00 @ 86.392026-03-23 08:00 @ 85.924h−$27.94-0.64%signal
149long2026-03-23 12:00 @ 88.762026-03-26 20:00 @ 85.393d 8h−$169.61-3.88%signal
150long2026-04-11 20:00 @ 86.012026-04-12 00:00 @ 84.874h−$61.45-1.42%signal
151long2026-04-14 00:00 @ 86.512026-04-14 20:00 @ 83.8920h−$136.02-3.15%signal
152long2026-04-16 16:00 @ 86.602026-04-19 08:00 @ 84.792d 16h−$93.48-2.18%signal
153long2026-04-19 12:00 @ 85.572026-04-20 00:00 @ 83.4012h−$111.63-2.62%signal
154long2026-04-20 12:00 @ 85.032026-04-21 20:00 @ 84.501d 8h−$31.00-0.73%signal
155long2026-04-22 00:00 @ 86.032026-04-27 16:00 @ 84.085d 16h−$100.50-2.38%signal
156long2026-04-28 00:00 @ 84.802026-04-28 08:00 @ 83.948h−$45.99-1.10%signal
157long2026-04-29 00:00 @ 84.042026-04-29 16:00 @ 83.1816h−$46.97-1.12%signal
158long2026-05-01 12:00 @ 83.992026-05-01 20:00 @ 83.838h−$12.02-0.29%signal
159long2026-05-02 16:00 @ 84.012026-05-03 04:00 @ 83.5912h−$24.82-0.59%signal
160long2026-05-03 16:00 @ 84.132026-05-04 00:00 @ 83.848h−$18.13-0.44%signal
161long2026-05-04 04:00 @ 85.402026-05-04 12:00 @ 83.888h−$78.34-1.88%signal
162long2026-05-04 16:00 @ 84.472026-05-05 00:00 @ 84.038h−$25.51-0.62%signal
163long2026-05-05 04:00 @ 84.742026-05-16 12:00 @ 86.0211d 8h$54.12+1.31%signal
164long2026-05-21 20:00 @ 87.832026-05-22 04:00 @ 86.978h−$44.95-1.08%signal
165long2026-06-26 20:00 @ 73.002026-06-27 00:00 @ 71.874h−$68.69-1.66%signal
166long2026-06-27 16:00 @ 72.812026-06-27 20:00 @ 71.054h−$104.13-2.53%signal
167long2026-06-28 16:00 @ 72.072026-06-28 20:00 @ 70.674h−$84.15-2.05%signal
168long2026-06-29 04:00 @ 72.662026-07-17 08:00 @ 74.5618d 4h$94.47+2.32%signal
169long2026-07-17 20:00 @ 75.182026-07-18 00:00 @ 74.984h−$15.00-0.37%signal
170long2026-07-18 04:00 @ 75.352026-07-18 08:00 @ 74.924h−$27.46-0.67%signal
171long2026-07-18 20:00 @ 75.432026-07-23 20:00 @ 75.675d$8.73+0.21%signal
172long2026-07-24 08:00 @ 76.052026-07-24 12:00 @ 75.134h−$53.26-1.30%signal
173long2026-07-27 00:00 @ 76.772026-07-27 16:00 @ 75.2116h−$87.05-2.14%signal
174long2026-08-08 16:00 @ 76.392026-08-11 16:00 @ 74.863d−$88.48-2.18%signal
175long2026-08-11 20:00 @ 75.652026-08-14 20:00 @ 74.943d−$42.24-1.05%signal
176long2026-08-15 00:00 @ 75.392026-08-15 08:00 @ 75.178h−$14.79-0.37%signal
177long2026-08-15 16:00 @ 75.512026-08-16 20:00 @ 75.171d 4h−$20.85-0.52%signal
178long2026-08-17 04:00 @ 75.502026-09-01 00:00 @ 103.5714d 20h$1,476.51+36.79%end of data

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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