[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirSOLUSDT · 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% win rate
Profit factor
1.68
2022-01-01drawdown · worst -27.03%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +59.84% | -27.03% | 115 | 15% |
| Validation | 2024-10-19 → 2025-09-25 | +13.12% | -11.65% | 25 | 20% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -3.04% | -12.84% | 38 | 16% |
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%) | Typical | Lucky (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
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 178 | long | 2026-08-17 04:00 @ 75.50 | 2026-09-01 00:00 @ 103.57 | 14d 20h | $1,476.51 | +36.79% | end of data |
| 177 | long | 2026-08-15 16:00 @ 75.51 | 2026-08-16 20:00 @ 75.17 | 1d 4h | −$20.85 | -0.52% | signal |
| 176 | long | 2026-08-15 00:00 @ 75.39 | 2026-08-15 08:00 @ 75.17 | 8h | −$14.79 | -0.37% | signal |
| 175 | long | 2026-08-11 20:00 @ 75.65 | 2026-08-14 20:00 @ 74.94 | 3d | −$42.24 | -1.05% | signal |
| 174 | long | 2026-08-08 16:00 @ 76.39 | 2026-08-11 16:00 @ 74.86 | 3d | −$88.48 | -2.18% | signal |
| 173 | long | 2026-07-27 00:00 @ 76.77 | 2026-07-27 16:00 @ 75.21 | 16h | −$87.05 | -2.14% | signal |
| 172 | long | 2026-07-24 08:00 @ 76.05 | 2026-07-24 12:00 @ 75.13 | 4h | −$53.26 | -1.30% | signal |
| 171 | long | 2026-07-18 20:00 @ 75.43 | 2026-07-23 20:00 @ 75.67 | 5d | $8.73 | +0.21% | signal |
| 170 | long | 2026-07-18 04:00 @ 75.35 | 2026-07-18 08:00 @ 74.92 | 4h | −$27.46 | -0.67% | signal |
| 169 | long | 2026-07-17 20:00 @ 75.18 | 2026-07-18 00:00 @ 74.98 | 4h | −$15.00 | -0.37% | signal |
| 168 | long | 2026-06-29 04:00 @ 72.66 | 2026-07-17 08:00 @ 74.56 | 18d 4h | $94.47 | +2.32% | signal |
| 167 | long | 2026-06-28 16:00 @ 72.07 | 2026-06-28 20:00 @ 70.67 | 4h | −$84.15 | -2.05% | signal |
| 166 | long | 2026-06-27 16:00 @ 72.81 | 2026-06-27 20:00 @ 71.05 | 4h | −$104.13 | -2.53% | signal |
| 165 | long | 2026-06-26 20:00 @ 73.00 | 2026-06-27 00:00 @ 71.87 | 4h | −$68.69 | -1.66% | signal |
| 164 | long | 2026-05-21 20:00 @ 87.83 | 2026-05-22 04:00 @ 86.97 | 8h | −$44.95 | -1.08% | signal |
| 163 | long | 2026-05-05 04:00 @ 84.74 | 2026-05-16 12:00 @ 86.02 | 11d 8h | $54.12 | +1.31% | signal |
| 162 | long | 2026-05-04 16:00 @ 84.47 | 2026-05-05 00:00 @ 84.03 | 8h | −$25.51 | -0.62% | signal |
| 161 | long | 2026-05-04 04:00 @ 85.40 | 2026-05-04 12:00 @ 83.88 | 8h | −$78.34 | -1.88% | signal |
| 160 | long | 2026-05-03 16:00 @ 84.13 | 2026-05-04 00:00 @ 83.84 | 8h | −$18.13 | -0.44% | signal |
| 159 | long | 2026-05-02 16:00 @ 84.01 | 2026-05-03 04:00 @ 83.59 | 12h | −$24.82 | -0.59% | signal |
| 158 | long | 2026-05-01 12:00 @ 83.99 | 2026-05-01 20:00 @ 83.83 | 8h | −$12.02 | -0.29% | signal |
| 157 | long | 2026-04-29 00:00 @ 84.04 | 2026-04-29 16:00 @ 83.18 | 16h | −$46.97 | -1.12% | signal |
| 156 | long | 2026-04-28 00:00 @ 84.80 | 2026-04-28 08:00 @ 83.94 | 8h | −$45.99 | -1.10% | signal |
| 155 | long | 2026-04-22 00:00 @ 86.03 | 2026-04-27 16:00 @ 84.08 | 5d 16h | −$100.50 | -2.38% | signal |
| 154 | long | 2026-04-20 12:00 @ 85.03 | 2026-04-21 20:00 @ 84.50 | 1d 8h | −$31.00 | -0.73% | signal |
| 153 | long | 2026-04-19 12:00 @ 85.57 | 2026-04-20 00:00 @ 83.40 | 12h | −$111.63 | -2.62% | signal |
| 152 | long | 2026-04-16 16:00 @ 86.60 | 2026-04-19 08:00 @ 84.79 | 2d 16h | −$93.48 | -2.18% | signal |
| 151 | long | 2026-04-14 00:00 @ 86.51 | 2026-04-14 20:00 @ 83.89 | 20h | −$136.02 | -3.15% | signal |
| 150 | long | 2026-04-11 20:00 @ 86.01 | 2026-04-12 00:00 @ 84.87 | 4h | −$61.45 | -1.42% | signal |
| 149 | long | 2026-03-23 12:00 @ 88.76 | 2026-03-26 20:00 @ 85.39 | 3d 8h | −$169.61 | -3.88% | signal |
| 148 | long | 2026-03-23 04:00 @ 86.39 | 2026-03-23 08:00 @ 85.92 | 4h | −$27.94 | -0.64% | signal |
| 147 | long | 2026-03-09 16:00 @ 85.02 | 2026-03-23 00:00 @ 86.13 | 13d 8h | $56.78 | +1.30% | signal |
| 146 | long | 2026-03-04 12:00 @ 89.76 | 2026-03-06 16:00 @ 84.55 | 2d 4h | −$260.90 | -5.88% | signal |
| 145 | long | 2026-01-02 20:00 @ 131.63 | 2026-01-20 08:00 @ 130.54 | 17d 12h | −$51.32 | -1.15% | signal |
| 144 | long | 2025-12-09 20:00 @ 142.11 | 2025-12-10 00:00 @ 137.79 | 4h | −$140.54 | -3.14% | signal |
| 143 | long | 2025-10-27 04:00 @ 204.29 | 2025-10-27 08:00 @ 202.39 | 4h | −$46.29 | -1.03% | signal |
| 142 | long | 2025-10-08 20:00 @ 229.27 | 2025-10-09 12:00 @ 222.96 | 16h | −$129.93 | -2.87% | signal |
| 141 | long | 2025-10-01 16:00 @ 220.17 | 2025-10-07 20:00 @ 221.51 | 6d 4h | $22.44 | +0.50% | signal |
| 140 | long | 2025-08-22 16:00 @ 193.50 | 2025-09-23 20:00 @ 214.37 | 32d 4h | $446.61 | +10.13% | signal |
| 139 | long | 2025-08-22 04:00 @ 181.71 | 2025-08-22 12:00 @ 179.51 | 8h | −$58.20 | -1.32% | signal |
| 138 | long | 2025-08-20 16:00 @ 182.98 | 2025-08-21 20:00 @ 180.02 | 1d 4h | −$77.52 | -1.74% | signal |
| 137 | long | 2025-08-19 12:00 @ 182.61 | 2025-08-19 16:00 @ 177.86 | 4h | −$120.57 | -2.70% | signal |
| 136 | long | 2025-08-18 12:00 @ 181.28 | 2025-08-19 04:00 @ 178.42 | 16h | −$74.75 | -1.66% | signal |
| 135 | long | 2025-08-12 16:00 @ 181.65 | 2025-08-18 08:00 @ 180.49 | 5d 16h | −$39.88 | -0.89% | signal |
| 134 | long | 2025-08-12 04:00 @ 175.51 | 2025-08-12 12:00 @ 175.09 | 8h | −$14.97 | -0.33% | signal |
| 133 | long | 2025-08-07 20:00 @ 171.69 | 2025-08-12 00:00 @ 174.71 | 4d 4h | $70.20 | +1.56% | signal |
| 132 | long | 2025-08-07 12:00 @ 172.79 | 2025-08-07 16:00 @ 170.36 | 4h | −$68.05 | -1.51% | signal |
| 131 | long | 2025-08-05 12:00 @ 170.85 | 2025-08-05 16:00 @ 163.64 | 4h | −$196.82 | -4.32% | signal |
| 130 | long | 2025-07-08 08:00 @ 149.60 | 2025-08-01 16:00 @ 168.47 | 24d 8h | $524.71 | +11.86% | signal |
| 129 | long | 2025-07-06 16:00 @ 151.51 | 2025-07-08 04:00 @ 148.54 | 1d 12h | −$92.77 | -2.09% | signal |
| 128 | long | 2025-07-02 16:00 @ 151.26 | 2025-07-04 16:00 @ 146.46 | 2d | −$147.72 | -3.30% | signal |
| 127 | long | 2025-06-30 16:00 @ 157.80 | 2025-07-01 08:00 @ 149.94 | 16h | −$231.22 | -5.09% | signal |
| 126 | long | 2025-06-30 00:00 @ 153.25 | 2025-06-30 08:00 @ 150.55 | 8h | −$85.23 | -1.87% | signal |
| 125 | long | 2025-06-11 16:00 @ 167.21 | 2025-06-11 20:00 @ 162.51 | 4h | −$134.31 | -2.92% | signal |
| 124 | long | 2025-06-11 04:00 @ 166.67 | 2025-06-11 12:00 @ 164.41 | 8h | −$67.75 | -1.47% | signal |
| 123 | long | 2025-04-16 12:00 @ 126.21 | 2025-05-30 08:00 @ 162.59 | 43d 20h | $1,227.47 | +28.51% | signal |
| 122 | long | 2025-04-12 16:00 @ 130.45 | 2025-04-16 08:00 @ 124.69 | 3d 16h | −$196.13 | -4.50% | signal |
| 121 | long | 2025-03-27 20:00 @ 139.03 | 2025-03-28 04:00 @ 136.69 | 8h | −$77.67 | -1.78% | signal |
| 120 | long | 2025-03-27 04:00 @ 139.86 | 2025-03-27 12:00 @ 137.31 | 8h | −$84.10 | -1.91% | signal |
| 119 | long | 2025-03-25 12:00 @ 142.09 | 2025-03-26 20:00 @ 137.32 | 1d 8h | −$152.41 | -3.44% | signal |
| 118 | long | 2025-03-24 12:00 @ 143.37 | 2025-03-25 04:00 @ 138.47 | 16h | −$157.82 | -3.53% | signal |
| 117 | long | 2025-01-15 20:00 @ 201.87 | 2025-02-02 00:00 @ 212.84 | 17d 4h | $231.23 | +5.24% | signal |
| 116 | long | 2025-01-03 12:00 @ 214.42 | 2025-01-07 16:00 @ 207.60 | 4d 4h | −$146.75 | -3.30% | signal |
| 115 | long | 2024-10-11 16:00 @ 144.33 | 2024-12-09 12:00 @ 226.11 | 58d 20h | $2,072.09 | +52.68% | signal |
| 114 | long | 2024-10-04 12:00 @ 140.05 | 2024-10-09 20:00 @ 141.04 | 5d 8h | $21.08 | +0.54% | signal |
| 113 | long | 2024-09-19 12:00 @ 139.39 | 2024-10-03 08:00 @ 139.81 | 13d 20h | −$4.61 | -0.12% | signal |
| 112 | long | 2024-08-27 20:00 @ 154.90 | 2024-08-28 00:00 @ 146.70 | 4h | −$214.64 | -5.39% | signal |
| 111 | long | 2024-08-24 12:00 @ 157.32 | 2024-08-27 12:00 @ 154.17 | 3d | −$86.23 | -2.15% | signal |
| 110 | long | 2024-08-09 00:00 @ 163.10 | 2024-08-09 08:00 @ 157.83 | 8h | −$134.63 | -3.33% | signal |
| 109 | long | 2024-08-08 16:00 @ 160.53 | 2024-08-08 20:00 @ 155.67 | 4h | −$127.27 | -3.13% | signal |
| 108 | long | 2024-07-14 00:00 @ 141.83 | 2024-08-02 16:00 @ 156.61 | 19d 16h | $389.19 | +9.80% | signal |
| 107 | long | 2024-07-11 12:00 @ 143.45 | 2024-07-11 16:00 @ 138.40 | 4h | −$145.25 | -3.62% | signal |
| 106 | long | 2024-07-10 08:00 @ 144.15 | 2024-07-10 12:00 @ 142.69 | 4h | −$44.95 | -1.12% | signal |
| 105 | long | 2024-07-02 20:00 @ 152.80 | 2024-07-03 08:00 @ 146.34 | 12h | −$176.07 | -4.33% | signal |
| 104 | long | 2024-06-08 08:00 @ 163.63 | 2024-06-08 12:00 @ 160.48 | 4h | −$82.96 | -2.03% | signal |
| 103 | long | 2024-05-15 12:00 @ 144.13 | 2024-06-07 20:00 @ 161.98 | 23d 8h | $451.49 | +11.37% | signal |
| 102 | long | 2024-05-13 16:00 @ 147.24 | 2024-05-14 16:00 @ 142.84 | 1d | −$124.76 | -3.12% | signal |
| 101 | long | 2024-05-09 20:00 @ 150.81 | 2024-05-10 16:00 @ 146.82 | 20h | −$110.75 | -2.75% | signal |
| 100 | long | 2024-05-06 12:00 @ 153.97 | 2024-05-08 00:00 @ 147.98 | 1d 12h | −$163.21 | -4.01% | signal |
| 99 | long | 2024-04-05 16:00 @ 175.97 | 2024-04-09 08:00 @ 175.73 | 3d 16h | −$15.62 | -0.38% | signal |
| 98 | long | 2024-02-26 16:00 @ 105.11 | 2024-04-05 12:00 @ 169.80 | 38d 20h | $1,948.68 | +54.30% | signal |
| 97 | long | 2024-02-24 08:00 @ 102.33 | 2024-02-26 12:00 @ 101.03 | 2d 4h | −$59.54 | -1.65% | signal |
| 96 | long | 2024-02-23 20:00 @ 101.51 | 2024-02-24 00:00 @ 99.95 | 4h | −$58.92 | -1.63% | signal |
| 95 | long | 2024-02-07 16:00 @ 96.25 | 2024-02-23 16:00 @ 100.34 | 16d | $113.40 | +3.16% | signal |
| 94 | long | 2024-02-06 16:00 @ 95.72 | 2024-02-07 12:00 @ 95.12 | 20h | −$26.96 | -0.75% | signal |
| 93 | long | 2024-02-05 20:00 @ 95.92 | 2024-02-06 12:00 @ 94.22 | 16h | −$68.37 | -1.89% | signal |
| 92 | long | 2024-02-05 04:00 @ 96.04 | 2024-02-05 16:00 @ 95.54 | 12h | −$22.98 | -0.64% | signal |
| 91 | long | 2024-02-01 20:00 @ 97.85 | 2024-02-05 00:00 @ 95.43 | 3d 4h | −$96.93 | -2.66% | signal |
| 90 | long | 2024-01-29 12:00 @ 97.45 | 2024-02-01 04:00 @ 93.58 | 2d 16h | −$152.25 | -4.14% | signal |
| 89 | long | 2024-01-29 04:00 @ 97.84 | 2024-01-29 08:00 @ 96.69 | 4h | −$47.04 | -1.27% | signal |
| 88 | long | 2024-01-28 12:00 @ 98.40 | 2024-01-28 16:00 @ 97.03 | 4h | −$55.26 | -1.49% | signal |
| 87 | long | 2024-01-16 04:00 @ 96.21 | 2024-01-18 20:00 @ 92.37 | 2d 16h | −$156.60 | -4.18% | signal |
| 86 | long | 2024-01-15 20:00 @ 96.05 | 2024-01-16 00:00 @ 94.34 | 4h | −$70.79 | -1.88% | signal |
| 85 | long | 2024-01-15 04:00 @ 95.96 | 2024-01-15 16:00 @ 93.50 | 12h | −$101.06 | -2.67% | signal |
| 84 | long | 2024-01-13 20:00 @ 94.79 | 2024-01-15 00:00 @ 93.81 | 1d 4h | −$44.42 | -1.17% | signal |
| 83 | long | 2024-01-08 08:00 @ 89.68 | 2024-01-13 00:00 @ 92.13 | 4d 16h | $93.69 | +2.48% | signal |
| 82 | long | 2023-09-28 16:00 @ 19.60 | 2024-01-08 04:00 @ 87.23 | 101d 12h | $6,825.63 | +329.62% | signal |
| 81 | long | 2023-09-20 12:00 @ 20.05 | 2023-09-21 12:00 @ 19.58 | 1d | −$50.33 | -2.42% | signal |
| 80 | long | 2023-09-20 00:00 @ 20.02 | 2023-09-20 04:00 @ 19.90 | 4h | −$15.02 | -0.72% | signal |
| 79 | long | 2023-09-19 12:00 @ 20.21 | 2023-09-19 20:00 @ 19.91 | 8h | −$33.18 | -1.58% | signal |
| 78 | long | 2023-08-14 16:00 @ 24.81 | 2023-08-15 16:00 @ 24.71 | 1d | −$11.05 | -0.53% | signal |
| 77 | long | 2023-08-13 20:00 @ 24.65 | 2023-08-14 00:00 @ 24.21 | 4h | −$39.53 | -1.88% | signal |
| 76 | long | 2023-08-10 08:00 @ 24.32 | 2023-08-13 16:00 @ 24.58 | 3d 8h | $18.01 | +0.86% | signal |
| 75 | long | 2023-08-08 20:00 @ 24.58 | 2023-08-10 04:00 @ 24.23 | 1d 8h | −$32.36 | -1.53% | signal |
| 74 | long | 2023-06-30 00:00 @ 17.99 | 2023-08-02 16:00 @ 23.24 | 33d 16h | $556.40 | +28.21% | signal |
| 73 | long | 2023-06-29 12:00 @ 18.05 | 2023-06-29 16:00 @ 17.66 | 4h | −$44.73 | -2.25% | signal |
| 72 | long | 2023-06-02 08:00 @ 20.99 | 2023-06-05 16:00 @ 19.94 | 3d 8h | −$105.05 | -5.23% | signal |
| 71 | long | 2023-05-30 20:00 @ 21.35 | 2023-05-31 08:00 @ 20.71 | 12h | −$63.43 | -3.13% | signal |
| 70 | long | 2023-05-30 12:00 @ 21.28 | 2023-05-30 16:00 @ 20.95 | 4h | −$33.32 | -1.64% | signal |
| 69 | long | 2023-05-07 16:00 @ 22.45 | 2023-05-08 00:00 @ 21.65 | 8h | −$74.91 | -3.65% | signal |
| 68 | long | 2023-05-05 16:00 @ 22.31 | 2023-05-06 16:00 @ 21.76 | 1d | −$53.96 | -2.61% | signal |
| 67 | long | 2023-05-04 12:00 @ 22.24 | 2023-05-04 16:00 @ 21.79 | 4h | −$44.07 | -2.12% | signal |
| 66 | long | 2023-05-04 00:00 @ 22.23 | 2023-05-04 08:00 @ 22.10 | 8h | −$14.04 | -0.67% | signal |
| 65 | long | 2023-05-02 16:00 @ 22.18 | 2023-05-03 04:00 @ 21.87 | 12h | −$31.19 | -1.49% | signal |
| 64 | long | 2023-04-27 16:00 @ 22.25 | 2023-05-01 16:00 @ 21.87 | 4d | −$39.70 | -1.89% | signal |
| 63 | long | 2023-04-26 00:00 @ 21.93 | 2023-04-26 20:00 @ 21.06 | 20h | −$85.84 | -4.05% | signal |
| 62 | long | 2023-04-23 08:00 @ 22.08 | 2023-04-23 16:00 @ 21.64 | 8h | −$44.82 | -2.10% | signal |
| 61 | long | 2023-04-21 00:00 @ 22.19 | 2023-04-21 16:00 @ 21.86 | 16h | −$33.87 | -1.58% | signal |
| 60 | long | 2023-04-10 20:00 @ 20.68 | 2023-04-20 20:00 @ 21.77 | 10d | $100.14 | +4.74% | signal |
| 59 | long | 2023-04-08 08:00 @ 20.60 | 2023-04-08 16:00 @ 20.44 | 8h | −$19.52 | -0.92% | signal |
| 58 | long | 2023-04-07 16:00 @ 20.53 | 2023-04-07 20:00 @ 20.48 | 4h | −$7.83 | -0.37% | signal |
| 57 | long | 2023-04-04 12:00 @ 20.97 | 2023-04-07 08:00 @ 20.27 | 2d 20h | −$75.14 | -3.51% | signal |
| 56 | long | 2023-04-03 20:00 @ 20.90 | 2023-04-04 00:00 @ 20.44 | 4h | −$48.93 | -2.27% | signal |
| 55 | long | 2023-03-31 16:00 @ 20.86 | 2023-04-02 16:00 @ 20.57 | 2d | −$33.68 | -1.56% | signal |
| 54 | long | 2023-03-29 08:00 @ 21.21 | 2023-03-30 12:00 @ 20.66 | 1d 4h | −$58.66 | -2.70% | signal |
| 53 | long | 2023-03-23 08:00 @ 21.69 | 2023-03-24 12:00 @ 21.39 | 1d 4h | −$33.63 | -1.54% | signal |
| 52 | long | 2023-03-19 12:00 @ 21.71 | 2023-03-22 20:00 @ 21.08 | 3d 8h | −$67.26 | -3.06% | signal |
| 51 | long | 2023-03-19 04:00 @ 21.83 | 2023-03-19 08:00 @ 21.56 | 4h | −$29.38 | -1.33% | signal |
| 50 | long | 2023-03-18 04:00 @ 22.67 | 2023-03-19 00:00 @ 21.21 | 20h | −$147.87 | -6.59% | signal |
| 49 | long | 2023-03-14 16:00 @ 21.93 | 2023-03-14 20:00 @ 20.92 | 4h | −$107.14 | -4.72% | signal |
| 48 | long | 2023-02-22 16:00 @ 23.66 | 2023-02-24 16:00 @ 23.03 | 2d | −$64.32 | -2.81% | signal |
| 47 | long | 2023-02-18 16:00 @ 23.43 | 2023-02-22 12:00 @ 23.56 | 3d 20h | $5.91 | +0.26% | signal |
| 46 | long | 2023-02-18 04:00 @ 23.36 | 2023-02-18 08:00 @ 23.23 | 4h | −$15.75 | -0.69% | signal |
| 45 | long | 2023-02-17 20:00 @ 23.47 | 2023-02-18 00:00 @ 23.14 | 4h | −$34.74 | -1.51% | signal |
| 44 | long | 2023-02-16 00:00 @ 23.87 | 2023-02-17 00:00 @ 22.25 | 1d | −$161.19 | -6.89% | signal |
| 43 | long | 2023-01-03 16:00 @ 12.82 | 2023-02-09 20:00 @ 21.79 | 37d 4h | $1,420.94 | +71.61% | signal |
| 42 | long | 2022-12-13 20:00 @ 13.80 | 2022-12-16 12:00 @ 13.49 | 2d 16h | −$47.65 | -2.39% | signal |
| 41 | long | 2022-11-07 12:00 @ 31.62 | 2022-11-08 00:00 @ 29.57 | 12h | −$133.26 | -6.57% | signal |
| 40 | long | 2022-11-04 04:00 @ 31.93 | 2022-11-07 08:00 @ 30.74 | 3d 4h | −$79.90 | -3.90% | signal |
| 39 | long | 2022-11-03 20:00 @ 31.29 | 2022-11-04 00:00 @ 30.81 | 4h | −$33.11 | -1.61% | signal |
| 38 | long | 2022-11-03 04:00 @ 31.64 | 2022-11-03 12:00 @ 31.24 | 8h | −$27.81 | -1.35% | signal |
| 37 | long | 2022-10-28 20:00 @ 32.00 | 2022-11-02 12:00 @ 31.28 | 4d 16h | −$49.74 | -2.39% | signal |
| 36 | long | 2022-10-27 08:00 @ 31.63 | 2022-10-27 12:00 @ 31.34 | 4h | −$20.89 | -1.00% | signal |
| 35 | long | 2022-10-04 04:00 @ 33.10 | 2022-10-07 16:00 @ 32.86 | 3d 12h | −$17.55 | -0.84% | signal |
| 34 | long | 2022-09-28 16:00 @ 33.11 | 2022-10-01 20:00 @ 32.60 | 3d 4h | −$34.42 | -1.64% | signal |
| 33 | long | 2022-09-26 16:00 @ 33.10 | 2022-09-27 20:00 @ 32.58 | 1d 4h | −$35.49 | -1.69% | signal |
| 32 | long | 2022-09-24 00:00 @ 33.67 | 2022-09-25 20:00 @ 32.69 | 1d 20h | −$64.66 | -3.05% | signal |
| 31 | long | 2022-09-12 12:00 @ 37.71 | 2022-09-13 16:00 @ 34.70 | 1d 4h | −$174.97 | -8.09% | signal |
| 30 | long | 2022-08-10 12:00 @ 40.01 | 2022-08-17 16:00 @ 41.06 | 7d 4h | $50.09 | +2.33% | signal |
| 29 | long | 2022-08-05 00:00 @ 38.82 | 2022-08-10 04:00 @ 39.26 | 5d 4h | $19.17 | +0.89% | signal |
| 28 | long | 2022-08-04 16:00 @ 38.86 | 2022-08-04 20:00 @ 38.35 | 4h | −$30.16 | -1.40% | signal |
| 27 | long | 2022-08-04 04:00 @ 39.37 | 2022-08-04 12:00 @ 38.58 | 8h | −$45.25 | -2.09% | signal |
| 26 | long | 2022-08-03 12:00 @ 39.63 | 2022-08-04 00:00 @ 38.51 | 12h | −$63.16 | -2.90% | signal |
| 25 | long | 2022-07-27 20:00 @ 39.39 | 2022-08-03 08:00 @ 38.31 | 6d 12h | −$65.79 | -2.99% | signal |
| 24 | long | 2022-07-14 16:00 @ 35.15 | 2022-07-26 00:00 @ 36.62 | 11d 8h | $82.41 | +3.79% | signal |
| 23 | long | 2022-07-14 00:00 @ 34.93 | 2022-07-14 04:00 @ 34.56 | 4h | −$24.96 | -1.14% | signal |
| 22 | long | 2022-07-11 20:00 @ 35.36 | 2022-07-12 00:00 @ 33.37 | 4h | −$126.43 | -5.71% | signal |
| 21 | long | 2022-07-06 08:00 @ 35.94 | 2022-07-11 08:00 @ 35.15 | 5d | −$52.40 | -2.35% | signal |
| 20 | long | 2022-07-05 20:00 @ 35.70 | 2022-07-06 00:00 @ 35.36 | 4h | −$23.14 | -1.04% | signal |
| 19 | long | 2022-07-05 00:00 @ 36.72 | 2022-07-05 12:00 @ 33.95 | 12h | −$173.40 | -7.61% | signal |
| 18 | long | 2022-06-28 08:00 @ 38.59 | 2022-06-28 16:00 @ 37.03 | 8h | −$94.72 | -4.12% | signal |
| 17 | long | 2022-06-24 12:00 @ 40.29 | 2022-06-28 04:00 @ 37.70 | 3d 16h | −$152.75 | -6.53% | signal |
| 16 | long | 2022-04-21 04:00 @ 107.04 | 2022-04-21 20:00 @ 104.24 | 16h | −$64.45 | -2.74% | signal |
| 15 | long | 2022-04-20 20:00 @ 106.00 | 2022-04-21 00:00 @ 105.49 | 4h | −$13.75 | -0.58% | signal |
| 14 | long | 2022-04-19 16:00 @ 106.46 | 2022-04-20 16:00 @ 105.64 | 1d | −$21.34 | -0.90% | signal |
| 13 | long | 2022-04-17 16:00 @ 105.09 | 2022-04-18 00:00 @ 100.07 | 8h | −$116.92 | -4.89% | signal |
| 12 | long | 2022-04-13 16:00 @ 105.06 | 2022-04-14 16:00 @ 101.27 | 1d | −$89.78 | -3.72% | signal |
| 11 | long | 2022-04-13 00:00 @ 103.18 | 2022-04-13 12:00 @ 100.99 | 12h | −$54.00 | -2.22% | signal |
| 10 | long | 2022-04-12 08:00 @ 103.01 | 2022-04-12 20:00 @ 100.94 | 12h | −$51.34 | -2.10% | signal |
| 9 | long | 2022-03-22 04:00 @ 91.01 | 2022-04-12 00:00 @ 99.59 | 18d 20h | $209.61 | +8.77% | signal |
| 8 | long | 2022-03-21 08:00 @ 89.63 | 2022-03-21 20:00 @ 88.71 | 12h | −$27.12 | -1.13% | signal |
| 7 | long | 2022-03-20 20:00 @ 89.51 | 2022-03-21 00:00 @ 88.56 | 4h | −$27.78 | -1.16% | signal |
| 6 | long | 2022-03-19 12:00 @ 90.77 | 2022-03-20 16:00 @ 89.13 | 1d 4h | −$46.65 | -1.93% | signal |
| 5 | long | 2022-03-19 04:00 @ 90.28 | 2022-03-19 08:00 @ 89.36 | 4h | −$26.98 | -1.11% | signal |
| 4 | long | 2022-03-18 20:00 @ 91.12 | 2022-03-19 00:00 @ 89.75 | 4h | −$38.87 | -1.60% | signal |
| 3 | long | 2022-03-03 08:00 @ 99.77 | 2022-03-03 16:00 @ 95.90 | 8h | −$97.90 | -3.99% | signal |
| 2 | long | 2022-03-02 04:00 @ 104.26 | 2022-03-03 04:00 @ 98.32 | 1d | −$145.15 | -5.82% | signal |
| 1 | long | 2022-02-07 16:00 @ 121.25 | 2022-02-07 20:00 @ 119.88 | 4h | −$30.68 | -1.23% | 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.