[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirBNBUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 19.0ms
Underperformed the market. Holding BNBUSDT returned +33.93% over the same period, against this strategy’s +3.68%.
Net P&L
+3.68%
$368.45
Max drawdown
-20.85%
Max run-up
+37.21%
Trades
212
11.3% win rate
Profit factor
1.06
2022-01-01drawdown · worst -20.85%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +3.48% | -17.62% | 124 | 12% |
| Validation | 2024-10-19 → 2025-09-25 | +3.36% | -15.39% | 38 | 11% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -3.06% | -17.30% | 50 | 10% |
Risk-adjusted
- Sharpe
- 0.12
- Sortino
- 0.18
- Calmar
- 0.04
- Return ÷ max drawdown
- 0.18
- CAGR
- +0.78%
- Exposure
- 51.0%
Per trade
- Expectancy
- $1.74 · +0.14%
- Average win / loss
- $269.19 / −$32.40
- Payoff ratio
- 8.31
- Largest win / loss
- $1,787.93 / −$119.91
- Longest losing streak(winning: 2)
- 28 trades
Drawdown over time
- Max drawdown
- -20.85%
- Longest time under water
- 575 days
- Worst drawdown recovered in
- 571 days
- Under water at the end
- 323 days
Costs and mechanics
- Fees paid
- −$524.25
- Funding
- $221.84
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- +33.93%
Monte Carlo
1,000 alternative histories, each 212 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 | -28.41% | +1.36% | +60.98% |
| Max drawdown | -33.51% | -19.64% | -11.59% |
48% of histories lost money, and 44% had a deeper drawdown than this run’s -20.85%. 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
BNBUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
212 trades · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 212 | long | 2026-07-30 00:00 @ 572.52 | 2026-09-01 00:00 @ 693.71 | 33d | $506.08 | +20.53% | end of data |
| 211 | long | 2026-07-29 08:00 @ 572.38 | 2026-07-29 16:00 @ 568.82 | 8h | −$17.95 | -0.73% | signal |
| 210 | long | 2026-07-28 16:00 @ 573.82 | 2026-07-29 04:00 @ 567.64 | 12h | −$29.45 | -1.19% | signal |
| 209 | long | 2026-07-27 20:00 @ 576.02 | 2026-07-28 00:00 @ 566.45 | 4h | −$43.80 | -1.76% | signal |
| 208 | long | 2026-07-26 04:00 @ 570.87 | 2026-07-27 16:00 @ 568.76 | 1d 12h | −$12.42 | -0.50% | signal |
| 207 | long | 2026-07-22 16:00 @ 572.99 | 2026-07-22 20:00 @ 570.34 | 4h | −$14.33 | -0.57% | signal |
| 206 | long | 2026-07-21 04:00 @ 575.72 | 2026-07-22 04:00 @ 571.32 | 1d | −$22.51 | -0.90% | signal |
| 205 | long | 2026-07-20 16:00 @ 574.44 | 2026-07-20 20:00 @ 571.57 | 4h | −$15.26 | -0.61% | signal |
| 204 | long | 2026-07-15 12:00 @ 579.42 | 2026-07-16 20:00 @ 575.98 | 1d 8h | −$18.46 | -0.74% | signal |
| 203 | long | 2026-07-14 16:00 @ 583.45 | 2026-07-15 08:00 @ 576.73 | 16h | −$32.02 | -1.27% | signal |
| 202 | long | 2026-07-12 12:00 @ 580.60 | 2026-07-12 20:00 @ 580.07 | 8h | −$5.08 | -0.20% | signal |
| 201 | long | 2026-07-07 16:00 @ 585.19 | 2026-07-08 00:00 @ 576.99 | 8h | −$37.95 | -1.50% | signal |
| 200 | long | 2026-07-06 16:00 @ 585.20 | 2026-07-07 04:00 @ 579.38 | 12h | −$27.79 | -1.10% | signal |
| 199 | long | 2026-07-05 16:00 @ 587.83 | 2026-07-06 08:00 @ 582.34 | 16h | −$26.54 | -1.04% | signal |
| 198 | long | 2026-05-30 04:00 @ 658.74 | 2026-06-03 00:00 @ 650.95 | 3d 20h | −$33.99 | -1.33% | signal |
| 197 | long | 2026-05-23 16:00 @ 648.00 | 2026-05-28 04:00 @ 637.88 | 4d 12h | −$44.12 | -1.72% | signal |
| 196 | long | 2026-05-19 20:00 @ 640.48 | 2026-05-23 08:00 @ 636.86 | 3d 12h | −$18.01 | -0.70% | signal |
| 195 | long | 2026-05-18 20:00 @ 645.28 | 2026-05-19 16:00 @ 638.99 | 20h | −$27.62 | -1.07% | signal |
| 194 | long | 2026-05-02 16:00 @ 618.73 | 2026-05-18 16:00 @ 637.11 | 16d | $68.22 | +2.67% | signal |
| 193 | long | 2026-05-02 04:00 @ 616.59 | 2026-05-02 08:00 @ 616.01 | 4h | −$4.99 | -0.20% | signal |
| 192 | long | 2026-05-01 04:00 @ 618.92 | 2026-05-02 00:00 @ 615.59 | 20h | −$16.41 | -0.64% | signal |
| 191 | long | 2026-04-30 00:00 @ 617.76 | 2026-05-01 00:00 @ 615.49 | 1d | −$12.02 | -0.47% | signal |
| 190 | long | 2026-04-20 04:00 @ 622.22 | 2026-04-29 20:00 @ 613.46 | 9d 16h | −$40.24 | -1.56% | signal |
| 189 | long | 2026-04-16 16:00 @ 625.27 | 2026-04-20 00:00 @ 616.27 | 3d 8h | −$40.09 | -1.55% | signal |
| 188 | long | 2026-04-15 20:00 @ 625.97 | 2026-04-16 12:00 @ 621.11 | 16h | −$22.96 | -0.89% | signal |
| 187 | long | 2026-03-25 00:00 @ 638.44 | 2026-03-26 08:00 @ 635.26 | 1d 8h | −$15.48 | -0.60% | signal |
| 186 | long | 2026-03-24 08:00 @ 638.03 | 2026-03-24 16:00 @ 630.72 | 8h | −$32.37 | -1.24% | signal |
| 185 | long | 2026-03-23 12:00 @ 638.29 | 2026-03-24 04:00 @ 632.57 | 16h | −$25.94 | -0.99% | signal |
| 184 | long | 2026-03-22 04:00 @ 634.65 | 2026-03-22 08:00 @ 631.65 | 4h | −$14.92 | -0.57% | signal |
| 183 | long | 2026-03-09 12:00 @ 627.55 | 2026-03-22 00:00 @ 630.16 | 12d 12h | $8.89 | +0.34% | signal |
| 182 | long | 2026-03-04 12:00 @ 650.63 | 2026-03-06 12:00 @ 637.17 | 2d | −$56.87 | -2.17% | signal |
| 181 | long | 2026-01-28 00:00 @ 899.03 | 2026-01-29 12:00 @ 894.55 | 1d 12h | −$16.15 | -0.61% | signal |
| 180 | long | 2026-01-23 16:00 @ 892.76 | 2026-01-24 16:00 @ 889.02 | 1d | −$13.80 | -0.52% | signal |
| 179 | long | 2026-01-22 20:00 @ 888.91 | 2026-01-23 12:00 @ 887.70 | 16h | −$6.20 | -0.24% | signal |
| 178 | long | 2026-01-22 04:00 @ 891.77 | 2026-01-22 16:00 @ 883.14 | 12h | −$28.16 | -1.07% | signal |
| 177 | long | 2026-01-21 16:00 @ 892.96 | 2026-01-22 00:00 @ 883.51 | 8h | −$30.64 | -1.16% | signal |
| 176 | long | 2026-01-02 12:00 @ 870.11 | 2026-01-21 00:00 @ 884.53 | 18d 12h | $35.36 | +1.34% | signal |
| 175 | long | 2026-01-01 04:00 @ 869.84 | 2026-01-01 08:00 @ 859.74 | 4h | −$33.38 | -1.26% | signal |
| 174 | long | 2025-12-31 12:00 @ 869.75 | 2025-12-31 16:00 @ 863.67 | 4h | −$21.20 | -0.80% | signal |
| 173 | long | 2025-12-15 08:00 @ 890.06 | 2025-12-15 12:00 @ 888.06 | 4h | −$8.60 | -0.32% | signal |
| 172 | long | 2025-12-13 16:00 @ 899.78 | 2025-12-14 12:00 @ 889.06 | 20h | −$34.63 | -1.30% | signal |
| 171 | long | 2025-12-09 16:00 @ 908.16 | 2025-12-10 00:00 @ 897.44 | 8h | −$34.20 | -1.28% | signal |
| 170 | long | 2025-10-25 20:00 @ 1,116.16 | 2025-10-29 00:00 @ 1,102.12 | 3d 4h | −$36.08 | -1.35% | signal |
| 169 | long | 2025-10-25 12:00 @ 1,115.13 | 2025-10-25 16:00 @ 1,107.92 | 4h | −$20.05 | -0.75% | signal |
| 168 | long | 2025-10-25 04:00 @ 1,116.59 | 2025-10-25 08:00 @ 1,111.70 | 4h | −$14.47 | -0.54% | signal |
| 167 | long | 2025-10-23 16:00 @ 1,130.23 | 2025-10-24 16:00 @ 1,103.36 | 1d | −$66.36 | -2.45% | signal |
| 166 | long | 2025-10-23 08:00 @ 1,109.01 | 2025-10-23 12:00 @ 1,094.05 | 4h | −$39.33 | -1.45% | signal |
| 165 | long | 2025-10-21 16:00 @ 1,112.12 | 2025-10-21 20:00 @ 1,089.55 | 4h | −$58.11 | -2.13% | signal |
| 164 | long | 2025-10-19 12:00 @ 1,100.10 | 2025-10-20 20:00 @ 1,100.08 | 1d 8h | −$0.89 | -0.03% | signal |
| 163 | long | 2025-10-18 04:00 @ 1,089.68 | 2025-10-19 00:00 @ 1,091.78 | 20h | $3.14 | +0.12% | signal |
| 162 | long | 2025-07-02 08:00 @ 657.78 | 2025-10-17 08:00 @ 1,062.56 | 107d | $1,433.53 | +60.45% | signal |
| 161 | long | 2025-06-30 00:00 @ 655.09 | 2025-07-01 16:00 @ 645.61 | 1d 16h | −$36.81 | -1.55% | signal |
| 160 | long | 2025-06-09 20:00 @ 659.63 | 2025-06-12 16:00 @ 659.68 | 2d 20h | −$2.15 | -0.09% | signal |
| 159 | long | 2025-05-05 08:00 @ 591.96 | 2025-06-05 20:00 @ 643.91 | 31d 12h | $203.17 | +8.72% | signal |
| 158 | long | 2025-04-22 04:00 @ 599.52 | 2025-05-04 16:00 @ 588.68 | 12d 12h | −$41.37 | -1.77% | signal |
| 157 | long | 2025-04-21 04:00 @ 602.05 | 2025-04-21 20:00 @ 597.32 | 16h | −$20.77 | -0.89% | signal |
| 156 | long | 2025-04-02 16:00 @ 604.26 | 2025-04-03 00:00 @ 589.97 | 8h | −$57.95 | -2.46% | signal |
| 155 | long | 2025-03-31 16:00 @ 604.13 | 2025-04-02 04:00 @ 601.14 | 1d 12h | −$12.06 | -0.51% | signal |
| 154 | long | 2025-03-30 04:00 @ 608.59 | 2025-03-30 16:00 @ 601.68 | 12h | −$28.22 | -1.19% | signal |
| 153 | long | 2025-03-29 16:00 @ 604.36 | 2025-03-30 00:00 @ 602.48 | 8h | −$9.11 | -0.38% | signal |
| 152 | long | 2025-03-19 20:00 @ 615.17 | 2025-03-29 12:00 @ 600.53 | 9d 16h | −$44.40 | -1.86% | signal |
| 151 | long | 2025-03-17 04:00 @ 625.80 | 2025-03-19 16:00 @ 609.39 | 2d 12h | −$64.70 | -2.70% | signal |
| 150 | long | 2025-03-16 00:00 @ 619.73 | 2025-03-16 04:00 @ 609.45 | 4h | −$42.40 | -1.76% | signal |
| 149 | long | 2025-02-23 20:00 @ 653.77 | 2025-02-24 04:00 @ 644.29 | 8h | −$36.24 | -1.50% | signal |
| 148 | long | 2025-02-22 08:00 @ 654.63 | 2025-02-23 16:00 @ 648.13 | 1d 8h | −$25.38 | -1.05% | signal |
| 147 | long | 2025-02-21 08:00 @ 655.31 | 2025-02-21 20:00 @ 638.49 | 12h | −$63.83 | -2.61% | signal |
| 146 | long | 2025-02-20 20:00 @ 656.23 | 2025-02-21 04:00 @ 650.84 | 8h | −$22.55 | -0.92% | signal |
| 145 | long | 2025-02-19 12:00 @ 658.81 | 2025-02-19 16:00 @ 651.91 | 4h | −$28.16 | -1.15% | signal |
| 144 | long | 2025-02-16 12:00 @ 668.84 | 2025-02-18 08:00 @ 650.82 | 1d 20h | −$67.24 | -2.72% | signal |
| 143 | long | 2025-02-15 16:00 @ 666.08 | 2025-02-16 08:00 @ 654.03 | 16h | −$47.19 | -1.90% | signal |
| 142 | long | 2025-02-15 04:00 @ 660.91 | 2025-02-15 08:00 @ 657.14 | 4h | −$16.68 | -0.67% | signal |
| 141 | long | 2025-02-12 20:00 @ 691.97 | 2025-02-15 00:00 @ 659.28 | 2d 4h | −$119.91 | -4.76% | signal |
| 140 | long | 2025-01-22 08:00 @ 697.76 | 2025-01-22 16:00 @ 693.23 | 8h | −$18.88 | -0.75% | signal |
| 139 | long | 2025-01-20 08:00 @ 699.29 | 2025-01-20 16:00 @ 688.62 | 8h | −$41.45 | -1.64% | signal |
| 138 | long | 2025-01-19 20:00 @ 708.03 | 2025-01-20 00:00 @ 683.25 | 4h | −$91.94 | -3.60% | signal |
| 137 | long | 2025-01-15 16:00 @ 704.09 | 2025-01-19 12:00 @ 683.38 | 3d 20h | −$78.71 | -3.06% | signal |
| 136 | long | 2025-01-15 04:00 @ 701.35 | 2025-01-15 12:00 @ 692.24 | 8h | −$36.13 | -1.40% | signal |
| 135 | long | 2025-01-06 00:00 @ 709.42 | 2025-01-07 20:00 @ 695.53 | 1d 20h | −$53.48 | -2.06% | signal |
| 134 | long | 2025-01-03 12:00 @ 705.35 | 2025-01-05 20:00 @ 705.83 | 2d 8h | −$0.84 | -0.03% | signal |
| 133 | long | 2024-12-30 20:00 @ 709.94 | 2025-01-03 08:00 @ 700.47 | 3d 12h | −$36.80 | -1.41% | signal |
| 132 | long | 2024-12-27 20:00 @ 694.96 | 2024-12-30 16:00 @ 694.22 | 2d 20h | −$5.17 | -0.20% | signal |
| 131 | long | 2024-12-27 08:00 @ 692.25 | 2024-12-27 16:00 @ 688.42 | 8h | −$16.73 | -0.64% | signal |
| 130 | long | 2024-12-23 20:00 @ 684.51 | 2024-12-27 00:00 @ 688.62 | 3d 4h | $15.12 | +0.58% | signal |
| 129 | long | 2024-12-21 04:00 @ 681.41 | 2024-12-21 12:00 @ 677.09 | 8h | −$19.14 | -0.73% | signal |
| 128 | long | 2024-11-06 04:00 @ 582.14 | 2024-12-19 20:00 @ 658.25 | 43d 16h | $268.56 | +10.55% | signal |
| 127 | long | 2024-10-26 20:00 @ 585.66 | 2024-10-31 16:00 @ 580.88 | 4d 20h | −$24.71 | -0.97% | signal |
| 126 | long | 2024-10-26 12:00 @ 584.51 | 2024-10-26 16:00 @ 580.83 | 4h | −$18.62 | -0.73% | signal |
| 125 | long | 2024-10-24 00:00 @ 585.06 | 2024-10-26 00:00 @ 574.53 | 2d | −$48.80 | -1.90% | signal |
| 124 | long | 2024-10-13 20:00 @ 570.91 | 2024-10-23 12:00 @ 582.24 | 9d 16h | $47.24 | +1.85% | signal |
| 123 | long | 2024-10-11 12:00 @ 567.83 | 2024-10-13 16:00 @ 566.67 | 2d 4h | −$7.82 | -0.31% | signal |
| 122 | long | 2024-10-11 00:00 @ 563.73 | 2024-10-11 08:00 @ 560.40 | 8h | −$17.33 | -0.68% | signal |
| 121 | long | 2024-10-04 12:00 @ 553.07 | 2024-10-10 20:00 @ 559.01 | 6d 8h | $28.98 | +1.13% | signal |
| 120 | long | 2024-10-02 04:00 @ 554.43 | 2024-10-02 12:00 @ 546.45 | 8h | −$39.49 | -1.54% | signal |
| 119 | long | 2024-09-17 08:00 @ 538.19 | 2024-10-01 20:00 @ 548.32 | 14d 12h | $47.44 | +1.86% | signal |
| 118 | long | 2024-09-12 04:00 @ 543.25 | 2024-09-16 16:00 @ 534.66 | 4d 12h | −$42.70 | -1.66% | signal |
| 117 | long | 2024-09-11 20:00 @ 533.54 | 2024-09-12 00:00 @ 530.21 | 4h | −$18.57 | -0.72% | signal |
| 116 | long | 2024-09-03 04:00 @ 534.21 | 2024-09-03 16:00 @ 522.10 | 12h | −$61.16 | -2.37% | signal |
| 115 | long | 2024-08-29 12:00 @ 543.92 | 2024-08-29 20:00 @ 535.49 | 8h | −$42.79 | -1.65% | signal |
| 114 | long | 2024-08-28 12:00 @ 543.45 | 2024-08-28 16:00 @ 533.39 | 4h | −$50.85 | -1.95% | signal |
| 113 | long | 2024-08-19 20:00 @ 553.41 | 2024-08-28 00:00 @ 533.06 | 8d 4h | −$94.80 | -3.60% | signal |
| 112 | long | 2024-07-25 08:00 @ 561.95 | 2024-08-02 20:00 @ 555.18 | 8d 12h | −$34.81 | -1.32% | signal |
| 111 | long | 2024-07-16 12:00 @ 570.84 | 2024-07-25 04:00 @ 556.59 | 8d 16h | −$69.00 | -2.60% | signal |
| 110 | long | 2024-07-15 16:00 @ 573.70 | 2024-07-16 08:00 @ 562.31 | 16h | −$55.73 | -2.09% | signal |
| 109 | long | 2024-06-13 00:00 @ 619.41 | 2024-06-13 04:00 @ 606.86 | 4h | −$57.11 | -2.13% | signal |
| 108 | long | 2024-06-12 16:00 @ 628.13 | 2024-06-12 20:00 @ 612.11 | 4h | −$71.61 | -2.65% | signal |
| 107 | long | 2024-06-12 08:00 @ 614.79 | 2024-06-12 12:00 @ 608.79 | 4h | −$29.18 | -1.08% | signal |
| 106 | long | 2024-05-20 20:00 @ 589.59 | 2024-06-11 12:00 @ 606.10 | 21d 16h | $57.40 | +2.13% | signal |
| 105 | long | 2024-05-19 04:00 @ 581.37 | 2024-05-19 08:00 @ 579.62 | 4h | −$10.79 | -0.40% | signal |
| 104 | long | 2024-05-18 00:00 @ 580.65 | 2024-05-18 08:00 @ 578.57 | 8h | −$12.34 | -0.46% | signal |
| 103 | long | 2024-05-17 16:00 @ 582.51 | 2024-05-17 20:00 @ 579.55 | 4h | −$16.42 | -0.61% | signal |
| 102 | long | 2024-05-15 20:00 @ 585.69 | 2024-05-16 16:00 @ 567.54 | 20h | −$85.45 | -3.13% | signal |
| 101 | long | 2024-05-08 12:00 @ 585.18 | 2024-05-14 16:00 @ 568.44 | 6d 4h | −$77.23 | -2.81% | signal |
| 100 | long | 2024-05-08 04:00 @ 585.28 | 2024-05-08 08:00 @ 579.18 | 4h | −$31.43 | -1.14% | signal |
| 99 | long | 2024-05-03 20:00 @ 580.72 | 2024-05-08 00:00 @ 575.75 | 4d 4h | −$19.35 | -0.70% | signal |
| 98 | long | 2024-04-21 08:00 @ 579.47 | 2024-04-30 12:00 @ 567.78 | 9d 4h | −$28.93 | -1.05% | signal |
| 97 | long | 2024-04-20 20:00 @ 572.51 | 2024-04-21 00:00 @ 570.26 | 4h | −$13.70 | -0.49% | signal |
| 96 | long | 2024-02-07 20:00 @ 306.88 | 2024-04-13 20:00 @ 544.33 | 66d | $1,787.93 | +76.93% | signal |
| 95 | long | 2024-01-29 20:00 @ 309.98 | 2024-01-31 00:00 @ 307.53 | 1d 4h | −$20.76 | -0.89% | signal |
| 94 | long | 2023-12-18 20:00 @ 238.52 | 2024-01-23 12:00 @ 295.80 | 35d 16h | $626.30 | +28.83% | signal |
| 93 | long | 2023-12-11 16:00 @ 244.53 | 2023-12-18 04:00 @ 237.37 | 6d 12h | −$56.14 | -2.57% | signal |
| 92 | long | 2023-12-10 16:00 @ 240.17 | 2023-12-11 04:00 @ 233.28 | 12h | −$66.65 | -3.03% | signal |
| 91 | long | 2023-12-10 04:00 @ 240.69 | 2023-12-10 12:00 @ 238.49 | 8h | −$22.91 | -1.04% | signal |
| 90 | long | 2023-12-09 04:00 @ 243.99 | 2023-12-10 00:00 @ 237.81 | 20h | −$60.28 | -2.71% | signal |
| 89 | long | 2023-10-20 04:00 @ 212.98 | 2023-11-22 00:00 @ 225.61 | 32d 20h | $94.88 | +4.31% | signal |
| 88 | long | 2023-10-18 04:00 @ 212.56 | 2023-10-18 16:00 @ 211.69 | 12h | −$11.27 | -0.51% | signal |
| 87 | long | 2023-10-16 08:00 @ 213.02 | 2023-10-17 16:00 @ 212.06 | 1d 8h | −$12.63 | -0.57% | signal |
| 86 | long | 2023-10-02 00:00 @ 218.33 | 2023-10-03 16:00 @ 213.59 | 1d 16h | −$50.71 | -2.28% | signal |
| 85 | long | 2023-09-28 16:00 @ 215.75 | 2023-10-01 20:00 @ 214.20 | 3d 4h | −$18.65 | -0.84% | signal |
| 84 | long | 2023-09-27 12:00 @ 215.52 | 2023-09-27 16:00 @ 212.40 | 4h | −$34.59 | -1.55% | signal |
| 83 | long | 2023-09-18 04:00 @ 217.84 | 2023-09-20 20:00 @ 214.40 | 2d 16h | −$37.75 | -1.68% | signal |
| 82 | long | 2023-08-08 08:00 @ 242.86 | 2023-08-10 08:00 @ 241.92 | 2d | −$11.25 | -0.50% | signal |
| 81 | long | 2023-08-05 20:00 @ 242.86 | 2023-08-07 16:00 @ 240.87 | 1d 20h | −$20.67 | -0.92% | signal |
| 80 | long | 2023-08-04 16:00 @ 243.23 | 2023-08-04 20:00 @ 241.44 | 4h | −$18.81 | -0.83% | signal |
| 79 | long | 2023-08-01 08:00 @ 245.51 | 2023-08-02 20:00 @ 241.50 | 1d 12h | −$39.53 | -1.75% | signal |
| 78 | long | 2023-07-31 00:00 @ 242.76 | 2023-07-31 20:00 @ 241.37 | 20h | −$15.69 | -0.69% | signal |
| 77 | long | 2023-07-29 16:00 @ 241.97 | 2023-07-30 20:00 @ 241.65 | 1d 4h | −$6.02 | -0.27% | signal |
| 76 | long | 2023-07-28 16:00 @ 241.83 | 2023-07-29 08:00 @ 241.58 | 16h | −$4.72 | -0.21% | signal |
| 75 | long | 2023-07-27 08:00 @ 242.36 | 2023-07-27 16:00 @ 240.70 | 8h | −$17.93 | -0.79% | signal |
| 74 | long | 2023-07-23 20:00 @ 242.70 | 2023-07-24 04:00 @ 240.80 | 8h | −$20.09 | -0.88% | signal |
| 73 | long | 2023-07-23 08:00 @ 242.70 | 2023-07-23 12:00 @ 242.23 | 4h | −$6.86 | -0.30% | signal |
| 72 | long | 2023-07-21 00:00 @ 242.99 | 2023-07-23 00:00 @ 241.17 | 2d | −$20.66 | -0.90% | signal |
| 71 | long | 2023-07-20 08:00 @ 244.13 | 2023-07-20 16:00 @ 241.72 | 8h | −$25.20 | -1.10% | signal |
| 70 | long | 2023-07-19 04:00 @ 243.66 | 2023-07-19 12:00 @ 242.25 | 8h | −$15.88 | -0.69% | signal |
| 69 | long | 2023-07-17 04:00 @ 243.52 | 2023-07-18 08:00 @ 241.35 | 1d 4h | −$21.11 | -0.92% | signal |
| 68 | long | 2023-07-10 16:00 @ 245.57 | 2023-07-17 00:00 @ 241.85 | 6d 8h | −$9.77 | -0.42% | signal |
| 67 | long | 2023-05-05 12:00 @ 325.41 | 2023-05-06 16:00 @ 319.92 | 1d 4h | −$40.99 | -1.77% | signal |
| 66 | long | 2023-05-05 04:00 @ 325.01 | 2023-05-05 08:00 @ 324.17 | 4h | −$8.38 | -0.36% | signal |
| 65 | long | 2023-05-04 00:00 @ 325.82 | 2023-05-04 20:00 @ 324.00 | 20h | −$15.23 | -0.66% | signal |
| 64 | long | 2023-05-03 04:00 @ 323.99 | 2023-05-03 08:00 @ 323.07 | 4h | −$8.99 | -0.39% | signal |
| 63 | long | 2023-04-30 16:00 @ 324.03 | 2023-05-03 00:00 @ 321.54 | 2d 8h | −$3.43 | -0.15% | signal |
| 62 | long | 2023-04-28 20:00 @ 323.22 | 2023-04-30 00:00 @ 321.68 | 1d 4h | −$12.77 | -0.55% | signal |
| 61 | long | 2023-04-22 12:00 @ 325.75 | 2023-04-28 12:00 @ 321.83 | 6d | $1.92 | +0.08% | signal |
| 60 | long | 2023-04-22 04:00 @ 322.34 | 2023-04-22 08:00 @ 321.84 | 4h | −$6.00 | -0.26% | signal |
| 59 | long | 2023-04-21 08:00 @ 329.92 | 2023-04-21 20:00 @ 317.83 | 12h | −$88.23 | -3.75% | signal |
| 58 | long | 2023-04-20 04:00 @ 324.29 | 2023-04-20 20:00 @ 316.80 | 16h | −$57.02 | -2.41% | signal |
| 57 | long | 2023-04-10 20:00 @ 313.64 | 2023-04-20 00:00 @ 322.31 | 9d 4h | $56.66 | +2.41% | signal |
| 56 | long | 2023-04-08 04:00 @ 311.50 | 2023-04-08 20:00 @ 310.61 | 16h | −$9.11 | -0.39% | signal |
| 55 | long | 2023-04-04 04:00 @ 309.60 | 2023-04-07 08:00 @ 309.85 | 3d 4h | −$0.05 | -0.00% | signal |
| 54 | long | 2023-03-28 00:00 @ 310.25 | 2023-04-04 00:00 @ 308.41 | 7d | −$6.13 | -0.26% | signal |
| 53 | long | 2023-03-13 16:00 @ 309.24 | 2023-03-27 20:00 @ 305.86 | 14d 4h | $32.31 | +1.38% | signal |
| 52 | long | 2023-03-13 08:00 @ 304.75 | 2023-03-13 12:00 @ 296.89 | 4h | −$63.27 | -2.68% | signal |
| 51 | long | 2023-02-23 04:00 @ 313.19 | 2023-02-23 08:00 @ 312.73 | 4h | −$5.87 | -0.25% | signal |
| 50 | long | 2023-02-21 16:00 @ 312.81 | 2023-02-22 00:00 @ 311.33 | 8h | −$13.49 | -0.57% | signal |
| 49 | long | 2023-02-17 20:00 @ 314.75 | 2023-02-21 12:00 @ 311.47 | 3d 16h | −$27.05 | -1.14% | signal |
| 48 | long | 2023-02-16 00:00 @ 317.33 | 2023-02-17 00:00 @ 304.01 | 1d | −$103.25 | -4.30% | signal |
| 47 | long | 2023-02-12 12:00 @ 308.49 | 2023-02-13 08:00 @ 306.60 | 20h | −$16.26 | -0.68% | signal |
| 46 | long | 2023-02-11 04:00 @ 308.00 | 2023-02-12 08:00 @ 306.70 | 1d 4h | −$11.27 | -0.47% | signal |
| 45 | long | 2023-01-06 20:00 @ 259.98 | 2023-02-11 00:00 @ 305.44 | 35d 4h | $399.06 | +17.30% | signal |
| 44 | long | 2022-12-11 04:00 @ 290.48 | 2022-12-12 00:00 @ 284.33 | 20h | −$51.37 | -2.21% | signal |
| 43 | long | 2022-12-10 16:00 @ 289.25 | 2022-12-10 20:00 @ 287.87 | 4h | −$13.37 | -0.58% | signal |
| 42 | long | 2022-12-09 12:00 @ 290.79 | 2022-12-09 16:00 @ 289.81 | 4h | −$10.13 | -0.44% | signal |
| 41 | long | 2022-12-01 00:00 @ 300.16 | 2022-12-01 04:00 @ 296.95 | 4h | −$25.06 | -1.07% | signal |
| 40 | long | 2022-11-30 08:00 @ 300.71 | 2022-11-30 16:00 @ 297.74 | 8h | −$23.87 | -1.02% | signal |
| 39 | long | 2022-11-29 08:00 @ 302.12 | 2022-11-29 20:00 @ 295.37 | 12h | −$53.98 | -2.30% | signal |
| 38 | long | 2022-11-25 12:00 @ 298.50 | 2022-11-28 04:00 @ 296.68 | 2d 16h | −$2.42 | -0.10% | signal |
| 37 | long | 2022-11-23 20:00 @ 295.70 | 2022-11-25 08:00 @ 295.89 | 1d 12h | $9.00 | +0.38% | signal |
| 36 | long | 2022-11-23 12:00 @ 296.51 | 2022-11-23 16:00 @ 294.64 | 4h | −$17.18 | -0.73% | signal |
| 35 | long | 2022-11-11 08:00 @ 297.67 | 2022-11-11 16:00 @ 285.97 | 8h | −$95.49 | -4.02% | signal |
| 34 | long | 2022-11-10 16:00 @ 307.47 | 2022-11-11 04:00 @ 292.14 | 12h | −$119.87 | -4.98% | signal |
| 33 | long | 2022-10-25 16:00 @ 280.75 | 2022-11-09 16:00 @ 290.07 | 15d | $87.16 | +3.65% | signal |
| 32 | long | 2022-09-28 20:00 @ 280.09 | 2022-10-09 00:00 @ 276.18 | 10d 4h | −$34.94 | -1.46% | signal |
| 31 | long | 2022-09-27 04:00 @ 283.37 | 2022-09-27 20:00 @ 271.50 | 16h | −$103.79 | -4.29% | signal |
| 30 | long | 2022-09-13 12:00 @ 295.42 | 2022-09-13 16:00 @ 282.86 | 4h | −$106.42 | -4.35% | signal |
| 29 | long | 2022-09-12 20:00 @ 294.45 | 2022-09-13 00:00 @ 293.74 | 4h | −$8.33 | -0.34% | signal |
| 28 | long | 2022-09-12 08:00 @ 296.00 | 2022-09-12 16:00 @ 293.34 | 8h | −$24.49 | -1.00% | signal |
| 27 | long | 2022-09-12 00:00 @ 295.13 | 2022-09-12 04:00 @ 292.79 | 4h | −$21.95 | -0.89% | signal |
| 26 | long | 2022-09-11 12:00 @ 296.20 | 2022-09-11 16:00 @ 294.24 | 4h | −$18.76 | -0.76% | signal |
| 25 | long | 2022-09-11 00:00 @ 296.53 | 2022-09-11 04:00 @ 294.24 | 4h | −$21.53 | -0.87% | signal |
| 24 | long | 2022-08-25 08:00 @ 305.16 | 2022-08-26 08:00 @ 296.19 | 1d | −$75.46 | -3.03% | signal |
| 23 | long | 2022-08-24 12:00 @ 296.94 | 2022-08-25 00:00 @ 296.00 | 12h | −$9.97 | -0.40% | signal |
| 22 | long | 2022-08-22 12:00 @ 295.88 | 2022-08-24 08:00 @ 295.07 | 1d 20h | −$8.58 | -0.34% | signal |
| 21 | long | 2022-08-21 08:00 @ 296.48 | 2022-08-22 08:00 @ 291.34 | 1d | −$44.85 | -1.79% | signal |
| 20 | long | 2022-07-14 00:00 @ 230.34 | 2022-08-19 08:00 @ 282.35 | 36d 8h | $538.22 | +22.70% | signal |
| 19 | long | 2022-07-10 20:00 @ 234.44 | 2022-07-11 04:00 @ 231.54 | 8h | −$31.48 | -1.32% | signal |
| 18 | long | 2022-07-07 16:00 @ 240.51 | 2022-07-10 16:00 @ 232.95 | 3d | −$76.52 | -3.19% | signal |
| 17 | long | 2022-04-21 12:00 @ 424.25 | 2022-04-21 16:00 @ 420.38 | 4h | −$24.38 | -1.01% | signal |
| 16 | long | 2022-04-21 04:00 @ 421.52 | 2022-04-21 08:00 @ 420.49 | 4h | −$8.33 | -0.35% | signal |
| 15 | long | 2022-04-20 00:00 @ 422.23 | 2022-04-20 20:00 @ 417.17 | 20h | −$31.38 | -1.30% | signal |
| 14 | long | 2022-04-19 08:00 @ 421.92 | 2022-04-19 12:00 @ 418.71 | 4h | −$20.87 | -0.86% | signal |
| 13 | long | 2022-04-17 00:00 @ 417.23 | 2022-04-17 04:00 @ 415.09 | 4h | −$14.88 | -0.61% | 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.