[Famous-Q] Faber 200-bar SMA timing
publicXRPUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,195 bars in 5.9ms
Underperformed the market. Holding XRPUSDT returned +64.83% over the same period, against this strategy’s +31.77%.
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -16.82% | -21.48% | 106 | 12% |
| Validation | 2024-10-19 → 2025-09-25 | +59.87% | -26.74% | 38 | 16% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -0.91% | -10.47% | 27 | 15% |
Risk-adjusted
- Sharpe
- 0.40
- Sortino
- 0.62
- Calmar
- 0.21
- Return ÷ max drawdown
- 1.09
- CAGR
- +6.09%
- Exposure
- 40.5%
Per trade
- Expectancy
- $18.58 · +1.03%
- Average win / loss
- $456.43 / −$49.47
- Payoff ratio
- 9.23
- Largest win / loss
- $5,442.28 / −$337.26
- Longest losing streak(winning: 2)
- 18 trades
Drawdown over time
- Max drawdown
- -29.02%
- Longest time under water
- 1013 days
- Worst drawdown recovered in
- not recovered
- Under water at the end
- 637 days
Costs and mechanics
- Fees paid
- −$460.04
- Funding
- −$610.89
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- +64.83%
Monte Carlo
1,000 alternative histories, each 171 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.
| Unlucky (5%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | -35.43% | +17.98% | +253.34% |
| Max drawdown | -38.26% | -23.12% | -12.43% |
38% of histories lost money, and 26% had a deeper drawdown than this run’s -29.02%. 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
XRPUSDT with every trade
Trades
171 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-02-07 04:00 @ 0.72 | 2022-02-22 00:00 @ 0.70 | 14d 20h | −$86.92 | -3.48% | signal |
| 2 | long | 2022-02-23 00:00 @ 0.72 | 2022-02-23 20:00 @ 0.70 | 20h | −$56.68 | -2.29% | signal |
| 3 | long | 2022-02-25 16:00 @ 0.71 | 2022-03-04 20:00 @ 0.71 | 4d 4h | −$9.35 | -0.38% | signal |
| 4 | long | 2022-03-05 16:00 @ 0.76 | 2022-03-06 12:00 @ 0.73 | 20h | −$83.11 | -3.38% | signal |
| 5 | long | 2022-03-07 12:00 @ 0.74 | 2022-03-07 20:00 @ 0.71 | 8h | −$109.14 | -4.47% | signal |
| 6 | long | 2022-03-09 08:00 @ 0.75 | 2022-03-10 08:00 @ 0.74 | 1d | −$42.39 | -1.76% | signal |
| 7 | long | 2022-03-12 00:00 @ 0.80 | 2022-03-14 00:00 @ 0.76 | 2d | −$132.22 | -5.50% | signal |
| 8 | long | 2022-03-15 00:00 @ 0.77 | 2022-03-15 04:00 @ 0.76 | 4h | −$40.45 | -1.71% | signal |
| 9 | long | 2022-03-16 16:00 @ 0.78 | 2022-04-06 12:00 @ 0.79 | 18d 20h | $37.25 | +1.58% | signal |
| 10 | long | 2022-06-24 08:00 @ 0.37 | 2022-06-24 16:00 @ 0.36 | 8h | −$67.94 | -2.87% | signal |
| 11 | long | 2022-06-25 08:00 @ 0.37 | 2022-06-25 12:00 @ 0.37 | 4h | −$28.73 | -1.22% | signal |
| 12 | long | 2022-06-26 12:00 @ 0.37 | 2022-06-26 16:00 @ 0.37 | 4h | −$40.50 | -1.73% | signal |
| 13 | long | 2022-07-08 04:00 @ 0.35 | 2022-07-08 12:00 @ 0.34 | 8h | −$97.52 | -4.18% | signal |
| 14 | long | 2022-07-08 20:00 @ 0.34 | 2022-07-09 00:00 @ 0.34 | 4h | −$32.74 | -1.42% | signal |
| 15 | long | 2022-07-09 04:00 @ 0.34 | 2022-07-09 12:00 @ 0.34 | 8h | −$15.53 | -0.67% | signal |
| 16 | long | 2022-07-09 16:00 @ 0.34 | 2022-07-10 04:00 @ 0.34 | 12h | −$47.54 | -2.07% | signal |
| 17 | long | 2022-07-10 08:00 @ 0.34 | 2022-07-10 12:00 @ 0.34 | 4h | −$22.17 | -0.97% | signal |
| 18 | long | 2022-07-15 00:00 @ 0.33 | 2022-07-26 00:00 @ 0.34 | 11d | $13.12 | +0.58% | signal |
| 19 | long | 2022-07-27 20:00 @ 0.35 | 2022-08-19 04:00 @ 0.36 | 22d 8h | $40.73 | +1.78% | signal |
| 20 | long | 2022-09-09 12:00 @ 0.35 | 2022-09-09 16:00 @ 0.35 | 4h | −$26.10 | -1.14% | signal |
| 21 | long | 2022-09-09 20:00 @ 0.35 | 2022-09-13 16:00 @ 0.34 | 3d 20h | −$89.90 | -3.93% | signal |
| 22 | long | 2022-09-17 00:00 @ 0.36 | 2022-10-19 08:00 @ 0.46 | 32d 8h | $655.16 | +28.92% | signal |
| 23 | long | 2022-11-04 12:00 @ 0.49 | 2022-11-07 00:00 @ 0.47 | 2d 12h | −$94.41 | -3.89% | signal |
| 24 | long | 2022-11-07 16:00 @ 0.48 | 2022-11-07 20:00 @ 0.47 | 4h | −$20.23 | -0.84% | signal |
| 25 | long | 2022-12-08 20:00 @ 0.39 | 2022-12-09 16:00 @ 0.39 | 20h | −$36.26 | -1.51% | signal |
| 26 | long | 2022-12-10 00:00 @ 0.39 | 2022-12-12 00:00 @ 0.38 | 2d | −$50.89 | -2.13% | signal |
| 27 | long | 2022-12-13 00:00 @ 0.39 | 2022-12-13 04:00 @ 0.38 | 4h | −$49.30 | -2.07% | signal |
| 28 | long | 2022-12-13 12:00 @ 0.39 | 2022-12-14 20:00 @ 0.38 | 1d 8h | −$28.79 | -1.22% | signal |
| 29 | long | 2022-12-15 00:00 @ 0.38 | 2022-12-15 04:00 @ 0.38 | 4h | −$25.11 | -1.06% | signal |
| 30 | long | 2023-01-11 08:00 @ 0.36 | 2023-02-09 04:00 @ 0.39 | 28d 20h | $161.77 | +6.87% | signal |
| 31 | long | 2023-02-09 08:00 @ 0.39 | 2023-02-09 20:00 @ 0.39 | 12h | −$40.88 | -1.71% | signal |
| 32 | long | 2023-02-16 00:00 @ 0.40 | 2023-02-16 12:00 @ 0.40 | 12h | −$23.99 | -1.01% | signal |
| 33 | long | 2023-02-16 16:00 @ 0.40 | 2023-02-17 00:00 @ 0.38 | 8h | −$111.66 | -4.70% | signal |
| 34 | long | 2023-02-20 16:00 @ 0.40 | 2023-02-21 00:00 @ 0.40 | 8h | −$27.42 | -1.17% | signal |
| 35 | long | 2023-02-21 08:00 @ 0.40 | 2023-02-21 12:00 @ 0.39 | 4h | −$58.56 | -2.50% | signal |
| 36 | long | 2023-03-08 12:00 @ 0.39 | 2023-03-09 20:00 @ 0.38 | 1d 8h | −$54.10 | -2.32% | signal |
| 37 | long | 2023-03-14 16:00 @ 0.38 | 2023-03-14 20:00 @ 0.38 | 4h | −$46.77 | -2.02% | signal |
| 38 | long | 2023-03-18 00:00 @ 0.38 | 2023-03-18 16:00 @ 0.38 | 16h | −$21.86 | -0.95% | signal |
| 39 | long | 2023-03-18 20:00 @ 0.38 | 2023-03-19 00:00 @ 0.37 | 4h | −$34.71 | -1.51% | signal |
| 40 | long | 2023-03-19 08:00 @ 0.38 | 2023-03-20 16:00 @ 0.38 | 1d 8h | −$6.55 | -0.29% | signal |
| 41 | long | 2023-03-21 04:00 @ 0.38 | 2023-04-20 16:00 @ 0.48 | 30d 12h | $581.12 | +25.41% | signal |
| 42 | long | 2023-05-18 12:00 @ 0.47 | 2023-05-18 16:00 @ 0.46 | 4h | −$27.96 | -1.15% | signal |
| 43 | long | 2023-05-19 04:00 @ 0.47 | 2023-05-24 16:00 @ 0.45 | 5d 12h | −$87.74 | -3.62% | signal |
| 44 | long | 2023-05-24 20:00 @ 0.45 | 2023-05-25 08:00 @ 0.45 | 12h | −$18.52 | -0.77% | signal |
| 45 | long | 2023-05-26 00:00 @ 0.45 | 2023-06-15 00:00 @ 0.48 | 20d | $125.43 | +5.23% | signal |
| 46 | long | 2023-06-18 16:00 @ 0.49 | 2023-06-19 00:00 @ 0.49 | 8h | −$32.09 | -1.32% | signal |
| 47 | long | 2023-06-19 20:00 @ 0.49 | 2023-06-20 04:00 @ 0.49 | 8h | −$24.28 | -1.00% | signal |
| 48 | long | 2023-06-21 04:00 @ 0.50 | 2023-06-22 12:00 @ 0.49 | 1d 8h | −$24.44 | -1.01% | signal |
| 49 | long | 2023-06-22 20:00 @ 0.50 | 2023-06-23 00:00 @ 0.49 | 4h | −$28.47 | -1.18% | signal |
| 50 | long | 2023-06-23 04:00 @ 0.50 | 2023-06-23 08:00 @ 0.49 | 4h | −$41.77 | -1.74% | signal |
| 51 | long | 2023-06-23 16:00 @ 0.50 | 2023-06-24 04:00 @ 0.49 | 12h | −$32.59 | -1.36% | signal |
| 52 | long | 2023-07-13 16:00 @ 0.59 | 2023-08-05 00:00 @ 0.64 | 22d 8h | $154.67 | +6.49% | signal |
| 53 | long | 2023-09-19 12:00 @ 0.51 | 2023-09-21 12:00 @ 0.50 | 2d | −$23.87 | -0.99% | signal |
| 54 | long | 2023-09-21 20:00 @ 0.51 | 2023-09-22 00:00 @ 0.51 | 4h | −$21.35 | -0.88% | signal |
| 55 | long | 2023-09-22 04:00 @ 0.51 | 2023-09-24 20:00 @ 0.51 | 2d 16h | −$33.09 | -1.37% | signal |
| 56 | long | 2023-09-27 12:00 @ 0.51 | 2023-09-27 16:00 @ 0.50 | 4h | −$27.08 | -1.13% | signal |
| 57 | long | 2023-09-28 16:00 @ 0.50 | 2023-10-09 12:00 @ 0.50 | 10d 20h | −$43.20 | -1.80% | signal |
| 58 | long | 2023-10-20 00:00 @ 0.52 | 2023-11-21 20:00 @ 0.60 | 32d 20h | $309.16 | +12.96% | signal |
| 59 | long | 2023-11-22 20:00 @ 0.61 | 2023-11-26 20:00 @ 0.62 | 4d | $28.68 | +1.16% | signal |
| 60 | long | 2023-12-04 08:00 @ 0.63 | 2023-12-04 12:00 @ 0.62 | 4h | −$56.07 | -2.27% | signal |
| 61 | long | 2023-12-07 00:00 @ 0.64 | 2023-12-11 04:00 @ 0.63 | 4d 4h | −$64.00 | -2.61% | signal |
| 62 | long | 2023-12-14 00:00 @ 0.63 | 2023-12-14 04:00 @ 0.62 | 4h | −$21.52 | -0.88% | signal |
| 63 | long | 2023-12-14 12:00 @ 0.63 | 2023-12-14 16:00 @ 0.62 | 4h | −$46.35 | -1.90% | signal |
| 64 | long | 2023-12-14 20:00 @ 0.63 | 2023-12-15 16:00 @ 0.62 | 20h | −$53.51 | -2.21% | signal |
| 65 | long | 2023-12-16 12:00 @ 0.62 | 2023-12-16 20:00 @ 0.62 | 8h | −$21.11 | -0.88% | signal |
| 66 | long | 2023-12-20 16:00 @ 0.62 | 2023-12-21 00:00 @ 0.62 | 8h | −$23.64 | -0.98% | signal |
| 67 | long | 2023-12-22 00:00 @ 0.62 | 2023-12-22 04:00 @ 0.62 | 4h | −$19.43 | -0.81% | signal |
| 68 | long | 2023-12-22 12:00 @ 0.62 | 2023-12-22 16:00 @ 0.62 | 4h | −$11.04 | -0.46% | signal |
| 69 | long | 2023-12-23 00:00 @ 0.63 | 2023-12-23 04:00 @ 0.61 | 4h | −$45.04 | -1.88% | signal |
| 70 | long | 2023-12-24 16:00 @ 0.62 | 2023-12-25 00:00 @ 0.61 | 8h | −$39.27 | -1.65% | signal |
| 71 | long | 2023-12-25 12:00 @ 0.64 | 2023-12-26 08:00 @ 0.62 | 20h | −$81.10 | -3.42% | signal |
| 72 | long | 2023-12-26 12:00 @ 0.63 | 2023-12-26 16:00 @ 0.62 | 4h | −$20.19 | -0.86% | signal |
| 73 | long | 2023-12-27 12:00 @ 0.63 | 2023-12-30 00:00 @ 0.62 | 2d 12h | −$31.08 | -1.33% | signal |
| 74 | long | 2023-12-30 16:00 @ 0.63 | 2023-12-31 00:00 @ 0.62 | 8h | −$32.36 | -1.38% | signal |
| 75 | long | 2024-01-01 20:00 @ 0.63 | 2024-01-03 00:00 @ 0.62 | 1d 4h | −$13.80 | -0.59% | signal |
| 76 | long | 2024-01-03 04:00 @ 0.63 | 2024-01-03 12:00 @ 0.62 | 8h | −$33.20 | -1.43% | signal |
| 77 | long | 2024-02-14 16:00 @ 0.53 | 2024-03-19 08:00 @ 0.60 | 33d 16h | $175.70 | +7.58% | signal |
| 78 | long | 2024-03-19 16:00 @ 0.61 | 2024-03-20 00:00 @ 0.58 | 8h | −$87.95 | -3.73% | signal |
| 79 | long | 2024-03-20 20:00 @ 0.61 | 2024-03-27 16:00 @ 0.61 | 6d 20h | $5.20 | +0.22% | signal |
| 80 | long | 2024-03-28 08:00 @ 0.62 | 2024-03-29 08:00 @ 0.61 | 1d | −$51.37 | -2.20% | signal |
| 81 | long | 2024-03-29 12:00 @ 0.63 | 2024-03-30 08:00 @ 0.62 | 20h | −$31.37 | -1.35% | signal |
| 82 | long | 2024-03-30 12:00 @ 0.63 | 2024-03-31 00:00 @ 0.62 | 12h | −$27.42 | -1.18% | signal |
| 83 | long | 2024-03-31 08:00 @ 0.63 | 2024-04-01 08:00 @ 0.62 | 1d | −$52.49 | -2.27% | signal |
| 84 | long | 2024-04-08 20:00 @ 0.63 | 2024-04-09 00:00 @ 0.62 | 4h | −$39.60 | -1.72% | signal |
| 85 | long | 2024-04-09 12:00 @ 0.62 | 2024-04-10 00:00 @ 0.61 | 12h | −$41.47 | -1.81% | signal |
| 86 | long | 2024-05-06 16:00 @ 0.56 | 2024-05-07 00:00 @ 0.54 | 8h | −$82.41 | -3.62% | signal |
| 87 | long | 2024-05-07 16:00 @ 0.54 | 2024-05-07 20:00 @ 0.54 | 4h | −$20.04 | -0.89% | signal |
| 88 | long | 2024-05-15 20:00 @ 0.52 | 2024-05-19 12:00 @ 0.52 | 3d 16h | −$9.42 | -0.42% | signal |
| 89 | long | 2024-05-20 20:00 @ 0.53 | 2024-05-23 20:00 @ 0.52 | 3d | −$59.96 | -2.66% | signal |
| 90 | long | 2024-05-24 00:00 @ 0.53 | 2024-05-30 08:00 @ 0.52 | 6d 8h | −$62.10 | -2.78% | signal |
| 91 | long | 2024-05-30 16:00 @ 0.53 | 2024-05-31 00:00 @ 0.52 | 8h | −$29.30 | -1.32% | signal |
| 92 | long | 2024-05-31 04:00 @ 0.52 | 2024-05-31 08:00 @ 0.52 | 4h | −$24.70 | -1.12% | signal |
| 93 | long | 2024-05-31 12:00 @ 0.52 | 2024-05-31 16:00 @ 0.52 | 4h | −$19.99 | -0.91% | signal |
| 94 | long | 2024-06-03 16:00 @ 0.52 | 2024-06-03 20:00 @ 0.52 | 4h | −$3.47 | -0.16% | signal |
| 95 | long | 2024-06-04 12:00 @ 0.52 | 2024-06-06 20:00 @ 0.52 | 2d 8h | −$15.64 | -0.71% | signal |
| 96 | long | 2024-06-07 04:00 @ 0.52 | 2024-06-07 20:00 @ 0.49 | 16h | −$130.00 | -5.92% | signal |
| 97 | long | 2024-06-17 20:00 @ 0.52 | 2024-06-18 00:00 @ 0.50 | 4h | −$58.60 | -2.71% | signal |
| 98 | long | 2024-07-13 00:00 @ 0.47 | 2024-08-04 16:00 @ 0.53 | 22d 16h | $229.90 | +10.69% | signal |
| 99 | long | 2024-08-08 00:00 @ 0.60 | 2024-08-11 20:00 @ 0.56 | 3d 20h | −$154.39 | -6.99% | signal |
| 100 | long | 2024-08-12 08:00 @ 0.57 | 2024-08-13 00:00 @ 0.57 | 16h | −$0.55 | -0.03% | signal |
| 101 | long | 2024-08-13 08:00 @ 0.57 | 2024-08-14 16:00 @ 0.57 | 1d 8h | −$0.40 | -0.02% | signal |
| 102 | long | 2024-08-19 12:00 @ 0.59 | 2024-08-19 16:00 @ 0.58 | 4h | −$24.52 | -1.13% | signal |
| 103 | long | 2024-08-19 20:00 @ 0.60 | 2024-08-26 20:00 @ 0.58 | 7d | −$79.58 | -3.68% | signal |
| 104 | long | 2024-08-27 00:00 @ 0.59 | 2024-08-28 00:00 @ 0.57 | 1d | −$79.08 | -3.69% | signal |
| 105 | long | 2024-09-13 16:00 @ 0.57 | 2024-09-18 16:00 @ 0.56 | 5d | −$28.95 | -1.36% | signal |
| 106 | long | 2024-09-18 20:00 @ 0.57 | 2024-10-03 00:00 @ 0.54 | 14d 4h | −$145.71 | -6.89% | signal |
| 107 | long | 2024-11-06 04:00 @ 0.53 | 2024-12-20 12:00 @ 1.97 | 44d 8h | $5,442.28 | +261.72% | signal |
| 108 | long | 2024-12-20 16:00 @ 2.21 | 2024-12-26 16:00 @ 2.16 | 6d | −$85.96 | -2.50% | signal |
| 109 | long | 2024-12-27 12:00 @ 2.21 | 2024-12-27 16:00 @ 2.14 | 4h | −$112.20 | -3.28% | signal |
| 110 | long | 2025-01-01 20:00 @ 2.32 | 2025-01-07 16:00 @ 2.31 | 5d 20h | −$17.77 | -0.52% | signal |
| 111 | long | 2025-01-08 12:00 @ 2.33 | 2025-01-08 16:00 @ 2.31 | 4h | −$29.76 | -0.88% | signal |
| 112 | long | 2025-01-09 00:00 @ 2.37 | 2025-01-09 08:00 @ 2.31 | 8h | −$90.58 | -2.68% | signal |
| 113 | long | 2025-01-10 20:00 @ 2.36 | 2025-02-02 20:00 @ 2.67 | 23d | $414.27 | +12.34% | signal |
| 114 | long | 2025-03-02 16:00 @ 2.60 | 2025-03-03 20:00 @ 2.35 | 1d 4h | −$337.26 | -9.75% | signal |
| 115 | long | 2025-03-06 04:00 @ 2.51 | 2025-03-07 04:00 @ 2.47 | 1d | −$62.00 | -1.84% | signal |
| 116 | long | 2025-03-07 08:00 @ 2.51 | 2025-03-07 20:00 @ 2.48 | 12h | −$36.51 | -1.09% | signal |
| 117 | long | 2025-03-19 16:00 @ 2.55 | 2025-03-21 12:00 @ 2.39 | 1d 20h | −$222.74 | -6.65% | signal |
| 118 | long | 2025-03-21 20:00 @ 2.40 | 2025-03-22 00:00 @ 2.38 | 4h | −$33.55 | -1.02% | signal |
| 119 | long | 2025-03-22 08:00 @ 2.40 | 2025-03-22 16:00 @ 2.38 | 8h | −$37.48 | -1.14% | signal |
| 120 | long | 2025-03-23 04:00 @ 2.39 | 2025-03-27 00:00 @ 2.35 | 3d 20h | −$60.87 | -1.86% | signal |
| 121 | long | 2025-03-27 04:00 @ 2.38 | 2025-03-27 12:00 @ 2.34 | 8h | −$51.58 | -1.58% | signal |
| 122 | long | 2025-04-22 16:00 @ 2.15 | 2025-05-05 16:00 @ 2.11 | 13d | −$70.76 | -2.18% | signal |
| 123 | long | 2025-05-05 20:00 @ 2.14 | 2025-05-06 08:00 @ 2.10 | 12h | −$69.05 | -2.14% | signal |
| 124 | long | 2025-05-06 20:00 @ 2.14 | 2025-05-07 20:00 @ 2.11 | 1d | −$41.46 | -1.29% | signal |
| 125 | long | 2025-05-08 00:00 @ 2.13 | 2025-05-25 12:00 @ 2.29 | 17d 12h | $232.32 | +7.25% | signal |
| 126 | long | 2025-05-25 20:00 @ 2.31 | 2025-05-27 04:00 @ 2.29 | 1d 8h | −$19.21 | -0.59% | signal |
| 127 | long | 2025-05-27 12:00 @ 2.32 | 2025-05-28 04:00 @ 2.31 | 16h | −$14.90 | -0.46% | signal |
| 128 | long | 2025-06-10 00:00 @ 2.32 | 2025-06-10 04:00 @ 2.30 | 4h | −$36.39 | -1.12% | signal |
| 129 | long | 2025-06-11 16:00 @ 2.33 | 2025-06-11 20:00 @ 2.28 | 4h | −$60.63 | -1.87% | signal |
| 130 | long | 2025-06-16 16:00 @ 2.29 | 2025-06-17 00:00 @ 2.24 | 8h | −$78.10 | -2.42% | signal |
| 131 | long | 2025-06-25 20:00 @ 2.21 | 2025-06-26 00:00 @ 2.18 | 4h | −$33.58 | -1.05% | signal |
| 132 | long | 2025-06-28 12:00 @ 2.19 | 2025-06-28 20:00 @ 2.18 | 8h | −$14.29 | -0.45% | signal |
| 133 | long | 2025-06-29 12:00 @ 2.20 | 2025-06-29 16:00 @ 2.18 | 4h | −$22.67 | -0.71% | signal |
| 134 | long | 2025-06-29 20:00 @ 2.19 | 2025-06-30 12:00 @ 2.18 | 16h | −$20.48 | -0.64% | signal |
| 135 | long | 2025-06-30 16:00 @ 2.19 | 2025-07-01 20:00 @ 2.16 | 1d 4h | −$56.97 | -1.79% | signal |
| 136 | long | 2025-07-02 04:00 @ 2.18 | 2025-07-02 12:00 @ 2.18 | 8h | −$16.99 | -0.54% | signal |
| 137 | long | 2025-07-02 16:00 @ 2.21 | 2025-08-02 16:00 @ 2.83 | 31d | $845.12 | +26.67% | signal |
| 138 | long | 2025-08-03 16:00 @ 2.89 | 2025-08-06 04:00 @ 2.91 | 2d 12h | $16.25 | +0.48% | signal |
| 139 | long | 2025-08-06 08:00 @ 2.96 | 2025-08-06 12:00 @ 2.94 | 4h | −$16.00 | -0.47% | signal |
| 140 | long | 2025-08-06 16:00 @ 3.00 | 2025-08-14 16:00 @ 3.09 | 8d | $91.49 | +2.71% | signal |
| 141 | long | 2025-09-09 08:00 @ 3.02 | 2025-09-09 16:00 @ 2.95 | 8h | −$87.86 | -2.58% | signal |
| 142 | long | 2025-09-10 16:00 @ 3.00 | 2025-09-10 20:00 @ 2.98 | 4h | −$32.52 | -0.96% | signal |
| 143 | long | 2025-09-11 04:00 @ 3.01 | 2025-09-22 04:00 @ 2.90 | 11d | −$129.68 | -3.85% | signal |
| 144 | long | 2025-09-24 20:00 @ 2.98 | 2025-09-25 00:00 @ 2.92 | 4h | −$62.20 | -1.86% | signal |
| 145 | long | 2025-10-01 12:00 @ 2.94 | 2025-10-07 16:00 @ 2.88 | 6d 4h | −$76.68 | -2.31% | signal |
| 146 | long | 2025-11-10 08:00 @ 2.48 | 2025-11-11 08:00 @ 2.45 | 1d | −$48.98 | -1.48% | signal |
| 147 | long | 2025-11-11 12:00 @ 2.46 | 2025-11-11 16:00 @ 2.44 | 4h | −$35.65 | -1.08% | signal |
| 148 | long | 2025-11-13 04:00 @ 2.48 | 2025-11-13 16:00 @ 2.43 | 12h | −$69.95 | -2.13% | signal |
| 149 | long | 2026-01-02 20:00 @ 1.99 | 2026-01-19 00:00 @ 1.99 | 16d 4h | −$9.70 | -0.30% | signal |
| 150 | long | 2026-01-19 20:00 @ 2.01 | 2026-01-20 00:00 @ 1.98 | 4h | −$49.29 | -1.51% | signal |
| 151 | long | 2026-03-04 16:00 @ 1.46 | 2026-03-05 00:00 @ 1.43 | 8h | −$75.81 | -2.33% | signal |
| 152 | long | 2026-03-10 16:00 @ 1.43 | 2026-03-10 20:00 @ 1.38 | 4h | −$108.90 | -3.37% | signal |
| 153 | long | 2026-03-13 04:00 @ 1.41 | 2026-03-13 20:00 @ 1.40 | 16h | −$30.75 | -0.96% | signal |
| 154 | long | 2026-03-15 00:00 @ 1.41 | 2026-03-22 00:00 @ 1.41 | 7d | $0.40 | +0.01% | signal |
| 155 | long | 2026-03-22 04:00 @ 1.42 | 2026-03-22 08:00 @ 1.40 | 4h | −$34.93 | -1.09% | signal |
| 156 | long | 2026-03-23 12:00 @ 1.41 | 2026-03-24 16:00 @ 1.40 | 1d 4h | −$28.29 | -0.89% | signal |
| 157 | long | 2026-03-25 00:00 @ 1.42 | 2026-03-26 04:00 @ 1.40 | 1d 4h | −$35.67 | -1.12% | signal |
| 158 | long | 2026-04-15 20:00 @ 1.40 | 2026-04-29 16:00 @ 1.36 | 13d 20h | −$92.65 | -2.92% | signal |
| 159 | long | 2026-04-30 08:00 @ 1.37 | 2026-04-30 12:00 @ 1.37 | 4h | −$16.55 | -0.53% | signal |
| 160 | long | 2026-05-01 04:00 @ 1.38 | 2026-05-01 08:00 @ 1.37 | 4h | −$8.06 | -0.26% | signal |
| 161 | long | 2026-05-01 12:00 @ 1.38 | 2026-05-07 20:00 @ 1.39 | 6d 8h | $12.87 | +0.41% | signal |
| 162 | long | 2026-05-08 16:00 @ 1.40 | 2026-05-16 12:00 @ 1.41 | 7d 20h | $23.16 | +0.74% | signal |
| 163 | long | 2026-05-17 08:00 @ 1.42 | 2026-05-17 16:00 @ 1.41 | 8h | −$16.45 | -0.52% | signal |
| 164 | long | 2026-05-17 20:00 @ 1.42 | 2026-05-18 00:00 @ 1.40 | 4h | −$50.44 | -1.60% | signal |
| 165 | long | 2026-07-04 00:00 @ 1.13 | 2026-07-08 00:00 @ 1.11 | 4d | −$67.13 | -2.14% | signal |
| 166 | long | 2026-07-14 20:00 @ 1.12 | 2026-07-15 00:00 @ 1.11 | 4h | −$14.43 | -0.46% | signal |
| 167 | long | 2026-07-15 16:00 @ 1.13 | 2026-07-15 20:00 @ 1.11 | 4h | −$49.25 | -1.58% | signal |
| 168 | long | 2026-07-16 16:00 @ 1.11 | 2026-07-16 20:00 @ 1.10 | 4h | −$54.40 | -1.75% | signal |
| 169 | long | 2026-07-20 12:00 @ 1.11 | 2026-07-24 16:00 @ 1.09 | 4d 4h | −$46.66 | -1.51% | signal |
| 170 | long | 2026-07-25 16:00 @ 1.10 | 2026-07-27 16:00 @ 1.09 | 2d | −$38.54 | -1.25% | signal |
| 171 | long | 2026-08-19 16:00 @ 1.07 | 2026-09-01 00:00 @ 1.39 | 12d 8h | $901.89 | +29.39% | 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.