[Famous-Q] Faber 200-bar SMA timing

public
@djgambhir

ADAUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 8.4ms

Net P&L
+6.06%
$605.62
Max drawdown
-32.32%
Max run-up
+86.71%
Trades
176
10.2% win rate
Profit factor
1.07
2022-01-01drawdown · worst -32.32%2026-09-01
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-01 → 2024-10-19-5.95%-21.95%988%
Validation2024-10-19 → 2025-09-25+32.24%-20.70%3418%
Out-of-sample2025-09-25 → 2026-09-01-14.73%-18.13%449%

Risk-adjusted

Sharpe
0.16
Sortino
0.24
Calmar
0.04
Return ÷ max drawdown
0.19
CAGR
+1.27%
Exposure
37.5%

Per trade

Expectancy
$3.44 · +0.40%
Average win / loss
$519.08 / −$55.30
Payoff ratio
9.39
Largest win / loss
$4,031.52 / −$399.13
Longest losing streak(winning: 2)
31 trades

Drawdown over time

Max drawdown
-32.32%
Longest time under water(still going at the end)
637 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$453.65
Funding
−$700.57
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
-84.84%

Monte Carlo

1,000 alternative histories, each 176 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-45.68%+2.35%+143.71%
Max drawdown-49.20%-31.59%-18.17%

48% of histories lost money, and 47% had a deeper drawdown than this run’s -32.32%. 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

ADAUSDT with every trade

Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss

Trades

176 trades

#SideEntryExitHeldP&LReturnClosed by
176long2026-08-31 04:00 @ 0.192026-09-01 00:00 @ 0.2020h$86.65+3.30%end of data
175long2026-08-19 16:00 @ 0.182026-08-31 00:00 @ 0.1911d 8h$180.27+6.97%signal
174long2026-08-17 04:00 @ 0.182026-08-17 08:00 @ 0.184h−$16.78-0.65%signal
173long2026-07-30 16:00 @ 0.172026-08-17 00:00 @ 0.1717d 8h$30.71+1.19%signal
172long2026-07-29 08:00 @ 0.162026-07-29 12:00 @ 0.164h−$14.87-0.58%signal
171long2026-07-25 16:00 @ 0.162026-07-27 16:00 @ 0.162d−$109.02-4.17%signal
170long2026-07-17 16:00 @ 0.162026-07-25 08:00 @ 0.167d 16h−$44.68-1.70%signal
169long2026-07-16 16:00 @ 0.162026-07-16 20:00 @ 0.164h−$16.42-0.62%signal
168long2026-07-15 12:00 @ 0.162026-07-16 08:00 @ 0.1620h−$32.08-1.22%signal
167long2026-07-15 00:00 @ 0.172026-07-15 08:00 @ 0.168h−$41.72-1.58%signal
166long2026-07-14 16:00 @ 0.172026-07-14 20:00 @ 0.164h−$35.37-1.33%signal
165long2026-07-12 12:00 @ 0.162026-07-13 00:00 @ 0.1612h−$40.78-1.53%signal
164long2026-07-03 12:00 @ 0.172026-07-12 08:00 @ 0.168d 20h−$99.07-3.68%signal
163long2026-05-17 08:00 @ 0.262026-05-17 16:00 @ 0.268h−$14.35-0.53%signal
162long2026-05-03 08:00 @ 0.252026-05-16 08:00 @ 0.2613d$60.82+2.27%signal
161long2026-05-02 12:00 @ 0.252026-05-03 04:00 @ 0.2516h−$8.61-0.32%signal
160long2026-05-01 16:00 @ 0.252026-05-02 04:00 @ 0.2512h−$29.90-1.11%signal
159long2026-05-01 04:00 @ 0.252026-05-01 12:00 @ 0.258h−$13.76-0.51%signal
158long2026-04-29 04:00 @ 0.252026-04-29 16:00 @ 0.2412h−$60.53-2.24%signal
157long2026-04-26 08:00 @ 0.252026-04-27 08:00 @ 0.251d−$55.06-2.02%signal
156long2026-04-26 00:00 @ 0.252026-04-26 04:00 @ 0.254h−$12.47-0.46%signal
155long2026-04-24 12:00 @ 0.252026-04-25 20:00 @ 0.251d 8h−$26.62-0.98%signal
154long2026-04-23 16:00 @ 0.252026-04-23 20:00 @ 0.254h−$44.31-1.62%signal
153long2026-04-22 04:00 @ 0.252026-04-23 00:00 @ 0.2520h−$69.46-2.52%signal
152long2026-04-16 20:00 @ 0.262026-04-18 12:00 @ 0.251d 16h−$107.77-3.87%signal
151long2026-04-10 20:00 @ 0.262026-04-11 00:00 @ 0.254h−$46.17-1.65%signal
150long2026-04-08 00:00 @ 0.262026-04-08 12:00 @ 0.2612h−$59.00-2.10%signal
149long2026-03-25 08:00 @ 0.272026-03-26 04:00 @ 0.2720h−$38.28-1.36%signal
148long2026-03-19 00:00 @ 0.272026-03-19 08:00 @ 0.278h−$63.64-2.24%signal
147long2026-03-16 04:00 @ 0.282026-03-18 16:00 @ 0.272d 12h−$68.88-2.41%signal
146long2026-03-13 04:00 @ 0.272026-03-13 20:00 @ 0.2716h−$52.05-1.82%signal
145long2026-03-04 16:00 @ 0.282026-03-05 00:00 @ 0.288h−$51.31-1.78%signal
144long2026-03-02 16:00 @ 0.282026-03-02 20:00 @ 0.284h−$42.68-1.48%signal
143long2026-03-01 04:00 @ 0.292026-03-01 08:00 @ 0.284h−$46.51-1.60%signal
142long2026-02-27 08:00 @ 0.292026-02-27 12:00 @ 0.284h−$89.82-3.07%signal
141long2026-02-25 20:00 @ 0.302026-02-26 12:00 @ 0.2916h−$137.50-4.65%signal
140long2026-01-04 04:00 @ 0.402026-01-19 00:00 @ 0.3814d 20h−$192.83-6.41%signal
139long2026-01-03 00:00 @ 0.392026-01-03 08:00 @ 0.388h−$86.56-2.86%signal
138long2025-12-10 20:00 @ 0.462025-12-11 00:00 @ 0.454h−$77.70-2.55%signal
137long2025-12-10 12:00 @ 0.472025-12-10 16:00 @ 0.464h−$29.21-0.96%signal
136long2025-12-09 16:00 @ 0.472025-12-10 04:00 @ 0.4612h−$33.91-1.11%signal
135long2025-10-06 12:00 @ 0.852025-10-07 16:00 @ 0.831d 4h−$70.05-2.27%signal
134long2025-10-05 04:00 @ 0.852025-10-05 20:00 @ 0.8316h−$94.27-3.04%signal
133long2025-10-01 20:00 @ 0.852025-10-04 12:00 @ 0.842d 16h−$15.83-0.51%signal
132long2025-09-17 20:00 @ 0.882025-09-22 04:00 @ 0.864d 8h−$103.14-3.29%signal
131long2025-09-16 20:00 @ 0.882025-09-17 16:00 @ 0.8720h−$37.92-1.21%signal
130long2025-09-08 12:00 @ 0.852025-09-15 12:00 @ 0.867d$30.36+0.97%signal
129long2025-09-03 16:00 @ 0.842025-09-04 00:00 @ 0.848h−$18.91-0.60%signal
128long2025-09-03 00:00 @ 0.842025-09-03 04:00 @ 0.834h−$8.85-0.28%signal
127long2025-09-01 08:00 @ 0.842025-09-01 12:00 @ 0.824h−$72.51-2.29%signal
126long2025-08-31 04:00 @ 0.842025-08-31 08:00 @ 0.834h−$43.09-1.36%signal
125long2025-08-30 04:00 @ 0.832025-08-30 12:00 @ 0.838h−$29.54-0.93%signal
124long2025-08-12 16:00 @ 0.812025-08-29 08:00 @ 0.8316d 16h$36.44+1.15%signal
123long2025-08-12 04:00 @ 0.782025-08-12 12:00 @ 0.778h−$32.37-1.02%signal
122long2025-08-07 12:00 @ 0.772025-08-12 00:00 @ 0.774d 12h$13.42+0.42%signal
121long2025-08-05 12:00 @ 0.752025-08-05 16:00 @ 0.724h−$126.06-3.93%signal
120long2025-08-04 04:00 @ 0.742025-08-05 08:00 @ 0.731d 4h−$11.17-0.35%signal
119long2025-07-09 12:00 @ 0.612025-08-02 00:00 @ 0.7123d 12h$498.10+16.14%signal
118long2025-05-29 00:00 @ 0.752025-05-29 16:00 @ 0.7416h−$45.83-1.48%signal
117long2025-05-06 20:00 @ 0.662025-05-28 16:00 @ 0.7421d 20h$334.68+11.11%signal
116long2025-04-22 16:00 @ 0.662025-05-06 12:00 @ 0.6513d 20h−$45.94-1.52%signal
115long2025-03-26 08:00 @ 0.772025-03-26 16:00 @ 0.748h−$116.00-3.80%signal
114long2025-03-25 12:00 @ 0.762025-03-25 20:00 @ 0.758h−$37.75-1.23%signal
113long2025-03-02 16:00 @ 0.862025-03-09 16:00 @ 0.767d−$399.13-12.62%signal
112long2025-01-26 04:00 @ 0.982025-01-27 00:00 @ 0.9520h−$105.57-3.31%signal
111long2025-01-25 12:00 @ 0.982025-01-26 00:00 @ 0.9812h−$15.54-0.49%signal
110long2025-01-25 04:00 @ 0.992025-01-25 08:00 @ 0.984h−$41.12-1.28%signal
109long2025-01-24 00:00 @ 0.992025-01-25 00:00 @ 0.971d−$57.29-1.78%signal
108long2025-01-23 16:00 @ 0.992025-01-23 20:00 @ 0.974h−$89.46-2.76%signal
107long2025-01-14 16:00 @ 0.982025-01-23 08:00 @ 0.978d 16h−$45.31-1.39%signal
106long2025-01-12 00:00 @ 1.002025-01-13 00:00 @ 0.971d−$97.67-2.98%signal
105long2025-01-03 04:00 @ 1.032025-01-08 00:00 @ 0.994d 20h−$130.61-3.95%signal
104long2024-11-06 04:00 @ 0.362024-12-18 20:00 @ 1.0142d 16h$4,031.52+175.22%signal
103long2024-11-01 16:00 @ 0.352024-11-03 00:00 @ 0.351d 8h−$33.61-1.46%signal
102long2024-10-30 20:00 @ 0.362024-10-31 16:00 @ 0.3420h−$72.48-3.11%signal
101long2024-10-30 00:00 @ 0.362024-10-30 12:00 @ 0.3512h−$31.24-1.34%signal
100long2024-10-22 00:00 @ 0.362024-10-23 12:00 @ 0.351d 12h−$49.30-2.10%signal
99long2024-10-20 16:00 @ 0.362024-10-21 16:00 @ 0.361d−$15.11-0.64%signal
98long2024-10-16 12:00 @ 0.362024-10-16 16:00 @ 0.354h−$39.44-1.67%signal
97long2024-10-16 00:00 @ 0.362024-10-16 04:00 @ 0.364h−$27.93-1.18%signal
96long2024-10-14 16:00 @ 0.362024-10-15 12:00 @ 0.3620h−$57.13-2.40%signal
95long2024-10-13 08:00 @ 0.362024-10-13 12:00 @ 0.354h−$48.28-2.02%signal
94long2024-10-08 04:00 @ 0.362024-10-08 08:00 @ 0.354h−$29.00-1.21%signal
93long2024-10-06 20:00 @ 0.352024-10-08 00:00 @ 0.351d 4h−$27.77-1.15%signal
92long2024-10-05 08:00 @ 0.362024-10-05 12:00 @ 0.354h−$17.63-0.73%signal
91long2024-10-04 20:00 @ 0.352024-10-05 00:00 @ 0.354h−$13.64-0.56%signal
90long2024-10-04 12:00 @ 0.352024-10-04 16:00 @ 0.354h−$5.44-0.22%signal
89long2024-10-02 04:00 @ 0.362024-10-02 12:00 @ 0.358h−$79.06-3.24%signal
88long2024-09-22 20:00 @ 0.352024-10-02 00:00 @ 0.359d 4h$0.17+0.01%signal
87long2024-09-19 04:00 @ 0.352024-09-22 16:00 @ 0.353d 12h−$15.42-0.63%signal
86long2024-09-11 20:00 @ 0.352024-09-15 20:00 @ 0.344d−$44.38-1.81%signal
85long2024-08-29 12:00 @ 0.362024-08-29 20:00 @ 0.358h−$46.58-1.89%signal
84long2024-08-22 12:00 @ 0.372024-08-28 00:00 @ 0.355d 12h−$162.26-6.48%signal
83long2024-08-21 20:00 @ 0.382024-08-22 00:00 @ 0.374h−$55.66-2.21%signal
82long2024-07-31 04:00 @ 0.412024-07-31 08:00 @ 0.404h−$33.38-1.32%signal
81long2024-07-26 04:00 @ 0.412024-07-30 00:00 @ 0.403d 20h−$25.75-1.02%signal
80long2024-07-11 20:00 @ 0.402024-07-25 04:00 @ 0.3913d 8h−$21.19-0.83%signal
79long2024-07-11 12:00 @ 0.402024-07-11 16:00 @ 0.394h−$18.34-0.72%signal
78long2024-07-02 20:00 @ 0.422024-07-03 04:00 @ 0.428h−$11.14-0.44%signal
77long2024-06-07 08:00 @ 0.462024-06-07 20:00 @ 0.4512h−$75.66-2.95%signal
76long2024-06-06 16:00 @ 0.462024-06-06 20:00 @ 0.454h−$39.05-1.52%signal
75long2024-06-04 16:00 @ 0.462024-06-06 08:00 @ 0.461d 16h−$15.05-0.58%signal
74long2024-06-04 04:00 @ 0.462024-06-04 08:00 @ 0.464h−$28.81-1.11%signal
73long2024-06-03 20:00 @ 0.462024-06-04 00:00 @ 0.464h−$32.19-1.24%signal
72long2024-05-29 12:00 @ 0.462024-05-29 16:00 @ 0.464h−$29.03-1.12%signal
71long2024-05-29 04:00 @ 0.462024-05-29 08:00 @ 0.464h−$13.80-0.53%signal
70long2024-05-27 12:00 @ 0.462024-05-28 08:00 @ 0.4620h−$38.17-1.46%signal
69long2024-05-27 04:00 @ 0.462024-05-27 08:00 @ 0.464h−$22.92-0.87%signal
68long2024-05-24 00:00 @ 0.472024-05-24 08:00 @ 0.468h−$27.60-1.05%signal
67long2024-05-17 08:00 @ 0.482024-05-23 20:00 @ 0.466d 12h−$121.21-4.56%signal
66long2024-03-17 12:00 @ 0.682024-03-18 16:00 @ 0.661d 4h−$73.32-2.74%signal
65long2024-03-17 04:00 @ 0.672024-03-17 08:00 @ 0.654h−$113.27-4.19%signal
64long2024-02-08 08:00 @ 0.532024-03-17 00:00 @ 0.6637d 16h$496.38+19.24%signal
63long2024-01-11 12:00 @ 0.602024-01-11 16:00 @ 0.584h−$70.32-2.71%signal
62long2024-01-04 16:00 @ 0.572024-01-05 00:00 @ 0.578h−$24.73-0.95%signal
61long2023-10-21 08:00 @ 0.252024-01-03 20:00 @ 0.5574d 12h$2,289.12+112.71%signal
60long2023-10-20 20:00 @ 0.252023-10-21 04:00 @ 0.258h−$9.15-0.45%signal
59long2023-10-16 20:00 @ 0.252023-10-17 00:00 @ 0.254h−$2.85-0.14%signal
58long2023-10-16 08:00 @ 0.252023-10-16 16:00 @ 0.258h−$18.39-0.90%signal
57long2023-10-10 08:00 @ 0.252023-10-10 12:00 @ 0.254h−$25.72-1.26%signal
56long2023-10-09 20:00 @ 0.252023-10-10 00:00 @ 0.254h−$14.22-0.69%signal
55long2023-09-30 16:00 @ 0.252023-10-09 12:00 @ 0.258d 20h−$22.95-1.12%signal
54long2023-09-29 16:00 @ 0.252023-09-29 20:00 @ 0.254h−$54.06-2.61%signal
53long2023-08-01 08:00 @ 0.302023-08-02 16:00 @ 0.301d 8h−$15.97-0.77%signal
52long2023-07-10 12:00 @ 0.282023-08-01 04:00 @ 0.3021d 16h$103.46+5.06%signal
51long2023-07-08 16:00 @ 0.292023-07-10 08:00 @ 0.281d 16h−$44.10-2.14%signal
50long2023-07-04 04:00 @ 0.302023-07-04 08:00 @ 0.294h−$35.95-1.74%signal
49long2023-06-02 12:00 @ 0.382023-06-05 16:00 @ 0.363d 4h−$111.34-5.32%signal
48long2023-05-31 20:00 @ 0.382023-06-01 04:00 @ 0.368h−$63.77-3.02%signal
47long2023-05-28 20:00 @ 0.382023-05-31 12:00 @ 0.372d 16h−$25.42-1.20%signal
46long2023-04-30 16:00 @ 0.412023-04-30 20:00 @ 0.404h−$36.03-1.70%signal
45long2023-04-30 08:00 @ 0.402023-04-30 12:00 @ 0.404h−$15.34-0.72%signal
44long2023-04-27 00:00 @ 0.402023-04-30 04:00 @ 0.403d 4h−$11.23-0.53%signal
43long2023-04-26 04:00 @ 0.402023-04-26 20:00 @ 0.3916h−$51.70-2.41%signal
42long2023-04-23 08:00 @ 0.392023-04-23 12:00 @ 0.394h−$17.40-0.81%signal
41long2023-04-22 16:00 @ 0.402023-04-23 04:00 @ 0.3912h−$27.37-1.27%signal
40long2023-03-28 04:00 @ 0.352023-04-21 20:00 @ 0.3824d 16h$200.00+9.50%signal
39long2023-03-23 00:00 @ 0.362023-03-27 16:00 @ 0.344d 16h−$102.04-4.79%signal
38long2023-03-21 20:00 @ 0.362023-03-22 20:00 @ 0.351d−$75.98-3.53%signal
37long2023-03-14 16:00 @ 0.362023-03-14 20:00 @ 0.354h−$87.15-4.01%signal
36long2023-02-23 00:00 @ 0.392023-02-23 12:00 @ 0.3812h−$28.68-1.32%signal
35long2023-02-14 16:00 @ 0.382023-02-22 16:00 @ 0.388d−$4.23-0.19%signal
34long2023-02-12 12:00 @ 0.372023-02-13 00:00 @ 0.3612h−$30.46-1.39%signal
33long2023-02-12 00:00 @ 0.372023-02-12 04:00 @ 0.374h−$19.79-0.90%signal
32long2023-02-10 08:00 @ 0.362023-02-10 12:00 @ 0.364h−$29.74-1.35%signal
31long2023-01-07 20:00 @ 0.282023-02-10 00:00 @ 0.3633d 4h$599.93+29.26%signal
30long2023-01-07 00:00 @ 0.282023-01-07 12:00 @ 0.2712h−$31.24-1.52%signal
29long2022-11-08 16:00 @ 0.402022-11-08 20:00 @ 0.374h−$158.73-7.57%signal
28long2022-11-04 04:00 @ 0.412022-11-08 04:00 @ 0.394d−$103.70-4.88%signal
27long2022-11-03 16:00 @ 0.392022-11-04 00:00 @ 0.398h−$25.18-1.18%signal
26long2022-11-03 04:00 @ 0.392022-11-03 12:00 @ 0.398h−$19.08-0.89%signal
25long2022-10-28 20:00 @ 0.402022-11-02 08:00 @ 0.394d 12h−$52.57-2.45%signal
24long2022-10-27 20:00 @ 0.402022-10-28 00:00 @ 0.394h−$76.86-3.55%signal
23long2022-10-26 12:00 @ 0.402022-10-27 16:00 @ 0.401d 4h−$35.00-1.61%signal
22long2022-10-25 20:00 @ 0.412022-10-26 00:00 @ 0.404h−$75.71-3.45%signal
21long2022-09-23 04:00 @ 0.482022-09-23 08:00 @ 0.464h−$80.53-3.64%signal
20long2022-09-17 16:00 @ 0.482022-09-18 16:00 @ 0.471d−$57.46-2.58%signal
19long2022-09-09 08:00 @ 0.492022-09-13 16:00 @ 0.474d 8h−$109.10-4.83%signal
18long2022-09-06 00:00 @ 0.502022-09-06 20:00 @ 0.4720h−$148.74-6.48%signal
17long2022-09-04 12:00 @ 0.502022-09-05 08:00 @ 0.4920h−$78.66-3.40%signal
16long2022-07-27 16:00 @ 0.472022-08-19 00:00 @ 0.5122d 8h$178.87+7.88%signal
15long2022-07-18 08:00 @ 0.472022-07-26 04:00 @ 0.477d 20h−$33.21-1.46%signal
14long2022-06-11 20:00 @ 0.562022-06-12 00:00 @ 0.554h−$21.99-0.96%signal
13long2022-06-06 04:00 @ 0.622022-06-11 16:00 @ 0.555d 12h−$250.59-10.69%signal
12long2022-06-01 00:00 @ 0.632022-06-01 04:00 @ 0.604h−$97.57-4.12%signal
11long2022-05-31 08:00 @ 0.652022-05-31 20:00 @ 0.6012h−$208.44-8.61%signal
10long2022-03-21 08:00 @ 0.892022-04-11 12:00 @ 0.9621d 4h$172.47+7.25%signal
9long2022-03-19 16:00 @ 0.892022-03-20 16:00 @ 0.871d−$55.90-2.34%signal
8long2022-02-09 08:00 @ 1.192022-02-10 20:00 @ 1.171d 12h−$41.21-1.71%signal
7long2022-02-09 00:00 @ 1.172022-02-09 04:00 @ 1.154h−$46.14-1.91%signal
6long2022-02-07 12:00 @ 1.182022-02-08 16:00 @ 1.171d 4h−$30.14-1.24%signal
5long2022-01-16 04:00 @ 1.332022-01-21 00:00 @ 1.264d 20h−$148.19-6.03%signal
4long2022-01-13 00:00 @ 1.312022-01-13 04:00 @ 1.304h−$35.44-1.44%signal
3long2022-01-03 12:00 @ 1.372022-01-03 16:00 @ 1.354h−$33.08-1.34%signal
2long2022-01-03 00:00 @ 1.382022-01-03 04:00 @ 1.354h−$51.42-2.07%signal
1long2022-01-02 00:00 @ 1.382022-01-02 04:00 @ 1.364h−$43.96-1.76%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.

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