[Famous-Q] Faber 200-bar SMA timing

public
@djgambhir

AVAXUSDT · 4h · 2022-01-012026-09-01 · 10,225 bars in 3.7ms

Net P&L
+25.16%
$2,516.21
Max drawdown
-30.59%
Max run-up
+104.06%
Trades
160
15.6% win rate
Profit factor
1.26
2022-01-01drawdown · worst -30.59%2026-09-01
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19+34.35%-26.26%8518%
Validation2024-10-192025-09-25+14.31%-16.61%3119%
Out-of-sample2025-09-252026-09-01-18.50%-20.58%449%

Risk-adjusted

Sharpe
0.34
Sortino
0.51
Calmar
0.16
Return ÷ max drawdown
0.82
CAGR
+4.93%
Exposure
40.4%

Per trade

Expectancy
$15.73 · +1.04%
Average win / loss
$493.28 / −$72.71
Payoff ratio
6.78
Largest win / loss
$6,020.43 / −$288.18
Longest losing streak(winning: 3)
21 trades

Drawdown over time

Max drawdown
-30.59%
Longest time under water(still going at the end)
981 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$494.95
Funding
−$926.29
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
-93.37%

Monte Carlo

1,000 alternative histories, each 160 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-41.80%+14.32%+267.98%
Max drawdown-44.61%-28.91%-15.84%

40% of histories lost money, and 43% had a deeper drawdown than this run’s -30.59%. 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

AVAXUSDT with every trade

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

Trades

160 trades

#SideEntryExitHeldP&LReturnClosed by
1long2022-01-01 04:00 @ 109.762022-01-05 20:00 @ 98.334d 16h−$266.30-10.65%signal
2long2022-02-07 04:00 @ 80.822022-02-14 04:00 @ 77.277d−$107.38-4.41%signal
3long2022-02-14 08:00 @ 78.962022-02-21 20:00 @ 74.967d 12h−$127.63-5.30%signal
4long2022-02-23 08:00 @ 78.452022-02-24 00:00 @ 73.4216h−$154.43-6.50%signal
5long2022-02-24 20:00 @ 76.812022-02-25 00:00 @ 76.334h−$16.64-0.71%signal
6long2022-02-25 16:00 @ 78.112022-02-27 20:00 @ 73.772d 4h−$131.71-5.65%signal
7long2022-02-28 16:00 @ 81.832022-03-03 16:00 @ 78.363d−$100.80-4.38%signal
8long2022-03-04 12:00 @ 80.852022-03-04 16:00 @ 78.304h−$73.73-3.24%signal
9long2022-03-17 12:00 @ 79.402022-03-18 12:00 @ 77.591d−$54.07-2.40%signal
10long2022-03-18 16:00 @ 81.252022-04-07 00:00 @ 82.8619d 8h$31.40+1.40%signal
11long2022-04-07 08:00 @ 84.642022-04-07 16:00 @ 82.978h−$46.52-2.07%signal
12long2022-04-07 20:00 @ 86.812022-04-09 00:00 @ 83.591d 4h−$84.69-3.78%signal
13long2022-04-09 08:00 @ 84.482022-04-09 12:00 @ 83.894h−$17.28-0.78%signal
14long2022-04-10 00:00 @ 84.522022-04-10 04:00 @ 84.374h−$5.91-0.27%signal
15long2022-07-07 00:00 @ 19.172022-07-11 08:00 @ 18.354d 8h−$96.56-4.37%signal
16long2022-07-11 12:00 @ 18.382022-07-11 16:00 @ 18.264h−$17.33-0.79%signal
17long2022-07-11 20:00 @ 18.312022-07-12 00:00 @ 17.334h−$119.77-5.49%signal
18long2022-07-13 20:00 @ 17.882022-07-26 16:00 @ 19.8812d 20h$231.32+10.75%signal
19long2022-07-27 00:00 @ 20.682022-08-19 00:00 @ 24.1823d$361.91+16.37%signal
20long2022-10-25 20:00 @ 16.822022-11-08 08:00 @ 16.8013d 12h−$5.77-0.25%signal
21long2022-12-09 16:00 @ 13.542022-12-09 20:00 @ 13.434h−$21.39-0.93%signal
22long2022-12-10 12:00 @ 13.412022-12-12 00:00 @ 12.971d 12h−$77.38-3.37%signal
23long2022-12-13 12:00 @ 13.162022-12-16 12:00 @ 12.703d−$83.63-3.68%signal
24long2023-01-09 04:00 @ 12.522023-02-10 04:00 @ 17.7732d$902.42+40.04%signal
25long2023-02-10 08:00 @ 18.172023-02-11 00:00 @ 17.7716h−$57.52-2.32%signal
26long2023-02-12 20:00 @ 18.402023-02-13 00:00 @ 17.764h−$87.79-3.56%signal
27long2023-02-15 20:00 @ 19.192023-02-17 00:00 @ 18.591d 4h−$79.61-3.26%signal
28long2023-02-17 04:00 @ 19.002023-02-24 16:00 @ 18.827d 12h−$31.77-1.31%signal
29long2023-03-14 16:00 @ 17.772023-03-14 20:00 @ 17.334h−$63.23-2.62%signal
30long2023-03-18 00:00 @ 17.652023-03-18 16:00 @ 17.3216h−$47.32-1.97%signal
31long2023-03-19 12:00 @ 17.552023-03-20 04:00 @ 17.1616h−$56.30-2.36%signal
32long2023-03-20 08:00 @ 17.592023-03-20 12:00 @ 17.374h−$32.01-1.35%signal
33long2023-03-22 00:00 @ 17.442023-03-22 04:00 @ 17.374h−$12.63-0.53%signal
34long2023-03-22 12:00 @ 17.422023-03-22 20:00 @ 16.378h−$145.16-6.14%signal
35long2023-03-23 12:00 @ 17.422023-03-24 12:00 @ 17.151d−$39.18-1.68%signal
36long2023-03-26 12:00 @ 17.072023-03-27 04:00 @ 16.8816h−$28.96-1.25%signal
37long2023-03-29 04:00 @ 16.782023-04-21 12:00 @ 17.8723d 8h$126.33+5.47%signal
38long2023-04-26 16:00 @ 18.092023-04-26 20:00 @ 16.764h−$174.59-7.46%signal
39long2023-06-24 04:00 @ 13.362023-06-24 08:00 @ 13.134h−$40.34-1.76%signal
40long2023-06-25 04:00 @ 13.492023-06-27 00:00 @ 13.151d 20h−$61.28-2.68%signal
41long2023-06-27 04:00 @ 13.312023-06-28 04:00 @ 12.991d−$57.93-2.55%signal
42long2023-06-30 08:00 @ 13.072023-06-30 16:00 @ 12.608h−$84.30-3.73%signal
43long2023-07-01 00:00 @ 13.032023-07-01 08:00 @ 12.948h−$17.42-0.78%signal
44long2023-07-02 00:00 @ 13.002023-07-02 04:00 @ 12.744h−$46.41-2.08%signal
45long2023-07-02 12:00 @ 13.002023-07-05 12:00 @ 12.643d−$66.55-3.00%signal
46long2023-07-06 08:00 @ 12.842023-07-06 16:00 @ 12.648h−$36.06-1.64%signal
47long2023-07-08 00:00 @ 12.732023-07-24 04:00 @ 13.3316d 4h$90.66+4.13%signal
48long2023-07-24 08:00 @ 13.442023-07-24 12:00 @ 13.104h−$58.38-2.63%signal
49long2023-10-01 12:00 @ 9.632023-10-02 20:00 @ 9.391d 8h−$57.05-2.59%signal
50long2023-10-04 00:00 @ 9.412023-10-04 04:00 @ 9.304h−$28.44-1.30%signal
51long2023-10-04 08:00 @ 9.612023-10-11 04:00 @ 9.326d 20h−$71.29-3.27%signal
52long2023-10-16 04:00 @ 9.382023-10-16 16:00 @ 9.3112h−$17.77-0.82%signal
53long2023-10-16 20:00 @ 9.402023-10-17 04:00 @ 9.318h−$24.59-1.14%signal
54long2023-10-21 08:00 @ 9.442024-01-03 16:00 @ 37.0974d 8h$6,020.43+279.66%signal
55long2024-01-04 16:00 @ 39.302024-01-05 04:00 @ 36.9712h−$220.98-6.04%signal
56long2024-01-28 12:00 @ 36.162024-01-28 16:00 @ 35.624h−$57.71-1.60%signal
57long2024-01-29 20:00 @ 35.942024-01-31 00:00 @ 35.211d 4h−$78.04-2.17%signal
58long2024-02-02 12:00 @ 36.262024-02-05 16:00 @ 34.633d 4h−$166.73-4.67%signal
59long2024-02-07 20:00 @ 35.062024-02-23 16:00 @ 35.7515d 20h$37.27+1.06%signal
60long2024-02-23 20:00 @ 36.442024-02-24 00:00 @ 35.944h−$52.37-1.48%signal
61long2024-02-24 08:00 @ 36.402024-03-05 20:00 @ 37.6510d 12h$36.97+1.05%signal
62long2024-03-06 00:00 @ 39.442024-03-06 04:00 @ 38.614h−$78.50-2.22%signal
63long2024-03-06 08:00 @ 41.242024-04-02 04:00 @ 47.9526d 20h$425.94+12.13%signal
64long2024-05-17 08:00 @ 37.282024-05-30 08:00 @ 35.5713d−$185.00-5.11%signal
65long2024-05-30 12:00 @ 36.592024-05-31 16:00 @ 35.541d 4h−$107.47-3.01%signal
66long2024-05-31 20:00 @ 36.162024-06-02 00:00 @ 35.771d 4h−$43.49-1.23%signal
67long2024-06-02 04:00 @ 36.072024-06-02 08:00 @ 35.724h−$37.86-1.07%signal
68long2024-06-02 12:00 @ 35.982024-06-02 16:00 @ 35.864h−$15.22-0.43%signal
69long2024-06-05 04:00 @ 36.342024-06-06 20:00 @ 36.081d 16h−$32.09-0.91%signal
70long2024-06-07 12:00 @ 36.362024-06-07 20:00 @ 33.428h−$288.18-8.20%signal
71long2024-07-16 00:00 @ 27.822024-07-16 08:00 @ 26.848h−$125.94-3.66%signal
72long2024-07-16 12:00 @ 27.242024-07-25 16:00 @ 27.019d 4h−$36.57-1.07%signal
73long2024-07-26 00:00 @ 27.232024-07-28 16:00 @ 27.242d 16h$0.30+0.01%signal
74long2024-07-28 20:00 @ 27.522024-07-29 00:00 @ 27.374h−$21.44-0.63%signal
75long2024-07-29 04:00 @ 28.212024-07-29 20:00 @ 27.4416h−$96.99-2.86%signal
76long2024-08-22 16:00 @ 24.592024-08-29 20:00 @ 23.187d 4h−$194.82-5.78%signal
77long2024-08-30 08:00 @ 23.372024-08-30 16:00 @ 22.368h−$146.20-4.40%signal
78long2024-08-31 00:00 @ 23.282024-08-31 08:00 @ 23.008h−$43.53-1.32%signal
79long2024-08-31 16:00 @ 23.042024-08-31 20:00 @ 22.684h−$54.92-1.68%signal
80long2024-09-08 08:00 @ 23.082024-09-08 16:00 @ 22.458h−$91.76-2.81%signal
81long2024-09-08 20:00 @ 22.952024-09-18 12:00 @ 23.249d 16h$40.24+1.24%signal
82long2024-09-18 20:00 @ 23.372024-10-03 08:00 @ 24.8614d 12h$195.78+6.03%signal
83long2024-10-04 08:00 @ 25.272024-10-10 00:00 @ 25.755d 16h$62.91+1.91%signal
84long2024-10-10 04:00 @ 25.942024-10-10 16:00 @ 25.8412h−$17.11-0.52%signal
85long2024-10-11 08:00 @ 26.132024-10-23 04:00 @ 27.3211d 20h$141.85+4.29%signal
86long2024-11-06 20:00 @ 26.612024-12-19 00:00 @ 42.7442d 4h$1,908.50+57.06%signal
87long2025-01-06 12:00 @ 44.292025-01-07 12:00 @ 43.121d−$105.75-2.77%signal
88long2025-01-16 20:00 @ 40.242025-01-18 08:00 @ 39.341d 12h−$89.99-2.37%signal
89long2025-01-18 12:00 @ 39.442025-01-18 16:00 @ 39.084h−$38.08-1.01%signal
90long2025-01-19 00:00 @ 39.232025-01-19 08:00 @ 38.518h−$73.43-1.95%signal
91long2025-03-24 04:00 @ 21.142025-03-28 16:00 @ 19.964d 12h−$214.84-5.74%signal
92long2025-03-29 04:00 @ 20.422025-03-29 08:00 @ 19.864h−$104.35-2.83%signal
93long2025-04-11 16:00 @ 19.192025-04-12 04:00 @ 18.9012h−$58.53-1.60%signal
94long2025-04-12 08:00 @ 19.102025-04-16 00:00 @ 19.003d 16h−$16.02-0.44%signal
95long2025-04-17 08:00 @ 19.392025-04-17 16:00 @ 19.118h−$55.95-1.53%signal
96long2025-04-19 04:00 @ 19.252025-05-05 12:00 @ 19.4516d 8h$32.84+0.90%signal
97long2025-05-07 00:00 @ 20.012025-05-07 12:00 @ 19.7512h−$50.47-1.39%signal
98long2025-05-08 04:00 @ 20.342025-05-19 08:00 @ 21.6711d 4h$222.43+6.13%signal
99long2025-05-19 16:00 @ 22.072025-05-25 12:00 @ 22.355d 20h$38.47+1.04%signal
100long2025-05-26 00:00 @ 23.442025-05-29 20:00 @ 22.613d 20h−$134.49-3.64%signal
101long2025-06-11 00:00 @ 22.572025-06-11 04:00 @ 22.304h−$47.29-1.29%signal
102long2025-06-11 16:00 @ 22.572025-06-11 20:00 @ 21.704h−$143.59-3.94%signal
103long2025-07-09 20:00 @ 19.122025-08-02 00:00 @ 21.5023d 4h$421.97+11.68%signal
104long2025-08-04 16:00 @ 22.342025-08-05 16:00 @ 21.701d−$110.74-2.98%signal
105long2025-08-06 08:00 @ 22.242025-08-06 12:00 @ 21.934h−$55.43-1.50%signal
106long2025-08-06 16:00 @ 22.332025-08-07 00:00 @ 22.218h−$22.81-0.62%signal
107long2025-08-07 12:00 @ 22.782025-08-12 00:00 @ 22.774d 12h−$9.36-0.25%signal
108long2025-08-12 08:00 @ 23.132025-08-12 12:00 @ 22.964h−$29.39-0.80%signal
109long2025-08-12 16:00 @ 24.202025-08-15 20:00 @ 23.523d 4h−$110.61-3.02%signal
110long2025-08-16 00:00 @ 23.752025-08-18 08:00 @ 23.512d 8h−$42.55-1.17%signal
111long2025-08-18 20:00 @ 23.832025-08-19 00:00 @ 23.684h−$26.64-0.74%signal
112long2025-08-22 16:00 @ 24.272025-08-25 20:00 @ 23.533d 4h−$116.16-3.21%signal
113long2025-08-26 20:00 @ 24.222025-08-29 12:00 @ 23.732d 16h−$78.28-2.18%signal
114long2025-08-30 08:00 @ 23.812025-09-01 00:00 @ 23.381d 16h−$70.48-1.98%signal
115long2025-09-01 08:00 @ 23.782025-09-01 20:00 @ 23.5612h−$37.70-1.06%signal
116long2025-09-02 04:00 @ 23.682025-09-26 12:00 @ 27.5624d 8h$554.96+15.68%signal
117long2025-09-26 16:00 @ 27.882025-10-07 16:00 @ 28.5111d$75.38+2.05%signal
118long2026-01-01 20:00 @ 13.552026-01-19 00:00 @ 12.9717d 4h−$163.56-4.42%signal
119long2026-03-04 12:00 @ 9.302026-03-06 16:00 @ 8.962d 4h−$136.47-3.73%signal
120long2026-03-09 08:00 @ 9.082026-03-22 00:00 @ 9.2112d 16h$40.60+1.12%signal
121long2026-03-23 12:00 @ 9.382026-03-26 12:00 @ 9.233d−$65.47-1.80%signal
122long2026-04-01 08:00 @ 9.342026-04-01 12:00 @ 9.194h−$61.13-1.69%signal
123long2026-04-06 04:00 @ 9.452026-04-06 20:00 @ 9.3116h−$57.53-1.60%signal
124long2026-04-08 00:00 @ 9.432026-04-08 16:00 @ 9.2116h−$86.69-2.42%signal
125long2026-04-09 16:00 @ 9.342026-04-09 20:00 @ 9.304h−$19.46-0.55%signal
126long2026-04-10 00:00 @ 9.362026-04-10 04:00 @ 9.304h−$27.00-0.76%signal
127long2026-04-10 16:00 @ 9.422026-04-11 08:00 @ 9.2816h−$59.05-1.66%signal
128long2026-04-11 16:00 @ 9.332026-04-12 04:00 @ 9.0812h−$99.84-2.82%signal
129long2026-04-13 20:00 @ 9.402026-04-15 00:00 @ 9.291d 4h−$45.50-1.29%signal
130long2026-04-15 04:00 @ 9.342026-04-15 08:00 @ 9.264h−$33.75-0.96%signal
131long2026-04-15 12:00 @ 9.422026-04-19 08:00 @ 9.203d 20h−$86.05-2.46%signal
132long2026-04-19 16:00 @ 9.282026-04-19 20:00 @ 9.184h−$39.04-1.12%signal
133long2026-04-20 16:00 @ 9.232026-04-27 16:00 @ 9.137d−$43.47-1.26%signal
134long2026-04-28 00:00 @ 9.262026-04-28 08:00 @ 9.178h−$37.92-1.10%signal
135long2026-04-29 04:00 @ 9.262026-04-29 16:00 @ 9.1112h−$57.94-1.68%signal
136long2026-05-04 04:00 @ 9.292026-05-04 08:00 @ 9.234h−$28.02-0.82%signal
137long2026-05-04 20:00 @ 9.242026-05-05 00:00 @ 9.174h−$29.22-0.85%signal
138long2026-05-05 04:00 @ 9.282026-05-16 08:00 @ 9.3311d 4h$11.47+0.34%signal
139long2026-05-21 08:00 @ 9.472026-05-21 12:00 @ 9.294h−$67.67-1.98%signal
140long2026-05-21 20:00 @ 9.492026-05-22 16:00 @ 9.4320h−$27.54-0.81%signal
141long2026-07-03 04:00 @ 6.852026-07-03 08:00 @ 6.834h−$10.20-0.30%signal
142long2026-07-03 12:00 @ 6.902026-07-08 04:00 @ 6.394d 16h−$256.81-7.57%signal
143long2026-07-09 08:00 @ 6.742026-07-12 00:00 @ 6.542d 16h−$103.59-3.11%signal
144long2026-07-13 12:00 @ 6.642026-07-13 16:00 @ 6.564h−$45.33-1.37%signal
145long2026-07-14 16:00 @ 6.652026-07-16 12:00 @ 6.571d 20h−$45.66-1.39%signal
146long2026-07-16 16:00 @ 6.632026-07-17 00:00 @ 6.518h−$60.50-1.85%signal
147long2026-07-17 20:00 @ 6.572026-07-18 12:00 @ 6.5416h−$20.06-0.61%signal
148long2026-07-18 20:00 @ 6.572026-07-19 08:00 @ 6.5512h−$12.23-0.38%signal
149long2026-07-20 04:00 @ 6.602026-07-20 08:00 @ 6.544h−$31.17-0.96%signal
150long2026-07-20 12:00 @ 6.632026-07-22 08:00 @ 6.501d 20h−$67.97-2.09%signal
151long2026-07-22 16:00 @ 6.642026-07-23 04:00 @ 6.5212h−$58.28-1.80%signal
152long2026-07-23 12:00 @ 6.582026-07-23 16:00 @ 6.444h−$71.36-2.22%signal
153long2026-07-25 16:00 @ 6.582026-07-27 16:00 @ 6.542d−$23.85-0.75%signal
154long2026-07-27 20:00 @ 6.612026-07-28 00:00 @ 6.404h−$105.26-3.30%signal
155long2026-08-02 08:00 @ 6.612026-08-03 00:00 @ 6.5516h−$32.34-1.02%signal
156long2026-08-04 04:00 @ 6.872026-08-06 12:00 @ 6.432d 8h−$203.04-6.43%signal
157long2026-08-09 16:00 @ 6.552026-08-10 00:00 @ 6.418h−$66.75-2.15%signal
158long2026-08-10 12:00 @ 6.552026-08-10 16:00 @ 6.484h−$34.02-1.10%signal
159long2026-08-15 04:00 @ 6.772026-08-15 20:00 @ 6.5016h−$126.32-4.10%signal
160long2026-08-19 16:00 @ 6.562026-09-01 00:00 @ 7.2712d 8h$319.58+10.48%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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