[Famous-Q] Faber 200-bar SMA timing
publicAVAXUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 3.7ms
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +34.35% | -26.26% | 85 | 18% |
| Validation | 2024-10-19 → 2025-09-25 | +14.31% | -16.61% | 31 | 19% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -18.50% | -20.58% | 44 | 9% |
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.
| Unlucky (5%) | Typical | Lucky (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
Trades
160 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-01 04:00 @ 109.76 | 2022-01-05 20:00 @ 98.33 | 4d 16h | −$266.30 | -10.65% | signal |
| 2 | long | 2022-02-07 04:00 @ 80.82 | 2022-02-14 04:00 @ 77.27 | 7d | −$107.38 | -4.41% | signal |
| 3 | long | 2022-02-14 08:00 @ 78.96 | 2022-02-21 20:00 @ 74.96 | 7d 12h | −$127.63 | -5.30% | signal |
| 4 | long | 2022-02-23 08:00 @ 78.45 | 2022-02-24 00:00 @ 73.42 | 16h | −$154.43 | -6.50% | signal |
| 5 | long | 2022-02-24 20:00 @ 76.81 | 2022-02-25 00:00 @ 76.33 | 4h | −$16.64 | -0.71% | signal |
| 6 | long | 2022-02-25 16:00 @ 78.11 | 2022-02-27 20:00 @ 73.77 | 2d 4h | −$131.71 | -5.65% | signal |
| 7 | long | 2022-02-28 16:00 @ 81.83 | 2022-03-03 16:00 @ 78.36 | 3d | −$100.80 | -4.38% | signal |
| 8 | long | 2022-03-04 12:00 @ 80.85 | 2022-03-04 16:00 @ 78.30 | 4h | −$73.73 | -3.24% | signal |
| 9 | long | 2022-03-17 12:00 @ 79.40 | 2022-03-18 12:00 @ 77.59 | 1d | −$54.07 | -2.40% | signal |
| 10 | long | 2022-03-18 16:00 @ 81.25 | 2022-04-07 00:00 @ 82.86 | 19d 8h | $31.40 | +1.40% | signal |
| 11 | long | 2022-04-07 08:00 @ 84.64 | 2022-04-07 16:00 @ 82.97 | 8h | −$46.52 | -2.07% | signal |
| 12 | long | 2022-04-07 20:00 @ 86.81 | 2022-04-09 00:00 @ 83.59 | 1d 4h | −$84.69 | -3.78% | signal |
| 13 | long | 2022-04-09 08:00 @ 84.48 | 2022-04-09 12:00 @ 83.89 | 4h | −$17.28 | -0.78% | signal |
| 14 | long | 2022-04-10 00:00 @ 84.52 | 2022-04-10 04:00 @ 84.37 | 4h | −$5.91 | -0.27% | signal |
| 15 | long | 2022-07-07 00:00 @ 19.17 | 2022-07-11 08:00 @ 18.35 | 4d 8h | −$96.56 | -4.37% | signal |
| 16 | long | 2022-07-11 12:00 @ 18.38 | 2022-07-11 16:00 @ 18.26 | 4h | −$17.33 | -0.79% | signal |
| 17 | long | 2022-07-11 20:00 @ 18.31 | 2022-07-12 00:00 @ 17.33 | 4h | −$119.77 | -5.49% | signal |
| 18 | long | 2022-07-13 20:00 @ 17.88 | 2022-07-26 16:00 @ 19.88 | 12d 20h | $231.32 | +10.75% | signal |
| 19 | long | 2022-07-27 00:00 @ 20.68 | 2022-08-19 00:00 @ 24.18 | 23d | $361.91 | +16.37% | signal |
| 20 | long | 2022-10-25 20:00 @ 16.82 | 2022-11-08 08:00 @ 16.80 | 13d 12h | −$5.77 | -0.25% | signal |
| 21 | long | 2022-12-09 16:00 @ 13.54 | 2022-12-09 20:00 @ 13.43 | 4h | −$21.39 | -0.93% | signal |
| 22 | long | 2022-12-10 12:00 @ 13.41 | 2022-12-12 00:00 @ 12.97 | 1d 12h | −$77.38 | -3.37% | signal |
| 23 | long | 2022-12-13 12:00 @ 13.16 | 2022-12-16 12:00 @ 12.70 | 3d | −$83.63 | -3.68% | signal |
| 24 | long | 2023-01-09 04:00 @ 12.52 | 2023-02-10 04:00 @ 17.77 | 32d | $902.42 | +40.04% | signal |
| 25 | long | 2023-02-10 08:00 @ 18.17 | 2023-02-11 00:00 @ 17.77 | 16h | −$57.52 | -2.32% | signal |
| 26 | long | 2023-02-12 20:00 @ 18.40 | 2023-02-13 00:00 @ 17.76 | 4h | −$87.79 | -3.56% | signal |
| 27 | long | 2023-02-15 20:00 @ 19.19 | 2023-02-17 00:00 @ 18.59 | 1d 4h | −$79.61 | -3.26% | signal |
| 28 | long | 2023-02-17 04:00 @ 19.00 | 2023-02-24 16:00 @ 18.82 | 7d 12h | −$31.77 | -1.31% | signal |
| 29 | long | 2023-03-14 16:00 @ 17.77 | 2023-03-14 20:00 @ 17.33 | 4h | −$63.23 | -2.62% | signal |
| 30 | long | 2023-03-18 00:00 @ 17.65 | 2023-03-18 16:00 @ 17.32 | 16h | −$47.32 | -1.97% | signal |
| 31 | long | 2023-03-19 12:00 @ 17.55 | 2023-03-20 04:00 @ 17.16 | 16h | −$56.30 | -2.36% | signal |
| 32 | long | 2023-03-20 08:00 @ 17.59 | 2023-03-20 12:00 @ 17.37 | 4h | −$32.01 | -1.35% | signal |
| 33 | long | 2023-03-22 00:00 @ 17.44 | 2023-03-22 04:00 @ 17.37 | 4h | −$12.63 | -0.53% | signal |
| 34 | long | 2023-03-22 12:00 @ 17.42 | 2023-03-22 20:00 @ 16.37 | 8h | −$145.16 | -6.14% | signal |
| 35 | long | 2023-03-23 12:00 @ 17.42 | 2023-03-24 12:00 @ 17.15 | 1d | −$39.18 | -1.68% | signal |
| 36 | long | 2023-03-26 12:00 @ 17.07 | 2023-03-27 04:00 @ 16.88 | 16h | −$28.96 | -1.25% | signal |
| 37 | long | 2023-03-29 04:00 @ 16.78 | 2023-04-21 12:00 @ 17.87 | 23d 8h | $126.33 | +5.47% | signal |
| 38 | long | 2023-04-26 16:00 @ 18.09 | 2023-04-26 20:00 @ 16.76 | 4h | −$174.59 | -7.46% | signal |
| 39 | long | 2023-06-24 04:00 @ 13.36 | 2023-06-24 08:00 @ 13.13 | 4h | −$40.34 | -1.76% | signal |
| 40 | long | 2023-06-25 04:00 @ 13.49 | 2023-06-27 00:00 @ 13.15 | 1d 20h | −$61.28 | -2.68% | signal |
| 41 | long | 2023-06-27 04:00 @ 13.31 | 2023-06-28 04:00 @ 12.99 | 1d | −$57.93 | -2.55% | signal |
| 42 | long | 2023-06-30 08:00 @ 13.07 | 2023-06-30 16:00 @ 12.60 | 8h | −$84.30 | -3.73% | signal |
| 43 | long | 2023-07-01 00:00 @ 13.03 | 2023-07-01 08:00 @ 12.94 | 8h | −$17.42 | -0.78% | signal |
| 44 | long | 2023-07-02 00:00 @ 13.00 | 2023-07-02 04:00 @ 12.74 | 4h | −$46.41 | -2.08% | signal |
| 45 | long | 2023-07-02 12:00 @ 13.00 | 2023-07-05 12:00 @ 12.64 | 3d | −$66.55 | -3.00% | signal |
| 46 | long | 2023-07-06 08:00 @ 12.84 | 2023-07-06 16:00 @ 12.64 | 8h | −$36.06 | -1.64% | signal |
| 47 | long | 2023-07-08 00:00 @ 12.73 | 2023-07-24 04:00 @ 13.33 | 16d 4h | $90.66 | +4.13% | signal |
| 48 | long | 2023-07-24 08:00 @ 13.44 | 2023-07-24 12:00 @ 13.10 | 4h | −$58.38 | -2.63% | signal |
| 49 | long | 2023-10-01 12:00 @ 9.63 | 2023-10-02 20:00 @ 9.39 | 1d 8h | −$57.05 | -2.59% | signal |
| 50 | long | 2023-10-04 00:00 @ 9.41 | 2023-10-04 04:00 @ 9.30 | 4h | −$28.44 | -1.30% | signal |
| 51 | long | 2023-10-04 08:00 @ 9.61 | 2023-10-11 04:00 @ 9.32 | 6d 20h | −$71.29 | -3.27% | signal |
| 52 | long | 2023-10-16 04:00 @ 9.38 | 2023-10-16 16:00 @ 9.31 | 12h | −$17.77 | -0.82% | signal |
| 53 | long | 2023-10-16 20:00 @ 9.40 | 2023-10-17 04:00 @ 9.31 | 8h | −$24.59 | -1.14% | signal |
| 54 | long | 2023-10-21 08:00 @ 9.44 | 2024-01-03 16:00 @ 37.09 | 74d 8h | $6,020.43 | +279.66% | signal |
| 55 | long | 2024-01-04 16:00 @ 39.30 | 2024-01-05 04:00 @ 36.97 | 12h | −$220.98 | -6.04% | signal |
| 56 | long | 2024-01-28 12:00 @ 36.16 | 2024-01-28 16:00 @ 35.62 | 4h | −$57.71 | -1.60% | signal |
| 57 | long | 2024-01-29 20:00 @ 35.94 | 2024-01-31 00:00 @ 35.21 | 1d 4h | −$78.04 | -2.17% | signal |
| 58 | long | 2024-02-02 12:00 @ 36.26 | 2024-02-05 16:00 @ 34.63 | 3d 4h | −$166.73 | -4.67% | signal |
| 59 | long | 2024-02-07 20:00 @ 35.06 | 2024-02-23 16:00 @ 35.75 | 15d 20h | $37.27 | +1.06% | signal |
| 60 | long | 2024-02-23 20:00 @ 36.44 | 2024-02-24 00:00 @ 35.94 | 4h | −$52.37 | -1.48% | signal |
| 61 | long | 2024-02-24 08:00 @ 36.40 | 2024-03-05 20:00 @ 37.65 | 10d 12h | $36.97 | +1.05% | signal |
| 62 | long | 2024-03-06 00:00 @ 39.44 | 2024-03-06 04:00 @ 38.61 | 4h | −$78.50 | -2.22% | signal |
| 63 | long | 2024-03-06 08:00 @ 41.24 | 2024-04-02 04:00 @ 47.95 | 26d 20h | $425.94 | +12.13% | signal |
| 64 | long | 2024-05-17 08:00 @ 37.28 | 2024-05-30 08:00 @ 35.57 | 13d | −$185.00 | -5.11% | signal |
| 65 | long | 2024-05-30 12:00 @ 36.59 | 2024-05-31 16:00 @ 35.54 | 1d 4h | −$107.47 | -3.01% | signal |
| 66 | long | 2024-05-31 20:00 @ 36.16 | 2024-06-02 00:00 @ 35.77 | 1d 4h | −$43.49 | -1.23% | signal |
| 67 | long | 2024-06-02 04:00 @ 36.07 | 2024-06-02 08:00 @ 35.72 | 4h | −$37.86 | -1.07% | signal |
| 68 | long | 2024-06-02 12:00 @ 35.98 | 2024-06-02 16:00 @ 35.86 | 4h | −$15.22 | -0.43% | signal |
| 69 | long | 2024-06-05 04:00 @ 36.34 | 2024-06-06 20:00 @ 36.08 | 1d 16h | −$32.09 | -0.91% | signal |
| 70 | long | 2024-06-07 12:00 @ 36.36 | 2024-06-07 20:00 @ 33.42 | 8h | −$288.18 | -8.20% | signal |
| 71 | long | 2024-07-16 00:00 @ 27.82 | 2024-07-16 08:00 @ 26.84 | 8h | −$125.94 | -3.66% | signal |
| 72 | long | 2024-07-16 12:00 @ 27.24 | 2024-07-25 16:00 @ 27.01 | 9d 4h | −$36.57 | -1.07% | signal |
| 73 | long | 2024-07-26 00:00 @ 27.23 | 2024-07-28 16:00 @ 27.24 | 2d 16h | $0.30 | +0.01% | signal |
| 74 | long | 2024-07-28 20:00 @ 27.52 | 2024-07-29 00:00 @ 27.37 | 4h | −$21.44 | -0.63% | signal |
| 75 | long | 2024-07-29 04:00 @ 28.21 | 2024-07-29 20:00 @ 27.44 | 16h | −$96.99 | -2.86% | signal |
| 76 | long | 2024-08-22 16:00 @ 24.59 | 2024-08-29 20:00 @ 23.18 | 7d 4h | −$194.82 | -5.78% | signal |
| 77 | long | 2024-08-30 08:00 @ 23.37 | 2024-08-30 16:00 @ 22.36 | 8h | −$146.20 | -4.40% | signal |
| 78 | long | 2024-08-31 00:00 @ 23.28 | 2024-08-31 08:00 @ 23.00 | 8h | −$43.53 | -1.32% | signal |
| 79 | long | 2024-08-31 16:00 @ 23.04 | 2024-08-31 20:00 @ 22.68 | 4h | −$54.92 | -1.68% | signal |
| 80 | long | 2024-09-08 08:00 @ 23.08 | 2024-09-08 16:00 @ 22.45 | 8h | −$91.76 | -2.81% | signal |
| 81 | long | 2024-09-08 20:00 @ 22.95 | 2024-09-18 12:00 @ 23.24 | 9d 16h | $40.24 | +1.24% | signal |
| 82 | long | 2024-09-18 20:00 @ 23.37 | 2024-10-03 08:00 @ 24.86 | 14d 12h | $195.78 | +6.03% | signal |
| 83 | long | 2024-10-04 08:00 @ 25.27 | 2024-10-10 00:00 @ 25.75 | 5d 16h | $62.91 | +1.91% | signal |
| 84 | long | 2024-10-10 04:00 @ 25.94 | 2024-10-10 16:00 @ 25.84 | 12h | −$17.11 | -0.52% | signal |
| 85 | long | 2024-10-11 08:00 @ 26.13 | 2024-10-23 04:00 @ 27.32 | 11d 20h | $141.85 | +4.29% | signal |
| 86 | long | 2024-11-06 20:00 @ 26.61 | 2024-12-19 00:00 @ 42.74 | 42d 4h | $1,908.50 | +57.06% | signal |
| 87 | long | 2025-01-06 12:00 @ 44.29 | 2025-01-07 12:00 @ 43.12 | 1d | −$105.75 | -2.77% | signal |
| 88 | long | 2025-01-16 20:00 @ 40.24 | 2025-01-18 08:00 @ 39.34 | 1d 12h | −$89.99 | -2.37% | signal |
| 89 | long | 2025-01-18 12:00 @ 39.44 | 2025-01-18 16:00 @ 39.08 | 4h | −$38.08 | -1.01% | signal |
| 90 | long | 2025-01-19 00:00 @ 39.23 | 2025-01-19 08:00 @ 38.51 | 8h | −$73.43 | -1.95% | signal |
| 91 | long | 2025-03-24 04:00 @ 21.14 | 2025-03-28 16:00 @ 19.96 | 4d 12h | −$214.84 | -5.74% | signal |
| 92 | long | 2025-03-29 04:00 @ 20.42 | 2025-03-29 08:00 @ 19.86 | 4h | −$104.35 | -2.83% | signal |
| 93 | long | 2025-04-11 16:00 @ 19.19 | 2025-04-12 04:00 @ 18.90 | 12h | −$58.53 | -1.60% | signal |
| 94 | long | 2025-04-12 08:00 @ 19.10 | 2025-04-16 00:00 @ 19.00 | 3d 16h | −$16.02 | -0.44% | signal |
| 95 | long | 2025-04-17 08:00 @ 19.39 | 2025-04-17 16:00 @ 19.11 | 8h | −$55.95 | -1.53% | signal |
| 96 | long | 2025-04-19 04:00 @ 19.25 | 2025-05-05 12:00 @ 19.45 | 16d 8h | $32.84 | +0.90% | signal |
| 97 | long | 2025-05-07 00:00 @ 20.01 | 2025-05-07 12:00 @ 19.75 | 12h | −$50.47 | -1.39% | signal |
| 98 | long | 2025-05-08 04:00 @ 20.34 | 2025-05-19 08:00 @ 21.67 | 11d 4h | $222.43 | +6.13% | signal |
| 99 | long | 2025-05-19 16:00 @ 22.07 | 2025-05-25 12:00 @ 22.35 | 5d 20h | $38.47 | +1.04% | signal |
| 100 | long | 2025-05-26 00:00 @ 23.44 | 2025-05-29 20:00 @ 22.61 | 3d 20h | −$134.49 | -3.64% | signal |
| 101 | long | 2025-06-11 00:00 @ 22.57 | 2025-06-11 04:00 @ 22.30 | 4h | −$47.29 | -1.29% | signal |
| 102 | long | 2025-06-11 16:00 @ 22.57 | 2025-06-11 20:00 @ 21.70 | 4h | −$143.59 | -3.94% | signal |
| 103 | long | 2025-07-09 20:00 @ 19.12 | 2025-08-02 00:00 @ 21.50 | 23d 4h | $421.97 | +11.68% | signal |
| 104 | long | 2025-08-04 16:00 @ 22.34 | 2025-08-05 16:00 @ 21.70 | 1d | −$110.74 | -2.98% | signal |
| 105 | long | 2025-08-06 08:00 @ 22.24 | 2025-08-06 12:00 @ 21.93 | 4h | −$55.43 | -1.50% | signal |
| 106 | long | 2025-08-06 16:00 @ 22.33 | 2025-08-07 00:00 @ 22.21 | 8h | −$22.81 | -0.62% | signal |
| 107 | long | 2025-08-07 12:00 @ 22.78 | 2025-08-12 00:00 @ 22.77 | 4d 12h | −$9.36 | -0.25% | signal |
| 108 | long | 2025-08-12 08:00 @ 23.13 | 2025-08-12 12:00 @ 22.96 | 4h | −$29.39 | -0.80% | signal |
| 109 | long | 2025-08-12 16:00 @ 24.20 | 2025-08-15 20:00 @ 23.52 | 3d 4h | −$110.61 | -3.02% | signal |
| 110 | long | 2025-08-16 00:00 @ 23.75 | 2025-08-18 08:00 @ 23.51 | 2d 8h | −$42.55 | -1.17% | signal |
| 111 | long | 2025-08-18 20:00 @ 23.83 | 2025-08-19 00:00 @ 23.68 | 4h | −$26.64 | -0.74% | signal |
| 112 | long | 2025-08-22 16:00 @ 24.27 | 2025-08-25 20:00 @ 23.53 | 3d 4h | −$116.16 | -3.21% | signal |
| 113 | long | 2025-08-26 20:00 @ 24.22 | 2025-08-29 12:00 @ 23.73 | 2d 16h | −$78.28 | -2.18% | signal |
| 114 | long | 2025-08-30 08:00 @ 23.81 | 2025-09-01 00:00 @ 23.38 | 1d 16h | −$70.48 | -1.98% | signal |
| 115 | long | 2025-09-01 08:00 @ 23.78 | 2025-09-01 20:00 @ 23.56 | 12h | −$37.70 | -1.06% | signal |
| 116 | long | 2025-09-02 04:00 @ 23.68 | 2025-09-26 12:00 @ 27.56 | 24d 8h | $554.96 | +15.68% | signal |
| 117 | long | 2025-09-26 16:00 @ 27.88 | 2025-10-07 16:00 @ 28.51 | 11d | $75.38 | +2.05% | signal |
| 118 | long | 2026-01-01 20:00 @ 13.55 | 2026-01-19 00:00 @ 12.97 | 17d 4h | −$163.56 | -4.42% | signal |
| 119 | long | 2026-03-04 12:00 @ 9.30 | 2026-03-06 16:00 @ 8.96 | 2d 4h | −$136.47 | -3.73% | signal |
| 120 | long | 2026-03-09 08:00 @ 9.08 | 2026-03-22 00:00 @ 9.21 | 12d 16h | $40.60 | +1.12% | signal |
| 121 | long | 2026-03-23 12:00 @ 9.38 | 2026-03-26 12:00 @ 9.23 | 3d | −$65.47 | -1.80% | signal |
| 122 | long | 2026-04-01 08:00 @ 9.34 | 2026-04-01 12:00 @ 9.19 | 4h | −$61.13 | -1.69% | signal |
| 123 | long | 2026-04-06 04:00 @ 9.45 | 2026-04-06 20:00 @ 9.31 | 16h | −$57.53 | -1.60% | signal |
| 124 | long | 2026-04-08 00:00 @ 9.43 | 2026-04-08 16:00 @ 9.21 | 16h | −$86.69 | -2.42% | signal |
| 125 | long | 2026-04-09 16:00 @ 9.34 | 2026-04-09 20:00 @ 9.30 | 4h | −$19.46 | -0.55% | signal |
| 126 | long | 2026-04-10 00:00 @ 9.36 | 2026-04-10 04:00 @ 9.30 | 4h | −$27.00 | -0.76% | signal |
| 127 | long | 2026-04-10 16:00 @ 9.42 | 2026-04-11 08:00 @ 9.28 | 16h | −$59.05 | -1.66% | signal |
| 128 | long | 2026-04-11 16:00 @ 9.33 | 2026-04-12 04:00 @ 9.08 | 12h | −$99.84 | -2.82% | signal |
| 129 | long | 2026-04-13 20:00 @ 9.40 | 2026-04-15 00:00 @ 9.29 | 1d 4h | −$45.50 | -1.29% | signal |
| 130 | long | 2026-04-15 04:00 @ 9.34 | 2026-04-15 08:00 @ 9.26 | 4h | −$33.75 | -0.96% | signal |
| 131 | long | 2026-04-15 12:00 @ 9.42 | 2026-04-19 08:00 @ 9.20 | 3d 20h | −$86.05 | -2.46% | signal |
| 132 | long | 2026-04-19 16:00 @ 9.28 | 2026-04-19 20:00 @ 9.18 | 4h | −$39.04 | -1.12% | signal |
| 133 | long | 2026-04-20 16:00 @ 9.23 | 2026-04-27 16:00 @ 9.13 | 7d | −$43.47 | -1.26% | signal |
| 134 | long | 2026-04-28 00:00 @ 9.26 | 2026-04-28 08:00 @ 9.17 | 8h | −$37.92 | -1.10% | signal |
| 135 | long | 2026-04-29 04:00 @ 9.26 | 2026-04-29 16:00 @ 9.11 | 12h | −$57.94 | -1.68% | signal |
| 136 | long | 2026-05-04 04:00 @ 9.29 | 2026-05-04 08:00 @ 9.23 | 4h | −$28.02 | -0.82% | signal |
| 137 | long | 2026-05-04 20:00 @ 9.24 | 2026-05-05 00:00 @ 9.17 | 4h | −$29.22 | -0.85% | signal |
| 138 | long | 2026-05-05 04:00 @ 9.28 | 2026-05-16 08:00 @ 9.33 | 11d 4h | $11.47 | +0.34% | signal |
| 139 | long | 2026-05-21 08:00 @ 9.47 | 2026-05-21 12:00 @ 9.29 | 4h | −$67.67 | -1.98% | signal |
| 140 | long | 2026-05-21 20:00 @ 9.49 | 2026-05-22 16:00 @ 9.43 | 20h | −$27.54 | -0.81% | signal |
| 141 | long | 2026-07-03 04:00 @ 6.85 | 2026-07-03 08:00 @ 6.83 | 4h | −$10.20 | -0.30% | signal |
| 142 | long | 2026-07-03 12:00 @ 6.90 | 2026-07-08 04:00 @ 6.39 | 4d 16h | −$256.81 | -7.57% | signal |
| 143 | long | 2026-07-09 08:00 @ 6.74 | 2026-07-12 00:00 @ 6.54 | 2d 16h | −$103.59 | -3.11% | signal |
| 144 | long | 2026-07-13 12:00 @ 6.64 | 2026-07-13 16:00 @ 6.56 | 4h | −$45.33 | -1.37% | signal |
| 145 | long | 2026-07-14 16:00 @ 6.65 | 2026-07-16 12:00 @ 6.57 | 1d 20h | −$45.66 | -1.39% | signal |
| 146 | long | 2026-07-16 16:00 @ 6.63 | 2026-07-17 00:00 @ 6.51 | 8h | −$60.50 | -1.85% | signal |
| 147 | long | 2026-07-17 20:00 @ 6.57 | 2026-07-18 12:00 @ 6.54 | 16h | −$20.06 | -0.61% | signal |
| 148 | long | 2026-07-18 20:00 @ 6.57 | 2026-07-19 08:00 @ 6.55 | 12h | −$12.23 | -0.38% | signal |
| 149 | long | 2026-07-20 04:00 @ 6.60 | 2026-07-20 08:00 @ 6.54 | 4h | −$31.17 | -0.96% | signal |
| 150 | long | 2026-07-20 12:00 @ 6.63 | 2026-07-22 08:00 @ 6.50 | 1d 20h | −$67.97 | -2.09% | signal |
| 151 | long | 2026-07-22 16:00 @ 6.64 | 2026-07-23 04:00 @ 6.52 | 12h | −$58.28 | -1.80% | signal |
| 152 | long | 2026-07-23 12:00 @ 6.58 | 2026-07-23 16:00 @ 6.44 | 4h | −$71.36 | -2.22% | signal |
| 153 | long | 2026-07-25 16:00 @ 6.58 | 2026-07-27 16:00 @ 6.54 | 2d | −$23.85 | -0.75% | signal |
| 154 | long | 2026-07-27 20:00 @ 6.61 | 2026-07-28 00:00 @ 6.40 | 4h | −$105.26 | -3.30% | signal |
| 155 | long | 2026-08-02 08:00 @ 6.61 | 2026-08-03 00:00 @ 6.55 | 16h | −$32.34 | -1.02% | signal |
| 156 | long | 2026-08-04 04:00 @ 6.87 | 2026-08-06 12:00 @ 6.43 | 2d 8h | −$203.04 | -6.43% | signal |
| 157 | long | 2026-08-09 16:00 @ 6.55 | 2026-08-10 00:00 @ 6.41 | 8h | −$66.75 | -2.15% | signal |
| 158 | long | 2026-08-10 12:00 @ 6.55 | 2026-08-10 16:00 @ 6.48 | 4h | −$34.02 | -1.10% | signal |
| 159 | long | 2026-08-15 04:00 @ 6.77 | 2026-08-15 20:00 @ 6.50 | 16h | −$126.32 | -4.10% | signal |
| 160 | long | 2026-08-19 16:00 @ 6.56 | 2026-09-01 00:00 @ 7.27 | 12d 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.