[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirLINKUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 2.3ms
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -16.76% | -30.87% | 119 | 11% |
| Validation | 2024-10-19 → 2025-09-25 | +10.75% | -25.33% | 42 | 12% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -7.29% | -15.16% | 40 | 10% |
Risk-adjusted
- Sharpe
- -0.10
- Sortino
- -0.15
- Calmar
- -0.11
- Return ÷ max drawdown
- -0.47
- CAGR
- -3.31%
- Exposure
- 46.1%
Per trade
- Expectancy
- −$7.23 · -0.20%
- Average win / loss
- $341.11 / −$50.04
- Payoff ratio
- 6.82
- Largest win / loss
- $1,941.26 / −$197.74
- Longest losing streak(winning: 2)
- 23 trades
Drawdown over time
- Max drawdown
- -31.11%
- Longest time under water
- 1067 days
- Worst drawdown recovered in
- not recovered
- Under water at the end
- 626 days
Costs and mechanics
- Fees paid
- −$439.41
- Funding
- −$671.34
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- -42.20%
Monte Carlo
1,000 alternative histories, each 201 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 | -47.10% | -16.90% | +53.98% |
| Max drawdown | -51.57% | -33.83% | -18.24% |
72% of histories lost money, and 59% had a deeper drawdown than this run’s -31.11%. 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
LINKUSDT with every trade
Trades
201 trades · 201–201 shown
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.