[Famous-Q] Faber 200-bar SMA timing
publicLINKUSDT · 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 · 1–200 shown
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 201 | long | 2026-08-11 00:00 @ 8.30 | 2026-09-01 00:00 @ 11.42 | 21d | $723.50 | +36.99% | end of data |
| 200 | long | 2026-08-10 12:00 @ 8.31 | 2026-08-10 20:00 @ 8.27 | 8h | −$11.42 | -0.58% | signal |
| 199 | long | 2026-08-08 04:00 @ 8.26 | 2026-08-10 00:00 @ 8.18 | 1d 20h | −$21.61 | -1.10% | signal |
| 198 | long | 2026-08-07 16:00 @ 8.28 | 2026-08-07 20:00 @ 8.21 | 4h | −$18.55 | -0.94% | signal |
| 197 | long | 2026-08-04 12:00 @ 8.21 | 2026-08-04 16:00 @ 8.19 | 4h | −$7.55 | -0.38% | signal |
| 196 | long | 2026-08-02 04:00 @ 8.29 | 2026-08-04 00:00 @ 8.18 | 1d 20h | −$28.54 | -1.44% | signal |
| 195 | long | 2026-07-10 04:00 @ 7.90 | 2026-08-01 12:00 @ 8.08 | 22d 8h | $35.65 | +1.81% | signal |
| 194 | long | 2026-07-09 20:00 @ 7.77 | 2026-07-10 00:00 @ 7.73 | 4h | −$12.65 | -0.64% | signal |
| 193 | long | 2026-07-03 20:00 @ 7.95 | 2026-07-08 04:00 @ 7.69 | 4d 8h | −$67.66 | -3.40% | signal |
| 192 | long | 2026-07-03 12:00 @ 7.87 | 2026-07-03 16:00 @ 7.84 | 4h | −$10.37 | -0.52% | signal |
| 191 | long | 2026-05-21 20:00 @ 9.80 | 2026-05-22 20:00 @ 9.46 | 1d | −$71.72 | -3.57% | signal |
| 190 | long | 2026-05-21 04:00 @ 9.76 | 2026-05-21 12:00 @ 9.54 | 8h | −$46.67 | -2.31% | signal |
| 189 | long | 2026-05-20 20:00 @ 9.65 | 2026-05-21 00:00 @ 9.63 | 4h | −$7.02 | -0.35% | signal |
| 188 | long | 2026-05-19 04:00 @ 9.70 | 2026-05-19 12:00 @ 9.54 | 8h | −$36.74 | -1.81% | signal |
| 187 | long | 2026-05-03 08:00 @ 9.11 | 2026-05-18 00:00 @ 9.56 | 14d 16h | $90.92 | +4.52% | signal |
| 186 | long | 2026-05-02 16:00 @ 9.16 | 2026-05-03 04:00 @ 9.09 | 12h | −$18.44 | -0.92% | signal |
| 185 | long | 2026-04-30 00:00 @ 9.11 | 2026-05-02 08:00 @ 9.08 | 2d 8h | −$8.95 | -0.44% | signal |
| 184 | long | 2026-04-13 20:00 @ 9.02 | 2026-04-29 20:00 @ 9.01 | 16d | −$9.85 | -0.49% | signal |
| 183 | long | 2026-04-10 12:00 @ 8.98 | 2026-04-12 04:00 @ 8.79 | 1d 16h | −$47.19 | -2.32% | signal |
| 182 | long | 2026-04-09 20:00 @ 9.00 | 2026-04-10 00:00 @ 8.94 | 4h | −$16.62 | -0.82% | signal |
| 181 | long | 2026-04-08 00:00 @ 9.29 | 2026-04-09 00:00 @ 8.85 | 1d | −$99.07 | -4.81% | signal |
| 180 | long | 2026-04-06 12:00 @ 9.05 | 2026-04-07 00:00 @ 8.79 | 12h | −$60.40 | -2.91% | signal |
| 179 | long | 2026-04-01 08:00 @ 9.06 | 2026-04-02 00:00 @ 8.94 | 16h | −$30.20 | -1.45% | signal |
| 178 | long | 2026-03-23 12:00 @ 8.97 | 2026-03-26 12:00 @ 8.94 | 3d | −$11.33 | -0.54% | signal |
| 177 | long | 2026-03-09 12:00 @ 8.77 | 2026-03-22 00:00 @ 8.82 | 12d 12h | $6.35 | +0.30% | signal |
| 176 | long | 2026-03-04 12:00 @ 9.13 | 2026-03-06 16:00 @ 8.78 | 2d 4h | −$82.01 | -3.90% | signal |
| 175 | long | 2026-03-02 16:00 @ 9.10 | 2026-03-02 20:00 @ 9.03 | 4h | −$18.99 | -0.90% | signal |
| 174 | long | 2026-01-03 12:00 @ 13.07 | 2026-01-19 04:00 @ 12.85 | 15d 16h | −$43.67 | -2.06% | signal |
| 173 | long | 2026-01-02 16:00 @ 13.08 | 2026-01-03 08:00 @ 13.01 | 16h | −$13.46 | -0.63% | signal |
| 172 | long | 2025-12-15 08:00 @ 13.57 | 2025-12-15 16:00 @ 12.77 | 8h | −$129.17 | -5.99% | signal |
| 171 | long | 2025-12-13 08:00 @ 13.79 | 2025-12-14 12:00 @ 13.56 | 1d 4h | −$38.42 | -1.78% | signal |
| 170 | long | 2025-12-12 00:00 @ 14.06 | 2025-12-12 16:00 @ 13.52 | 16h | −$86.84 | -3.97% | signal |
| 169 | long | 2025-12-09 16:00 @ 14.40 | 2025-12-11 04:00 @ 13.52 | 1d 12h | −$139.19 | -6.27% | signal |
| 168 | long | 2025-12-08 08:00 @ 14.00 | 2025-12-08 16:00 @ 13.73 | 8h | −$46.33 | -2.07% | signal |
| 167 | long | 2025-12-07 20:00 @ 14.06 | 2025-12-08 00:00 @ 13.64 | 4h | −$69.05 | -3.07% | signal |
| 166 | long | 2025-12-07 04:00 @ 14.01 | 2025-12-07 08:00 @ 13.92 | 4h | −$16.34 | -0.73% | signal |
| 165 | long | 2025-12-03 08:00 @ 14.38 | 2025-12-05 12:00 @ 14.04 | 2d 4h | −$56.56 | -2.49% | signal |
| 164 | long | 2025-10-06 16:00 @ 22.83 | 2025-10-07 16:00 @ 21.98 | 1d | −$88.90 | -3.88% | signal |
| 163 | long | 2025-10-05 08:00 @ 22.81 | 2025-10-05 16:00 @ 22.46 | 8h | −$38.20 | -1.66% | signal |
| 162 | long | 2025-10-02 20:00 @ 22.92 | 2025-10-03 00:00 @ 22.76 | 4h | −$18.50 | -0.80% | signal |
| 161 | long | 2025-09-18 00:00 @ 23.99 | 2025-09-19 12:00 @ 23.84 | 1d 12h | −$17.96 | -0.78% | signal |
| 160 | long | 2025-09-11 20:00 @ 23.94 | 2025-09-15 08:00 @ 23.83 | 3d 12h | −$14.47 | -0.63% | signal |
| 159 | long | 2025-09-11 00:00 @ 23.57 | 2025-09-11 16:00 @ 23.50 | 16h | −$9.44 | -0.41% | signal |
| 158 | long | 2025-09-10 16:00 @ 23.67 | 2025-09-10 20:00 @ 23.30 | 4h | −$38.52 | -1.66% | signal |
| 157 | long | 2025-09-10 08:00 @ 23.44 | 2025-09-10 12:00 @ 23.35 | 4h | −$12.42 | -0.53% | signal |
| 156 | long | 2025-09-09 08:00 @ 23.68 | 2025-09-09 16:00 @ 22.92 | 8h | −$77.91 | -3.32% | signal |
| 155 | long | 2025-09-08 16:00 @ 23.21 | 2025-09-08 20:00 @ 22.98 | 4h | −$25.62 | -1.09% | signal |
| 154 | long | 2025-09-05 08:00 @ 23.07 | 2025-09-05 16:00 @ 22.22 | 8h | −$90.08 | -3.79% | signal |
| 153 | long | 2025-08-07 08:00 @ 16.83 | 2025-09-04 20:00 @ 22.25 | 28d 12h | $688.55 | +31.24% | signal |
| 152 | long | 2025-08-06 16:00 @ 16.77 | 2025-08-07 04:00 @ 16.59 | 12h | −$25.97 | -1.17% | signal |
| 151 | long | 2025-08-04 04:00 @ 16.58 | 2025-08-05 16:00 @ 16.25 | 1d 12h | −$46.30 | -2.08% | signal |
| 150 | long | 2025-07-08 08:00 @ 13.35 | 2025-08-02 00:00 @ 16.06 | 24d 16h | $409.31 | +19.31% | signal |
| 149 | long | 2025-07-06 16:00 @ 13.43 | 2025-07-08 04:00 @ 13.24 | 1d 12h | −$33.70 | -1.58% | signal |
| 148 | long | 2025-07-02 20:00 @ 13.77 | 2025-07-04 08:00 @ 13.36 | 1d 12h | −$66.73 | -3.11% | signal |
| 147 | long | 2025-06-30 20:00 @ 13.62 | 2025-07-01 00:00 @ 13.36 | 4h | −$42.09 | -1.95% | signal |
| 146 | long | 2025-06-30 00:00 @ 13.70 | 2025-06-30 04:00 @ 13.48 | 4h | −$37.97 | -1.75% | signal |
| 145 | long | 2025-06-11 16:00 @ 15.61 | 2025-06-11 20:00 @ 15.13 | 4h | −$69.33 | -3.18% | signal |
| 144 | long | 2025-06-11 08:00 @ 15.39 | 2025-06-11 12:00 @ 15.16 | 4h | −$35.14 | -1.60% | signal |
| 143 | long | 2025-06-11 00:00 @ 15.45 | 2025-06-11 04:00 @ 15.28 | 4h | −$25.61 | -1.17% | signal |
| 142 | long | 2025-05-29 00:00 @ 15.69 | 2025-05-29 16:00 @ 15.34 | 16h | −$51.19 | -2.32% | signal |
| 141 | long | 2025-05-26 00:00 @ 15.53 | 2025-05-28 20:00 @ 15.31 | 2d 20h | −$34.82 | -1.57% | signal |
| 140 | long | 2025-05-06 16:00 @ 13.38 | 2025-05-25 08:00 @ 15.28 | 18d 16h | $294.46 | +13.73% | signal |
| 139 | long | 2025-04-22 08:00 @ 13.28 | 2025-05-06 12:00 @ 13.28 | 14d 4h | −$7.70 | -0.36% | signal |
| 138 | long | 2025-04-21 04:00 @ 13.53 | 2025-04-21 20:00 @ 13.12 | 16h | −$67.48 | -3.12% | signal |
| 137 | long | 2025-04-20 20:00 @ 13.40 | 2025-04-21 00:00 @ 13.28 | 4h | −$22.77 | -1.05% | signal |
| 136 | long | 2025-03-25 08:00 @ 15.20 | 2025-03-28 08:00 @ 14.47 | 3d | −$109.26 | -4.97% | signal |
| 135 | long | 2025-03-24 12:00 @ 15.19 | 2025-03-25 04:00 @ 14.89 | 16h | −$46.24 | -2.09% | signal |
| 134 | long | 2025-01-29 04:00 @ 23.24 | 2025-02-02 04:00 @ 22.31 | 4d | −$93.30 | -4.18% | signal |
| 133 | long | 2025-01-27 16:00 @ 23.68 | 2025-01-29 00:00 @ 22.59 | 1d 8h | −$106.06 | -4.70% | signal |
| 132 | long | 2025-01-16 16:00 @ 23.30 | 2025-01-27 12:00 @ 22.40 | 10d 20h | −$97.81 | -4.28% | signal |
| 131 | long | 2025-01-06 16:00 @ 24.38 | 2025-01-06 20:00 @ 23.89 | 4h | −$48.69 | -2.12% | signal |
| 130 | long | 2024-12-27 12:00 @ 23.44 | 2024-12-27 16:00 @ 22.29 | 4h | −$116.03 | -4.99% | signal |
| 129 | long | 2024-12-23 20:00 @ 22.93 | 2024-12-26 12:00 @ 23.04 | 2d 16h | $6.33 | +0.27% | signal |
| 128 | long | 2024-12-23 04:00 @ 23.08 | 2024-12-23 16:00 @ 22.14 | 12h | −$97.87 | -4.17% | signal |
| 127 | long | 2024-12-22 12:00 @ 22.45 | 2024-12-22 16:00 @ 21.80 | 4h | −$71.41 | -3.02% | signal |
| 126 | long | 2024-12-20 16:00 @ 22.70 | 2024-12-22 08:00 @ 21.96 | 1d 16h | −$80.00 | -3.35% | signal |
| 125 | long | 2024-11-06 04:00 @ 11.69 | 2024-12-20 12:00 @ 20.02 | 44d 8h | $1,361.46 | +66.59% | signal |
| 124 | long | 2024-11-01 16:00 @ 11.32 | 2024-11-02 00:00 @ 11.25 | 8h | −$16.27 | -0.79% | signal |
| 123 | long | 2024-10-29 04:00 @ 11.42 | 2024-11-01 08:00 @ 11.31 | 3d 4h | −$23.31 | -1.13% | signal |
| 122 | long | 2024-10-24 20:00 @ 11.52 | 2024-10-26 00:00 @ 11.12 | 1d 4h | −$73.14 | -3.53% | signal |
| 121 | long | 2024-10-20 08:00 @ 11.38 | 2024-10-23 12:00 @ 11.39 | 3d 4h | −$2.51 | -0.12% | signal |
| 120 | long | 2024-10-19 16:00 @ 11.38 | 2024-10-20 04:00 @ 11.33 | 12h | −$12.44 | -0.60% | signal |
| 119 | long | 2024-10-18 08:00 @ 11.42 | 2024-10-19 12:00 @ 11.30 | 1d 4h | −$25.25 | -1.21% | signal |
| 118 | long | 2024-10-16 12:00 @ 11.45 | 2024-10-16 16:00 @ 11.16 | 4h | −$56.35 | -2.69% | signal |
| 117 | long | 2024-10-16 00:00 @ 11.46 | 2024-10-16 04:00 @ 11.29 | 4h | −$33.99 | -1.61% | signal |
| 116 | long | 2024-10-15 04:00 @ 11.46 | 2024-10-15 16:00 @ 11.13 | 12h | −$63.27 | -2.98% | signal |
| 115 | long | 2024-10-08 04:00 @ 11.21 | 2024-10-08 08:00 @ 11.02 | 4h | −$39.63 | -1.86% | signal |
| 114 | long | 2024-10-05 08:00 @ 11.21 | 2024-10-08 00:00 @ 11.15 | 2d 16h | −$14.83 | -0.69% | signal |
| 113 | long | 2024-10-04 16:00 @ 11.16 | 2024-10-05 00:00 @ 11.07 | 8h | −$20.55 | -0.96% | signal |
| 112 | long | 2024-10-02 04:00 @ 11.21 | 2024-10-02 12:00 @ 11.06 | 8h | −$31.59 | -1.47% | signal |
| 111 | long | 2024-09-19 00:00 @ 10.89 | 2024-10-01 20:00 @ 11.04 | 12d 20h | $19.78 | +0.92% | signal |
| 110 | long | 2024-09-17 16:00 @ 10.85 | 2024-09-17 20:00 @ 10.66 | 4h | −$39.98 | -1.86% | signal |
| 109 | long | 2024-09-13 12:00 @ 10.93 | 2024-09-16 04:00 @ 10.64 | 2d 16h | −$60.23 | -2.78% | signal |
| 108 | long | 2024-09-12 20:00 @ 10.73 | 2024-09-13 08:00 @ 10.69 | 12h | −$10.73 | -0.49% | signal |
| 107 | long | 2024-08-31 12:00 @ 11.14 | 2024-08-31 16:00 @ 11.08 | 4h | −$13.57 | -0.62% | signal |
| 106 | long | 2024-08-29 16:00 @ 11.34 | 2024-08-29 20:00 @ 10.94 | 4h | −$77.78 | -3.55% | signal |
| 105 | long | 2024-08-28 12:00 @ 11.50 | 2024-08-28 16:00 @ 11.30 | 4h | −$40.62 | -1.84% | signal |
| 104 | long | 2024-08-23 16:00 @ 11.67 | 2024-08-28 00:00 @ 11.14 | 4d 8h | −$105.29 | -4.72% | signal |
| 103 | long | 2024-08-23 08:00 @ 11.64 | 2024-08-23 12:00 @ 11.51 | 4h | −$27.97 | -1.25% | signal |
| 102 | long | 2024-07-30 16:00 @ 13.54 | 2024-07-30 20:00 @ 13.14 | 4h | −$70.23 | -3.12% | signal |
| 101 | long | 2024-07-30 04:00 @ 13.75 | 2024-07-30 12:00 @ 13.52 | 8h | −$41.07 | -1.81% | signal |
| 100 | long | 2024-07-29 04:00 @ 13.71 | 2024-07-30 00:00 @ 13.52 | 20h | −$32.99 | -1.45% | signal |
| 99 | long | 2024-07-28 12:00 @ 13.58 | 2024-07-28 16:00 @ 13.42 | 4h | −$30.20 | -1.32% | signal |
| 98 | long | 2024-07-27 08:00 @ 13.64 | 2024-07-27 20:00 @ 13.52 | 12h | −$23.81 | -1.04% | signal |
| 97 | long | 2024-07-26 20:00 @ 13.57 | 2024-07-27 00:00 @ 13.52 | 4h | −$10.79 | -0.47% | signal |
| 96 | long | 2024-07-19 16:00 @ 13.87 | 2024-07-24 20:00 @ 13.57 | 5d 4h | −$54.85 | -2.38% | signal |
| 95 | long | 2024-07-19 04:00 @ 13.64 | 2024-07-19 08:00 @ 13.56 | 4h | −$17.09 | -0.74% | signal |
| 94 | long | 2024-07-15 16:00 @ 13.87 | 2024-07-18 16:00 @ 13.52 | 3d | −$62.11 | -2.67% | signal |
| 93 | long | 2024-07-15 04:00 @ 13.80 | 2024-07-15 12:00 @ 13.77 | 8h | −$7.83 | -0.34% | signal |
| 92 | long | 2024-06-10 00:00 @ 16.37 | 2024-06-10 04:00 @ 16.12 | 4h | −$37.98 | -1.63% | signal |
| 91 | long | 2024-05-16 20:00 @ 14.99 | 2024-06-08 12:00 @ 15.87 | 22d 16h | $113.07 | +4.90% | signal |
| 90 | long | 2024-03-28 08:00 @ 19.56 | 2024-03-28 16:00 @ 19.36 | 8h | −$27.20 | -1.18% | signal |
| 89 | long | 2024-03-25 16:00 @ 19.33 | 2024-03-27 16:00 @ 19.16 | 2d | −$27.10 | -1.17% | signal |
| 88 | long | 2024-03-06 08:00 @ 19.53 | 2024-03-15 04:00 @ 19.58 | 8d 20h | −$32.08 | -1.38% | signal |
| 87 | long | 2024-01-29 20:00 @ 14.99 | 2024-03-05 20:00 @ 17.74 | 36d | $331.34 | +14.76% | signal |
| 86 | long | 2024-01-19 08:00 @ 15.05 | 2024-01-22 20:00 @ 14.72 | 3d 12h | −$54.32 | -2.41% | signal |
| 85 | long | 2024-01-15 04:00 @ 15.59 | 2024-01-18 20:00 @ 14.32 | 3d 16h | −$192.58 | -8.35% | signal |
| 84 | long | 2024-01-14 08:00 @ 14.89 | 2024-01-15 00:00 @ 14.76 | 16h | −$22.48 | -0.97% | signal |
| 83 | long | 2024-01-12 12:00 @ 14.98 | 2024-01-12 16:00 @ 14.78 | 4h | −$33.12 | -1.43% | signal |
| 82 | long | 2024-01-11 12:00 @ 15.34 | 2024-01-12 04:00 @ 14.78 | 16h | −$87.53 | -3.74% | signal |
| 81 | long | 2024-01-11 00:00 @ 15.08 | 2024-01-11 08:00 @ 14.83 | 8h | −$41.72 | -1.77% | signal |
| 80 | long | 2024-01-03 04:00 @ 15.32 | 2024-01-03 12:00 @ 14.94 | 8h | −$60.62 | -2.56% | signal |
| 79 | long | 2024-01-01 12:00 @ 15.31 | 2024-01-02 20:00 @ 15.23 | 1d 8h | −$17.17 | -0.72% | signal |
| 78 | long | 2023-12-31 12:00 @ 15.35 | 2024-01-01 00:00 @ 14.95 | 12h | −$65.46 | -2.74% | signal |
| 77 | long | 2023-12-30 16:00 @ 15.40 | 2023-12-31 00:00 @ 15.18 | 8h | −$36.43 | -1.52% | signal |
| 76 | long | 2023-12-27 12:00 @ 15.48 | 2023-12-30 12:00 @ 15.16 | 3d | −$63.15 | -2.62% | signal |
| 75 | long | 2023-12-27 00:00 @ 15.11 | 2023-12-27 04:00 @ 14.75 | 4h | −$61.31 | -2.52% | signal |
| 74 | long | 2023-12-21 12:00 @ 15.10 | 2023-12-26 20:00 @ 14.85 | 5d 8h | −$59.30 | -2.43% | signal |
| 73 | long | 2023-12-15 12:00 @ 15.07 | 2023-12-15 16:00 @ 14.78 | 4h | −$49.36 | -2.01% | signal |
| 72 | long | 2023-12-14 20:00 @ 15.28 | 2023-12-15 08:00 @ 14.90 | 12h | −$65.45 | -2.65% | signal |
| 71 | long | 2023-12-14 12:00 @ 15.28 | 2023-12-14 16:00 @ 14.87 | 4h | −$69.73 | -2.80% | signal |
| 70 | long | 2023-12-12 04:00 @ 14.99 | 2023-12-12 12:00 @ 14.80 | 8h | −$33.89 | -1.36% | signal |
| 69 | long | 2023-12-11 12:00 @ 15.05 | 2023-12-11 16:00 @ 14.79 | 4h | −$46.34 | -1.85% | signal |
| 68 | long | 2023-10-20 04:00 @ 7.43 | 2023-12-11 08:00 @ 14.86 | 52d 4h | $1,941.26 | +95.90% | signal |
| 67 | long | 2023-10-19 08:00 @ 7.35 | 2023-10-20 00:00 @ 7.30 | 16h | −$15.84 | -0.78% | signal |
| 66 | long | 2023-09-18 00:00 @ 6.14 | 2023-10-19 04:00 @ 7.29 | 31d 4h | $348.55 | +17.96% | signal |
| 65 | long | 2023-09-15 20:00 @ 6.22 | 2023-09-17 20:00 @ 6.13 | 2d | −$32.76 | -1.68% | signal |
| 64 | long | 2023-08-14 04:00 @ 7.44 | 2023-08-15 00:00 @ 7.41 | 20h | −$10.99 | -0.56% | signal |
| 63 | long | 2023-08-08 00:00 @ 7.33 | 2023-08-14 00:00 @ 7.36 | 6d | $3.88 | +0.20% | signal |
| 62 | long | 2023-08-07 04:00 @ 7.16 | 2023-08-07 16:00 @ 7.07 | 12h | −$28.34 | -1.45% | signal |
| 61 | long | 2023-06-29 08:00 @ 5.88 | 2023-08-06 20:00 @ 7.09 | 38d 12h | $362.83 | +19.43% | signal |
| 60 | long | 2023-06-23 16:00 @ 6.01 | 2023-06-28 20:00 @ 5.81 | 5d 4h | −$64.59 | -3.43% | signal |
| 59 | long | 2023-04-26 16:00 @ 7.44 | 2023-04-26 20:00 @ 6.88 | 4h | −$146.05 | -7.61% | signal |
| 58 | long | 2023-03-29 08:00 @ 7.17 | 2023-04-21 16:00 @ 7.38 | 23d 8h | $40.24 | +2.11% | signal |
| 57 | long | 2023-03-26 00:00 @ 7.07 | 2023-03-27 16:00 @ 6.88 | 1d 16h | −$56.17 | -2.92% | signal |
| 56 | long | 2023-03-23 00:00 @ 7.17 | 2023-03-25 20:00 @ 6.98 | 2d 20h | −$53.75 | -2.77% | signal |
| 55 | long | 2023-03-21 16:00 @ 7.26 | 2023-03-22 20:00 @ 7.03 | 1d 4h | −$65.08 | -3.33% | signal |
| 54 | long | 2023-03-20 08:00 @ 7.17 | 2023-03-20 20:00 @ 7.10 | 12h | −$20.88 | -1.07% | signal |
| 53 | long | 2023-03-19 16:00 @ 7.15 | 2023-03-20 00:00 @ 7.08 | 8h | −$20.80 | -1.06% | signal |
| 52 | long | 2023-03-18 00:00 @ 7.21 | 2023-03-18 16:00 @ 7.02 | 16h | −$52.24 | -2.64% | signal |
| 51 | long | 2023-03-17 12:00 @ 7.13 | 2023-03-17 16:00 @ 7.00 | 4h | −$38.16 | -1.92% | signal |
| 50 | long | 2023-03-14 16:00 @ 7.15 | 2023-03-14 20:00 @ 7.00 | 4h | −$44.05 | -2.21% | signal |
| 49 | long | 2023-03-01 04:00 @ 7.35 | 2023-03-02 16:00 @ 7.22 | 1d 12h | −$38.26 | -1.91% | signal |
| 48 | long | 2023-02-28 12:00 @ 7.33 | 2023-02-28 20:00 @ 7.25 | 8h | −$21.69 | -1.08% | signal |
| 47 | long | 2023-02-28 04:00 @ 7.29 | 2023-02-28 08:00 @ 7.25 | 4h | −$12.49 | -0.62% | signal |
| 46 | long | 2023-02-15 20:00 @ 7.07 | 2023-02-27 20:00 @ 7.19 | 12d | $23.16 | +1.15% | signal |
| 45 | long | 2023-01-11 20:00 @ 6.17 | 2023-02-13 00:00 @ 6.80 | 32d 4h | $174.83 | +8.89% | signal |
| 44 | long | 2023-01-10 12:00 @ 6.11 | 2023-01-11 16:00 @ 6.04 | 1d 4h | −$25.30 | -1.28% | signal |
| 43 | long | 2023-01-09 08:00 @ 6.12 | 2023-01-10 00:00 @ 6.06 | 16h | −$22.53 | -1.14% | signal |
| 42 | long | 2022-12-13 16:00 @ 6.92 | 2022-12-14 20:00 @ 6.75 | 1d 4h | −$52.17 | -2.62% | signal |
| 41 | long | 2022-12-10 16:00 @ 6.90 | 2022-12-12 00:00 @ 6.69 | 1d 8h | −$62.01 | -3.09% | signal |
| 40 | long | 2022-12-08 20:00 @ 7.03 | 2022-12-09 20:00 @ 6.83 | 1d | −$58.02 | -2.87% | signal |
| 39 | long | 2022-11-28 20:00 @ 7.05 | 2022-12-07 08:00 @ 6.80 | 8d 12h | −$77.28 | -3.79% | signal |
| 38 | long | 2022-11-26 16:00 @ 7.17 | 2022-11-28 00:00 @ 6.90 | 1d 8h | −$81.66 | -3.96% | signal |
| 37 | long | 2022-11-09 00:00 @ 7.70 | 2022-11-09 04:00 @ 7.32 | 4h | −$106.80 | -5.12% | signal |
| 36 | long | 2022-10-29 20:00 @ 7.54 | 2022-11-08 20:00 @ 7.39 | 10d | −$49.78 | -2.37% | signal |
| 35 | long | 2022-10-10 20:00 @ 7.60 | 2022-10-11 00:00 @ 7.33 | 4h | −$77.42 | -3.65% | signal |
| 34 | long | 2022-10-09 20:00 @ 7.62 | 2022-10-10 12:00 @ 7.48 | 16h | −$43.08 | -2.02% | signal |
| 33 | long | 2022-10-09 12:00 @ 7.55 | 2022-10-09 16:00 @ 7.53 | 4h | −$7.50 | -0.35% | signal |
| 32 | long | 2022-10-04 04:00 @ 7.52 | 2022-10-08 16:00 @ 7.49 | 4d 12h | −$13.94 | -0.65% | signal |
| 31 | long | 2022-09-24 00:00 @ 7.45 | 2022-10-02 12:00 @ 7.32 | 8d 12h | −$42.03 | -1.96% | signal |
| 30 | long | 2022-09-23 12:00 @ 7.21 | 2022-09-23 16:00 @ 7.09 | 4h | −$39.17 | -1.82% | signal |
| 29 | long | 2022-09-23 04:00 @ 7.23 | 2022-09-23 08:00 @ 7.11 | 4h | −$38.66 | -1.79% | signal |
| 28 | long | 2022-09-20 16:00 @ 7.20 | 2022-09-20 20:00 @ 6.95 | 4h | −$79.07 | -3.62% | signal |
| 27 | long | 2022-09-20 08:00 @ 7.20 | 2022-09-20 12:00 @ 7.13 | 4h | −$24.68 | -1.13% | signal |
| 26 | long | 2022-09-19 16:00 @ 7.27 | 2022-09-20 04:00 @ 7.19 | 12h | −$25.35 | -1.15% | signal |
| 25 | long | 2022-09-16 00:00 @ 7.56 | 2022-09-19 04:00 @ 7.19 | 3d 4h | −$112.86 | -5.07% | signal |
| 24 | long | 2022-09-15 08:00 @ 7.40 | 2022-09-15 12:00 @ 7.31 | 4h | −$28.08 | -1.26% | signal |
| 23 | long | 2022-09-14 16:00 @ 7.43 | 2022-09-15 04:00 @ 7.19 | 12h | −$72.32 | -3.21% | signal |
| 22 | long | 2022-09-09 04:00 @ 7.76 | 2022-09-13 16:00 @ 7.19 | 4d 12h | −$173.09 | -7.54% | signal |
| 21 | long | 2022-07-27 20:00 @ 6.74 | 2022-08-19 00:00 @ 7.64 | 22d 4h | $278.20 | +12.50% | signal |
| 20 | long | 2022-07-18 04:00 @ 6.55 | 2022-07-26 00:00 @ 6.42 | 7d 20h | −$49.14 | -2.20% | signal |
| 19 | long | 2022-07-16 20:00 @ 6.48 | 2022-07-17 16:00 @ 6.45 | 20h | −$13.96 | -0.62% | signal |
| 18 | long | 2022-06-26 00:00 @ 7.26 | 2022-06-26 20:00 @ 6.99 | 20h | −$86.13 | -3.81% | signal |
| 17 | long | 2022-06-24 20:00 @ 7.22 | 2022-06-25 16:00 @ 6.83 | 20h | −$128.43 | -5.60% | signal |
| 16 | long | 2022-06-24 04:00 @ 7.12 | 2022-06-24 16:00 @ 7.05 | 12h | −$24.05 | -1.05% | signal |
| 15 | long | 2022-06-21 04:00 @ 7.27 | 2022-06-21 20:00 @ 6.79 | 16h | −$157.52 | -6.73% | signal |
| 14 | long | 2022-06-20 16:00 @ 7.12 | 2022-06-20 20:00 @ 6.89 | 4h | −$78.01 | -3.31% | signal |
| 13 | long | 2022-06-16 00:00 @ 7.32 | 2022-06-16 04:00 @ 6.99 | 4h | −$111.13 | -4.66% | signal |
| 12 | long | 2022-06-07 16:00 @ 7.77 | 2022-06-11 16:00 @ 7.15 | 4d | −$197.74 | -8.12% | signal |
| 11 | long | 2022-06-07 08:00 @ 7.69 | 2022-06-07 12:00 @ 7.52 | 4h | −$56.53 | -2.31% | signal |
| 10 | long | 2022-06-06 04:00 @ 7.99 | 2022-06-07 04:00 @ 7.57 | 1d | −$135.44 | -5.45% | signal |
| 9 | long | 2022-04-10 16:00 @ 15.47 | 2022-04-11 00:00 @ 15.22 | 8h | −$43.07 | -1.73% | signal |
| 8 | long | 2022-04-10 00:00 @ 15.43 | 2022-04-10 12:00 @ 15.33 | 12h | −$18.74 | -0.75% | signal |
| 7 | long | 2022-04-09 04:00 @ 15.33 | 2022-04-09 12:00 @ 15.30 | 8h | −$8.48 | -0.34% | signal |
| 6 | long | 2022-03-18 08:00 @ 14.42 | 2022-04-09 00:00 @ 15.11 | 21d 16h | $99.07 | +4.00% | signal |
| 5 | long | 2022-03-17 12:00 @ 14.82 | 2022-03-18 04:00 @ 14.17 | 16h | −$112.28 | -4.48% | signal |
| 4 | long | 2022-03-16 20:00 @ 14.45 | 2022-03-17 08:00 @ 14.35 | 12h | −$21.47 | -0.86% | signal |
| 3 | long | 2022-01-19 00:00 @ 22.96 | 2022-01-19 04:00 @ 22.33 | 4h | −$71.15 | -2.81% | signal |
| 2 | long | 2022-01-02 12:00 @ 21.06 | 2022-01-18 16:00 @ 22.48 | 16d 4h | $151.75 | +6.09% | 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.