[Famous-Q] Faber 200-bar SMA timing

public
@djgambhir

LINKUSDT · 4h · 2022-01-012026-09-01 · 10,225 bars in 2.3ms

Net P&L
-14.54%
−$1,453.53
Max drawdown
-31.11%
Max run-up
+52.03%
Trades
201
10.9% win rate
Profit factor
0.84
2022-01-01drawdown · worst -31.11%2026-09-01
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19-16.76%-30.87%11911%
Validation2024-10-192025-09-25+10.75%-25.33%4212%
Out-of-sample2025-09-252026-09-01-7.29%-15.16%4010%

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.

this runmedian of the historiesmiddle 50% · 90%
Unlucky (5%)TypicalLucky (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

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

Trades

201 trades · 1–200 shown

#SideEntryExitHeldP&LReturnClosed by
201long2026-08-11 00:00 @ 8.302026-09-01 00:00 @ 11.4221d$723.50+36.99%end of data
200long2026-08-10 12:00 @ 8.312026-08-10 20:00 @ 8.278h−$11.42-0.58%signal
199long2026-08-08 04:00 @ 8.262026-08-10 00:00 @ 8.181d 20h−$21.61-1.10%signal
198long2026-08-07 16:00 @ 8.282026-08-07 20:00 @ 8.214h−$18.55-0.94%signal
197long2026-08-04 12:00 @ 8.212026-08-04 16:00 @ 8.194h−$7.55-0.38%signal
196long2026-08-02 04:00 @ 8.292026-08-04 00:00 @ 8.181d 20h−$28.54-1.44%signal
195long2026-07-10 04:00 @ 7.902026-08-01 12:00 @ 8.0822d 8h$35.65+1.81%signal
194long2026-07-09 20:00 @ 7.772026-07-10 00:00 @ 7.734h−$12.65-0.64%signal
193long2026-07-03 20:00 @ 7.952026-07-08 04:00 @ 7.694d 8h−$67.66-3.40%signal
192long2026-07-03 12:00 @ 7.872026-07-03 16:00 @ 7.844h−$10.37-0.52%signal
191long2026-05-21 20:00 @ 9.802026-05-22 20:00 @ 9.461d−$71.72-3.57%signal
190long2026-05-21 04:00 @ 9.762026-05-21 12:00 @ 9.548h−$46.67-2.31%signal
189long2026-05-20 20:00 @ 9.652026-05-21 00:00 @ 9.634h−$7.02-0.35%signal
188long2026-05-19 04:00 @ 9.702026-05-19 12:00 @ 9.548h−$36.74-1.81%signal
187long2026-05-03 08:00 @ 9.112026-05-18 00:00 @ 9.5614d 16h$90.92+4.52%signal
186long2026-05-02 16:00 @ 9.162026-05-03 04:00 @ 9.0912h−$18.44-0.92%signal
185long2026-04-30 00:00 @ 9.112026-05-02 08:00 @ 9.082d 8h−$8.95-0.44%signal
184long2026-04-13 20:00 @ 9.022026-04-29 20:00 @ 9.0116d−$9.85-0.49%signal
183long2026-04-10 12:00 @ 8.982026-04-12 04:00 @ 8.791d 16h−$47.19-2.32%signal
182long2026-04-09 20:00 @ 9.002026-04-10 00:00 @ 8.944h−$16.62-0.82%signal
181long2026-04-08 00:00 @ 9.292026-04-09 00:00 @ 8.851d−$99.07-4.81%signal
180long2026-04-06 12:00 @ 9.052026-04-07 00:00 @ 8.7912h−$60.40-2.91%signal
179long2026-04-01 08:00 @ 9.062026-04-02 00:00 @ 8.9416h−$30.20-1.45%signal
178long2026-03-23 12:00 @ 8.972026-03-26 12:00 @ 8.943d−$11.33-0.54%signal
177long2026-03-09 12:00 @ 8.772026-03-22 00:00 @ 8.8212d 12h$6.35+0.30%signal
176long2026-03-04 12:00 @ 9.132026-03-06 16:00 @ 8.782d 4h−$82.01-3.90%signal
175long2026-03-02 16:00 @ 9.102026-03-02 20:00 @ 9.034h−$18.99-0.90%signal
174long2026-01-03 12:00 @ 13.072026-01-19 04:00 @ 12.8515d 16h−$43.67-2.06%signal
173long2026-01-02 16:00 @ 13.082026-01-03 08:00 @ 13.0116h−$13.46-0.63%signal
172long2025-12-15 08:00 @ 13.572025-12-15 16:00 @ 12.778h−$129.17-5.99%signal
171long2025-12-13 08:00 @ 13.792025-12-14 12:00 @ 13.561d 4h−$38.42-1.78%signal
170long2025-12-12 00:00 @ 14.062025-12-12 16:00 @ 13.5216h−$86.84-3.97%signal
169long2025-12-09 16:00 @ 14.402025-12-11 04:00 @ 13.521d 12h−$139.19-6.27%signal
168long2025-12-08 08:00 @ 14.002025-12-08 16:00 @ 13.738h−$46.33-2.07%signal
167long2025-12-07 20:00 @ 14.062025-12-08 00:00 @ 13.644h−$69.05-3.07%signal
166long2025-12-07 04:00 @ 14.012025-12-07 08:00 @ 13.924h−$16.34-0.73%signal
165long2025-12-03 08:00 @ 14.382025-12-05 12:00 @ 14.042d 4h−$56.56-2.49%signal
164long2025-10-06 16:00 @ 22.832025-10-07 16:00 @ 21.981d−$88.90-3.88%signal
163long2025-10-05 08:00 @ 22.812025-10-05 16:00 @ 22.468h−$38.20-1.66%signal
162long2025-10-02 20:00 @ 22.922025-10-03 00:00 @ 22.764h−$18.50-0.80%signal
161long2025-09-18 00:00 @ 23.992025-09-19 12:00 @ 23.841d 12h−$17.96-0.78%signal
160long2025-09-11 20:00 @ 23.942025-09-15 08:00 @ 23.833d 12h−$14.47-0.63%signal
159long2025-09-11 00:00 @ 23.572025-09-11 16:00 @ 23.5016h−$9.44-0.41%signal
158long2025-09-10 16:00 @ 23.672025-09-10 20:00 @ 23.304h−$38.52-1.66%signal
157long2025-09-10 08:00 @ 23.442025-09-10 12:00 @ 23.354h−$12.42-0.53%signal
156long2025-09-09 08:00 @ 23.682025-09-09 16:00 @ 22.928h−$77.91-3.32%signal
155long2025-09-08 16:00 @ 23.212025-09-08 20:00 @ 22.984h−$25.62-1.09%signal
154long2025-09-05 08:00 @ 23.072025-09-05 16:00 @ 22.228h−$90.08-3.79%signal
153long2025-08-07 08:00 @ 16.832025-09-04 20:00 @ 22.2528d 12h$688.55+31.24%signal
152long2025-08-06 16:00 @ 16.772025-08-07 04:00 @ 16.5912h−$25.97-1.17%signal
151long2025-08-04 04:00 @ 16.582025-08-05 16:00 @ 16.251d 12h−$46.30-2.08%signal
150long2025-07-08 08:00 @ 13.352025-08-02 00:00 @ 16.0624d 16h$409.31+19.31%signal
149long2025-07-06 16:00 @ 13.432025-07-08 04:00 @ 13.241d 12h−$33.70-1.58%signal
148long2025-07-02 20:00 @ 13.772025-07-04 08:00 @ 13.361d 12h−$66.73-3.11%signal
147long2025-06-30 20:00 @ 13.622025-07-01 00:00 @ 13.364h−$42.09-1.95%signal
146long2025-06-30 00:00 @ 13.702025-06-30 04:00 @ 13.484h−$37.97-1.75%signal
145long2025-06-11 16:00 @ 15.612025-06-11 20:00 @ 15.134h−$69.33-3.18%signal
144long2025-06-11 08:00 @ 15.392025-06-11 12:00 @ 15.164h−$35.14-1.60%signal
143long2025-06-11 00:00 @ 15.452025-06-11 04:00 @ 15.284h−$25.61-1.17%signal
142long2025-05-29 00:00 @ 15.692025-05-29 16:00 @ 15.3416h−$51.19-2.32%signal
141long2025-05-26 00:00 @ 15.532025-05-28 20:00 @ 15.312d 20h−$34.82-1.57%signal
140long2025-05-06 16:00 @ 13.382025-05-25 08:00 @ 15.2818d 16h$294.46+13.73%signal
139long2025-04-22 08:00 @ 13.282025-05-06 12:00 @ 13.2814d 4h−$7.70-0.36%signal
138long2025-04-21 04:00 @ 13.532025-04-21 20:00 @ 13.1216h−$67.48-3.12%signal
137long2025-04-20 20:00 @ 13.402025-04-21 00:00 @ 13.284h−$22.77-1.05%signal
136long2025-03-25 08:00 @ 15.202025-03-28 08:00 @ 14.473d−$109.26-4.97%signal
135long2025-03-24 12:00 @ 15.192025-03-25 04:00 @ 14.8916h−$46.24-2.09%signal
134long2025-01-29 04:00 @ 23.242025-02-02 04:00 @ 22.314d−$93.30-4.18%signal
133long2025-01-27 16:00 @ 23.682025-01-29 00:00 @ 22.591d 8h−$106.06-4.70%signal
132long2025-01-16 16:00 @ 23.302025-01-27 12:00 @ 22.4010d 20h−$97.81-4.28%signal
131long2025-01-06 16:00 @ 24.382025-01-06 20:00 @ 23.894h−$48.69-2.12%signal
130long2024-12-27 12:00 @ 23.442024-12-27 16:00 @ 22.294h−$116.03-4.99%signal
129long2024-12-23 20:00 @ 22.932024-12-26 12:00 @ 23.042d 16h$6.33+0.27%signal
128long2024-12-23 04:00 @ 23.082024-12-23 16:00 @ 22.1412h−$97.87-4.17%signal
127long2024-12-22 12:00 @ 22.452024-12-22 16:00 @ 21.804h−$71.41-3.02%signal
126long2024-12-20 16:00 @ 22.702024-12-22 08:00 @ 21.961d 16h−$80.00-3.35%signal
125long2024-11-06 04:00 @ 11.692024-12-20 12:00 @ 20.0244d 8h$1,361.46+66.59%signal
124long2024-11-01 16:00 @ 11.322024-11-02 00:00 @ 11.258h−$16.27-0.79%signal
123long2024-10-29 04:00 @ 11.422024-11-01 08:00 @ 11.313d 4h−$23.31-1.13%signal
122long2024-10-24 20:00 @ 11.522024-10-26 00:00 @ 11.121d 4h−$73.14-3.53%signal
121long2024-10-20 08:00 @ 11.382024-10-23 12:00 @ 11.393d 4h−$2.51-0.12%signal
120long2024-10-19 16:00 @ 11.382024-10-20 04:00 @ 11.3312h−$12.44-0.60%signal
119long2024-10-18 08:00 @ 11.422024-10-19 12:00 @ 11.301d 4h−$25.25-1.21%signal
118long2024-10-16 12:00 @ 11.452024-10-16 16:00 @ 11.164h−$56.35-2.69%signal
117long2024-10-16 00:00 @ 11.462024-10-16 04:00 @ 11.294h−$33.99-1.61%signal
116long2024-10-15 04:00 @ 11.462024-10-15 16:00 @ 11.1312h−$63.27-2.98%signal
115long2024-10-08 04:00 @ 11.212024-10-08 08:00 @ 11.024h−$39.63-1.86%signal
114long2024-10-05 08:00 @ 11.212024-10-08 00:00 @ 11.152d 16h−$14.83-0.69%signal
113long2024-10-04 16:00 @ 11.162024-10-05 00:00 @ 11.078h−$20.55-0.96%signal
112long2024-10-02 04:00 @ 11.212024-10-02 12:00 @ 11.068h−$31.59-1.47%signal
111long2024-09-19 00:00 @ 10.892024-10-01 20:00 @ 11.0412d 20h$19.78+0.92%signal
110long2024-09-17 16:00 @ 10.852024-09-17 20:00 @ 10.664h−$39.98-1.86%signal
109long2024-09-13 12:00 @ 10.932024-09-16 04:00 @ 10.642d 16h−$60.23-2.78%signal
108long2024-09-12 20:00 @ 10.732024-09-13 08:00 @ 10.6912h−$10.73-0.49%signal
107long2024-08-31 12:00 @ 11.142024-08-31 16:00 @ 11.084h−$13.57-0.62%signal
106long2024-08-29 16:00 @ 11.342024-08-29 20:00 @ 10.944h−$77.78-3.55%signal
105long2024-08-28 12:00 @ 11.502024-08-28 16:00 @ 11.304h−$40.62-1.84%signal
104long2024-08-23 16:00 @ 11.672024-08-28 00:00 @ 11.144d 8h−$105.29-4.72%signal
103long2024-08-23 08:00 @ 11.642024-08-23 12:00 @ 11.514h−$27.97-1.25%signal
102long2024-07-30 16:00 @ 13.542024-07-30 20:00 @ 13.144h−$70.23-3.12%signal
101long2024-07-30 04:00 @ 13.752024-07-30 12:00 @ 13.528h−$41.07-1.81%signal
100long2024-07-29 04:00 @ 13.712024-07-30 00:00 @ 13.5220h−$32.99-1.45%signal
99long2024-07-28 12:00 @ 13.582024-07-28 16:00 @ 13.424h−$30.20-1.32%signal
98long2024-07-27 08:00 @ 13.642024-07-27 20:00 @ 13.5212h−$23.81-1.04%signal
97long2024-07-26 20:00 @ 13.572024-07-27 00:00 @ 13.524h−$10.79-0.47%signal
96long2024-07-19 16:00 @ 13.872024-07-24 20:00 @ 13.575d 4h−$54.85-2.38%signal
95long2024-07-19 04:00 @ 13.642024-07-19 08:00 @ 13.564h−$17.09-0.74%signal
94long2024-07-15 16:00 @ 13.872024-07-18 16:00 @ 13.523d−$62.11-2.67%signal
93long2024-07-15 04:00 @ 13.802024-07-15 12:00 @ 13.778h−$7.83-0.34%signal
92long2024-06-10 00:00 @ 16.372024-06-10 04:00 @ 16.124h−$37.98-1.63%signal
91long2024-05-16 20:00 @ 14.992024-06-08 12:00 @ 15.8722d 16h$113.07+4.90%signal
90long2024-03-28 08:00 @ 19.562024-03-28 16:00 @ 19.368h−$27.20-1.18%signal
89long2024-03-25 16:00 @ 19.332024-03-27 16:00 @ 19.162d−$27.10-1.17%signal
88long2024-03-06 08:00 @ 19.532024-03-15 04:00 @ 19.588d 20h−$32.08-1.38%signal
87long2024-01-29 20:00 @ 14.992024-03-05 20:00 @ 17.7436d$331.34+14.76%signal
86long2024-01-19 08:00 @ 15.052024-01-22 20:00 @ 14.723d 12h−$54.32-2.41%signal
85long2024-01-15 04:00 @ 15.592024-01-18 20:00 @ 14.323d 16h−$192.58-8.35%signal
84long2024-01-14 08:00 @ 14.892024-01-15 00:00 @ 14.7616h−$22.48-0.97%signal
83long2024-01-12 12:00 @ 14.982024-01-12 16:00 @ 14.784h−$33.12-1.43%signal
82long2024-01-11 12:00 @ 15.342024-01-12 04:00 @ 14.7816h−$87.53-3.74%signal
81long2024-01-11 00:00 @ 15.082024-01-11 08:00 @ 14.838h−$41.72-1.77%signal
80long2024-01-03 04:00 @ 15.322024-01-03 12:00 @ 14.948h−$60.62-2.56%signal
79long2024-01-01 12:00 @ 15.312024-01-02 20:00 @ 15.231d 8h−$17.17-0.72%signal
78long2023-12-31 12:00 @ 15.352024-01-01 00:00 @ 14.9512h−$65.46-2.74%signal
77long2023-12-30 16:00 @ 15.402023-12-31 00:00 @ 15.188h−$36.43-1.52%signal
76long2023-12-27 12:00 @ 15.482023-12-30 12:00 @ 15.163d−$63.15-2.62%signal
75long2023-12-27 00:00 @ 15.112023-12-27 04:00 @ 14.754h−$61.31-2.52%signal
74long2023-12-21 12:00 @ 15.102023-12-26 20:00 @ 14.855d 8h−$59.30-2.43%signal
73long2023-12-15 12:00 @ 15.072023-12-15 16:00 @ 14.784h−$49.36-2.01%signal
72long2023-12-14 20:00 @ 15.282023-12-15 08:00 @ 14.9012h−$65.45-2.65%signal
71long2023-12-14 12:00 @ 15.282023-12-14 16:00 @ 14.874h−$69.73-2.80%signal
70long2023-12-12 04:00 @ 14.992023-12-12 12:00 @ 14.808h−$33.89-1.36%signal
69long2023-12-11 12:00 @ 15.052023-12-11 16:00 @ 14.794h−$46.34-1.85%signal
68long2023-10-20 04:00 @ 7.432023-12-11 08:00 @ 14.8652d 4h$1,941.26+95.90%signal
67long2023-10-19 08:00 @ 7.352023-10-20 00:00 @ 7.3016h−$15.84-0.78%signal
66long2023-09-18 00:00 @ 6.142023-10-19 04:00 @ 7.2931d 4h$348.55+17.96%signal
65long2023-09-15 20:00 @ 6.222023-09-17 20:00 @ 6.132d−$32.76-1.68%signal
64long2023-08-14 04:00 @ 7.442023-08-15 00:00 @ 7.4120h−$10.99-0.56%signal
63long2023-08-08 00:00 @ 7.332023-08-14 00:00 @ 7.366d$3.88+0.20%signal
62long2023-08-07 04:00 @ 7.162023-08-07 16:00 @ 7.0712h−$28.34-1.45%signal
61long2023-06-29 08:00 @ 5.882023-08-06 20:00 @ 7.0938d 12h$362.83+19.43%signal
60long2023-06-23 16:00 @ 6.012023-06-28 20:00 @ 5.815d 4h−$64.59-3.43%signal
59long2023-04-26 16:00 @ 7.442023-04-26 20:00 @ 6.884h−$146.05-7.61%signal
58long2023-03-29 08:00 @ 7.172023-04-21 16:00 @ 7.3823d 8h$40.24+2.11%signal
57long2023-03-26 00:00 @ 7.072023-03-27 16:00 @ 6.881d 16h−$56.17-2.92%signal
56long2023-03-23 00:00 @ 7.172023-03-25 20:00 @ 6.982d 20h−$53.75-2.77%signal
55long2023-03-21 16:00 @ 7.262023-03-22 20:00 @ 7.031d 4h−$65.08-3.33%signal
54long2023-03-20 08:00 @ 7.172023-03-20 20:00 @ 7.1012h−$20.88-1.07%signal
53long2023-03-19 16:00 @ 7.152023-03-20 00:00 @ 7.088h−$20.80-1.06%signal
52long2023-03-18 00:00 @ 7.212023-03-18 16:00 @ 7.0216h−$52.24-2.64%signal
51long2023-03-17 12:00 @ 7.132023-03-17 16:00 @ 7.004h−$38.16-1.92%signal
50long2023-03-14 16:00 @ 7.152023-03-14 20:00 @ 7.004h−$44.05-2.21%signal
49long2023-03-01 04:00 @ 7.352023-03-02 16:00 @ 7.221d 12h−$38.26-1.91%signal
48long2023-02-28 12:00 @ 7.332023-02-28 20:00 @ 7.258h−$21.69-1.08%signal
47long2023-02-28 04:00 @ 7.292023-02-28 08:00 @ 7.254h−$12.49-0.62%signal
46long2023-02-15 20:00 @ 7.072023-02-27 20:00 @ 7.1912d$23.16+1.15%signal
45long2023-01-11 20:00 @ 6.172023-02-13 00:00 @ 6.8032d 4h$174.83+8.89%signal
44long2023-01-10 12:00 @ 6.112023-01-11 16:00 @ 6.041d 4h−$25.30-1.28%signal
43long2023-01-09 08:00 @ 6.122023-01-10 00:00 @ 6.0616h−$22.53-1.14%signal
42long2022-12-13 16:00 @ 6.922022-12-14 20:00 @ 6.751d 4h−$52.17-2.62%signal
41long2022-12-10 16:00 @ 6.902022-12-12 00:00 @ 6.691d 8h−$62.01-3.09%signal
40long2022-12-08 20:00 @ 7.032022-12-09 20:00 @ 6.831d−$58.02-2.87%signal
39long2022-11-28 20:00 @ 7.052022-12-07 08:00 @ 6.808d 12h−$77.28-3.79%signal
38long2022-11-26 16:00 @ 7.172022-11-28 00:00 @ 6.901d 8h−$81.66-3.96%signal
37long2022-11-09 00:00 @ 7.702022-11-09 04:00 @ 7.324h−$106.80-5.12%signal
36long2022-10-29 20:00 @ 7.542022-11-08 20:00 @ 7.3910d−$49.78-2.37%signal
35long2022-10-10 20:00 @ 7.602022-10-11 00:00 @ 7.334h−$77.42-3.65%signal
34long2022-10-09 20:00 @ 7.622022-10-10 12:00 @ 7.4816h−$43.08-2.02%signal
33long2022-10-09 12:00 @ 7.552022-10-09 16:00 @ 7.534h−$7.50-0.35%signal
32long2022-10-04 04:00 @ 7.522022-10-08 16:00 @ 7.494d 12h−$13.94-0.65%signal
31long2022-09-24 00:00 @ 7.452022-10-02 12:00 @ 7.328d 12h−$42.03-1.96%signal
30long2022-09-23 12:00 @ 7.212022-09-23 16:00 @ 7.094h−$39.17-1.82%signal
29long2022-09-23 04:00 @ 7.232022-09-23 08:00 @ 7.114h−$38.66-1.79%signal
28long2022-09-20 16:00 @ 7.202022-09-20 20:00 @ 6.954h−$79.07-3.62%signal
27long2022-09-20 08:00 @ 7.202022-09-20 12:00 @ 7.134h−$24.68-1.13%signal
26long2022-09-19 16:00 @ 7.272022-09-20 04:00 @ 7.1912h−$25.35-1.15%signal
25long2022-09-16 00:00 @ 7.562022-09-19 04:00 @ 7.193d 4h−$112.86-5.07%signal
24long2022-09-15 08:00 @ 7.402022-09-15 12:00 @ 7.314h−$28.08-1.26%signal
23long2022-09-14 16:00 @ 7.432022-09-15 04:00 @ 7.1912h−$72.32-3.21%signal
22long2022-09-09 04:00 @ 7.762022-09-13 16:00 @ 7.194d 12h−$173.09-7.54%signal
21long2022-07-27 20:00 @ 6.742022-08-19 00:00 @ 7.6422d 4h$278.20+12.50%signal
20long2022-07-18 04:00 @ 6.552022-07-26 00:00 @ 6.427d 20h−$49.14-2.20%signal
19long2022-07-16 20:00 @ 6.482022-07-17 16:00 @ 6.4520h−$13.96-0.62%signal
18long2022-06-26 00:00 @ 7.262022-06-26 20:00 @ 6.9920h−$86.13-3.81%signal
17long2022-06-24 20:00 @ 7.222022-06-25 16:00 @ 6.8320h−$128.43-5.60%signal
16long2022-06-24 04:00 @ 7.122022-06-24 16:00 @ 7.0512h−$24.05-1.05%signal
15long2022-06-21 04:00 @ 7.272022-06-21 20:00 @ 6.7916h−$157.52-6.73%signal
14long2022-06-20 16:00 @ 7.122022-06-20 20:00 @ 6.894h−$78.01-3.31%signal
13long2022-06-16 00:00 @ 7.322022-06-16 04:00 @ 6.994h−$111.13-4.66%signal
12long2022-06-07 16:00 @ 7.772022-06-11 16:00 @ 7.154d−$197.74-8.12%signal
11long2022-06-07 08:00 @ 7.692022-06-07 12:00 @ 7.524h−$56.53-2.31%signal
10long2022-06-06 04:00 @ 7.992022-06-07 04:00 @ 7.571d−$135.44-5.45%signal
9long2022-04-10 16:00 @ 15.472022-04-11 00:00 @ 15.228h−$43.07-1.73%signal
8long2022-04-10 00:00 @ 15.432022-04-10 12:00 @ 15.3312h−$18.74-0.75%signal
7long2022-04-09 04:00 @ 15.332022-04-09 12:00 @ 15.308h−$8.48-0.34%signal
6long2022-03-18 08:00 @ 14.422022-04-09 00:00 @ 15.1121d 16h$99.07+4.00%signal
5long2022-03-17 12:00 @ 14.822022-03-18 04:00 @ 14.1716h−$112.28-4.48%signal
4long2022-03-16 20:00 @ 14.452022-03-17 08:00 @ 14.3512h−$21.47-0.86%signal
3long2022-01-19 00:00 @ 22.962022-01-19 04:00 @ 22.334h−$71.15-2.81%signal
2long2022-01-02 12:00 @ 21.062022-01-18 16:00 @ 22.4816d 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.

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