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[Famous-Q] Faber 200-bar SMA timing

publicmade in Claude Code
@djgambhir

LTCUSDT · Binance USD-M perpetual · 4h · 2022-01-01 → 2026-09-01 · 10,195 bars in 4.6ms

Net P&L
-30.44%
−$3,043.98
Max drawdown
-32.73%
Max run-up
+26.69%
Trades
190
11.1% won (21 of 190)
Profit factor
0.55

The rules

The rules

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LTCUSDT with every trade

LTCUSDT with every trade

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

2022-01-01drawdown · worst -32.73%2026-09-01

Month by month

16 of 57 months up · best +10.9% Nov 2024 · worst −5.9% Jul 2023 · 7 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2022−0.6%−4.5%+2.5%−3.1%0.0%−1.8%+2.4%−1.6%−4.1%+0.1%+7.0%−4.1%−8.1%
2023+6.5%−2.8%−0.0%−1.6%−0.4%−2.0%−5.9%0.0%−2.0%−0.1%−1.9%−2.2%−12.1%
2024−2.6%+2.5%+4.3%−5.5%−0.4%−1.4%−3.1%−1.9%−1.6%−1.6%+10.9%+0.2%−1.3%
2025+0.8%−5.5%−0.2%+0.2%+2.4%−0.8%+4.9%−0.4%−2.3%−3.4%−2.7%0.0%−7.0%
2026−1.7%−0.7%−2.4%−1.9%+0.1%0.0%−1.0%+1.2%+0.0%···−6.3%

Training · validation · out-of-sample

Training · validation · out-of-sample

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

Risk-adjusted

Sharpe
-0.44
Sortino
-0.63
Calmar
-0.23
Return ÷ max drawdown
-0.93
CAGR
-7.49%
Exposure
46.1%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$386.16
Funding
−$564.09
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
-66.86%

Monte Carlo

Monte Carlo

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All 190 trades

All 190 trades

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

How this was run

Orders fill at the next candle’s open, never at the close that produced the signal. When one candle’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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