[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirLTCUSDT · 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% win rate
Profit factor
0.55
2022-01-01drawdown · worst -32.73%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -26.79% | -30.06% | 127 | 12% |
| Validation | 2024-10-19 → 2025-09-25 | +7.79% | -16.02% | 29 | 10% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -11.86% | -17.12% | 34 | 9% |
Risk-adjusted
- Sharpe
- -0.44
- Sortino
- -0.63
- Calmar
- -0.23
- Return ÷ max drawdown
- -0.93
- CAGR
- -7.49%
- Exposure
- 46.1%
Per trade
- Expectancy
- −$16.02 · -0.72%
- Average win / loss
- $174.36 / −$39.68
- Payoff ratio
- 4.39
- Largest win / loss
- $946.29 / −$264.73
- Longest losing streak(winning: 3)
- 33 trades
Drawdown over time
- Max drawdown
- -32.73%
- Longest time under water(still going at the end)
- 1664 days
- Worst drawdown recovered in
- not recovered
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
1,000 alternative histories, each 190 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%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | -48.34% | -31.22% | +0.14% |
| Max drawdown | -49.18% | -36.04% | -19.72% |
95% of histories lost money, and 63% had a deeper drawdown than this run’s -32.73%. 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
LTCUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
190 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 190 | long | 2026-08-19 16:00 @ 45.68 | 2026-09-01 00:00 @ 48.94 | 12d 8h | $114.44 | +6.69% | end of data |
| 189 | long | 2026-08-10 08:00 @ 45.54 | 2026-08-10 12:00 @ 45.36 | 4h | −$8.40 | -0.49% | signal |
| 188 | long | 2026-08-08 00:00 @ 45.52 | 2026-08-10 04:00 @ 45.30 | 2d 4h | −$10.57 | -0.62% | signal |
| 187 | long | 2026-08-06 16:00 @ 45.68 | 2026-08-07 20:00 @ 45.35 | 1d 4h | −$14.48 | -0.84% | signal |
| 186 | long | 2026-07-14 16:00 @ 44.77 | 2026-07-31 12:00 @ 44.84 | 16d 20h | −$2.99 | -0.17% | signal |
| 185 | long | 2026-07-14 04:00 @ 43.68 | 2026-07-14 08:00 @ 43.55 | 4h | −$6.74 | -0.39% | signal |
| 184 | long | 2026-07-13 08:00 @ 43.89 | 2026-07-13 12:00 @ 43.36 | 4h | −$22.40 | -1.30% | signal |
| 183 | long | 2026-07-08 20:00 @ 43.42 | 2026-07-13 04:00 @ 43.50 | 4d 8h | $0.59 | +0.03% | signal |
| 182 | long | 2026-07-03 20:00 @ 44.28 | 2026-07-08 16:00 @ 43.31 | 4d 20h | −$40.95 | -2.36% | signal |
| 181 | long | 2026-05-17 08:00 @ 56.32 | 2026-05-17 16:00 @ 55.95 | 8h | −$13.35 | -0.77% | signal |
| 180 | long | 2026-05-16 16:00 @ 56.20 | 2026-05-16 20:00 @ 56.09 | 4h | −$5.25 | -0.30% | signal |
| 179 | long | 2026-04-20 04:00 @ 54.63 | 2026-05-16 08:00 @ 56.07 | 26d 4h | $39.65 | +2.29% | signal |
| 178 | long | 2026-04-15 16:00 @ 55.06 | 2026-04-20 00:00 @ 54.00 | 4d 8h | −$35.98 | -2.07% | signal |
| 177 | long | 2026-04-14 16:00 @ 54.71 | 2026-04-14 20:00 @ 54.48 | 4h | −$9.30 | -0.53% | signal |
| 176 | long | 2026-04-11 20:00 @ 55.62 | 2026-04-12 04:00 @ 53.99 | 8h | −$53.39 | -3.04% | signal |
| 175 | long | 2026-04-10 12:00 @ 54.65 | 2026-04-11 08:00 @ 54.53 | 20h | −$5.96 | -0.34% | signal |
| 174 | long | 2026-04-09 16:00 @ 54.70 | 2026-04-10 00:00 @ 54.51 | 8h | −$7.88 | -0.45% | signal |
| 173 | long | 2026-04-08 00:00 @ 55.36 | 2026-04-08 20:00 @ 54.29 | 20h | −$36.33 | -2.05% | signal |
| 172 | long | 2026-03-27 04:00 @ 54.92 | 2026-03-27 12:00 @ 53.79 | 8h | −$38.41 | -2.16% | signal |
| 171 | long | 2026-03-23 12:00 @ 54.92 | 2026-03-26 12:00 @ 54.56 | 3d | −$14.38 | -0.81% | signal |
| 170 | long | 2026-03-11 16:00 @ 54.54 | 2026-03-22 08:00 @ 54.33 | 10d 16h | −$10.81 | -0.61% | signal |
| 169 | long | 2026-03-10 16:00 @ 54.73 | 2026-03-10 20:00 @ 53.73 | 4h | −$34.64 | -1.93% | signal |
| 168 | long | 2026-03-09 20:00 @ 54.18 | 2026-03-10 00:00 @ 53.71 | 4h | −$17.44 | -0.97% | signal |
| 167 | long | 2026-03-04 08:00 @ 55.26 | 2026-03-06 16:00 @ 53.63 | 2d 8h | −$55.78 | -3.08% | signal |
| 166 | long | 2026-02-25 20:00 @ 58.26 | 2026-02-26 00:00 @ 56.72 | 4h | −$50.11 | -2.75% | signal |
| 165 | long | 2026-01-14 16:00 @ 79.72 | 2026-01-14 20:00 @ 77.48 | 4h | −$53.43 | -2.91% | signal |
| 164 | long | 2026-01-14 04:00 @ 79.31 | 2026-01-14 08:00 @ 79.00 | 4h | −$8.83 | -0.48% | signal |
| 163 | long | 2026-01-02 16:00 @ 80.52 | 2026-01-12 00:00 @ 78.74 | 9d 8h | −$45.36 | -2.45% | signal |
| 162 | long | 2026-01-02 00:00 @ 79.94 | 2026-01-02 08:00 @ 79.26 | 8h | −$17.63 | -0.95% | signal |
| 161 | long | 2025-11-18 16:00 @ 96.31 | 2025-11-18 20:00 @ 95.04 | 4h | −$26.42 | -1.42% | signal |
| 160 | long | 2025-11-17 04:00 @ 97.14 | 2025-11-17 16:00 @ 94.58 | 12h | −$51.22 | -2.73% | signal |
| 159 | long | 2025-11-14 00:00 @ 96.51 | 2025-11-16 20:00 @ 95.86 | 2d 20h | −$15.45 | -0.82% | signal |
| 158 | long | 2025-11-07 20:00 @ 100.60 | 2025-11-13 20:00 @ 94.90 | 6d | −$112.05 | -5.88% | signal |
| 157 | long | 2025-10-01 16:00 @ 111.30 | 2025-10-11 00:00 @ 96.77 | 9d 8h | −$264.73 | -13.42% | signal |
| 156 | long | 2025-09-21 04:00 @ 114.41 | 2025-09-22 00:00 @ 113.90 | 20h | −$11.01 | -0.56% | signal |
| 155 | long | 2025-09-20 16:00 @ 114.66 | 2025-09-20 20:00 @ 113.72 | 4h | −$18.22 | -0.92% | signal |
| 154 | long | 2025-09-20 04:00 @ 114.24 | 2025-09-20 12:00 @ 113.87 | 8h | −$8.45 | -0.43% | signal |
| 153 | long | 2025-09-17 20:00 @ 114.93 | 2025-09-19 20:00 @ 113.75 | 2d | −$23.31 | -1.17% | signal |
| 152 | long | 2025-09-16 16:00 @ 115.02 | 2025-09-17 12:00 @ 114.11 | 20h | −$18.36 | -0.92% | signal |
| 151 | long | 2025-09-15 04:00 @ 115.64 | 2025-09-15 08:00 @ 114.81 | 4h | −$16.43 | -0.82% | signal |
| 150 | long | 2025-09-12 16:00 @ 116.49 | 2025-09-14 12:00 @ 115.43 | 1d 20h | −$21.53 | -1.08% | signal |
| 149 | long | 2025-09-11 00:00 @ 117.61 | 2025-09-11 16:00 @ 113.82 | 16h | −$67.56 | -3.35% | signal |
| 148 | long | 2025-08-22 16:00 @ 119.44 | 2025-08-25 08:00 @ 112.46 | 2d 16h | −$123.47 | -6.02% | signal |
| 147 | long | 2025-08-20 20:00 @ 117.00 | 2025-08-21 00:00 @ 115.99 | 4h | −$19.90 | -0.97% | signal |
| 146 | long | 2025-08-19 12:00 @ 116.16 | 2025-08-19 16:00 @ 114.08 | 4h | −$39.13 | -1.89% | signal |
| 145 | long | 2025-07-08 08:00 @ 86.60 | 2025-08-19 04:00 @ 115.40 | 41d 20h | $608.06 | +31.79% | signal |
| 144 | long | 2025-07-05 12:00 @ 86.51 | 2025-07-07 16:00 @ 86.08 | 2d 4h | −$11.88 | -0.62% | signal |
| 143 | long | 2025-07-02 20:00 @ 87.95 | 2025-07-05 08:00 @ 86.16 | 2d 12h | −$42.13 | -2.19% | signal |
| 142 | long | 2025-07-01 08:00 @ 86.63 | 2025-07-01 12:00 @ 85.63 | 4h | −$24.30 | -1.26% | signal |
| 141 | long | 2025-06-30 20:00 @ 87.05 | 2025-07-01 00:00 @ 85.94 | 4h | −$26.53 | -1.37% | signal |
| 140 | long | 2025-06-30 00:00 @ 87.95 | 2025-06-30 08:00 @ 86.40 | 8h | −$36.34 | -1.87% | signal |
| 139 | long | 2025-05-29 00:00 @ 95.35 | 2025-05-29 20:00 @ 93.74 | 20h | −$35.37 | -1.81% | signal |
| 138 | long | 2025-04-22 16:00 @ 82.58 | 2025-05-28 20:00 @ 93.49 | 36d 4h | $236.63 | +12.47% | signal |
| 137 | long | 2025-02-28 12:00 @ 119.34 | 2025-03-03 08:00 @ 118.61 | 2d 20h | −$14.10 | -0.74% | signal |
| 136 | long | 2025-02-26 08:00 @ 119.19 | 2025-02-28 08:00 @ 115.82 | 2d | −$56.97 | -2.97% | signal |
| 135 | long | 2025-02-10 08:00 @ 115.20 | 2025-02-25 00:00 @ 114.66 | 14d 16h | −$16.61 | -0.87% | signal |
| 134 | long | 2025-01-29 04:00 @ 113.31 | 2025-02-02 20:00 @ 110.80 | 4d 16h | −$47.35 | -2.45% | signal |
| 133 | long | 2025-01-27 16:00 @ 112.23 | 2025-01-29 00:00 @ 109.83 | 1d 8h | −$43.96 | -2.26% | signal |
| 132 | long | 2025-01-16 00:00 @ 116.95 | 2025-01-27 08:00 @ 109.60 | 11d 8h | −$132.85 | -6.72% | signal |
| 131 | long | 2025-01-06 00:00 @ 115.73 | 2025-01-07 12:00 @ 111.45 | 1d 12h | −$76.81 | -3.85% | signal |
| 130 | long | 2024-12-19 12:00 @ 111.22 | 2024-12-19 16:00 @ 106.56 | 4h | −$86.53 | -4.29% | signal |
| 129 | long | 2024-11-06 04:00 @ 68.93 | 2024-12-19 00:00 @ 108.28 | 42d 20h | $946.29 | +53.16% | signal |
| 128 | long | 2024-11-01 12:00 @ 69.35 | 2024-11-03 04:00 @ 67.82 | 1d 16h | −$42.37 | -2.37% | signal |
| 127 | long | 2024-10-14 12:00 @ 65.88 | 2024-11-01 08:00 @ 68.14 | 17d 20h | $49.29 | +2.77% | signal |
| 126 | long | 2024-10-13 08:00 @ 65.65 | 2024-10-13 12:00 @ 65.06 | 4h | −$18.14 | -1.02% | signal |
| 125 | long | 2024-10-12 08:00 @ 65.95 | 2024-10-13 04:00 @ 65.47 | 20h | −$15.40 | -0.86% | signal |
| 124 | long | 2024-10-11 16:00 @ 65.40 | 2024-10-12 04:00 @ 65.17 | 12h | −$8.43 | -0.47% | signal |
| 123 | long | 2024-10-08 12:00 @ 65.56 | 2024-10-09 20:00 @ 64.80 | 1d 8h | −$23.47 | -1.31% | signal |
| 122 | long | 2024-10-08 04:00 @ 65.24 | 2024-10-08 08:00 @ 65.02 | 4h | −$8.02 | -0.45% | signal |
| 121 | long | 2024-10-05 08:00 @ 65.15 | 2024-10-08 00:00 @ 64.73 | 2d 16h | −$14.83 | -0.82% | signal |
| 120 | long | 2024-10-04 20:00 @ 65.12 | 2024-10-05 00:00 @ 64.89 | 4h | −$8.33 | -0.46% | signal |
| 119 | long | 2024-09-19 00:00 @ 64.82 | 2024-10-01 20:00 @ 63.60 | 12d 20h | −$42.11 | -2.32% | signal |
| 118 | long | 2024-09-18 04:00 @ 64.14 | 2024-09-18 12:00 @ 63.39 | 8h | −$23.22 | -1.28% | signal |
| 117 | long | 2024-09-13 16:00 @ 64.90 | 2024-09-16 00:00 @ 63.18 | 2d 8h | −$50.89 | -2.78% | signal |
| 116 | long | 2024-09-07 04:00 @ 63.79 | 2024-09-07 16:00 @ 62.93 | 12h | −$26.83 | -1.46% | signal |
| 115 | long | 2024-09-02 12:00 @ 63.89 | 2024-09-06 20:00 @ 63.10 | 4d 8h | −$25.83 | -1.40% | signal |
| 114 | long | 2024-08-30 20:00 @ 64.55 | 2024-09-02 00:00 @ 63.52 | 2d 4h | −$32.22 | -1.74% | signal |
| 113 | long | 2024-08-24 00:00 @ 66.09 | 2024-08-25 08:00 @ 64.68 | 1d 8h | −$42.28 | -2.27% | signal |
| 112 | long | 2024-08-20 04:00 @ 66.87 | 2024-08-20 12:00 @ 66.11 | 8h | −$23.33 | -1.25% | signal |
| 111 | long | 2024-08-19 20:00 @ 66.90 | 2024-08-20 00:00 @ 66.27 | 4h | −$19.70 | -1.05% | signal |
| 110 | long | 2024-08-17 12:00 @ 67.24 | 2024-08-18 16:00 @ 66.92 | 1d 4h | −$11.04 | -0.59% | signal |
| 109 | long | 2024-08-01 04:00 @ 70.71 | 2024-08-01 08:00 @ 69.87 | 4h | −$24.45 | -1.30% | signal |
| 108 | long | 2024-07-26 08:00 @ 71.04 | 2024-08-01 00:00 @ 70.09 | 5d 16h | −$30.29 | -1.60% | signal |
| 107 | long | 2024-07-19 16:00 @ 71.95 | 2024-07-25 04:00 @ 68.68 | 5d 12h | −$90.42 | -4.73% | signal |
| 106 | long | 2024-07-19 00:00 @ 71.59 | 2024-07-19 08:00 @ 70.77 | 8h | −$24.30 | -1.27% | signal |
| 105 | long | 2024-07-18 04:00 @ 72.37 | 2024-07-18 16:00 @ 71.24 | 12h | −$32.35 | -1.68% | signal |
| 104 | long | 2024-07-16 16:00 @ 73.77 | 2024-07-18 00:00 @ 71.31 | 1d 8h | −$67.29 | -3.46% | signal |
| 103 | long | 2024-07-16 00:00 @ 72.27 | 2024-07-16 08:00 @ 71.20 | 8h | −$31.16 | -1.60% | signal |
| 102 | long | 2024-06-04 20:00 @ 83.35 | 2024-06-07 20:00 @ 79.45 | 3d | −$97.20 | -4.92% | signal |
| 101 | long | 2024-05-31 20:00 @ 83.81 | 2024-06-04 00:00 @ 82.86 | 3d 4h | −$26.52 | -1.34% | signal |
| 100 | long | 2024-05-30 12:00 @ 83.18 | 2024-05-31 16:00 @ 82.66 | 1d 4h | −$14.84 | -0.75% | signal |
| 99 | long | 2024-05-15 20:00 @ 81.97 | 2024-05-30 08:00 @ 82.42 | 14d 12h | $0.23 | +0.01% | signal |
| 98 | long | 2024-03-20 20:00 @ 83.95 | 2024-04-12 20:00 @ 85.77 | 23d | $3.81 | +0.19% | signal |
| 97 | long | 2024-03-19 20:00 @ 81.53 | 2024-03-20 00:00 @ 78.49 | 4h | −$76.52 | -3.82% | signal |
| 96 | long | 2024-02-24 00:00 @ 68.86 | 2024-03-19 08:00 @ 80.83 | 24d 8h | $249.36 | +12.84% | signal |
| 95 | long | 2024-02-22 08:00 @ 69.03 | 2024-02-23 00:00 @ 68.83 | 16h | −$8.40 | -0.43% | signal |
| 94 | long | 2024-02-22 00:00 @ 68.98 | 2024-02-22 04:00 @ 68.42 | 4h | −$18.17 | -0.93% | signal |
| 93 | long | 2024-02-14 04:00 @ 69.08 | 2024-02-21 12:00 @ 67.96 | 7d 8h | −$42.56 | -2.17% | signal |
| 92 | long | 2024-02-08 00:00 @ 68.62 | 2024-02-13 16:00 @ 68.92 | 5d 16h | $2.94 | +0.15% | signal |
| 91 | long | 2024-02-06 20:00 @ 68.35 | 2024-02-07 04:00 @ 67.91 | 8h | −$14.99 | -0.76% | signal |
| 90 | long | 2024-02-04 00:00 @ 68.83 | 2024-02-04 04:00 @ 68.23 | 4h | −$19.52 | -0.99% | signal |
| 89 | long | 2024-01-22 00:00 @ 71.78 | 2024-01-22 12:00 @ 69.46 | 12h | −$66.70 | -3.36% | signal |
| 88 | long | 2024-01-20 00:00 @ 71.33 | 2024-01-21 20:00 @ 70.67 | 1d 20h | −$21.81 | -1.10% | signal |
| 87 | long | 2024-01-15 04:00 @ 71.32 | 2024-01-15 08:00 @ 70.88 | 4h | −$14.52 | -0.73% | signal |
| 86 | long | 2024-01-11 12:00 @ 73.20 | 2024-01-14 20:00 @ 70.42 | 3d 8h | −$80.66 | -4.01% | signal |
| 85 | long | 2024-01-03 04:00 @ 73.22 | 2024-01-03 08:00 @ 73.05 | 4h | −$6.95 | -0.34% | signal |
| 84 | long | 2024-01-01 08:00 @ 73.27 | 2024-01-03 00:00 @ 73.02 | 1d 16h | −$14.04 | -0.70% | signal |
| 83 | long | 2023-12-25 08:00 @ 72.08 | 2024-01-01 04:00 @ 72.70 | 6d 20h | −$1.17 | -0.06% | signal |
| 82 | long | 2023-12-23 08:00 @ 72.02 | 2023-12-25 00:00 @ 71.16 | 1d 16h | −$29.61 | -1.46% | signal |
| 81 | long | 2023-12-22 16:00 @ 71.92 | 2023-12-23 04:00 @ 71.71 | 12h | −$9.66 | -0.48% | signal |
| 80 | long | 2023-12-20 16:00 @ 71.63 | 2023-12-20 20:00 @ 71.02 | 4h | −$20.18 | -0.99% | signal |
| 79 | long | 2023-12-16 04:00 @ 71.90 | 2023-12-18 00:00 @ 71.22 | 1d 20h | −$22.98 | -1.13% | signal |
| 78 | long | 2023-12-15 20:00 @ 71.89 | 2023-12-16 00:00 @ 70.97 | 4h | −$28.47 | -1.39% | signal |
| 77 | long | 2023-12-13 16:00 @ 72.55 | 2023-12-15 16:00 @ 71.28 | 2d | −$39.99 | -1.94% | signal |
| 76 | long | 2023-12-13 00:00 @ 72.44 | 2023-12-13 04:00 @ 71.15 | 4h | −$39.30 | -1.90% | signal |
| 75 | long | 2023-12-01 12:00 @ 71.11 | 2023-12-12 20:00 @ 71.80 | 11d 8h | $6.48 | +0.31% | signal |
| 74 | long | 2023-11-24 16:00 @ 70.55 | 2023-11-26 16:00 @ 70.22 | 2d | −$13.23 | -0.64% | signal |
| 73 | long | 2023-11-23 08:00 @ 70.36 | 2023-11-23 12:00 @ 69.25 | 4h | −$35.26 | -1.70% | signal |
| 72 | long | 2023-11-21 12:00 @ 70.12 | 2023-11-21 16:00 @ 69.46 | 4h | −$21.91 | -1.05% | signal |
| 71 | long | 2023-11-21 04:00 @ 69.84 | 2023-11-21 08:00 @ 69.49 | 4h | −$12.77 | -0.61% | signal |
| 70 | long | 2023-11-19 16:00 @ 69.48 | 2023-11-21 00:00 @ 69.52 | 1d 8h | −$1.96 | -0.09% | signal |
| 69 | long | 2023-11-18 16:00 @ 69.78 | 2023-11-19 12:00 @ 69.24 | 20h | −$19.12 | -0.91% | signal |
| 68 | long | 2023-11-17 20:00 @ 69.78 | 2023-11-18 08:00 @ 68.92 | 12h | −$28.38 | -1.35% | signal |
| 67 | long | 2023-10-22 16:00 @ 64.74 | 2023-11-17 16:00 @ 68.76 | 26d | $104.64 | +5.05% | signal |
| 66 | long | 2023-10-21 12:00 @ 64.32 | 2023-10-22 12:00 @ 63.93 | 1d | −$15.21 | -0.73% | signal |
| 65 | long | 2023-10-05 00:00 @ 64.37 | 2023-10-09 12:00 @ 63.08 | 4d 12h | −$45.22 | -2.17% | signal |
| 64 | long | 2023-09-28 16:00 @ 64.89 | 2023-10-04 16:00 @ 63.91 | 6d | −$36.73 | -1.75% | signal |
| 63 | long | 2023-09-27 12:00 @ 65.33 | 2023-09-27 16:00 @ 63.60 | 4h | −$58.16 | -2.76% | signal |
| 62 | long | 2023-09-25 16:00 @ 64.65 | 2023-09-26 16:00 @ 63.91 | 1d | −$27.08 | -1.28% | signal |
| 61 | long | 2023-09-25 04:00 @ 64.21 | 2023-09-25 12:00 @ 63.93 | 8h | −$11.73 | -0.55% | signal |
| 60 | long | 2023-09-21 16:00 @ 64.43 | 2023-09-25 00:00 @ 63.54 | 3d 8h | −$32.21 | -1.51% | signal |
| 59 | long | 2023-09-21 00:00 @ 64.51 | 2023-09-21 12:00 @ 63.50 | 12h | −$35.94 | -1.68% | signal |
| 58 | long | 2023-09-18 08:00 @ 64.81 | 2023-09-20 20:00 @ 64.03 | 2d 12h | −$28.91 | -1.35% | signal |
| 57 | long | 2023-09-16 04:00 @ 66.11 | 2023-09-16 08:00 @ 65.54 | 4h | −$20.88 | -0.97% | signal |
| 56 | long | 2023-07-21 20:00 @ 94.01 | 2023-07-22 12:00 @ 93.65 | 16h | −$10.73 | -0.50% | signal |
| 55 | long | 2023-07-20 08:00 @ 93.40 | 2023-07-20 16:00 @ 92.06 | 8h | −$33.30 | -1.54% | signal |
| 54 | long | 2023-07-19 20:00 @ 92.91 | 2023-07-20 00:00 @ 91.94 | 4h | −$24.71 | -1.14% | signal |
| 53 | long | 2023-07-19 04:00 @ 93.50 | 2023-07-19 16:00 @ 92.54 | 12h | −$24.63 | -1.13% | signal |
| 52 | long | 2023-07-18 00:00 @ 92.18 | 2023-07-18 08:00 @ 90.93 | 8h | −$31.86 | -1.46% | signal |
| 51 | long | 2023-06-30 04:00 @ 95.86 | 2023-07-17 12:00 @ 91.01 | 17d 8h | −$122.68 | -5.55% | signal |
| 50 | long | 2023-06-29 12:00 @ 85.57 | 2023-06-29 16:00 @ 84.45 | 4h | −$31.10 | -1.40% | signal |
| 49 | long | 2023-06-28 12:00 @ 85.67 | 2023-06-28 20:00 @ 82.49 | 8h | −$85.42 | -3.81% | signal |
| 48 | long | 2023-06-22 20:00 @ 86.08 | 2023-06-28 08:00 @ 84.71 | 5d 12h | −$41.62 | -1.85% | signal |
| 47 | long | 2023-06-22 04:00 @ 87.85 | 2023-06-22 12:00 @ 85.49 | 8h | −$63.14 | -2.79% | signal |
| 46 | long | 2023-06-09 12:00 @ 88.43 | 2023-06-10 04:00 @ 85.20 | 16h | −$86.16 | -3.76% | signal |
| 45 | long | 2023-06-08 16:00 @ 88.82 | 2023-06-09 04:00 @ 87.51 | 12h | −$36.39 | -1.58% | signal |
| 44 | long | 2023-06-07 20:00 @ 88.75 | 2023-06-08 08:00 @ 88.00 | 12h | −$21.72 | -0.94% | signal |
| 43 | long | 2023-06-06 16:00 @ 88.45 | 2023-06-07 16:00 @ 87.84 | 1d | −$18.69 | -0.81% | signal |
| 42 | long | 2023-05-26 08:00 @ 87.12 | 2023-06-05 16:00 @ 85.96 | 10d 8h | −$40.31 | -1.74% | signal |
| 41 | long | 2023-05-16 08:00 @ 88.72 | 2023-05-24 08:00 @ 85.58 | 8d | −$89.34 | -3.82% | signal |
| 40 | long | 2023-04-26 16:00 @ 92.36 | 2023-04-26 20:00 @ 86.23 | 4h | −$160.37 | -6.74% | signal |
| 39 | long | 2023-03-23 08:00 @ 87.90 | 2023-04-20 00:00 @ 90.40 | 27d 16h | $48.44 | +2.05% | signal |
| 38 | long | 2023-03-01 04:00 @ 96.06 | 2023-03-02 16:00 @ 94.55 | 1d 12h | −$40.66 | -1.71% | signal |
| 37 | long | 2023-02-28 16:00 @ 95.67 | 2023-02-28 20:00 @ 94.55 | 4h | −$30.49 | -1.28% | signal |
| 36 | long | 2023-02-27 00:00 @ 95.25 | 2023-02-27 04:00 @ 94.80 | 4h | −$13.86 | -0.58% | signal |
| 35 | long | 2023-02-23 00:00 @ 95.24 | 2023-02-23 12:00 @ 93.72 | 12h | −$41.10 | -1.71% | signal |
| 34 | long | 2023-02-22 04:00 @ 95.00 | 2023-02-22 16:00 @ 91.91 | 12h | −$81.28 | -3.36% | signal |
| 33 | long | 2023-02-14 12:00 @ 91.72 | 2023-02-21 12:00 @ 93.20 | 7d | $31.41 | +1.30% | signal |
| 32 | long | 2023-01-02 08:00 @ 74.80 | 2023-02-13 12:00 @ 90.82 | 42d 4h | $456.64 | +19.87% | signal |
| 31 | long | 2022-11-15 00:00 @ 56.65 | 2022-12-16 12:00 @ 69.16 | 31d 12h | $464.96 | +21.31% | signal |
| 30 | long | 2022-11-14 08:00 @ 57.46 | 2022-11-14 20:00 @ 55.53 | 12h | −$76.48 | -3.47% | signal |
| 29 | long | 2022-11-10 16:00 @ 59.27 | 2022-11-14 04:00 @ 56.04 | 3d 12h | −$126.38 | -5.66% | signal |
| 28 | long | 2022-10-25 16:00 @ 53.76 | 2022-11-09 16:00 @ 54.39 | 15d | $16.69 | +0.75% | signal |
| 27 | long | 2022-10-25 04:00 @ 52.81 | 2022-10-25 08:00 @ 52.66 | 4h | −$8.61 | -0.39% | signal |
| 26 | long | 2022-10-23 20:00 @ 53.12 | 2022-10-24 16:00 @ 52.54 | 20h | −$27.15 | -1.21% | signal |
| 25 | long | 2022-09-17 20:00 @ 58.11 | 2022-09-18 04:00 @ 57.26 | 8h | −$35.38 | -1.58% | signal |
| 24 | long | 2022-09-09 04:00 @ 59.43 | 2022-09-15 16:00 @ 57.61 | 6d 12h | −$74.18 | -3.28% | signal |
| 23 | long | 2022-09-08 20:00 @ 58.36 | 2022-09-09 00:00 @ 57.92 | 4h | −$19.50 | -0.86% | signal |
| 22 | long | 2022-09-02 16:00 @ 61.57 | 2022-09-06 20:00 @ 55.04 | 4d 4h | −$250.47 | -10.74% | signal |
| 21 | long | 2022-07-27 16:00 @ 54.06 | 2022-08-19 04:00 @ 58.67 | 22d 12h | $179.39 | +7.84% | signal |
| 20 | long | 2022-07-27 08:00 @ 53.90 | 2022-07-27 12:00 @ 53.21 | 4h | −$31.81 | -1.39% | signal |
| 19 | long | 2022-07-27 00:00 @ 53.85 | 2022-07-27 04:00 @ 53.14 | 4h | −$32.63 | -1.42% | signal |
| 18 | long | 2022-07-15 16:00 @ 51.58 | 2022-07-26 04:00 @ 53.53 | 10d 12h | $76.82 | +3.36% | signal |
| 17 | long | 2022-07-15 00:00 @ 51.30 | 2022-07-15 12:00 @ 50.87 | 12h | −$21.88 | -0.96% | signal |
| 16 | long | 2022-07-09 20:00 @ 53.29 | 2022-07-10 16:00 @ 51.85 | 20h | −$65.10 | -2.82% | signal |
| 15 | long | 2022-07-08 04:00 @ 53.56 | 2022-07-08 08:00 @ 52.86 | 4h | −$32.60 | -1.41% | signal |
| 14 | long | 2022-06-27 04:00 @ 57.79 | 2022-06-27 16:00 @ 55.90 | 12h | −$78.71 | -3.37% | signal |
| 13 | long | 2022-06-25 20:00 @ 58.70 | 2022-06-27 00:00 @ 56.55 | 1d 4h | −$89.19 | -3.79% | signal |
| 12 | long | 2022-04-08 08:00 @ 115.03 | 2022-04-08 12:00 @ 112.26 | 4h | −$59.44 | -2.51% | signal |
| 11 | long | 2022-04-07 12:00 @ 114.72 | 2022-04-07 16:00 @ 113.24 | 4h | −$33.18 | -1.39% | signal |
| 10 | long | 2022-03-18 20:00 @ 112.36 | 2022-04-06 20:00 @ 114.18 | 17d | $24.79 | +1.04% | signal |
| 9 | long | 2022-02-15 00:00 @ 124.52 | 2022-02-17 20:00 @ 118.09 | 2d 20h | −$127.06 | -5.28% | signal |
| 8 | long | 2022-02-14 16:00 @ 125.75 | 2022-02-14 20:00 @ 122.14 | 4h | −$71.95 | -2.97% | signal |
| 7 | long | 2022-02-14 08:00 @ 124.74 | 2022-02-14 12:00 @ 123.17 | 4h | −$32.99 | -1.36% | signal |
| 6 | long | 2022-02-12 20:00 @ 126.43 | 2022-02-14 04:00 @ 123.42 | 1d 8h | −$59.99 | -2.45% | signal |
| 5 | long | 2022-02-12 12:00 @ 125.50 | 2022-02-12 16:00 @ 123.48 | 4h | −$41.98 | -1.71% | signal |
| 4 | long | 2022-02-07 00:00 @ 127.54 | 2022-02-12 04:00 @ 124.34 | 5d 4h | −$64.76 | -2.62% | signal |
| 3 | long | 2022-02-06 12:00 @ 125.07 | 2022-02-06 16:00 @ 122.69 | 4h | −$49.75 | -2.00% | signal |
| 2 | long | 2022-01-17 04:00 @ 147.55 | 2022-01-18 08:00 @ 145.98 | 1d 4h | −$29.74 | -1.19% | signal |
| 1 | long | 2022-01-15 04:00 @ 147.16 | 2022-01-16 04:00 @ 145.62 | 1d | −$29.12 | -1.16% | 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.