[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirDOTUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 4.5ms
Net P&L
-6.00%
−$599.70
Max drawdown
-31.61%
Max run-up
+49.48%
Trades
149
10.1% win rate
Profit factor
0.92
2022-01-01drawdown · worst -31.61%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -2.46% | -21.67% | 88 | 9% |
| Validation | 2024-10-19 → 2025-09-25 | +10.93% | -20.36% | 28 | 11% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -13.12% | -15.52% | 33 | 12% |
Risk-adjusted
- Sharpe
- -0.01
- Sortino
- -0.01
- Calmar
- -0.04
- Return ÷ max drawdown
- -0.19
- CAGR
- -1.32%
- Exposure
- 33.0%
Per trade
- Expectancy
- −$4.02 · -0.03%
- Average win / loss
- $437.99 / −$53.50
- Payoff ratio
- 8.19
- Largest win / loss
- $2,248.00 / −$221.29
- Longest losing streak(winning: 1)
- 37 trades
Drawdown over time
- Max drawdown
- -31.61%
- Longest time under water(still going at the end)
- 635 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$378.31
- Funding
- −$456.85
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- -96.84%
Monte Carlo
1,000 alternative histories, each 149 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 | -40.50% | -8.42% | +62.68% |
| Max drawdown | -43.19% | -27.41% | -15.87% |
61% of histories lost money, and 34% had a deeper drawdown than this run’s -31.61%. 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
DOTUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
149 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2022-01-02 12:00 @ 28.89 | 2022-01-06 00:00 @ 26.68 | 3d 12h | −$194.61 | -7.78% | signal |
| 2 | long | 2022-01-12 16:00 @ 27.11 | 2022-01-13 04:00 @ 26.58 | 12h | −$49.96 | -2.04% | signal |
| 3 | long | 2022-01-14 04:00 @ 27.29 | 2022-01-14 08:00 @ 26.93 | 4h | −$34.23 | -1.40% | signal |
| 4 | long | 2022-01-14 16:00 @ 27.23 | 2022-01-17 04:00 @ 26.49 | 2d 12h | −$66.89 | -2.75% | signal |
| 5 | long | 2022-02-07 12:00 @ 22.40 | 2022-02-08 12:00 @ 21.72 | 1d | −$74.23 | -3.08% | signal |
| 6 | long | 2022-02-09 20:00 @ 22.09 | 2022-02-10 00:00 @ 21.92 | 4h | −$20.69 | -0.86% | signal |
| 7 | long | 2022-02-10 12:00 @ 22.24 | 2022-02-10 16:00 @ 21.70 | 4h | −$60.14 | -2.52% | signal |
| 8 | long | 2022-03-01 00:00 @ 18.92 | 2022-03-01 04:00 @ 18.65 | 4h | −$35.82 | -1.51% | signal |
| 9 | long | 2022-03-02 00:00 @ 18.89 | 2022-03-02 08:00 @ 18.73 | 8h | −$23.11 | -0.98% | signal |
| 10 | long | 2022-03-02 12:00 @ 18.94 | 2022-03-02 16:00 @ 18.64 | 4h | −$39.54 | -1.68% | signal |
| 11 | long | 2022-03-12 08:00 @ 18.29 | 2022-03-12 12:00 @ 18.18 | 4h | −$16.16 | -0.69% | signal |
| 12 | long | 2022-03-12 16:00 @ 18.28 | 2022-03-13 00:00 @ 18.13 | 8h | −$20.95 | -0.89% | signal |
| 13 | long | 2022-03-13 04:00 @ 18.20 | 2022-03-13 08:00 @ 18.12 | 4h | −$12.15 | -0.52% | signal |
| 14 | long | 2022-03-15 20:00 @ 17.94 | 2022-03-16 00:00 @ 17.79 | 4h | −$22.54 | -0.96% | signal |
| 15 | long | 2022-03-16 04:00 @ 17.96 | 2022-04-08 20:00 @ 19.84 | 23d 16h | $253.09 | +10.85% | signal |
| 16 | long | 2022-04-10 20:00 @ 20.10 | 2022-04-11 00:00 @ 19.21 | 4h | −$107.93 | -4.51% | signal |
| 17 | long | 2022-07-17 08:00 @ 7.21 | 2022-07-17 12:00 @ 7.13 | 4h | −$26.74 | -1.13% | signal |
| 18 | long | 2022-07-18 04:00 @ 7.19 | 2022-07-23 12:00 @ 7.16 | 5d 8h | −$6.00 | -0.25% | signal |
| 19 | long | 2022-07-23 16:00 @ 7.25 | 2022-07-23 20:00 @ 7.20 | 4h | −$17.65 | -0.75% | signal |
| 20 | long | 2022-07-24 00:00 @ 7.32 | 2022-07-25 04:00 @ 7.05 | 1d 4h | −$88.08 | -3.74% | signal |
| 21 | long | 2022-07-27 20:00 @ 7.24 | 2022-08-19 00:00 @ 8.07 | 22d 4h | $289.35 | +12.40% | signal |
| 22 | long | 2022-09-12 12:00 @ 7.92 | 2022-09-12 16:00 @ 7.71 | 4h | −$65.95 | -2.74% | signal |
| 23 | long | 2022-09-13 12:00 @ 7.88 | 2022-09-13 16:00 @ 7.22 | 4h | −$201.51 | -8.43% | signal |
| 24 | long | 2022-10-25 20:00 @ 6.54 | 2022-11-03 00:00 @ 6.25 | 8d 4h | −$107.03 | -4.58% | signal |
| 25 | long | 2022-11-03 04:00 @ 6.43 | 2022-11-08 20:00 @ 6.19 | 5d 16h | −$88.18 | -3.81% | signal |
| 26 | long | 2023-01-08 16:00 @ 4.75 | 2023-01-08 20:00 @ 4.73 | 4h | −$14.04 | -0.61% | signal |
| 27 | long | 2023-01-09 00:00 @ 4.83 | 2023-02-13 00:00 @ 6.17 | 35d | $624.81 | +27.32% | signal |
| 28 | long | 2023-02-15 20:00 @ 6.42 | 2023-02-17 00:00 @ 6.32 | 1d 4h | −$39.93 | -1.63% | signal |
| 29 | long | 2023-02-17 04:00 @ 6.57 | 2023-02-25 00:00 @ 6.61 | 7d 20h | $5.59 | +0.23% | signal |
| 30 | long | 2023-02-26 20:00 @ 6.69 | 2023-02-27 08:00 @ 6.61 | 12h | −$32.97 | -1.35% | signal |
| 31 | long | 2023-02-27 16:00 @ 6.69 | 2023-02-27 20:00 @ 6.52 | 4h | −$63.85 | -2.63% | signal |
| 32 | long | 2023-03-14 16:00 @ 6.51 | 2023-03-14 20:00 @ 6.34 | 4h | −$64.65 | -2.68% | signal |
| 33 | long | 2023-03-17 12:00 @ 6.53 | 2023-03-19 00:00 @ 6.31 | 1d 12h | −$84.90 | -3.55% | signal |
| 34 | long | 2023-03-19 04:00 @ 6.47 | 2023-03-20 04:00 @ 6.28 | 1d | −$72.20 | -3.04% | signal |
| 35 | long | 2023-03-20 08:00 @ 6.43 | 2023-03-20 16:00 @ 6.33 | 8h | −$36.84 | -1.56% | signal |
| 36 | long | 2023-03-23 16:00 @ 6.38 | 2023-03-23 20:00 @ 6.32 | 4h | −$24.83 | -1.06% | signal |
| 37 | long | 2023-03-29 08:00 @ 6.22 | 2023-03-30 20:00 @ 6.08 | 1d 12h | −$58.51 | -2.50% | signal |
| 38 | long | 2023-03-31 00:00 @ 6.12 | 2023-04-20 00:00 @ 6.30 | 20d | $56.58 | +2.43% | signal |
| 39 | long | 2023-04-20 04:00 @ 6.40 | 2023-04-20 16:00 @ 6.23 | 12h | −$61.61 | -2.63% | signal |
| 40 | long | 2023-05-30 12:00 @ 5.50 | 2023-05-30 16:00 @ 5.43 | 4h | −$30.27 | -1.30% | signal |
| 41 | long | 2023-06-23 16:00 @ 5.09 | 2023-06-28 20:00 @ 4.87 | 5d 4h | −$102.49 | -4.42% | signal |
| 42 | long | 2023-06-29 12:00 @ 4.99 | 2023-07-24 12:00 @ 5.19 | 25d | $84.57 | +3.69% | signal |
| 43 | long | 2023-07-25 04:00 @ 5.22 | 2023-07-25 08:00 @ 5.18 | 4h | −$21.38 | -0.93% | signal |
| 44 | long | 2023-07-26 20:00 @ 5.26 | 2023-07-27 00:00 @ 5.23 | 4h | −$13.75 | -0.60% | signal |
| 45 | long | 2023-07-27 04:00 @ 5.27 | 2023-07-27 16:00 @ 5.23 | 12h | −$17.39 | -0.76% | signal |
| 46 | long | 2023-07-28 16:00 @ 5.24 | 2023-07-28 20:00 @ 5.20 | 4h | −$19.22 | -0.84% | signal |
| 47 | long | 2023-07-29 20:00 @ 5.25 | 2023-07-30 00:00 @ 5.24 | 4h | −$4.08 | -0.18% | signal |
| 48 | long | 2023-07-30 04:00 @ 5.25 | 2023-07-30 08:00 @ 5.23 | 4h | −$11.93 | -0.52% | signal |
| 49 | long | 2023-10-01 12:00 @ 4.20 | 2023-10-03 00:00 @ 4.12 | 1d 12h | −$47.26 | -2.06% | signal |
| 50 | long | 2023-10-03 04:00 @ 4.15 | 2023-10-03 08:00 @ 4.12 | 4h | −$21.82 | -0.96% | signal |
| 51 | long | 2023-10-23 00:00 @ 3.96 | 2024-01-05 12:00 @ 7.45 | 74d 12h | $1,872.94 | +82.42% | signal |
| 52 | long | 2024-01-11 00:00 @ 7.99 | 2024-01-13 00:00 @ 7.56 | 2d | −$150.17 | -5.48% | signal |
| 53 | long | 2024-02-08 16:00 @ 7.05 | 2024-02-08 20:00 @ 7.01 | 4h | −$16.71 | -0.62% | signal |
| 54 | long | 2024-02-09 04:00 @ 7.05 | 2024-03-20 00:00 @ 8.77 | 39d 20h | $517.25 | +19.16% | signal |
| 55 | long | 2024-03-20 12:00 @ 9.28 | 2024-03-20 16:00 @ 8.93 | 4h | −$109.34 | -3.87% | signal |
| 56 | long | 2024-03-20 20:00 @ 9.29 | 2024-03-22 00:00 @ 9.18 | 1d 4h | −$36.63 | -1.31% | signal |
| 57 | long | 2024-03-22 04:00 @ 9.25 | 2024-03-22 12:00 @ 9.06 | 8h | −$60.50 | -2.17% | signal |
| 58 | long | 2024-03-25 00:00 @ 9.38 | 2024-03-25 08:00 @ 9.36 | 8h | −$10.38 | -0.37% | signal |
| 59 | long | 2024-03-25 12:00 @ 9.44 | 2024-03-27 16:00 @ 9.39 | 2d 4h | −$22.95 | -0.83% | signal |
| 60 | long | 2024-03-28 08:00 @ 9.62 | 2024-03-28 20:00 @ 9.50 | 12h | −$40.43 | -1.46% | signal |
| 61 | long | 2024-05-06 08:00 @ 7.39 | 2024-05-06 12:00 @ 7.29 | 4h | −$40.70 | -1.48% | signal |
| 62 | long | 2024-05-15 20:00 @ 7.01 | 2024-05-30 08:00 @ 6.97 | 14d 12h | −$27.30 | -0.99% | signal |
| 63 | long | 2024-05-30 16:00 @ 7.08 | 2024-05-31 00:00 @ 7.00 | 8h | −$32.76 | -1.19% | signal |
| 64 | long | 2024-06-01 12:00 @ 7.07 | 2024-06-02 00:00 @ 7.07 | 12h | −$5.64 | -0.21% | signal |
| 65 | long | 2024-06-02 04:00 @ 7.09 | 2024-06-02 08:00 @ 7.04 | 4h | −$20.38 | -0.75% | signal |
| 66 | long | 2024-06-02 12:00 @ 7.10 | 2024-06-02 20:00 @ 7.01 | 8h | −$37.49 | -1.38% | signal |
| 67 | long | 2024-06-03 08:00 @ 7.14 | 2024-06-03 20:00 @ 7.10 | 12h | −$16.38 | -0.60% | signal |
| 68 | long | 2024-06-04 16:00 @ 7.18 | 2024-06-07 04:00 @ 7.10 | 2d 12h | −$34.89 | -1.29% | signal |
| 69 | long | 2024-06-07 08:00 @ 7.16 | 2024-06-07 20:00 @ 6.58 | 12h | −$221.29 | -8.18% | signal |
| 70 | long | 2024-07-02 04:00 @ 6.45 | 2024-07-02 08:00 @ 6.37 | 4h | −$34.08 | -1.29% | signal |
| 71 | long | 2024-07-02 12:00 @ 6.40 | 2024-07-03 04:00 @ 6.33 | 16h | −$33.16 | -1.26% | signal |
| 72 | long | 2024-07-06 20:00 @ 6.26 | 2024-07-07 08:00 @ 6.21 | 12h | −$26.12 | -0.99% | signal |
| 73 | long | 2024-07-07 12:00 @ 6.21 | 2024-07-07 16:00 @ 6.02 | 4h | −$82.65 | -3.15% | signal |
| 74 | long | 2024-07-09 16:00 @ 6.15 | 2024-07-09 20:00 @ 6.07 | 4h | −$34.81 | -1.34% | signal |
| 75 | long | 2024-07-10 04:00 @ 6.17 | 2024-07-11 04:00 @ 6.06 | 1d | −$49.40 | -1.90% | signal |
| 76 | long | 2024-07-11 08:00 @ 6.13 | 2024-07-11 16:00 @ 6.00 | 8h | −$57.78 | -2.24% | signal |
| 77 | long | 2024-07-13 00:00 @ 6.10 | 2024-07-23 08:00 @ 6.00 | 10d 8h | −$52.63 | -2.05% | signal |
| 78 | long | 2024-08-24 20:00 @ 5.06 | 2024-08-25 04:00 @ 4.90 | 8h | −$87.58 | -3.43% | signal |
| 79 | long | 2024-09-13 16:00 @ 4.42 | 2024-09-14 12:00 @ 4.36 | 20h | −$38.00 | -1.50% | signal |
| 80 | long | 2024-09-14 16:00 @ 4.40 | 2024-09-16 04:00 @ 4.28 | 1d 12h | −$73.58 | -2.91% | signal |
| 81 | long | 2024-09-20 08:00 @ 4.39 | 2024-09-20 12:00 @ 4.32 | 4h | −$42.52 | -1.70% | signal |
| 82 | long | 2024-09-21 08:00 @ 4.34 | 2024-09-21 12:00 @ 4.33 | 4h | −$10.06 | -0.40% | signal |
| 83 | long | 2024-09-21 16:00 @ 4.43 | 2024-09-22 16:00 @ 4.32 | 1d | −$62.78 | -2.52% | signal |
| 84 | long | 2024-09-22 20:00 @ 4.34 | 2024-09-23 00:00 @ 4.31 | 4h | −$21.15 | -0.85% | signal |
| 85 | long | 2024-09-23 04:00 @ 4.40 | 2024-10-01 16:00 @ 4.29 | 8d 12h | −$69.28 | -2.80% | signal |
| 86 | long | 2024-10-14 16:00 @ 4.34 | 2024-10-16 08:00 @ 4.31 | 1d 16h | −$22.19 | -0.90% | signal |
| 87 | long | 2024-10-16 12:00 @ 4.36 | 2024-10-16 16:00 @ 4.32 | 4h | −$29.23 | -1.19% | signal |
| 88 | long | 2024-10-19 04:00 @ 4.40 | 2024-10-19 12:00 @ 4.33 | 8h | −$42.49 | -1.74% | signal |
| 89 | long | 2024-10-19 16:00 @ 4.41 | 2024-10-22 12:00 @ 4.35 | 2d 20h | −$36.49 | -1.50% | signal |
| 90 | long | 2024-11-07 04:00 @ 4.17 | 2024-11-07 08:00 @ 4.09 | 4h | −$52.15 | -2.15% | signal |
| 91 | long | 2024-11-07 16:00 @ 4.15 | 2024-11-07 20:00 @ 4.14 | 4h | −$9.42 | -0.39% | signal |
| 92 | long | 2024-11-08 00:00 @ 4.17 | 2024-12-18 08:00 @ 8.23 | 40d 8h | $2,248.00 | +93.39% | signal |
| 93 | long | 2024-12-18 12:00 @ 8.36 | 2024-12-18 16:00 @ 8.18 | 4h | −$66.61 | -2.24% | signal |
| 94 | long | 2025-01-16 20:00 @ 7.33 | 2025-01-17 00:00 @ 7.15 | 4h | −$75.00 | -2.54% | signal |
| 95 | long | 2025-01-17 04:00 @ 7.29 | 2025-01-18 08:00 @ 7.03 | 1d 4h | −$105.96 | -3.61% | signal |
| 96 | long | 2025-03-02 20:00 @ 5.11 | 2025-03-03 08:00 @ 4.96 | 12h | −$83.46 | -2.87% | signal |
| 97 | long | 2025-03-22 20:00 @ 4.52 | 2025-03-23 00:00 @ 4.44 | 4h | −$55.05 | -1.91% | signal |
| 98 | long | 2025-03-24 04:00 @ 4.55 | 2025-03-28 08:00 @ 4.30 | 4d 4h | −$160.32 | -5.58% | signal |
| 99 | long | 2025-04-23 00:00 @ 4.01 | 2025-05-06 12:00 @ 3.84 | 13d 12h | −$128.70 | -4.54% | signal |
| 100 | long | 2025-05-06 16:00 @ 3.91 | 2025-05-25 12:00 @ 4.45 | 18d 20h | $375.04 | +13.39% | signal |
| 101 | long | 2025-05-26 00:00 @ 4.52 | 2025-05-26 20:00 @ 4.44 | 20h | −$52.96 | -1.83% | signal |
| 102 | long | 2025-05-27 08:00 @ 4.52 | 2025-05-28 16:00 @ 4.49 | 1d 8h | −$25.67 | -0.89% | signal |
| 103 | long | 2025-05-29 00:00 @ 4.59 | 2025-05-29 16:00 @ 4.50 | 16h | −$60.48 | -2.10% | signal |
| 104 | long | 2025-07-09 20:00 @ 3.62 | 2025-07-30 12:00 @ 3.76 | 20d 16h | $82.27 | +2.88% | signal |
| 105 | long | 2025-07-31 04:00 @ 3.87 | 2025-07-31 16:00 @ 3.79 | 12h | −$67.09 | -2.33% | signal |
| 106 | long | 2025-08-08 20:00 @ 3.99 | 2025-08-11 12:00 @ 3.93 | 2d 16h | −$47.43 | -1.66% | signal |
| 107 | long | 2025-08-12 16:00 @ 4.09 | 2025-08-14 20:00 @ 3.99 | 2d 4h | −$76.21 | -2.67% | signal |
| 108 | long | 2025-08-15 04:00 @ 4.03 | 2025-08-15 12:00 @ 3.99 | 8h | −$35.66 | -1.26% | signal |
| 109 | long | 2025-08-17 08:00 @ 4.02 | 2025-08-18 04:00 @ 3.90 | 20h | −$92.07 | -3.26% | signal |
| 110 | long | 2025-08-22 20:00 @ 4.10 | 2025-08-25 08:00 @ 3.91 | 2d 12h | −$134.21 | -4.79% | signal |
| 111 | long | 2025-08-27 16:00 @ 3.91 | 2025-08-27 20:00 @ 3.86 | 4h | −$36.66 | -1.32% | signal |
| 112 | long | 2025-08-28 08:00 @ 3.93 | 2025-08-28 20:00 @ 3.88 | 12h | −$40.84 | -1.48% | signal |
| 113 | long | 2025-08-29 00:00 @ 3.98 | 2025-08-29 08:00 @ 3.81 | 8h | −$119.32 | -4.34% | signal |
| 114 | long | 2025-09-03 16:00 @ 3.89 | 2025-09-04 00:00 @ 3.87 | 8h | −$21.52 | -0.79% | signal |
| 115 | long | 2025-09-07 16:00 @ 3.97 | 2025-09-22 08:00 @ 3.98 | 14d 16h | −$6.39 | -0.24% | signal |
| 116 | long | 2025-09-24 12:00 @ 4.07 | 2025-09-24 20:00 @ 4.04 | 8h | −$22.05 | -0.81% | signal |
| 117 | long | 2025-10-01 12:00 @ 4.08 | 2025-10-05 20:00 @ 4.10 | 4d 8h | $4.78 | +0.18% | signal |
| 118 | long | 2025-10-06 00:00 @ 4.13 | 2025-10-08 04:00 @ 4.10 | 2d 4h | −$26.69 | -0.99% | signal |
| 119 | long | 2025-10-08 08:00 @ 4.15 | 2025-10-08 16:00 @ 4.13 | 8h | −$15.52 | -0.57% | signal |
| 120 | long | 2025-10-08 20:00 @ 4.22 | 2025-10-09 04:00 @ 4.11 | 8h | −$74.91 | -2.78% | signal |
| 121 | long | 2025-10-10 12:00 @ 4.18 | 2025-10-10 16:00 @ 4.06 | 4h | −$79.98 | -2.99% | signal |
| 122 | long | 2025-11-07 20:00 @ 3.26 | 2025-11-08 16:00 @ 3.12 | 20h | −$114.95 | -4.33% | signal |
| 123 | long | 2025-11-08 20:00 @ 3.16 | 2025-11-09 04:00 @ 3.13 | 8h | −$26.66 | -1.01% | signal |
| 124 | long | 2025-11-09 08:00 @ 3.14 | 2025-11-12 00:00 @ 3.05 | 2d 16h | −$78.66 | -3.00% | signal |
| 125 | long | 2025-11-12 04:00 @ 3.09 | 2025-11-12 16:00 @ 2.96 | 12h | −$107.93 | -4.15% | signal |
| 126 | long | 2026-01-01 20:00 @ 2.00 | 2026-01-19 08:00 @ 1.97 | 17d 12h | −$53.77 | -2.09% | signal |
| 127 | long | 2026-01-19 20:00 @ 2.05 | 2026-01-20 12:00 @ 1.96 | 16h | −$112.81 | -4.40% | signal |
| 128 | long | 2026-01-21 20:00 @ 1.99 | 2026-01-22 00:00 @ 1.95 | 4h | −$53.10 | -2.10% | signal |
| 129 | long | 2026-02-25 16:00 @ 1.52 | 2026-03-14 20:00 @ 1.41 | 17d 4h | −$159.17 | -6.32% | signal |
| 130 | long | 2026-03-15 12:00 @ 1.43 | 2026-03-15 16:00 @ 1.41 | 4h | −$26.03 | -1.05% | signal |
| 131 | long | 2026-03-16 00:00 @ 1.44 | 2026-03-22 00:00 @ 1.46 | 6d | $42.09 | +1.70% | signal |
| 132 | long | 2026-03-22 04:00 @ 1.47 | 2026-03-22 08:00 @ 1.45 | 4h | −$30.47 | -1.23% | signal |
| 133 | long | 2026-04-16 20:00 @ 1.35 | 2026-04-17 00:00 @ 1.33 | 4h | −$43.79 | -1.77% | signal |
| 134 | long | 2026-04-18 00:00 @ 1.33 | 2026-04-18 04:00 @ 1.33 | 4h | −$10.97 | -0.44% | signal |
| 135 | long | 2026-04-18 08:00 @ 1.33 | 2026-04-18 12:00 @ 1.29 | 4h | −$88.37 | -3.59% | signal |
| 136 | long | 2026-04-22 08:00 @ 1.31 | 2026-04-22 20:00 @ 1.28 | 12h | −$57.87 | -2.37% | signal |
| 137 | long | 2026-04-26 12:00 @ 1.27 | 2026-04-26 16:00 @ 1.27 | 4h | −$7.22 | -0.30% | signal |
| 138 | long | 2026-04-26 20:00 @ 1.27 | 2026-04-27 00:00 @ 1.26 | 4h | −$20.57 | -0.85% | signal |
| 139 | long | 2026-04-27 04:00 @ 1.27 | 2026-04-27 08:00 @ 1.23 | 4h | −$73.92 | -3.06% | signal |
| 140 | long | 2026-05-04 04:00 @ 1.25 | 2026-05-04 08:00 @ 1.24 | 4h | −$24.47 | -1.02% | signal |
| 141 | long | 2026-05-05 08:00 @ 1.25 | 2026-05-16 08:00 @ 1.26 | 11d | $12.05 | +0.50% | signal |
| 142 | long | 2026-05-17 08:00 @ 1.29 | 2026-05-17 16:00 @ 1.27 | 8h | −$29.56 | -1.23% | signal |
| 143 | long | 2026-05-21 20:00 @ 1.30 | 2026-05-23 00:00 @ 1.26 | 1d 4h | −$83.07 | -3.47% | signal |
| 144 | long | 2026-05-24 00:00 @ 1.30 | 2026-05-24 08:00 @ 1.27 | 8h | −$40.12 | -1.69% | signal |
| 145 | long | 2026-05-24 12:00 @ 1.28 | 2026-05-24 16:00 @ 1.26 | 4h | −$34.66 | -1.47% | signal |
| 146 | long | 2026-05-25 16:00 @ 1.28 | 2026-05-26 00:00 @ 1.26 | 8h | −$45.63 | -1.94% | signal |
| 147 | long | 2026-05-26 12:00 @ 1.28 | 2026-05-26 16:00 @ 1.27 | 4h | −$14.26 | -0.61% | signal |
| 148 | long | 2026-08-04 04:00 @ 0.84 | 2026-08-06 12:00 @ 0.82 | 2d 8h | −$45.29 | -1.94% | signal |
| 149 | long | 2026-08-20 12:00 @ 0.82 | 2026-09-01 00:00 @ 0.86 | 11d 12h | $101.46 | +4.36% | end of data |
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.