[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirTRXUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,195 bars in 4.5ms
Underperformed the market. Holding TRXUSDT returned +337.59% over the same period, against this strategy’s +4.57%.
Net P&L
+4.57%
$457.24
Max drawdown
-29.37%
Max run-up
+69.85%
Trades
177
15.8% win rate
Profit factor
1.09
2022-01-01drawdown · worst -29.37%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -3.26% | -21.76% | 99 | 20% |
| Validation | 2024-10-19 → 2025-09-25 | +4.49% | -29.37% | 51 | 10% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | +3.46% | -3.42% | 27 | 11% |
Risk-adjusted
- Sharpe
- 0.14
- Sortino
- 0.23
- Calmar
- 0.03
- Return ÷ max drawdown
- 0.16
- CAGR
- +0.96%
- Exposure
- 61.0%
Per trade
- Expectancy
- $2.58 · +0.14%
- Average win / loss
- $198.53 / −$34.24
- Payoff ratio
- 5.80
- Largest win / loss
- $1,147.07 / −$267.96
- Longest losing streak(winning: 3)
- 29 trades
Drawdown over time
- Max drawdown
- -29.37%
- Longest time under water
- 1010 days
- Worst drawdown recovered in
- not recovered
- Under water at the end
- 636 days
Costs and mechanics
- Fees paid
- −$411.82
- Funding
- −$139.40
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- +337.59%
Monte Carlo
1,000 alternative histories, each 177 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 | -21.51% | +3.21% | +44.59% |
| Max drawdown | -27.45% | -15.04% | -8.37% |
44% of histories lost money, and 3% had a deeper drawdown than this run’s -29.37%. 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
TRXUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
177 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 177 | long | 2026-08-08 12:00 @ 0.33 | 2026-08-31 16:00 @ 0.33 | 23d 4h | $23.17 | +0.89% | signal |
| 176 | long | 2026-08-07 12:00 @ 0.33 | 2026-08-07 16:00 @ 0.33 | 4h | −$7.23 | -0.28% | signal |
| 175 | long | 2026-08-05 20:00 @ 0.33 | 2026-08-06 00:00 @ 0.33 | 4h | −$7.64 | -0.29% | signal |
| 174 | long | 2026-08-05 12:00 @ 0.33 | 2026-08-05 16:00 @ 0.33 | 4h | −$11.46 | -0.44% | signal |
| 173 | long | 2026-08-03 12:00 @ 0.33 | 2026-08-05 00:00 @ 0.33 | 1d 12h | −$8.15 | -0.31% | signal |
| 172 | long | 2026-08-02 16:00 @ 0.33 | 2026-08-03 04:00 @ 0.33 | 12h | −$14.68 | -0.56% | signal |
| 171 | long | 2026-08-01 04:00 @ 0.33 | 2026-08-02 12:00 @ 0.33 | 1d 8h | −$6.90 | -0.26% | signal |
| 170 | long | 2026-07-30 08:00 @ 0.33 | 2026-07-31 16:00 @ 0.33 | 1d 8h | −$15.89 | -0.60% | signal |
| 169 | long | 2026-07-29 08:00 @ 0.33 | 2026-07-29 20:00 @ 0.33 | 12h | −$6.25 | -0.24% | signal |
| 168 | long | 2026-07-18 20:00 @ 0.33 | 2026-07-28 00:00 @ 0.32 | 9d 4h | −$10.97 | -0.42% | signal |
| 167 | long | 2026-07-16 00:00 @ 0.32 | 2026-07-16 04:00 @ 0.32 | 4h | −$11.10 | -0.42% | signal |
| 166 | long | 2026-07-04 08:00 @ 0.32 | 2026-07-15 20:00 @ 0.32 | 11d 12h | −$1.11 | -0.04% | signal |
| 165 | long | 2026-05-31 20:00 @ 0.35 | 2026-06-01 12:00 @ 0.35 | 16h | −$4.65 | -0.18% | signal |
| 164 | long | 2026-03-04 08:00 @ 0.28 | 2026-05-29 08:00 @ 0.35 | 86d | $557.79 | +22.35% | signal |
| 163 | long | 2026-03-03 00:00 @ 0.28 | 2026-03-03 08:00 @ 0.28 | 8h | −$13.53 | -0.54% | signal |
| 162 | long | 2026-02-25 20:00 @ 0.29 | 2026-02-27 16:00 @ 0.28 | 1d 20h | −$30.70 | -1.22% | signal |
| 161 | long | 2026-02-25 04:00 @ 0.29 | 2026-02-25 16:00 @ 0.28 | 12h | −$16.39 | -0.65% | signal |
| 160 | long | 2026-02-21 16:00 @ 0.29 | 2026-02-23 16:00 @ 0.28 | 2d | −$36.92 | -1.46% | signal |
| 159 | long | 2026-01-26 20:00 @ 0.30 | 2026-01-27 08:00 @ 0.30 | 12h | −$15.12 | -0.60% | signal |
| 158 | long | 2026-01-26 00:00 @ 0.30 | 2026-01-26 12:00 @ 0.30 | 12h | −$6.43 | -0.25% | signal |
| 157 | long | 2025-12-27 16:00 @ 0.28 | 2026-01-25 20:00 @ 0.29 | 29d 4h | $121.81 | +4.88% | signal |
| 156 | long | 2025-12-27 04:00 @ 0.28 | 2025-12-27 08:00 @ 0.28 | 4h | −$12.94 | -0.52% | signal |
| 155 | long | 2025-12-21 00:00 @ 0.28 | 2025-12-25 12:00 @ 0.28 | 4d 12h | −$33.09 | -1.32% | signal |
| 154 | long | 2025-12-07 20:00 @ 0.29 | 2025-12-08 16:00 @ 0.28 | 20h | −$32.41 | -1.29% | signal |
| 153 | long | 2025-12-05 00:00 @ 0.29 | 2025-12-07 12:00 @ 0.28 | 2d 12h | −$19.71 | -0.78% | signal |
| 152 | long | 2025-10-08 20:00 @ 0.34 | 2025-10-09 08:00 @ 0.34 | 12h | −$24.63 | -0.98% | signal |
| 151 | long | 2025-10-01 16:00 @ 0.34 | 2025-10-07 16:00 @ 0.34 | 6d | −$5.27 | -0.21% | signal |
| 150 | long | 2025-09-20 04:00 @ 0.34 | 2025-09-21 12:00 @ 0.34 | 1d 8h | −$9.32 | -0.37% | signal |
| 149 | long | 2025-09-18 12:00 @ 0.35 | 2025-09-19 20:00 @ 0.34 | 1d 8h | −$22.21 | -0.88% | signal |
| 148 | long | 2025-09-16 12:00 @ 0.35 | 2025-09-16 16:00 @ 0.34 | 4h | −$41.21 | -1.62% | signal |
| 147 | long | 2025-09-16 04:00 @ 0.35 | 2025-09-16 08:00 @ 0.35 | 4h | −$5.04 | -0.20% | signal |
| 146 | long | 2025-09-11 20:00 @ 0.35 | 2025-09-15 12:00 @ 0.35 | 3d 16h | −$6.05 | -0.24% | signal |
| 145 | long | 2025-09-11 08:00 @ 0.35 | 2025-09-11 16:00 @ 0.34 | 8h | −$7.74 | -0.30% | signal |
| 144 | long | 2025-08-29 00:00 @ 0.34 | 2025-08-29 08:00 @ 0.34 | 8h | −$33.53 | -1.31% | signal |
| 143 | long | 2025-06-29 00:00 @ 0.27 | 2025-08-28 20:00 @ 0.34 | 60d 20h | $558.39 | +23.09% | signal |
| 142 | long | 2025-06-28 12:00 @ 0.28 | 2025-06-28 20:00 @ 0.27 | 8h | −$27.31 | -1.13% | signal |
| 141 | long | 2025-06-26 04:00 @ 0.27 | 2025-06-26 08:00 @ 0.27 | 4h | −$32.82 | -1.35% | signal |
| 140 | long | 2025-06-21 12:00 @ 0.27 | 2025-06-21 16:00 @ 0.27 | 4h | −$20.73 | -0.85% | signal |
| 139 | long | 2025-06-20 12:00 @ 0.27 | 2025-06-20 16:00 @ 0.27 | 4h | −$13.72 | -0.56% | signal |
| 138 | long | 2025-06-19 20:00 @ 0.27 | 2025-06-20 08:00 @ 0.27 | 12h | −$21.72 | -0.89% | signal |
| 137 | long | 2025-06-19 04:00 @ 0.27 | 2025-06-19 16:00 @ 0.27 | 12h | −$7.78 | -0.32% | signal |
| 136 | long | 2025-06-16 16:00 @ 0.28 | 2025-06-18 00:00 @ 0.27 | 1d 8h | −$97.31 | -3.93% | signal |
| 135 | long | 2025-06-12 16:00 @ 0.27 | 2025-06-12 20:00 @ 0.27 | 4h | −$21.43 | -0.86% | signal |
| 134 | long | 2025-05-07 08:00 @ 0.24 | 2025-06-12 12:00 @ 0.27 | 36d 4h | $250.27 | +10.36% | signal |
| 133 | long | 2025-04-09 20:00 @ 0.24 | 2025-05-07 04:00 @ 0.24 | 27d 8h | $70.39 | +2.93% | signal |
| 132 | long | 2025-04-08 04:00 @ 0.23 | 2025-04-08 20:00 @ 0.23 | 16h | −$18.84 | -0.78% | signal |
| 131 | long | 2025-04-03 16:00 @ 0.23 | 2025-04-07 00:00 @ 0.23 | 3d 8h | −$46.45 | -1.92% | signal |
| 130 | long | 2025-03-30 20:00 @ 0.23 | 2025-04-03 12:00 @ 0.23 | 3d 16h | −$1.06 | -0.04% | signal |
| 129 | long | 2025-03-30 08:00 @ 0.23 | 2025-03-30 12:00 @ 0.23 | 4h | −$16.80 | -0.69% | signal |
| 128 | long | 2025-03-28 20:00 @ 0.23 | 2025-03-30 04:00 @ 0.23 | 1d 8h | −$42.48 | -1.75% | signal |
| 127 | long | 2025-03-27 04:00 @ 0.23 | 2025-03-28 08:00 @ 0.23 | 1d 4h | −$33.42 | -1.37% | signal |
| 126 | long | 2025-03-22 04:00 @ 0.24 | 2025-03-23 16:00 @ 0.23 | 1d 12h | −$40.82 | -1.67% | signal |
| 125 | long | 2025-03-21 12:00 @ 0.24 | 2025-03-22 00:00 @ 0.23 | 12h | −$24.63 | -1.00% | signal |
| 124 | long | 2025-03-20 20:00 @ 0.24 | 2025-03-21 00:00 @ 0.23 | 4h | −$19.95 | -0.81% | signal |
| 123 | long | 2025-03-19 00:00 @ 0.24 | 2025-03-19 08:00 @ 0.23 | 8h | −$36.07 | -1.46% | signal |
| 122 | long | 2025-03-10 12:00 @ 0.24 | 2025-03-10 16:00 @ 0.23 | 4h | −$27.14 | -1.10% | signal |
| 121 | long | 2025-03-04 16:00 @ 0.24 | 2025-03-09 20:00 @ 0.24 | 5d 4h | −$12.66 | -0.51% | signal |
| 120 | long | 2025-03-02 16:00 @ 0.24 | 2025-03-03 20:00 @ 0.23 | 1d 4h | −$115.66 | -4.61% | signal |
| 119 | long | 2025-02-25 04:00 @ 0.24 | 2025-02-25 08:00 @ 0.23 | 4h | −$120.91 | -4.76% | signal |
| 118 | long | 2025-02-23 04:00 @ 0.24 | 2025-02-25 00:00 @ 0.24 | 1d 20h | −$18.75 | -0.74% | signal |
| 117 | long | 2025-02-20 16:00 @ 0.24 | 2025-02-21 20:00 @ 0.24 | 1d 4h | −$57.78 | -2.26% | signal |
| 116 | long | 2025-02-19 04:00 @ 0.24 | 2025-02-20 08:00 @ 0.24 | 1d 4h | −$60.63 | -2.36% | signal |
| 115 | long | 2025-02-18 04:00 @ 0.24 | 2025-02-18 08:00 @ 0.24 | 4h | −$27.59 | -1.07% | signal |
| 114 | long | 2025-02-16 16:00 @ 0.24 | 2025-02-17 20:00 @ 0.24 | 1d 4h | −$28.31 | -1.09% | signal |
| 113 | long | 2025-02-12 12:00 @ 0.24 | 2025-02-13 12:00 @ 0.24 | 1d | −$72.86 | -2.80% | signal |
| 112 | long | 2025-02-10 20:00 @ 0.24 | 2025-02-12 04:00 @ 0.24 | 1d 8h | −$49.20 | -1.88% | signal |
| 111 | long | 2025-01-30 12:00 @ 0.25 | 2025-02-02 00:00 @ 0.24 | 2d 12h | −$52.92 | -2.01% | signal |
| 110 | long | 2025-01-24 00:00 @ 0.25 | 2025-01-27 00:00 @ 0.25 | 3d | −$75.37 | -2.85% | signal |
| 109 | long | 2025-01-23 16:00 @ 0.25 | 2025-01-23 20:00 @ 0.25 | 4h | −$34.20 | -1.29% | signal |
| 108 | long | 2025-01-22 04:00 @ 0.25 | 2025-01-23 08:00 @ 0.25 | 1d 4h | −$33.84 | -1.27% | signal |
| 107 | long | 2024-12-27 12:00 @ 0.26 | 2024-12-27 16:00 @ 0.26 | 4h | −$45.83 | -1.71% | signal |
| 106 | long | 2024-12-24 16:00 @ 0.26 | 2024-12-24 20:00 @ 0.26 | 4h | −$30.71 | -1.14% | signal |
| 105 | long | 2024-12-21 08:00 @ 0.26 | 2024-12-21 12:00 @ 0.25 | 4h | −$45.76 | -1.70% | signal |
| 104 | long | 2024-12-20 00:00 @ 0.25 | 2024-12-20 08:00 @ 0.25 | 8h | −$19.13 | -0.71% | signal |
| 103 | long | 2024-11-10 08:00 @ 0.16 | 2024-12-19 20:00 @ 0.25 | 39d 12h | $1,147.07 | +47.50% | signal |
| 102 | long | 2024-11-10 00:00 @ 0.16 | 2024-11-10 04:00 @ 0.16 | 4h | −$5.71 | -0.24% | signal |
| 101 | long | 2024-11-06 04:00 @ 0.16 | 2024-11-07 08:00 @ 0.16 | 1d 4h | −$24.90 | -1.03% | signal |
| 100 | long | 2024-10-21 08:00 @ 0.16 | 2024-11-05 20:00 @ 0.16 | 15d 12h | $52.15 | +2.16% | signal |
| 99 | long | 2024-09-27 04:00 @ 0.15 | 2024-10-21 04:00 @ 0.16 | 24d | $21.12 | +0.88% | signal |
| 98 | long | 2024-08-16 12:00 @ 0.13 | 2024-09-13 20:00 @ 0.15 | 28d 8h | $305.72 | +13.13% | signal |
| 97 | long | 2024-08-15 08:00 @ 0.13 | 2024-08-15 16:00 @ 0.13 | 8h | −$15.17 | -0.65% | signal |
| 96 | long | 2024-06-20 04:00 @ 0.12 | 2024-07-31 04:00 @ 0.13 | 41d | $303.06 | +13.43% | signal |
| 95 | long | 2024-06-19 04:00 @ 0.12 | 2024-06-20 00:00 @ 0.12 | 20h | −$9.62 | -0.43% | signal |
| 94 | long | 2024-06-17 00:00 @ 0.12 | 2024-06-18 04:00 @ 0.11 | 1d 4h | −$60.85 | -2.68% | signal |
| 93 | long | 2024-04-25 16:00 @ 0.12 | 2024-05-22 20:00 @ 0.12 | 27d 4h | $58.56 | +2.59% | signal |
| 92 | long | 2024-04-10 08:00 @ 0.12 | 2024-04-10 12:00 @ 0.12 | 4h | −$66.82 | -2.94% | signal |
| 91 | long | 2024-01-24 08:00 @ 0.11 | 2024-03-10 20:00 @ 0.13 | 46d 12h | $483.65 | +22.45% | signal |
| 90 | long | 2024-01-24 00:00 @ 0.11 | 2024-01-24 04:00 @ 0.11 | 4h | −$6.30 | -0.29% | signal |
| 89 | long | 2024-01-11 00:00 @ 0.11 | 2024-01-23 20:00 @ 0.11 | 12d 20h | $19.75 | +0.92% | signal |
| 88 | long | 2023-12-27 12:00 @ 0.10 | 2024-01-05 12:00 @ 0.10 | 9d | −$10.43 | -0.48% | signal |
| 87 | long | 2023-12-21 04:00 @ 0.10 | 2023-12-26 16:00 @ 0.10 | 5d 12h | −$13.18 | -0.61% | signal |
| 86 | long | 2023-12-14 08:00 @ 0.10 | 2023-12-15 16:00 @ 0.10 | 1d 8h | −$28.14 | -1.30% | signal |
| 85 | long | 2023-12-14 00:00 @ 0.10 | 2023-12-14 04:00 @ 0.10 | 4h | −$9.64 | -0.44% | signal |
| 84 | long | 2023-12-12 04:00 @ 0.10 | 2023-12-12 16:00 @ 0.10 | 12h | −$32.24 | -1.48% | signal |
| 83 | long | 2023-11-22 12:00 @ 0.10 | 2023-12-11 20:00 @ 0.10 | 19d 8h | $43.05 | +1.99% | signal |
| 82 | long | 2023-10-15 16:00 @ 0.09 | 2023-11-21 20:00 @ 0.10 | 37d 4h | $274.85 | +13.12% | signal |
| 81 | long | 2023-10-14 16:00 @ 0.09 | 2023-10-15 00:00 @ 0.08 | 8h | −$12.63 | -0.60% | signal |
| 80 | long | 2023-10-13 04:00 @ 0.09 | 2023-10-14 08:00 @ 0.09 | 1d 4h | −$2.75 | -0.13% | signal |
| 79 | long | 2023-09-02 12:00 @ 0.08 | 2023-10-13 00:00 @ 0.08 | 40d 12h | $234.49 | +11.49% | signal |
| 78 | long | 2023-09-01 04:00 @ 0.08 | 2023-09-01 16:00 @ 0.08 | 12h | −$32.80 | -1.60% | signal |
| 77 | long | 2023-08-29 16:00 @ 0.08 | 2023-08-30 04:00 @ 0.08 | 12h | −$16.45 | -0.80% | signal |
| 76 | long | 2023-08-28 00:00 @ 0.08 | 2023-08-28 08:00 @ 0.08 | 8h | −$8.91 | -0.43% | signal |
| 75 | long | 2023-06-29 20:00 @ 0.07 | 2023-07-31 08:00 @ 0.08 | 31d 12h | $110.07 | +5.43% | signal |
| 74 | long | 2023-06-29 08:00 @ 0.07 | 2023-06-29 16:00 @ 0.07 | 8h | −$15.08 | -0.74% | signal |
| 73 | long | 2023-06-28 16:00 @ 0.07 | 2023-06-28 20:00 @ 0.07 | 4h | −$34.64 | -1.70% | signal |
| 72 | long | 2023-06-27 08:00 @ 0.07 | 2023-06-28 08:00 @ 0.07 | 1d | −$31.91 | -1.56% | signal |
| 71 | long | 2023-05-12 00:00 @ 0.07 | 2023-06-09 20:00 @ 0.07 | 28d 20h | $159.35 | +7.94% | signal |
| 70 | long | 2023-04-27 20:00 @ 0.07 | 2023-05-11 20:00 @ 0.07 | 14d | $40.67 | +2.04% | signal |
| 69 | long | 2023-04-26 00:00 @ 0.07 | 2023-04-26 20:00 @ 0.06 | 20h | −$42.20 | -2.10% | signal |
| 68 | long | 2023-04-22 12:00 @ 0.07 | 2023-04-25 16:00 @ 0.07 | 3d 4h | −$19.39 | -0.96% | signal |
| 67 | long | 2023-04-21 12:00 @ 0.07 | 2023-04-21 20:00 @ 0.06 | 8h | −$31.20 | -1.54% | signal |
| 66 | long | 2023-04-21 04:00 @ 0.07 | 2023-04-21 08:00 @ 0.07 | 4h | −$6.84 | -0.34% | signal |
| 65 | long | 2023-04-14 04:00 @ 0.07 | 2023-04-20 16:00 @ 0.07 | 6d 12h | −$48.05 | -2.36% | signal |
| 64 | long | 2023-04-13 12:00 @ 0.07 | 2023-04-13 16:00 @ 0.06 | 4h | −$14.08 | -0.69% | signal |
| 63 | long | 2023-04-12 20:00 @ 0.06 | 2023-04-13 04:00 @ 0.06 | 8h | −$2.93 | -0.14% | signal |
| 62 | long | 2023-04-03 08:00 @ 0.07 | 2023-04-12 04:00 @ 0.06 | 8d 20h | −$60.66 | -2.95% | signal |
| 61 | long | 2023-03-31 12:00 @ 0.07 | 2023-04-02 20:00 @ 0.07 | 2d 8h | −$19.22 | -0.93% | signal |
| 60 | long | 2023-03-22 08:00 @ 0.07 | 2023-03-22 16:00 @ 0.07 | 8h | −$5.48 | -0.27% | signal |
| 59 | long | 2023-03-17 20:00 @ 0.07 | 2023-03-18 16:00 @ 0.07 | 20h | −$43.20 | -2.09% | signal |
| 58 | long | 2023-03-15 00:00 @ 0.07 | 2023-03-15 12:00 @ 0.07 | 12h | −$27.83 | -1.34% | signal |
| 57 | long | 2023-03-14 16:00 @ 0.07 | 2023-03-14 20:00 @ 0.07 | 4h | −$62.68 | -2.99% | signal |
| 56 | long | 2023-03-13 16:00 @ 0.07 | 2023-03-14 08:00 @ 0.07 | 16h | −$49.62 | -2.36% | signal |
| 55 | long | 2023-03-06 16:00 @ 0.07 | 2023-03-07 04:00 @ 0.07 | 12h | −$11.99 | -0.57% | signal |
| 54 | long | 2023-03-05 04:00 @ 0.07 | 2023-03-06 08:00 @ 0.07 | 1d 4h | −$13.72 | -0.65% | signal |
| 53 | long | 2023-01-10 16:00 @ 0.05 | 2023-03-04 20:00 @ 0.07 | 53d 4h | $428.12 | +21.35% | signal |
| 52 | long | 2023-01-09 00:00 @ 0.05 | 2023-01-10 08:00 @ 0.05 | 1d 8h | −$17.74 | -0.88% | signal |
| 51 | long | 2022-12-30 16:00 @ 0.05 | 2023-01-05 16:00 @ 0.05 | 6d | −$8.37 | -0.42% | signal |
| 50 | long | 2022-12-28 20:00 @ 0.05 | 2022-12-29 20:00 @ 0.05 | 1d | −$36.56 | -1.81% | signal |
| 49 | long | 2022-12-27 20:00 @ 0.05 | 2022-12-28 08:00 @ 0.05 | 12h | −$13.48 | -0.67% | signal |
| 48 | long | 2022-12-17 08:00 @ 0.05 | 2022-12-27 16:00 @ 0.05 | 10d 8h | $37.14 | +1.84% | signal |
| 47 | long | 2022-12-13 12:00 @ 0.05 | 2022-12-17 04:00 @ 0.05 | 3d 16h | −$46.28 | -2.28% | signal |
| 46 | long | 2022-12-12 20:00 @ 0.05 | 2022-12-13 08:00 @ 0.05 | 12h | −$9.66 | -0.48% | signal |
| 45 | long | 2022-12-08 20:00 @ 0.05 | 2022-12-12 08:00 @ 0.05 | 3d 12h | −$80.18 | -3.91% | signal |
| 44 | long | 2022-11-09 08:00 @ 0.06 | 2022-11-09 12:00 @ 0.06 | 4h | −$106.39 | -5.13% | signal |
| 43 | long | 2022-11-07 20:00 @ 0.06 | 2022-11-08 00:00 @ 0.06 | 4h | −$17.51 | -0.84% | signal |
| 42 | long | 2022-11-04 08:00 @ 0.06 | 2022-11-07 08:00 @ 0.06 | 3d | −$23.48 | -1.13% | signal |
| 41 | long | 2022-11-02 16:00 @ 0.06 | 2022-11-02 20:00 @ 0.06 | 4h | −$24.89 | -1.19% | signal |
| 40 | long | 2022-10-25 16:00 @ 0.06 | 2022-11-02 08:00 @ 0.06 | 7d 16h | $6.44 | +0.31% | signal |
| 39 | long | 2022-10-25 04:00 @ 0.06 | 2022-10-25 12:00 @ 0.06 | 8h | −$9.87 | -0.47% | signal |
| 38 | long | 2022-10-24 12:00 @ 0.06 | 2022-10-25 00:00 @ 0.06 | 12h | −$16.17 | -0.77% | signal |
| 37 | long | 2022-10-23 16:00 @ 0.06 | 2022-10-24 04:00 @ 0.06 | 12h | −$4.85 | -0.23% | signal |
| 36 | long | 2022-10-22 12:00 @ 0.06 | 2022-10-23 12:00 @ 0.06 | 1d | −$13.51 | -0.64% | signal |
| 35 | long | 2022-10-21 16:00 @ 0.06 | 2022-10-22 08:00 @ 0.06 | 16h | −$17.28 | -0.82% | signal |
| 34 | long | 2022-10-14 04:00 @ 0.06 | 2022-10-21 12:00 @ 0.06 | 7d 8h | −$28.32 | -1.34% | signal |
| 33 | long | 2022-10-04 12:00 @ 0.06 | 2022-10-13 08:00 @ 0.06 | 8d 20h | −$39.89 | -1.88% | signal |
| 32 | long | 2022-10-02 16:00 @ 0.06 | 2022-10-03 00:00 @ 0.06 | 8h | −$25.94 | -1.22% | signal |
| 31 | long | 2022-09-30 16:00 @ 0.06 | 2022-09-30 20:00 @ 0.06 | 4h | −$21.60 | -1.01% | signal |
| 30 | long | 2022-08-15 16:00 @ 0.07 | 2022-08-17 16:00 @ 0.07 | 2d | −$2.43 | -0.11% | signal |
| 29 | long | 2022-07-27 20:00 @ 0.07 | 2022-08-15 12:00 @ 0.07 | 18d 16h | $18.47 | +0.87% | signal |
| 28 | long | 2022-07-24 00:00 @ 0.07 | 2022-07-25 04:00 @ 0.07 | 1d 4h | −$49.09 | -2.29% | signal |
| 27 | long | 2022-07-14 00:00 @ 0.07 | 2022-07-23 16:00 @ 0.07 | 9d 16h | $15.71 | +0.73% | signal |
| 26 | long | 2022-07-13 12:00 @ 0.07 | 2022-07-13 16:00 @ 0.06 | 4h | −$36.36 | -1.69% | signal |
| 25 | long | 2022-07-07 16:00 @ 0.07 | 2022-07-11 04:00 @ 0.07 | 3d 12h | −$50.70 | -2.35% | signal |
| 24 | long | 2022-06-12 16:00 @ 0.08 | 2022-06-12 20:00 @ 0.08 | 4h | −$41.54 | -1.91% | signal |
| 23 | long | 2022-06-04 08:00 @ 0.08 | 2022-06-11 12:00 @ 0.08 | 7d 4h | −$48.79 | -2.23% | signal |
| 22 | long | 2022-05-21 00:00 @ 0.07 | 2022-06-04 04:00 @ 0.08 | 14d 4h | $168.28 | +7.86% | signal |
| 21 | long | 2022-05-17 04:00 @ 0.07 | 2022-05-20 20:00 @ 0.07 | 3d 16h | $3.18 | +0.15% | signal |
| 20 | long | 2022-05-15 20:00 @ 0.07 | 2022-05-16 08:00 @ 0.07 | 12h | −$50.26 | -2.33% | signal |
| 19 | long | 2022-05-13 04:00 @ 0.07 | 2022-05-15 16:00 @ 0.07 | 2d 12h | −$142.20 | -6.50% | signal |
| 18 | long | 2022-05-11 16:00 @ 0.08 | 2022-05-13 00:00 @ 0.07 | 1d 8h | −$248.97 | -11.06% | signal |
| 17 | long | 2022-05-01 08:00 @ 0.07 | 2022-05-11 12:00 @ 0.06 | 10d 4h | −$168.15 | -7.33% | signal |
| 16 | long | 2022-04-29 12:00 @ 0.07 | 2022-04-29 16:00 @ 0.06 | 4h | −$92.96 | -4.01% | signal |
| 15 | long | 2022-04-26 00:00 @ 0.07 | 2022-04-26 04:00 @ 0.07 | 4h | −$6.31 | -0.27% | signal |
| 14 | long | 2022-04-21 16:00 @ 0.07 | 2022-04-25 04:00 @ 0.06 | 3d 12h | −$267.96 | -11.23% | signal |
| 13 | long | 2022-04-08 00:00 @ 0.06 | 2022-04-08 12:00 @ 0.06 | 12h | −$41.06 | -1.71% | signal |
| 12 | long | 2022-04-07 04:00 @ 0.06 | 2022-04-07 16:00 @ 0.06 | 12h | −$16.75 | -0.70% | signal |
| 11 | long | 2022-03-21 12:00 @ 0.06 | 2022-04-07 00:00 @ 0.06 | 14d 12h | $46.21 | +1.94% | signal |
| 10 | long | 2022-03-21 00:00 @ 0.06 | 2022-03-21 04:00 @ 0.06 | 4h | −$19.91 | -0.83% | signal |
| 9 | long | 2022-03-19 12:00 @ 0.06 | 2022-03-20 12:00 @ 0.06 | 1d | −$10.68 | -0.45% | signal |
| 8 | long | 2022-03-02 04:00 @ 0.06 | 2022-03-02 08:00 @ 0.06 | 4h | −$35.18 | -1.46% | signal |
| 7 | long | 2022-02-22 20:00 @ 0.06 | 2022-02-24 00:00 @ 0.06 | 1d 4h | −$63.69 | -2.63% | signal |
| 6 | long | 2022-02-21 16:00 @ 0.06 | 2022-02-21 20:00 @ 0.06 | 4h | −$51.15 | -2.10% | signal |
| 5 | long | 2022-02-21 04:00 @ 0.06 | 2022-02-21 12:00 @ 0.06 | 8h | −$51.17 | -2.09% | signal |
| 4 | long | 2022-02-18 20:00 @ 0.06 | 2022-02-20 04:00 @ 0.06 | 1d 8h | −$27.14 | -1.11% | signal |
| 3 | long | 2022-02-18 08:00 @ 0.06 | 2022-02-18 16:00 @ 0.06 | 8h | −$33.94 | -1.38% | signal |
| 2 | long | 2022-02-12 12:00 @ 0.06 | 2022-02-18 00:00 @ 0.06 | 5d 12h | −$51.62 | -2.09% | signal |
| 1 | long | 2022-02-05 08:00 @ 0.07 | 2022-02-12 08:00 @ 0.06 | 7d | −$103.61 | -4.14% | 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.