[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirDOGEUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 3.5ms
Net P&L
+28.37%
$2,837.50
Max drawdown
-34.67%
Max run-up
+123.70%
Trades
155
13.5% win rate
Profit factor
1.34
2022-01-01drawdown · worst -34.67%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -2.58% | -34.67% | 102 | 12% |
| Validation | 2024-10-19 → 2025-09-25 | +38.22% | -21.81% | 27 | 22% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -4.66% | -11.08% | 26 | 12% |
Risk-adjusted
- Sharpe
- 0.35
- Sortino
- 0.53
- Calmar
- 0.16
- Return ÷ max drawdown
- 0.82
- CAGR
- +5.50%
- Exposure
- 39.4%
Per trade
- Expectancy
- $18.31 · +1.03%
- Average win / loss
- $535.66 / −$62.77
- Payoff ratio
- 8.53
- Largest win / loss
- $5,263.80 / −$357.08
- Longest losing streak(winning: 2)
- 17 trades
Drawdown over time
- Max drawdown
- -34.67%
- Longest time under water
- 740 days
- Worst drawdown recovered in
- 740 days
- Under water at the end
- 647 days
Costs and mechanics
- Fees paid
- −$396.74
- Funding
- −$816.89
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- -51.50%
Monte Carlo
1,000 alternative histories, each 155 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 | -36.31% | +18.43% | +203.02% |
| Max drawdown | -42.74% | -24.98% | -13.87% |
37% of histories lost money, and 19% had a deeper drawdown than this run’s -34.67%. 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
DOGEUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
155 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 155 | long | 2026-08-19 16:00 @ 0.07 | 2026-09-01 00:00 @ 0.08 | 12d 8h | $439.96 | +14.19% | end of data |
| 154 | long | 2026-08-12 00:00 @ 0.07 | 2026-08-12 16:00 @ 0.07 | 16h | −$51.71 | -1.66% | signal |
| 153 | long | 2026-05-21 20:00 @ 0.11 | 2026-05-22 20:00 @ 0.10 | 1d | −$73.88 | -2.36% | signal |
| 152 | long | 2026-05-21 04:00 @ 0.11 | 2026-05-21 12:00 @ 0.10 | 8h | −$44.64 | -1.42% | signal |
| 151 | long | 2026-05-19 08:00 @ 0.11 | 2026-05-19 12:00 @ 0.10 | 4h | −$48.14 | -1.53% | signal |
| 150 | long | 2026-05-18 20:00 @ 0.10 | 2026-05-19 04:00 @ 0.10 | 8h | −$17.02 | -0.54% | signal |
| 149 | long | 2026-05-18 12:00 @ 0.11 | 2026-05-18 16:00 @ 0.10 | 4h | −$38.79 | -1.22% | signal |
| 148 | long | 2026-04-20 04:00 @ 0.09 | 2026-05-18 08:00 @ 0.10 | 28d 4h | $313.59 | +10.15% | signal |
| 147 | long | 2026-04-15 12:00 @ 0.09 | 2026-04-20 00:00 @ 0.09 | 4d 12h | −$23.28 | -0.75% | signal |
| 146 | long | 2026-04-14 00:00 @ 0.09 | 2026-04-14 20:00 @ 0.09 | 20h | −$47.99 | -1.54% | signal |
| 145 | long | 2026-04-11 20:00 @ 0.09 | 2026-04-12 00:00 @ 0.09 | 4h | −$58.40 | -1.87% | signal |
| 144 | long | 2026-04-10 16:00 @ 0.09 | 2026-04-11 08:00 @ 0.09 | 16h | −$20.55 | -0.66% | signal |
| 143 | long | 2026-04-09 20:00 @ 0.09 | 2026-04-10 00:00 @ 0.09 | 4h | −$44.85 | -1.43% | signal |
| 142 | long | 2026-04-08 00:00 @ 0.09 | 2026-04-08 20:00 @ 0.09 | 20h | −$66.80 | -2.12% | signal |
| 141 | long | 2026-03-25 00:00 @ 0.10 | 2026-03-26 08:00 @ 0.09 | 1d 8h | −$84.69 | -2.67% | signal |
| 140 | long | 2026-03-24 08:00 @ 0.10 | 2026-03-24 12:00 @ 0.09 | 4h | −$38.93 | -1.22% | signal |
| 139 | long | 2026-03-23 20:00 @ 0.09 | 2026-03-24 00:00 @ 0.09 | 4h | −$30.71 | -0.96% | signal |
| 138 | long | 2026-03-16 00:00 @ 0.10 | 2026-03-18 16:00 @ 0.09 | 2d 16h | −$106.83 | -3.32% | signal |
| 137 | long | 2026-03-15 00:00 @ 0.10 | 2026-03-15 16:00 @ 0.09 | 16h | −$40.02 | -1.24% | signal |
| 136 | long | 2026-03-13 04:00 @ 0.10 | 2026-03-14 08:00 @ 0.09 | 1d 4h | −$77.51 | -2.39% | signal |
| 135 | long | 2026-03-10 16:00 @ 0.10 | 2026-03-10 20:00 @ 0.09 | 4h | −$149.43 | -4.55% | signal |
| 134 | long | 2026-03-04 16:00 @ 0.10 | 2026-03-05 04:00 @ 0.10 | 12h | −$100.18 | -3.02% | signal |
| 133 | long | 2026-02-15 08:00 @ 0.12 | 2026-02-15 12:00 @ 0.11 | 4h | −$99.86 | -2.99% | signal |
| 132 | long | 2026-01-02 16:00 @ 0.14 | 2026-01-19 00:00 @ 0.13 | 16d 8h | −$103.63 | -3.08% | signal |
| 131 | long | 2025-10-08 16:00 @ 0.25 | 2025-10-09 04:00 @ 0.25 | 12h | −$60.75 | -1.80% | signal |
| 130 | long | 2025-10-01 12:00 @ 0.24 | 2025-10-08 00:00 @ 0.25 | 6d 12h | $47.08 | +1.40% | signal |
| 129 | long | 2025-09-24 08:00 @ 0.24 | 2025-09-25 04:00 @ 0.24 | 20h | −$53.97 | -1.60% | signal |
| 128 | long | 2025-09-23 00:00 @ 0.24 | 2025-09-23 20:00 @ 0.24 | 20h | −$51.24 | -1.51% | signal |
| 127 | long | 2025-09-22 12:00 @ 0.24 | 2025-09-22 20:00 @ 0.24 | 8h | −$45.36 | -1.33% | signal |
| 126 | long | 2025-09-07 16:00 @ 0.22 | 2025-09-22 08:00 @ 0.24 | 14d 16h | $193.76 | +5.77% | signal |
| 125 | long | 2025-09-03 20:00 @ 0.22 | 2025-09-04 00:00 @ 0.22 | 4h | −$18.67 | -0.56% | signal |
| 124 | long | 2025-08-29 00:00 @ 0.22 | 2025-08-29 08:00 @ 0.21 | 8h | −$152.84 | -4.50% | signal |
| 123 | long | 2025-08-28 08:00 @ 0.22 | 2025-08-28 16:00 @ 0.22 | 8h | −$47.27 | -1.39% | signal |
| 122 | long | 2025-08-22 16:00 @ 0.23 | 2025-08-25 08:00 @ 0.22 | 2d 16h | −$148.93 | -4.32% | signal |
| 121 | long | 2025-08-16 00:00 @ 0.23 | 2025-08-18 04:00 @ 0.22 | 2d 4h | −$74.08 | -2.14% | signal |
| 120 | long | 2025-08-15 04:00 @ 0.23 | 2025-08-15 16:00 @ 0.22 | 12h | −$118.18 | -3.38% | signal |
| 119 | long | 2025-08-12 16:00 @ 0.23 | 2025-08-14 20:00 @ 0.22 | 2d 4h | −$100.52 | -2.86% | signal |
| 118 | long | 2025-08-07 12:00 @ 0.21 | 2025-08-12 12:00 @ 0.22 | 5d | $108.93 | +3.12% | signal |
| 117 | long | 2025-08-01 12:00 @ 0.21 | 2025-08-02 00:00 @ 0.20 | 12h | −$116.53 | -3.31% | signal |
| 116 | long | 2025-07-09 08:00 @ 0.17 | 2025-08-01 08:00 @ 0.21 | 23d | $633.00 | +18.82% | signal |
| 115 | long | 2025-07-07 04:00 @ 0.18 | 2025-07-07 12:00 @ 0.17 | 8h | −$84.71 | -2.50% | signal |
| 114 | long | 2025-05-06 16:00 @ 0.17 | 2025-05-30 08:00 @ 0.20 | 23d 16h | $703.52 | +21.92% | signal |
| 113 | long | 2025-04-22 16:00 @ 0.17 | 2025-05-06 12:00 @ 0.17 | 13d 20h | −$133.67 | -4.12% | signal |
| 112 | long | 2025-03-26 08:00 @ 0.20 | 2025-03-28 08:00 @ 0.18 | 2d | −$329.29 | -9.90% | signal |
| 111 | long | 2025-01-26 20:00 @ 0.35 | 2025-01-27 00:00 @ 0.34 | 4h | −$168.20 | -4.99% | signal |
| 110 | long | 2025-01-25 12:00 @ 0.35 | 2025-01-26 16:00 @ 0.35 | 1d 4h | $0.41 | +0.01% | signal |
| 109 | long | 2025-01-24 08:00 @ 0.36 | 2025-01-25 08:00 @ 0.35 | 1d | −$90.51 | -2.67% | signal |
| 108 | long | 2025-01-24 00:00 @ 0.35 | 2025-01-24 04:00 @ 0.35 | 4h | −$47.56 | -1.40% | signal |
| 107 | long | 2025-01-21 12:00 @ 0.38 | 2025-01-23 20:00 @ 0.35 | 2d 8h | −$357.08 | -10.23% | signal |
| 106 | long | 2025-01-14 16:00 @ 0.35 | 2025-01-21 08:00 @ 0.34 | 6d 16h | −$116.69 | -3.31% | signal |
| 105 | long | 2025-01-03 20:00 @ 0.38 | 2025-01-07 16:00 @ 0.36 | 3d 20h | −$155.47 | -4.37% | signal |
| 104 | long | 2024-12-11 12:00 @ 0.40 | 2024-12-14 16:00 @ 0.40 | 3d 4h | −$51.59 | -1.44% | signal |
| 103 | long | 2024-12-10 20:00 @ 0.38 | 2024-12-11 08:00 @ 0.39 | 12h | $12.38 | +0.35% | signal |
| 102 | long | 2024-10-11 12:00 @ 0.11 | 2024-12-10 16:00 @ 0.37 | 60d 4h | $5,263.80 | +233.64% | signal |
| 101 | long | 2024-10-09 04:00 @ 0.11 | 2024-10-10 08:00 @ 0.11 | 1d 4h | −$34.02 | -1.50% | signal |
| 100 | long | 2024-10-04 04:00 @ 0.11 | 2024-10-08 16:00 @ 0.11 | 4d 12h | −$3.73 | -0.16% | signal |
| 99 | long | 2024-10-03 04:00 @ 0.11 | 2024-10-03 08:00 @ 0.10 | 4h | −$34.84 | -1.53% | signal |
| 98 | long | 2024-09-19 00:00 @ 0.10 | 2024-10-02 20:00 @ 0.10 | 13d 20h | −$2.57 | -0.11% | signal |
| 97 | long | 2024-09-17 16:00 @ 0.10 | 2024-09-17 20:00 @ 0.10 | 4h | −$36.86 | -1.62% | signal |
| 96 | long | 2024-09-16 08:00 @ 0.10 | 2024-09-16 12:00 @ 0.10 | 4h | −$20.23 | -0.88% | signal |
| 95 | long | 2024-09-13 08:00 @ 0.10 | 2024-09-16 04:00 @ 0.10 | 2d 20h | −$48.02 | -2.09% | signal |
| 94 | long | 2024-09-12 20:00 @ 0.10 | 2024-09-13 04:00 @ 0.10 | 8h | −$16.24 | -0.71% | signal |
| 93 | long | 2024-09-12 04:00 @ 0.10 | 2024-09-12 12:00 @ 0.10 | 8h | −$10.43 | -0.45% | signal |
| 92 | long | 2024-09-10 20:00 @ 0.10 | 2024-09-11 04:00 @ 0.10 | 8h | −$47.39 | -2.05% | signal |
| 91 | long | 2024-09-09 20:00 @ 0.10 | 2024-09-10 16:00 @ 0.10 | 20h | −$52.06 | -2.23% | signal |
| 90 | long | 2024-08-23 20:00 @ 0.11 | 2024-08-25 04:00 @ 0.11 | 1d 8h | −$46.92 | -2.00% | signal |
| 89 | long | 2024-07-19 00:00 @ 0.12 | 2024-08-01 08:00 @ 0.12 | 13d 8h | $4.67 | +0.20% | signal |
| 88 | long | 2024-07-15 20:00 @ 0.12 | 2024-07-18 16:00 @ 0.12 | 2d 20h | −$68.56 | -2.91% | signal |
| 87 | long | 2024-05-20 04:00 @ 0.15 | 2024-06-07 20:00 @ 0.15 | 18d 16h | −$62.48 | -2.63% | signal |
| 86 | long | 2024-05-17 04:00 @ 0.15 | 2024-05-19 20:00 @ 0.15 | 2d 16h | −$30.20 | -1.27% | signal |
| 85 | long | 2024-05-15 16:00 @ 0.15 | 2024-05-16 20:00 @ 0.15 | 1d 4h | −$26.23 | -1.10% | signal |
| 84 | long | 2024-05-06 08:00 @ 0.16 | 2024-05-06 12:00 @ 0.16 | 4h | −$35.82 | -1.49% | signal |
| 83 | long | 2024-04-05 16:00 @ 0.18 | 2024-04-12 20:00 @ 0.17 | 7d 4h | −$113.91 | -4.70% | signal |
| 82 | long | 2024-03-20 08:00 @ 0.13 | 2024-04-05 12:00 @ 0.17 | 16d 4h | $562.42 | +24.63% | signal |
| 81 | long | 2024-02-12 16:00 @ 0.08 | 2024-03-20 00:00 @ 0.13 | 36d 8h | $1,028.14 | +50.73% | signal |
| 80 | long | 2024-02-09 04:00 @ 0.08 | 2024-02-12 08:00 @ 0.08 | 3d 4h | −$6.71 | -0.33% | signal |
| 79 | long | 2024-02-08 16:00 @ 0.08 | 2024-02-09 00:00 @ 0.08 | 8h | −$23.71 | -1.17% | signal |
| 78 | long | 2024-01-21 12:00 @ 0.09 | 2024-01-22 00:00 @ 0.09 | 12h | −$37.35 | -1.83% | signal |
| 77 | long | 2024-01-21 00:00 @ 0.09 | 2024-01-21 08:00 @ 0.09 | 8h | −$48.02 | -2.34% | signal |
| 76 | long | 2024-01-02 04:00 @ 0.09 | 2024-01-02 16:00 @ 0.09 | 12h | −$39.40 | -1.91% | signal |
| 75 | long | 2023-12-27 08:00 @ 0.09 | 2023-12-29 20:00 @ 0.09 | 2d 12h | −$22.74 | -1.10% | signal |
| 74 | long | 2023-10-21 16:00 @ 0.06 | 2023-12-27 04:00 @ 0.09 | 66d 12h | $803.10 | +42.93% | signal |
| 73 | long | 2023-10-02 00:00 @ 0.06 | 2023-10-02 20:00 @ 0.06 | 20h | −$33.68 | -1.79% | signal |
| 72 | long | 2023-10-01 12:00 @ 0.06 | 2023-10-01 20:00 @ 0.06 | 8h | −$25.66 | -1.36% | signal |
| 71 | long | 2023-09-19 16:00 @ 0.06 | 2023-09-19 20:00 @ 0.06 | 4h | −$20.78 | -1.10% | signal |
| 70 | long | 2023-08-15 00:00 @ 0.07 | 2023-08-15 12:00 @ 0.07 | 12h | −$20.44 | -1.08% | signal |
| 69 | long | 2023-07-13 08:00 @ 0.06 | 2023-08-14 20:00 @ 0.07 | 32d 12h | $243.03 | +13.24% | signal |
| 68 | long | 2023-07-13 00:00 @ 0.07 | 2023-07-13 04:00 @ 0.06 | 4h | −$11.94 | -0.65% | signal |
| 67 | long | 2023-07-12 00:00 @ 0.07 | 2023-07-12 20:00 @ 0.06 | 20h | −$34.36 | -1.86% | signal |
| 66 | long | 2023-07-10 20:00 @ 0.07 | 2023-07-11 16:00 @ 0.06 | 20h | −$32.26 | -1.74% | signal |
| 65 | long | 2023-07-08 08:00 @ 0.07 | 2023-07-10 04:00 @ 0.06 | 1d 20h | −$17.36 | -0.93% | signal |
| 64 | long | 2023-07-08 00:00 @ 0.07 | 2023-07-08 04:00 @ 0.07 | 4h | −$9.57 | -0.51% | signal |
| 63 | long | 2023-07-07 16:00 @ 0.07 | 2023-07-07 20:00 @ 0.07 | 4h | −$13.89 | -0.74% | signal |
| 62 | long | 2023-07-07 04:00 @ 0.07 | 2023-07-07 08:00 @ 0.07 | 4h | −$9.74 | -0.52% | signal |
| 61 | long | 2023-07-01 00:00 @ 0.07 | 2023-07-07 00:00 @ 0.06 | 6d | −$51.04 | -2.71% | signal |
| 60 | long | 2023-06-25 04:00 @ 0.07 | 2023-06-25 16:00 @ 0.07 | 12h | −$20.11 | -1.07% | signal |
| 59 | long | 2023-06-23 16:00 @ 0.07 | 2023-06-24 16:00 @ 0.07 | 1d | −$59.50 | -3.13% | signal |
| 58 | long | 2023-06-22 04:00 @ 0.07 | 2023-06-22 12:00 @ 0.07 | 8h | −$79.28 | -4.13% | signal |
| 57 | long | 2023-03-31 12:00 @ 0.07 | 2023-04-21 20:00 @ 0.08 | 21d 8h | $93.92 | +4.95% | signal |
| 56 | long | 2023-03-31 04:00 @ 0.07 | 2023-03-31 08:00 @ 0.07 | 4h | −$15.37 | -0.81% | signal |
| 55 | long | 2023-03-29 08:00 @ 0.08 | 2023-03-30 20:00 @ 0.07 | 1d 12h | −$49.99 | -2.61% | signal |
| 54 | long | 2023-03-23 12:00 @ 0.08 | 2023-03-24 04:00 @ 0.08 | 16h | −$28.29 | -1.47% | signal |
| 53 | long | 2023-03-22 16:00 @ 0.08 | 2023-03-22 20:00 @ 0.07 | 4h | −$136.72 | -7.00% | signal |
| 52 | long | 2023-02-20 04:00 @ 0.09 | 2023-02-21 12:00 @ 0.09 | 1d 8h | −$33.35 | -1.70% | signal |
| 51 | long | 2023-02-18 16:00 @ 0.09 | 2023-02-19 20:00 @ 0.09 | 1d 4h | −$25.75 | -1.31% | signal |
| 50 | long | 2023-02-17 20:00 @ 0.09 | 2023-02-18 12:00 @ 0.09 | 16h | −$15.96 | -0.81% | signal |
| 49 | long | 2023-02-15 20:00 @ 0.09 | 2023-02-17 00:00 @ 0.08 | 1d 4h | −$66.95 | -3.37% | signal |
| 48 | long | 2023-01-12 00:00 @ 0.08 | 2023-02-09 20:00 @ 0.08 | 28d 20h | $99.85 | +5.08% | signal |
| 47 | long | 2022-12-14 16:00 @ 0.09 | 2022-12-14 20:00 @ 0.09 | 4h | −$63.62 | -3.21% | signal |
| 46 | long | 2022-12-13 16:00 @ 0.09 | 2022-12-13 20:00 @ 0.09 | 4h | −$41.91 | -2.11% | signal |
| 45 | long | 2022-12-02 08:00 @ 0.10 | 2022-12-12 04:00 @ 0.09 | 9d 20h | −$250.89 | -12.22% | signal |
| 44 | long | 2022-11-29 04:00 @ 0.10 | 2022-12-02 04:00 @ 0.10 | 3d | −$59.58 | -2.88% | signal |
| 43 | long | 2022-11-27 08:00 @ 0.10 | 2022-11-28 04:00 @ 0.10 | 20h | −$41.57 | -2.00% | signal |
| 42 | long | 2022-11-16 04:00 @ 0.09 | 2022-11-16 12:00 @ 0.09 | 8h | −$37.98 | -1.82% | signal |
| 41 | long | 2022-11-15 04:00 @ 0.09 | 2022-11-15 20:00 @ 0.09 | 16h | −$4.07 | -0.19% | signal |
| 40 | long | 2022-11-14 08:00 @ 0.09 | 2022-11-14 16:00 @ 0.09 | 8h | −$56.13 | -2.67% | signal |
| 39 | long | 2022-11-12 08:00 @ 0.09 | 2022-11-14 00:00 @ 0.08 | 1d 16h | −$65.69 | -3.10% | signal |
| 38 | long | 2022-11-12 00:00 @ 0.09 | 2022-11-12 04:00 @ 0.08 | 4h | −$75.19 | -3.52% | signal |
| 37 | long | 2022-11-10 16:00 @ 0.09 | 2022-11-11 16:00 @ 0.08 | 1d | −$203.65 | -9.30% | signal |
| 36 | long | 2022-11-10 08:00 @ 0.08 | 2022-11-10 12:00 @ 0.08 | 4h | −$46.50 | -2.11% | signal |
| 35 | long | 2022-10-25 16:00 @ 0.06 | 2022-11-10 00:00 @ 0.07 | 15d 8h | $447.20 | +21.41% | signal |
| 34 | long | 2022-10-04 20:00 @ 0.06 | 2022-10-10 12:00 @ 0.06 | 5d 16h | −$132.39 | -6.24% | signal |
| 33 | long | 2022-10-01 12:00 @ 0.06 | 2022-10-01 20:00 @ 0.06 | 8h | −$35.71 | -1.68% | signal |
| 32 | long | 2022-10-01 00:00 @ 0.06 | 2022-10-01 08:00 @ 0.06 | 8h | −$16.70 | -0.78% | signal |
| 31 | long | 2022-09-27 04:00 @ 0.06 | 2022-09-27 16:00 @ 0.06 | 12h | −$29.90 | -1.40% | signal |
| 30 | long | 2022-09-23 20:00 @ 0.06 | 2022-09-25 16:00 @ 0.06 | 1d 20h | −$50.30 | -2.33% | signal |
| 29 | long | 2022-08-25 12:00 @ 0.07 | 2022-08-25 16:00 @ 0.07 | 4h | −$84.30 | -3.87% | signal |
| 28 | long | 2022-08-20 08:00 @ 0.07 | 2022-08-20 12:00 @ 0.07 | 4h | −$22.55 | -1.03% | signal |
| 27 | long | 2022-08-05 00:00 @ 0.07 | 2022-08-19 12:00 @ 0.07 | 14d 12h | $39.94 | +1.84% | signal |
| 26 | long | 2022-08-04 16:00 @ 0.07 | 2022-08-04 20:00 @ 0.07 | 4h | −$29.26 | -1.34% | signal |
| 25 | long | 2022-08-04 04:00 @ 0.07 | 2022-08-04 12:00 @ 0.07 | 8h | −$22.47 | -1.03% | signal |
| 24 | long | 2022-08-03 08:00 @ 0.07 | 2022-08-04 00:00 @ 0.07 | 16h | −$29.92 | -1.36% | signal |
| 23 | long | 2022-08-02 12:00 @ 0.07 | 2022-08-03 00:00 @ 0.07 | 12h | −$6.59 | -0.30% | signal |
| 22 | long | 2022-07-28 12:00 @ 0.07 | 2022-08-02 04:00 @ 0.07 | 4d 16h | −$36.93 | -1.68% | signal |
| 21 | long | 2022-07-28 00:00 @ 0.07 | 2022-07-28 04:00 @ 0.07 | 4h | −$20.72 | -0.94% | signal |
| 20 | long | 2022-07-23 16:00 @ 0.07 | 2022-07-25 04:00 @ 0.06 | 1d 12h | −$99.69 | -4.46% | signal |
| 19 | long | 2022-07-18 04:00 @ 0.06 | 2022-07-23 12:00 @ 0.07 | 5d 8h | $49.46 | +2.23% | signal |
| 18 | long | 2022-07-17 00:00 @ 0.06 | 2022-07-17 12:00 @ 0.06 | 12h | −$9.77 | -0.44% | signal |
| 17 | long | 2022-07-06 20:00 @ 0.07 | 2022-07-11 08:00 @ 0.07 | 4d 12h | −$104.42 | -4.64% | signal |
| 16 | long | 2022-07-05 20:00 @ 0.07 | 2022-07-06 00:00 @ 0.07 | 4h | −$36.62 | -1.62% | signal |
| 15 | long | 2022-07-05 00:00 @ 0.07 | 2022-07-05 12:00 @ 0.07 | 12h | −$103.40 | -4.53% | signal |
| 14 | long | 2022-06-28 12:00 @ 0.07 | 2022-06-28 16:00 @ 0.07 | 4h | −$103.51 | -4.48% | signal |
| 13 | long | 2022-06-27 20:00 @ 0.07 | 2022-06-28 04:00 @ 0.07 | 8h | −$59.81 | -2.57% | signal |
| 12 | long | 2022-06-26 12:00 @ 0.07 | 2022-06-27 16:00 @ 0.07 | 1d 4h | −$51.28 | -2.19% | signal |
| 11 | long | 2022-04-27 08:00 @ 0.14 | 2022-04-27 12:00 @ 0.14 | 4h | −$80.29 | -3.40% | signal |
| 10 | long | 2022-04-25 20:00 @ 0.16 | 2022-04-26 20:00 @ 0.14 | 1d | −$327.50 | -13.42% | signal |
| 9 | long | 2022-04-18 20:00 @ 0.14 | 2022-04-21 20:00 @ 0.14 | 3d | −$16.31 | -0.67% | signal |
| 8 | long | 2022-03-23 16:00 @ 0.13 | 2022-04-18 08:00 @ 0.13 | 25d 16h | $160.78 | +6.69% | signal |
| 7 | long | 2022-02-16 00:00 @ 0.15 | 2022-02-16 04:00 @ 0.15 | 4h | −$29.20 | -1.21% | signal |
| 6 | long | 2022-02-13 16:00 @ 0.15 | 2022-02-14 00:00 @ 0.15 | 8h | −$94.47 | -3.88% | signal |
| 5 | long | 2022-02-11 16:00 @ 0.15 | 2022-02-11 20:00 @ 0.15 | 4h | −$91.21 | -3.71% | signal |
| 4 | long | 2022-02-11 08:00 @ 0.15 | 2022-02-11 12:00 @ 0.15 | 4h | −$5.43 | -0.22% | signal |
| 3 | long | 2022-02-07 00:00 @ 0.15 | 2022-02-11 00:00 @ 0.15 | 4d | −$46.84 | -1.90% | signal |
| 2 | long | 2022-01-14 00:00 @ 0.17 | 2022-01-17 04:00 @ 0.17 | 3d 4h | −$33.64 | -1.36% | signal |
| 1 | long | 2022-01-13 12:00 @ 0.17 | 2022-01-13 16:00 @ 0.17 | 4h | −$82.12 | -3.28% | 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.