[Famous-Q] Faber 200-bar SMA timing

public
@djgambhir

1000SHIBUSDT · 4h · 2022-01-012026-09-01 · 10,225 bars in 4.2ms

Net P&L
+9.17%
$917.15
Max drawdown
-40.04%
Max run-up
+104.02%
Trades
154
11.7% win rate
Profit factor
1.11
2022-01-01drawdown · worst -40.04%2026-09-01
TrainingValidationOut-of-sample
SegmentPeriodReturnMax drawdownTradesWin rate
Training2022-01-012024-10-19+29.66%-33.27%8715%
Validation2024-10-192025-09-25-5.14%-17.17%349%
Out-of-sample2025-09-252026-09-01-11.24%-13.74%336%

Risk-adjusted

Sharpe
0.20
Sortino
0.31
Calmar
0.05
Return ÷ max drawdown
0.23
CAGR
+1.90%
Exposure
38.1%

Per trade

Expectancy
$5.96 · +0.48%
Average win / loss
$511.72 / −$60.98
Payoff ratio
8.39
Largest win / loss
$4,272.11 / −$281.45
Longest losing streak(winning: 2)
37 trades

Drawdown over time

Max drawdown
-40.04%
Longest time under water(still going at the end)
910 days
Worst drawdown recovered in
not recovered

Costs and mechanics

Fees paid
−$426.75
Funding
−$881.20
Liquidations
0
Warmup bars(loaded before the start date)
202
Benchmark(buy and hold)
-84.74%

Monte Carlo

1,000 alternative histories, each 154 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%)TypicalLucky (95%)
Return-38.79%+3.56%+138.90%
Max drawdown-42.08%-26.62%-14.37%

47% of histories lost money, and 9% had a deeper drawdown than this run’s -40.04%. 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

1000SHIBUSDT with every trade

Loading prices…
long opened short opened closed at a profit closed at a loss

Trades

154 trades

#SideEntryExitHeldP&LReturnClosed by
1long2022-02-06 20:00 @ 0.032022-02-20 12:00 @ 0.0313d 16h−$37.56-1.50%signal
2long2022-02-21 04:00 @ 0.032022-02-22 00:00 @ 0.0220h−$248.62-9.98%signal
3long2022-02-23 12:00 @ 0.032022-02-24 00:00 @ 0.0212h−$182.81-7.53%signal
4long2022-03-01 08:00 @ 0.032022-03-02 20:00 @ 0.031d 12h−$20.88-0.88%signal
5long2022-03-19 16:00 @ 0.032022-03-19 20:00 @ 0.024h−$104.53-4.40%signal
6long2022-03-23 20:00 @ 0.022022-04-08 20:00 @ 0.0216d$11.42+0.49%signal
7long2022-04-10 00:00 @ 0.022022-04-11 04:00 @ 0.021d 4h−$28.15-1.20%signal
8long2022-04-12 12:00 @ 0.022022-04-18 00:00 @ 0.025d 12h−$29.15-1.24%signal
9long2022-04-19 00:00 @ 0.032022-04-19 04:00 @ 0.024h−$25.58-1.09%signal
10long2022-04-19 16:00 @ 0.032022-04-20 16:00 @ 0.021d−$34.45-1.48%signal
11long2022-06-21 16:00 @ 0.012022-06-22 04:00 @ 0.0112h−$159.85-6.88%signal
12long2022-06-22 12:00 @ 0.012022-06-22 16:00 @ 0.014h−$160.12-7.01%signal
13long2022-06-23 20:00 @ 0.012022-06-29 00:00 @ 0.015d 4h−$44.20-1.97%signal
14long2022-06-29 20:00 @ 0.012022-06-30 08:00 @ 0.0112h−$105.30-4.71%signal
15long2022-06-30 16:00 @ 0.012022-07-01 12:00 @ 0.0120h−$38.30-1.73%signal
16long2022-07-01 20:00 @ 0.012022-07-02 04:00 @ 0.018h−$37.35-1.70%signal
17long2022-07-02 12:00 @ 0.012022-07-03 16:00 @ 0.011d 4h−$44.15-2.02%signal
18long2022-07-03 20:00 @ 0.012022-07-26 00:00 @ 0.0122d 4h$133.60+6.14%signal
19long2022-07-27 20:00 @ 0.012022-08-27 00:00 @ 0.0130d 4h$221.44+10.02%signal
20long2022-09-09 16:00 @ 0.012022-09-09 20:00 @ 0.014h−$43.32-1.91%signal
21long2022-09-10 20:00 @ 0.012022-09-11 04:00 @ 0.018h−$29.89-1.33%signal
22long2022-09-12 08:00 @ 0.012022-09-12 16:00 @ 0.018h−$66.61-2.96%signal
23long2022-10-26 20:00 @ 0.012022-10-28 00:00 @ 0.011d 4h−$24.53-1.10%signal
24long2022-10-28 12:00 @ 0.012022-11-08 08:00 @ 0.0110d 20h$42.52+1.91%signal
25long2022-12-05 12:00 @ 0.012022-12-05 16:00 @ 0.014h−$93.80-4.20%signal
26long2022-12-11 16:00 @ 0.012022-12-12 00:00 @ 0.018h−$43.12-1.95%signal
27long2022-12-14 04:00 @ 0.012022-12-14 08:00 @ 0.014h−$17.64-0.80%signal
28long2022-12-14 16:00 @ 0.012022-12-14 20:00 @ 0.014h−$49.00-2.23%signal
29long2023-01-09 00:00 @ 0.012023-02-22 16:00 @ 0.0144d 16h$929.35+42.53%signal
30long2023-02-22 20:00 @ 0.012023-02-24 16:00 @ 0.011d 20h−$16.74-0.69%signal
31long2023-02-27 00:00 @ 0.012023-02-27 08:00 @ 0.018h−$30.11-1.25%signal
32long2023-04-01 16:00 @ 0.012023-04-02 16:00 @ 0.011d−$49.16-2.04%signal
33long2023-04-03 20:00 @ 0.012023-04-12 04:00 @ 0.018d 8h−$132.77-5.55%signal
34long2023-04-12 08:00 @ 0.012023-04-20 00:00 @ 0.017d 16h−$26.55-1.12%signal
35long2023-06-22 04:00 @ 0.012023-06-22 12:00 @ 0.018h−$77.19-3.28%signal
36long2023-06-23 04:00 @ 0.012023-06-23 08:00 @ 0.014h−$13.28-0.57%signal
37long2023-06-23 16:00 @ 0.012023-06-24 16:00 @ 0.011d−$65.51-2.81%signal
38long2023-06-24 20:00 @ 0.012023-06-25 00:00 @ 0.014h−$33.07-1.43%signal
39long2023-06-25 04:00 @ 0.012023-06-25 20:00 @ 0.0116h−$43.33-1.88%signal
40long2023-06-26 00:00 @ 0.012023-06-26 04:00 @ 0.014h−$45.78-1.99%signal
41long2023-07-02 00:00 @ 0.012023-07-02 04:00 @ 0.014h−$49.97-2.19%signal
42long2023-07-03 00:00 @ 0.012023-07-05 12:00 @ 0.012d 12h−$53.63-2.36%signal
43long2023-07-06 08:00 @ 0.012023-07-06 16:00 @ 0.018h−$81.49-3.61%signal
44long2023-07-08 20:00 @ 0.012023-07-24 16:00 @ 0.0115d 20h$28.76+1.29%signal
45long2023-07-25 04:00 @ 0.012023-08-17 16:00 @ 0.0123d 12h$230.70+10.28%signal
46long2023-10-02 00:00 @ 0.012023-10-02 16:00 @ 0.0116h−$40.68-1.77%signal
47long2023-10-23 04:00 @ 0.012023-10-23 08:00 @ 0.014h−$33.33-1.45%signal
48long2023-10-23 12:00 @ 0.012023-11-21 20:00 @ 0.0129d 8h$207.62+9.09%signal
49long2023-11-23 04:00 @ 0.012023-11-23 12:00 @ 0.018h−$15.26-0.65%signal
50long2023-11-24 04:00 @ 0.012023-11-26 20:00 @ 0.012d 16h$13.92+0.60%signal
51long2023-11-27 00:00 @ 0.012023-11-27 16:00 @ 0.0116h−$55.47-2.38%signal
52long2023-11-28 20:00 @ 0.012023-11-29 16:00 @ 0.0120h−$23.84-1.03%signal
53long2023-12-01 04:00 @ 0.012023-12-01 08:00 @ 0.014h−$22.03-0.95%signal
54long2023-12-01 12:00 @ 0.012023-12-01 16:00 @ 0.014h−$15.12-0.65%signal
55long2023-12-01 20:00 @ 0.012024-01-03 16:00 @ 0.0132d 20h$276.94+12.01%signal
56long2024-01-11 12:00 @ 0.012024-01-11 16:00 @ 0.014h−$52.98-2.23%signal
57long2024-01-11 20:00 @ 0.012024-01-12 00:00 @ 0.014h−$24.28-1.03%signal
58long2024-01-12 12:00 @ 0.012024-01-12 16:00 @ 0.014h−$64.34-2.73%signal
59long2024-02-08 16:00 @ 0.012024-02-08 20:00 @ 0.014h−$30.19-1.29%signal
60long2024-02-09 04:00 @ 0.012024-02-12 12:00 @ 0.013d 8h−$29.09-1.25%signal
61long2024-02-12 16:00 @ 0.012024-04-01 16:00 @ 0.0349d$4,272.11+183.70%signal
62long2024-04-01 20:00 @ 0.032024-04-02 00:00 @ 0.034h−$1.91-0.06%signal
63long2024-04-21 04:00 @ 0.032024-04-21 16:00 @ 0.0312h−$121.81-3.59%signal
64long2024-04-22 04:00 @ 0.032024-04-22 16:00 @ 0.0312h−$41.86-1.24%signal
65long2024-04-23 16:00 @ 0.032024-04-24 00:00 @ 0.038h−$69.95-2.09%signal
66long2024-04-24 04:00 @ 0.032024-04-24 16:00 @ 0.0312h−$184.91-5.55%signal
67long2024-05-04 12:00 @ 0.032024-05-05 00:00 @ 0.0312h−$62.25-1.89%signal
68long2024-05-15 08:00 @ 0.022024-05-15 12:00 @ 0.024h−$75.49-2.31%signal
69long2024-05-15 16:00 @ 0.022024-05-19 20:00 @ 0.024d 4h−$14.52-0.45%signal
70long2024-05-20 16:00 @ 0.022024-05-23 20:00 @ 0.023d 4h$2.57+0.08%signal
71long2024-05-24 00:00 @ 0.022024-05-24 08:00 @ 0.028h−$90.68-2.79%signal
72long2024-05-24 16:00 @ 0.022024-06-04 00:00 @ 0.0210d 8h−$28.82-0.89%signal
73long2024-06-05 00:00 @ 0.022024-06-07 20:00 @ 0.022d 20h−$150.42-4.67%signal
74long2024-07-15 04:00 @ 0.022024-07-18 12:00 @ 0.023d 8h−$151.95-4.77%signal
75long2024-07-19 04:00 @ 0.022024-07-19 08:00 @ 0.024h−$80.52-2.56%signal
76long2024-07-19 16:00 @ 0.022024-07-23 20:00 @ 0.024d 4h−$101.49-3.25%signal
77long2024-07-24 08:00 @ 0.022024-07-24 20:00 @ 0.0212h−$31.80-1.03%signal
78long2024-07-27 04:00 @ 0.022024-07-28 00:00 @ 0.0220h−$20.31-0.66%signal
79long2024-07-29 04:00 @ 0.022024-07-29 16:00 @ 0.0212h−$72.29-2.34%signal
80long2024-08-23 20:00 @ 0.022024-08-26 20:00 @ 0.013d−$128.79-4.20%signal
81long2024-08-27 00:00 @ 0.012024-08-27 12:00 @ 0.0112h−$50.35-1.66%signal
82long2024-08-29 16:00 @ 0.012024-08-29 20:00 @ 0.014h−$95.26-3.15%signal
83long2024-09-13 16:00 @ 0.012024-09-14 12:00 @ 0.0120h−$62.28-2.08%signal
84long2024-09-14 16:00 @ 0.012024-09-14 20:00 @ 0.014h−$18.05-0.60%signal
85long2024-09-15 00:00 @ 0.012024-09-15 12:00 @ 0.0112h−$10.15-0.34%signal
86long2024-09-15 16:00 @ 0.012024-09-16 00:00 @ 0.018h−$102.23-3.43%signal
87long2024-09-19 00:00 @ 0.012024-10-25 16:00 @ 0.0236d 16h$767.30+25.99%signal
88long2024-10-29 00:00 @ 0.022024-10-31 20:00 @ 0.022d 20h−$85.85-2.73%signal
89long2024-11-01 00:00 @ 0.022024-11-01 04:00 @ 0.024h−$73.89-2.37%signal
90long2024-11-02 08:00 @ 0.022024-11-02 12:00 @ 0.024h−$44.19-1.42%signal
91long2024-11-05 12:00 @ 0.022024-11-05 20:00 @ 0.028h−$39.47-1.28%signal
92long2024-11-06 00:00 @ 0.022024-12-10 16:00 @ 0.0334d 16h$1,131.39+36.70%signal
93long2024-12-11 00:00 @ 0.032024-12-15 08:00 @ 0.034d 8h−$22.20-0.66%signal
94long2024-12-15 12:00 @ 0.032024-12-16 12:00 @ 0.031d−$117.06-3.48%signal
95long2024-12-16 20:00 @ 0.032024-12-17 04:00 @ 0.038h−$52.12-1.56%signal
96long2024-12-17 12:00 @ 0.032024-12-17 16:00 @ 0.034h−$83.71-2.52%signal
97long2025-01-17 08:00 @ 0.022025-01-19 08:00 @ 0.022d−$281.45-8.54%signal
98long2025-03-24 16:00 @ 0.012025-03-28 08:00 @ 0.013d 16h−$77.78-2.41%signal
99long2025-03-28 12:00 @ 0.012025-03-28 16:00 @ 0.014h−$34.78-1.08%signal
100long2025-03-29 00:00 @ 0.012025-03-29 04:00 @ 0.014h−$19.30-0.60%signal
101long2025-04-01 16:00 @ 0.012025-04-01 20:00 @ 0.014h−$91.18-2.85%signal
102long2025-04-12 16:00 @ 0.012025-04-12 20:00 @ 0.014h−$23.96-0.76%signal
103long2025-04-20 20:00 @ 0.012025-04-21 00:00 @ 0.014h−$33.36-1.05%signal
104long2025-04-21 04:00 @ 0.012025-04-22 00:00 @ 0.0120h−$72.50-2.30%signal
105long2025-04-22 08:00 @ 0.012025-05-06 12:00 @ 0.0114d 4h−$39.89-1.27%signal
106long2025-05-07 00:00 @ 0.012025-05-25 16:00 @ 0.0118d 16h$327.60+10.47%signal
107long2025-05-26 00:00 @ 0.012025-05-28 08:00 @ 0.012d 8h−$49.71-1.55%signal
108long2025-05-28 12:00 @ 0.012025-05-28 16:00 @ 0.014h−$77.35-2.42%signal
109long2025-05-29 00:00 @ 0.012025-05-29 16:00 @ 0.0116h−$38.40-1.21%signal
110long2025-07-03 08:00 @ 0.012025-07-03 12:00 @ 0.014h−$47.13-1.49%signal
111long2025-07-08 12:00 @ 0.012025-07-08 16:00 @ 0.014h−$23.86-0.76%signal
112long2025-07-08 20:00 @ 0.012025-07-09 04:00 @ 0.018h−$25.39-0.81%signal
113long2025-07-09 08:00 @ 0.012025-07-29 20:00 @ 0.0120d 12h$256.81+8.17%signal
114long2025-07-30 00:00 @ 0.012025-07-30 08:00 @ 0.018h−$36.37-1.13%signal
115long2025-08-09 08:00 @ 0.012025-08-10 12:00 @ 0.011d 4h−$54.00-1.69%signal
116long2025-08-10 16:00 @ 0.012025-08-11 12:00 @ 0.0120h−$92.16-2.89%signal
117long2025-08-12 20:00 @ 0.012025-08-14 16:00 @ 0.011d 20h−$154.64-4.89%signal
118long2025-08-22 20:00 @ 0.012025-08-23 04:00 @ 0.018h−$83.95-2.69%signal
119long2025-08-23 08:00 @ 0.012025-08-24 08:00 @ 0.011d−$80.17-2.58%signal
120long2025-08-24 20:00 @ 0.012025-08-25 00:00 @ 0.014h−$27.19-0.88%signal
121long2025-09-08 12:00 @ 0.012025-09-22 00:00 @ 0.0113d 12h−$9.45-0.31%signal
122long2025-10-02 08:00 @ 0.012025-10-02 12:00 @ 0.014h−$10.95-0.36%signal
123long2025-10-02 20:00 @ 0.012025-10-03 04:00 @ 0.018h−$42.15-1.37%signal
124long2025-10-03 16:00 @ 0.012025-10-04 04:00 @ 0.0112h−$39.67-1.30%signal
125long2025-10-04 08:00 @ 0.012025-10-04 12:00 @ 0.014h−$56.19-1.84%signal
126long2025-10-05 08:00 @ 0.012025-10-05 20:00 @ 0.0112h−$89.77-2.96%signal
127long2025-10-06 12:00 @ 0.012025-10-07 16:00 @ 0.011d 4h−$98.04-3.25%signal
128long2025-11-11 00:00 @ 0.012025-11-11 08:00 @ 0.018h−$89.06-2.98%signal
129long2025-12-03 16:00 @ 0.012025-12-03 20:00 @ 0.014h−$50.05-1.69%signal
130long2025-12-04 00:00 @ 0.012025-12-04 04:00 @ 0.014h−$29.65-1.00%signal
131long2025-12-09 16:00 @ 0.012025-12-10 00:00 @ 0.018h−$41.14-1.40%signal
132long2026-01-02 20:00 @ 0.012026-01-19 04:00 @ 0.0116d 8h−$98.12-3.34%signal
133long2026-01-19 20:00 @ 0.012026-01-20 08:00 @ 0.0112h−$53.46-1.83%signal
134long2026-01-21 16:00 @ 0.012026-01-22 00:00 @ 0.018h−$10.03-0.35%signal
135long2026-03-12 12:00 @ 0.012026-03-12 16:00 @ 0.014h−$70.10-2.42%signal
136long2026-03-13 04:00 @ 0.012026-03-13 20:00 @ 0.0116h−$14.53-0.50%signal
137long2026-03-16 04:00 @ 0.012026-03-18 12:00 @ 0.012d 8h−$75.45-2.62%signal
138long2026-03-20 04:00 @ 0.012026-03-22 00:00 @ 0.011d 20h−$59.75-2.09%signal
139long2026-03-23 12:00 @ 0.012026-03-27 12:00 @ 0.014d−$125.83-4.43%signal
140long2026-03-28 08:00 @ 0.012026-03-29 08:00 @ 0.011d−$19.27-0.69%signal
141long2026-03-30 04:00 @ 0.012026-04-05 08:00 @ 0.016d 4h−$64.66-2.30%signal
142long2026-04-05 16:00 @ 0.012026-04-05 20:00 @ 0.014h−$7.29-0.26%signal
143long2026-04-06 00:00 @ 0.012026-04-07 00:00 @ 0.011d−$84.11-3.02%signal
144long2026-04-07 04:00 @ 0.012026-04-07 12:00 @ 0.018h−$18.48-0.67%signal
145long2026-04-07 20:00 @ 0.012026-04-09 08:00 @ 0.011d 12h−$47.67-1.73%signal
146long2026-04-09 16:00 @ 0.012026-04-10 04:00 @ 0.0112h−$23.13-0.84%signal
147long2026-04-10 16:00 @ 0.012026-04-11 08:00 @ 0.0116h−$21.92-0.80%signal
148long2026-04-11 16:00 @ 0.012026-04-12 04:00 @ 0.0112h−$67.68-2.47%signal
149long2026-04-14 00:00 @ 0.012026-04-14 04:00 @ 0.014h−$42.15-1.55%signal
150long2026-04-15 20:00 @ 0.012026-04-20 00:00 @ 0.014d 4h−$47.91-1.77%signal
151long2026-04-20 04:00 @ 0.012026-05-15 16:00 @ 0.0125d 12h$49.16+1.82%signal
152long2026-07-25 16:00 @ 0.002026-08-11 00:00 @ 0.0016d 8h−$148.28-5.47%signal
153long2026-08-14 16:00 @ 0.002026-08-16 00:00 @ 0.001d 8h−$92.75-3.47%signal
154long2026-08-19 20:00 @ 0.002026-09-01 00:00 @ 0.0112d 4h$307.80+11.60%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.

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