[Famous-Q] Faber 200-bar SMA timing
public
@djgambhir1000PEPEUSDT · 4h · 2023-06-07 → 2026-09-01 · 7,088 bars in 2.7ms
Underperformed the market. Holding 1000PEPEUSDT returned +231.65% over the same period, against this strategy’s +212.66%.
Net P&L
+212.66%
$21,266.17
Max drawdown
-32.15%
Max run-up
+282.33%
Trades
91
16.5% win rate
Profit factor
2.49
2023-06-07drawdown · worst -32.15%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2023-06-07 → 2025-05-16 | +259.03% | -32.15% | 55 | 18% |
| Validation | 2025-05-16 → 2026-01-07 | -5.96% | -19.89% | 20 | 10% |
| Out-of-sample | 2026-01-07 → 2026-09-01 | -7.40% | -13.93% | 16 | 19% |
Risk-adjusted
- Sharpe
- 1.06
- Sortino
- 1.78
- Calmar
- 1.31
- Return ÷ max drawdown
- 6.61
- CAGR
- +42.26%
- Exposure
- 41.5%
Per trade
- Expectancy
- $233.69 · +7.35%
- Average win / loss
- $2,368.01 / −$187.55
- Payoff ratio
- 12.63
- Largest win / loss
- $13,358.08 / −$702.23
- Longest losing streak(winning: 2)
- 15 trades
Drawdown over time
- Max drawdown
- -32.15%
- Longest time under water(still going at the end)
- 466 days
- Worst drawdown recovered in
- 245 days
Costs and mechanics
- Fees paid
- −$586.25
- Funding
- −$2,614.90
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- +231.65%
Monte Carlo
1,000 alternative histories, each 91 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 | -8.78% | +178.60% | +1,527.67% |
| Max drawdown | -28.90% | -15.97% | -9.25% |
8% of histories lost money, and 2% had a deeper drawdown than this run’s -32.15%. 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
1000PEPEUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
91 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2023-06-21 16:00 @ 0.00 | 2023-07-21 00:00 @ 0.00 | 29d 8h | $501.59 | +20.06% | signal |
| 2 | long | 2023-07-21 04:00 @ 0.00 | 2023-07-21 08:00 @ 0.00 | 4h | −$25.64 | -0.98% | signal |
| 3 | long | 2023-07-21 16:00 @ 0.00 | 2023-07-22 00:00 @ 0.00 | 8h | −$0.66 | -0.03% | signal |
| 4 | long | 2023-07-22 04:00 @ 0.00 | 2023-07-22 12:00 @ 0.00 | 8h | −$17.08 | -0.65% | signal |
| 5 | long | 2023-08-13 12:00 @ 0.00 | 2023-08-14 00:00 @ 0.00 | 12h | −$58.27 | -2.23% | signal |
| 6 | long | 2023-08-14 08:00 @ 0.00 | 2023-08-15 12:00 @ 0.00 | 1d 4h | −$163.33 | -6.28% | signal |
| 7 | long | 2023-09-29 04:00 @ 0.00 | 2023-10-03 20:00 @ 0.00 | 4d 16h | −$88.11 | -3.44% | signal |
| 8 | long | 2023-10-06 20:00 @ 0.00 | 2023-10-07 08:00 @ 0.00 | 12h | −$34.31 | -1.35% | signal |
| 9 | long | 2023-10-08 20:00 @ 0.00 | 2023-10-09 04:00 @ 0.00 | 8h | −$20.68 | -0.82% | signal |
| 10 | long | 2023-10-21 16:00 @ 0.00 | 2023-11-22 00:00 @ 0.00 | 31d 8h | $1,116.27 | +44.24% | signal |
| 11 | long | 2023-11-25 20:00 @ 0.00 | 2023-11-26 16:00 @ 0.00 | 20h | −$96.92 | -3.46% | signal |
| 12 | long | 2023-12-02 20:00 @ 0.00 | 2023-12-18 12:00 @ 0.00 | 15d 16h | $108.03 | +3.89% | signal |
| 13 | long | 2023-12-18 20:00 @ 0.00 | 2023-12-19 16:00 @ 0.00 | 20h | −$25.25 | -0.90% | signal |
| 14 | long | 2023-12-20 08:00 @ 0.00 | 2023-12-21 00:00 @ 0.00 | 16h | −$23.56 | -0.84% | signal |
| 15 | long | 2023-12-22 00:00 @ 0.00 | 2023-12-22 08:00 @ 0.00 | 8h | −$62.54 | -2.24% | signal |
| 16 | long | 2023-12-22 12:00 @ 0.00 | 2023-12-27 04:00 @ 0.00 | 4d 16h | −$370.78 | -13.35% | signal |
| 17 | long | 2023-12-27 12:00 @ 0.00 | 2023-12-30 04:00 @ 0.00 | 2d 16h | −$56.27 | -2.10% | signal |
| 18 | long | 2024-01-02 00:00 @ 0.00 | 2024-01-02 16:00 @ 0.00 | 16h | −$88.24 | -3.30% | signal |
| 19 | long | 2024-01-03 08:00 @ 0.00 | 2024-01-03 12:00 @ 0.00 | 4h | −$64.33 | -2.43% | signal |
| 20 | long | 2024-01-11 04:00 @ 0.00 | 2024-01-12 04:00 @ 0.00 | 1d | −$118.77 | -4.51% | signal |
| 21 | long | 2024-01-12 08:00 @ 0.00 | 2024-01-12 20:00 @ 0.00 | 12h | −$97.55 | -3.75% | signal |
| 22 | long | 2024-02-13 00:00 @ 0.00 | 2024-04-02 04:00 @ 0.01 | 49d 4h | $13,358.08 | +518.08% | signal |
| 23 | long | 2024-04-23 16:00 @ 0.01 | 2024-04-27 12:00 @ 0.01 | 3d 20h | −$702.23 | -11.87% | signal |
| 24 | long | 2024-04-27 16:00 @ 0.01 | 2024-04-30 16:00 @ 0.01 | 3d | −$231.27 | -4.03% | signal |
| 25 | long | 2024-05-02 00:00 @ 0.01 | 2024-06-09 00:00 @ 0.01 | 38d | $4,003.91 | +70.44% | signal |
| 26 | long | 2024-06-09 16:00 @ 0.01 | 2024-06-10 08:00 @ 0.01 | 16h | −$179.16 | -2.68% | signal |
| 27 | long | 2024-06-10 12:00 @ 0.01 | 2024-06-11 00:00 @ 0.01 | 12h | −$284.48 | -4.28% | signal |
| 28 | long | 2024-06-11 20:00 @ 0.01 | 2024-06-13 04:00 @ 0.01 | 1d 8h | $7.90 | +0.12% | signal |
| 29 | long | 2024-07-16 00:00 @ 0.01 | 2024-08-01 08:00 @ 0.01 | 16d 8h | −$492.97 | -7.50% | signal |
| 30 | long | 2024-08-24 20:00 @ 0.01 | 2024-08-25 08:00 @ 0.01 | 12h | −$607.95 | -9.43% | signal |
| 31 | long | 2024-08-26 00:00 @ 0.01 | 2024-08-26 08:00 @ 0.01 | 8h | −$107.74 | -1.71% | signal |
| 32 | long | 2024-08-26 12:00 @ 0.01 | 2024-08-26 16:00 @ 0.01 | 4h | −$187.68 | -2.99% | signal |
| 33 | long | 2024-09-13 20:00 @ 0.01 | 2024-09-14 20:00 @ 0.01 | 1d | −$137.36 | -2.21% | signal |
| 34 | long | 2024-09-15 00:00 @ 0.01 | 2024-09-15 12:00 @ 0.01 | 12h | −$99.58 | -1.61% | signal |
| 35 | long | 2024-09-15 16:00 @ 0.01 | 2024-09-15 20:00 @ 0.01 | 4h | −$130.56 | -2.12% | signal |
| 36 | long | 2024-09-19 04:00 @ 0.01 | 2024-10-23 20:00 @ 0.01 | 34d 16h | $1,551.33 | +25.30% | signal |
| 37 | long | 2024-10-24 00:00 @ 0.01 | 2024-10-25 08:00 @ 0.01 | 1d 8h | −$160.34 | -2.46% | signal |
| 38 | long | 2024-11-07 00:00 @ 0.01 | 2024-12-18 08:00 @ 0.02 | 41d 8h | $7,203.71 | +111.20% | signal |
| 39 | long | 2024-12-18 12:00 @ 0.02 | 2024-12-18 16:00 @ 0.02 | 4h | −$181.45 | -2.19% | signal |
| 40 | long | 2024-12-31 16:00 @ 0.02 | 2024-12-31 20:00 @ 0.02 | 4h | −$203.90 | -2.48% | signal |
| 41 | long | 2025-01-03 16:00 @ 0.02 | 2025-01-04 16:00 @ 0.02 | 1d | −$234.17 | -2.86% | signal |
| 42 | long | 2025-01-04 20:00 @ 0.02 | 2025-01-05 12:00 @ 0.02 | 16h | −$122.32 | -1.51% | signal |
| 43 | long | 2025-01-06 16:00 @ 0.02 | 2025-01-07 00:00 @ 0.02 | 8h | −$158.12 | -1.95% | signal |
| 44 | long | 2025-01-17 12:00 @ 0.02 | 2025-01-18 08:00 @ 0.02 | 20h | −$512.16 | -6.36% | signal |
| 45 | long | 2025-03-24 12:00 @ 0.01 | 2025-03-29 12:00 @ 0.01 | 5d | −$291.96 | -3.68% | signal |
| 46 | long | 2025-04-01 04:00 @ 0.01 | 2025-04-03 00:00 @ 0.01 | 1d 20h | −$285.70 | -3.64% | signal |
| 47 | long | 2025-04-05 00:00 @ 0.01 | 2025-04-05 12:00 @ 0.01 | 12h | −$138.65 | -1.78% | signal |
| 48 | long | 2025-04-12 16:00 @ 0.01 | 2025-04-13 16:00 @ 0.01 | 1d | −$126.14 | -1.63% | signal |
| 49 | long | 2025-04-13 20:00 @ 0.01 | 2025-04-15 16:00 @ 0.01 | 1d 20h | −$269.32 | -3.49% | signal |
| 50 | long | 2025-04-16 20:00 @ 0.01 | 2025-04-17 00:00 @ 0.01 | 4h | −$119.51 | -1.56% | signal |
| 51 | long | 2025-04-17 08:00 @ 0.01 | 2025-04-17 16:00 @ 0.01 | 8h | −$174.11 | -2.29% | signal |
| 52 | long | 2025-04-17 20:00 @ 0.01 | 2025-04-18 04:00 @ 0.01 | 8h | −$219.31 | -2.90% | signal |
| 53 | long | 2025-04-18 20:00 @ 0.01 | 2025-04-19 12:00 @ 0.01 | 16h | −$77.86 | -1.04% | signal |
| 54 | long | 2025-04-19 16:00 @ 0.01 | 2025-05-06 12:00 @ 0.01 | 16d 20h | $304.92 | +4.07% | signal |
| 55 | long | 2025-05-06 16:00 @ 0.01 | 2025-05-31 00:00 @ 0.01 | 24d 8h | $3,575.59 | +47.19% | signal |
| 56 | long | 2025-06-03 00:00 @ 0.01 | 2025-06-04 20:00 @ 0.01 | 1d 20h | −$158.24 | -1.87% | signal |
| 57 | long | 2025-06-10 12:00 @ 0.01 | 2025-06-10 16:00 @ 0.01 | 4h | −$371.72 | -4.41% | signal |
| 58 | long | 2025-06-11 00:00 @ 0.01 | 2025-06-11 04:00 @ 0.01 | 4h | −$205.74 | -2.47% | signal |
| 59 | long | 2025-06-11 16:00 @ 0.01 | 2025-06-11 20:00 @ 0.01 | 4h | −$432.79 | -5.22% | signal |
| 60 | long | 2025-07-09 20:00 @ 0.01 | 2025-07-29 16:00 @ 0.01 | 19d 20h | $383.53 | +4.69% | signal |
| 61 | long | 2025-08-08 20:00 @ 0.01 | 2025-08-09 00:00 @ 0.01 | 4h | −$109.73 | -1.33% | signal |
| 62 | long | 2025-08-09 08:00 @ 0.01 | 2025-08-10 08:00 @ 0.01 | 1d | −$213.45 | -2.59% | signal |
| 63 | long | 2025-08-10 20:00 @ 0.01 | 2025-08-11 08:00 @ 0.01 | 12h | −$108.95 | -1.33% | signal |
| 64 | long | 2025-08-12 20:00 @ 0.01 | 2025-08-14 08:00 @ 0.01 | 1d 12h | −$52.53 | -0.64% | signal |
| 65 | long | 2025-08-23 00:00 @ 0.01 | 2025-08-23 04:00 @ 0.01 | 4h | −$349.17 | -4.28% | signal |
| 66 | long | 2025-09-09 12:00 @ 0.01 | 2025-09-09 16:00 @ 0.01 | 4h | −$360.62 | -4.47% | signal |
| 67 | long | 2025-09-11 04:00 @ 0.01 | 2025-09-11 12:00 @ 0.01 | 8h | −$94.91 | -1.19% | signal |
| 68 | long | 2025-09-11 20:00 @ 0.01 | 2025-09-12 12:00 @ 0.01 | 16h | −$93.93 | -1.18% | signal |
| 69 | long | 2025-09-12 16:00 @ 0.01 | 2025-09-22 00:00 @ 0.01 | 9d 8h | −$115.96 | -1.46% | signal |
| 70 | long | 2025-10-02 20:00 @ 0.01 | 2025-10-03 04:00 @ 0.01 | 8h | −$222.51 | -2.82% | signal |
| 71 | long | 2025-10-03 16:00 @ 0.01 | 2025-10-03 20:00 @ 0.01 | 4h | −$104.51 | -1.33% | signal |
| 72 | long | 2025-10-05 08:00 @ 0.01 | 2025-10-05 12:00 @ 0.01 | 4h | −$107.92 | -1.38% | signal |
| 73 | long | 2025-10-06 16:00 @ 0.01 | 2025-10-07 08:00 @ 0.01 | 16h | −$252.08 | -3.24% | signal |
| 74 | long | 2025-12-09 20:00 @ 0.01 | 2025-12-10 04:00 @ 0.00 | 8h | −$282.17 | -3.65% | signal |
| 75 | long | 2026-01-01 20:00 @ 0.00 | 2026-01-20 08:00 @ 0.01 | 18d 12h | $721.61 | +9.42% | signal |
| 76 | long | 2026-02-14 20:00 @ 0.00 | 2026-02-15 16:00 @ 0.00 | 20h | −$144.96 | -1.85% | signal |
| 77 | long | 2026-02-25 20:00 @ 0.00 | 2026-02-26 00:00 @ 0.00 | 4h | −$406.46 | -5.21% | signal |
| 78 | long | 2026-03-16 08:00 @ 0.00 | 2026-03-17 12:00 @ 0.00 | 1d 4h | −$616.58 | -8.01% | signal |
| 79 | long | 2026-04-01 08:00 @ 0.00 | 2026-04-01 12:00 @ 0.00 | 4h | −$141.16 | -1.87% | signal |
| 80 | long | 2026-04-01 16:00 @ 0.00 | 2026-04-02 00:00 @ 0.00 | 8h | −$101.43 | -1.35% | signal |
| 81 | long | 2026-04-03 08:00 @ 0.00 | 2026-04-04 00:00 @ 0.00 | 16h | −$95.52 | -1.28% | signal |
| 82 | long | 2026-04-06 00:00 @ 0.00 | 2026-04-07 00:00 @ 0.00 | 1d | −$385.85 | -5.17% | signal |
| 83 | long | 2026-04-07 20:00 @ 0.00 | 2026-05-15 16:00 @ 0.00 | 37d 20h | $793.25 | +10.77% | signal |
| 84 | long | 2026-07-04 00:00 @ 0.00 | 2026-07-04 08:00 @ 0.00 | 8h | −$108.99 | -1.44% | signal |
| 85 | long | 2026-07-04 16:00 @ 0.00 | 2026-07-05 04:00 @ 0.00 | 12h | −$184.76 | -2.45% | signal |
| 86 | long | 2026-07-06 00:00 @ 0.00 | 2026-07-06 08:00 @ 0.00 | 8h | −$157.91 | -2.11% | signal |
| 87 | long | 2026-07-06 16:00 @ 0.00 | 2026-07-07 04:00 @ 0.00 | 12h | −$174.99 | -2.35% | signal |
| 88 | long | 2026-07-07 12:00 @ 0.00 | 2026-07-08 00:00 @ 0.00 | 12h | −$111.90 | -1.51% | signal |
| 89 | long | 2026-07-10 12:00 @ 0.00 | 2026-08-11 16:00 @ 0.00 | 32d 4h | $196.94 | +2.67% | signal |
| 90 | long | 2026-08-12 00:00 @ 0.00 | 2026-08-12 16:00 @ 0.00 | 16h | −$138.27 | -1.86% | signal |
| 91 | long | 2026-08-20 00:00 @ 0.00 | 2026-09-01 00:00 @ 0.00 | 12d | $1,693.51 | +22.91% | 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.