Skip to content

[Famous-Q] Faber 200-bar SMA timing

publicmade in Claude Code
@djgambhir

WIFUSDT · Binance USD-M perpetual · 4h · 2024-02-20 → 2026-09-01 · 5,541 bars in 2.4ms

Net P&L
+163.64%
$16,364.37
Max drawdown
-42.10%
Max run-up
+320.76%
Trades
80
10.0% won (8 of 80)
Profit factor
2.12

The rules

The rules

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

WIFUSDT with every trade

WIFUSDT with every trade

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

2024-02-20drawdown · worst -42.10%2026-09-01

Month by month

10 of 32 months up · best +195.2% Mar 2024 · worst −29.8% Apr 2024 · 5 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2024·+28.7%+195.2%−29.8%−7.4%−4.2%+2.3%−2.5%+9.1%−4.3%+5.6%−1.7%+156.1%
20250.0%0.0%−4.1%+8.3%+13.0%−3.2%+0.4%−3.3%−1.7%0.0%0.0%−4.5%+3.7%
2026−0.8%0.0%−0.2%−3.2%−1.6%−1.1%−2.0%+8.5%+0.1%···−0.7%

Training · validation · out-of-sample

Training · validation · out-of-sample

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

Risk-adjusted

Sharpe
0.96
Sortino
1.62
Calmar
1.11
Return ÷ max drawdown
3.89
CAGR
+46.74%
Exposure
35.6%
Per-trade detail

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

Time under water

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

Costs and mechanics

Fees paid
−$521.97
Funding
−$2,731.92
Liquidations
0
Warmup bars(the market’s first candles)
199
Benchmark(buy and hold)
-48.00%

Monte Carlo

Monte Carlo

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

All 80 trades

All 80 trades

A Pro feature. Pro isn’t on sale yet; beta testers get it free — ask on the pricing page.

How this was run

Orders fill at the next candle’s open, never at the close that produced the signal. When one candle’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.

The period asked for began 2022-01-01, and the archive has too little WIFUSDT history before then to warm up on, so the test starts at 2024-02-20: the first candle with every indicator ready.

← Browse other results