[Famous-Q] Faber 200-bar SMA timing
public
@djgambhir1000FLOKIUSDT · 4h · 2023-06-08 → 2026-09-01 · 7,082 bars in 2.8ms
Net P&L
+120.69%
$12,068.86
Max drawdown
-36.12%
Max run-up
+254.80%
Trades
120
10.8% win rate
Profit factor
1.88
2023-06-08drawdown · worst -36.12%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2023-06-08 → 2025-05-16 | +150.46% | -36.12% | 81 | 12% |
| Validation | 2025-05-16 → 2026-01-07 | -3.48% | -21.78% | 22 | 5% |
| Out-of-sample | 2026-01-07 → 2026-09-01 | -8.71% | -12.09% | 17 | 12% |
Risk-adjusted
- Sharpe
- 0.80
- Sortino
- 1.45
- Calmar
- 0.77
- Return ÷ max drawdown
- 3.34
- CAGR
- +27.76%
- Exposure
- 37.0%
Per trade
- Expectancy
- $100.57 · +4.34%
- Average win / loss
- $1,984.87 / −$128.36
- Payoff ratio
- 15.46
- Largest win / loss
- $13,285.62 / −$638.12
- Longest losing streak(winning: 2)
- 26 trades
Drawdown over time
- Max drawdown
- -36.12%
- Longest time under water(still going at the end)
- 901 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$569.13
- Funding
- −$1,273.38
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- -9.68%
Monte Carlo
1,000 alternative histories, each 120 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 | -28.12% | +87.40% | +1,076.24% |
| Max drawdown | -39.30% | -23.28% | -12.89% |
22% of histories lost money, and 10% had a deeper drawdown than this run’s -36.12%. 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
1000FLOKIUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
120 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2023-06-22 16:00 @ 0.03 | 2023-06-22 20:00 @ 0.03 | 4h | −$57.27 | -2.29% | signal |
| 2 | long | 2023-06-23 16:00 @ 0.03 | 2023-06-24 00:00 @ 0.03 | 8h | −$61.27 | -2.46% | signal |
| 3 | long | 2023-06-25 04:00 @ 0.03 | 2023-06-25 20:00 @ 0.03 | 16h | −$36.28 | -1.47% | signal |
| 4 | long | 2023-06-26 00:00 @ 0.03 | 2023-06-26 04:00 @ 0.03 | 4h | −$37.07 | -1.51% | signal |
| 5 | long | 2023-06-30 12:00 @ 0.03 | 2023-06-30 16:00 @ 0.03 | 4h | −$162.66 | -6.63% | signal |
| 6 | long | 2023-06-30 20:00 @ 0.03 | 2023-07-05 12:00 @ 0.03 | 4d 16h | −$133.14 | -5.52% | signal |
| 7 | long | 2023-07-06 08:00 @ 0.03 | 2023-07-06 16:00 @ 0.03 | 8h | −$78.61 | -3.31% | signal |
| 8 | long | 2023-07-08 00:00 @ 0.03 | 2023-07-08 12:00 @ 0.02 | 12h | −$32.70 | -1.39% | signal |
| 9 | long | 2023-07-09 00:00 @ 0.02 | 2023-07-09 08:00 @ 0.02 | 8h | −$25.14 | -1.07% | signal |
| 10 | long | 2023-07-09 20:00 @ 0.02 | 2023-07-10 00:00 @ 0.02 | 4h | −$27.81 | -1.19% | signal |
| 11 | long | 2023-07-10 20:00 @ 0.03 | 2023-07-12 20:00 @ 0.02 | 2d | −$83.98 | -3.59% | signal |
| 12 | long | 2023-07-13 00:00 @ 0.02 | 2023-07-13 04:00 @ 0.02 | 4h | −$40.87 | -1.76% | signal |
| 13 | long | 2023-07-13 08:00 @ 0.02 | 2023-07-16 20:00 @ 0.02 | 3d 12h | $13.82 | +0.60% | signal |
| 14 | long | 2023-08-13 12:00 @ 0.02 | 2023-08-13 16:00 @ 0.02 | 4h | −$22.01 | -0.95% | signal |
| 15 | long | 2023-08-13 20:00 @ 0.02 | 2023-08-14 00:00 @ 0.02 | 4h | −$43.60 | -1.89% | signal |
| 16 | long | 2023-08-14 04:00 @ 0.02 | 2023-08-15 20:00 @ 0.02 | 1d 16h | −$68.09 | -2.97% | signal |
| 17 | long | 2023-09-29 08:00 @ 0.02 | 2023-09-29 16:00 @ 0.02 | 8h | −$94.47 | -4.15% | signal |
| 18 | long | 2023-09-29 20:00 @ 0.02 | 2023-09-30 00:00 @ 0.02 | 4h | −$8.60 | -0.38% | signal |
| 19 | long | 2023-09-30 08:00 @ 0.02 | 2023-10-11 08:00 @ 0.02 | 11d | $30.72 | +1.37% | signal |
| 20 | long | 2023-10-11 12:00 @ 0.02 | 2023-10-11 16:00 @ 0.02 | 4h | −$60.62 | -2.69% | signal |
| 21 | long | 2023-10-12 00:00 @ 0.02 | 2023-10-12 16:00 @ 0.02 | 16h | −$18.27 | -0.81% | signal |
| 22 | long | 2023-10-12 20:00 @ 0.02 | 2023-11-21 04:00 @ 0.03 | 39d 8h | $1,842.88 | +82.34% | signal |
| 23 | long | 2023-11-22 12:00 @ 0.03 | 2023-11-26 16:00 @ 0.03 | 4d 4h | $77.20 | +2.86% | signal |
| 24 | long | 2023-11-30 04:00 @ 0.03 | 2023-11-30 08:00 @ 0.03 | 4h | −$49.90 | -1.84% | signal |
| 25 | long | 2023-12-01 04:00 @ 0.03 | 2023-12-18 08:00 @ 0.03 | 17d 4h | $146.86 | +5.43% | signal |
| 26 | long | 2023-12-19 00:00 @ 0.04 | 2023-12-19 12:00 @ 0.04 | 12h | −$6.72 | -0.25% | signal |
| 27 | long | 2023-12-21 12:00 @ 0.04 | 2023-12-21 16:00 @ 0.03 | 4h | −$52.43 | -1.91% | signal |
| 28 | long | 2023-12-22 00:00 @ 0.04 | 2023-12-22 08:00 @ 0.04 | 8h | −$66.90 | -2.45% | signal |
| 29 | long | 2023-12-22 12:00 @ 0.04 | 2023-12-25 00:00 @ 0.04 | 2d 12h | −$132.87 | -4.90% | signal |
| 30 | long | 2023-12-25 08:00 @ 0.04 | 2023-12-26 08:00 @ 0.04 | 1d | −$53.86 | -2.01% | signal |
| 31 | long | 2023-12-26 12:00 @ 0.04 | 2023-12-26 16:00 @ 0.04 | 4h | −$37.46 | -1.41% | signal |
| 32 | long | 2023-12-27 20:00 @ 0.04 | 2023-12-28 16:00 @ 0.04 | 20h | −$132.80 | -5.00% | signal |
| 33 | long | 2023-12-29 12:00 @ 0.04 | 2023-12-29 16:00 @ 0.04 | 4h | −$80.26 | -3.06% | signal |
| 34 | long | 2024-01-02 04:00 @ 0.04 | 2024-01-02 16:00 @ 0.04 | 12h | −$69.07 | -2.65% | signal |
| 35 | long | 2024-01-21 00:00 @ 0.03 | 2024-01-21 04:00 @ 0.03 | 4h | −$101.57 | -3.93% | signal |
| 36 | long | 2024-02-09 08:00 @ 0.03 | 2024-04-02 16:00 @ 0.21 | 53d 8h | $13,285.62 | +519.21% | signal |
| 37 | long | 2024-04-02 20:00 @ 0.21 | 2024-04-03 00:00 @ 0.21 | 4h | −$53.59 | -0.91% | signal |
| 38 | long | 2024-04-23 16:00 @ 0.20 | 2024-04-24 00:00 @ 0.19 | 8h | −$121.96 | -2.08% | signal |
| 39 | long | 2024-04-24 04:00 @ 0.20 | 2024-04-24 16:00 @ 0.19 | 12h | −$434.76 | -7.45% | signal |
| 40 | long | 2024-05-04 04:00 @ 0.19 | 2024-05-08 00:00 @ 0.17 | 3d 20h | −$638.12 | -11.14% | signal |
| 41 | long | 2024-05-09 04:00 @ 0.17 | 2024-05-09 12:00 @ 0.17 | 8h | −$141.27 | -2.54% | signal |
| 42 | long | 2024-05-09 16:00 @ 0.18 | 2024-05-10 16:00 @ 0.17 | 1d | −$248.62 | -4.49% | signal |
| 43 | long | 2024-05-11 08:00 @ 0.17 | 2024-05-11 12:00 @ 0.17 | 4h | −$64.43 | -1.18% | signal |
| 44 | long | 2024-05-11 16:00 @ 0.17 | 2024-05-12 00:00 @ 0.17 | 8h | −$137.44 | -2.52% | signal |
| 45 | long | 2024-05-12 12:00 @ 0.17 | 2024-05-13 04:00 @ 0.16 | 16h | −$280.69 | -5.18% | signal |
| 46 | long | 2024-05-13 08:00 @ 0.17 | 2024-06-12 00:00 @ 0.24 | 29d 16h | $2,002.99 | +37.44% | signal |
| 47 | long | 2024-06-12 08:00 @ 0.24 | 2024-06-12 12:00 @ 0.24 | 4h | −$116.90 | -2.00% | signal |
| 48 | long | 2024-06-12 16:00 @ 0.24 | 2024-06-12 20:00 @ 0.22 | 4h | −$426.61 | -7.33% | signal |
| 49 | long | 2024-07-15 16:00 @ 0.17 | 2024-07-30 20:00 @ 0.17 | 15d 4h | −$76.48 | -1.34% | signal |
| 50 | long | 2024-07-31 04:00 @ 0.17 | 2024-07-31 08:00 @ 0.17 | 4h | −$16.80 | -0.29% | signal |
| 51 | long | 2024-07-31 16:00 @ 0.17 | 2024-07-31 20:00 @ 0.17 | 4h | −$133.08 | -2.34% | signal |
| 52 | long | 2024-08-23 20:00 @ 0.15 | 2024-08-29 20:00 @ 0.14 | 6d | −$342.90 | -6.06% | signal |
| 53 | long | 2024-09-09 20:00 @ 0.13 | 2024-09-10 04:00 @ 0.13 | 8h | −$155.22 | -2.79% | signal |
| 54 | long | 2024-09-10 08:00 @ 0.13 | 2024-09-10 16:00 @ 0.13 | 8h | −$74.68 | -1.35% | signal |
| 55 | long | 2024-09-10 20:00 @ 0.13 | 2024-09-11 00:00 @ 0.13 | 4h | −$39.98 | -0.72% | signal |
| 56 | long | 2024-09-13 20:00 @ 0.13 | 2024-09-14 08:00 @ 0.13 | 12h | −$54.46 | -0.99% | signal |
| 57 | long | 2024-09-19 00:00 @ 0.13 | 2024-09-22 16:00 @ 0.13 | 3d 16h | −$11.81 | -0.21% | signal |
| 58 | long | 2024-09-23 04:00 @ 0.13 | 2024-10-02 20:00 @ 0.13 | 9d 16h | −$113.57 | -2.07% | signal |
| 59 | long | 2024-10-03 00:00 @ 0.13 | 2024-10-03 08:00 @ 0.13 | 8h | −$114.56 | -2.10% | signal |
| 60 | long | 2024-10-04 12:00 @ 0.13 | 2024-10-05 20:00 @ 0.13 | 1d 8h | −$166.51 | -3.07% | signal |
| 61 | long | 2024-10-06 12:00 @ 0.13 | 2024-10-08 16:00 @ 0.13 | 2d 4h | $16.58 | +0.31% | signal |
| 62 | long | 2024-10-08 20:00 @ 0.14 | 2024-10-09 20:00 @ 0.13 | 1d | −$203.54 | -3.77% | signal |
| 63 | long | 2024-10-11 16:00 @ 0.14 | 2024-10-13 12:00 @ 0.14 | 1d 20h | −$108.65 | -2.03% | signal |
| 64 | long | 2024-10-14 04:00 @ 0.14 | 2024-10-23 16:00 @ 0.14 | 9d 12h | −$36.42 | -0.69% | signal |
| 65 | long | 2024-10-24 04:00 @ 0.15 | 2024-10-24 08:00 @ 0.14 | 4h | −$66.32 | -1.25% | signal |
| 66 | long | 2024-10-24 12:00 @ 0.14 | 2024-10-25 08:00 @ 0.14 | 20h | −$80.22 | -1.52% | signal |
| 67 | long | 2024-10-25 12:00 @ 0.15 | 2024-10-25 16:00 @ 0.14 | 4h | −$143.44 | -2.72% | signal |
| 68 | long | 2024-10-29 04:00 @ 0.14 | 2024-10-29 08:00 @ 0.14 | 4h | −$61.52 | -1.18% | signal |
| 69 | long | 2024-10-29 12:00 @ 0.15 | 2024-10-30 12:00 @ 0.14 | 1d | −$103.73 | -1.99% | signal |
| 70 | long | 2024-10-30 16:00 @ 0.15 | 2024-10-31 16:00 @ 0.14 | 1d | −$172.69 | -3.33% | signal |
| 71 | long | 2024-11-07 00:00 @ 0.14 | 2024-11-07 12:00 @ 0.14 | 12h | −$109.23 | -2.12% | signal |
| 72 | long | 2024-11-07 16:00 @ 0.14 | 2024-11-08 16:00 @ 0.14 | 1d | −$112.69 | -2.20% | signal |
| 73 | long | 2024-11-09 08:00 @ 0.14 | 2024-12-10 16:00 @ 0.21 | 31d 8h | $2,210.10 | +43.38% | signal |
| 74 | long | 2024-12-11 12:00 @ 0.23 | 2024-12-14 16:00 @ 0.23 | 3d 4h | −$17.36 | -0.31% | signal |
| 75 | long | 2024-12-14 20:00 @ 0.24 | 2024-12-15 04:00 @ 0.23 | 8h | −$257.07 | -4.56% | signal |
| 76 | long | 2025-01-17 16:00 @ 0.18 | 2025-01-18 08:00 @ 0.17 | 16h | −$240.98 | -4.32% | signal |
| 77 | long | 2025-03-26 12:00 @ 0.08 | 2025-03-26 16:00 @ 0.07 | 4h | −$377.49 | -6.84% | signal |
| 78 | long | 2025-03-27 04:00 @ 0.07 | 2025-03-27 12:00 @ 0.07 | 8h | −$202.08 | -3.73% | signal |
| 79 | long | 2025-04-13 00:00 @ 0.06 | 2025-04-13 04:00 @ 0.06 | 4h | −$96.60 | -1.80% | signal |
| 80 | long | 2025-04-21 00:00 @ 0.06 | 2025-04-22 00:00 @ 0.06 | 1d | −$105.63 | -1.97% | signal |
| 81 | long | 2025-04-22 08:00 @ 0.06 | 2025-05-30 04:00 @ 0.09 | 37d 20h | $3,122.04 | +58.66% | signal |
| 82 | long | 2025-06-11 00:00 @ 0.10 | 2025-06-11 04:00 @ 0.09 | 4h | −$116.35 | -1.91% | signal |
| 83 | long | 2025-06-11 16:00 @ 0.10 | 2025-06-11 20:00 @ 0.09 | 4h | −$311.48 | -5.13% | signal |
| 84 | long | 2025-07-02 20:00 @ 0.08 | 2025-07-03 00:00 @ 0.08 | 4h | −$111.15 | -1.85% | signal |
| 85 | long | 2025-07-03 04:00 @ 0.08 | 2025-07-03 16:00 @ 0.08 | 12h | −$152.94 | -2.56% | signal |
| 86 | long | 2025-07-04 00:00 @ 0.08 | 2025-07-04 04:00 @ 0.08 | 4h | −$124.73 | -2.10% | signal |
| 87 | long | 2025-07-06 08:00 @ 0.08 | 2025-08-02 00:00 @ 0.10 | 26d 16h | $1,832.14 | +31.06% | signal |
| 88 | long | 2025-08-04 08:00 @ 0.11 | 2025-08-04 12:00 @ 0.11 | 4h | −$108.43 | -1.71% | signal |
| 89 | long | 2025-08-04 16:00 @ 0.11 | 2025-08-04 20:00 @ 0.11 | 4h | −$24.74 | -0.39% | signal |
| 90 | long | 2025-08-05 00:00 @ 0.11 | 2025-08-05 04:00 @ 0.11 | 4h | −$199.59 | -3.16% | signal |
| 91 | long | 2025-08-07 16:00 @ 0.12 | 2025-08-10 12:00 @ 0.12 | 2d 20h | −$72.29 | -1.15% | signal |
| 92 | long | 2025-08-10 16:00 @ 0.12 | 2025-08-11 12:00 @ 0.11 | 20h | −$230.53 | -3.69% | signal |
| 93 | long | 2025-08-13 20:00 @ 0.12 | 2025-08-14 08:00 @ 0.12 | 12h | −$68.62 | -1.11% | signal |
| 94 | long | 2025-09-12 04:00 @ 0.10 | 2025-09-12 12:00 @ 0.10 | 8h | −$150.34 | -2.43% | signal |
| 95 | long | 2025-09-12 20:00 @ 0.10 | 2025-09-15 08:00 @ 0.10 | 2d 12h | −$402.49 | -6.55% | signal |
| 96 | long | 2025-09-17 20:00 @ 0.10 | 2025-09-19 16:00 @ 0.10 | 1d 20h | −$208.75 | -3.45% | signal |
| 97 | long | 2025-09-20 16:00 @ 0.10 | 2025-09-20 20:00 @ 0.10 | 4h | −$101.47 | -1.69% | signal |
| 98 | long | 2025-09-21 04:00 @ 0.10 | 2025-09-21 12:00 @ 0.10 | 8h | −$118.47 | -1.99% | signal |
| 99 | long | 2025-10-04 00:00 @ 0.10 | 2025-10-09 16:00 @ 0.09 | 5d 16h | −$392.00 | -6.60% | signal |
| 100 | long | 2025-10-10 04:00 @ 0.09 | 2025-10-10 08:00 @ 0.09 | 4h | −$45.47 | -0.78% | signal |
| 101 | long | 2025-10-10 12:00 @ 0.09 | 2025-10-10 16:00 @ 0.09 | 4h | −$360.41 | -6.19% | signal |
| 102 | long | 2025-12-09 20:00 @ 0.05 | 2025-12-10 00:00 @ 0.05 | 4h | −$148.69 | -2.59% | signal |
| 103 | long | 2026-01-02 00:00 @ 0.04 | 2026-01-19 04:00 @ 0.04 | 17d 4h | −$2.69 | -0.05% | signal |
| 104 | long | 2026-03-10 16:00 @ 0.03 | 2026-03-10 20:00 @ 0.03 | 4h | −$171.70 | -3.01% | signal |
| 105 | long | 2026-03-12 20:00 @ 0.03 | 2026-03-14 12:00 @ 0.03 | 1d 16h | −$137.19 | -2.43% | signal |
| 106 | long | 2026-03-15 00:00 @ 0.03 | 2026-03-18 16:00 @ 0.03 | 3d 16h | −$12.66 | -0.23% | signal |
| 107 | long | 2026-03-18 20:00 @ 0.03 | 2026-03-19 08:00 @ 0.03 | 12h | −$37.94 | -0.68% | signal |
| 108 | long | 2026-03-20 00:00 @ 0.03 | 2026-03-22 00:00 @ 0.03 | 2d | −$167.83 | -2.99% | signal |
| 109 | long | 2026-03-23 16:00 @ 0.03 | 2026-03-26 12:00 @ 0.03 | 2d 20h | −$145.17 | -2.61% | signal |
| 110 | long | 2026-04-08 00:00 @ 0.03 | 2026-04-08 04:00 @ 0.03 | 4h | −$38.30 | -0.69% | signal |
| 111 | long | 2026-04-10 16:00 @ 0.03 | 2026-04-12 04:00 @ 0.03 | 1d 12h | −$387.87 | -7.03% | signal |
| 112 | long | 2026-04-14 00:00 @ 0.03 | 2026-04-14 08:00 @ 0.03 | 8h | −$195.70 | -3.61% | signal |
| 113 | long | 2026-04-14 12:00 @ 0.03 | 2026-04-14 16:00 @ 0.03 | 4h | −$26.16 | -0.49% | signal |
| 114 | long | 2026-04-15 20:00 @ 0.03 | 2026-05-16 08:00 @ 0.03 | 30d 12h | $457.31 | +8.52% | signal |
| 115 | long | 2026-06-19 00:00 @ 0.03 | 2026-06-19 04:00 @ 0.03 | 4h | −$113.85 | -2.08% | signal |
| 116 | long | 2026-07-25 20:00 @ 0.02 | 2026-07-26 00:00 @ 0.02 | 4h | −$119.24 | -2.19% | signal |
| 117 | long | 2026-07-26 04:00 @ 0.02 | 2026-07-27 08:00 @ 0.02 | 1d 4h | −$169.81 | -3.13% | signal |
| 118 | long | 2026-08-09 20:00 @ 0.02 | 2026-08-10 00:00 @ 0.02 | 4h | −$133.44 | -2.48% | signal |
| 119 | long | 2026-08-10 08:00 @ 0.02 | 2026-08-10 16:00 @ 0.02 | 8h | −$89.62 | -1.68% | signal |
| 120 | long | 2026-08-19 20:00 @ 0.02 | 2026-09-01 00:00 @ 0.02 | 12d 4h | $765.11 | +14.37% | 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.