[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirBOMEUSDT · 4h · 2024-04-18 → 2026-09-01 · 5,193 bars in 2.0ms
Net P&L
+15.28%
$1,528.44
Max drawdown
-23.88%
Max run-up
+79.88%
Trades
69
13.0% win rate
Profit factor
1.42
2024-04-18drawdown · worst -23.88%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2024-04-18 → 2025-09-19 | -9.18% | -22.72% | 53 | 13% |
| Validation | 2025-09-19 → 2026-03-11 | -3.08% | -10.17% | 6 | 0% |
| Out-of-sample | 2026-03-11 → 2026-09-01 | +30.98% | -21.43% | 10 | 20% |
Risk-adjusted
- Sharpe
- 0.35
- Sortino
- 0.56
- Calmar
- 0.26
- Return ÷ max drawdown
- 0.64
- CAGR
- +6.19%
- Exposure
- 36.4%
Per trade
- Expectancy
- $22.15 · +1.09%
- Average win / loss
- $571.33 / −$60.23
- Payoff ratio
- 9.49
- Largest win / loss
- $2,410.53 / −$279.70
- Longest losing streak(winning: 2)
- 15 trades
Drawdown over time
- Max drawdown
- -23.88%
- Longest time under water
- 453 days
- Worst drawdown recovered in
- 453 days
- Under water at the end
- 11 days
Costs and mechanics
- Fees paid
- −$156.32
- Funding
- −$250.28
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- -90.67%
Monte Carlo
1,000 alternative histories, each 69 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 | -24.24% | +13.69% | +100.93% |
| Max drawdown | -29.21% | -16.53% | -8.88% |
34% of histories lost money, and 15% had a deeper drawdown than this run’s -23.88%. 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
BOMEUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
69 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2024-05-04 16:00 @ 0.01 | 2024-05-05 04:00 @ 0.01 | 12h | −$64.84 | -2.59% | signal |
| 2 | long | 2024-05-05 08:00 @ 0.01 | 2024-05-05 12:00 @ 0.01 | 4h | −$83.08 | -3.34% | signal |
| 3 | long | 2024-05-06 08:00 @ 0.01 | 2024-05-08 00:00 @ 0.01 | 1d 16h | −$170.18 | -6.91% | signal |
| 4 | long | 2024-05-09 16:00 @ 0.01 | 2024-05-13 04:00 @ 0.01 | 3d 12h | −$180.24 | -7.45% | signal |
| 5 | long | 2024-05-13 08:00 @ 0.01 | 2024-05-13 12:00 @ 0.01 | 4h | −$38.28 | -1.61% | signal |
| 6 | long | 2024-05-13 16:00 @ 0.01 | 2024-05-14 20:00 @ 0.01 | 1d 4h | −$131.29 | -5.55% | signal |
| 7 | long | 2024-05-15 04:00 @ 0.01 | 2024-06-07 20:00 @ 0.01 | 23d 16h | $162.14 | +6.95% | signal |
| 8 | long | 2024-07-16 00:00 @ 0.01 | 2024-07-16 08:00 @ 0.01 | 8h | −$76.16 | -3.21% | signal |
| 9 | long | 2024-07-16 12:00 @ 0.01 | 2024-07-18 00:00 @ 0.01 | 1d 12h | −$57.01 | -2.42% | signal |
| 10 | long | 2024-07-18 04:00 @ 0.01 | 2024-07-18 08:00 @ 0.01 | 4h | −$63.61 | -2.72% | signal |
| 11 | long | 2024-07-18 12:00 @ 0.01 | 2024-07-18 16:00 @ 0.01 | 4h | −$95.67 | -4.12% | signal |
| 12 | long | 2024-07-19 04:00 @ 0.01 | 2024-07-23 08:00 @ 0.01 | 4d 4h | −$17.99 | -0.78% | signal |
| 13 | long | 2024-07-23 12:00 @ 0.01 | 2024-07-23 16:00 @ 0.01 | 4h | −$26.84 | -1.17% | signal |
| 14 | long | 2024-07-24 08:00 @ 0.01 | 2024-07-25 00:00 @ 0.01 | 16h | −$39.12 | -1.71% | signal |
| 15 | long | 2024-07-27 00:00 @ 0.01 | 2024-07-27 16:00 @ 0.01 | 16h | −$24.75 | -1.09% | signal |
| 16 | long | 2024-07-28 12:00 @ 0.01 | 2024-08-02 20:00 @ 0.01 | 5d 8h | −$85.10 | -3.74% | signal |
| 17 | long | 2024-08-24 08:00 @ 0.01 | 2024-08-25 04:00 @ 0.01 | 20h | −$52.74 | -2.34% | signal |
| 18 | long | 2024-09-19 08:00 @ 0.01 | 2024-10-01 20:00 @ 0.01 | 12d 12h | −$102.35 | -4.57% | signal |
| 19 | long | 2024-10-02 04:00 @ 0.01 | 2024-10-02 12:00 @ 0.01 | 8h | −$57.35 | -2.59% | signal |
| 20 | long | 2024-10-06 16:00 @ 0.01 | 2024-10-06 20:00 @ 0.01 | 4h | −$24.06 | -1.09% | signal |
| 21 | long | 2024-10-07 00:00 @ 0.01 | 2024-10-08 00:00 @ 0.01 | 1d | −$6.42 | -0.29% | signal |
| 22 | long | 2024-10-08 04:00 @ 0.01 | 2024-10-08 08:00 @ 0.01 | 4h | −$74.07 | -3.38% | signal |
| 23 | long | 2024-10-11 20:00 @ 0.01 | 2024-11-01 08:00 @ 0.01 | 20d 12h | $334.62 | +15.40% | signal |
| 24 | long | 2024-11-02 04:00 @ 0.01 | 2024-11-02 08:00 @ 0.01 | 4h | −$26.73 | -1.18% | signal |
| 25 | long | 2024-11-06 04:00 @ 0.01 | 2024-11-06 16:00 @ 0.01 | 12h | −$21.76 | -0.97% | signal |
| 26 | long | 2024-11-06 20:00 @ 0.01 | 2024-11-09 04:00 @ 0.01 | 2d 8h | −$47.05 | -2.10% | signal |
| 27 | long | 2024-11-09 08:00 @ 0.01 | 2024-11-24 16:00 @ 0.01 | 15d 8h | $64.66 | +2.90% | signal |
| 28 | long | 2024-11-24 20:00 @ 0.01 | 2024-11-25 20:00 @ 0.01 | 1d | −$16.01 | -0.71% | signal |
| 29 | long | 2024-11-26 04:00 @ 0.01 | 2024-11-26 08:00 @ 0.01 | 4h | −$62.01 | -2.76% | signal |
| 30 | long | 2024-11-29 00:00 @ 0.01 | 2024-11-29 08:00 @ 0.01 | 8h | −$36.15 | -1.62% | signal |
| 31 | long | 2024-11-29 12:00 @ 0.01 | 2024-12-02 08:00 @ 0.01 | 2d 20h | −$56.28 | -2.54% | signal |
| 32 | long | 2024-12-03 00:00 @ 0.01 | 2024-12-03 16:00 @ 0.01 | 16h | −$41.23 | -1.87% | signal |
| 33 | long | 2024-12-03 20:00 @ 0.01 | 2024-12-09 12:00 @ 0.01 | 5d 16h | −$32.79 | -1.49% | signal |
| 34 | long | 2024-12-09 16:00 @ 0.01 | 2024-12-10 00:00 @ 0.01 | 8h | −$279.70 | -12.79% | signal |
| 35 | long | 2025-03-24 12:00 @ 0.00 | 2025-03-24 16:00 @ 0.00 | 4h | −$107.53 | -5.08% | signal |
| 36 | long | 2025-03-26 00:00 @ 0.00 | 2025-03-26 04:00 @ 0.00 | 4h | −$48.10 | -2.30% | signal |
| 37 | long | 2025-03-26 08:00 @ 0.00 | 2025-03-26 20:00 @ 0.00 | 12h | −$83.15 | -4.00% | signal |
| 38 | long | 2025-03-27 00:00 @ 0.00 | 2025-03-27 12:00 @ 0.00 | 12h | −$32.63 | -1.59% | signal |
| 39 | long | 2025-03-27 16:00 @ 0.00 | 2025-03-28 00:00 @ 0.00 | 8h | −$30.00 | -1.46% | signal |
| 40 | long | 2025-04-20 20:00 @ 0.00 | 2025-05-30 08:00 @ 0.00 | 39d 12h | $1,142.61 | +55.95% | signal |
| 41 | long | 2025-07-03 08:00 @ 0.00 | 2025-07-03 12:00 @ 0.00 | 4h | −$60.00 | -2.58% | signal |
| 42 | long | 2025-07-09 08:00 @ 0.00 | 2025-07-09 16:00 @ 0.00 | 8h | −$15.04 | -0.65% | signal |
| 43 | long | 2025-07-09 20:00 @ 0.00 | 2025-07-30 12:00 @ 0.00 | 20d 16h | $233.89 | +10.13% | signal |
| 44 | long | 2025-07-30 16:00 @ 0.00 | 2025-08-01 00:00 @ 0.00 | 1d 8h | −$113.48 | -4.79% | signal |
| 45 | long | 2025-08-09 08:00 @ 0.00 | 2025-08-10 08:00 @ 0.00 | 1d | −$41.18 | -1.76% | signal |
| 46 | long | 2025-08-10 20:00 @ 0.00 | 2025-08-11 08:00 @ 0.00 | 12h | −$55.99 | -2.40% | signal |
| 47 | long | 2025-08-12 20:00 @ 0.00 | 2025-08-14 16:00 @ 0.00 | 1d 20h | −$55.97 | -2.42% | signal |
| 48 | long | 2025-08-22 20:00 @ 0.00 | 2025-09-01 00:00 @ 0.00 | 9d 4h | −$65.13 | -2.83% | signal |
| 49 | long | 2025-09-03 00:00 @ 0.00 | 2025-09-04 04:00 @ 0.00 | 1d 4h | −$27.62 | -1.21% | signal |
| 50 | long | 2025-09-05 08:00 @ 0.00 | 2025-09-05 16:00 @ 0.00 | 8h | −$37.64 | -1.65% | signal |
| 51 | long | 2025-09-05 20:00 @ 0.00 | 2025-09-06 00:00 @ 0.00 | 4h | −$25.55 | -1.13% | signal |
| 52 | long | 2025-09-07 04:00 @ 0.00 | 2025-09-15 16:00 @ 0.00 | 8d 12h | $19.90 | +0.88% | signal |
| 53 | long | 2025-09-16 00:00 @ 0.00 | 2025-09-21 20:00 @ 0.00 | 5d 20h | $2.03 | +0.09% | signal |
| 54 | long | 2025-12-09 20:00 @ 0.00 | 2025-12-10 04:00 @ 0.00 | 8h | −$147.21 | -6.49% | signal |
| 55 | long | 2026-01-02 20:00 @ 0.00 | 2026-01-19 00:00 @ 0.00 | 16d 4h | −$11.96 | -0.54% | signal |
| 56 | long | 2026-03-04 16:00 @ 0.00 | 2026-03-05 00:00 @ 0.00 | 8h | −$105.86 | -4.75% | signal |
| 57 | long | 2026-03-05 12:00 @ 0.00 | 2026-03-05 16:00 @ 0.00 | 4h | −$58.23 | -2.65% | signal |
| 58 | long | 2026-03-09 20:00 @ 0.00 | 2026-03-10 00:00 @ 0.00 | 4h | −$42.92 | -1.96% | signal |
| 59 | long | 2026-03-10 08:00 @ 0.00 | 2026-03-19 16:00 @ 0.00 | 9d 8h | −$3.68 | -0.17% | signal |
| 60 | long | 2026-03-19 20:00 @ 0.00 | 2026-03-20 20:00 @ 0.00 | 1d | −$26.86 | -1.23% | signal |
| 61 | long | 2026-03-21 04:00 @ 0.00 | 2026-03-21 12:00 @ 0.00 | 8h | −$14.14 | -0.65% | signal |
| 62 | long | 2026-03-21 16:00 @ 0.00 | 2026-03-22 00:00 @ 0.00 | 8h | −$85.90 | -3.97% | signal |
| 63 | long | 2026-03-23 16:00 @ 0.00 | 2026-03-24 16:00 @ 0.00 | 1d | −$35.03 | -1.63% | signal |
| 64 | long | 2026-03-25 00:00 @ 0.00 | 2026-03-26 04:00 @ 0.00 | 1d 4h | −$28.83 | -1.35% | signal |
| 65 | long | 2026-04-10 20:00 @ 0.00 | 2026-04-11 00:00 @ 0.00 | 4h | −$41.29 | -1.94% | signal |
| 66 | long | 2026-04-13 20:00 @ 0.00 | 2026-05-22 20:00 @ 0.00 | 39d | $771.59 | +36.45% | signal |
| 67 | long | 2026-07-02 12:00 @ 0.00 | 2026-07-02 16:00 @ 0.00 | 4h | −$55.28 | -2.39% | signal |
| 68 | long | 2026-07-03 12:00 @ 0.00 | 2026-07-07 08:00 @ 0.00 | 3d 20h | −$66.47 | -2.90% | signal |
| 69 | long | 2026-07-22 12:00 @ 0.00 | 2026-09-01 00:00 @ 0.00 | 40d 12h | $2,410.53 | +105.75% | 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.