[Famous-Q] Faber 200-bar SMA timing
public
@djgambhirPOPCATUSDT · 4h · 2024-09-24 → 2026-09-01 · 4,239 bars in 1.6ms
Net P&L
-2.50%
−$249.97
Max drawdown
-33.24%
Max run-up
+54.06%
Trades
61
11.5% win rate
Profit factor
0.95
2024-09-24drawdown · worst -33.24%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2024-09-24 → 2025-11-22 | +8.12% | -25.20% | 28 | 14% |
| Validation | 2025-11-22 → 2026-04-12 | -9.87% | -13.40% | 17 | 6% |
| Out-of-sample | 2026-04-12 → 2026-09-01 | +0.05% | -14.06% | 16 | 13% |
Risk-adjusted
- Sharpe
- 0.09
- Sortino
- 0.13
- Calmar
- -0.04
- Return ÷ max drawdown
- -0.08
- CAGR
- -1.30%
- Exposure
- 32.9%
Per trade
- Expectancy
- −$4.10 · +0.19%
- Average win / loss
- $709.01 / −$96.54
- Payoff ratio
- 7.34
- Largest win / loss
- $2,945.74 / −$375.09
- Longest losing streak(winning: 1)
- 17 trades
Drawdown over time
- Max drawdown
- -33.24%
- Longest time under water(still going at the end)
- 475 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$157.19
- Funding
- −$379.67
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 199
- Benchmark(buy and hold)
- -94.33%
Monte Carlo
1,000 alternative histories, each 61 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 | -37.39% | -6.89% | +72.47% |
| Max drawdown | -38.89% | -24.37% | -13.16% |
59% of histories lost money, and 18% had a deeper drawdown than this run’s -33.24%. 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
POPCATUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
61 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | long | 2024-09-24 20:00 @ 0.93 | 2024-11-03 16:00 @ 1.28 | 39d 20h | $819.14 | +32.77% | signal |
| 2 | long | 2024-11-04 00:00 @ 1.37 | 2024-11-04 04:00 @ 1.35 | 4h | −$41.70 | -1.54% | signal |
| 3 | long | 2024-11-06 04:00 @ 1.46 | 2024-11-09 16:00 @ 1.40 | 3d 12h | −$111.84 | -4.15% | signal |
| 4 | long | 2024-11-10 00:00 @ 1.42 | 2024-11-10 04:00 @ 1.41 | 4h | −$21.90 | -0.82% | signal |
| 5 | long | 2024-11-10 08:00 @ 1.42 | 2024-11-13 08:00 @ 1.44 | 3d | $9.36 | +0.35% | signal |
| 6 | long | 2024-11-13 16:00 @ 1.68 | 2024-11-20 20:00 @ 1.51 | 7d 4h | −$314.11 | -11.79% | signal |
| 7 | long | 2024-11-21 08:00 @ 1.56 | 2024-11-21 12:00 @ 1.52 | 4h | −$66.20 | -2.56% | signal |
| 8 | long | 2024-11-21 16:00 @ 1.60 | 2024-11-22 08:00 @ 1.55 | 16h | −$81.15 | -3.16% | signal |
| 9 | long | 2024-11-22 12:00 @ 1.58 | 2024-11-22 16:00 @ 1.49 | 4h | −$136.90 | -5.37% | signal |
| 10 | long | 2024-12-07 12:00 @ 1.52 | 2024-12-09 04:00 @ 1.50 | 1d 16h | −$47.21 | -1.88% | signal |
| 11 | long | 2024-12-09 08:00 @ 1.52 | 2024-12-09 12:00 @ 1.32 | 4h | −$335.21 | -13.40% | signal |
| 12 | long | 2025-02-28 16:00 @ 0.28 | 2025-03-01 12:00 @ 0.27 | 20h | −$150.02 | -6.20% | signal |
| 13 | long | 2025-03-02 20:00 @ 0.29 | 2025-03-03 16:00 @ 0.25 | 20h | −$291.52 | -12.25% | signal |
| 14 | long | 2025-03-24 04:00 @ 0.23 | 2025-03-28 16:00 @ 0.21 | 4d 12h | −$215.31 | -9.33% | signal |
| 15 | long | 2025-04-11 04:00 @ 0.19 | 2025-05-28 16:00 @ 0.44 | 47d 12h | $2,945.74 | +130.70% | signal |
| 16 | long | 2025-05-29 04:00 @ 0.46 | 2025-05-29 08:00 @ 0.45 | 4h | −$58.58 | -1.96% | signal |
| 17 | long | 2025-07-03 08:00 @ 0.33 | 2025-07-03 16:00 @ 0.31 | 8h | −$203.55 | -6.84% | signal |
| 18 | long | 2025-07-09 20:00 @ 0.31 | 2025-07-29 00:00 @ 0.35 | 19d 4h | $308.56 | +10.55% | signal |
| 19 | long | 2025-07-29 08:00 @ 0.36 | 2025-07-29 16:00 @ 0.33 | 8h | −$214.43 | -7.14% | signal |
| 20 | long | 2025-09-12 00:00 @ 0.28 | 2025-09-12 12:00 @ 0.27 | 12h | −$41.97 | -1.42% | signal |
| 21 | long | 2025-09-12 20:00 @ 0.29 | 2025-09-15 08:00 @ 0.27 | 2d 12h | −$211.38 | -7.20% | signal |
| 22 | long | 2025-09-16 16:00 @ 0.27 | 2025-09-17 12:00 @ 0.27 | 20h | −$52.21 | -1.81% | signal |
| 23 | long | 2025-09-17 20:00 @ 0.28 | 2025-09-20 00:00 @ 0.27 | 2d 4h | −$107.46 | -3.74% | signal |
| 24 | long | 2025-09-20 04:00 @ 0.27 | 2025-09-20 12:00 @ 0.26 | 8h | −$40.29 | -1.42% | signal |
| 25 | long | 2025-09-20 16:00 @ 0.27 | 2025-09-20 20:00 @ 0.27 | 4h | −$36.85 | -1.30% | signal |
| 26 | long | 2025-10-05 08:00 @ 0.25 | 2025-10-05 12:00 @ 0.24 | 4h | −$107.49 | -3.80% | signal |
| 27 | long | 2025-10-06 16:00 @ 0.25 | 2025-10-07 00:00 @ 0.25 | 8h | −$8.79 | -0.31% | signal |
| 28 | long | 2025-11-12 04:00 @ 0.15 | 2025-11-12 20:00 @ 0.13 | 16h | −$375.09 | -13.41% | signal |
| 29 | long | 2026-01-02 16:00 @ 0.10 | 2026-01-19 00:00 @ 0.09 | 16d 8h | −$282.62 | -10.46% | signal |
| 30 | long | 2026-03-04 16:00 @ 0.05 | 2026-03-05 04:00 @ 0.05 | 12h | −$153.42 | -5.83% | signal |
| 31 | long | 2026-03-05 12:00 @ 0.05 | 2026-03-05 16:00 @ 0.05 | 4h | −$76.56 | -2.95% | signal |
| 32 | long | 2026-03-06 00:00 @ 0.05 | 2026-03-06 16:00 @ 0.05 | 16h | −$91.28 | -3.55% | signal |
| 33 | long | 2026-03-07 04:00 @ 0.05 | 2026-03-07 08:00 @ 0.05 | 4h | −$40.74 | -1.60% | signal |
| 34 | long | 2026-03-08 20:00 @ 0.05 | 2026-03-09 00:00 @ 0.05 | 4h | −$52.52 | -2.07% | signal |
| 35 | long | 2026-03-09 04:00 @ 0.05 | 2026-03-12 04:00 @ 0.05 | 3d | −$27.39 | -1.08% | signal |
| 36 | long | 2026-03-12 08:00 @ 0.05 | 2026-03-20 20:00 @ 0.05 | 8d 12h | $19.47 | +0.77% | signal |
| 37 | long | 2026-03-21 00:00 @ 0.05 | 2026-03-22 00:00 @ 0.05 | 1d | −$41.95 | -1.66% | signal |
| 38 | long | 2026-03-22 04:00 @ 0.05 | 2026-03-22 08:00 @ 0.05 | 4h | −$35.46 | -1.41% | signal |
| 39 | long | 2026-03-23 20:00 @ 0.05 | 2026-03-24 04:00 @ 0.05 | 8h | −$36.56 | -1.46% | signal |
| 40 | long | 2026-03-24 08:00 @ 0.05 | 2026-03-24 12:00 @ 0.05 | 4h | −$63.37 | -2.54% | signal |
| 41 | long | 2026-03-25 00:00 @ 0.05 | 2026-03-26 12:00 @ 0.05 | 1d 12h | −$55.66 | -2.24% | signal |
| 42 | long | 2026-04-08 00:00 @ 0.05 | 2026-04-08 04:00 @ 0.05 | 4h | −$35.31 | -1.43% | signal |
| 43 | long | 2026-04-08 08:00 @ 0.05 | 2026-04-08 12:00 @ 0.05 | 4h | −$27.30 | -1.11% | signal |
| 44 | long | 2026-04-09 16:00 @ 0.05 | 2026-04-10 00:00 @ 0.05 | 8h | −$23.84 | -0.97% | signal |
| 45 | long | 2026-04-10 04:00 @ 0.05 | 2026-04-12 04:00 @ 0.05 | 2d | −$42.31 | -1.73% | signal |
| 46 | long | 2026-04-13 20:00 @ 0.05 | 2026-04-14 20:00 @ 0.05 | 1d | −$59.08 | -2.42% | signal |
| 47 | long | 2026-04-15 04:00 @ 0.05 | 2026-05-15 16:00 @ 0.06 | 30d 12h | $382.60 | +15.80% | signal |
| 48 | long | 2026-06-21 12:00 @ 0.05 | 2026-06-22 00:00 @ 0.05 | 12h | −$94.76 | -3.76% | signal |
| 49 | long | 2026-06-22 08:00 @ 0.05 | 2026-06-22 16:00 @ 0.05 | 8h | −$89.99 | -3.61% | signal |
| 50 | long | 2026-06-23 04:00 @ 0.05 | 2026-06-24 20:00 @ 0.05 | 1d 16h | −$49.54 | -2.00% | signal |
| 51 | long | 2026-06-25 04:00 @ 0.05 | 2026-06-25 12:00 @ 0.04 | 8h | −$184.84 | -7.52% | signal |
| 52 | long | 2026-06-29 04:00 @ 0.05 | 2026-06-29 08:00 @ 0.04 | 4h | −$58.08 | -2.41% | signal |
| 53 | long | 2026-07-02 20:00 @ 0.05 | 2026-07-12 08:00 @ 0.04 | 9d 12h | −$24.37 | -1.02% | signal |
| 54 | long | 2026-07-12 12:00 @ 0.05 | 2026-07-12 16:00 @ 0.04 | 4h | −$34.98 | -1.46% | signal |
| 55 | long | 2026-07-15 04:00 @ 0.05 | 2026-07-15 08:00 @ 0.05 | 4h | −$43.83 | -1.84% | signal |
| 56 | long | 2026-08-03 16:00 @ 0.05 | 2026-08-04 08:00 @ 0.04 | 16h | −$43.53 | -1.84% | signal |
| 57 | long | 2026-08-04 16:00 @ 0.05 | 2026-08-05 16:00 @ 0.04 | 1d | −$49.28 | -2.09% | signal |
| 58 | long | 2026-08-08 16:00 @ 0.04 | 2026-08-08 20:00 @ 0.04 | 4h | −$44.75 | -1.91% | signal |
| 59 | long | 2026-08-09 16:00 @ 0.04 | 2026-08-10 16:00 @ 0.04 | 1d | −$60.73 | -2.60% | signal |
| 60 | long | 2026-08-20 00:00 @ 0.04 | 2026-08-20 04:00 @ 0.04 | 4h | −$17.87 | -0.77% | signal |
| 61 | long | 2026-08-20 08:00 @ 0.04 | 2026-09-01 00:00 @ 0.05 | 11d 16h | $478.21 | +20.63% | 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.