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[Famous-Q] Faber 200-bar SMA timing

publicmade in Claude Code
@djgambhir

TURBOUSDT · Binance USD-M perpetual · 4h · 2024-07-02 → 2026-09-01 · 4,743 bars in 1.9ms

Net P&L
-3.63%
−$362.99
Max drawdown
-33.78%
Max run-up
+54.99%
Trades
84
10.7% won (9 of 84)
Profit factor
0.95

The rules

The rules

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TURBOUSDT with every trade

TURBOUSDT with every trade

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2024-07-02drawdown · worst -33.78%2026-09-01

Month by month

8 of 27 months up · best +26.9% Apr 2025 · worst −16.7% Nov 2024 · 6 losing months in a row at worst

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2024······+1.8%−4.5%+2.3%+13.6%−16.7%−0.7%−6.6%
2025−1.4%0.0%0.0%+26.9%+2.8%0.0%+2.5%−1.6%−4.1%−1.4%−1.0%−7.0%+12.9%
2026−2.7%0.0%−5.3%−0.2%+0.2%−0.6%−1.7%+1.5%−0.1%···−8.6%

Training · validation · out-of-sample

Training · validation · out-of-sample

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Risk-adjusted

Sharpe
0.10
Sortino
0.16
Calmar
-0.05
Return ÷ max drawdown
-0.11
CAGR
-1.69%
Exposure
34.2%
Per-trade detail

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Time under water

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Costs and mechanics

Fees paid
−$219.51
Funding
$523.13
Liquidations
0
Warmup bars(the market’s first candles)
199
Benchmark(buy and hold)
-77.54%

Monte Carlo

Monte Carlo

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All 84 trades

All 84 trades

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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 TURBOUSDT history before then to warm up on, so the test starts at 2024-07-02: the first candle with every indicator ready.

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