[Famous-Q] Turtle System 2 (55/20)
public
@djgambhirAVAXUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,225 bars in 13.8ms
Net P&L
+37.53%
$3,752.58
Max drawdown
-22.67%
Max run-up
+87.78%
Trades
155
32.3% win rate
Profit factor
1.22
2022-01-01drawdown · worst -22.67%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +55.34% | -17.18% | 90 | 39% |
| Validation | 2024-10-19 → 2025-09-25 | -7.13% | -22.24% | 33 | 21% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -4.67% | -13.86% | 32 | 25% |
Risk-adjusted
- Sharpe
- 0.46
- Sortino
- 0.71
- Calmar
- 0.31
- Return ÷ max drawdown
- 1.66
- CAGR
- +7.07%
- Exposure
- 52.6%
Per trade
- Expectancy
- $24.21 · +1.01%
- Average win / loss
- $419.49 / −$164.02
- Payoff ratio
- 2.56
- Largest win / loss
- $2,706.92 / −$404.00
- Longest losing streak(winning: 5)
- 12 trades
Drawdown over time
- Max drawdown
- -22.67%
- Longest time under water(still going at the end)
- 990 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$529.74
- Funding
- −$649.92
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 58
- Benchmark(buy and hold)
- -93.37%
Monte Carlo
1,000 alternative histories, each 155 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 | -23.89% | +34.28% | +154.74% |
| Max drawdown | -38.86% | -22.57% | -12.68% |
21% of histories lost money, and 50% had a deeper drawdown than this run’s -22.67%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- hh55 length
- 55
- ll55 length
- 55
- hh20 length
- 20
- ll20 length
- 20
- atr20 length
- 20
- Stop loss (× atr20)
- 2
- Leverage (×)
- 1
- Position size (% of equity)
- 25
AVAXUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
155 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-06 00:00 @ 97.34 | 2022-01-12 12:00 @ 94.81 | 6d 12h | $65.76 | +2.63% | signal |
| 2 | short | 2022-01-21 00:00 @ 79.20 | 2022-01-25 20:00 @ 68.87 | 4d 20h | $325.47 | +12.93% | signal |
| 3 | long | 2022-02-04 20:00 @ 76.65 | 2022-02-12 00:00 @ 81.70 | 7d 4h | $169.59 | +6.53% | signal |
| 4 | long | 2022-02-16 08:00 @ 96.95 | 2022-02-17 12:00 @ 90.33 | 1d 4h | −$183.75 | -6.96% | stop loss |
| 5 | short | 2022-02-22 00:00 @ 69.96 | 2022-02-23 04:00 @ 77.31 | 1d 4h | −$275.82 | -10.63% | stop loss |
| 6 | long | 2022-03-01 04:00 @ 86.67 | 2022-03-03 12:00 @ 78.39 | 2d 8h | −$245.08 | -9.70% | stop loss |
| 7 | short | 2022-03-07 04:00 @ 71.11 | 2022-03-09 00:00 @ 76.97 | 1d 20h | −$204.87 | -8.31% | stop loss |
| 8 | short | 2022-03-14 00:00 @ 67.87 | 2022-03-15 16:00 @ 72.15 | 1d 16h | −$155.13 | -6.43% | stop loss |
| 9 | long | 2022-03-18 20:00 @ 86.61 | 2022-04-06 04:00 @ 89.18 | 18d 8h | $57.88 | +2.44% | signal |
| 10 | short | 2022-04-06 16:00 @ 85.10 | 2022-04-19 16:00 @ 80.17 | 13d | $139.01 | +5.82% | signal |
| 11 | short | 2022-04-25 04:00 @ 70.37 | 2022-05-04 20:00 @ 67.25 | 9d 16h | $101.23 | +4.18% | signal |
| 12 | short | 2022-05-08 16:00 @ 51.97 | 2022-05-30 04:00 @ 27.04 | 21d 12h | $1,155.03 | +47.17% | signal |
| 13 | short | 2022-06-11 00:00 @ 22.06 | 2022-06-20 12:00 @ 17.66 | 9d 12h | $527.58 | +19.27% | signal |
| 14 | long | 2022-06-24 04:00 @ 19.54 | 2022-06-29 00:00 @ 18.10 | 4d 20h | −$216.45 | -7.54% | signal |
| 15 | long | 2022-07-08 04:00 @ 20.72 | 2022-07-10 08:00 @ 19.23 | 2d 4h | −$204.56 | -7.27% | stop loss |
| 16 | long | 2022-07-18 08:00 @ 23.78 | 2022-07-25 00:00 @ 22.05 | 6d 16h | −$208.74 | -7.55% | stop loss |
| 17 | short | 2022-07-26 16:00 @ 19.88 | 2022-07-27 16:00 @ 21.56 | 1d | −$233.70 | -8.62% | stop loss |
| 18 | long | 2022-07-30 16:00 @ 25.67 | 2022-07-31 20:00 @ 23.75 | 1d 4h | −$201.90 | -7.61% | stop loss |
| 19 | long | 2022-08-06 20:00 @ 26.58 | 2022-08-15 08:00 @ 27.68 | 8d 12h | $100.90 | +3.88% | signal |
| 20 | short | 2022-08-17 16:00 @ 26.08 | 2022-09-06 04:00 @ 19.91 | 19d 12h | $601.10 | +22.87% | signal |
| 21 | long | 2022-09-12 12:00 @ 21.47 | 2022-09-13 12:00 @ 20.31 | 1d | −$153.62 | -5.53% | stop loss |
| 22 | short | 2022-09-19 00:00 @ 16.69 | 2022-09-21 16:00 @ 17.80 | 2d 16h | −$193.99 | -7.08% | stop loss |
| 23 | short | 2022-10-03 00:00 @ 16.52 | 2022-10-03 20:00 @ 17.17 | 20h | −$110.51 | -4.11% | stop loss |
| 24 | short | 2022-10-11 00:00 @ 16.20 | 2022-10-23 20:00 @ 16.02 | 12d 20h | $23.55 | +0.88% | signal |
| 25 | long | 2022-10-25 20:00 @ 16.82 | 2022-11-02 12:00 @ 17.84 | 7d 16h | $155.63 | +5.83% | signal |
| 26 | long | 2022-11-05 16:00 @ 19.94 | 2022-11-06 20:00 @ 18.82 | 1d 4h | −$155.99 | -5.76% | stop loss |
| 27 | short | 2022-11-08 04:00 @ 17.22 | 2022-11-24 00:00 @ 13.05 | 15d 20h | $600.29 | +22.49% | signal |
| 28 | long | 2022-12-03 00:00 @ 13.58 | 2022-12-07 04:00 @ 12.99 | 4d 4h | −$122.58 | -4.35% | stop loss |
| 29 | short | 2022-12-12 00:00 @ 12.97 | 2022-12-13 12:00 @ 13.36 | 1d 12h | −$88.65 | -3.18% | stop loss |
| 30 | short | 2022-12-17 00:00 @ 11.83 | 2023-01-02 08:00 @ 11.12 | 16d 8h | $158.77 | +5.74% | signal |
| 31 | long | 2023-01-04 04:00 @ 11.82 | 2023-01-06 08:00 @ 11.44 | 2d 4h | −$93.60 | -3.33% | stop loss |
| 32 | long | 2023-01-09 04:00 @ 12.52 | 2023-01-09 20:00 @ 12.12 | 16h | −$92.87 | -3.34% | stop loss |
| 33 | long | 2023-01-10 16:00 @ 12.70 | 2023-02-01 08:00 @ 19.25 | 21d 16h | $1,388.21 | +50.30% | signal |
| 34 | long | 2023-02-02 04:00 @ 22.14 | 2023-02-05 12:00 @ 20.60 | 3d 8h | −$223.82 | -7.20% | stop loss |
| 35 | short | 2023-02-09 20:00 @ 18.58 | 2023-02-15 16:00 @ 18.53 | 5d 20h | $8.03 | +0.26% | signal |
| 36 | long | 2023-02-20 08:00 @ 20.68 | 2023-02-22 12:00 @ 19.57 | 2d 4h | −$169.87 | -5.56% | stop loss |
| 37 | short | 2023-02-25 20:00 @ 17.86 | 2023-03-13 00:00 @ 16.18 | 15d 4h | $284.35 | +9.44% | signal |
| 38 | long | 2023-03-14 16:00 @ 17.77 | 2023-03-14 20:00 @ 16.65 | 4h | −$198.30 | -6.43% | stop loss |
| 39 | long | 2023-03-18 04:00 @ 17.95 | 2023-03-20 16:00 @ 16.75 | 2d 12h | −$207.94 | -6.86% | stop loss |
| 40 | long | 2023-04-05 04:00 @ 18.11 | 2023-04-07 12:00 @ 17.47 | 2d 8h | −$109.04 | -3.66% | stop loss |
| 41 | long | 2023-04-11 12:00 @ 18.41 | 2023-04-12 00:00 @ 17.89 | 12h | −$88.05 | -2.98% | stop loss |
| 42 | long | 2023-04-14 04:00 @ 19.22 | 2023-04-14 12:00 @ 18.57 | 8h | −$102.88 | -3.51% | stop loss |
| 43 | long | 2023-04-15 12:00 @ 19.46 | 2023-04-19 08:00 @ 18.78 | 3d 20h | −$113.59 | -3.91% | stop loss |
| 44 | short | 2023-04-21 16:00 @ 17.75 | 2023-04-26 00:00 @ 17.62 | 4d 8h | $17.24 | +0.60% | signal |
| 45 | short | 2023-05-08 04:00 @ 15.97 | 2023-05-15 08:00 @ 15.27 | 7d 4h | $124.69 | +4.33% | signal |
| 46 | short | 2023-05-21 16:00 @ 14.34 | 2023-05-22 16:00 @ 14.71 | 1d | −$77.31 | -2.65% | stop loss |
| 47 | short | 2023-06-10 04:00 @ 13.06 | 2023-06-20 20:00 @ 11.89 | 10d 16h | $242.24 | +8.37% | signal |
| 48 | long | 2023-06-21 00:00 @ 12.12 | 2023-06-28 08:00 @ 12.68 | 7d 8h | $127.55 | +4.32% | signal |
| 49 | long | 2023-07-09 04:00 @ 14.06 | 2023-07-10 00:00 @ 13.43 | 20h | −$138.46 | -4.64% | stop loss |
| 50 | long | 2023-07-14 04:00 @ 14.77 | 2023-07-14 16:00 @ 14.07 | 12h | −$144.25 | -4.89% | stop loss |
| 51 | short | 2023-07-23 00:00 @ 13.51 | 2023-08-07 04:00 @ 12.71 | 15d 4h | $174.54 | +5.99% | signal |
| 52 | short | 2023-08-15 20:00 @ 11.70 | 2023-08-28 16:00 @ 10.33 | 12d 20h | $332.19 | +11.23% | signal |
| 53 | short | 2023-09-10 08:00 @ 9.54 | 2023-09-27 12:00 @ 9.13 | 17d 4h | $122.67 | +4.03% | signal |
| 54 | long | 2023-10-01 08:00 @ 9.45 | 2023-10-02 20:00 @ 9.19 | 1d 12h | −$88.22 | -2.87% | stop loss |
| 55 | long | 2023-10-04 20:00 @ 10.01 | 2023-10-09 08:00 @ 9.88 | 4d 12h | −$45.04 | -1.48% | signal |
| 56 | short | 2023-10-12 12:00 @ 9.04 | 2023-10-16 04:00 @ 9.38 | 3d 16h | −$115.41 | -3.80% | signal |
| 57 | short | 2023-10-19 04:00 @ 8.80 | 2023-10-20 00:00 @ 9.12 | 20h | −$111.73 | -3.71% | stop loss |
| 58 | long | 2023-10-22 08:00 @ 9.87 | 2023-11-22 00:00 @ 19.02 | 30d 16h | $2,706.92 | +90.78% | signal |
| 59 | long | 2023-12-01 04:00 @ 22.38 | 2023-12-04 08:00 @ 21.18 | 3d 4h | −$205.19 | -5.61% | stop loss |
| 60 | long | 2023-12-05 20:00 @ 23.57 | 2023-12-18 12:00 @ 38.17 | 12d 16h | $2,194.53 | +60.83% | signal |
| 61 | long | 2023-12-22 04:00 @ 47.80 | 2023-12-22 08:00 @ 43.84 | 4h | −$349.75 | -8.42% | stop loss |
| 62 | short | 2024-01-03 16:00 @ 37.09 | 2024-01-09 08:00 @ 37.03 | 5d 16h | $9.39 | +0.23% | signal |
| 63 | short | 2024-01-18 20:00 @ 32.97 | 2024-01-26 12:00 @ 32.26 | 7d 16h | $93.10 | +2.29% | signal |
| 64 | long | 2024-01-28 04:00 @ 35.86 | 2024-01-31 20:00 @ 33.80 | 3d 16h | −$243.01 | -5.94% | stop loss |
| 65 | long | 2024-02-09 20:00 @ 38.10 | 2024-02-17 16:00 @ 39.11 | 7d 20h | $86.72 | +2.15% | signal |
| 66 | short | 2024-02-20 16:00 @ 37.72 | 2024-02-26 16:00 @ 38.31 | 6d | −$50.75 | -1.25% | signal |
| 67 | long | 2024-02-29 12:00 @ 43.02 | 2024-02-29 20:00 @ 40.35 | 8h | −$257.65 | -6.37% | stop loss |
| 68 | long | 2024-03-11 12:00 @ 46.25 | 2024-04-01 08:00 @ 52.24 | 20d 20h | $405.19 | +10.19% | signal |
| 69 | short | 2024-04-02 04:00 @ 47.95 | 2024-04-08 00:00 @ 49.36 | 5d 20h | −$116.24 | -2.85% | signal |
| 70 | short | 2024-04-12 20:00 @ 38.48 | 2024-04-20 16:00 @ 36.60 | 7d 20h | $197.76 | +4.88% | signal |
| 71 | short | 2024-04-30 16:00 @ 32.79 | 2024-05-03 12:00 @ 34.88 | 2d 20h | −$265.14 | -6.47% | stop loss |
| 72 | long | 2024-05-04 20:00 @ 37.32 | 2024-05-07 20:00 @ 35.36 | 3d | −$217.78 | -5.40% | stop loss |
| 73 | short | 2024-05-13 04:00 @ 32.30 | 2024-05-15 12:00 @ 33.92 | 2d 8h | −$202.71 | -5.09% | stop loss |
| 74 | long | 2024-05-17 08:00 @ 37.28 | 2024-05-19 16:00 @ 35.48 | 2d 8h | −$196.29 | -5.00% | stop loss |
| 75 | long | 2024-05-20 20:00 @ 38.67 | 2024-05-23 20:00 @ 36.78 | 3d | −$197.45 | -5.09% | stop loss |
| 76 | short | 2024-05-30 08:00 @ 35.57 | 2024-06-05 04:00 @ 36.34 | 5d 20h | −$77.74 | -2.03% | signal |
| 77 | short | 2024-06-07 20:00 @ 33.42 | 2024-06-12 16:00 @ 33.51 | 4d 20h | −$8.15 | -0.21% | signal |
| 78 | short | 2024-06-14 20:00 @ 29.37 | 2024-06-26 08:00 @ 26.02 | 11d 12h | $436.78 | +11.47% | signal |
| 79 | long | 2024-07-01 00:00 @ 29.36 | 2024-07-03 00:00 @ 27.96 | 2d | −$193.23 | -4.93% | stop loss |
| 80 | short | 2024-07-05 00:00 @ 24.43 | 2024-07-06 12:00 @ 26.06 | 1d 12h | −$262.93 | -6.80% | stop loss |
| 81 | long | 2024-07-16 00:00 @ 27.82 | 2024-07-16 08:00 @ 26.52 | 8h | −$182.36 | -4.79% | stop loss |
| 82 | long | 2024-07-16 16:00 @ 28.45 | 2024-07-18 12:00 @ 26.92 | 1d 20h | −$206.38 | -5.49% | stop loss |
| 83 | long | 2024-07-21 16:00 @ 30.98 | 2024-07-24 00:00 @ 29.39 | 2d 8h | −$195.15 | -5.27% | stop loss |
| 84 | short | 2024-08-01 00:00 @ 25.69 | 2024-08-08 16:00 @ 21.94 | 7d 16h | $518.25 | +14.17% | signal |
| 85 | long | 2024-08-20 20:00 @ 22.56 | 2024-08-27 12:00 @ 25.74 | 6d 16h | $532.06 | +14.05% | signal |
| 86 | short | 2024-08-30 16:00 @ 22.36 | 2024-09-08 04:00 @ 22.37 | 8d 12h | −$12.84 | -0.33% | signal |
| 87 | long | 2024-09-09 08:00 @ 23.69 | 2024-09-18 16:00 @ 22.90 | 9d 8h | −$130.20 | -3.32% | signal |
| 88 | long | 2024-09-19 12:00 @ 26.24 | 2024-10-01 00:00 @ 27.69 | 11d 12h | $201.62 | +5.19% | signal |
| 89 | short | 2024-10-01 20:00 @ 25.90 | 2024-10-06 16:00 @ 26.92 | 4d 20h | −$167.48 | -4.26% | signal |
| 90 | long | 2024-10-12 04:00 @ 28.31 | 2024-10-15 16:00 @ 28.09 | 3d 12h | −$37.26 | -0.96% | signal |
| 91 | short | 2024-10-23 12:00 @ 26.61 | 2024-10-29 04:00 @ 26.80 | 5d 16h | −$35.39 | -0.91% | signal |
| 92 | short | 2024-11-03 04:00 @ 23.56 | 2024-11-06 00:00 @ 24.59 | 2d 20h | −$174.13 | -4.49% | stop loss |
| 93 | long | 2024-11-07 04:00 @ 27.71 | 2024-11-15 00:00 @ 31.20 | 7d 20h | $462.81 | +12.08% | signal |
| 94 | long | 2024-11-22 12:00 @ 38.14 | 2024-12-09 12:00 @ 49.25 | 17d | $1,086.58 | +27.53% | signal |
| 95 | short | 2024-12-19 20:00 @ 38.62 | 2025-01-02 00:00 @ 37.78 | 13d 4h | $96.86 | +2.30% | signal |
| 96 | long | 2025-01-03 16:00 @ 41.91 | 2025-01-07 16:00 @ 40.86 | 4d | −$116.34 | -2.74% | signal |
| 97 | short | 2025-01-13 04:00 @ 35.33 | 2025-01-15 12:00 @ 37.45 | 2d 8h | −$256.80 | -6.09% | stop loss |
| 98 | long | 2025-01-17 08:00 @ 41.34 | 2025-01-18 04:00 @ 39.14 | 20h | −$226.20 | -5.45% | stop loss |
| 99 | short | 2025-01-27 08:00 @ 33.80 | 2025-01-31 16:00 @ 35.95 | 4d 8h | −$263.23 | -6.43% | signal |
| 100 | short | 2025-02-02 04:00 @ 30.78 | 2025-02-11 04:00 @ 26.29 | 9d | $581.07 | +14.43% | signal |
| 101 | short | 2025-02-18 16:00 @ 23.42 | 2025-02-20 12:00 @ 24.83 | 1d 20h | −$258.38 | -6.19% | stop loss |
| 102 | short | 2025-02-25 00:00 @ 21.86 | 2025-03-02 16:00 @ 23.42 | 5d 16h | −$297.05 | -7.23% | stop loss |
| 103 | short | 2025-03-04 04:00 @ 19.81 | 2025-03-05 20:00 @ 21.75 | 1d 16h | −$404.00 | -10.02% | stop loss |
| 104 | short | 2025-03-09 20:00 @ 18.23 | 2025-03-16 00:00 @ 19.39 | 6d 4h | −$257.94 | -6.56% | signal |
| 105 | long | 2025-03-19 16:00 @ 19.85 | 2025-03-20 16:00 @ 18.64 | 1d | −$239.67 | -6.20% | stop loss |
| 106 | long | 2025-03-24 04:00 @ 21.14 | 2025-03-28 08:00 @ 20.70 | 4d 4h | −$84.95 | -2.23% | signal |
| 107 | short | 2025-03-31 04:00 @ 18.62 | 2025-04-01 08:00 @ 19.66 | 1d 4h | −$217.57 | -5.75% | stop loss |
| 108 | short | 2025-04-03 00:00 @ 17.97 | 2025-04-09 20:00 @ 18.53 | 6d 20h | −$130.82 | -3.50% | signal |
| 109 | long | 2025-04-12 16:00 @ 20.51 | 2025-04-15 20:00 @ 19.16 | 3d 4h | −$241.59 | -6.53% | stop loss |
| 110 | long | 2025-04-22 16:00 @ 21.63 | 2025-04-30 12:00 @ 20.51 | 7d 20h | −$194.46 | -5.34% | stop loss |
| 111 | short | 2025-05-04 04:00 @ 20.22 | 2025-05-08 04:00 @ 20.34 | 4d | −$27.60 | -0.77% | signal |
| 112 | long | 2025-05-09 08:00 @ 23.02 | 2025-05-17 20:00 @ 22.16 | 8d 12h | −$145.07 | -4.05% | signal |
| 113 | short | 2025-05-30 04:00 @ 21.81 | 2025-06-08 20:00 @ 21.34 | 9d 16h | $69.60 | +1.96% | signal |
| 114 | long | 2025-06-10 00:00 @ 21.94 | 2025-06-12 08:00 @ 20.91 | 2d 8h | −$174.78 | -4.90% | stop loss |
| 115 | short | 2025-06-19 04:00 @ 18.04 | 2025-06-30 00:00 @ 18.73 | 10d 20h | −$138.43 | -3.93% | signal |
| 116 | long | 2025-07-03 08:00 @ 19.09 | 2025-07-04 04:00 @ 18.31 | 20h | −$147.01 | -4.22% | stop loss |
| 117 | long | 2025-07-10 00:00 @ 19.50 | 2025-07-23 16:00 @ 24.35 | 13d 16h | $836.95 | +24.26% | signal |
| 118 | long | 2025-07-28 08:00 @ 26.56 | 2025-07-28 20:00 @ 25.19 | 12h | −$192.76 | -5.27% | stop loss |
| 119 | short | 2025-08-02 20:00 @ 20.87 | 2025-08-04 12:00 @ 22.20 | 1d 16h | −$233.51 | -6.47% | stop loss |
| 120 | long | 2025-08-09 08:00 @ 24.42 | 2025-08-10 08:00 @ 23.35 | 1d | −$160.81 | -4.53% | stop loss |
| 121 | long | 2025-08-13 04:00 @ 24.99 | 2025-08-14 12:00 @ 23.75 | 1d 8h | −$178.82 | -5.09% | stop loss |
| 122 | short | 2025-08-19 20:00 @ 22.49 | 2025-08-22 12:00 @ 23.81 | 2d 16h | −$204.72 | -5.90% | stop loss |
| 123 | long | 2025-09-09 08:00 @ 25.91 | 2025-09-22 04:00 @ 31.78 | 12d 20h | $760.20 | +22.25% | signal |
| 124 | short | 2025-10-08 00:00 @ 27.91 | 2025-10-08 16:00 @ 29.21 | 16h | −$172.75 | -4.79% | stop loss |
| 125 | short | 2025-10-10 16:00 @ 26.97 | 2025-10-26 12:00 @ 20.36 | 15d 20h | $861.01 | +24.16% | signal |
| 126 | short | 2025-10-30 16:00 @ 18.21 | 2025-11-07 20:00 @ 17.82 | 8d 4h | $70.05 | +1.85% | signal |
| 127 | short | 2025-11-17 20:00 @ 14.36 | 2025-11-24 20:00 @ 13.91 | 7d | $109.00 | +2.87% | signal |
| 128 | long | 2025-11-27 20:00 @ 15.02 | 2025-11-29 16:00 @ 14.51 | 1d 20h | −$129.27 | -3.38% | stop loss |
| 129 | short | 2025-12-01 04:00 @ 12.95 | 2025-12-02 12:00 @ 13.51 | 1d 8h | −$172.75 | -4.56% | stop loss |
| 130 | short | 2025-12-15 16:00 @ 12.48 | 2025-12-28 00:00 @ 12.69 | 12d 8h | −$71.66 | -1.91% | signal |
| 131 | long | 2025-12-29 04:00 @ 13.09 | 2025-12-29 12:00 @ 12.63 | 8h | −$133.11 | -3.57% | stop loss |
| 132 | long | 2026-01-01 20:00 @ 13.55 | 2026-01-16 16:00 @ 13.40 | 14d 20h | −$49.76 | -1.35% | signal |
| 133 | short | 2026-01-19 00:00 @ 12.97 | 2026-01-28 12:00 @ 12.23 | 9d 12h | $199.93 | +5.43% | signal |
| 134 | short | 2026-01-29 16:00 @ 10.99 | 2026-02-13 16:00 @ 9.10 | 15d | $624.87 | +16.73% | signal |
| 135 | long | 2026-02-14 20:00 @ 9.63 | 2026-02-15 16:00 @ 9.21 | 20h | −$174.29 | -4.48% | stop loss |
| 136 | short | 2026-02-23 04:00 @ 8.41 | 2026-02-25 08:00 @ 8.78 | 2d 4h | −$175.97 | -4.57% | stop loss |
| 137 | long | 2026-02-25 16:00 @ 9.53 | 2026-02-27 08:00 @ 9.07 | 1d 16h | −$190.05 | -5.00% | stop loss |
| 138 | short | 2026-03-22 00:00 @ 9.21 | 2026-03-23 08:00 @ 9.58 | 1d 8h | −$157.49 | -4.19% | stop loss |
| 139 | short | 2026-03-27 12:00 @ 8.75 | 2026-04-01 04:00 @ 9.12 | 4d 16h | −$161.52 | -4.35% | stop loss |
| 140 | long | 2026-04-16 20:00 @ 9.85 | 2026-04-18 08:00 @ 9.42 | 1d 12h | −$165.02 | -4.49% | stop loss |
| 141 | short | 2026-04-29 20:00 @ 9.05 | 2026-05-04 04:00 @ 9.29 | 4d 8h | −$103.13 | -2.84% | signal |
| 142 | long | 2026-05-06 04:00 @ 9.57 | 2026-05-12 16:00 @ 9.73 | 6d 12h | $53.16 | +1.47% | signal |
| 143 | short | 2026-05-16 08:00 @ 9.33 | 2026-05-21 08:00 @ 9.47 | 5d | −$53.75 | -1.48% | signal |
| 144 | short | 2026-05-23 08:00 @ 8.91 | 2026-05-23 16:00 @ 9.25 | 8h | −$138.15 | -3.83% | stop loss |
| 145 | short | 2026-06-02 16:00 @ 8.36 | 2026-06-13 16:00 @ 6.75 | 11d | $682.28 | +19.09% | signal |
| 146 | long | 2026-06-15 16:00 @ 7.03 | 2026-06-16 12:00 @ 6.72 | 20h | −$166.14 | -4.44% | stop loss |
| 147 | short | 2026-06-18 16:00 @ 6.24 | 2026-06-24 00:00 @ 6.48 | 5d 8h | −$151.31 | -4.09% | signal |
| 148 | long | 2026-06-29 20:00 @ 6.72 | 2026-07-08 00:00 @ 6.36 | 8d 4h | −$202.86 | -5.53% | stop loss |
| 149 | short | 2026-07-23 20:00 @ 6.28 | 2026-07-25 12:00 @ 6.50 | 1d 16h | −$132.02 | -3.65% | stop loss |
| 150 | long | 2026-07-25 20:00 @ 6.71 | 2026-07-27 12:00 @ 6.48 | 1d 16h | −$127.96 | -3.57% | stop loss |
| 151 | short | 2026-08-01 20:00 @ 6.12 | 2026-08-02 04:00 @ 6.35 | 8h | −$136.50 | -3.85% | stop loss |
| 152 | long | 2026-08-04 04:00 @ 6.87 | 2026-08-05 00:00 @ 6.60 | 20h | −$142.29 | -4.05% | stop loss |
| 153 | short | 2026-08-11 16:00 @ 6.21 | 2026-08-12 12:00 @ 6.43 | 20h | −$130.55 | -3.75% | stop loss |
| 154 | long | 2026-08-15 04:00 @ 6.77 | 2026-08-15 16:00 @ 6.52 | 12h | −$130.40 | -3.78% | stop loss |
| 155 | long | 2026-08-20 12:00 @ 6.89 | 2026-08-31 00:00 @ 7.11 | 10d 12h | $94.56 | +2.77% | signal |
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.