[Famous-PA] Darvas box breakout
public
@djgambhirXRPUSDT · 4h · 2022-01-01 → 2026-09-01 · 10,195 bars in 14.0ms
Underperformed the market. Holding XRPUSDT returned +64.83% over the same period, against this strategy’s +13.11%.
Net P&L
+13.11%
$1,310.95
Max drawdown
-32.97%
Max run-up
+67.75%
Trades
128
22.7% win rate
Profit factor
1.14
2022-01-01drawdown · worst -32.97%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -27.00% | -32.85% | 79 | 16% |
| Validation | 2024-10-19 → 2025-09-25 | +59.57% | -11.25% | 23 | 39% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -2.90% | -11.68% | 26 | 27% |
Risk-adjusted
- Sharpe
- 0.26
- Sortino
- 0.42
- Calmar
- 0.08
- Return ÷ max drawdown
- 0.40
- CAGR
- +2.68%
- Exposure
- 22.7%
Per trade
- Expectancy
- $10.24 · +0.67%
- Average win / loss
- $371.33 / −$95.53
- Payoff ratio
- 3.89
- Largest win / loss
- $2,872.12 / −$278.33
- Longest losing streak(winning: 2)
- 21 trades
Drawdown over time
- Max drawdown
- -32.97%
- Longest time under water
- 1028 days
- Worst drawdown recovered in
- 1028 days
- Under water at the end
- 410 days
Costs and mechanics
- Fees paid
- −$306.37
- Funding
- −$277.84
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 23
- Benchmark(buy and hold)
- +64.83%
Monte Carlo
1,000 alternative histories, each 128 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 | -38.78% | +6.79% | +138.03% |
| Max drawdown | -44.98% | -27.20% | -14.75% |
43% of histories lost money, and 28% had a deeper drawdown than this run’s -32.97%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- hh20 length
- 20
- ll10 length
- 10
- volsma length
- 20
- atr14 length
- 14
- Long entry: volume > ▢ × volsma
- 1.5
- Stop loss (× atr14)
- 2
- Leverage (×)
- 1
- Position size (% of equity)
- 25
XRPUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
128 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 128 | long | 2026-08-19 16:00 @ 1.07 | 2026-08-26 00:00 @ 1.43 | 6d 8h | $884.14 | +33.92% | signal |
| 127 | long | 2026-07-20 16:00 @ 1.11 | 2026-07-23 16:00 @ 1.11 | 3d | −$4.58 | -0.18% | signal |
| 126 | long | 2026-07-15 16:00 @ 1.13 | 2026-07-16 16:00 @ 1.09 | 1d | −$76.11 | -2.90% | stop loss |
| 125 | long | 2026-07-02 12:00 @ 1.08 | 2026-07-08 04:00 @ 1.09 | 5d 16h | $23.26 | +0.89% | signal |
| 124 | long | 2026-06-15 00:00 @ 1.19 | 2026-06-17 12:00 @ 1.19 | 2d 12h | $12.48 | +0.48% | signal |
| 123 | long | 2026-05-30 04:00 @ 1.35 | 2026-05-31 20:00 @ 1.33 | 1d 16h | −$51.00 | -1.94% | signal |
| 122 | long | 2026-05-14 20:00 @ 1.52 | 2026-05-15 04:00 @ 1.46 | 8h | −$99.08 | -3.73% | stop loss |
| 121 | long | 2026-05-10 20:00 @ 1.49 | 2026-05-10 20:00 @ 1.44 | 0m | −$78.46 | -2.93% | stop loss |
| 120 | long | 2026-05-06 12:00 @ 1.45 | 2026-05-06 12:00 @ 1.41 | 0m | −$69.64 | -2.59% | stop loss |
| 119 | long | 2026-05-04 04:00 @ 1.41 | 2026-05-04 08:00 @ 1.39 | 4h | −$55.70 | -2.06% | stop loss |
| 118 | long | 2026-04-14 00:00 @ 1.38 | 2026-04-19 08:00 @ 1.42 | 5d 8h | $80.36 | +2.99% | signal |
| 117 | long | 2026-04-08 00:00 @ 1.38 | 2026-04-09 00:00 @ 1.33 | 1d | −$93.55 | -3.45% | stop loss |
| 116 | long | 2026-04-06 04:00 @ 1.34 | 2026-04-07 08:00 @ 1.30 | 1d 4h | −$72.25 | -2.65% | stop loss |
| 115 | long | 2026-03-16 04:00 @ 1.47 | 2026-03-18 12:00 @ 1.49 | 2d 8h | $36.30 | +1.34% | signal |
| 114 | long | 2026-03-10 16:00 @ 1.43 | 2026-03-11 08:00 @ 1.37 | 16h | −$116.32 | -4.23% | stop loss |
| 113 | long | 2026-03-04 16:00 @ 1.46 | 2026-03-06 12:00 @ 1.39 | 1d 20h | −$150.54 | -5.40% | stop loss |
| 112 | long | 2026-02-25 16:00 @ 1.44 | 2026-02-27 12:00 @ 1.38 | 1d 20h | −$119.09 | -4.23% | signal |
| 111 | long | 2026-02-15 04:00 @ 1.53 | 2026-02-15 20:00 @ 1.45 | 16h | −$151.41 | -5.31% | stop loss |
| 110 | long | 2026-01-13 20:00 @ 2.14 | 2026-01-15 16:00 @ 2.06 | 1d 20h | −$111.91 | -3.88% | stop loss |
| 109 | long | 2026-01-02 16:00 @ 1.92 | 2026-01-07 16:00 @ 2.19 | 5d | $394.74 | +14.19% | signal |
| 108 | long | 2025-12-29 04:00 @ 1.91 | 2025-12-29 08:00 @ 1.87 | 4h | −$70.54 | -2.52% | stop loss |
| 107 | long | 2025-12-09 20:00 @ 2.13 | 2025-12-10 16:00 @ 2.05 | 20h | −$114.71 | -4.06% | stop loss |
| 106 | long | 2025-11-24 20:00 @ 2.23 | 2025-12-01 00:00 @ 2.15 | 6d 4h | −$106.10 | -3.72% | signal |
| 105 | long | 2025-11-10 04:00 @ 2.46 | 2025-11-12 00:00 @ 2.39 | 1d 20h | −$87.10 | -3.03% | signal |
| 104 | long | 2025-10-20 20:00 @ 2.52 | 2025-10-21 08:00 @ 2.40 | 12h | −$140.60 | -4.83% | stop loss |
| 103 | long | 2025-10-01 12:00 @ 2.94 | 2025-10-04 16:00 @ 2.95 | 3d 4h | $0.07 | +0.00% | signal |
| 102 | long | 2025-09-18 00:00 @ 3.08 | 2025-09-19 12:00 @ 2.99 | 1d 12h | −$93.65 | -3.19% | stop loss |
| 101 | long | 2025-09-07 16:00 @ 2.90 | 2025-09-14 16:00 @ 3.03 | 7d | $120.65 | +4.15% | signal |
| 100 | long | 2025-08-22 20:00 @ 3.07 | 2025-08-25 04:00 @ 2.93 | 2d 8h | −$142.30 | -4.84% | stop loss |
| 99 | long | 2025-08-08 00:00 @ 3.32 | 2025-08-10 08:00 @ 3.19 | 2d 8h | −$124.29 | -4.18% | signal |
| 98 | long | 2025-07-09 12:00 @ 2.38 | 2025-07-23 16:00 @ 3.32 | 14d 4h | $1,049.00 | +38.71% | signal |
| 97 | long | 2025-07-07 16:00 @ 2.34 | 2025-07-07 20:00 @ 2.27 | 4h | −$87.27 | -3.19% | stop loss |
| 96 | long | 2025-06-30 20:00 @ 2.32 | 2025-06-30 20:00 @ 2.24 | 0m | −$99.77 | -3.62% | stop loss |
| 95 | long | 2025-06-16 16:00 @ 2.29 | 2025-06-17 00:00 @ 2.22 | 8h | −$89.82 | -3.23% | stop loss |
| 94 | long | 2025-06-08 16:00 @ 2.28 | 2025-06-12 04:00 @ 2.24 | 3d 12h | −$47.49 | -1.70% | signal |
| 93 | long | 2025-06-03 16:00 @ 2.26 | 2025-06-05 04:00 @ 2.19 | 1d 12h | −$100.29 | -3.56% | stop loss |
| 92 | long | 2025-05-08 16:00 @ 2.24 | 2025-05-15 08:00 @ 2.46 | 6d 16h | $256.12 | +9.31% | signal |
| 91 | long | 2025-04-21 04:00 @ 2.11 | 2025-04-30 00:00 @ 2.24 | 8d 20h | $156.54 | +5.77% | signal |
| 90 | long | 2025-04-13 12:00 @ 2.20 | 2025-04-16 00:00 @ 2.08 | 2d 12h | −$150.70 | -5.48% | signal |
| 89 | long | 2025-03-19 16:00 @ 2.55 | 2025-03-20 16:00 @ 2.41 | 1d | −$157.54 | -5.65% | stop loss |
| 88 | long | 2025-03-02 16:00 @ 2.60 | 2025-03-03 16:00 @ 2.35 | 1d | −$278.33 | -9.73% | stop loss |
| 87 | long | 2025-02-14 00:00 @ 2.56 | 2025-02-17 08:00 @ 2.65 | 3d 8h | $100.42 | +3.54% | signal |
| 86 | long | 2025-01-28 16:00 @ 3.18 | 2025-01-29 16:00 @ 2.99 | 1d | −$181.34 | -6.30% | stop loss |
| 85 | long | 2025-01-14 20:00 @ 2.66 | 2025-01-18 08:00 @ 3.12 | 3d 12h | $462.84 | +16.75% | signal |
| 84 | long | 2025-01-11 20:00 @ 2.53 | 2025-01-13 08:00 @ 2.39 | 1d 12h | −$157.90 | -5.63% | stop loss |
| 83 | long | 2025-01-01 16:00 @ 2.23 | 2025-01-05 04:00 @ 2.39 | 3d 12h | $194.02 | +7.04% | signal |
| 82 | long | 2024-12-17 12:00 @ 2.69 | 2024-12-18 04:00 @ 2.50 | 16h | −$201.67 | -7.19% | stop loss |
| 81 | long | 2024-11-29 08:00 @ 1.59 | 2024-12-05 04:00 @ 2.26 | 5d 20h | $1,049.15 | +41.26% | signal |
| 80 | long | 2024-11-06 04:00 @ 0.53 | 2024-11-24 12:00 @ 1.38 | 18d 8h | $2,872.12 | +157.38% | signal |
| 79 | long | 2024-10-14 16:00 @ 0.55 | 2024-10-15 08:00 @ 0.54 | 16h | −$48.29 | -2.63% | stop loss |
| 78 | long | 2024-09-28 08:00 @ 0.61 | 2024-10-01 16:00 @ 0.59 | 3d 8h | −$65.06 | -3.51% | stop loss |
| 77 | long | 2024-09-21 20:00 @ 0.60 | 2024-09-22 20:00 @ 0.58 | 1d | −$59.78 | -3.20% | stop loss |
| 76 | long | 2024-09-12 16:00 @ 0.56 | 2024-09-16 00:00 @ 0.57 | 3d 8h | $40.22 | +2.16% | signal |
| 75 | long | 2024-08-18 16:00 @ 0.57 | 2024-08-26 20:00 @ 0.58 | 8d 4h | $21.44 | +1.16% | signal |
| 74 | long | 2024-08-08 00:00 @ 0.60 | 2024-08-11 16:00 @ 0.57 | 3d 16h | −$109.29 | -5.81% | signal |
| 73 | long | 2024-07-30 12:00 @ 0.63 | 2024-08-01 04:00 @ 0.60 | 1d 16h | −$89.12 | -4.68% | stop loss |
| 72 | long | 2024-07-24 12:00 @ 0.63 | 2024-07-25 00:00 @ 0.59 | 12h | −$107.28 | -5.56% | stop loss |
| 71 | long | 2024-07-12 08:00 @ 0.46 | 2024-07-18 16:00 @ 0.56 | 6d 8h | $390.82 | +21.34% | signal |
| 70 | long | 2024-07-02 12:00 @ 0.49 | 2024-07-03 12:00 @ 0.48 | 1d | −$39.52 | -2.15% | stop loss |
| 69 | long | 2024-06-17 16:00 @ 0.51 | 2024-06-18 00:00 @ 0.49 | 8h | −$80.24 | -4.31% | stop loss |
| 68 | long | 2024-06-04 16:00 @ 0.53 | 2024-06-06 20:00 @ 0.52 | 2d 4h | −$38.19 | -2.04% | signal |
| 67 | long | 2024-05-20 20:00 @ 0.53 | 2024-05-23 12:00 @ 0.52 | 2d 16h | −$53.46 | -2.84% | stop loss |
| 66 | long | 2024-05-06 16:00 @ 0.56 | 2024-05-07 00:00 @ 0.54 | 8h | −$78.42 | -4.12% | stop loss |
| 65 | long | 2024-04-22 20:00 @ 0.55 | 2024-04-24 12:00 @ 0.53 | 1d 16h | −$89.45 | -4.64% | stop loss |
| 64 | long | 2024-04-08 12:00 @ 0.61 | 2024-04-12 16:00 @ 0.59 | 4d 4h | −$52.19 | -2.69% | signal |
| 63 | long | 2024-03-25 16:00 @ 0.64 | 2024-03-27 08:00 @ 0.62 | 1d 16h | −$70.64 | -3.61% | signal |
| 62 | long | 2024-03-11 16:00 @ 0.69 | 2024-03-14 16:00 @ 0.65 | 3d | −$150.11 | -7.53% | stop loss |
| 61 | long | 2024-02-29 20:00 @ 0.61 | 2024-03-05 16:00 @ 0.57 | 4d 20h | −$162.51 | -7.99% | stop loss |
| 60 | long | 2024-02-26 20:00 @ 0.55 | 2024-02-28 16:00 @ 0.54 | 1d 20h | −$66.10 | -3.22% | stop loss |
| 59 | long | 2024-02-15 04:00 @ 0.55 | 2024-02-17 16:00 @ 0.55 | 2d 12h | −$30.08 | -1.46% | signal |
| 58 | long | 2024-02-11 12:00 @ 0.53 | 2024-02-12 00:00 @ 0.52 | 12h | −$49.18 | -2.37% | stop loss |
| 57 | long | 2024-02-03 12:00 @ 0.52 | 2024-02-04 16:00 @ 0.50 | 1d 4h | −$72.32 | -3.46% | stop loss |
| 56 | long | 2024-01-26 20:00 @ 0.53 | 2024-01-28 20:00 @ 0.52 | 2d | −$36.90 | -1.76% | signal |
| 55 | long | 2024-01-11 00:00 @ 0.60 | 2024-01-12 16:00 @ 0.57 | 1d 16h | −$126.37 | -5.93% | stop loss |
| 54 | long | 2024-01-02 04:00 @ 0.63 | 2024-01-03 08:00 @ 0.62 | 1d 4h | −$61.87 | -2.88% | stop loss |
| 53 | long | 2023-12-25 12:00 @ 0.64 | 2023-12-26 04:00 @ 0.62 | 16h | −$77.86 | -3.60% | stop loss |
| 52 | long | 2023-12-07 08:00 @ 0.65 | 2023-12-11 00:00 @ 0.62 | 3d 16h | −$108.93 | -4.97% | stop loss |
| 51 | long | 2023-12-02 20:00 @ 0.62 | 2023-12-04 08:00 @ 0.61 | 1d 12h | −$48.24 | -2.19% | stop loss |
| 50 | long | 2023-11-26 12:00 @ 0.63 | 2023-11-26 16:00 @ 0.61 | 4h | −$66.82 | -3.01% | stop loss |
| 49 | long | 2023-10-20 00:00 @ 0.52 | 2023-11-09 20:00 @ 0.66 | 20d 20h | $537.96 | +25.78% | signal |
| 48 | long | 2023-10-16 08:00 @ 0.49 | 2023-10-17 12:00 @ 0.48 | 1d 4h | −$44.42 | -2.12% | stop loss |
| 47 | long | 2023-10-04 00:00 @ 0.54 | 2023-10-05 12:00 @ 0.52 | 1d 12h | −$89.96 | -4.24% | stop loss |
| 46 | long | 2023-09-29 16:00 @ 0.53 | 2023-09-30 00:00 @ 0.52 | 8h | −$68.42 | -3.20% | stop loss |
| 45 | long | 2023-09-19 04:00 @ 0.51 | 2023-09-21 12:00 @ 0.50 | 2d 8h | −$18.40 | -0.86% | signal |
| 44 | long | 2023-08-29 16:00 @ 0.54 | 2023-08-31 12:00 @ 0.52 | 1d 20h | −$74.34 | -3.44% | stop loss |
| 43 | long | 2023-08-09 16:00 @ 0.65 | 2023-08-10 04:00 @ 0.63 | 12h | −$88.73 | -4.06% | stop loss |
| 42 | long | 2023-07-13 16:00 @ 0.59 | 2023-07-22 20:00 @ 0.75 | 9d 4h | $527.89 | +25.74% | signal |
| 41 | long | 2023-07-10 20:00 @ 0.48 | 2023-07-12 16:00 @ 0.47 | 1d 20h | −$51.62 | -2.50% | stop loss |
| 40 | long | 2023-07-02 04:00 @ 0.49 | 2023-07-05 08:00 @ 0.47 | 3d 4h | −$93.17 | -4.46% | stop loss |
| 39 | long | 2023-06-22 04:00 @ 0.52 | 2023-06-22 08:00 @ 0.49 | 4h | −$92.48 | -4.38% | stop loss |
| 38 | long | 2023-06-13 12:00 @ 0.56 | 2023-06-13 12:00 @ 0.53 | 0m | −$128.32 | -5.99% | stop loss |
| 37 | long | 2023-05-30 04:00 @ 0.50 | 2023-06-05 16:00 @ 0.50 | 6d 12h | $22.12 | +1.03% | signal |
| 36 | long | 2023-05-17 00:00 @ 0.44 | 2023-05-21 16:00 @ 0.46 | 4d 16h | $75.85 | +3.58% | signal |
| 35 | long | 2023-05-05 20:00 @ 0.47 | 2023-05-06 12:00 @ 0.45 | 16h | −$56.87 | -2.67% | stop loss |
| 34 | long | 2023-04-19 00:00 @ 0.53 | 2023-04-19 08:00 @ 0.52 | 8h | −$69.65 | -3.24% | stop loss |
| 33 | long | 2023-04-11 08:00 @ 0.52 | 2023-04-12 00:00 @ 0.51 | 16h | −$64.94 | -3.00% | stop loss |
| 32 | long | 2023-03-21 16:00 @ 0.43 | 2023-04-01 08:00 @ 0.51 | 10d 16h | $379.86 | +18.34% | signal |
| 31 | long | 2023-03-19 12:00 @ 0.39 | 2023-03-20 16:00 @ 0.37 | 1d 4h | −$105.70 | -5.04% | stop loss |
| 30 | long | 2023-03-14 16:00 @ 0.38 | 2023-03-15 08:00 @ 0.36 | 16h | −$111.88 | -5.26% | stop loss |
| 29 | long | 2023-03-08 12:00 @ 0.39 | 2023-03-09 20:00 @ 0.37 | 1d 8h | −$86.86 | -4.05% | stop loss |
| 28 | long | 2023-02-20 16:00 @ 0.40 | 2023-02-21 12:00 @ 0.39 | 20h | −$83.53 | -3.85% | stop loss |
| 27 | long | 2023-02-16 00:00 @ 0.40 | 2023-02-16 20:00 @ 0.39 | 20h | −$77.73 | -3.55% | stop loss |
| 26 | long | 2023-01-09 04:00 @ 0.35 | 2023-01-30 12:00 @ 0.40 | 21d 8h | $260.42 | +12.27% | signal |
| 25 | long | 2023-01-02 16:00 @ 0.35 | 2023-01-05 20:00 @ 0.34 | 3d 4h | −$96.69 | -4.51% | stop loss |
| 24 | long | 2022-12-26 16:00 @ 0.36 | 2022-12-29 00:00 @ 0.35 | 2d 8h | −$54.43 | -2.52% | stop loss |
| 23 | long | 2022-12-13 16:00 @ 0.39 | 2022-12-14 16:00 @ 0.38 | 1d | −$72.25 | -3.32% | stop loss |
| 22 | long | 2022-11-24 20:00 @ 0.40 | 2022-11-28 00:00 @ 0.38 | 3d 4h | −$108.13 | -4.90% | stop loss |
| 21 | long | 2022-11-15 16:00 @ 0.39 | 2022-11-21 00:00 @ 0.36 | 5d 8h | −$176.10 | -7.83% | signal |
| 20 | long | 2022-11-04 12:00 @ 0.49 | 2022-11-06 20:00 @ 0.48 | 2d 8h | −$25.40 | -1.13% | signal |
| 19 | long | 2022-10-27 04:00 @ 0.47 | 2022-10-28 08:00 @ 0.46 | 1d 4h | −$78.51 | -3.45% | signal |
| 18 | long | 2022-10-05 20:00 @ 0.50 | 2022-10-11 00:00 @ 0.49 | 5d 4h | −$21.47 | -0.94% | signal |
| 17 | long | 2022-09-22 20:00 @ 0.48 | 2022-09-27 16:00 @ 0.44 | 4d 20h | −$227.30 | -9.73% | stop loss |
| 16 | long | 2022-09-20 16:00 @ 0.42 | 2022-09-21 16:00 @ 0.38 | 1d | −$209.99 | -8.79% | stop loss |
| 15 | long | 2022-09-17 16:00 @ 0.37 | 2022-09-19 00:00 @ 0.35 | 1d 8h | −$127.11 | -5.25% | stop loss |
| 14 | long | 2022-08-26 12:00 @ 0.35 | 2022-08-26 16:00 @ 0.34 | 4h | −$94.72 | -3.87% | signal |
| 13 | long | 2022-07-28 16:00 @ 0.36 | 2022-08-09 12:00 @ 0.37 | 11d 20h | $18.62 | +0.76% | signal |
| 12 | long | 2022-07-15 04:00 @ 0.34 | 2022-07-23 12:00 @ 0.35 | 8d 8h | $45.13 | +1.86% | signal |
| 11 | long | 2022-07-08 04:00 @ 0.35 | 2022-07-08 08:00 @ 0.34 | 4h | −$107.86 | -4.39% | stop loss |
| 10 | long | 2022-06-24 04:00 @ 0.37 | 2022-06-27 16:00 @ 0.35 | 3d 12h | −$103.31 | -4.16% | signal |
| 9 | long | 2022-06-07 20:00 @ 0.41 | 2022-06-08 00:00 @ 0.40 | 4h | −$112.44 | -4.48% | stop loss |
| 8 | long | 2022-05-31 00:00 @ 0.42 | 2022-06-01 16:00 @ 0.40 | 1d 16h | −$109.97 | -4.33% | stop loss |
| 7 | long | 2022-05-04 20:00 @ 0.64 | 2022-05-05 12:00 @ 0.61 | 16h | −$128.60 | -5.00% | stop loss |
| 6 | long | 2022-04-15 04:00 @ 0.79 | 2022-04-18 00:00 @ 0.75 | 2d 20h | −$118.95 | -4.58% | signal |
| 5 | long | 2022-03-28 00:00 @ 0.86 | 2022-03-31 12:00 @ 0.83 | 3d 12h | −$80.07 | -3.06% | stop loss |
| 4 | long | 2022-03-19 08:00 @ 0.81 | 2022-03-25 20:00 @ 0.83 | 6d 12h | $49.02 | +1.88% | signal |
| 3 | long | 2022-03-12 00:00 @ 0.80 | 2022-03-13 20:00 @ 0.75 | 1d 20h | −$164.91 | -6.23% | stop loss |
| 2 | long | 2022-02-04 20:00 @ 0.64 | 2022-02-11 00:00 @ 0.82 | 6d 4h | $707.10 | +28.61% | signal |
| 1 | long | 2022-01-12 16:00 @ 0.79 | 2022-01-14 12:00 @ 0.76 | 1d 20h | −$113.24 | -4.53% | 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.