[Famous-Q] Time-series momentum (90-bar)
public
@djgambhirSOLUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,399 bars in 2.2ms
Net P&L
-8.37%
−$837.38
Max drawdown
-52.25%
Max run-up
+105.56%
Trades
139
30.9% win rate
Profit factor
0.95
2022-01-01drawdown · worst -52.25%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +6.30% | -40.62% | 81 | 32% |
| Validation | 2024-10-19 → 2025-09-25 | -14.24% | -31.44% | 19 | 16% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | +0.51% | -14.11% | 39 | 36% |
Risk-adjusted
- Sharpe
- 0.05
- Sortino
- 0.07
- Calmar
- -0.04
- Return ÷ max drawdown
- -0.16
- CAGR
- -1.86%
- Exposure
- 95.9%
Per trade
- Expectancy
- −$6.02 · +0.43%
- Average win / loss
- $382.24 / −$179.93
- Payoff ratio
- 2.12
- Largest win / loss
- $6,296.97 / −$1,132.88
- Longest losing streak(winning: 4)
- 9 trades
Drawdown over time
- Max drawdown
- -52.25%
- Longest time under water(still going at the end)
- 981 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$353.48
- Funding
- −$1,349.09
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 92
- Benchmark(buy and hold)
- -40.42%
Monte Carlo
1,000 alternative histories, each 139 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 | -64.96% | -13.84% | +195.19% |
| Max drawdown | -68.89% | -46.92% | -26.18% |
59% of histories lost money, and 37% had a deeper drawdown than this run’s -52.25%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- roc90 length
- 90
- Long entry: roc90 > ▢
- 0
- Short entry: roc90 < ▢
- 0
- Long exit: roc90 < ▢
- 0
- Short exit: roc90 > ▢
- 0
- Leverage (×)
- 1
- Position size (% of equity)
- 25
SOLUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
139 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 139 | long | 2026-08-20 12:00 @ 87.20 | 2026-09-01 00:00 @ 102.20 | 11d 12h | $371.50 | +16.90% | end of data |
| 138 | short | 2026-08-16 12:00 @ 75.23 | 2026-08-20 00:00 @ 85.39 | 3d 12h | −$308.71 | -13.57% | signal |
| 137 | long | 2026-08-07 00:00 @ 72.66 | 2026-08-16 00:00 @ 75.29 | 9d | $77.01 | +3.41% | signal |
| 136 | long | 2026-08-03 00:00 @ 73.62 | 2026-08-06 12:00 @ 73.41 | 3d 12h | −$10.28 | -0.46% | signal |
| 135 | short | 2026-08-02 00:00 @ 71.90 | 2026-08-02 12:00 @ 72.97 | 12h | −$36.19 | -1.60% | signal |
| 134 | short | 2026-08-01 00:00 @ 72.82 | 2026-08-01 12:00 @ 72.86 | 12h | −$3.35 | -0.15% | signal |
| 133 | long | 2026-07-19 12:00 @ 76.05 | 2026-07-31 12:00 @ 73.51 | 12d | −$79.71 | -3.48% | signal |
| 132 | short | 2026-07-18 12:00 @ 74.90 | 2026-07-19 00:00 @ 75.49 | 12h | −$20.29 | -0.88% | signal |
| 131 | short | 2026-05-29 00:00 @ 82.05 | 2026-07-18 00:00 @ 75.00 | 50d | $187.51 | +8.35% | signal |
| 130 | long | 2026-05-27 12:00 @ 83.90 | 2026-05-28 12:00 @ 80.80 | 1d | −$85.43 | -3.77% | signal |
| 129 | long | 2026-05-24 12:00 @ 86.64 | 2026-05-27 00:00 @ 83.65 | 2d 12h | −$80.93 | -3.54% | signal |
| 128 | short | 2026-05-23 12:00 @ 82.19 | 2026-05-24 00:00 @ 85.74 | 12h | −$102.79 | -4.44% | signal |
| 127 | long | 2026-05-09 12:00 @ 93.59 | 2026-05-23 00:00 @ 84.34 | 13d 12h | −$236.03 | -9.95% | signal |
| 126 | short | 2026-05-08 12:00 @ 88.57 | 2026-05-09 00:00 @ 91.98 | 12h | −$94.62 | -3.95% | signal |
| 125 | long | 2026-05-07 00:00 @ 89.13 | 2026-05-08 00:00 @ 88.38 | 1d | −$22.76 | -0.95% | signal |
| 124 | short | 2026-04-27 12:00 @ 85.17 | 2026-05-06 12:00 @ 89.86 | 9d | −$135.05 | -5.54% | signal |
| 123 | short | 2026-04-26 12:00 @ 86.43 | 2026-04-27 00:00 @ 86.90 | 12h | −$15.57 | -0.64% | signal |
| 122 | long | 2026-04-25 00:00 @ 86.15 | 2026-04-26 00:00 @ 86.11 | 1d | −$3.45 | -0.14% | signal |
| 121 | long | 2026-04-21 12:00 @ 85.81 | 2026-04-24 12:00 @ 86.12 | 3d | $5.98 | +0.25% | signal |
| 120 | short | 2026-04-19 00:00 @ 86.08 | 2026-04-21 00:00 @ 85.27 | 2d | $19.97 | +0.82% | signal |
| 119 | long | 2026-04-16 12:00 @ 85.05 | 2026-04-18 12:00 @ 86.46 | 2d | $37.57 | +1.55% | signal |
| 118 | short | 2026-04-15 12:00 @ 83.53 | 2026-04-16 00:00 @ 84.88 | 12h | −$41.68 | -1.71% | signal |
| 117 | long | 2026-04-14 12:00 @ 85.76 | 2026-04-15 00:00 @ 83.64 | 12h | −$63.07 | -2.57% | signal |
| 116 | short | 2026-04-12 12:00 @ 82.13 | 2026-04-14 00:00 @ 86.51 | 1d 12h | −$134.68 | -5.42% | signal |
| 115 | long | 2026-04-10 00:00 @ 83.31 | 2026-04-12 00:00 @ 84.87 | 2d | $43.52 | +1.76% | signal |
| 114 | short | 2026-04-08 12:00 @ 84.40 | 2026-04-09 12:00 @ 82.15 | 1d | $63.60 | +2.59% | signal |
| 113 | short | 2026-03-31 12:00 @ 80.77 | 2026-04-08 00:00 @ 85.55 | 7d 12h | −$152.84 | -6.12% | signal |
| 112 | long | 2026-03-28 12:00 @ 82.91 | 2026-03-31 00:00 @ 82.49 | 2d 12h | −$12.07 | -0.48% | signal |
| 111 | short | 2026-03-27 12:00 @ 83.29 | 2026-03-28 00:00 @ 83.05 | 12h | $3.91 | +0.16% | signal |
| 110 | long | 2026-03-23 12:00 @ 88.76 | 2026-03-27 00:00 @ 86.45 | 3d 12h | −$67.44 | -2.68% | signal |
| 109 | short | 2026-01-20 12:00 @ 128.70 | 2026-03-23 00:00 @ 86.17 | 61d 12h | $746.04 | +32.04% | signal |
| 108 | short | 2026-01-18 12:00 @ 142.30 | 2026-01-20 00:00 @ 133.41 | 1d 12h | $141.27 | +6.16% | signal |
| 107 | long | 2026-01-13 12:00 @ 141.82 | 2026-01-18 00:00 @ 143.62 | 4d 12h | $25.34 | +1.11% | signal |
| 106 | short | 2026-01-10 12:00 @ 136.48 | 2026-01-13 00:00 @ 139.16 | 2d 12h | −$46.28 | -2.01% | signal |
| 105 | long | 2026-01-09 12:00 @ 138.26 | 2026-01-10 00:00 @ 135.86 | 12h | −$42.51 | -1.84% | signal |
| 104 | long | 2026-01-05 12:00 @ 135.72 | 2026-01-09 00:00 @ 138.26 | 3d 12h | $39.83 | +1.73% | signal |
| 103 | short | 2025-10-14 12:00 @ 195.18 | 2026-01-05 00:00 @ 134.08 | 82d 12h | $669.50 | +31.41% | signal |
| 102 | short | 2025-10-11 12:00 @ 183.29 | 2025-10-14 00:00 @ 208.62 | 2d 12h | −$320.21 | -14.48% | signal |
| 101 | long | 2025-09-29 00:00 @ 210.74 | 2025-10-11 00:00 @ 187.62 | 12d | −$252.10 | -11.08% | signal |
| 100 | long | 2025-09-06 12:00 @ 202.34 | 2025-09-28 12:00 @ 199.72 | 22d | −$36.38 | -1.59% | signal |
| 99 | long | 2025-07-15 00:00 @ 162.15 | 2025-09-06 00:00 @ 203.25 | 53d | $519.57 | +24.12% | signal |
| 98 | short | 2025-06-21 12:00 @ 141.95 | 2025-07-14 12:00 @ 166.53 | 23d | −$387.18 | -17.20% | signal |
| 97 | long | 2025-06-16 12:00 @ 156.42 | 2025-06-21 00:00 @ 139.98 | 4d 12h | −$245.96 | -10.64% | signal |
| 96 | short | 2025-06-15 00:00 @ 144.52 | 2025-06-16 00:00 @ 152.91 | 1d | −$138.33 | -5.90% | signal |
| 95 | long | 2025-06-14 00:00 @ 148.57 | 2025-06-14 12:00 @ 145.74 | 12h | −$47.50 | -2.01% | signal |
| 94 | long | 2025-06-10 00:00 @ 161.12 | 2025-06-13 12:00 @ 145.35 | 3d 12h | −$240.20 | -9.93% | signal |
| 93 | short | 2025-06-09 00:00 @ 152.34 | 2025-06-09 12:00 @ 155.57 | 12h | −$53.73 | -2.21% | signal |
| 92 | short | 2025-06-07 12:00 @ 151.33 | 2025-06-08 12:00 @ 149.58 | 1d | $25.68 | +1.06% | signal |
| 91 | long | 2025-04-23 00:00 @ 148.75 | 2025-06-07 00:00 @ 147.74 | 45d | −$25.30 | -1.04% | signal |
| 90 | short | 2025-02-17 00:00 @ 188.11 | 2025-04-22 12:00 @ 140.40 | 64d 12h | $571.96 | +24.99% | signal |
| 89 | long | 2025-02-14 00:00 @ 194.16 | 2025-02-16 12:00 @ 193.55 | 2d 12h | −$9.78 | -0.43% | signal |
| 88 | long | 2025-02-09 12:00 @ 201.34 | 2025-02-13 12:00 @ 191.74 | 4d | −$110.13 | -4.75% | signal |
| 87 | short | 2025-02-08 12:00 @ 194.27 | 2025-02-09 00:00 @ 199.26 | 12h | −$62.17 | -2.66% | signal |
| 86 | long | 2025-02-07 12:00 @ 198.40 | 2025-02-08 00:00 @ 191.80 | 12h | −$80.64 | -3.42% | signal |
| 85 | long | 2025-02-03 00:00 @ 203.46 | 2025-02-07 00:00 @ 189.41 | 4d | −$165.47 | -6.91% | signal |
| 84 | long | 2025-01-19 00:00 @ 261.96 | 2025-02-02 12:00 @ 208.58 | 14d 12h | −$516.83 | -20.47% | signal |
| 83 | short | 2024-12-23 12:00 @ 183.46 | 2025-01-18 12:00 @ 238.90 | 26d | −$822.78 | -30.13% | signal |
| 82 | long | 2024-12-22 12:00 @ 186.59 | 2024-12-23 00:00 @ 180.39 | 12h | −$93.84 | -3.41% | signal |
| 81 | long | 2024-10-13 12:00 @ 146.42 | 2024-12-22 00:00 @ 181.32 | 69d 12h | $514.41 | +19.59% | signal |
| 80 | short | 2024-10-08 12:00 @ 144.37 | 2024-10-13 00:00 @ 146.35 | 4d 12h | −$38.49 | -1.46% | signal |
| 79 | long | 2024-10-07 12:00 @ 147.36 | 2024-10-08 00:00 @ 143.88 | 12h | −$65.29 | -2.46% | signal |
| 78 | short | 2024-10-06 12:00 @ 143.94 | 2024-10-07 00:00 @ 146.43 | 12h | −$48.71 | -1.83% | signal |
| 77 | long | 2024-10-05 12:00 @ 143.38 | 2024-10-06 00:00 @ 142.51 | 12h | −$18.90 | -0.71% | signal |
| 76 | short | 2024-10-03 12:00 @ 136.76 | 2024-10-05 00:00 @ 143.19 | 1d 12h | −$129.81 | -4.81% | signal |
| 75 | long | 2024-09-26 12:00 @ 152.90 | 2024-10-03 00:00 @ 140.05 | 6d 12h | −$239.30 | -8.67% | signal |
| 74 | short | 2024-09-23 00:00 @ 144.56 | 2024-09-26 00:00 @ 147.92 | 3d | −$66.42 | -2.39% | signal |
| 73 | long | 2024-09-22 00:00 @ 149.40 | 2024-09-22 12:00 @ 144.75 | 12h | −$90.51 | -3.23% | signal |
| 72 | long | 2024-09-20 00:00 @ 142.85 | 2024-09-21 12:00 @ 147.11 | 1d 12h | $78.73 | +2.83% | signal |
| 71 | short | 2024-08-29 12:00 @ 145.49 | 2024-09-19 12:00 @ 139.39 | 21d | $113.94 | +4.14% | signal |
| 70 | long | 2024-08-21 12:00 @ 141.27 | 2024-08-29 00:00 @ 143.86 | 7d 12h | $45.13 | +1.65% | signal |
| 69 | long | 2024-08-18 12:00 @ 144.55 | 2024-08-21 00:00 @ 142.18 | 2d 12h | −$47.66 | -1.73% | signal |
| 68 | short | 2024-08-15 12:00 @ 143.02 | 2024-08-18 00:00 @ 141.86 | 2d 12h | $19.37 | +0.70% | signal |
| 67 | long | 2024-08-12 12:00 @ 150.17 | 2024-08-15 00:00 @ 143.61 | 2d 12h | −$124.53 | -4.48% | signal |
| 66 | long | 2024-08-07 00:00 @ 144.36 | 2024-08-12 00:00 @ 141.46 | 5d | −$59.05 | -2.11% | signal |
| 65 | short | 2024-08-06 00:00 @ 129.75 | 2024-08-06 12:00 @ 139.37 | 12h | −$214.09 | -7.52% | signal |
| 64 | long | 2024-07-22 12:00 @ 180.52 | 2024-08-05 12:00 @ 115.88 | 14d | −$1,132.88 | -36.19% | signal |
| 63 | short | 2024-06-28 12:00 @ 145.39 | 2024-07-22 00:00 @ 184.51 | 23d 12h | −$891.72 | -26.59% | signal |
| 62 | short | 2024-06-18 12:00 @ 137.08 | 2024-06-28 00:00 @ 149.68 | 9d 12h | −$313.66 | -9.14% | signal |
| 61 | long | 2024-05-28 12:00 @ 169.98 | 2024-06-18 00:00 @ 143.17 | 20d 12h | −$592.71 | -16.56% | signal |
| 60 | short | 2024-05-22 12:00 @ 178.03 | 2024-05-28 00:00 @ 170.28 | 5d 12h | $156.01 | +4.41% | signal |
| 59 | long | 2024-05-21 00:00 @ 186.74 | 2024-05-22 00:00 @ 178.11 | 1d | −$170.02 | -4.74% | signal |
| 58 | short | 2024-04-26 00:00 @ 144.76 | 2024-05-20 12:00 @ 177.70 | 24d 12h | −$851.67 | -22.43% | signal |
| 57 | long | 2024-02-26 00:00 @ 103.59 | 2024-04-25 12:00 @ 144.72 | 59d 12h | $1,101.59 | +31.29% | signal |
| 56 | long | 2024-02-17 00:00 @ 110.42 | 2024-02-25 12:00 @ 102.86 | 8d 12h | −$273.30 | -7.61% | signal |
| 55 | long | 2024-02-13 00:00 @ 111.76 | 2024-02-16 12:00 @ 112.15 | 3d 12h | $2.44 | +0.07% | signal |
| 54 | long | 2024-02-11 12:00 @ 109.72 | 2024-02-12 12:00 @ 104.20 | 1d | −$187.45 | -5.16% | signal |
| 53 | short | 2024-02-06 12:00 @ 94.22 | 2024-02-11 00:00 @ 109.00 | 4d 12h | −$592.60 | -15.66% | signal |
| 52 | long | 2023-10-02 12:00 @ 23.83 | 2024-02-06 00:00 @ 95.58 | 126d 12h | $6,296.97 | +285.02% | signal |
| 51 | short | 2023-08-25 12:00 @ 20.66 | 2023-10-02 00:00 @ 23.88 | 37d 12h | −$379.45 | -16.47% | signal |
| 50 | long | 2023-08-24 12:00 @ 21.77 | 2023-08-25 00:00 @ 21.03 | 12h | −$81.01 | -3.48% | signal |
| 49 | short | 2023-08-22 12:00 @ 20.92 | 2023-08-24 00:00 @ 21.72 | 1d 12h | −$92.57 | -3.94% | signal |
| 48 | long | 2023-07-07 00:00 @ 19.60 | 2023-08-22 00:00 @ 21.18 | 46d | $163.22 | +7.08% | signal |
| 47 | short | 2023-05-19 12:00 @ 20.44 | 2023-07-06 12:00 @ 19.89 | 48d | $72.54 | +3.17% | signal |
| 46 | long | 2023-05-18 12:00 @ 20.83 | 2023-05-19 00:00 @ 20.32 | 12h | −$57.88 | -2.51% | signal |
| 45 | short | 2023-05-16 12:00 @ 20.86 | 2023-05-18 00:00 @ 21.05 | 1d 12h | −$22.30 | -0.97% | signal |
| 44 | long | 2023-05-15 00:00 @ 20.92 | 2023-05-16 00:00 @ 20.97 | 1d | $2.57 | +0.11% | signal |
| 43 | short | 2023-05-14 00:00 @ 20.83 | 2023-05-14 12:00 @ 20.96 | 12h | −$17.02 | -0.74% | signal |
| 42 | long | 2023-05-12 12:00 @ 20.27 | 2023-05-13 12:00 @ 21.06 | 1d | $86.79 | +3.79% | signal |
| 41 | short | 2023-05-11 00:00 @ 20.90 | 2023-05-12 00:00 @ 20.17 | 1d | $78.10 | +3.44% | signal |
| 40 | long | 2023-05-10 00:00 @ 20.65 | 2023-05-10 12:00 @ 20.73 | 12h | $5.97 | +0.26% | signal |
| 39 | short | 2023-05-08 12:00 @ 21.25 | 2023-05-09 12:00 @ 20.80 | 1d | $44.74 | +1.98% | signal |
| 38 | long | 2023-05-06 12:00 @ 22.66 | 2023-05-08 00:00 @ 21.65 | 1d 12h | −$103.56 | -4.53% | signal |
| 37 | short | 2023-05-05 00:00 @ 21.72 | 2023-05-06 00:00 @ 22.82 | 1d | −$118.56 | -5.12% | signal |
| 36 | long | 2023-05-04 00:00 @ 22.23 | 2023-05-04 12:00 @ 22.23 | 12h | −$2.32 | -0.10% | signal |
| 35 | long | 2023-05-03 00:00 @ 22.25 | 2023-05-03 12:00 @ 21.39 | 12h | −$92.75 | -3.97% | signal |
| 34 | long | 2023-04-12 12:00 @ 23.49 | 2023-05-02 12:00 @ 21.97 | 20d | −$166.63 | -7.00% | signal |
| 33 | short | 2023-03-31 00:00 @ 20.54 | 2023-04-12 00:00 @ 23.00 | 12d | −$292.53 | -11.93% | signal |
| 32 | short | 2023-03-30 00:00 @ 21.08 | 2023-03-30 12:00 @ 20.67 | 12h | $45.65 | +1.87% | signal |
| 31 | short | 2023-03-27 12:00 @ 20.60 | 2023-03-29 12:00 @ 21.21 | 2d | −$75.41 | -3.07% | signal |
| 30 | short | 2023-03-06 12:00 @ 20.68 | 2023-03-27 00:00 @ 20.93 | 20d 12h | −$32.00 | -1.30% | signal |
| 29 | long | 2023-03-05 12:00 @ 21.19 | 2023-03-06 00:00 @ 20.96 | 12h | −$30.56 | -1.23% | signal |
| 28 | short | 2023-03-01 00:00 @ 21.87 | 2023-03-05 00:00 @ 20.98 | 4d | $99.37 | +4.05% | signal |
| 27 | long | 2023-01-10 00:00 @ 16.26 | 2023-02-28 12:00 @ 22.18 | 49d 12h | $789.01 | +35.01% | signal |
| 26 | short | 2023-01-08 00:00 @ 13.08 | 2023-01-09 12:00 @ 16.36 | 1d 12h | −$608.81 | -25.31% | signal |
| 25 | long | 2023-01-04 12:00 @ 13.63 | 2023-01-07 12:00 @ 13.14 | 3d | −$70.48 | -2.91% | signal |
| 24 | short | 2022-11-08 00:00 @ 29.57 | 2023-01-04 00:00 @ 13.33 | 57d | $779.22 | +34.97% | signal |
| 23 | long | 2022-11-05 00:00 @ 33.74 | 2022-11-07 12:00 @ 31.60 | 2d 12h | −$147.25 | -6.50% | signal |
| 22 | short | 2022-11-04 00:00 @ 30.81 | 2022-11-04 12:00 @ 32.31 | 12h | −$113.41 | -4.94% | signal |
| 21 | short | 2022-11-02 12:00 @ 31.28 | 2022-11-03 12:00 @ 31.26 | 1d | −$0.71 | -0.03% | signal |
| 20 | long | 2022-11-01 00:00 @ 32.54 | 2022-11-02 00:00 @ 32.17 | 1d | −$27.54 | -1.20% | signal |
| 19 | short | 2022-10-13 12:00 @ 28.78 | 2022-10-31 12:00 @ 34.03 | 18d | −$436.70 | -18.12% | signal |
| 18 | short | 2022-10-11 12:00 @ 31.52 | 2022-10-13 00:00 @ 31.16 | 1d 12h | $25.82 | +1.07% | signal |
| 17 | short | 2022-08-27 12:00 @ 31.96 | 2022-10-11 00:00 @ 31.94 | 44d 12h | $4.01 | +0.17% | signal |
| 16 | long | 2022-08-26 00:00 @ 35.24 | 2022-08-27 00:00 @ 31.67 | 1d | −$250.41 | -10.16% | signal |
| 15 | short | 2022-08-21 12:00 @ 36.14 | 2022-08-25 12:00 @ 36.30 | 4d | −$14.95 | -0.61% | signal |
| 14 | long | 2022-08-11 12:00 @ 44.07 | 2022-08-21 00:00 @ 35.24 | 9d 12h | −$524.74 | -20.18% | signal |
| 13 | short | 2022-08-10 00:00 @ 40.29 | 2022-08-11 00:00 @ 42.46 | 1d | −$143.74 | -5.45% | signal |
| 12 | long | 2022-07-27 00:00 @ 36.23 | 2022-08-09 12:00 @ 40.84 | 13d 12h | $315.57 | +12.34% | signal |
| 11 | short | 2022-07-26 00:00 @ 36.62 | 2022-07-26 12:00 @ 35.80 | 12h | $54.98 | +2.16% | signal |
| 10 | long | 2022-07-25 00:00 @ 40.92 | 2022-07-25 12:00 @ 38.85 | 12h | −$132.77 | -5.15% | signal |
| 9 | long | 2022-07-22 00:00 @ 43.12 | 2022-07-24 12:00 @ 40.86 | 2d 12h | −$140.86 | -5.39% | signal |
| 8 | long | 2022-07-19 00:00 @ 43.54 | 2022-07-21 12:00 @ 41.71 | 2d 12h | −$115.53 | -4.38% | signal |
| 7 | short | 2022-05-06 12:00 @ 81.16 | 2022-07-18 12:00 @ 41.63 | 73d | $1,128.84 | +47.87% | signal |
| 6 | long | 2022-05-04 12:00 @ 88.42 | 2022-05-06 00:00 @ 84.45 | 1d 12h | −$109.60 | -4.59% | signal |
| 5 | long | 2022-05-03 12:00 @ 88.47 | 2022-05-04 00:00 @ 85.80 | 12h | −$74.78 | -3.11% | signal |
| 4 | long | 2022-04-19 00:00 @ 102.36 | 2022-05-03 00:00 @ 87.42 | 14d | −$368.48 | -14.76% | signal |
| 3 | long | 2022-03-31 12:00 @ 127.27 | 2022-04-18 12:00 @ 96.73 | 16d | −$645.61 | -24.29% | signal |
| 2 | short | 2022-03-30 00:00 @ 111.54 | 2022-03-31 00:00 @ 120.88 | 1d | −$229.53 | -8.45% | signal |
| 1 | short | 2022-01-01 12:00 @ 171.54 | 2022-03-29 12:00 @ 113.38 | 84d | $861.37 | +34.45% | 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.