[Famous-Q] Time-series momentum (90-bar)
public
@djgambhirBNBUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,409 bars in 2.3ms
Underperformed the market. Holding BNBUSDT returned +33.87% over the same period, against this strategy’s +24.92%.
Net P&L
+24.92%
$2,491.54
Max drawdown
-23.19%
Max run-up
+65.66%
Trades
158
34.8% win rate
Profit factor
1.32
2022-01-01drawdown · worst -23.19%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +20.81% | -23.19% | 99 | 33% |
| Validation | 2024-10-19 → 2025-09-25 | +3.70% | -10.35% | 25 | 40% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -0.30% | -14.35% | 34 | 35% |
Risk-adjusted
- Sharpe
- 0.41
- Sortino
- 0.60
- Calmar
- 0.21
- Return ÷ max drawdown
- 1.07
- CAGR
- +4.88%
- Exposure
- 95.3%
Per trade
- Expectancy
- $15.77 · +0.68%
- Average win / loss
- $188.71 / −$76.58
- Payoff ratio
- 2.46
- Largest win / loss
- $2,040.32 / −$417.25
- Longest losing streak(winning: 3)
- 8 trades
Drawdown over time
- Max drawdown
- -23.19%
- Longest time under water
- 571 days
- Worst drawdown recovered in
- 571 days
- Under water at the end
- 329 days
Costs and mechanics
- Fees paid
- −$429.27
- Funding
- −$63.99
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 92
- Benchmark(buy and hold)
- +33.87%
Monte Carlo
1,000 alternative histories, each 158 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 | -20.71% | +24.09% | +102.51% |
| Max drawdown | -31.65% | -17.18% | -9.68% |
23% of histories lost money, and 23% had a deeper drawdown than this run’s -23.19%. 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
BNBUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
158 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 12:00 @ 513.60 | 2022-03-08 12:00 @ 385.73 | 66d | $546.79 | +21.87% | signal |
| 2 | long | 2022-03-09 00:00 @ 381.10 | 2022-03-12 00:00 @ 371.72 | 3d | −$65.69 | -2.49% | signal |
| 3 | short | 2022-03-12 12:00 @ 375.93 | 2022-03-17 00:00 @ 385.32 | 4d 12h | −$69.65 | -2.66% | signal |
| 4 | long | 2022-03-17 12:00 @ 384.87 | 2022-03-22 00:00 @ 395.74 | 4d 12h | $71.03 | +2.73% | signal |
| 5 | short | 2022-03-22 12:00 @ 407.32 | 2022-03-26 00:00 @ 410.24 | 3d 12h | −$21.44 | -0.82% | signal |
| 6 | short | 2022-03-26 12:00 @ 413.99 | 2022-03-28 00:00 @ 430.57 | 1d 12h | −$107.40 | -4.11% | signal |
| 7 | long | 2022-03-28 12:00 @ 435.68 | 2022-05-01 00:00 @ 376.44 | 33d 12h | −$350.07 | -13.52% | signal |
| 8 | short | 2022-05-01 12:00 @ 383.34 | 2022-05-05 00:00 @ 402.38 | 3d 12h | −$130.21 | -5.21% | signal |
| 9 | long | 2022-05-05 12:00 @ 404.66 | 2022-05-06 00:00 @ 377.98 | 12h | −$165.11 | -6.69% | signal |
| 10 | short | 2022-05-06 12:00 @ 374.78 | 2022-07-28 00:00 @ 271.59 | 82d 12h | $599.05 | +24.68% | signal |
| 11 | long | 2022-07-28 12:00 @ 269.45 | 2022-09-07 12:00 @ 263.35 | 41d | −$43.29 | -1.68% | signal |
| 12 | long | 2022-09-08 00:00 @ 279.02 | 2022-09-13 00:00 @ 293.74 | 5d | $132.79 | +5.18% | signal |
| 13 | long | 2022-09-13 12:00 @ 295.42 | 2022-09-14 00:00 @ 277.16 | 12h | −$162.98 | -6.27% | signal |
| 14 | short | 2022-09-14 12:00 @ 279.42 | 2022-10-03 12:00 @ 286.36 | 19d | −$74.86 | -2.93% | signal |
| 15 | long | 2022-10-04 00:00 @ 286.90 | 2022-10-05 12:00 @ 291.85 | 1d 12h | $41.41 | +1.63% | signal |
| 16 | short | 2022-10-06 00:00 @ 293.92 | 2022-10-22 00:00 @ 269.94 | 16d | $203.37 | +7.98% | signal |
| 17 | long | 2022-10-22 12:00 @ 269.71 | 2022-10-23 00:00 @ 270.23 | 12h | $2.81 | +0.11% | signal |
| 18 | short | 2022-10-23 12:00 @ 269.41 | 2022-10-29 00:00 @ 297.91 | 5d 12h | −$278.57 | -10.71% | signal |
| 19 | long | 2022-10-29 12:00 @ 301.74 | 2022-11-10 00:00 @ 266.48 | 11d 12h | −$288.14 | -11.38% | signal |
| 20 | long | 2022-11-10 12:00 @ 275.20 | 2022-11-13 12:00 @ 280.53 | 3d | $50.88 | +2.07% | signal |
| 21 | short | 2022-11-14 00:00 @ 276.34 | 2022-11-14 12:00 @ 284.41 | 12h | −$74.79 | -3.02% | signal |
| 22 | short | 2022-11-15 00:00 @ 278.79 | 2022-11-23 12:00 @ 296.51 | 8d 12h | −$159.07 | -6.48% | signal |
| 23 | long | 2022-11-24 00:00 @ 298.52 | 2022-12-10 12:00 @ 287.55 | 16d 12h | −$47.97 | -1.99% | signal |
| 24 | short | 2022-12-11 00:00 @ 287.96 | 2022-12-11 12:00 @ 290.36 | 12h | −$22.40 | -0.93% | signal |
| 25 | short | 2022-12-12 00:00 @ 284.33 | 2023-01-06 00:00 @ 256.48 | 25d | $209.72 | +8.75% | signal |
| 26 | long | 2023-01-06 12:00 @ 256.28 | 2023-01-07 00:00 @ 259.64 | 12h | $30.15 | +1.23% | signal |
| 27 | short | 2023-01-07 12:00 @ 260.49 | 2023-01-14 12:00 @ 304.03 | 7d | −$417.25 | -16.98% | signal |
| 28 | long | 2023-01-15 00:00 @ 305.32 | 2023-01-19 00:00 @ 286.38 | 4d | −$148.40 | -6.31% | signal |
| 29 | short | 2023-01-19 12:00 @ 289.20 | 2023-01-20 00:00 @ 294.45 | 12h | −$44.34 | -1.92% | signal |
| 30 | short | 2023-01-20 12:00 @ 286.94 | 2023-01-21 00:00 @ 305.30 | 12h | −$149.79 | -6.50% | signal |
| 31 | long | 2023-01-21 12:00 @ 303.54 | 2023-02-28 12:00 @ 302.09 | 38d | −$10.00 | -0.44% | signal |
| 32 | short | 2023-03-01 00:00 @ 301.12 | 2023-03-01 12:00 @ 303.37 | 12h | −$19.77 | -0.87% | signal |
| 33 | long | 2023-03-02 00:00 @ 302.54 | 2023-03-03 12:00 @ 289.40 | 1d 12h | −$98.92 | -4.38% | signal |
| 34 | short | 2023-03-04 00:00 @ 290.27 | 2023-03-05 00:00 @ 289.51 | 1d | $2.94 | +0.13% | signal |
| 35 | long | 2023-03-05 12:00 @ 291.03 | 2023-03-06 00:00 @ 288.53 | 12h | −$21.40 | -0.96% | signal |
| 36 | short | 2023-03-06 12:00 @ 283.85 | 2023-03-15 00:00 @ 308.71 | 8d 12h | −$202.83 | -9.10% | signal |
| 37 | short | 2023-03-15 12:00 @ 308.06 | 2023-03-16 12:00 @ 315.95 | 1d | −$57.85 | -2.65% | signal |
| 38 | long | 2023-03-17 00:00 @ 329.12 | 2023-03-21 00:00 @ 332.01 | 4d | $50.21 | +2.32% | signal |
| 39 | long | 2023-03-21 12:00 @ 334.17 | 2023-03-22 12:00 @ 324.19 | 1d | −$56.79 | -2.61% | signal |
| 40 | short | 2023-03-23 00:00 @ 321.00 | 2023-03-24 00:00 @ 329.11 | 1d | −$57.29 | -2.65% | signal |
| 41 | short | 2023-03-24 12:00 @ 320.44 | 2023-03-26 12:00 @ 327.21 | 2d | −$48.33 | -2.25% | signal |
| 42 | long | 2023-03-27 00:00 @ 328.35 | 2023-04-02 00:00 @ 314.67 | 6d | −$83.30 | -3.90% | signal |
| 43 | short | 2023-04-02 12:00 @ 314.59 | 2023-04-03 00:00 @ 313.63 | 12h | $4.01 | +0.19% | signal |
| 44 | long | 2023-04-03 12:00 @ 311.92 | 2023-04-04 00:00 @ 308.41 | 12h | −$25.53 | -1.21% | signal |
| 45 | short | 2023-04-04 12:00 @ 310.93 | 2023-04-05 12:00 @ 315.78 | 1d | −$35.08 | -1.66% | signal |
| 46 | long | 2023-04-06 00:00 @ 313.91 | 2023-04-06 12:00 @ 311.90 | 12h | −$15.59 | -0.74% | signal |
| 47 | short | 2023-04-07 00:00 @ 311.98 | 2023-04-08 12:00 @ 311.66 | 1d 12h | −$1.16 | -0.06% | signal |
| 48 | short | 2023-04-09 00:00 @ 310.31 | 2023-04-09 12:00 @ 310.44 | 12h | −$3.00 | -0.14% | signal |
| 49 | long | 2023-04-10 00:00 @ 312.68 | 2023-05-02 00:00 @ 328.12 | 22d | $135.92 | +6.48% | signal |
| 50 | short | 2023-05-02 12:00 @ 324.08 | 2023-05-06 12:00 @ 325.00 | 4d | −$14.35 | -0.67% | signal |
| 51 | long | 2023-05-07 00:00 @ 321.82 | 2023-05-07 12:00 @ 323.14 | 12h | $6.80 | +0.32% | signal |
| 52 | short | 2023-05-08 00:00 @ 320.91 | 2023-05-18 00:00 @ 314.35 | 10d | $33.93 | +1.59% | signal |
| 53 | long | 2023-05-18 12:00 @ 314.26 | 2023-05-19 12:00 @ 309.00 | 1d | −$37.92 | -1.77% | signal |
| 54 | short | 2023-05-20 00:00 @ 308.67 | 2023-05-23 12:00 @ 314.00 | 3d 12h | −$38.93 | -1.83% | signal |
| 55 | long | 2023-05-24 00:00 @ 313.56 | 2023-05-24 12:00 @ 308.73 | 12h | −$34.76 | -1.64% | signal |
| 56 | short | 2023-05-25 00:00 @ 305.84 | 2023-07-26 12:00 @ 237.09 | 62d 12h | $446.26 | +21.16% | signal |
| 57 | long | 2023-07-27 00:00 @ 239.10 | 2023-07-28 12:00 @ 241.04 | 1d 12h | $15.62 | +0.70% | signal |
| 58 | short | 2023-07-29 00:00 @ 241.88 | 2023-07-30 00:00 @ 242.70 | 1d | −$9.52 | -0.43% | signal |
| 59 | long | 2023-07-30 12:00 @ 242.45 | 2023-08-01 12:00 @ 244.70 | 2d | $17.54 | +0.79% | signal |
| 60 | long | 2023-08-02 00:00 @ 247.92 | 2023-08-02 12:00 @ 245.83 | 12h | −$20.98 | -0.94% | signal |
| 61 | short | 2023-08-03 00:00 @ 240.59 | 2023-08-04 12:00 @ 241.88 | 1d 12h | −$14.11 | -0.63% | signal |
| 62 | short | 2023-08-05 00:00 @ 241.67 | 2023-08-07 00:00 @ 243.31 | 2d | −$17.23 | -0.78% | signal |
| 63 | short | 2023-08-07 12:00 @ 242.51 | 2023-08-09 00:00 @ 245.29 | 1d 12h | −$27.58 | -1.25% | signal |
| 64 | long | 2023-08-09 12:00 @ 244.21 | 2023-08-14 12:00 @ 240.36 | 5d | −$32.97 | -1.49% | signal |
| 65 | short | 2023-08-15 00:00 @ 240.29 | 2023-10-02 00:00 @ 218.33 | 48d | $185.98 | +8.46% | signal |
| 66 | short | 2023-10-02 12:00 @ 218.95 | 2023-10-05 12:00 @ 212.47 | 3d | $64.35 | +2.87% | signal |
| 67 | long | 2023-10-06 00:00 @ 210.83 | 2023-10-07 12:00 @ 212.63 | 1d 12h | $16.75 | +0.74% | signal |
| 68 | short | 2023-10-08 00:00 @ 212.30 | 2023-10-17 00:00 @ 214.79 | 9d | −$28.51 | -1.26% | signal |
| 69 | short | 2023-10-17 12:00 @ 212.57 | 2023-10-22 12:00 @ 214.16 | 5d | −$17.82 | -0.79% | signal |
| 70 | long | 2023-10-23 00:00 @ 217.99 | 2024-02-11 00:00 @ 322.52 | 111d | $1,172.14 | +52.01% | signal |
| 71 | short | 2024-02-11 12:00 @ 321.93 | 2024-02-13 00:00 @ 327.73 | 1d 12h | −$53.90 | -2.12% | signal |
| 72 | long | 2024-02-13 12:00 @ 326.35 | 2024-04-27 12:00 @ 587.43 | 74d | $2,040.32 | +80.54% | signal |
| 73 | short | 2024-04-28 00:00 @ 595.62 | 2024-04-29 12:00 @ 583.91 | 1d 12h | $44.96 | +1.48% | signal |
| 74 | short | 2024-04-30 00:00 @ 592.49 | 2024-05-01 00:00 @ 577.84 | 1d | $68.75 | +2.25% | signal |
| 75 | short | 2024-05-01 12:00 @ 551.13 | 2024-05-03 00:00 @ 560.32 | 1d 12h | −$56.50 | -1.84% | signal |
| 76 | long | 2024-05-03 12:00 @ 562.58 | 2024-05-13 12:00 @ 594.44 | 10d | $181.50 | +5.94% | signal |
| 77 | short | 2024-05-14 00:00 @ 591.18 | 2024-05-17 12:00 @ 578.00 | 3d 12h | $47.91 | +1.54% | signal |
| 78 | long | 2024-05-18 00:00 @ 580.65 | 2024-05-19 12:00 @ 580.44 | 1d 12h | −$4.20 | -0.13% | signal |
| 79 | short | 2024-05-20 00:00 @ 574.21 | 2024-05-21 00:00 @ 599.84 | 1d | −$142.69 | -4.58% | signal |
| 80 | long | 2024-05-21 12:00 @ 618.32 | 2024-05-26 00:00 @ 602.35 | 4d 12h | −$85.12 | -2.77% | signal |
| 81 | long | 2024-05-26 12:00 @ 602.09 | 2024-05-27 00:00 @ 600.53 | 12h | −$10.98 | -0.36% | signal |
| 82 | short | 2024-05-27 12:00 @ 602.54 | 2024-05-28 00:00 @ 604.25 | 12h | −$11.13 | -0.36% | signal |
| 83 | long | 2024-05-28 12:00 @ 602.35 | 2024-06-18 12:00 @ 583.38 | 21d | −$111.01 | -3.64% | signal |
| 84 | long | 2024-06-19 00:00 @ 588.63 | 2024-06-21 00:00 @ 587.19 | 2d | −$10.39 | -0.34% | signal |
| 85 | short | 2024-06-21 12:00 @ 585.84 | 2024-06-22 00:00 @ 586.24 | 12h | −$5.06 | -0.17% | signal |
| 86 | long | 2024-06-22 12:00 @ 587.34 | 2024-06-23 12:00 @ 589.19 | 1d | $6.51 | +0.22% | signal |
| 87 | short | 2024-06-24 00:00 @ 577.29 | 2024-06-29 00:00 @ 567.81 | 5d | $46.63 | +1.54% | signal |
| 88 | long | 2024-06-29 12:00 @ 573.88 | 2024-06-30 00:00 @ 570.28 | 12h | −$22.10 | -0.73% | signal |
| 89 | short | 2024-06-30 12:00 @ 575.30 | 2024-07-01 00:00 @ 582.76 | 12h | −$42.26 | -1.40% | signal |
| 90 | short | 2024-07-01 12:00 @ 577.61 | 2024-07-02 12:00 @ 579.92 | 1d | −$14.95 | -0.50% | signal |
| 91 | long | 2024-07-03 00:00 @ 580.43 | 2024-07-03 12:00 @ 561.23 | 12h | −$103.04 | -3.42% | signal |
| 92 | short | 2024-07-04 00:00 @ 556.81 | 2024-08-18 12:00 @ 538.73 | 45d 12h | $94.01 | +3.15% | signal |
| 93 | long | 2024-08-19 00:00 @ 531.38 | 2024-08-29 00:00 @ 536.94 | 10d | $33.94 | +1.13% | signal |
| 94 | short | 2024-08-29 12:00 @ 543.70 | 2024-09-17 12:00 @ 542.61 | 19d | $1.87 | +0.06% | signal |
| 95 | long | 2024-09-18 00:00 @ 546.13 | 2024-10-04 00:00 @ 544.53 | 16d | −$9.52 | -0.32% | signal |
| 96 | short | 2024-10-04 12:00 @ 552.85 | 2024-10-05 12:00 @ 561.42 | 1d | −$49.84 | -1.65% | signal |
| 97 | short | 2024-10-06 00:00 @ 563.03 | 2024-10-09 12:00 @ 582.62 | 3d 12h | −$110.51 | -3.68% | signal |
| 98 | short | 2024-10-10 00:00 @ 570.24 | 2024-10-10 12:00 @ 570.19 | 12h | −$3.27 | -0.11% | signal |
| 99 | long | 2024-10-11 00:00 @ 563.73 | 2024-11-03 12:00 @ 557.29 | 23d 12h | −$39.27 | -1.32% | signal |
| 100 | short | 2024-11-04 00:00 @ 557.68 | 2024-11-06 12:00 @ 582.32 | 2d 12h | −$134.03 | -4.52% | signal |
| 101 | long | 2024-11-07 00:00 @ 592.73 | 2024-11-08 00:00 @ 598.62 | 1d | $25.01 | +0.85% | signal |
| 102 | short | 2024-11-08 12:00 @ 596.17 | 2024-11-09 12:00 @ 626.27 | 1d | −$150.01 | -5.10% | signal |
| 103 | long | 2024-11-10 00:00 @ 625.20 | 2025-01-18 00:00 @ 721.95 | 69d | $400.21 | +13.79% | signal |
| 104 | short | 2025-01-18 12:00 @ 701.79 | 2025-01-24 00:00 @ 690.27 | 5d 12h | $48.75 | +1.62% | signal |
| 105 | short | 2025-01-24 12:00 @ 689.30 | 2025-01-25 00:00 @ 680.60 | 12h | $35.08 | +1.16% | signal |
| 106 | short | 2025-01-25 12:00 @ 685.37 | 2025-02-13 00:00 @ 696.91 | 18d 12h | −$55.72 | -1.84% | signal |
| 107 | long | 2025-02-13 12:00 @ 710.23 | 2025-02-14 00:00 @ 664.22 | 12h | −$196.33 | -6.52% | signal |
| 108 | short | 2025-02-14 12:00 @ 663.62 | 2025-03-20 00:00 @ 618.14 | 33d 12h | $181.50 | +6.13% | signal |
| 109 | long | 2025-03-20 12:00 @ 625.21 | 2025-03-28 12:00 @ 633.45 | 8d | $51.91 | +1.73% | signal |
| 110 | short | 2025-03-29 00:00 @ 619.11 | 2025-04-14 12:00 @ 592.37 | 16d 12h | $115.30 | +3.82% | signal |
| 111 | short | 2025-04-15 00:00 @ 583.97 | 2025-04-18 00:00 @ 590.48 | 3d | −$37.98 | -1.25% | signal |
| 112 | long | 2025-04-18 12:00 @ 591.62 | 2025-04-19 12:00 @ 590.27 | 1d | −$8.72 | -0.29% | signal |
| 113 | short | 2025-04-20 00:00 @ 591.45 | 2025-04-21 12:00 @ 600.88 | 1d 12h | −$52.13 | -1.72% | signal |
| 114 | long | 2025-04-22 00:00 @ 597.00 | 2025-04-30 00:00 @ 600.55 | 8d | $16.76 | +0.55% | signal |
| 115 | long | 2025-04-30 12:00 @ 602.54 | 2025-05-01 00:00 @ 599.09 | 12h | −$20.31 | -0.67% | signal |
| 116 | short | 2025-05-01 12:00 @ 603.69 | 2025-05-09 12:00 @ 636.89 | 8d | −$174.13 | -5.76% | signal |
| 117 | long | 2025-05-10 00:00 @ 666.85 | 2025-06-23 00:00 @ 615.60 | 44d | −$227.20 | -7.63% | signal |
| 118 | short | 2025-06-23 12:00 @ 617.09 | 2025-06-30 00:00 @ 655.09 | 6d 12h | −$183.83 | -6.29% | signal |
| 119 | short | 2025-06-30 12:00 @ 654.08 | 2025-07-01 00:00 @ 657.12 | 12h | −$16.26 | -0.57% | signal |
| 120 | long | 2025-07-01 12:00 @ 652.37 | 2025-07-06 00:00 @ 655.87 | 4d 12h | $12.52 | +0.44% | signal |
| 121 | short | 2025-07-06 12:00 @ 656.13 | 2025-07-08 00:00 @ 661.18 | 1d 12h | −$25.03 | -0.87% | signal |
| 122 | short | 2025-07-08 12:00 @ 661.08 | 2025-07-11 00:00 @ 686.44 | 2d 12h | −$112.96 | -3.94% | signal |
| 123 | long | 2025-07-11 12:00 @ 688.72 | 2025-07-13 00:00 @ 685.96 | 1d 12h | −$14.26 | -0.50% | signal |
| 124 | long | 2025-07-13 12:00 @ 691.61 | 2025-11-04 12:00 @ 958.05 | 114d | $1,079.54 | +38.06% | signal |
| 125 | short | 2025-11-05 00:00 @ 936.98 | 2025-11-09 12:00 @ 990.36 | 4d 12h | −$180.16 | -5.80% | signal |
| 126 | long | 2025-11-10 00:00 @ 996.31 | 2025-11-12 00:00 @ 957.69 | 2d | −$120.55 | -3.94% | signal |
| 127 | short | 2025-11-12 12:00 @ 970.94 | 2026-01-05 00:00 @ 896.16 | 53d 12h | $238.35 | +7.86% | signal |
| 128 | long | 2026-01-05 12:00 @ 909.78 | 2026-01-21 00:00 @ 884.53 | 15d 12h | −$93.78 | -3.03% | signal |
| 129 | short | 2026-01-21 12:00 @ 870.64 | 2026-01-23 12:00 @ 888.06 | 2d | −$64.48 | -2.10% | signal |
| 130 | short | 2026-01-24 00:00 @ 891.91 | 2026-01-24 12:00 @ 893.28 | 12h | −$7.59 | -0.25% | signal |
| 131 | short | 2026-01-25 00:00 @ 887.47 | 2026-01-25 12:00 @ 881.11 | 12h | $18.95 | +0.62% | signal |
| 132 | short | 2026-01-26 00:00 @ 866.47 | 2026-01-28 00:00 @ 899.03 | 2d | −$117.33 | -3.84% | signal |
| 133 | long | 2026-01-28 12:00 @ 908.35 | 2026-01-30 12:00 @ 842.66 | 2d | −$221.94 | -7.34% | signal |
| 134 | short | 2026-01-31 00:00 @ 858.94 | 2026-03-23 00:00 @ 626.21 | 51d | $801.21 | +26.98% | signal |
| 135 | long | 2026-03-23 12:00 @ 638.29 | 2026-03-24 00:00 @ 639.17 | 12h | $1.22 | +0.04% | signal |
| 136 | long | 2026-03-24 12:00 @ 638.99 | 2026-03-25 00:00 @ 638.18 | 12h | −$7.16 | -0.23% | signal |
| 137 | long | 2026-03-25 12:00 @ 648.70 | 2026-03-27 00:00 @ 628.62 | 1d 12h | −$101.16 | -3.19% | signal |
| 138 | short | 2026-03-27 12:00 @ 610.54 | 2026-03-28 12:00 @ 612.78 | 1d | −$14.79 | -0.47% | signal |
| 139 | long | 2026-03-29 00:00 @ 611.02 | 2026-03-29 12:00 @ 613.25 | 12h | $8.29 | +0.26% | signal |
| 140 | short | 2026-03-30 00:00 @ 605.76 | 2026-03-30 12:00 @ 618.15 | 12h | −$67.45 | -2.15% | signal |
| 141 | short | 2026-03-31 00:00 @ 609.30 | 2026-04-10 00:00 @ 603.51 | 10d | $27.77 | +0.89% | signal |
| 142 | long | 2026-04-10 12:00 @ 602.89 | 2026-04-12 00:00 @ 607.40 | 1d 12h | $19.98 | +0.64% | signal |
| 143 | short | 2026-04-12 12:00 @ 595.37 | 2026-04-14 00:00 @ 615.31 | 1d 12h | −$108.24 | -3.45% | signal |
| 144 | long | 2026-04-14 12:00 @ 616.96 | 2026-04-15 00:00 @ 614.05 | 12h | −$17.89 | -0.58% | signal |
| 145 | short | 2026-04-15 12:00 @ 620.04 | 2026-04-16 00:00 @ 623.20 | 12h | −$18.84 | -0.61% | signal |
| 146 | short | 2026-04-16 12:00 @ 621.11 | 2026-04-17 12:00 @ 632.92 | 1d | −$61.76 | -1.99% | signal |
| 147 | long | 2026-04-18 00:00 @ 643.65 | 2026-04-18 12:00 @ 633.50 | 12h | −$51.73 | -1.68% | signal |
| 148 | short | 2026-04-19 00:00 @ 630.10 | 2026-04-21 00:00 @ 629.70 | 2d | −$0.88 | -0.03% | signal |
| 149 | long | 2026-04-21 12:00 @ 634.66 | 2026-04-24 12:00 @ 638.34 | 3d | $14.20 | +0.46% | signal |
| 150 | short | 2026-04-25 00:00 @ 636.36 | 2026-05-06 00:00 @ 630.88 | 11d | $25.61 | +0.83% | signal |
| 151 | long | 2026-05-06 12:00 @ 652.98 | 2026-05-08 00:00 @ 637.19 | 1d 12h | −$78.46 | -2.55% | signal |
| 152 | long | 2026-05-08 12:00 @ 641.44 | 2026-06-04 12:00 @ 595.48 | 27d | −$231.21 | -7.55% | signal |
| 153 | short | 2026-06-05 00:00 @ 604.72 | 2026-06-15 00:00 @ 617.30 | 10d | −$64.67 | -2.15% | signal |
| 154 | long | 2026-06-15 12:00 @ 621.21 | 2026-06-16 12:00 @ 614.56 | 1d | −$35.03 | -1.17% | signal |
| 155 | short | 2026-06-17 00:00 @ 605.26 | 2026-07-21 12:00 @ 577.23 | 34d 12h | $147.34 | +4.95% | signal |
| 156 | short | 2026-07-22 00:00 @ 574.25 | 2026-08-03 00:00 @ 588.98 | 12d | −$74.94 | -2.48% | signal |
| 157 | long | 2026-08-03 12:00 @ 586.30 | 2026-08-06 12:00 @ 594.24 | 3d | $36.63 | +1.22% | signal |
| 158 | long | 2026-08-07 00:00 @ 592.72 | 2026-09-01 00:00 @ 687.55 | 25d | $466.14 | +15.51% | 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.