[Famous-Q] Time-series momentum (90-bar)
public
@djgambhirLINKUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,409 bars in 3.0ms
Underperformed the market. Holding LINKUSDT returned -41.54% over the same period, against this strategy’s -47.46%.
Net P&L
-47.46%
−$4,745.55
Max drawdown
-58.88%
Max run-up
+38.74%
Trades
156
21.2% win rate
Profit factor
0.56
2022-01-01drawdown · worst -58.88%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -55.96% | -58.88% | 110 | 19% |
| Validation | 2024-10-19 → 2025-09-25 | +3.81% | -26.37% | 20 | 30% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | +14.95% | -12.64% | 26 | 23% |
Risk-adjusted
- Sharpe
- -0.53
- Sortino
- -0.78
- Calmar
- -0.22
- Return ÷ max drawdown
- -0.81
- CAGR
- -12.88%
- Exposure
- 95.4%
Per trade
- Expectancy
- −$30.42 · -1.43%
- Average win / loss
- $185.98 / −$88.48
- Payoff ratio
- 2.10
- Largest win / loss
- $1,024.18 / −$943.78
- Longest losing streak(winning: 2)
- 15 trades
Drawdown over time
- Max drawdown
- -58.88%
- Longest time under water(still going at the end)
- 1704 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$226.38
- Funding
- −$166.89
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 92
- Benchmark(buy and hold)
- -41.54%
Monte Carlo
1,000 alternative histories, each 156 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 | -72.55% | -47.91% | +1.82% |
| Max drawdown | -74.30% | -56.23% | -32.67% |
94% of histories lost money, and 43% had a deeper drawdown than this run’s -58.88%. 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
LINKUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
156 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 156 | long | 2026-08-03 00:00 @ 8.38 | 2026-09-01 00:00 @ 11.46 | 29d | $432.76 | +35.90% | end of data |
| 155 | short | 2026-08-01 00:00 @ 8.17 | 2026-08-02 12:00 @ 8.28 | 1d 12h | −$17.30 | -1.43% | signal |
| 154 | long | 2026-07-19 12:00 @ 8.35 | 2026-07-31 12:00 @ 8.26 | 12d | −$17.03 | -1.40% | signal |
| 153 | short | 2026-05-30 12:00 @ 9.13 | 2026-07-19 00:00 @ 8.34 | 49d 12h | $107.62 | +9.07% | signal |
| 152 | short | 2026-05-29 12:00 @ 8.94 | 2026-05-30 00:00 @ 9.02 | 12h | −$11.80 | -0.99% | signal |
| 151 | long | 2026-05-24 00:00 @ 9.56 | 2026-05-29 00:00 @ 9.00 | 5d | −$73.30 | -6.07% | signal |
| 150 | long | 2026-05-04 00:00 @ 9.12 | 2026-05-23 12:00 @ 9.18 | 19d 12h | $1.88 | +0.16% | signal |
| 149 | short | 2026-04-30 12:00 @ 9.12 | 2026-05-03 12:00 @ 9.17 | 3d | −$8.22 | -0.68% | signal |
| 148 | long | 2026-04-21 00:00 @ 9.28 | 2026-04-30 00:00 @ 9.11 | 9d | −$26.28 | -2.16% | signal |
| 147 | short | 2026-04-19 12:00 @ 9.21 | 2026-04-20 12:00 @ 9.21 | 1d | −$1.02 | -0.08% | signal |
| 146 | long | 2026-04-14 12:00 @ 9.17 | 2026-04-19 00:00 @ 9.28 | 4d 12h | $11.45 | +0.94% | signal |
| 145 | short | 2026-04-12 12:00 @ 8.78 | 2026-04-14 00:00 @ 9.36 | 1d 12h | −$83.21 | -6.74% | signal |
| 144 | long | 2026-04-08 12:00 @ 9.18 | 2026-04-12 00:00 @ 9.06 | 3d 12h | −$17.42 | -1.41% | signal |
| 143 | short | 2026-04-07 12:00 @ 8.67 | 2026-04-08 00:00 @ 9.29 | 12h | −$90.22 | -7.15% | signal |
| 142 | long | 2026-04-06 12:00 @ 9.05 | 2026-04-07 00:00 @ 8.79 | 12h | −$37.00 | -2.91% | signal |
| 141 | short | 2026-04-05 12:00 @ 8.54 | 2026-04-06 00:00 @ 8.82 | 12h | −$43.67 | -3.41% | signal |
| 140 | short | 2026-04-02 12:00 @ 8.48 | 2026-04-05 00:00 @ 8.69 | 2d 12h | −$33.69 | -2.61% | signal |
| 139 | short | 2026-03-31 00:00 @ 8.62 | 2026-04-02 00:00 @ 8.94 | 2d | −$49.26 | -3.78% | signal |
| 138 | short | 2026-03-30 00:00 @ 8.41 | 2026-03-30 12:00 @ 8.87 | 12h | −$73.19 | -5.54% | signal |
| 137 | long | 2026-03-28 12:00 @ 8.54 | 2026-03-29 12:00 @ 8.50 | 1d | −$6.84 | -0.52% | signal |
| 136 | long | 2026-03-23 12:00 @ 8.97 | 2026-03-28 00:00 @ 8.56 | 4d 12h | −$63.09 | -4.71% | signal |
| 135 | short | 2026-01-18 00:00 @ 13.73 | 2026-03-23 00:00 @ 8.69 | 64d | $452.93 | +36.97% | signal |
| 134 | long | 2026-01-14 00:00 @ 14.06 | 2026-01-17 12:00 @ 13.70 | 3d 12h | −$34.07 | -2.76% | signal |
| 133 | short | 2026-01-11 12:00 @ 13.20 | 2026-01-13 12:00 @ 13.26 | 2d | −$6.79 | -0.55% | signal |
| 132 | long | 2026-01-05 12:00 @ 13.58 | 2026-01-11 00:00 @ 13.13 | 5d 12h | −$44.24 | -3.55% | signal |
| 131 | short | 2025-09-25 12:00 @ 20.74 | 2026-01-05 00:00 @ 13.42 | 101d 12h | $414.25 | +36.25% | signal |
| 130 | long | 2025-09-24 12:00 @ 21.77 | 2025-09-25 00:00 @ 21.59 | 12h | −$10.76 | -0.94% | signal |
| 129 | long | 2025-07-14 12:00 @ 16.24 | 2025-09-24 00:00 @ 21.50 | 71d 12h | $323.27 | +30.36% | signal |
| 128 | short | 2025-06-13 00:00 @ 13.96 | 2025-07-14 00:00 @ 15.65 | 31d | −$130.13 | -11.86% | signal |
| 127 | long | 2025-06-11 00:00 @ 15.45 | 2025-06-12 12:00 @ 14.11 | 1d 12h | −$98.58 | -8.79% | signal |
| 126 | short | 2025-06-06 12:00 @ 13.20 | 2025-06-10 12:00 @ 15.16 | 4d | −$173.67 | -14.90% | signal |
| 125 | long | 2025-05-09 12:00 @ 16.22 | 2025-06-06 00:00 @ 12.87 | 27d 12h | −$259.02 | -21.06% | signal |
| 124 | short | 2025-05-04 00:00 @ 14.24 | 2025-05-09 00:00 @ 15.89 | 5d | −$147.52 | -11.64% | signal |
| 123 | long | 2025-04-24 00:00 @ 15.01 | 2025-05-03 12:00 @ 14.29 | 9d 12h | −$65.43 | -5.10% | signal |
| 122 | short | 2025-01-27 00:00 @ 24.86 | 2025-04-23 12:00 @ 15.01 | 86d 12h | $467.02 | +40.04% | signal |
| 121 | long | 2025-01-24 12:00 @ 26.17 | 2025-01-26 12:00 @ 25.29 | 2d | −$40.86 | -3.47% | signal |
| 120 | short | 2025-01-23 00:00 @ 25.28 | 2025-01-24 00:00 @ 25.65 | 1d | −$18.10 | -1.53% | signal |
| 119 | long | 2025-01-21 12:00 @ 25.67 | 2025-01-22 12:00 @ 25.85 | 1d | $6.71 | +0.57% | signal |
| 118 | long | 2025-01-20 12:00 @ 25.74 | 2025-01-21 00:00 @ 25.07 | 12h | −$32.44 | -2.73% | signal |
| 117 | short | 2025-01-19 12:00 @ 22.40 | 2025-01-20 00:00 @ 24.34 | 12h | −$106.73 | -8.79% | signal |
| 116 | short | 2025-01-18 12:00 @ 24.42 | 2025-01-19 00:00 @ 24.10 | 12h | $14.40 | +1.19% | signal |
| 115 | short | 2025-01-17 12:00 @ 24.13 | 2025-01-18 00:00 @ 25.09 | 12h | −$50.15 | -4.10% | signal |
| 114 | long | 2025-01-14 00:00 @ 19.35 | 2025-01-17 00:00 @ 23.01 | 3d | $218.92 | +18.73% | signal |
| 113 | long | 2024-11-07 00:00 @ 12.18 | 2025-01-13 12:00 @ 18.09 | 67d 12h | $454.61 | +43.09% | signal |
| 112 | short | 2024-11-04 00:00 @ 10.75 | 2024-11-06 12:00 @ 11.84 | 2d 12h | −$110.10 | -10.17% | signal |
| 111 | long | 2024-10-29 12:00 @ 11.49 | 2024-11-03 12:00 @ 10.91 | 5d | −$57.86 | -5.27% | signal |
| 110 | long | 2024-10-15 12:00 @ 11.37 | 2024-10-29 00:00 @ 11.18 | 13d 12h | −$24.64 | -2.23% | signal |
| 109 | short | 2024-10-07 00:00 @ 11.27 | 2024-10-15 00:00 @ 11.28 | 8d | −$0.07 | -0.01% | signal |
| 108 | long | 2024-09-19 12:00 @ 11.26 | 2024-10-06 12:00 @ 11.25 | 17d | −$6.16 | -0.56% | signal |
| 107 | short | 2024-06-30 12:00 @ 13.54 | 2024-09-19 00:00 @ 10.89 | 80d 12h | $212.26 | +20.19% | signal |
| 106 | long | 2024-06-25 12:00 @ 13.91 | 2024-06-30 00:00 @ 13.53 | 4d 12h | −$31.28 | -2.95% | signal |
| 105 | short | 2024-06-22 00:00 @ 13.84 | 2024-06-25 00:00 @ 13.61 | 3d | $16.65 | +1.58% | signal |
| 104 | short | 2024-06-19 00:00 @ 13.97 | 2024-06-21 12:00 @ 14.51 | 2d 12h | −$42.19 | -3.96% | signal |
| 103 | long | 2024-05-28 12:00 @ 18.24 | 2024-06-18 12:00 @ 13.63 | 21d | −$295.84 | -25.96% | signal |
| 102 | short | 2024-05-27 12:00 @ 17.34 | 2024-05-28 00:00 @ 18.80 | 12h | −$99.65 | -8.56% | signal |
| 101 | long | 2024-05-26 12:00 @ 17.36 | 2024-05-27 00:00 @ 17.04 | 12h | −$22.37 | -1.91% | signal |
| 100 | short | 2024-04-10 00:00 @ 17.37 | 2024-05-26 00:00 @ 17.45 | 46d | $2.52 | +0.22% | signal |
| 99 | long | 2024-04-09 00:00 @ 18.12 | 2024-04-09 12:00 @ 17.84 | 12h | −$19.55 | -1.66% | signal |
| 98 | short | 2024-03-28 00:00 @ 19.31 | 2024-04-08 12:00 @ 18.62 | 11d 12h | $49.36 | +4.25% | signal |
| 97 | long | 2024-03-25 12:00 @ 18.91 | 2024-03-27 12:00 @ 19.74 | 2d | $46.58 | +4.05% | signal |
| 96 | short | 2024-03-24 12:00 @ 18.38 | 2024-03-25 00:00 @ 18.54 | 12h | −$11.34 | -0.98% | signal |
| 95 | long | 2024-03-23 12:00 @ 18.43 | 2024-03-24 00:00 @ 18.07 | 12h | −$23.98 | -2.07% | signal |
| 94 | short | 2024-03-21 12:00 @ 18.25 | 2024-03-23 00:00 @ 18.38 | 1d 12h | −$9.03 | -0.78% | signal |
| 93 | short | 2024-03-20 00:00 @ 16.81 | 2024-03-21 00:00 @ 18.43 | 1d | −$115.13 | -9.67% | signal |
| 92 | long | 2024-01-30 12:00 @ 15.23 | 2024-03-19 12:00 @ 17.33 | 49d | $93.16 | +7.98% | signal |
| 91 | short | 2024-01-28 00:00 @ 14.33 | 2024-01-30 00:00 @ 15.00 | 2d | −$55.68 | -4.71% | signal |
| 90 | short | 2024-01-22 12:00 @ 15.16 | 2024-01-27 12:00 @ 14.24 | 5d | $71.25 | +6.13% | signal |
| 89 | long | 2024-01-20 00:00 @ 16.13 | 2024-01-22 00:00 @ 15.39 | 2d | −$55.22 | -4.69% | signal |
| 88 | short | 2024-01-18 12:00 @ 15.44 | 2024-01-19 12:00 @ 15.52 | 1d | −$7.11 | -0.60% | signal |
| 87 | short | 2024-01-17 00:00 @ 15.27 | 2024-01-18 00:00 @ 15.76 | 1d | −$39.63 | -3.33% | signal |
| 86 | long | 2024-01-15 00:00 @ 14.77 | 2024-01-16 12:00 @ 15.07 | 1d 12h | $22.07 | +1.87% | signal |
| 85 | short | 2024-01-13 12:00 @ 14.22 | 2024-01-14 12:00 @ 15.10 | 1d | −$74.80 | -6.22% | signal |
| 84 | long | 2024-01-11 12:00 @ 15.34 | 2024-01-13 00:00 @ 14.15 | 1d 12h | −$96.13 | -7.84% | signal |
| 83 | short | 2024-01-07 00:00 @ 13.43 | 2024-01-11 00:00 @ 15.08 | 4d | −$155.24 | -12.27% | signal |
| 82 | long | 2024-01-05 12:00 @ 14.20 | 2024-01-06 12:00 @ 13.57 | 1d | −$58.17 | -4.55% | signal |
| 81 | short | 2024-01-04 12:00 @ 14.34 | 2024-01-05 00:00 @ 14.53 | 12h | −$18.52 | -1.44% | signal |
| 80 | long | 2023-12-28 12:00 @ 17.34 | 2024-01-04 00:00 @ 14.14 | 6d 12h | −$254.82 | -18.91% | signal |
| 79 | short | 2023-12-27 12:00 @ 15.47 | 2023-12-28 00:00 @ 16.73 | 12h | −$112.93 | -8.21% | signal |
| 78 | long | 2023-09-28 00:00 @ 7.64 | 2023-12-27 00:00 @ 15.10 | 90d | $1,024.18 | +91.46% | signal |
| 77 | short | 2023-08-25 12:00 @ 5.98 | 2023-09-27 12:00 @ 7.63 | 33d | −$329.52 | -27.41% | signal |
| 76 | long | 2023-08-23 12:00 @ 6.24 | 2023-08-25 00:00 @ 6.08 | 1d 12h | −$33.37 | -2.76% | signal |
| 75 | long | 2023-08-21 12:00 @ 6.21 | 2023-08-23 00:00 @ 6.11 | 1d 12h | −$21.27 | -1.75% | signal |
| 74 | short | 2023-08-18 12:00 @ 6.25 | 2023-08-21 00:00 @ 6.22 | 2d 12h | $5.70 | +0.47% | signal |
| 73 | long | 2023-07-14 12:00 @ 7.07 | 2023-08-18 00:00 @ 6.18 | 34d 12h | −$170.74 | -13.58% | signal |
| 72 | short | 2023-07-06 00:00 @ 6.30 | 2023-07-14 00:00 @ 7.13 | 8d | −$171.38 | -13.18% | signal |
| 71 | long | 2023-07-03 12:00 @ 6.65 | 2023-07-05 12:00 @ 6.29 | 2d | −$73.34 | -5.56% | signal |
| 70 | short | 2023-05-04 12:00 @ 7.06 | 2023-07-03 00:00 @ 6.54 | 59d 12h | $108.75 | +8.42% | signal |
| 69 | short | 2023-05-03 12:00 @ 6.90 | 2023-05-04 00:00 @ 7.13 | 12h | −$43.65 | -3.35% | signal |
| 68 | short | 2023-05-02 00:00 @ 6.89 | 2023-05-03 00:00 @ 6.98 | 1d | −$18.94 | -1.45% | signal |
| 67 | long | 2023-04-14 00:00 @ 7.46 | 2023-05-01 12:00 @ 6.96 | 17d 12h | −$97.27 | -7.31% | signal |
| 66 | short | 2023-04-12 00:00 @ 7.30 | 2023-04-13 12:00 @ 7.36 | 1d 12h | −$13.33 | -1.00% | signal |
| 65 | short | 2023-04-04 12:00 @ 7.39 | 2023-04-11 12:00 @ 7.38 | 7d | $2.73 | +0.20% | signal |
| 64 | long | 2023-03-30 00:00 @ 7.38 | 2023-04-04 00:00 @ 7.24 | 5d | −$29.36 | -2.19% | signal |
| 63 | short | 2023-03-28 12:00 @ 6.85 | 2023-03-29 12:00 @ 7.29 | 1d | −$88.91 | -6.52% | signal |
| 62 | long | 2023-03-27 12:00 @ 7.17 | 2023-03-28 00:00 @ 6.86 | 12h | −$60.95 | -4.42% | signal |
| 61 | short | 2023-03-25 12:00 @ 7.11 | 2023-03-27 00:00 @ 7.26 | 1d 12h | −$30.12 | -2.17% | signal |
| 60 | long | 2023-03-22 12:00 @ 7.48 | 2023-03-25 00:00 @ 7.19 | 2d 12h | −$57.33 | -4.09% | signal |
| 59 | short | 2023-03-21 00:00 @ 7.04 | 2023-03-22 00:00 @ 7.37 | 1d | −$67.42 | -4.76% | signal |
| 58 | short | 2023-03-19 12:00 @ 7.10 | 2023-03-20 12:00 @ 7.29 | 1d | −$38.35 | -2.69% | signal |
| 57 | long | 2023-03-18 00:00 @ 7.21 | 2023-03-19 00:00 @ 6.92 | 1d | −$59.22 | -4.11% | signal |
| 56 | short | 2023-03-08 12:00 @ 6.79 | 2023-03-17 12:00 @ 7.13 | 9d | −$70.36 | -4.82% | signal |
| 55 | short | 2023-03-07 12:00 @ 6.80 | 2023-03-08 00:00 @ 6.88 | 12h | −$18.81 | -1.28% | signal |
| 54 | long | 2023-01-26 12:00 @ 6.89 | 2023-03-07 00:00 @ 6.85 | 39d 12h | −$27.77 | -1.89% | signal |
| 53 | short | 2023-01-25 12:00 @ 6.70 | 2023-01-26 00:00 @ 6.96 | 12h | −$59.88 | -4.03% | signal |
| 52 | long | 2023-01-24 00:00 @ 7.02 | 2023-01-25 00:00 @ 6.66 | 1d | −$79.73 | -5.29% | signal |
| 51 | short | 2023-01-22 00:00 @ 6.86 | 2023-01-23 12:00 @ 7.15 | 1d 12h | −$64.72 | -4.25% | signal |
| 50 | short | 2023-01-05 12:00 @ 5.72 | 2023-01-21 12:00 @ 6.95 | 16d | −$340.16 | -21.17% | signal |
| 49 | short | 2022-12-10 12:00 @ 6.85 | 2023-01-05 00:00 @ 5.81 | 25d 12h | $240.38 | +15.54% | signal |
| 48 | long | 2022-12-09 12:00 @ 7.03 | 2022-12-10 00:00 @ 6.86 | 12h | −$38.74 | -2.49% | signal |
| 47 | short | 2022-12-08 12:00 @ 6.92 | 2022-12-09 00:00 @ 7.00 | 12h | −$20.15 | -1.29% | signal |
| 46 | long | 2022-11-29 12:00 @ 7.38 | 2022-12-08 00:00 @ 6.88 | 8d 12h | −$110.53 | -6.95% | signal |
| 45 | short | 2022-11-28 12:00 @ 6.79 | 2022-11-29 00:00 @ 7.19 | 12h | −$97.77 | -6.06% | signal |
| 44 | long | 2022-11-27 12:00 @ 7.12 | 2022-11-28 00:00 @ 6.90 | 12h | −$51.92 | -3.19% | signal |
| 43 | short | 2022-11-10 00:00 @ 6.23 | 2022-11-27 00:00 @ 7.15 | 17d | −$247.72 | -14.67% | signal |
| 42 | long | 2022-11-04 00:00 @ 7.72 | 2022-11-09 12:00 @ 6.81 | 5d 12h | −$209.20 | -12.02% | signal |
| 41 | short | 2022-11-02 00:00 @ 7.68 | 2022-11-03 12:00 @ 7.87 | 1d 12h | −$45.34 | -2.59% | signal |
| 40 | long | 2022-10-30 12:00 @ 7.58 | 2022-11-01 12:00 @ 7.74 | 2d | $34.17 | +1.96% | signal |
| 39 | short | 2022-10-29 12:00 @ 7.15 | 2022-10-30 00:00 @ 7.63 | 12h | −$121.19 | -6.83% | signal |
| 38 | short | 2022-10-23 12:00 @ 6.85 | 2022-10-29 00:00 @ 7.11 | 5d 12h | −$67.98 | -3.80% | signal |
| 37 | long | 2022-10-22 12:00 @ 6.87 | 2022-10-23 00:00 @ 6.86 | 12h | −$1.84 | -0.10% | signal |
| 36 | short | 2022-10-20 00:00 @ 6.77 | 2022-10-22 00:00 @ 6.81 | 2d | −$11.55 | -0.64% | signal |
| 35 | long | 2022-10-04 00:00 @ 7.32 | 2022-10-19 12:00 @ 6.95 | 15d 12h | −$97.20 | -5.34% | signal |
| 34 | short | 2022-09-20 00:00 @ 7.29 | 2022-10-03 12:00 @ 7.18 | 13d 12h | $32.07 | +1.77% | signal |
| 33 | long | 2022-09-17 00:00 @ 7.65 | 2022-09-19 12:00 @ 7.14 | 2d 12h | −$128.10 | -6.95% | signal |
| 32 | short | 2022-09-14 12:00 @ 7.27 | 2022-09-16 12:00 @ 7.74 | 2d | −$122.76 | -6.55% | signal |
| 31 | long | 2022-09-13 12:00 @ 7.89 | 2022-09-14 00:00 @ 7.02 | 12h | −$215.85 | -11.20% | signal |
| 30 | long | 2022-09-09 00:00 @ 7.40 | 2022-09-13 00:00 @ 7.75 | 4d | $85.41 | +4.48% | signal |
| 29 | short | 2022-09-07 12:00 @ 6.75 | 2022-09-08 12:00 @ 7.25 | 1d | −$146.33 | -7.53% | signal |
| 28 | long | 2022-09-06 00:00 @ 7.37 | 2022-09-07 00:00 @ 6.65 | 1d | −$197.62 | -9.92% | signal |
| 27 | long | 2022-09-05 00:00 @ 7.15 | 2022-09-05 12:00 @ 7.14 | 12h | −$5.03 | -0.25% | signal |
| 26 | short | 2022-09-02 00:00 @ 6.92 | 2022-09-04 12:00 @ 7.06 | 2d 12h | −$43.00 | -2.15% | signal |
| 25 | long | 2022-08-31 12:00 @ 6.80 | 2022-09-01 12:00 @ 6.73 | 1d | −$21.05 | -1.05% | signal |
| 24 | long | 2022-08-29 12:00 @ 6.36 | 2022-08-31 00:00 @ 6.55 | 1d 12h | $58.54 | +2.94% | signal |
| 23 | long | 2022-07-28 12:00 @ 6.88 | 2022-08-29 00:00 @ 6.25 | 31d 12h | −$199.87 | -9.78% | signal |
| 22 | short | 2022-07-20 12:00 @ 7.32 | 2022-07-28 00:00 @ 6.85 | 7d 12h | $130.47 | +6.49% | signal |
| 21 | long | 2022-07-19 00:00 @ 7.04 | 2022-07-20 00:00 @ 7.25 | 1d | $58.17 | +2.91% | signal |
| 20 | short | 2022-06-28 00:00 @ 6.55 | 2022-07-18 12:00 @ 6.94 | 20d 12h | −$115.54 | -5.70% | signal |
| 19 | long | 2022-06-26 12:00 @ 7.35 | 2022-06-27 12:00 @ 6.84 | 1d | −$146.78 | -7.12% | signal |
| 18 | short | 2022-04-28 12:00 @ 12.77 | 2022-06-26 00:00 @ 7.26 | 58d 12h | $804.77 | +43.23% | signal |
| 17 | short | 2022-04-27 12:00 @ 12.55 | 2022-04-28 00:00 @ 12.73 | 12h | −$29.92 | -1.60% | signal |
| 16 | long | 2022-04-26 00:00 @ 13.43 | 2022-04-27 00:00 @ 12.36 | 1d | −$154.91 | -8.12% | signal |
| 15 | long | 2022-04-25 00:00 @ 13.26 | 2022-04-25 12:00 @ 12.88 | 12h | −$56.99 | -2.97% | signal |
| 14 | short | 2022-04-24 00:00 @ 13.31 | 2022-04-24 12:00 @ 13.37 | 12h | −$10.85 | -0.56% | signal |
| 13 | long | 2022-04-19 12:00 @ 14.06 | 2022-04-23 12:00 @ 13.57 | 4d | −$71.12 | -3.66% | signal |
| 12 | short | 2022-04-15 12:00 @ 13.91 | 2022-04-19 00:00 @ 14.05 | 3d 12h | −$19.69 | -1.01% | signal |
| 11 | long | 2022-04-14 12:00 @ 13.90 | 2022-04-15 00:00 @ 13.63 | 12h | −$39.48 | -2.02% | signal |
| 10 | short | 2022-04-12 12:00 @ 14.14 | 2022-04-14 00:00 @ 14.19 | 1d 12h | −$8.07 | -0.41% | signal |
| 9 | long | 2022-04-02 00:00 @ 17.36 | 2022-04-12 00:00 @ 13.75 | 10d | −$437.27 | -21.14% | signal |
| 8 | long | 2022-03-29 12:00 @ 17.22 | 2022-04-01 12:00 @ 16.72 | 3d | −$64.08 | -3.07% | signal |
| 7 | short | 2022-01-22 00:00 @ 17.41 | 2022-03-29 00:00 @ 16.50 | 66d | $132.34 | +6.45% | signal |
| 6 | long | 2022-01-18 00:00 @ 23.78 | 2022-01-21 12:00 @ 19.41 | 3d 12h | −$399.73 | -18.58% | signal |
| 5 | long | 2022-01-17 00:00 @ 25.51 | 2022-01-17 12:00 @ 24.69 | 12h | −$72.23 | -3.33% | signal |
| 4 | short | 2022-01-15 12:00 @ 25.68 | 2022-01-16 12:00 @ 25.84 | 1d | −$14.42 | -0.66% | signal |
| 3 | short | 2022-01-14 12:00 @ 24.22 | 2022-01-15 00:00 @ 25.71 | 12h | −$137.57 | -6.23% | signal |
| 2 | long | 2022-01-10 00:00 @ 27.54 | 2022-01-14 00:00 @ 24.85 | 4d | −$225.39 | -9.95% | signal |
| 1 | short | 2022-01-01 12:00 @ 19.60 | 2022-01-09 12:00 @ 27.04 | 8d | −$943.78 | -37.75% | 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.