[Famous-Q] Time-series momentum (90-bar)
public
@djgambhirLTCUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,399 bars in 3.1ms
Net P&L
-41.95%
−$4,194.92
Max drawdown
-57.66%
Max run-up
+23.51%
Trades
157
24.8% win rate
Profit factor
0.64
2022-01-01drawdown · worst -57.66%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -30.03% | -45.06% | 99 | 22% |
| Validation | 2024-10-19 → 2025-09-25 | -15.30% | -32.73% | 26 | 31% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -2.05% | -12.84% | 32 | 28% |
Risk-adjusted
- Sharpe
- -0.55
- Sortino
- -0.76
- Calmar
- -0.19
- Return ÷ max drawdown
- -0.73
- CAGR
- -11.00%
- Exposure
- 95.4%
Per trade
- Expectancy
- −$26.72 · -1.28%
- Average win / loss
- $188.59 / −$97.88
- Payoff ratio
- 1.93
- Largest win / loss
- $1,191.43 / −$447.92
- Longest losing streak(winning: 3)
- 19 trades
Drawdown over time
- Max drawdown
- -57.66%
- Longest time under water(still going at the end)
- 1485 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$307.14
- Funding
- −$272.84
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 92
- Benchmark(buy and hold)
- -66.72%
Monte Carlo
1,000 alternative histories, each 157 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 | -63.49% | -42.50% | -7.23% |
| Max drawdown | -65.46% | -47.85% | -25.82% |
97% of histories lost money, and 21% had a deeper drawdown than this run’s -57.66%. 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
LTCUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
157 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 12:00 @ 147.39 | 2022-03-11 12:00 @ 105.85 | 66d | $702.94 | +28.12% | signal |
| 2 | short | 2022-03-12 00:00 @ 104.37 | 2022-03-13 12:00 @ 105.32 | 1d 12h | −$26.99 | -1.01% | signal |
| 3 | short | 2022-03-14 00:00 @ 101.57 | 2022-03-17 00:00 @ 111.21 | 3d | −$255.81 | -9.58% | signal |
| 4 | long | 2022-03-17 12:00 @ 109.69 | 2022-03-18 12:00 @ 108.91 | 1d | −$21.68 | -0.83% | signal |
| 5 | long | 2022-03-19 00:00 @ 111.89 | 2022-03-26 12:00 @ 124.25 | 7d 12h | $279.35 | +10.75% | signal |
| 6 | short | 2022-03-27 00:00 @ 124.69 | 2022-04-03 12:00 @ 126.58 | 5d 12h | −$38.94 | -1.46% | signal |
| 7 | long | 2022-04-04 00:00 @ 128.77 | 2022-04-04 12:00 @ 125.35 | 12h | −$73.59 | -2.77% | signal |
| 8 | short | 2022-04-05 00:00 @ 124.68 | 2022-04-05 12:00 @ 126.55 | 12h | −$41.75 | -1.58% | signal |
| 9 | short | 2022-04-06 00:00 @ 122.68 | 2022-04-13 00:00 @ 104.79 | 7d | $381.36 | +14.50% | signal |
| 10 | long | 2022-04-13 12:00 @ 107.08 | 2022-04-14 12:00 @ 108.87 | 1d | $42.53 | +1.56% | signal |
| 11 | long | 2022-04-15 00:00 @ 107.34 | 2022-04-18 00:00 @ 108.67 | 3d | $29.19 | +1.07% | signal |
| 12 | short | 2022-04-18 12:00 @ 106.19 | 2022-04-19 00:00 @ 111.21 | 12h | −$132.90 | -4.84% | signal |
| 13 | short | 2022-04-19 12:00 @ 110.89 | 2022-04-20 00:00 @ 113.79 | 12h | −$73.49 | -2.71% | signal |
| 14 | long | 2022-04-20 12:00 @ 113.79 | 2022-04-25 12:00 @ 101.69 | 5d | −$290.02 | -10.77% | signal |
| 15 | short | 2022-04-26 00:00 @ 104.48 | 2022-04-26 12:00 @ 104.34 | 12h | $1.37 | +0.05% | signal |
| 16 | short | 2022-04-27 00:00 @ 98.48 | 2022-07-27 00:00 @ 53.85 | 91d | $1,191.43 | +45.47% | signal |
| 17 | long | 2022-07-27 12:00 @ 53.23 | 2022-08-10 12:00 @ 58.99 | 14d | $301.80 | +10.34% | signal |
| 18 | long | 2022-08-11 00:00 @ 61.58 | 2022-08-31 00:00 @ 52.97 | 20d | −$426.96 | -14.26% | signal |
| 19 | short | 2022-08-31 12:00 @ 54.28 | 2022-09-02 12:00 @ 57.43 | 2d | −$169.60 | -5.87% | signal |
| 20 | long | 2022-09-03 00:00 @ 60.97 | 2022-09-07 00:00 @ 54.06 | 4d | −$326.26 | -11.47% | signal |
| 21 | short | 2022-09-07 12:00 @ 54.13 | 2022-09-08 12:00 @ 57.37 | 1d | −$169.29 | -6.13% | signal |
| 22 | long | 2022-09-09 00:00 @ 57.94 | 2022-09-12 00:00 @ 62.12 | 3d | $191.14 | +7.03% | signal |
| 23 | long | 2022-09-12 12:00 @ 61.80 | 2022-09-14 00:00 @ 59.03 | 1d 12h | −$127.73 | -4.61% | signal |
| 24 | short | 2022-09-14 12:00 @ 59.23 | 2022-09-15 00:00 @ 60.15 | 12h | −$45.41 | -1.66% | signal |
| 25 | long | 2022-09-15 12:00 @ 59.65 | 2022-09-16 00:00 @ 56.30 | 12h | −$155.88 | -5.72% | signal |
| 26 | short | 2022-09-16 12:00 @ 56.09 | 2022-09-18 00:00 @ 57.80 | 1d 12h | −$85.18 | -3.17% | signal |
| 27 | short | 2022-09-18 12:00 @ 56.44 | 2022-10-04 00:00 @ 54.14 | 15d 12h | $108.28 | +4.06% | signal |
| 28 | short | 2022-10-04 12:00 @ 54.70 | 2022-10-05 00:00 @ 55.25 | 12h | −$29.67 | -1.10% | signal |
| 29 | short | 2022-10-05 12:00 @ 53.96 | 2022-11-02 12:00 @ 59.16 | 28d | −$249.51 | -9.29% | signal |
| 30 | long | 2022-11-03 00:00 @ 60.91 | 2022-11-10 00:00 @ 50.63 | 7d | −$447.92 | -17.08% | signal |
| 31 | long | 2022-11-10 12:00 @ 53.84 | 2022-12-19 12:00 @ 63.50 | 39d | $426.54 | +16.99% | signal |
| 32 | short | 2022-12-20 00:00 @ 63.31 | 2022-12-23 12:00 @ 65.94 | 3d 12h | −$110.95 | -4.24% | signal |
| 33 | long | 2022-12-24 00:00 @ 65.72 | 2023-01-07 12:00 @ 75.77 | 14d 12h | $388.28 | +15.00% | signal |
| 34 | short | 2023-01-08 00:00 @ 76.35 | 2023-01-09 00:00 @ 78.70 | 1d | −$84.44 | -3.14% | signal |
| 35 | long | 2023-01-09 12:00 @ 81.77 | 2023-01-19 12:00 @ 82.53 | 10d | $13.62 | +0.51% | signal |
| 36 | long | 2023-01-20 00:00 @ 84.20 | 2023-03-07 00:00 @ 87.28 | 46d | $56.36 | +2.11% | signal |
| 37 | short | 2023-03-07 12:00 @ 85.59 | 2023-03-27 00:00 @ 93.29 | 19d 12h | −$233.04 | -8.69% | signal |
| 38 | long | 2023-03-27 12:00 @ 92.23 | 2023-03-28 00:00 @ 89.16 | 12h | −$90.06 | -3.43% | signal |
| 39 | short | 2023-03-28 12:00 @ 87.45 | 2023-04-11 00:00 @ 93.77 | 13d 12h | −$183.32 | -7.05% | signal |
| 40 | long | 2023-04-11 12:00 @ 95.27 | 2023-04-12 12:00 @ 91.36 | 1d | −$107.88 | -4.22% | signal |
| 41 | short | 2023-04-13 00:00 @ 92.02 | 2023-04-14 00:00 @ 94.16 | 1d | −$60.68 | -2.40% | signal |
| 42 | long | 2023-04-14 12:00 @ 96.97 | 2023-04-15 12:00 @ 96.25 | 1d | −$21.88 | -0.87% | signal |
| 43 | short | 2023-04-16 00:00 @ 96.72 | 2023-04-16 12:00 @ 96.61 | 12h | $0.88 | +0.04% | signal |
| 44 | long | 2023-04-17 00:00 @ 100.13 | 2023-04-22 00:00 @ 85.26 | 5d | −$378.34 | -15.08% | signal |
| 45 | long | 2023-04-22 12:00 @ 85.85 | 2023-05-07 00:00 @ 83.21 | 14d 12h | −$83.81 | -3.47% | signal |
| 46 | short | 2023-05-07 12:00 @ 83.46 | 2023-05-18 00:00 @ 93.84 | 10d 12h | −$295.87 | -12.36% | signal |
| 47 | long | 2023-05-18 12:00 @ 92.90 | 2023-05-19 00:00 @ 90.38 | 12h | −$65.34 | -2.82% | signal |
| 48 | short | 2023-05-19 12:00 @ 90.95 | 2023-05-21 12:00 @ 92.29 | 2d | −$35.34 | -1.53% | signal |
| 49 | long | 2023-05-22 00:00 @ 92.14 | 2023-05-24 12:00 @ 86.32 | 2d 12h | −$148.63 | -6.48% | signal |
| 50 | short | 2023-05-25 00:00 @ 85.76 | 2023-06-03 12:00 @ 96.70 | 9d 12h | −$283.80 | -12.58% | signal |
| 51 | long | 2023-06-04 00:00 @ 96.05 | 2023-06-08 12:00 @ 87.93 | 4d 12h | −$189.28 | -8.66% | signal |
| 52 | long | 2023-06-09 00:00 @ 88.45 | 2023-06-09 12:00 @ 88.39 | 12h | −$3.87 | -0.18% | signal |
| 53 | short | 2023-06-10 00:00 @ 89.24 | 2023-06-21 12:00 @ 84.31 | 11d 12h | $118.63 | +5.55% | signal |
| 54 | long | 2023-06-22 00:00 @ 85.01 | 2023-06-29 00:00 @ 82.95 | 7d | −$58.99 | -2.72% | signal |
| 55 | short | 2023-06-29 12:00 @ 85.53 | 2023-06-30 12:00 @ 100.79 | 1d | −$385.63 | -17.92% | signal |
| 56 | long | 2023-07-01 00:00 @ 108.67 | 2023-07-17 00:00 @ 92.81 | 16d | −$308.53 | -15.01% | signal |
| 57 | short | 2023-07-17 12:00 @ 91.01 | 2023-07-20 12:00 @ 94.33 | 3d | −$72.51 | -3.66% | signal |
| 58 | long | 2023-07-21 00:00 @ 92.35 | 2023-07-25 00:00 @ 89.07 | 4d | −$73.38 | -3.74% | signal |
| 59 | long | 2023-07-25 12:00 @ 89.24 | 2023-08-05 12:00 @ 82.30 | 11d | −$157.35 | -8.10% | signal |
| 60 | short | 2023-08-06 00:00 @ 83.03 | 2023-08-13 00:00 @ 83.46 | 7d | −$8.46 | -0.44% | signal |
| 61 | short | 2023-08-13 12:00 @ 82.91 | 2023-10-02 00:00 @ 68.17 | 49d 12h | $342.02 | +17.99% | signal |
| 62 | long | 2023-10-02 12:00 @ 67.55 | 2023-10-04 12:00 @ 64.38 | 2d | −$95.93 | -4.83% | signal |
| 63 | short | 2023-10-05 00:00 @ 64.35 | 2023-10-07 00:00 @ 65.47 | 2d | −$35.94 | -1.83% | signal |
| 64 | long | 2023-10-07 12:00 @ 65.69 | 2023-10-08 00:00 @ 65.40 | 12h | −$10.74 | -0.55% | signal |
| 65 | short | 2023-10-08 12:00 @ 65.04 | 2023-10-09 00:00 @ 65.31 | 12h | −$10.04 | -0.51% | signal |
| 66 | short | 2023-10-09 12:00 @ 63.08 | 2023-10-17 00:00 @ 63.18 | 7d 12h | −$3.30 | -0.17% | signal |
| 67 | short | 2023-10-17 12:00 @ 62.85 | 2023-10-20 12:00 @ 63.39 | 3d | −$18.06 | -0.93% | signal |
| 68 | long | 2023-10-21 00:00 @ 63.35 | 2023-12-20 12:00 @ 71.17 | 60d 12h | $189.22 | +9.74% | signal |
| 69 | short | 2023-12-21 00:00 @ 69.86 | 2023-12-23 00:00 @ 73.68 | 2d | −$106.54 | -5.35% | signal |
| 70 | short | 2023-12-23 12:00 @ 72.08 | 2023-12-28 00:00 @ 76.05 | 4d 12h | −$101.01 | -5.14% | signal |
| 71 | long | 2023-12-28 12:00 @ 77.21 | 2023-12-31 00:00 @ 73.28 | 2d 12h | −$105.73 | -5.45% | signal |
| 72 | long | 2023-12-31 12:00 @ 73.96 | 2024-01-04 00:00 @ 65.22 | 3d 12h | −$234.75 | -12.28% | signal |
| 73 | short | 2024-01-04 12:00 @ 65.16 | 2024-01-11 00:00 @ 70.12 | 6d 12h | −$139.63 | -7.53% | signal |
| 74 | long | 2024-01-11 12:00 @ 73.20 | 2024-01-15 12:00 @ 70.54 | 4d | −$70.22 | -3.86% | signal |
| 75 | short | 2024-01-16 00:00 @ 69.12 | 2024-02-18 00:00 @ 70.02 | 33d | −$6.19 | -0.34% | signal |
| 76 | long | 2024-02-18 12:00 @ 70.58 | 2024-02-25 12:00 @ 70.03 | 7d | −$24.97 | -1.39% | signal |
| 77 | short | 2024-02-26 00:00 @ 70.23 | 2024-02-27 12:00 @ 75.10 | 1d 12h | −$121.00 | -6.75% | signal |
| 78 | long | 2024-02-28 00:00 @ 74.07 | 2024-04-14 12:00 @ 77.74 | 46d 12h | −$17.94 | -1.02% | signal |
| 79 | short | 2024-04-15 00:00 @ 79.66 | 2024-05-03 12:00 @ 79.91 | 18d 12h | −$0.27 | -0.02% | signal |
| 80 | long | 2024-05-04 00:00 @ 81.85 | 2024-05-05 00:00 @ 81.58 | 1d | −$7.73 | -0.44% | signal |
| 81 | short | 2024-05-05 12:00 @ 81.10 | 2024-05-29 00:00 @ 83.50 | 23d 12h | −$42.28 | -2.41% | signal |
| 82 | long | 2024-05-29 12:00 @ 83.63 | 2024-06-04 12:00 @ 81.84 | 6d | −$42.59 | -2.44% | signal |
| 83 | short | 2024-06-05 00:00 @ 83.69 | 2024-06-06 00:00 @ 85.51 | 1d | −$38.53 | -2.22% | signal |
| 84 | long | 2024-06-06 12:00 @ 85.44 | 2024-06-07 00:00 @ 84.25 | 12h | −$25.86 | -1.50% | signal |
| 85 | long | 2024-06-07 12:00 @ 84.52 | 2024-06-08 00:00 @ 80.13 | 12h | −$91.06 | -5.30% | signal |
| 86 | short | 2024-06-08 12:00 @ 79.44 | 2024-06-14 12:00 @ 79.82 | 6d | −$6.60 | -0.39% | signal |
| 87 | short | 2024-06-15 00:00 @ 77.54 | 2024-06-15 12:00 @ 78.98 | 12h | −$32.64 | -1.93% | signal |
| 88 | short | 2024-06-16 00:00 @ 79.19 | 2024-08-19 00:00 @ 66.32 | 64d | $288.59 | +17.11% | signal |
| 89 | long | 2024-08-19 12:00 @ 66.77 | 2024-08-21 00:00 @ 64.37 | 1d 12h | −$65.47 | -3.72% | signal |
| 90 | short | 2024-08-21 12:00 @ 62.72 | 2024-08-22 00:00 @ 64.24 | 12h | −$44.15 | -2.53% | signal |
| 91 | short | 2024-08-22 12:00 @ 63.55 | 2024-08-24 00:00 @ 66.09 | 1d 12h | −$70.86 | -4.09% | signal |
| 92 | long | 2024-08-24 12:00 @ 66.75 | 2024-08-25 00:00 @ 66.54 | 12h | −$7.39 | -0.43% | signal |
| 93 | short | 2024-08-25 12:00 @ 65.03 | 2024-09-19 00:00 @ 64.82 | 24d 12h | $6.48 | +0.38% | signal |
| 94 | long | 2024-09-19 12:00 @ 65.60 | 2024-10-02 00:00 @ 63.35 | 12d 12h | −$66.02 | -3.85% | signal |
| 95 | short | 2024-10-02 12:00 @ 63.66 | 2024-10-05 00:00 @ 64.91 | 2d 12h | −$34.49 | -2.03% | signal |
| 96 | long | 2024-10-05 12:00 @ 65.51 | 2024-10-08 00:00 @ 64.73 | 2d 12h | −$23.03 | -1.36% | signal |
| 97 | short | 2024-10-08 12:00 @ 65.54 | 2024-10-09 12:00 @ 65.67 | 1d | −$4.68 | -0.28% | signal |
| 98 | short | 2024-10-10 00:00 @ 64.55 | 2024-10-10 12:00 @ 64.43 | 12h | $1.59 | +0.09% | signal |
| 99 | long | 2024-10-11 00:00 @ 64.27 | 2024-11-06 00:00 @ 65.36 | 26d | $13.42 | +0.80% | signal |
| 100 | long | 2024-11-06 12:00 @ 70.29 | 2025-01-13 12:00 @ 93.91 | 68d | $485.54 | +28.82% | signal |
| 101 | short | 2025-01-14 00:00 @ 98.30 | 2025-01-16 12:00 @ 118.76 | 2d 12h | −$376.89 | -20.87% | signal |
| 102 | short | 2025-01-17 00:00 @ 124.35 | 2025-01-17 12:00 @ 137.09 | 12h | −$176.86 | -10.33% | signal |
| 103 | long | 2025-01-18 00:00 @ 137.05 | 2025-01-18 12:00 @ 127.54 | 12h | −$117.57 | -7.05% | signal |
| 104 | short | 2025-01-19 00:00 @ 125.32 | 2025-01-24 00:00 @ 116.38 | 5d | $117.58 | +7.18% | signal |
| 105 | long | 2025-01-24 12:00 @ 117.70 | 2025-01-27 00:00 @ 117.02 | 2d 12h | −$12.39 | -0.74% | signal |
| 106 | short | 2025-01-27 12:00 @ 106.79 | 2025-01-30 12:00 @ 128.76 | 3d | −$343.15 | -20.61% | signal |
| 107 | long | 2025-01-31 00:00 @ 130.10 | 2025-02-04 12:00 @ 100.88 | 4d 12h | −$357.24 | -22.63% | signal |
| 108 | short | 2025-02-05 00:00 @ 101.00 | 2025-02-05 12:00 @ 106.72 | 12h | −$85.76 | -5.76% | signal |
| 109 | long | 2025-02-06 00:00 @ 103.32 | 2025-02-07 00:00 @ 101.56 | 1d | −$26.67 | -1.82% | signal |
| 110 | short | 2025-02-07 12:00 @ 104.91 | 2025-02-09 12:00 @ 106.47 | 2d | −$22.43 | -1.53% | signal |
| 111 | long | 2025-02-10 00:00 @ 107.18 | 2025-03-03 12:00 @ 116.72 | 21d 12h | $122.40 | +8.41% | signal |
| 112 | short | 2025-03-04 00:00 @ 109.80 | 2025-05-07 00:00 @ 91.59 | 64d | $253.04 | +17.02% | signal |
| 113 | short | 2025-05-07 12:00 @ 91.15 | 2025-05-09 00:00 @ 94.95 | 1d 12h | −$65.60 | -4.23% | signal |
| 114 | long | 2025-05-09 12:00 @ 98.72 | 2025-06-13 12:00 @ 84.15 | 35d | −$236.38 | -15.42% | signal |
| 115 | long | 2025-06-14 00:00 @ 86.49 | 2025-06-15 12:00 @ 85.28 | 1d 12h | −$22.42 | -1.52% | signal |
| 116 | short | 2025-06-16 00:00 @ 86.23 | 2025-06-19 00:00 @ 85.06 | 3d | $19.18 | +1.31% | signal |
| 117 | short | 2025-06-19 12:00 @ 85.42 | 2025-06-20 00:00 @ 85.09 | 12h | $4.39 | +0.30% | signal |
| 118 | long | 2025-06-20 12:00 @ 85.66 | 2025-06-21 00:00 @ 82.86 | 12h | −$49.58 | -3.36% | signal |
| 119 | short | 2025-06-21 12:00 @ 83.16 | 2025-07-14 00:00 @ 94.61 | 22d 12h | −$197.10 | -13.48% | signal |
| 120 | long | 2025-07-14 12:00 @ 96.97 | 2025-09-03 00:00 @ 111.67 | 50d 12h | $192.91 | +13.65% | signal |
| 121 | short | 2025-09-03 12:00 @ 111.84 | 2025-09-07 00:00 @ 112.11 | 3d 12h | −$4.05 | -0.28% | signal |
| 122 | long | 2025-09-07 12:00 @ 114.16 | 2025-09-08 12:00 @ 113.27 | 1d | −$13.13 | -0.90% | signal |
| 123 | short | 2025-09-09 00:00 @ 112.67 | 2025-09-11 00:00 @ 117.61 | 2d | −$64.99 | -4.46% | signal |
| 124 | long | 2025-09-11 12:00 @ 116.90 | 2025-09-19 00:00 @ 118.13 | 7d 12h | $11.64 | +0.81% | signal |
| 125 | short | 2025-09-19 12:00 @ 115.70 | 2025-10-02 12:00 @ 119.84 | 13d | −$50.96 | -3.53% | signal |
| 126 | long | 2025-10-03 00:00 @ 119.52 | 2025-10-07 00:00 @ 118.23 | 4d | −$18.47 | -1.29% | signal |
| 127 | short | 2025-10-07 12:00 @ 118.14 | 2025-10-09 00:00 @ 118.56 | 1d 12h | −$6.08 | -0.43% | signal |
| 128 | long | 2025-10-09 12:00 @ 116.61 | 2025-10-11 00:00 @ 96.77 | 1d 12h | −$244.23 | -17.14% | signal |
| 129 | short | 2025-10-11 12:00 @ 98.00 | 2025-11-09 00:00 @ 106.91 | 28d 12h | −$124.02 | -9.10% | signal |
| 130 | short | 2025-11-09 12:00 @ 101.96 | 2025-11-10 00:00 @ 110.24 | 12h | −$109.56 | -8.22% | signal |
| 131 | long | 2025-11-10 12:00 @ 107.10 | 2025-11-11 00:00 @ 104.19 | 12h | −$36.81 | -2.82% | signal |
| 132 | short | 2025-11-11 12:00 @ 102.61 | 2026-01-05 12:00 @ 82.00 | 55d | $264.60 | +20.42% | signal |
| 133 | long | 2026-01-06 00:00 @ 83.44 | 2026-01-07 12:00 @ 82.69 | 1d 12h | −$13.86 | -1.02% | signal |
| 134 | short | 2026-01-08 00:00 @ 81.64 | 2026-03-23 00:00 @ 53.49 | 74d | $470.98 | +34.67% | signal |
| 135 | long | 2026-03-23 12:00 @ 54.92 | 2026-03-31 00:00 @ 53.30 | 7d 12h | −$45.38 | -3.07% | signal |
| 136 | short | 2026-03-31 12:00 @ 53.47 | 2026-04-05 00:00 @ 53.56 | 4d 12h | −$3.69 | -0.25% | signal |
| 137 | long | 2026-04-05 12:00 @ 52.85 | 2026-04-07 00:00 @ 53.47 | 1d 12h | $15.47 | +1.06% | signal |
| 138 | short | 2026-04-07 12:00 @ 53.16 | 2026-04-08 00:00 @ 55.36 | 12h | −$62.31 | -4.24% | signal |
| 139 | long | 2026-04-08 12:00 @ 55.07 | 2026-04-12 00:00 @ 55.01 | 3d 12h | −$3.11 | -0.21% | signal |
| 140 | short | 2026-04-12 12:00 @ 53.82 | 2026-04-14 00:00 @ 54.60 | 1d 12h | −$22.84 | -1.57% | signal |
| 141 | long | 2026-04-14 12:00 @ 54.52 | 2026-04-15 00:00 @ 54.24 | 12h | −$9.06 | -0.63% | signal |
| 142 | long | 2026-04-15 12:00 @ 54.51 | 2026-04-19 00:00 @ 55.61 | 3d 12h | $26.99 | +1.87% | signal |
| 143 | short | 2026-04-19 12:00 @ 55.17 | 2026-04-21 00:00 @ 55.00 | 1d 12h | $3.21 | +0.22% | signal |
| 144 | long | 2026-04-21 12:00 @ 55.43 | 2026-04-27 12:00 @ 55.38 | 6d | −$3.58 | -0.25% | signal |
| 145 | long | 2026-04-28 00:00 @ 55.54 | 2026-04-30 00:00 @ 55.27 | 2d | −$8.88 | -0.61% | signal |
| 146 | short | 2026-04-30 12:00 @ 55.69 | 2026-05-06 00:00 @ 56.31 | 5d 12h | −$17.41 | -1.20% | signal |
| 147 | long | 2026-05-06 12:00 @ 57.69 | 2026-05-21 00:00 @ 53.92 | 14d 12h | −$97.29 | -6.74% | signal |
| 148 | short | 2026-05-21 12:00 @ 53.47 | 2026-05-22 00:00 @ 54.15 | 12h | −$19.54 | -1.38% | signal |
| 149 | long | 2026-05-22 12:00 @ 54.22 | 2026-05-23 00:00 @ 52.59 | 12h | −$43.92 | -3.11% | signal |
| 150 | short | 2026-05-23 12:00 @ 51.94 | 2026-07-19 12:00 @ 46.96 | 57d | $137.38 | +9.79% | signal |
| 151 | long | 2026-07-20 00:00 @ 47.05 | 2026-07-30 12:00 @ 45.43 | 10d 12h | −$52.93 | -3.68% | signal |
| 152 | short | 2026-07-31 00:00 @ 45.53 | 2026-08-02 12:00 @ 44.63 | 2d 12h | $26.67 | +1.87% | signal |
| 153 | long | 2026-08-03 00:00 @ 44.66 | 2026-08-05 12:00 @ 44.73 | 2d 12h | $0.69 | +0.05% | signal |
| 154 | long | 2026-08-06 00:00 @ 45.30 | 2026-08-06 12:00 @ 45.02 | 12h | −$10.36 | -0.72% | signal |
| 155 | long | 2026-08-07 00:00 @ 45.43 | 2026-08-18 00:00 @ 44.54 | 11d | −$30.61 | -2.14% | signal |
| 156 | long | 2026-08-18 12:00 @ 44.54 | 2026-08-19 00:00 @ 44.35 | 12h | −$7.45 | -0.52% | signal |
| 157 | long | 2026-08-19 12:00 @ 44.82 | 2026-09-01 00:00 @ 49.05 | 12d 12h | $127.52 | +8.98% | 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.