[Famous-Q] Time-series momentum (90-bar)
public
@djgambhirDOTUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,409 bars in 2.2ms
Net P&L
-31.17%
−$3,117.45
Max drawdown
-39.39%
Max run-up
+32.83%
Trades
136
23.5% win rate
Profit factor
0.74
2022-01-01drawdown · worst -39.39%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -16.93% | -27.35% | 75 | 28% |
| Validation | 2024-10-19 → 2025-09-25 | -5.83% | -22.63% | 27 | 22% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -12.02% | -19.16% | 34 | 15% |
Risk-adjusted
- Sharpe
- -0.31
- Sortino
- -0.44
- Calmar
- -0.20
- Return ÷ max drawdown
- -0.79
- CAGR
- -7.70%
- Exposure
- 96.0%
Per trade
- Expectancy
- −$22.92 · -0.93%
- Average win / loss
- $279.05 / −$115.84
- Payoff ratio
- 2.41
- Largest win / loss
- $1,039.01 / −$615.40
- Longest losing streak(winning: 4)
- 17 trades
Drawdown over time
- Max drawdown
- -39.39%
- Longest time under water(still going at the end)
- 1650 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$288.51
- Funding
- −$554.17
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 92
- Benchmark(buy and hold)
- -96.79%
Monte Carlo
1,000 alternative histories, each 136 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 | -57.53% | -31.01% | +15.84% |
| Max drawdown | -60.71% | -42.07% | -22.60% |
88% of histories lost money, and 58% had a deeper drawdown than this run’s -39.39%. 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
DOTUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
136 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 136 | short | 2026-08-31 00:00 @ 0.82 | 2026-09-01 00:00 @ 0.87 | 1d | −$108.72 | -6.22% | end of data |
| 135 | short | 2026-08-29 12:00 @ 0.84 | 2026-08-30 12:00 @ 0.85 | 1d | −$28.80 | -1.64% | signal |
| 134 | long | 2026-08-26 12:00 @ 0.85 | 2026-08-29 00:00 @ 0.85 | 2d 12h | −$8.09 | -0.46% | signal |
| 133 | long | 2026-08-22 00:00 @ 0.94 | 2026-08-26 00:00 @ 0.85 | 4d | −$174.92 | -9.71% | signal |
| 132 | short | 2026-06-01 00:00 @ 1.19 | 2026-08-21 12:00 @ 0.88 | 81d 12h | $435.39 | +25.73% | signal |
| 131 | long | 2026-05-29 12:00 @ 1.20 | 2026-05-31 12:00 @ 1.19 | 2d | −$14.84 | -0.88% | signal |
| 130 | long | 2026-05-28 00:00 @ 1.23 | 2026-05-29 00:00 @ 1.21 | 1d | −$25.39 | -1.49% | signal |
| 129 | short | 2026-05-25 12:00 @ 1.26 | 2026-05-27 12:00 @ 1.26 | 2d | −$2.49 | -0.15% | signal |
| 128 | long | 2026-05-24 12:00 @ 1.28 | 2026-05-25 00:00 @ 1.24 | 12h | −$47.96 | -2.80% | signal |
| 127 | short | 2026-05-23 12:00 @ 1.21 | 2026-05-24 00:00 @ 1.30 | 12h | −$119.00 | -6.82% | signal |
| 126 | long | 2026-05-22 00:00 @ 1.29 | 2026-05-23 00:00 @ 1.26 | 1d | −$49.21 | -2.80% | signal |
| 125 | long | 2026-05-21 00:00 @ 1.25 | 2026-05-21 12:00 @ 1.25 | 12h | −$2.69 | -0.15% | signal |
| 124 | short | 2026-05-20 00:00 @ 1.22 | 2026-05-20 12:00 @ 1.23 | 12h | −$10.92 | -0.62% | signal |
| 123 | long | 2026-05-19 00:00 @ 1.25 | 2026-05-19 12:00 @ 1.23 | 12h | −$38.13 | -2.15% | signal |
| 122 | long | 2026-05-17 00:00 @ 1.27 | 2026-05-18 12:00 @ 1.24 | 1d 12h | −$46.09 | -2.59% | signal |
| 121 | long | 2026-05-11 00:00 @ 1.38 | 2026-05-16 12:00 @ 1.26 | 5d 12h | −$163.62 | -8.98% | signal |
| 120 | short | 2026-04-12 00:00 @ 1.28 | 2026-05-10 12:00 @ 1.36 | 28d 12h | −$131.39 | -7.08% | signal |
| 119 | long | 2026-04-10 12:00 @ 1.29 | 2026-04-11 12:00 @ 1.28 | 1d | −$13.78 | -0.74% | signal |
| 118 | short | 2026-04-07 00:00 @ 1.24 | 2026-04-10 00:00 @ 1.30 | 3d | −$94.03 | -5.00% | signal |
| 117 | short | 2026-03-31 00:00 @ 1.24 | 2026-04-06 12:00 @ 1.30 | 6d 12h | −$103.34 | -5.42% | signal |
| 116 | short | 2026-03-30 00:00 @ 1.26 | 2026-03-30 12:00 @ 1.28 | 12h | −$34.44 | -1.80% | signal |
| 115 | long | 2026-03-22 12:00 @ 1.43 | 2026-03-29 12:00 @ 1.27 | 7d | −$221.07 | -11.21% | signal |
| 114 | short | 2026-03-21 12:00 @ 1.49 | 2026-03-22 00:00 @ 1.47 | 12h | $30.07 | +1.53% | signal |
| 113 | long | 2026-03-20 12:00 @ 1.53 | 2026-03-21 00:00 @ 1.50 | 12h | −$41.65 | -2.11% | signal |
| 112 | long | 2026-03-18 12:00 @ 1.60 | 2026-03-20 00:00 @ 1.52 | 1d 12h | −$104.20 | -5.21% | signal |
| 111 | short | 2026-01-17 12:00 @ 2.18 | 2026-03-18 00:00 @ 1.62 | 59d 12h | $459.26 | +24.36% | signal |
| 110 | long | 2026-01-15 12:00 @ 2.20 | 2026-01-17 00:00 @ 2.12 | 1d 12h | −$70.93 | -3.73% | signal |
| 109 | short | 2026-01-14 12:00 @ 2.25 | 2026-01-15 00:00 @ 2.22 | 12h | $21.99 | +1.16% | signal |
| 108 | short | 2025-10-11 12:00 @ 3.22 | 2026-01-14 00:00 @ 2.28 | 94d 12h | $484.15 | +27.25% | signal |
| 107 | long | 2025-10-08 12:00 @ 4.15 | 2025-10-11 00:00 @ 2.94 | 2d 12h | −$564.21 | -29.42% | signal |
| 106 | long | 2025-10-02 12:00 @ 4.25 | 2025-10-08 00:00 @ 4.14 | 5d 12h | −$57.72 | -2.99% | signal |
| 105 | short | 2025-10-01 12:00 @ 4.08 | 2025-10-02 00:00 @ 4.12 | 12h | −$22.97 | -1.19% | signal |
| 104 | long | 2025-09-30 12:00 @ 3.90 | 2025-10-01 00:00 @ 3.91 | 12h | −$0.16 | -0.01% | signal |
| 103 | short | 2025-09-29 12:00 @ 3.93 | 2025-09-30 00:00 @ 3.98 | 12h | −$25.30 | -1.30% | signal |
| 102 | short | 2025-09-25 00:00 @ 3.99 | 2025-09-29 00:00 @ 4.00 | 4d | −$3.94 | -0.20% | signal |
| 101 | short | 2025-09-24 00:00 @ 3.96 | 2025-09-24 12:00 @ 4.07 | 12h | −$52.29 | -2.67% | signal |
| 100 | long | 2025-09-12 12:00 @ 4.17 | 2025-09-23 12:00 @ 4.02 | 11d | −$80.57 | -4.07% | signal |
| 99 | short | 2025-09-11 00:00 @ 4.22 | 2025-09-12 00:00 @ 4.24 | 1d | −$14.42 | -0.73% | signal |
| 98 | long | 2025-09-10 00:00 @ 4.14 | 2025-09-10 12:00 @ 4.08 | 12h | −$30.08 | -1.51% | signal |
| 97 | short | 2025-08-29 12:00 @ 3.82 | 2025-09-09 12:00 @ 4.15 | 11d | −$169.40 | -8.34% | signal |
| 96 | short | 2025-08-26 00:00 @ 3.73 | 2025-08-29 00:00 @ 3.98 | 3d | −$139.56 | -6.75% | signal |
| 95 | long | 2025-08-04 00:00 @ 3.60 | 2025-08-25 12:00 @ 3.90 | 21d 12h | $155.85 | +7.68% | signal |
| 94 | short | 2025-07-31 00:00 @ 3.80 | 2025-08-03 12:00 @ 3.60 | 3d 12h | $104.33 | +5.21% | signal |
| 93 | long | 2025-07-28 00:00 @ 4.24 | 2025-07-30 12:00 @ 3.76 | 2d 12h | −$238.20 | -11.55% | signal |
| 92 | short | 2025-07-25 00:00 @ 4.00 | 2025-07-27 12:00 @ 4.15 | 2d 12h | −$79.38 | -3.81% | signal |
| 91 | long | 2025-07-16 12:00 @ 4.12 | 2025-07-24 12:00 @ 4.02 | 8d | −$58.59 | -2.80% | signal |
| 90 | short | 2025-06-13 00:00 @ 3.92 | 2025-07-16 00:00 @ 4.08 | 33d | −$85.20 | -4.02% | signal |
| 89 | long | 2025-06-11 12:00 @ 4.23 | 2025-06-12 12:00 @ 4.01 | 1d | −$113.11 | -5.27% | signal |
| 88 | short | 2025-06-09 00:00 @ 4.02 | 2025-06-11 00:00 @ 4.29 | 2d | −$148.12 | -6.79% | signal |
| 87 | short | 2025-06-07 12:00 @ 4.02 | 2025-06-08 12:00 @ 4.04 | 1d | −$11.22 | -0.51% | signal |
| 86 | long | 2025-05-10 00:00 @ 4.80 | 2025-06-07 00:00 @ 3.88 | 28d | −$449.52 | -19.56% | signal |
| 85 | short | 2025-04-30 00:00 @ 4.14 | 2025-05-09 12:00 @ 4.69 | 9d 12h | −$312.76 | -13.16% | signal |
| 84 | long | 2025-04-25 12:00 @ 4.30 | 2025-04-29 12:00 @ 4.25 | 4d | −$33.17 | -1.39% | signal |
| 83 | short | 2025-04-24 12:00 @ 4.00 | 2025-04-25 00:00 @ 4.27 | 12h | −$167.08 | -6.89% | signal |
| 82 | short | 2025-03-26 12:00 @ 4.75 | 2025-04-24 00:00 @ 4.09 | 28d 12h | $321.85 | +13.72% | signal |
| 81 | long | 2025-03-25 12:00 @ 4.67 | 2025-03-26 00:00 @ 4.63 | 12h | −$21.13 | -0.90% | signal |
| 80 | short | 2025-03-24 12:00 @ 4.69 | 2025-03-25 00:00 @ 4.62 | 12h | $34.41 | +1.47% | signal |
| 79 | short | 2025-01-08 00:00 @ 7.01 | 2025-03-24 00:00 @ 4.50 | 75d | $778.61 | +36.25% | signal |
| 78 | long | 2024-11-11 00:00 @ 5.24 | 2025-01-07 12:00 @ 7.72 | 57d 12h | $841.83 | +43.46% | signal |
| 77 | short | 2024-10-25 12:00 @ 4.16 | 2024-11-10 12:00 @ 5.16 | 16d | −$493.25 | -23.94% | signal |
| 76 | long | 2024-10-19 12:00 @ 4.33 | 2024-10-25 00:00 @ 4.21 | 5d 12h | −$65.19 | -3.14% | signal |
| 75 | short | 2024-10-18 00:00 @ 4.19 | 2024-10-19 00:00 @ 4.31 | 1d | −$62.30 | -2.98% | signal |
| 74 | long | 2024-10-15 00:00 @ 4.38 | 2024-10-17 12:00 @ 4.18 | 2d 12h | −$97.40 | -4.60% | signal |
| 73 | short | 2024-10-02 12:00 @ 4.15 | 2024-10-14 12:00 @ 4.28 | 12d | −$65.36 | -3.06% | signal |
| 72 | long | 2024-09-26 12:00 @ 4.76 | 2024-10-02 00:00 @ 4.15 | 5d 12h | −$290.16 | -13.16% | signal |
| 71 | short | 2024-09-21 00:00 @ 4.34 | 2024-09-26 00:00 @ 4.64 | 5d | −$154.33 | -6.88% | signal |
| 70 | long | 2024-09-20 00:00 @ 4.25 | 2024-09-20 12:00 @ 4.32 | 12h | $34.76 | +1.55% | signal |
| 69 | short | 2024-06-15 00:00 @ 6.16 | 2024-09-19 12:00 @ 4.21 | 96d 12h | $659.31 | +31.84% | signal |
| 68 | short | 2024-06-13 12:00 @ 6.47 | 2024-06-14 12:00 @ 6.40 | 1d | $18.68 | +0.90% | signal |
| 67 | short | 2024-06-07 00:00 @ 7.15 | 2024-06-13 00:00 @ 6.74 | 6d | $117.91 | +5.79% | signal |
| 66 | long | 2024-06-05 12:00 @ 7.21 | 2024-06-06 12:00 @ 7.22 | 1d | −$0.52 | -0.03% | signal |
| 65 | long | 2024-05-31 00:00 @ 7.00 | 2024-06-05 00:00 @ 7.18 | 5d | $47.25 | +2.33% | signal |
| 64 | long | 2024-05-28 12:00 @ 7.40 | 2024-05-30 12:00 @ 7.05 | 2d | −$101.76 | -4.96% | signal |
| 63 | short | 2024-04-13 12:00 @ 7.21 | 2024-05-28 00:00 @ 7.65 | 44d 12h | −$118.71 | -5.71% | signal |
| 62 | long | 2024-02-27 12:00 @ 8.11 | 2024-04-13 00:00 @ 7.23 | 45d 12h | −$346.04 | -15.97% | signal |
| 61 | short | 2024-02-25 12:00 @ 7.76 | 2024-02-27 00:00 @ 8.12 | 1d 12h | −$100.92 | -4.60% | signal |
| 60 | long | 2024-02-19 12:00 @ 7.83 | 2024-02-25 00:00 @ 7.82 | 5d 12h | −$13.01 | -0.59% | signal |
| 59 | long | 2024-02-18 12:00 @ 7.78 | 2024-02-19 00:00 @ 7.86 | 12h | $20.65 | +0.94% | signal |
| 58 | short | 2024-02-04 00:00 @ 6.82 | 2024-02-18 00:00 @ 7.71 | 14d | −$285.79 | -12.64% | signal |
| 57 | long | 2024-02-03 00:00 @ 6.95 | 2024-02-03 12:00 @ 6.89 | 12h | −$20.25 | -0.89% | signal |
| 56 | short | 2024-02-02 00:00 @ 6.79 | 2024-02-02 12:00 @ 6.91 | 12h | −$41.32 | -1.82% | signal |
| 55 | short | 2024-01-30 12:00 @ 7.04 | 2024-02-01 12:00 @ 6.64 | 2d | $126.32 | +5.63% | signal |
| 54 | short | 2024-01-23 12:00 @ 6.09 | 2024-01-30 00:00 @ 7.03 | 6d 12h | −$357.91 | -15.33% | signal |
| 53 | long | 2023-10-25 12:00 @ 4.20 | 2024-01-23 00:00 @ 6.34 | 89d 12h | $942.59 | +44.91% | signal |
| 52 | long | 2023-10-24 12:00 @ 4.29 | 2023-10-25 00:00 @ 4.18 | 12h | −$56.63 | -2.68% | signal |
| 51 | short | 2023-08-15 00:00 @ 4.99 | 2023-10-24 00:00 @ 4.36 | 70d | $211.43 | +10.26% | signal |
| 50 | long | 2023-08-13 00:00 @ 5.04 | 2023-08-14 12:00 @ 4.99 | 1d 12h | −$21.87 | -1.06% | signal |
| 49 | short | 2023-08-09 12:00 @ 5.06 | 2023-08-12 12:00 @ 5.03 | 3d | $11.86 | +0.58% | signal |
| 48 | short | 2023-08-08 12:00 @ 5.01 | 2023-08-09 00:00 @ 5.06 | 12h | −$21.18 | -1.02% | signal |
| 47 | long | 2023-07-21 00:00 @ 5.35 | 2023-08-08 00:00 @ 4.97 | 18d | −$150.11 | -7.13% | signal |
| 46 | short | 2023-07-19 00:00 @ 5.18 | 2023-07-20 12:00 @ 5.45 | 1d 12h | −$112.95 | -5.29% | signal |
| 45 | long | 2023-07-18 00:00 @ 5.30 | 2023-07-18 12:00 @ 5.18 | 12h | −$48.53 | -2.26% | signal |
| 44 | long | 2023-07-14 12:00 @ 5.63 | 2023-07-17 12:00 @ 5.26 | 3d | −$143.71 | -6.59% | signal |
| 43 | short | 2023-07-05 12:00 @ 5.20 | 2023-07-14 00:00 @ 5.55 | 8d 12h | −$151.63 | -6.83% | signal |
| 42 | long | 2023-07-03 12:00 @ 5.45 | 2023-07-05 00:00 @ 5.34 | 1d 12h | −$46.50 | -2.08% | signal |
| 41 | short | 2023-07-02 00:00 @ 5.35 | 2023-07-03 00:00 @ 5.50 | 1d | −$63.88 | -2.84% | signal |
| 40 | short | 2023-04-30 12:00 @ 6.01 | 2023-07-01 12:00 @ 5.30 | 62d | $260.92 | +11.96% | signal |
| 39 | short | 2023-04-28 12:00 @ 5.84 | 2023-04-30 00:00 @ 6.04 | 1d 12h | −$76.89 | -3.49% | signal |
| 38 | long | 2023-04-27 12:00 @ 5.90 | 2023-04-28 00:00 @ 5.97 | 12h | $23.21 | +1.06% | signal |
| 37 | long | 2023-04-14 12:00 @ 6.77 | 2023-04-27 00:00 @ 5.84 | 12d 12h | −$318.36 | -13.99% | signal |
| 36 | short | 2023-04-02 00:00 @ 6.34 | 2023-04-14 00:00 @ 6.64 | 12d | −$103.58 | -4.50% | signal |
| 35 | long | 2023-03-31 12:00 @ 6.19 | 2023-04-01 12:00 @ 6.26 | 1d | $24.27 | +1.06% | signal |
| 34 | long | 2023-03-30 12:00 @ 6.16 | 2023-03-31 00:00 @ 6.12 | 12h | −$18.34 | -0.80% | signal |
| 33 | short | 2023-03-19 12:00 @ 6.44 | 2023-03-30 00:00 @ 6.18 | 10d 12h | $92.70 | +4.07% | signal |
| 32 | long | 2023-03-18 00:00 @ 6.62 | 2023-03-19 00:00 @ 6.31 | 1d | −$110.70 | -4.80% | signal |
| 31 | short | 2023-03-07 12:00 @ 5.81 | 2023-03-17 12:00 @ 6.53 | 10d | −$297.54 | -12.51% | signal |
| 30 | long | 2023-01-14 12:00 @ 6.05 | 2023-03-07 00:00 @ 5.91 | 51d 12h | −$70.62 | -2.95% | signal |
| 29 | short | 2023-01-13 12:00 @ 5.21 | 2023-01-14 00:00 @ 5.40 | 12h | −$88.74 | -3.67% | signal |
| 28 | short | 2022-11-10 00:00 @ 5.41 | 2023-01-13 00:00 @ 5.23 | 64d | $53.30 | +2.22% | signal |
| 27 | long | 2022-11-04 00:00 @ 6.42 | 2022-11-09 12:00 @ 6.25 | 5d 12h | −$61.48 | -2.54% | signal |
| 26 | short | 2022-09-13 12:00 @ 7.88 | 2022-11-03 12:00 @ 6.38 | 51d | $413.64 | +17.85% | signal |
| 25 | long | 2022-09-12 12:00 @ 7.92 | 2022-09-13 00:00 @ 7.65 | 12h | −$79.60 | -3.41% | signal |
| 24 | long | 2022-09-09 00:00 @ 7.38 | 2022-09-12 00:00 @ 7.69 | 3d | $93.94 | +4.06% | signal |
| 23 | short | 2022-09-07 12:00 @ 6.96 | 2022-09-08 12:00 @ 7.23 | 1d | −$92.72 | -3.97% | signal |
| 22 | long | 2022-09-06 12:00 @ 7.62 | 2022-09-07 00:00 @ 6.87 | 12h | −$236.92 | -9.89% | signal |
| 21 | short | 2022-09-02 00:00 @ 7.18 | 2022-09-06 00:00 @ 7.37 | 4d | −$66.59 | -2.76% | signal |
| 20 | long | 2022-08-31 12:00 @ 7.20 | 2022-09-01 12:00 @ 7.06 | 1d | −$47.68 | -1.97% | signal |
| 19 | long | 2022-07-31 12:00 @ 8.31 | 2022-08-31 00:00 @ 7.00 | 30d 12h | −$356.74 | -14.19% | signal |
| 18 | long | 2022-07-28 12:00 @ 7.68 | 2022-07-31 00:00 @ 8.21 | 2d 12h | $167.87 | +6.79% | signal |
| 17 | short | 2022-06-27 00:00 @ 7.83 | 2022-07-28 00:00 @ 7.67 | 31d | $6.24 | +0.25% | signal |
| 16 | short | 2022-04-27 00:00 @ 16.66 | 2022-06-26 12:00 @ 8.38 | 60d 12h | $1,039.01 | +47.01% | signal |
| 15 | long | 2022-04-26 00:00 @ 18.09 | 2022-04-26 12:00 @ 17.84 | 12h | −$33.14 | -1.49% | signal |
| 14 | long | 2022-04-19 12:00 @ 18.23 | 2022-04-25 12:00 @ 17.44 | 6d | −$98.78 | -4.40% | signal |
| 13 | short | 2022-04-18 00:00 @ 17.71 | 2022-04-19 00:00 @ 18.15 | 1d | −$58.39 | -2.59% | signal |
| 12 | short | 2022-04-15 12:00 @ 18.21 | 2022-04-17 12:00 @ 18.59 | 2d | −$50.96 | -2.24% | signal |
| 11 | long | 2022-04-14 12:00 @ 18.02 | 2022-04-15 00:00 @ 17.89 | 12h | −$18.31 | -0.80% | signal |
| 10 | short | 2022-04-12 12:00 @ 17.79 | 2022-04-14 00:00 @ 18.19 | 1d 12h | −$55.61 | -2.43% | signal |
| 9 | long | 2022-03-28 12:00 @ 22.99 | 2022-04-12 00:00 @ 17.19 | 14d 12h | −$615.40 | -25.19% | signal |
| 8 | short | 2022-03-21 12:00 @ 18.86 | 2022-03-28 00:00 @ 22.44 | 6d 12h | −$494.91 | -19.28% | signal |
| 7 | long | 2022-03-20 12:00 @ 18.69 | 2022-03-21 00:00 @ 18.64 | 12h | −$9.80 | -0.38% | signal |
| 6 | short | 2022-03-18 12:00 @ 18.38 | 2022-03-20 00:00 @ 19.39 | 1d 12h | −$147.12 | -5.65% | signal |
| 5 | long | 2022-03-17 12:00 @ 18.79 | 2022-03-18 00:00 @ 18.73 | 12h | −$11.24 | -0.43% | signal |
| 4 | short | 2022-03-13 12:00 @ 17.86 | 2022-03-17 00:00 @ 19.04 | 3d 12h | −$180.43 | -6.80% | signal |
| 3 | short | 2022-03-12 00:00 @ 17.68 | 2022-03-13 00:00 @ 18.14 | 1d | −$73.44 | -2.75% | signal |
| 2 | short | 2022-03-11 00:00 @ 16.95 | 2022-03-11 12:00 @ 18.22 | 12h | −$207.95 | -7.63% | signal |
| 1 | short | 2022-01-01 12:00 @ 27.01 | 2022-03-10 12:00 @ 16.92 | 68d | $895.92 | +35.84% | 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.