[Mine-Q] Trend + momentum ensemble
public
@djgambhirETHUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,409 bars in 8.0ms
Net P&L
+26.57%
$2,656.66
Max drawdown
-20.54%
Max run-up
+35.57%
Trades
142
28.2% win rate
Profit factor
1.29
2022-01-01drawdown · worst -20.54%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | +0.16% | -18.88% | 79 | 24% |
| Validation | 2024-10-19 → 2025-09-25 | +11.29% | -12.64% | 27 | 44% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | +13.55% | -6.85% | 36 | 25% |
Risk-adjusted
- Sharpe
- 0.44
- Sortino
- 0.65
- Calmar
- 0.25
- Return ÷ max drawdown
- 1.29
- CAGR
- +5.18%
- Exposure
- 71.7%
Per trade
- Expectancy
- $18.71 · +0.79%
- Average win / loss
- $295.98 / −$90.03
- Payoff ratio
- 3.29
- Largest win / loss
- $1,474.58 / −$486.27
- Longest losing streak(winning: 4)
- 13 trades
Drawdown over time
- Max drawdown
- -20.54%
- Longest time under water
- 696 days
- Worst drawdown recovered in
- 696 days
- Under water at the end
- 11 days
Costs and mechanics
- Fees paid
- −$373.55
- Funding
- −$403.32
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- -33.43%
Monte Carlo
1,000 alternative histories, each 142 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 | -20.62% | +24.07% | +108.76% |
| Max drawdown | -35.46% | -18.69% | -10.56% |
23% of histories lost money, and 41% had a deeper drawdown than this run’s -20.54%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- ema200 length
- 200
- ema50 length
- 50
- roc20 length
- 20
- macd fast length
- 12
- macd slow length
- 26
- macd signal length
- 9
- atr14 length
- 14
- Long entry: roc20 > ▢
- 0
- Long entry: macd.hist > ▢
- 0
- Short entry: roc20 < ▢
- 0
- Short entry: macd.hist < ▢
- 0
- Stop loss (× atr14)
- 3
- Leverage (×)
- 1
- Position size (% of equity)
- 25
ETHUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
142 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 12:00 @ 3,691.35 | 2022-02-05 00:00 @ 2,994.24 | 34d 12h | $475.38 | +19.02% | signal |
| 2 | short | 2022-02-15 00:00 @ 2,928.28 | 2022-02-15 12:00 @ 3,093.61 | 12h | −$150.22 | -5.74% | signal |
| 3 | short | 2022-02-18 00:00 @ 2,890.17 | 2022-02-27 12:00 @ 2,820.89 | 9d 12h | $61.33 | +2.38% | signal |
| 4 | short | 2022-03-05 00:00 @ 2,619.73 | 2022-03-16 12:00 @ 2,687.34 | 11d 12h | −$65.95 | -2.54% | signal |
| 5 | long | 2022-03-25 00:00 @ 3,110.51 | 2022-04-07 00:00 @ 3,166.14 | 13d | $34.55 | +1.34% | signal |
| 6 | short | 2022-04-11 12:00 @ 3,048.64 | 2022-04-20 12:00 @ 3,151.91 | 9d | −$91.75 | -3.54% | signal |
| 7 | long | 2022-04-21 12:00 @ 3,149.64 | 2022-04-22 00:00 @ 2,980.71 | 12h | −$140.09 | -5.46% | signal |
| 8 | short | 2022-04-23 12:00 @ 2,956.40 | 2022-07-08 00:00 @ 1,237.16 | 75d 12h | $1,474.58 | +58.26% | signal |
| 9 | short | 2022-07-13 00:00 @ 1,037.67 | 2022-07-14 12:00 @ 1,209.84 | 1d 12h | −$486.27 | -16.77% | stop loss |
| 10 | short | 2022-08-08 00:00 @ 1,698.91 | 2022-08-08 12:00 @ 1,789.07 | 12h | −$150.23 | -5.41% | signal |
| 11 | long | 2022-08-09 00:00 @ 1,776.44 | 2022-08-09 12:00 @ 1,702.46 | 12h | −$116.95 | -4.27% | reverse |
| 12 | short | 2022-08-10 12:00 @ 1,705.67 | 2022-08-11 00:00 @ 1,853.62 | 12h | −$237.70 | -8.77% | signal |
| 13 | long | 2022-08-11 12:00 @ 1,903.16 | 2022-08-19 12:00 @ 1,706.49 | 8d | −$278.73 | -10.51% | signal |
| 14 | short | 2022-08-20 00:00 @ 1,607.97 | 2022-08-25 12:00 @ 1,709.35 | 5d 12h | −$166.04 | -6.43% | signal |
| 15 | short | 2022-08-27 00:00 @ 1,506.92 | 2022-09-06 00:00 @ 1,617.25 | 10d | −$194.78 | -7.67% | signal |
| 16 | long | 2022-09-10 00:00 @ 1,717.83 | 2022-09-14 00:00 @ 1,571.60 | 4d | −$206.40 | -8.28% | signal |
| 17 | short | 2022-09-16 00:00 @ 1,471.65 | 2022-10-24 00:00 @ 1,363.70 | 38d | $179.85 | +7.37% | signal |
| 18 | long | 2022-10-26 12:00 @ 1,528.44 | 2022-11-08 12:00 @ 1,475.93 | 13d | −$91.65 | -3.69% | signal |
| 19 | short | 2022-11-09 00:00 @ 1,333.13 | 2022-11-30 12:00 @ 1,266.57 | 21d 12h | $113.94 | +4.63% | signal |
| 20 | short | 2022-12-10 12:00 @ 1,265.45 | 2022-12-11 00:00 @ 1,266.12 | 12h | −$3.65 | -0.15% | signal |
| 21 | short | 2022-12-11 12:00 @ 1,272.68 | 2022-12-12 00:00 @ 1,262.68 | 12h | $17.10 | +0.69% | signal |
| 22 | short | 2022-12-12 12:00 @ 1,253.49 | 2022-12-13 00:00 @ 1,275.14 | 12h | −$45.67 | -1.83% | signal |
| 23 | short | 2022-12-16 12:00 @ 1,211.86 | 2023-01-04 12:00 @ 1,251.42 | 19d | −$75.31 | -3.03% | signal |
| 24 | long | 2023-01-09 12:00 @ 1,318.41 | 2023-02-10 00:00 @ 1,544.36 | 31d 12h | $388.61 | +15.77% | signal |
| 25 | long | 2023-02-16 00:00 @ 1,675.32 | 2023-02-25 00:00 @ 1,606.79 | 9d | −$113.76 | -4.44% | signal |
| 26 | short | 2023-03-10 00:00 @ 1,436.13 | 2023-03-12 12:00 @ 1,577.61 | 2d 12h | −$252.24 | -9.96% | stop loss |
| 27 | long | 2023-03-13 12:00 @ 1,580.94 | 2023-04-21 12:00 @ 1,907.79 | 39d | $485.68 | +19.67% | signal |
| 28 | long | 2023-05-04 00:00 @ 1,905.12 | 2023-05-05 00:00 @ 1,875.76 | 1d | −$43.26 | -1.67% | signal |
| 29 | long | 2023-05-05 12:00 @ 1,911.21 | 2023-05-07 00:00 @ 1,894.92 | 1d 12h | −$25.37 | -0.98% | signal |
| 30 | long | 2023-05-07 12:00 @ 1,901.69 | 2023-05-08 00:00 @ 1,869.14 | 12h | −$46.73 | -1.82% | signal |
| 31 | long | 2023-05-22 00:00 @ 1,804.26 | 2023-05-22 12:00 @ 1,813.53 | 12h | $10.39 | +0.41% | signal |
| 32 | long | 2023-05-23 00:00 @ 1,817.04 | 2023-05-24 12:00 @ 1,815.00 | 1d 12h | −$6.24 | -0.24% | signal |
| 33 | long | 2023-05-25 00:00 @ 1,799.20 | 2023-05-25 12:00 @ 1,788.28 | 12h | −$18.15 | -0.71% | signal |
| 34 | long | 2023-05-27 00:00 @ 1,827.18 | 2023-05-27 12:00 @ 1,825.44 | 12h | −$5.26 | -0.21% | signal |
| 35 | long | 2023-05-28 00:00 @ 1,829.22 | 2023-06-06 00:00 @ 1,809.67 | 9d | −$34.16 | -1.34% | signal |
| 36 | short | 2023-06-10 12:00 @ 1,746.52 | 2023-06-21 00:00 @ 1,791.73 | 10d 12h | −$66.68 | -2.62% | signal |
| 37 | long | 2023-06-21 12:00 @ 1,829.38 | 2023-07-07 00:00 @ 1,844.44 | 15d 12h | $8.57 | +0.34% | signal |
| 38 | long | 2023-07-14 00:00 @ 2,005.17 | 2023-07-17 12:00 @ 1,877.03 | 3d 12h | −$166.13 | -6.56% | stop loss |
| 39 | short | 2023-08-01 12:00 @ 1,829.65 | 2023-08-02 00:00 @ 1,873.43 | 12h | −$61.91 | -2.48% | reverse |
| 40 | short | 2023-08-03 00:00 @ 1,838.70 | 2023-08-09 12:00 @ 1,862.63 | 6d 12h | −$30.64 | -1.24% | signal |
| 41 | long | 2023-08-11 12:00 @ 1,851.06 | 2023-08-12 00:00 @ 1,847.67 | 12h | −$7.09 | -0.29% | signal |
| 42 | long | 2023-08-13 00:00 @ 1,849.51 | 2023-08-13 12:00 @ 1,848.55 | 12h | −$3.96 | -0.16% | signal |
| 43 | long | 2023-08-14 12:00 @ 1,847.86 | 2023-08-15 00:00 @ 1,844.43 | 12h | −$7.28 | -0.30% | signal |
| 44 | short | 2023-08-16 00:00 @ 1,823.59 | 2023-09-18 12:00 @ 1,655.50 | 33d 12h | $226.78 | +9.20% | signal |
| 45 | short | 2023-09-22 12:00 @ 1,596.05 | 2023-09-27 12:00 @ 1,629.24 | 5d | −$53.58 | -2.12% | signal |
| 46 | long | 2023-10-02 00:00 @ 1,733.75 | 2023-10-02 12:00 @ 1,627.92 | 12h | −$156.09 | -6.22% | stop loss |
| 47 | short | 2023-10-08 12:00 @ 1,616.93 | 2023-10-20 12:00 @ 1,612.84 | 12d | $8.05 | +0.33% | signal |
| 48 | long | 2023-10-24 00:00 @ 1,766.70 | 2023-12-18 12:00 @ 2,142.62 | 55d 12h | $464.25 | +18.79% | signal |
| 49 | long | 2023-12-22 12:00 @ 2,315.52 | 2024-01-03 12:00 @ 2,088.78 | 12d | −$288.18 | -11.14% | stop loss |
| 50 | long | 2024-01-09 12:00 @ 2,299.21 | 2024-01-22 12:00 @ 2,380.51 | 13d | $75.65 | +3.01% | signal |
| 51 | long | 2024-02-02 12:00 @ 2,317.94 | 2024-02-03 00:00 @ 2,307.54 | 12h | −$14.16 | -0.56% | signal |
| 52 | long | 2024-02-03 12:00 @ 2,303.18 | 2024-02-04 00:00 @ 2,294.95 | 12h | −$11.68 | -0.46% | signal |
| 53 | long | 2024-02-04 12:00 @ 2,305.07 | 2024-02-05 00:00 @ 2,288.20 | 12h | −$21.27 | -0.84% | signal |
| 54 | long | 2024-02-05 12:00 @ 2,329.04 | 2024-02-06 00:00 @ 2,300.37 | 12h | −$33.80 | -1.34% | signal |
| 55 | long | 2024-02-06 12:00 @ 2,325.05 | 2024-03-17 00:00 @ 3,524.86 | 39d 12h | $1,168.96 | +46.50% | signal |
| 56 | long | 2024-03-27 00:00 @ 3,590.37 | 2024-03-28 00:00 @ 3,504.29 | 1d | −$72.32 | -2.58% | signal |
| 57 | long | 2024-03-29 00:00 @ 3,564.71 | 2024-03-31 00:00 @ 3,507.96 | 2d | −$52.58 | -1.89% | signal |
| 58 | long | 2024-03-31 12:00 @ 3,614.10 | 2024-04-02 00:00 @ 3,505.82 | 1d 12h | −$90.66 | -3.27% | signal |
| 59 | long | 2024-04-08 12:00 @ 3,636.91 | 2024-04-12 12:00 @ 3,250.83 | 4d | −$300.02 | -10.90% | stop loss |
| 60 | short | 2024-04-14 00:00 @ 3,004.87 | 2024-04-24 00:00 @ 3,218.67 | 10d | −$188.86 | -7.05% | reverse |
| 61 | long | 2024-04-24 12:00 @ 3,280.81 | 2024-04-25 00:00 @ 3,138.21 | 12h | −$117.00 | -4.45% | signal |
| 62 | long | 2024-04-26 00:00 @ 3,155.07 | 2024-04-26 12:00 @ 3,126.91 | 12h | −$25.94 | -1.00% | signal |
| 63 | long | 2024-04-27 00:00 @ 3,130.61 | 2024-04-27 12:00 @ 3,122.74 | 12h | −$9.55 | -0.37% | signal |
| 64 | long | 2024-04-28 00:00 @ 3,254.62 | 2024-04-29 12:00 @ 3,157.60 | 1d 12h | −$80.97 | -3.12% | signal |
| 65 | long | 2024-04-30 00:00 @ 3,215.92 | 2024-04-30 12:00 @ 3,005.34 | 12h | −$171.24 | -6.66% | signal |
| 66 | short | 2024-05-01 00:00 @ 3,011.97 | 2024-05-05 12:00 @ 3,137.19 | 4d 12h | −$105.69 | -4.18% | reverse |
| 67 | long | 2024-05-06 12:00 @ 3,148.52 | 2024-05-07 00:00 @ 3,060.89 | 12h | −$72.34 | -2.89% | signal |
| 68 | short | 2024-05-08 12:00 @ 2,989.03 | 2024-05-18 00:00 @ 3,091.09 | 9d 12h | −$81.71 | -3.29% | signal |
| 69 | long | 2024-05-18 12:00 @ 3,133.48 | 2024-06-11 12:00 @ 3,530.15 | 24d | $284.62 | +11.55% | signal |
| 70 | long | 2024-06-22 00:00 @ 3,517.88 | 2024-06-22 12:00 @ 3,490.94 | 12h | −$22.20 | -0.88% | signal |
| 71 | long | 2024-06-23 12:00 @ 3,497.58 | 2024-06-24 00:00 @ 3,418.70 | 12h | −$59.64 | -2.36% | signal |
| 72 | short | 2024-06-24 12:00 @ 3,318.73 | 2024-06-28 12:00 @ 3,452.29 | 4d | −$100.74 | -4.01% | reverse |
| 73 | short | 2024-07-04 00:00 @ 3,294.09 | 2024-07-15 12:00 @ 3,339.51 | 11d 12h | −$31.02 | -1.25% | signal |
| 74 | long | 2024-07-16 00:00 @ 3,482.32 | 2024-07-25 00:00 @ 3,333.56 | 9d | −$113.03 | -4.55% | signal |
| 75 | short | 2024-07-25 12:00 @ 3,170.26 | 2024-07-29 12:00 @ 3,374.70 | 4d | −$158.82 | -6.47% | signal |
| 76 | short | 2024-07-30 00:00 @ 3,316.20 | 2024-07-30 12:00 @ 3,334.01 | 12h | −$14.90 | -0.62% | signal |
| 77 | short | 2024-07-31 00:00 @ 3,277.51 | 2024-08-24 00:00 @ 2,762.13 | 24d | $379.33 | +15.74% | signal |
| 78 | short | 2024-08-28 00:00 @ 2,455.49 | 2024-09-19 12:00 @ 2,434.49 | 22d 12h | $23.35 | +0.93% | signal |
| 79 | short | 2024-10-02 00:00 @ 2,446.36 | 2024-10-13 00:00 @ 2,475.58 | 11d | −$26.81 | -1.07% | signal |
| 80 | long | 2024-10-21 00:00 @ 2,747.53 | 2024-10-23 12:00 @ 2,555.61 | 2d 12h | −$179.47 | -7.17% | stop loss |
| 81 | short | 2024-10-24 12:00 @ 2,528.46 | 2024-10-29 00:00 @ 2,566.99 | 4d 12h | −$36.78 | -1.50% | signal |
| 82 | short | 2024-11-01 12:00 @ 2,515.35 | 2024-11-06 12:00 @ 2,630.36 | 5d | −$110.91 | -4.53% | signal |
| 83 | long | 2024-11-07 00:00 @ 2,723.04 | 2024-12-19 00:00 @ 3,624.68 | 42d | $730.05 | +30.14% | signal |
| 84 | short | 2024-12-20 12:00 @ 3,103.37 | 2024-12-30 12:00 @ 3,424.17 | 10d | −$265.31 | -10.19% | reverse |
| 85 | long | 2025-01-02 00:00 @ 3,360.02 | 2025-01-02 12:00 @ 3,469.89 | 12h | $79.89 | +3.15% | signal |
| 86 | long | 2025-01-03 00:00 @ 3,455.52 | 2025-01-03 12:00 @ 3,464.05 | 12h | $3.24 | +0.13% | signal |
| 87 | long | 2025-01-04 00:00 @ 3,608.62 | 2025-01-08 00:00 @ 3,378.69 | 4d | −$168.61 | -6.59% | signal |
| 88 | short | 2025-01-10 00:00 @ 3,217.60 | 2025-01-16 00:00 @ 3,450.50 | 6d | −$181.43 | -7.21% | signal |
| 89 | long | 2025-01-18 00:00 @ 3,473.07 | 2025-01-18 12:00 @ 3,309.88 | 12h | −$119.02 | -4.82% | signal |
| 90 | short | 2025-01-20 00:00 @ 3,213.52 | 2025-01-20 12:00 @ 3,376.36 | 12h | −$125.73 | -5.15% | signal |
| 91 | long | 2025-01-21 00:00 @ 3,283.87 | 2025-01-21 12:00 @ 3,303.74 | 12h | $11.68 | +0.48% | signal |
| 92 | long | 2025-01-22 00:00 @ 3,327.38 | 2025-01-22 12:00 @ 3,324.85 | 12h | −$4.72 | -0.20% | signal |
| 93 | long | 2025-01-24 00:00 @ 3,338.54 | 2025-01-25 00:00 @ 3,307.95 | 1d | −$25.23 | -1.05% | signal |
| 94 | long | 2025-01-25 12:00 @ 3,306.17 | 2025-01-26 00:00 @ 3,317.25 | 12h | $5.45 | +0.23% | signal |
| 95 | short | 2025-01-27 12:00 @ 3,056.88 | 2025-01-31 12:00 @ 3,334.89 | 4d | −$219.30 | -9.11% | signal |
| 96 | short | 2025-02-02 12:00 @ 3,062.89 | 2025-02-24 00:00 @ 2,819.10 | 21d 12h | $188.04 | +7.99% | signal |
| 97 | short | 2025-02-25 00:00 @ 2,511.76 | 2025-04-23 00:00 @ 1,755.93 | 57d | $726.94 | +30.30% | signal |
| 98 | short | 2025-05-06 12:00 @ 1,768.74 | 2025-05-07 00:00 @ 1,816.59 | 12h | −$72.55 | -2.81% | signal |
| 99 | long | 2025-05-09 00:00 @ 2,206.97 | 2025-06-06 00:00 @ 2,412.42 | 28d | $219.82 | +8.58% | signal |
| 100 | long | 2025-06-10 00:00 @ 2,679.67 | 2025-06-13 12:00 @ 2,543.42 | 3d 12h | −$137.79 | -5.26% | signal |
| 101 | short | 2025-06-22 00:00 @ 2,294.18 | 2025-06-30 00:00 @ 2,499.75 | 8d | −$232.73 | -9.01% | signal |
| 102 | long | 2025-07-01 00:00 @ 2,484.80 | 2025-07-01 12:00 @ 2,447.64 | 12h | −$40.51 | -1.60% | signal |
| 103 | long | 2025-07-02 00:00 @ 2,404.14 | 2025-07-02 12:00 @ 2,444.04 | 12h | $39.03 | +1.55% | signal |
| 104 | long | 2025-07-03 00:00 @ 2,569.88 | 2025-08-03 00:00 @ 3,391.74 | 31d | $781.51 | +30.95% | signal |
| 105 | long | 2025-08-08 00:00 @ 3,909.18 | 2025-09-02 00:00 @ 4,312.14 | 25d | $263.58 | +9.69% | signal |
| 106 | long | 2025-09-11 12:00 @ 4,428.95 | 2025-09-22 00:00 @ 4,442.11 | 10d 12h | $1.60 | +0.06% | signal |
| 107 | long | 2025-10-02 12:00 @ 4,378.12 | 2025-10-09 12:00 @ 4,370.12 | 7d | −$11.50 | -0.41% | signal |
| 108 | short | 2025-10-11 00:00 @ 3,819.24 | 2025-10-21 00:00 @ 3,978.34 | 10d | −$117.11 | -4.21% | reverse |
| 109 | long | 2025-10-27 00:00 @ 4,157.19 | 2025-10-29 00:00 @ 3,976.76 | 2d | −$123.29 | -4.48% | signal |
| 110 | long | 2025-10-29 12:00 @ 4,009.93 | 2025-10-30 00:00 @ 3,899.60 | 12h | −$77.73 | -2.85% | signal |
| 111 | short | 2025-10-30 12:00 @ 3,878.74 | 2025-12-04 00:00 @ 3,187.72 | 34d 12h | $489.85 | +18.11% | signal |
| 112 | short | 2025-12-14 00:00 @ 3,112.38 | 2025-12-15 12:00 @ 3,156.31 | 1d 12h | −$41.88 | -1.48% | signal |
| 113 | short | 2025-12-16 00:00 @ 2,962.66 | 2026-01-02 00:00 @ 3,003.10 | 17d | −$36.05 | -1.28% | signal |
| 114 | short | 2026-01-13 00:00 @ 3,093.23 | 2026-01-13 12:00 @ 3,133.40 | 12h | −$38.88 | -1.39% | signal |
| 115 | long | 2026-01-14 00:00 @ 3,325.34 | 2026-01-20 12:00 @ 3,107.53 | 6d 12h | −$188.81 | -6.75% | signal |
| 116 | short | 2026-01-21 00:00 @ 2,937.66 | 2026-03-05 00:00 @ 2,126.40 | 43d | $753.12 | +27.38% | signal |
| 117 | short | 2026-03-08 00:00 @ 1,968.00 | 2026-03-10 12:00 @ 2,061.18 | 2d 12h | −$142.91 | -4.86% | signal |
| 118 | short | 2026-03-23 00:00 @ 2,052.45 | 2026-03-23 12:00 @ 2,134.33 | 12h | −$118.95 | -4.10% | signal |
| 119 | short | 2026-03-26 00:00 @ 2,167.57 | 2026-04-01 00:00 @ 2,104.90 | 6d | $79.06 | +2.75% | signal |
| 120 | long | 2026-04-14 00:00 @ 2,369.27 | 2026-04-24 00:00 @ 2,328.47 | 10d | −$51.62 | -1.78% | reverse |
| 121 | short | 2026-04-24 12:00 @ 2,326.24 | 2026-04-25 00:00 @ 2,314.33 | 12h | $11.53 | +0.40% | signal |
| 122 | short | 2026-04-25 12:00 @ 2,312.01 | 2026-04-26 00:00 @ 2,318.67 | 12h | −$11.33 | -0.39% | signal |
| 123 | short | 2026-04-27 12:00 @ 2,318.30 | 2026-04-28 00:00 @ 2,302.74 | 12h | $16.24 | +0.56% | signal |
| 124 | short | 2026-04-28 12:00 @ 2,273.94 | 2026-04-29 00:00 @ 2,288.82 | 12h | −$21.77 | -0.75% | signal |
| 125 | short | 2026-04-30 00:00 @ 2,251.08 | 2026-05-01 12:00 @ 2,285.78 | 1d 12h | −$47.98 | -1.67% | signal |
| 126 | short | 2026-05-02 00:00 @ 2,293.88 | 2026-05-02 12:00 @ 2,301.45 | 12h | −$12.45 | -0.43% | signal |
| 127 | short | 2026-05-03 00:00 @ 2,315.45 | 2026-05-03 12:00 @ 2,319.34 | 12h | −$7.63 | -0.27% | signal |
| 128 | long | 2026-05-05 00:00 @ 2,346.59 | 2026-05-08 00:00 @ 2,289.46 | 3d | −$71.05 | -2.48% | signal |
| 129 | short | 2026-05-09 12:00 @ 2,313.23 | 2026-05-10 00:00 @ 2,325.70 | 12h | −$17.93 | -0.63% | signal |
| 130 | long | 2026-05-11 00:00 @ 2,370.68 | 2026-05-12 12:00 @ 2,285.45 | 1d 12h | −$105.36 | -3.71% | signal |
| 131 | short | 2026-05-13 00:00 @ 2,273.16 | 2026-07-03 00:00 @ 1,700.23 | 51d | $715.48 | +25.43% | signal |
| 132 | short | 2026-07-25 00:00 @ 1,860.21 | 2026-07-25 12:00 @ 1,857.41 | 12h | $1.74 | +0.06% | signal |
| 133 | short | 2026-07-26 00:00 @ 1,873.56 | 2026-07-26 12:00 @ 1,885.38 | 12h | −$21.87 | -0.73% | signal |
| 134 | short | 2026-07-31 12:00 @ 1,883.17 | 2026-08-01 00:00 @ 1,862.05 | 12h | $30.47 | +1.02% | signal |
| 135 | short | 2026-08-01 12:00 @ 1,865.81 | 2026-08-03 00:00 @ 1,884.76 | 1d 12h | −$32.96 | -1.10% | signal |
| 136 | short | 2026-08-03 12:00 @ 1,838.60 | 2026-08-04 00:00 @ 1,860.15 | 12h | −$37.89 | -1.27% | signal |
| 137 | short | 2026-08-05 00:00 @ 1,868.53 | 2026-08-05 12:00 @ 1,868.30 | 12h | −$2.50 | -0.08% | signal |
| 138 | short | 2026-08-06 00:00 @ 1,907.57 | 2026-08-06 12:00 @ 1,907.26 | 12h | −$2.46 | -0.08% | signal |
| 139 | short | 2026-08-13 00:00 @ 1,878.41 | 2026-08-13 12:00 @ 1,879.87 | 12h | −$4.87 | -0.16% | signal |
| 140 | short | 2026-08-16 00:00 @ 1,881.35 | 2026-08-16 12:00 @ 1,880.52 | 12h | −$1.60 | -0.05% | signal |
| 141 | short | 2026-08-17 00:00 @ 1,874.83 | 2026-08-17 12:00 @ 1,904.13 | 12h | −$49.18 | -1.65% | signal |
| 142 | long | 2026-08-19 12:00 @ 1,922.73 | 2026-09-01 00:00 @ 2,457.38 | 12d 12h | $810.13 | +27.35% | 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.