[Mine-Q] Trend + momentum ensemble
public
@djgambhirLTCUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,399 bars in 3.5ms
Net P&L
-33.38%
−$3,337.67
Max drawdown
-47.91%
Max run-up
+22.92%
Trades
148
26.4% win rate
Profit factor
0.69
2022-01-01drawdown · worst -47.91%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -23.83% | -36.33% | 100 | 26% |
| Validation | 2024-10-19 → 2025-09-25 | -9.43% | -28.92% | 26 | 31% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | -3.43% | -12.86% | 22 | 23% |
Risk-adjusted
- Sharpe
- -0.46
- Sortino
- -0.66
- Calmar
- -0.17
- Return ÷ max drawdown
- -0.70
- CAGR
- -8.34%
- Exposure
- 69.5%
Per trade
- Expectancy
- −$22.55 · -0.98%
- Average win / loss
- $189.25 / −$98.33
- Payoff ratio
- 1.92
- Largest win / loss
- $1,069.02 / −$547.99
- Longest losing streak(winning: 3)
- 11 trades
Drawdown over time
- Max drawdown
- -47.91%
- Longest time under water(still going at the end)
- 1541 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$315.69
- Funding
- −$275.56
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- -66.72%
Monte Carlo
1,000 alternative histories, each 148 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 | -58.10% | -34.84% | +7.04% |
| Max drawdown | -60.62% | -42.56% | -22.53% |
92% of histories lost money, and 32% had a deeper drawdown than this run’s -47.91%. 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
LTCUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
148 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 12:00 @ 147.39 | 2022-01-15 00:00 @ 144.74 | 13d 12h | $51.14 | +2.05% | signal |
| 2 | short | 2022-01-21 12:00 @ 124.70 | 2022-02-05 00:00 @ 121.27 | 14d 12h | $65.32 | +2.60% | signal |
| 3 | short | 2022-02-17 12:00 @ 125.13 | 2022-03-17 00:00 @ 111.21 | 24d 12h | $266.62 | +10.54% | signal |
| 4 | long | 2022-03-28 12:00 @ 131.42 | 2022-04-06 00:00 @ 122.68 | 6d 12h | −$179.96 | -6.93% | reverse |
| 5 | short | 2022-04-06 12:00 @ 118.64 | 2022-04-20 00:00 @ 113.79 | 13d 12h | $103.91 | +4.07% | signal |
| 6 | short | 2022-04-23 12:00 @ 106.68 | 2022-05-05 00:00 @ 106.24 | 11d 12h | $11.10 | +0.43% | signal |
| 7 | short | 2022-05-07 00:00 @ 96.63 | 2022-06-25 12:00 @ 56.33 | 49d 12h | $1,069.02 | +41.44% | signal |
| 8 | short | 2022-06-30 00:00 @ 53.63 | 2022-07-10 00:00 @ 54.06 | 10d | −$20.78 | -0.73% | signal |
| 9 | short | 2022-07-12 00:00 @ 48.64 | 2022-07-17 00:00 @ 55.06 | 5d | −$377.50 | -13.28% | signal |
| 10 | short | 2022-07-27 00:00 @ 53.83 | 2022-07-28 00:00 @ 59.00 | 1d | −$266.70 | -9.71% | signal |
| 11 | short | 2022-08-04 00:00 @ 57.69 | 2022-08-04 12:00 @ 58.47 | 12h | −$38.76 | -1.45% | signal |
| 12 | short | 2022-08-09 12:00 @ 59.85 | 2022-08-10 00:00 @ 59.12 | 12h | $29.77 | +1.11% | signal |
| 13 | short | 2022-08-10 12:00 @ 58.99 | 2022-08-11 00:00 @ 61.58 | 12h | −$120.24 | -4.49% | signal |
| 14 | short | 2022-08-15 12:00 @ 61.00 | 2022-08-16 00:00 @ 60.62 | 12h | $13.67 | +0.52% | signal |
| 15 | short | 2022-08-18 00:00 @ 60.48 | 2022-08-18 12:00 @ 61.29 | 12h | −$38.33 | -1.45% | signal |
| 16 | short | 2022-08-19 00:00 @ 59.97 | 2022-09-02 00:00 @ 57.55 | 14d | $105.07 | +3.98% | signal |
| 17 | long | 2022-09-11 00:00 @ 63.27 | 2022-09-14 12:00 @ 59.23 | 3d 12h | −$174.51 | -6.54% | reverse |
| 18 | short | 2022-09-15 00:00 @ 60.13 | 2022-09-15 12:00 @ 59.65 | 12h | $18.21 | +0.69% | signal |
| 19 | short | 2022-09-16 00:00 @ 56.30 | 2022-10-04 12:00 @ 54.72 | 18d 12h | $74.04 | +2.82% | signal |
| 20 | short | 2022-10-09 00:00 @ 52.74 | 2022-10-24 00:00 @ 54.01 | 15d | −$61.43 | -2.32% | signal |
| 21 | long | 2022-11-02 12:00 @ 59.16 | 2022-11-09 00:00 @ 57.73 | 6d 12h | −$69.78 | -2.65% | signal |
| 22 | short | 2022-11-10 00:00 @ 50.63 | 2022-11-11 00:00 @ 60.54 | 1d | −$515.45 | -19.71% | signal |
| 23 | short | 2022-11-13 12:00 @ 57.64 | 2022-11-17 12:00 @ 59.51 | 4d | −$81.69 | -3.29% | signal |
| 24 | long | 2022-11-19 00:00 @ 62.61 | 2022-12-16 00:00 @ 72.40 | 27d | $370.03 | +15.01% | signal |
| 25 | short | 2022-12-17 12:00 @ 63.37 | 2022-12-26 12:00 @ 70.50 | 9d | −$289.30 | -11.31% | signal |
| 26 | long | 2022-12-27 00:00 @ 70.74 | 2022-12-28 00:00 @ 68.61 | 1d | −$77.99 | -3.14% | signal |
| 27 | long | 2022-12-28 12:00 @ 67.40 | 2022-12-29 00:00 @ 66.27 | 12h | −$44.28 | -1.80% | signal |
| 28 | long | 2022-12-29 12:00 @ 66.78 | 2022-12-30 00:00 @ 66.61 | 12h | −$8.84 | -0.36% | signal |
| 29 | long | 2022-12-30 12:00 @ 66.57 | 2022-12-31 00:00 @ 67.91 | 12h | $46.63 | +1.90% | signal |
| 30 | long | 2022-12-31 12:00 @ 68.38 | 2023-02-10 00:00 @ 91.99 | 40d 12h | $812.14 | +32.95% | signal |
| 31 | long | 2023-02-16 00:00 @ 102.84 | 2023-02-21 12:00 @ 93.20 | 5d 12h | −$256.93 | -9.63% | signal |
| 32 | long | 2023-03-02 00:00 @ 97.75 | 2023-03-03 00:00 @ 88.95 | 1d | −$237.79 | -9.13% | stop loss |
| 33 | short | 2023-03-09 00:00 @ 82.69 | 2023-03-18 00:00 @ 85.49 | 9d | −$85.09 | -3.34% | signal |
| 34 | long | 2023-03-18 12:00 @ 86.94 | 2023-03-19 00:00 @ 82.99 | 12h | −$117.16 | -4.64% | signal |
| 35 | long | 2023-03-20 00:00 @ 84.01 | 2023-03-20 12:00 @ 81.60 | 12h | −$74.27 | -2.98% | signal |
| 36 | long | 2023-03-23 00:00 @ 87.25 | 2023-04-20 00:00 @ 90.40 | 28d | $69.19 | +2.80% | signal |
| 37 | short | 2023-04-22 00:00 @ 85.26 | 2023-04-26 12:00 @ 91.87 | 4d 12h | −$193.75 | -7.77% | signal |
| 38 | long | 2023-04-30 00:00 @ 91.07 | 2023-04-30 12:00 @ 90.43 | 12h | −$19.88 | -0.81% | signal |
| 39 | long | 2023-05-04 00:00 @ 88.87 | 2023-05-04 12:00 @ 88.15 | 12h | −$22.55 | -0.92% | signal |
| 40 | long | 2023-05-05 00:00 @ 88.36 | 2023-05-05 12:00 @ 88.01 | 12h | −$12.39 | -0.51% | signal |
| 41 | short | 2023-05-07 00:00 @ 83.21 | 2023-05-15 12:00 @ 86.58 | 8d 12h | −$97.42 | -4.01% | signal |
| 42 | long | 2023-05-16 12:00 @ 89.32 | 2023-05-24 12:00 @ 86.32 | 8d | −$87.54 | -3.64% | signal |
| 43 | short | 2023-05-25 12:00 @ 84.80 | 2023-05-28 00:00 @ 88.52 | 2d 12h | −$105.23 | -4.41% | signal |
| 44 | long | 2023-05-29 12:00 @ 91.65 | 2023-06-05 12:00 @ 84.11 | 7d | −$201.08 | -8.53% | stop loss |
| 45 | short | 2023-06-06 12:00 @ 87.45 | 2023-06-07 00:00 @ 90.90 | 12h | −$93.13 | -4.04% | signal |
| 46 | short | 2023-06-08 12:00 @ 87.93 | 2023-06-21 12:00 @ 84.31 | 13d | $95.41 | +4.18% | signal |
| 47 | long | 2023-06-23 12:00 @ 86.33 | 2023-06-29 00:00 @ 82.95 | 5d 12h | −$96.13 | -4.17% | signal |
| 48 | long | 2023-06-30 12:00 @ 100.79 | 2023-07-15 00:00 @ 95.05 | 14d 12h | −$139.50 | -6.11% | signal |
| 49 | short | 2023-07-24 12:00 @ 88.99 | 2023-07-27 12:00 @ 91.18 | 3d | −$56.88 | -2.53% | reverse |
| 50 | long | 2023-07-28 12:00 @ 91.10 | 2023-07-29 00:00 @ 91.37 | 12h | $4.26 | +0.19% | signal |
| 51 | long | 2023-07-30 00:00 @ 94.29 | 2023-08-01 00:00 @ 92.20 | 2d | −$52.90 | -2.37% | signal |
| 52 | long | 2023-08-02 00:00 @ 93.94 | 2023-08-02 12:00 @ 91.22 | 12h | −$66.91 | -3.01% | signal |
| 53 | short | 2023-08-03 00:00 @ 87.46 | 2023-09-16 00:00 @ 65.86 | 44d | $549.30 | +24.90% | signal |
| 54 | short | 2023-09-26 00:00 @ 64.30 | 2023-09-27 12:00 @ 65.33 | 1d 12h | −$39.05 | -1.67% | signal |
| 55 | short | 2023-09-28 00:00 @ 63.50 | 2023-09-29 00:00 @ 65.18 | 1d | −$63.71 | -2.73% | signal |
| 56 | short | 2023-10-04 12:00 @ 64.38 | 2023-10-07 00:00 @ 65.47 | 2d 12h | −$41.23 | -1.78% | signal |
| 57 | short | 2023-10-09 12:00 @ 63.08 | 2023-10-20 12:00 @ 63.39 | 11d | −$10.27 | -0.45% | signal |
| 58 | long | 2023-10-24 12:00 @ 70.37 | 2023-11-03 12:00 @ 68.64 | 10d | −$67.05 | -2.91% | reverse |
| 59 | long | 2023-11-05 12:00 @ 71.51 | 2023-11-17 12:00 @ 70.70 | 12d | −$40.09 | -1.75% | signal |
| 60 | short | 2023-11-18 00:00 @ 70.27 | 2023-11-25 00:00 @ 70.74 | 7d | −$13.07 | -0.57% | signal |
| 61 | long | 2023-12-01 12:00 @ 71.11 | 2023-12-12 12:00 @ 72.46 | 11d | $28.47 | +1.25% | signal |
| 62 | short | 2023-12-16 00:00 @ 70.97 | 2023-12-17 12:00 @ 72.68 | 1d 12h | −$56.14 | -2.46% | signal |
| 63 | short | 2023-12-18 00:00 @ 71.22 | 2023-12-23 00:00 @ 73.68 | 5d | −$73.20 | -3.23% | signal |
| 64 | long | 2023-12-23 12:00 @ 72.10 | 2023-12-25 00:00 @ 71.16 | 1d 12h | −$34.80 | -1.55% | signal |
| 65 | long | 2023-12-25 12:00 @ 72.42 | 2024-01-01 00:00 @ 72.88 | 6d 12h | −$5.29 | -0.24% | signal |
| 66 | short | 2024-01-04 00:00 @ 65.22 | 2024-01-11 00:00 @ 70.12 | 7d | −$166.06 | -7.42% | signal |
| 67 | long | 2024-01-12 12:00 @ 75.18 | 2024-01-15 00:00 @ 69.81 | 2d 12h | −$160.55 | -7.31% | signal |
| 68 | long | 2024-01-20 12:00 @ 71.16 | 2024-01-22 12:00 @ 69.46 | 2d | −$55.21 | -2.56% | signal |
| 69 | short | 2024-01-23 00:00 @ 67.36 | 2024-02-04 00:00 @ 68.83 | 12d | −$41.50 | -1.94% | signal |
| 70 | long | 2024-02-09 00:00 @ 70.52 | 2024-02-14 00:00 @ 68.96 | 5d | −$52.77 | -2.47% | signal |
| 71 | short | 2024-02-21 00:00 @ 69.69 | 2024-02-24 12:00 @ 69.92 | 3d 12h | −$5.12 | -0.24% | signal |
| 72 | long | 2024-02-26 00:00 @ 70.25 | 2024-02-26 12:00 @ 69.57 | 12h | −$24.80 | -1.17% | signal |
| 73 | long | 2024-02-27 00:00 @ 72.04 | 2024-03-17 00:00 @ 84.14 | 19d | $272.86 | +12.91% | signal |
| 74 | long | 2024-03-25 12:00 @ 88.86 | 2024-04-11 12:00 @ 96.01 | 17d | $140.40 | +6.44% | signal |
| 75 | short | 2024-04-14 00:00 @ 77.30 | 2024-04-24 00:00 @ 85.00 | 10d | −$217.92 | -9.83% | reverse |
| 76 | long | 2024-04-24 12:00 @ 86.70 | 2024-04-25 00:00 @ 83.17 | 12h | −$90.19 | -4.17% | signal |
| 77 | long | 2024-04-26 00:00 @ 83.75 | 2024-04-26 12:00 @ 85.20 | 12h | $34.81 | +1.63% | signal |
| 78 | long | 2024-04-27 00:00 @ 88.05 | 2024-04-27 12:00 @ 85.15 | 12h | −$73.09 | -3.40% | signal |
| 79 | long | 2024-04-28 00:00 @ 83.86 | 2024-04-28 12:00 @ 83.95 | 12h | $0.47 | +0.02% | signal |
| 80 | long | 2024-04-29 00:00 @ 83.97 | 2024-04-29 12:00 @ 83.44 | 12h | −$15.82 | -0.74% | signal |
| 81 | short | 2024-04-30 12:00 @ 79.64 | 2024-05-10 12:00 @ 83.38 | 10d | −$97.09 | -4.57% | reverse |
| 82 | short | 2024-05-14 12:00 @ 80.11 | 2024-05-17 12:00 @ 83.01 | 3d | −$76.48 | -3.64% | signal |
| 83 | long | 2024-05-18 00:00 @ 84.14 | 2024-05-20 00:00 @ 82.35 | 2d | −$47.44 | -2.28% | signal |
| 84 | long | 2024-05-21 00:00 @ 88.69 | 2024-05-23 12:00 @ 81.97 | 2d 12h | −$160.56 | -7.75% | stop loss |
| 85 | long | 2024-05-24 00:00 @ 85.50 | 2024-05-27 00:00 @ 83.94 | 3d | −$40.73 | -2.01% | signal |
| 86 | short | 2024-05-30 12:00 @ 83.14 | 2024-05-31 00:00 @ 84.51 | 12h | −$34.96 | -1.73% | signal |
| 87 | short | 2024-06-01 00:00 @ 83.23 | 2024-06-05 12:00 @ 84.13 | 4d 12h | −$20.11 | -1.00% | signal |
| 88 | long | 2024-06-06 00:00 @ 85.51 | 2024-06-07 12:00 @ 80.22 | 1d 12h | −$128.00 | -6.38% | stop loss |
| 89 | short | 2024-06-08 00:00 @ 80.13 | 2024-07-03 00:00 @ 76.03 | 25d | $111.25 | +5.63% | signal |
| 90 | short | 2024-07-04 12:00 @ 69.62 | 2024-07-16 00:00 @ 72.27 | 11d 12h | −$76.89 | -3.84% | signal |
| 91 | short | 2024-07-25 12:00 @ 68.52 | 2024-07-27 00:00 @ 71.28 | 1d 12h | −$81.60 | -4.12% | signal |
| 92 | short | 2024-07-27 12:00 @ 71.42 | 2024-07-28 00:00 @ 71.30 | 12h | $1.30 | +0.07% | signal |
| 93 | short | 2024-07-28 12:00 @ 71.61 | 2024-07-29 12:00 @ 75.79 | 1d | −$116.13 | -5.92% | signal |
| 94 | short | 2024-07-31 12:00 @ 71.69 | 2024-08-15 12:00 @ 65.24 | 15d | $175.68 | +9.08% | signal |
| 95 | short | 2024-08-26 00:00 @ 64.76 | 2024-08-31 00:00 @ 64.91 | 5d | −$6.14 | -0.31% | signal |
| 96 | short | 2024-09-08 12:00 @ 61.89 | 2024-09-14 00:00 @ 64.90 | 5d 12h | −$98.15 | -4.97% | signal |
| 97 | long | 2024-09-23 00:00 @ 68.67 | 2024-10-01 12:00 @ 63.64 | 8d 12h | −$149.32 | -7.65% | stop loss |
| 98 | short | 2024-10-02 00:00 @ 63.35 | 2024-10-06 00:00 @ 66.27 | 4d | −$89.15 | -4.66% | signal |
| 99 | short | 2024-10-10 00:00 @ 64.55 | 2024-10-12 12:00 @ 66.33 | 2d 12h | −$53.26 | -2.81% | signal |
| 100 | long | 2024-10-16 00:00 @ 70.86 | 2024-10-26 00:00 @ 68.79 | 10d | −$62.64 | -3.33% | signal |
| 101 | short | 2024-11-03 12:00 @ 67.18 | 2024-11-06 12:00 @ 70.29 | 3d | −$86.69 | -4.65% | signal |
| 102 | long | 2024-11-07 12:00 @ 70.76 | 2024-12-19 00:00 @ 108.28 | 41d 12h | $906.61 | +49.23% | signal |
| 103 | short | 2024-12-20 12:00 @ 86.75 | 2024-12-26 00:00 @ 109.80 | 5d 12h | −$547.99 | -26.50% | signal |
| 104 | long | 2024-12-30 12:00 @ 102.21 | 2024-12-31 00:00 @ 99.33 | 12h | −$56.51 | -2.93% | signal |
| 105 | long | 2025-01-01 00:00 @ 103.25 | 2025-01-01 12:00 @ 103.67 | 12h | $5.50 | +0.29% | signal |
| 106 | long | 2025-01-02 00:00 @ 105.20 | 2025-01-03 00:00 @ 105.06 | 1d | −$5.09 | -0.27% | signal |
| 107 | long | 2025-01-03 12:00 @ 107.49 | 2025-01-08 00:00 @ 102.65 | 4d 12h | −$90.82 | -4.74% | signal |
| 108 | short | 2025-01-13 12:00 @ 93.91 | 2025-01-15 12:00 @ 108.82 | 2d | −$302.13 | -15.95% | stop loss |
| 109 | long | 2025-01-16 00:00 @ 116.95 | 2025-01-23 12:00 @ 112.31 | 7d 12h | −$78.34 | -4.31% | signal |
| 110 | long | 2025-01-30 12:00 @ 128.76 | 2025-02-02 12:00 @ 113.80 | 3d | −$212.29 | -11.80% | signal |
| 111 | short | 2025-02-03 12:00 @ 97.20 | 2025-02-10 12:00 @ 117.90 | 7d | −$371.62 | -21.28% | signal |
| 112 | long | 2025-02-11 12:00 @ 128.01 | 2025-02-25 00:00 @ 114.66 | 13d 12h | −$177.71 | -10.75% | signal |
| 113 | short | 2025-03-04 00:00 @ 109.80 | 2025-04-21 12:00 @ 80.18 | 48d 12h | $439.37 | +27.31% | signal |
| 114 | short | 2025-05-06 00:00 @ 83.17 | 2025-05-06 12:00 @ 92.62 | 12h | −$197.39 | -11.49% | stop loss |
| 115 | long | 2025-05-08 12:00 @ 92.10 | 2025-05-20 12:00 @ 93.35 | 12d | $16.08 | +0.96% | signal |
| 116 | short | 2025-05-30 00:00 @ 93.12 | 2025-06-10 12:00 @ 91.58 | 11d 12h | $28.75 | +1.72% | signal |
| 117 | long | 2025-06-11 00:00 @ 93.29 | 2025-06-12 12:00 @ 88.10 | 1d 12h | −$95.79 | -5.70% | signal |
| 118 | short | 2025-06-13 12:00 @ 84.15 | 2025-06-29 00:00 @ 86.28 | 15d 12h | −$40.41 | -2.44% | signal |
| 119 | long | 2025-07-03 12:00 @ 91.32 | 2025-07-08 00:00 @ 85.98 | 4d 12h | −$98.83 | -6.00% | signal |
| 120 | long | 2025-07-10 00:00 @ 90.62 | 2025-08-18 12:00 @ 116.29 | 39d 12h | $437.30 | +26.96% | signal |
| 121 | long | 2025-09-05 00:00 @ 111.01 | 2025-09-05 12:00 @ 112.82 | 12h | $26.26 | +1.52% | signal |
| 122 | long | 2025-09-07 12:00 @ 114.16 | 2025-09-08 12:00 @ 113.27 | 1d | −$15.62 | -0.90% | signal |
| 123 | long | 2025-09-09 00:00 @ 112.71 | 2025-09-10 00:00 @ 111.86 | 1d | −$15.14 | -0.87% | signal |
| 124 | long | 2025-09-10 12:00 @ 112.97 | 2025-09-15 12:00 @ 113.81 | 5d | $9.07 | +0.52% | signal |
| 125 | long | 2025-09-19 00:00 @ 118.17 | 2025-09-20 00:00 @ 113.93 | 1d | −$64.32 | -3.71% | signal |
| 126 | short | 2025-09-22 12:00 @ 105.55 | 2025-10-01 12:00 @ 110.34 | 9d | −$77.33 | -4.51% | signal |
| 127 | long | 2025-10-02 00:00 @ 115.08 | 2025-10-10 12:00 @ 104.30 | 8d 12h | −$164.75 | -9.71% | stop loss |
| 128 | short | 2025-10-11 00:00 @ 96.77 | 2025-10-28 12:00 @ 102.16 | 17d 12h | −$91.91 | -5.55% | signal |
| 129 | short | 2025-11-03 12:00 @ 91.66 | 2025-11-08 00:00 @ 101.86 | 4d 12h | −$183.71 | -11.25% | signal |
| 130 | long | 2025-11-09 00:00 @ 106.91 | 2025-11-13 00:00 @ 97.54 | 4d | −$141.72 | -8.93% | signal |
| 131 | short | 2025-11-18 00:00 @ 91.18 | 2025-12-28 00:00 @ 80.30 | 40d | $187.31 | +12.07% | signal |
| 132 | short | 2026-01-12 00:00 @ 78.74 | 2026-02-26 00:00 @ 56.74 | 45d | $447.49 | +28.00% | signal |
| 133 | short | 2026-03-08 00:00 @ 53.53 | 2026-03-13 12:00 @ 55.90 | 5d 12h | −$77.38 | -4.53% | signal |
| 134 | short | 2026-03-22 00:00 @ 54.74 | 2026-03-24 00:00 @ 55.70 | 2d | −$31.70 | -1.88% | signal |
| 135 | short | 2026-03-26 12:00 @ 54.56 | 2026-04-06 12:00 @ 54.34 | 11d | $5.20 | +0.31% | signal |
| 136 | short | 2026-04-13 12:00 @ 52.75 | 2026-04-14 00:00 @ 54.60 | 12h | −$60.99 | -3.62% | signal |
| 137 | short | 2026-04-20 00:00 @ 54.00 | 2026-04-20 12:00 @ 54.86 | 12h | −$28.13 | -1.69% | signal |
| 138 | short | 2026-04-27 12:00 @ 55.38 | 2026-04-28 00:00 @ 55.54 | 12h | −$6.43 | -0.39% | signal |
| 139 | short | 2026-04-28 12:00 @ 54.94 | 2026-04-29 00:00 @ 55.70 | 12h | −$24.53 | -1.48% | signal |
| 140 | short | 2026-05-01 12:00 @ 55.11 | 2026-05-02 00:00 @ 55.37 | 12h | −$9.55 | -0.58% | signal |
| 141 | short | 2026-05-02 12:00 @ 55.17 | 2026-05-03 00:00 @ 55.35 | 12h | −$7.10 | -0.43% | signal |
| 142 | short | 2026-05-03 12:00 @ 55.13 | 2026-05-05 12:00 @ 55.52 | 2d | −$13.19 | -0.80% | signal |
| 143 | long | 2026-05-11 00:00 @ 60.39 | 2026-05-13 12:00 @ 56.42 | 2d 12h | −$110.47 | -6.71% | stop loss |
| 144 | short | 2026-05-16 12:00 @ 55.89 | 2026-07-04 00:00 @ 44.81 | 48d 12h | $321.34 | +19.85% | signal |
| 145 | short | 2026-07-13 12:00 @ 43.36 | 2026-07-15 00:00 @ 45.38 | 1d 12h | −$80.72 | -4.75% | signal |
| 146 | short | 2026-07-29 00:00 @ 46.17 | 2026-08-06 00:00 @ 45.30 | 8d | $30.48 | +1.82% | signal |
| 147 | short | 2026-08-15 00:00 @ 43.81 | 2026-08-19 12:00 @ 45.90 | 4d 12h | −$81.78 | -4.85% | stop loss |
| 148 | long | 2026-08-21 00:00 @ 47.79 | 2026-08-31 00:00 @ 47.89 | 10d | −$2.73 | -0.16% | 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.