[Mine-Q] Trend + momentum ensemble
public
@djgambhirTRXUSDT · 12h · 2022-01-01 → 2026-09-01 · 3,399 bars in 4.0ms
Underperformed the market. Holding TRXUSDT returned +333.69% over the same period, against this strategy’s -27.50%.
Net P&L
-27.50%
−$2,750.06
Max drawdown
-36.31%
Max run-up
+50.32%
Trades
158
20.3% win rate
Profit factor
0.65
2022-01-01drawdown · worst -36.31%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2022-01-01 → 2024-10-19 | -25.51% | -36.31% | 98 | 21% |
| Validation | 2024-10-19 → 2025-09-25 | -4.40% | -33.26% | 37 | 16% |
| Out-of-sample | 2025-09-25 → 2026-09-01 | +1.81% | -5.54% | 23 | 22% |
Risk-adjusted
- Sharpe
- -0.33
- Sortino
- -0.60
- Calmar
- -0.18
- Return ÷ max drawdown
- -0.76
- CAGR
- -6.66%
- Exposure
- 74.2%
Per trade
- Expectancy
- −$17.41 · -0.75%
- Average win / loss
- $156.70 / −$61.62
- Payoff ratio
- 2.54
- Largest win / loss
- $927.02 / −$319.43
- Longest losing streak(winning: 4)
- 14 trades
Drawdown over time
- Max drawdown
- -36.31%
- Longest time under water(still going at the end)
- 1681 days
- Worst drawdown recovered in
- not recovered
Costs and mechanics
- Fees paid
- −$302.77
- Funding
- −$550.90
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 202
- Benchmark(buy and hold)
- +333.69%
Monte Carlo
1,000 alternative histories, each 158 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 | -49.02% | -28.28% | +3.83% |
| Max drawdown | -50.38% | -34.48% | -18.24% |
93% of histories lost money, and 42% had a deeper drawdown than this run’s -36.31%. 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
TRXUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
158 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 1 | short | 2022-01-01 12:00 @ 0.08 | 2022-02-04 12:00 @ 0.06 | 34d | $406.11 | +16.24% | signal |
| 2 | short | 2022-02-15 00:00 @ 0.06 | 2022-02-15 12:00 @ 0.07 | 12h | −$81.66 | -3.14% | signal |
| 3 | short | 2022-02-17 12:00 @ 0.07 | 2022-03-17 00:00 @ 0.06 | 24d 12h | $145.53 | +5.64% | signal |
| 4 | long | 2022-03-28 12:00 @ 0.07 | 2022-04-06 12:00 @ 0.07 | 7d | −$193.17 | -7.38% | signal |
| 5 | short | 2022-04-07 00:00 @ 0.06 | 2022-04-21 12:00 @ 0.06 | 14d 12h | −$52.88 | -2.06% | signal |
| 6 | long | 2022-04-22 00:00 @ 0.07 | 2022-04-25 00:00 @ 0.06 | 3d | −$300.05 | -11.74% | stop loss |
| 7 | short | 2022-04-27 00:00 @ 0.06 | 2022-04-29 00:00 @ 0.07 | 2d | −$319.43 | -12.88% | stop loss |
| 8 | short | 2022-05-01 00:00 @ 0.06 | 2022-05-01 12:00 @ 0.07 | 12h | −$127.60 | -5.31% | signal |
| 9 | long | 2022-05-02 12:00 @ 0.07 | 2022-05-11 12:00 @ 0.06 | 9d | −$234.98 | -9.92% | signal |
| 10 | short | 2022-05-13 00:00 @ 0.07 | 2022-05-13 12:00 @ 0.07 | 12h | −$268.04 | -11.60% | signal |
| 11 | short | 2022-05-16 12:00 @ 0.07 | 2022-05-18 00:00 @ 0.07 | 1d 12h | −$117.85 | -5.25% | signal |
| 12 | long | 2022-05-20 00:00 @ 0.07 | 2022-05-21 00:00 @ 0.07 | 1d | −$74.97 | -3.39% | signal |
| 13 | long | 2022-05-21 12:00 @ 0.07 | 2022-06-11 00:00 @ 0.08 | 20d 12h | $196.83 | +8.97% | signal |
| 14 | short | 2022-06-13 12:00 @ 0.06 | 2022-06-27 12:00 @ 0.07 | 14d | −$298.98 | -13.32% | signal |
| 15 | short | 2022-07-03 12:00 @ 0.06 | 2022-07-04 12:00 @ 0.07 | 1d | −$140.08 | -6.46% | signal |
| 16 | long | 2022-07-09 12:00 @ 0.07 | 2022-07-11 12:00 @ 0.07 | 2d | −$136.03 | -6.37% | signal |
| 17 | short | 2022-07-12 00:00 @ 0.06 | 2022-07-15 12:00 @ 0.07 | 3d 12h | −$89.65 | -4.27% | signal |
| 18 | short | 2022-07-16 00:00 @ 0.07 | 2022-07-17 00:00 @ 0.07 | 1d | −$62.82 | -3.02% | signal |
| 19 | long | 2022-07-18 12:00 @ 0.07 | 2022-07-21 00:00 @ 0.07 | 2d 12h | −$69.04 | -3.35% | signal |
| 20 | short | 2022-07-25 12:00 @ 0.07 | 2022-07-28 00:00 @ 0.07 | 2d 12h | −$114.21 | -5.58% | signal |
| 21 | long | 2022-07-29 00:00 @ 0.07 | 2022-08-04 00:00 @ 0.07 | 6d | −$56.10 | -2.78% | signal |
| 22 | long | 2022-08-06 00:00 @ 0.07 | 2022-08-09 12:00 @ 0.07 | 3d 12h | −$22.99 | -1.15% | reverse |
| 23 | short | 2022-08-10 00:00 @ 0.07 | 2022-08-10 12:00 @ 0.07 | 12h | −$17.84 | -0.89% | signal |
| 24 | long | 2022-08-11 12:00 @ 0.07 | 2022-08-15 12:00 @ 0.07 | 4d | −$66.15 | -3.32% | signal |
| 25 | short | 2022-08-16 00:00 @ 0.07 | 2022-08-17 00:00 @ 0.07 | 1d | −$29.29 | -1.48% | signal |
| 26 | short | 2022-08-18 00:00 @ 0.07 | 2022-09-11 00:00 @ 0.06 | 24d | $71.75 | +3.64% | signal |
| 27 | short | 2022-09-14 12:00 @ 0.06 | 2022-10-02 12:00 @ 0.06 | 18d | −$16.98 | -0.85% | signal |
| 28 | short | 2022-10-13 12:00 @ 0.06 | 2022-10-14 12:00 @ 0.06 | 1d | −$154.01 | -7.77% | stop loss |
| 29 | short | 2022-10-16 00:00 @ 0.06 | 2022-10-17 00:00 @ 0.06 | 1d | −$6.22 | -0.32% | signal |
| 30 | short | 2022-10-17 12:00 @ 0.06 | 2022-10-18 00:00 @ 0.06 | 12h | −$7.71 | -0.40% | signal |
| 31 | short | 2022-10-20 00:00 @ 0.06 | 2022-10-20 12:00 @ 0.06 | 12h | −$22.93 | -1.18% | signal |
| 32 | short | 2022-10-21 00:00 @ 0.06 | 2022-10-26 00:00 @ 0.06 | 5d | −$10.92 | -0.56% | signal |
| 33 | long | 2022-10-29 12:00 @ 0.06 | 2022-11-02 12:00 @ 0.06 | 4d | −$52.89 | -2.74% | signal |
| 34 | short | 2022-11-03 00:00 @ 0.06 | 2022-11-04 12:00 @ 0.06 | 1d 12h | −$30.27 | -1.58% | signal |
| 35 | long | 2022-11-05 12:00 @ 0.06 | 2022-11-07 12:00 @ 0.06 | 2d | −$62.82 | -3.29% | signal |
| 36 | short | 2022-11-08 00:00 @ 0.06 | 2022-11-30 12:00 @ 0.05 | 22d 12h | $209.42 | +11.05% | signal |
| 37 | short | 2022-12-06 12:00 @ 0.05 | 2022-12-09 00:00 @ 0.05 | 2d 12h | −$70.61 | -3.63% | signal |
| 38 | short | 2022-12-12 12:00 @ 0.05 | 2022-12-14 00:00 @ 0.05 | 1d 12h | −$69.75 | -3.61% | signal |
| 39 | short | 2022-12-17 00:00 @ 0.05 | 2022-12-18 00:00 @ 0.05 | 1d | −$75.02 | -3.92% | signal |
| 40 | short | 2022-12-19 00:00 @ 0.05 | 2022-12-20 12:00 @ 0.05 | 1d 12h | −$20.62 | -1.09% | signal |
| 41 | short | 2022-12-24 12:00 @ 0.05 | 2022-12-25 00:00 @ 0.05 | 12h | −$10.40 | -0.55% | signal |
| 42 | short | 2022-12-25 12:00 @ 0.05 | 2022-12-26 00:00 @ 0.05 | 12h | −$14.25 | -0.76% | signal |
| 43 | short | 2022-12-28 00:00 @ 0.05 | 2022-12-31 00:00 @ 0.05 | 3d | −$14.39 | -0.76% | signal |
| 44 | short | 2022-12-31 12:00 @ 0.05 | 2023-01-01 00:00 @ 0.05 | 12h | $6.54 | +0.35% | signal |
| 45 | short | 2023-01-06 00:00 @ 0.05 | 2023-01-09 00:00 @ 0.05 | 3d | −$42.82 | -2.28% | signal |
| 46 | long | 2023-01-13 00:00 @ 0.06 | 2023-03-03 12:00 @ 0.07 | 49d 12h | $315.95 | +16.90% | signal |
| 47 | short | 2023-03-10 00:00 @ 0.06 | 2023-03-13 00:00 @ 0.06 | 3d | −$224.68 | -11.53% | stop loss |
| 48 | long | 2023-03-15 00:00 @ 0.07 | 2023-03-16 00:00 @ 0.07 | 1d | −$53.45 | -2.82% | signal |
| 49 | long | 2023-03-17 12:00 @ 0.07 | 2023-03-21 00:00 @ 0.06 | 3d 12h | −$56.24 | -2.99% | signal |
| 50 | long | 2023-03-21 12:00 @ 0.07 | 2023-03-22 12:00 @ 0.06 | 1d | −$183.00 | -9.81% | stop loss |
| 51 | short | 2023-03-23 00:00 @ 0.06 | 2023-03-31 12:00 @ 0.07 | 8d 12h | −$193.72 | -10.65% | signal |
| 52 | long | 2023-04-02 00:00 @ 0.07 | 2023-04-12 12:00 @ 0.06 | 10d 12h | −$57.95 | -3.27% | signal |
| 53 | long | 2023-04-17 00:00 @ 0.07 | 2023-04-18 00:00 @ 0.07 | 1d | −$25.93 | -1.48% | signal |
| 54 | long | 2023-04-18 12:00 @ 0.07 | 2023-04-19 12:00 @ 0.07 | 1d | −$28.01 | -1.60% | signal |
| 55 | long | 2023-04-23 12:00 @ 0.07 | 2023-04-25 12:00 @ 0.07 | 2d | −$19.97 | -1.15% | signal |
| 56 | long | 2023-04-26 12:00 @ 0.07 | 2023-04-27 00:00 @ 0.06 | 12h | −$34.48 | -1.98% | signal |
| 57 | long | 2023-04-29 12:00 @ 0.07 | 2023-05-12 00:00 @ 0.07 | 12d 12h | $16.04 | +0.93% | signal |
| 58 | long | 2023-05-17 00:00 @ 0.07 | 2023-06-10 00:00 @ 0.07 | 24d | $53.76 | +3.10% | signal |
| 59 | short | 2023-06-10 12:00 @ 0.07 | 2023-06-21 00:00 @ 0.07 | 10d 12h | −$85.11 | -4.87% | reverse |
| 60 | long | 2023-06-21 12:00 @ 0.07 | 2023-06-22 00:00 @ 0.07 | 12h | $36.31 | +2.10% | signal |
| 61 | long | 2023-06-22 12:00 @ 0.07 | 2023-06-23 00:00 @ 0.07 | 12h | $0.70 | +0.04% | signal |
| 62 | long | 2023-06-23 12:00 @ 0.07 | 2023-06-24 12:00 @ 0.07 | 1d | $2.98 | +0.17% | signal |
| 63 | long | 2023-06-25 00:00 @ 0.07 | 2023-07-31 00:00 @ 0.08 | 36d | $185.86 | +10.71% | signal |
| 64 | long | 2023-08-13 00:00 @ 0.08 | 2023-08-13 12:00 @ 0.08 | 12h | −$2.89 | -0.16% | signal |
| 65 | long | 2023-08-14 12:00 @ 0.08 | 2023-08-15 00:00 @ 0.08 | 12h | −$3.36 | -0.19% | signal |
| 66 | long | 2023-08-15 12:00 @ 0.08 | 2023-08-16 00:00 @ 0.08 | 12h | −$21.59 | -1.21% | signal |
| 67 | short | 2023-08-17 00:00 @ 0.07 | 2023-08-23 12:00 @ 0.08 | 6d 12h | −$75.06 | -4.23% | stop loss |
| 68 | long | 2023-08-24 00:00 @ 0.08 | 2023-08-25 00:00 @ 0.08 | 1d | −$24.86 | -1.42% | signal |
| 69 | long | 2023-08-25 12:00 @ 0.08 | 2023-08-29 00:00 @ 0.08 | 3d 12h | −$21.23 | -1.21% | signal |
| 70 | long | 2023-08-29 12:00 @ 0.08 | 2023-08-30 12:00 @ 0.08 | 1d | −$2.84 | -0.16% | signal |
| 71 | short | 2023-08-31 00:00 @ 0.08 | 2023-09-01 00:00 @ 0.08 | 1d | −$28.96 | -1.66% | signal |
| 72 | long | 2023-09-04 00:00 @ 0.08 | 2023-10-12 12:00 @ 0.09 | 38d 12h | $208.21 | +11.99% | signal |
| 73 | long | 2023-10-16 12:00 @ 0.09 | 2023-11-22 00:00 @ 0.10 | 36d 12h | $154.73 | +8.65% | signal |
| 74 | long | 2023-11-25 00:00 @ 0.10 | 2023-12-13 00:00 @ 0.10 | 18d | −$26.18 | -1.43% | signal |
| 75 | long | 2023-12-22 00:00 @ 0.10 | 2023-12-27 00:00 @ 0.10 | 5d | −$39.25 | -2.16% | signal |
| 76 | long | 2023-12-28 12:00 @ 0.11 | 2024-01-05 12:00 @ 0.10 | 8d | −$40.03 | -2.21% | signal |
| 77 | long | 2024-01-13 12:00 @ 0.11 | 2024-01-23 12:00 @ 0.11 | 10d | −$108.47 | -6.02% | signal |
| 78 | long | 2024-01-26 00:00 @ 0.11 | 2024-03-10 12:00 @ 0.14 | 44d 12h | $327.27 | +18.45% | signal |
| 79 | short | 2024-03-19 12:00 @ 0.12 | 2024-03-30 12:00 @ 0.12 | 11d | −$21.93 | -1.18% | reverse |
| 80 | long | 2024-03-31 00:00 @ 0.12 | 2024-03-31 12:00 @ 0.12 | 12h | −$5.92 | -0.32% | signal |
| 81 | long | 2024-04-01 00:00 @ 0.12 | 2024-04-01 12:00 @ 0.12 | 12h | −$28.73 | -1.55% | signal |
| 82 | short | 2024-04-03 00:00 @ 0.12 | 2024-04-08 00:00 @ 0.12 | 5d | −$63.14 | -3.43% | reverse |
| 83 | long | 2024-04-08 12:00 @ 0.12 | 2024-04-10 00:00 @ 0.12 | 1d 12h | −$32.91 | -1.80% | signal |
| 84 | long | 2024-04-12 12:00 @ 0.12 | 2024-04-12 12:00 @ 0.11 | 0m | −$123.03 | -6.77% | stop loss |
| 85 | short | 2024-04-13 00:00 @ 0.11 | 2024-04-26 00:00 @ 0.12 | 13d | −$45.28 | -2.53% | signal |
| 86 | long | 2024-04-27 00:00 @ 0.12 | 2024-05-07 00:00 @ 0.12 | 10d | −$26.96 | -1.52% | reverse |
| 87 | long | 2024-05-09 12:00 @ 0.13 | 2024-05-19 12:00 @ 0.12 | 10d | −$67.22 | -3.80% | signal |
| 88 | short | 2024-05-23 00:00 @ 0.12 | 2024-06-09 12:00 @ 0.12 | 17d 12h | $52.30 | +2.98% | signal |
| 89 | short | 2024-06-20 00:00 @ 0.12 | 2024-06-20 12:00 @ 0.12 | 12h | −$17.94 | -1.02% | signal |
| 90 | short | 2024-06-21 00:00 @ 0.12 | 2024-06-21 12:00 @ 0.12 | 12h | −$27.05 | -1.54% | signal |
| 91 | long | 2024-06-22 00:00 @ 0.12 | 2024-07-31 00:00 @ 0.13 | 39d | $224.05 | +12.77% | signal |
| 92 | short | 2024-08-03 00:00 @ 0.12 | 2024-08-10 12:00 @ 0.13 | 7d 12h | −$92.14 | -5.09% | signal |
| 93 | long | 2024-08-11 00:00 @ 0.13 | 2024-08-11 12:00 @ 0.13 | 12h | −$10.31 | -0.58% | signal |
| 94 | long | 2024-08-12 12:00 @ 0.13 | 2024-08-13 00:00 @ 0.13 | 12h | −$11.34 | -0.64% | signal |
| 95 | long | 2024-08-13 12:00 @ 0.13 | 2024-08-14 00:00 @ 0.13 | 12h | $24.14 | +1.35% | signal |
| 96 | long | 2024-08-14 12:00 @ 0.13 | 2024-09-06 00:00 @ 0.15 | 22d 12h | $260.20 | +14.55% | signal |
| 97 | long | 2024-09-23 12:00 @ 0.15 | 2024-09-25 12:00 @ 0.15 | 2d | −$24.80 | -1.34% | signal |
| 98 | long | 2024-09-26 12:00 @ 0.15 | 2024-10-20 00:00 @ 0.16 | 23d 12h | $51.35 | +2.78% | signal |
| 99 | long | 2024-10-24 12:00 @ 0.16 | 2024-11-05 12:00 @ 0.16 | 12d | −$25.40 | -1.37% | signal |
| 100 | long | 2024-11-12 00:00 @ 0.17 | 2024-12-19 00:00 @ 0.26 | 37d | $927.02 | +50.03% | signal |
| 101 | long | 2024-12-29 00:00 @ 0.26 | 2024-12-30 00:00 @ 0.26 | 1d | −$6.98 | -0.33% | signal |
| 102 | long | 2024-12-30 12:00 @ 0.26 | 2024-12-31 00:00 @ 0.25 | 12h | −$31.02 | -1.49% | signal |
| 103 | long | 2024-12-31 12:00 @ 0.26 | 2025-01-01 00:00 @ 0.25 | 12h | −$12.11 | -0.58% | signal |
| 104 | long | 2025-01-01 12:00 @ 0.25 | 2025-01-02 00:00 @ 0.26 | 12h | $14.11 | +0.68% | signal |
| 105 | long | 2025-01-02 12:00 @ 0.26 | 2025-01-08 00:00 @ 0.25 | 5d 12h | −$85.27 | -4.11% | signal |
| 106 | short | 2025-01-13 12:00 @ 0.22 | 2025-01-16 12:00 @ 0.24 | 3d | −$228.27 | -11.11% | stop loss |
| 107 | long | 2025-01-22 00:00 @ 0.24 | 2025-01-27 00:00 @ 0.25 | 5d | $4.05 | +0.20% | signal |
| 108 | long | 2025-01-31 12:00 @ 0.25 | 2025-02-02 00:00 @ 0.24 | 1d 12h | −$84.14 | -4.21% | signal |
| 109 | short | 2025-02-03 00:00 @ 0.23 | 2025-02-11 00:00 @ 0.25 | 8d | −$187.76 | -9.50% | signal |
| 110 | long | 2025-02-12 12:00 @ 0.24 | 2025-02-13 12:00 @ 0.24 | 1d | −$54.00 | -2.80% | signal |
| 111 | long | 2025-02-14 00:00 @ 0.23 | 2025-02-14 12:00 @ 0.23 | 12h | −$20.40 | -1.06% | signal |
| 112 | long | 2025-02-16 12:00 @ 0.24 | 2025-02-18 00:00 @ 0.24 | 1d 12h | −$5.81 | -0.30% | signal |
| 113 | long | 2025-02-18 12:00 @ 0.24 | 2025-02-22 00:00 @ 0.24 | 3d 12h | $14.07 | +0.74% | signal |
| 114 | long | 2025-02-24 00:00 @ 0.25 | 2025-02-25 00:00 @ 0.24 | 1d | −$50.37 | -2.63% | signal |
| 115 | short | 2025-02-25 12:00 @ 0.23 | 2025-03-03 00:00 @ 0.24 | 5d 12h | −$110.30 | -5.80% | signal |
| 116 | long | 2025-03-05 00:00 @ 0.24 | 2025-03-10 00:00 @ 0.23 | 5d | −$84.86 | -4.53% | signal |
| 117 | short | 2025-03-11 00:00 @ 0.23 | 2025-03-19 00:00 @ 0.24 | 8d | −$84.12 | -4.54% | signal |
| 118 | long | 2025-03-21 00:00 @ 0.23 | 2025-03-24 00:00 @ 0.23 | 3d | −$32.39 | -1.77% | signal |
| 119 | long | 2025-03-27 12:00 @ 0.23 | 2025-03-28 12:00 @ 0.23 | 1d | −$39.18 | -2.15% | signal |
| 120 | long | 2025-03-29 12:00 @ 0.23 | 2025-03-30 12:00 @ 0.23 | 1d | −$22.56 | -1.24% | signal |
| 121 | short | 2025-03-31 00:00 @ 0.23 | 2025-03-31 12:00 @ 0.23 | 12h | −$15.30 | -0.85% | signal |
| 122 | long | 2025-04-01 00:00 @ 0.24 | 2025-04-03 12:00 @ 0.23 | 2d 12h | −$54.01 | -2.99% | signal |
| 123 | long | 2025-04-04 00:00 @ 0.24 | 2025-04-07 00:00 @ 0.23 | 3d | −$64.11 | -3.58% | signal |
| 124 | short | 2025-04-07 12:00 @ 0.22 | 2025-04-08 12:00 @ 0.23 | 1d | −$77.38 | -4.36% | signal |
| 125 | short | 2025-04-09 00:00 @ 0.23 | 2025-04-10 00:00 @ 0.24 | 1d | −$63.63 | -3.62% | signal |
| 126 | long | 2025-04-10 12:00 @ 0.24 | 2025-04-19 00:00 @ 0.24 | 8d 12h | −$16.22 | -0.93% | signal |
| 127 | long | 2025-04-27 00:00 @ 0.25 | 2025-05-06 12:00 @ 0.24 | 9d 12h | −$57.72 | -3.33% | signal |
| 128 | long | 2025-05-08 12:00 @ 0.25 | 2025-05-31 00:00 @ 0.27 | 22d 12h | $99.73 | +5.80% | signal |
| 129 | long | 2025-06-05 00:00 @ 0.27 | 2025-06-12 12:00 @ 0.27 | 7d 12h | −$18.65 | -1.07% | signal |
| 130 | long | 2025-06-25 00:00 @ 0.27 | 2025-06-25 12:00 @ 0.27 | 12h | −$8.21 | -0.47% | signal |
| 131 | long | 2025-06-26 12:00 @ 0.27 | 2025-06-27 00:00 @ 0.27 | 12h | −$6.74 | -0.39% | signal |
| 132 | long | 2025-06-28 00:00 @ 0.27 | 2025-08-26 00:00 @ 0.34 | 59d | $408.61 | +23.52% | signal |
| 133 | short | 2025-09-07 00:00 @ 0.31 | 2025-09-09 00:00 @ 0.34 | 2d | −$157.08 | -8.54% | stop loss |
| 134 | long | 2025-09-11 12:00 @ 0.35 | 2025-09-17 12:00 @ 0.34 | 6d | −$35.29 | -1.96% | signal |
| 135 | long | 2025-09-19 00:00 @ 0.35 | 2025-09-22 00:00 @ 0.34 | 3d | −$44.90 | -2.51% | signal |
| 136 | long | 2025-10-02 12:00 @ 0.34 | 2025-10-08 00:00 @ 0.34 | 5d 12h | −$22.03 | -1.24% | signal |
| 137 | short | 2025-10-11 00:00 @ 0.32 | 2025-12-05 00:00 @ 0.29 | 55d | $168.11 | +9.47% | signal |
| 138 | short | 2025-12-09 12:00 @ 0.28 | 2025-12-15 12:00 @ 0.28 | 6d | −$14.00 | -0.77% | signal |
| 139 | short | 2025-12-16 00:00 @ 0.28 | 2025-12-21 00:00 @ 0.28 | 5d | −$26.43 | -1.46% | signal |
| 140 | short | 2025-12-25 12:00 @ 0.28 | 2025-12-28 00:00 @ 0.28 | 2d 12h | −$42.88 | -2.37% | signal |
| 141 | long | 2026-01-04 00:00 @ 0.30 | 2026-01-21 00:00 @ 0.30 | 17d | $1.73 | +0.10% | signal |
| 142 | short | 2026-01-21 12:00 @ 0.30 | 2026-01-22 00:00 @ 0.30 | 12h | −$25.97 | -1.45% | signal |
| 143 | short | 2026-01-24 12:00 @ 0.29 | 2026-02-17 00:00 @ 0.28 | 23d 12h | $38.08 | +2.13% | signal |
| 144 | short | 2026-02-24 12:00 @ 0.28 | 2026-02-25 12:00 @ 0.29 | 1d | −$35.19 | -1.96% | signal |
| 145 | short | 2026-02-28 12:00 @ 0.28 | 2026-03-04 12:00 @ 0.28 | 4d | −$37.84 | -2.11% | signal |
| 146 | long | 2026-03-12 00:00 @ 0.29 | 2026-05-28 12:00 @ 0.35 | 77d 12h | $355.41 | +19.95% | signal |
| 147 | short | 2026-06-04 12:00 @ 0.33 | 2026-06-22 00:00 @ 0.33 | 17d 12h | −$35.44 | -1.90% | reverse |
| 148 | long | 2026-06-22 12:00 @ 0.33 | 2026-06-25 00:00 @ 0.33 | 2d 12h | −$22.01 | -1.18% | signal |
| 149 | long | 2026-06-25 12:00 @ 0.33 | 2026-06-26 00:00 @ 0.32 | 12h | −$28.55 | -1.54% | signal |
| 150 | short | 2026-06-28 00:00 @ 0.32 | 2026-07-04 12:00 @ 0.33 | 6d 12h | −$35.20 | -1.90% | signal |
| 151 | long | 2026-07-06 00:00 @ 0.33 | 2026-07-14 00:00 @ 0.32 | 8d | −$30.76 | -1.67% | signal |
| 152 | short | 2026-07-14 12:00 @ 0.33 | 2026-07-15 12:00 @ 0.33 | 1d | −$16.83 | -0.92% | signal |
| 153 | short | 2026-07-16 00:00 @ 0.32 | 2026-07-19 12:00 @ 0.33 | 3d 12h | −$25.08 | -1.37% | signal |
| 154 | long | 2026-07-24 00:00 @ 0.33 | 2026-07-28 00:00 @ 0.32 | 4d | −$24.94 | -1.37% | signal |
| 155 | short | 2026-07-29 00:00 @ 0.32 | 2026-07-30 12:00 @ 0.33 | 1d 12h | −$25.51 | -1.41% | signal |
| 156 | short | 2026-07-31 12:00 @ 0.33 | 2026-08-01 12:00 @ 0.33 | 1d | −$8.72 | -0.48% | signal |
| 157 | short | 2026-08-02 12:00 @ 0.33 | 2026-08-03 12:00 @ 0.33 | 1d | −$10.53 | -0.58% | signal |
| 158 | long | 2026-08-08 12:00 @ 0.33 | 2026-08-31 00:00 @ 0.34 | 22d 12h | $33.40 | +1.85% | 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.