Profit % | Trades # | Win Rate | Profit Factor | Max Drawdown | avg_bars | id |
---|---|---|---|---|---|---|
407 | 320 | 83.87 | 4.84 | 6.46 | 13 | 1 |
BTC/USDT Backtesting
Trade # | Signal | Date | Entry Price | Exit Price | Profit % | Equity % | contracts | cum_profit_usdt | drawdown_percent | drawdown_usdt | profit_usdt | run_up_perc | run_up_usdt |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | LONG | 07/01/2021 02:00 | 36,826.10 | 37,562.70 | 1.92 | 1.92 | 0.027156 | 19.20 | 0.93 | 9.26 | 19.20 | 1.96 | 19.60 |
2 | LONG | 11/01/2021 10:00 | 34,400.20 | 35,058.70 | 1.83 | 3.75 | 0.029069 | 37.53 | 0.77 | 7.67 | 18.33 | 1.87 | 18.74 |
3 | SHORT | 21/01/2021 12:00 | 32,915.30 | 32,249.70 | 1.94 | 5.69 | 0.030380 | 56.96 | 0.60 | 5.98 | 19.43 | 1.98 | 19.82 |
4 | SHORT | 21/01/2021 14:00 | 32,246.80 | 31,589.60 | 1.96 | 7.65 | 0.031010 | 76.55 | 1.44 | 14.45 | 19.59 | 2.00 | 19.98 |
5 | SHORT | 21/01/2021 16:00 | 32,328.70 | 31,679.00 | 1.93 | 9.58 | 0.030929 | 95.85 | 0.50 | 5.00 | 19.30 | 1.97 | 19.69 |
6 | SHORT | 21/01/2021 18:00 | 31,425.70 | 32,050.50 | -2.07 | 7.51 | 0.031824 | 75.16 | 2.03 | 20.28 | -20.69 | 1.08 | 10.85 |
7 | LONG | 29/01/2021 14:00 | 37,069.70 | 37,803.40 | 1.90 | 9.41 | 0.026978 | 94.14 | 1.54 | 15.36 | 18.99 | 1.94 | 19.39 |
8 | LONG | 29/01/2021 15:00 | 37,902.90 | 37,161.20 | -2.04 | 7.37 | 0.026383 | 73.78 | 2.00 | 19.97 | -20.36 | 1.91 | 19.08 |
9 | LONG | 29/01/2021 16:00 | 38,303.80 | 37,545.40 | -2.06 | 5.31 | 0.026107 | 53.19 | 2.02 | 20.20 | -20.59 | 0.42 | 4.20 |
10 | LONG | 19/02/2021 21:00 | 55,546.00 | 56,657.00 | 1.92 | 7.23 | 0.018002 | 72.38 | 1.59 | 15.88 | 19.19 | 1.96 | 19.60 |
11 | SHORT | 23/02/2021 12:00 | 48,101.70 | 47,169.90 | 1.86 | 9.09 | 0.020789 | 90.96 | 1.90 | 18.99 | 18.58 | 1.90 | 18.97 |
12 | SHORT | 23/02/2021 13:00 | 47,563.00 | 46,600.90 | 1.94 | 11.03 | 0.021024 | 110.40 | 1.63 | 16.35 | 19.44 | 1.98 | 19.83 |
13 | LONG | 13/03/2021 14:00 | 59,914.90 | 61,113.20 | 1.92 | 12.95 | 0.016692 | 129.59 | 1.23 | 12.26 | 19.19 | 1.96 | 19.60 |
14 | SHORT | 15/03/2021 15:00 | 56,473.50 | 55,344.00 | 1.92 | 14.87 | 0.017706 | 148.80 | 1.54 | 15.39 | 19.21 | 1.96 | 19.60 |
15 | SHORT | 22/03/2021 23:00 | 54,549.70 | 53,458.70 | 1.92 | 16.79 | 0.018331 | 168.01 | 1.52 | 15.16 | 19.21 | 1.96 | 19.60 |
16 | SHORT | 25/03/2021 01:00 | 52,540.50 | 51,489.60 | 1.92 | 18.71 | 0.019032 | 187.21 | 1.40 | 14.00 | 19.21 | 1.96 | 19.60 |
17 | SHORT | 28/03/2021 22:00 | 55,226.20 | 56,331.10 | -2.08 | 16.63 | 0.018107 | 166.40 | 2.04 | 20.41 | -20.81 | 0.92 | 9.22 |
18 | SHORT | 04/04/2021 03:00 | 57,134.40 | 58,277.40 | -2.08 | 14.55 | 0.017502 | 145.59 | 2.04 | 20.40 | -20.81 | 1.04 | 10.40 |
19 | LONG | 10/04/2021 08:00 | 61,252.40 | 60,027.00 | -2.08 | 12.47 | 0.016325 | 124.79 | 2.04 | 20.40 | -20.80 | 0.45 | 4.54 |
20 | SHORT | 18/04/2021 10:00 | 55,788.20 | 54,672.40 | 1.92 | 14.39 | 0.017924 | 144.00 | 1.42 | 14.22 | 19.21 | 1.96 | 19.60 |
21 | SHORT | 18/04/2021 12:00 | 55,059.70 | 53,958.50 | 1.92 | 16.31 | 0.018162 | 163.21 | 0.64 | 6.37 | 19.21 | 1.96 | 19.60 |
22 | SHORT | 20/04/2021 04:00 | 54,640.50 | 53,547.60 | 1.92 | 18.23 | 0.018301 | 182.42 | 1.54 | 15.37 | 19.21 | 1.96 | 19.60 |
23 | SHORT | 23/04/2021 01:00 | 51,699.60 | 50,665.60 | 1.92 | 20.15 | 0.019342 | 201.62 | 1.12 | 11.24 | 19.21 | 1.96 | 19.60 |
24 | SHORT | 23/04/2021 06:00 | 50,034.60 | 49,033.90 | 1.92 | 22.07 | 0.019986 | 220.83 | 1.21 | 12.06 | 19.21 | 1.96 | 19.60 |
25 | SHORT | 29/04/2021 17:00 | 53,630.70 | 52,558.00 | 1.92 | 23.99 | 0.018645 | 240.04 | 0.67 | 6.69 | 19.21 | 1.96 | 19.60 |
26 | SHORT | 12/05/2021 22:00 | 54,140.80 | 53,057.90 | 1.92 | 25.91 | 0.018470 | 259.25 | 1.21 | 12.06 | 19.21 | 1.96 | 19.60 |
27 | SHORT | 13/05/2021 02:00 | 52,944.00 | 51,852.70 | 1.98 | 27.89 | 0.018887 | 279.07 | 0.05 | 0.49 | 19.82 | 2.02 | 20.21 |
28 | SHORT | 13/05/2021 07:00 | 50,476.80 | 49,467.20 | 1.92 | 29.81 | 0.019810 | 298.28 | 1.79 | 17.86 | 19.21 | 1.96 | 19.60 |
29 | SHORT | 17/05/2021 00:00 | 44,115.90 | 45,027.70 | -2.15 | 27.66 | 0.022662 | 276.81 | 2.11 | 21.06 | -21.47 | 0.40 | 4.04 |
30 | SHORT | 19/05/2021 08:00 | 39,341.60 | 38,556.10 | 1.92 | 29.58 | 0.025417 | 295.98 | 1.68 | 16.80 | 19.17 | 1.96 | 19.57 |
31 | SHORT | 21/05/2021 18:00 | 37,807.60 | 36,985.70 | 2.09 | 31.67 | 0.026453 | 316.93 | 1.31 | 13.06 | 20.95 | 2.13 | 21.34 |
32 | SHORT | 05/06/2021 13:00 | 36,312.70 | 35,586.40 | 1.92 | 33.59 | 0.027538 | 336.14 | 1.01 | 10.13 | 19.21 | 1.96 | 19.60 |
33 | SHORT | 08/06/2021 01:00 | 34,105.30 | 33,423.10 | 1.92 | 35.51 | 0.029320 | 355.35 | 0.57 | 5.67 | 19.21 | 1.96 | 19.60 |
34 | SHORT | 08/06/2021 03:00 | 33,550.70 | 32,877.20 | 1.93 | 37.44 | 0.029805 | 374.63 | 1.56 | 15.63 | 19.28 | 1.97 | 19.67 |
35 | SHORT | 08/06/2021 06:00 | 32,686.80 | 32,033.00 | 1.92 | 39.36 | 0.030593 | 393.84 | 1.38 | 13.79 | 19.21 | 1.96 | 19.60 |
36 | SHORT | 12/06/2021 05:00 | 36,226.20 | 35,485.40 | 1.96 | 41.32 | 0.027603 | 413.50 | 0.41 | 4.09 | 19.66 | 2.00 | 20.05 |
37 | LONG | 14/06/2021 00:00 | 39,220.90 | 40,005.40 | 1.92 | 43.24 | 0.025496 | 432.69 | 1.39 | 13.89 | 19.19 | 1.96 | 19.60 |
38 | SHORT | 18/06/2021 19:00 | 36,363.60 | 35,636.30 | 1.92 | 45.16 | 0.027499 | 451.90 | 0.99 | 9.88 | 19.21 | 1.96 | 19.60 |
39 | SHORT | 21/06/2021 14:00 | 32,335.80 | 31,673.20 | 1.97 | 47.13 | 0.030925 | 471.60 | 1.32 | 13.21 | 19.70 | 2.01 | 20.09 |
40 | SHORT | 22/06/2021 16:00 | 29,860.60 | 29,235.80 | 2.01 | 49.14 | 0.033488 | 491.73 | 0.88 | 8.79 | 20.13 | 2.05 | 20.52 |
41 | SHORT | 22/06/2021 17:00 | 29,236.00 | 29,833.60 | -2.12 | 47.02 | 0.034204 | 470.48 | 2.08 | 20.84 | -21.25 | 0.75 | 7.50 |
42 | SHORT | 13/07/2021 16:00 | 32,343.40 | 31,696.50 | 1.92 | 48.94 | 0.030917 | 489.69 | 1.94 | 19.38 | 19.21 | 1.96 | 19.60 |
43 | SHORT | 15/07/2021 16:00 | 31,706.00 | 31,071.80 | 1.92 | 50.86 | 0.031539 | 508.90 | 1.10 | 11.02 | 19.21 | 1.96 | 19.60 |
44 | SHORT | 19/07/2021 16:00 | 30,694.00 | 30,080.10 | 1.92 | 52.78 | 0.032579 | 528.11 | 1.20 | 12.00 | 19.21 | 1.96 | 19.60 |
45 | SHORT | 20/07/2021 10:00 | 29,699.80 | 30,294.10 | -2.08 | 50.70 | 0.033672 | 507.29 | 2.04 | 20.41 | -20.82 | 1.50 | 15.01 |
46 | LONG | 26/07/2021 04:00 | 36,736.70 | 37,444.20 | 1.84 | 52.54 | 0.027220 | 525.74 | 0.25 | 2.54 | 18.45 | 1.89 | 18.86 |
47 | LONG | 26/07/2021 05:00 | 38,321.40 | 39,087.90 | 1.92 | 54.46 | 0.026095 | 544.93 | 1.30 | 13.03 | 19.19 | 1.96 | 19.60 |
48 | LONG | 26/07/2021 11:00 | 38,160.30 | 38,923.60 | 1.92 | 56.38 | 0.026207 | 564.13 | 1.33 | 13.35 | 19.20 | 1.96 | 19.60 |
49 | LONG | 06/08/2021 21:00 | 42,890.00 | 43,747.80 | 1.92 | 58.30 | 0.023315 | 583.32 | 1.20 | 12.00 | 19.19 | 1.96 | 19.60 |
50 | LONG | 20/08/2021 19:00 | 48,751.30 | 49,726.40 | 1.92 | 60.22 | 0.020511 | 602.51 | 1.07 | 10.68 | 19.19 | 1.96 | 19.60 |
51 | SHORT | 07/09/2021 20:00 | 47,430.80 | 46,482.10 | 1.92 | 62.14 | 0.021082 | 621.72 | 0.27 | 2.68 | 19.21 | 1.96 | 19.60 |
52 | SHORT | 08/09/2021 05:00 | 47,191.70 | 46,247.80 | 1.92 | 64.06 | 0.021190 | 640.93 | 0.37 | 3.69 | 19.21 | 1.96 | 19.60 |
53 | SHORT | 08/09/2021 07:00 | 46,461.20 | 45,532.30 | 1.92 | 65.98 | 0.021523 | 660.13 | 0.85 | 8.54 | 19.20 | 1.96 | 19.59 |
54 | SHORT | 13/09/2021 05:00 | 45,190.70 | 44,286.80 | 1.92 | 67.90 | 0.022128 | 679.34 | 0.25 | 2.54 | 19.21 | 1.96 | 19.60 |
55 | SHORT | 19/09/2021 15:00 | 47,343.90 | 46,397.00 | 1.92 | 69.82 | 0.021121 | 698.55 | 1.00 | 10.03 | 19.21 | 1.96 | 19.60 |
56 | SHORT | 20/09/2021 06:00 | 45,951.70 | 45,037.10 | 1.91 | 71.73 | 0.021760 | 717.66 | 0.32 | 3.19 | 19.11 | 1.95 | 19.50 |
57 | SHORT | 20/09/2021 12:00 | 45,055.20 | 44,154.00 | 1.92 | 73.65 | 0.022194 | 736.87 | 0.58 | 5.83 | 19.21 | 1.96 | 19.60 |
58 | LONG | 21/09/2021 05:00 | 42,740.60 | 43,595.50 | 1.92 | 75.57 | 0.023398 | 756.06 | 1.41 | 14.12 | 19.19 | 1.96 | 19.60 |
59 | LONG | 01/10/2021 14:00 | 47,086.90 | 48,028.70 | 1.92 | 77.49 | 0.021237 | 775.25 | 0.74 | 7.41 | 19.19 | 1.96 | 19.60 |
60 | LONG | 06/10/2021 17:00 | 54,036.30 | 55,117.10 | 1.92 | 79.41 | 0.018506 | 794.45 | 0.47 | 4.74 | 19.19 | 1.96 | 19.60 |
61 | LONG | 06/10/2021 19:00 | 55,014.30 | 53,913.70 | -2.08 | 77.33 | 0.018177 | 773.65 | 2.04 | 20.41 | -20.80 | 1.42 | 14.19 |
62 | LONG | 18/10/2021 02:00 | 61,339.00 | 62,565.80 | 1.92 | 79.25 | 0.016302 | 792.84 | 0.24 | 2.39 | 19.19 | 1.96 | 19.60 |
63 | LONG | 20/10/2021 18:00 | 66,793.10 | 65,456.90 | -2.08 | 77.17 | 0.014971 | 772.04 | 2.04 | 20.40 | -20.80 | 0.31 | 3.06 |
64 | SHORT | 22/10/2021 19:00 | 60,744.30 | 59,529.40 | 1.92 | 79.09 | 0.016462 | 791.25 | 1.74 | 17.45 | 19.21 | 1.96 | 19.60 |
65 | LONG | 28/10/2021 12:00 | 60,586.30 | 61,798.10 | 1.92 | 81.01 | 0.016505 | 810.44 | 0.31 | 3.11 | 19.19 | 1.96 | 19.60 |
66 | LONG | 01/11/2021 10:00 | 62,258.00 | 61,012.50 | -2.08 | 78.93 | 0.016062 | 789.65 | 2.04 | 20.41 | -20.80 | 0.42 | 4.19 |
67 | LONG | 08/11/2021 02:00 | 63,316.70 | 64,574.00 | 1.90 | 80.83 | 0.015793 | 808.70 | 0.05 | 0.53 | 19.05 | 1.94 | 19.46 |
68 | LONG | 08/11/2021 03:00 | 65,097.50 | 66,407.30 | 1.93 | 82.76 | 0.015361 | 828.01 | 0.17 | 1.74 | 19.31 | 1.97 | 19.72 |
69 | LONG | 08/11/2021 10:00 | 65,997.00 | 67,317.00 | 1.92 | 84.68 | 0.015152 | 847.20 | 1.19 | 11.94 | 19.19 | 1.96 | 19.60 |
70 | SHORT | 26/11/2021 12:00 | 54,903.50 | 53,805.40 | 1.92 | 86.60 | 0.018215 | 866.41 | 0.12 | 1.25 | 19.21 | 1.96 | 19.60 |
71 | SHORT | 26/11/2021 15:00 | 54,348.70 | 53,261.70 | 1.92 | 88.52 | 0.018399 | 885.62 | 1.79 | 17.90 | 19.21 | 1.96 | 19.60 |
72 | LONG | 29/11/2021 04:00 | 57,693.70 | 58,847.60 | 1.92 | 90.44 | 0.017333 | 904.81 | 1.74 | 17.36 | 19.19 | 1.96 | 19.60 |
73 | SHORT | 03/12/2021 22:00 | 53,884.10 | 52,785.80 | 1.96 | 92.40 | 0.018558 | 924.40 | 0.44 | 4.41 | 19.59 | 2.00 | 19.98 |
74 | SHORT | 04/12/2021 00:00 | 53,612.10 | 52,539.80 | 1.92 | 94.32 | 0.018651 | 943.61 | 0.56 | 5.58 | 19.21 | 1.96 | 19.60 |
75 | SHORT | 04/12/2021 07:00 | 50,272.90 | 49,232.60 | 1.99 | 96.31 | 0.019889 | 963.51 | 0.61 | 6.11 | 19.90 | 2.03 | 20.29 |
76 | SHORT | 04/12/2021 08:00 | 47,523.10 | 46,573.90 | 1.92 | 98.23 | 0.021044 | 982.69 | 1.01 | 10.15 | 19.18 | 1.96 | 19.57 |
77 | LONG | 14/12/2021 23:00 | 47,774.90 | 48,730.40 | 1.92 | 100.15 | 0.020931 | 1,001.88 | 0.14 | 1.39 | 19.19 | 1.96 | 19.60 |
78 | SHORT | 28/12/2021 21:00 | 47,793.30 | 46,837.40 | 1.92 | 102.07 | 0.020923 | 1,021.09 | 0.74 | 7.36 | 19.21 | 1.96 | 19.60 |
79 | SHORT | 05/01/2022 22:00 | 44,671.60 | 43,753.10 | 1.98 | 104.05 | 0.022384 | 1,040.86 | 0.41 | 4.06 | 19.77 | 2.02 | 20.16 |
80 | SHORT | 05/01/2022 23:00 | 43,958.30 | 43,079.10 | 1.92 | 105.97 | 0.022748 | 1,060.07 | 0.92 | 9.23 | 19.21 | 1.96 | 19.60 |
81 | SHORT | 06/01/2022 04:00 | 43,525.60 | 42,655.00 | 1.92 | 107.89 | 0.022974 | 1,079.28 | 0.21 | 2.11 | 19.21 | 1.96 | 19.60 |
82 | SHORT | 07/01/2022 06:00 | 41,789.70 | 40,933.70 | 1.97 | 109.86 | 0.023929 | 1,098.97 | 0.28 | 2.75 | 19.69 | 2.01 | 20.08 |
83 | SHORT | 16/01/2022 22:00 | 42,816.70 | 41,960.30 | 1.92 | 111.78 | 0.023355 | 1,118.18 | 1.05 | 10.52 | 19.21 | 1.96 | 19.60 |
84 | SHORT | 21/01/2022 02:00 | 40,661.80 | 39,848.50 | 1.92 | 113.70 | 0.024593 | 1,137.39 | 1.11 | 11.07 | 19.21 | 1.96 | 19.60 |
85 | SHORT | 21/01/2022 04:00 | 39,750.40 | 38,955.30 | 1.92 | 115.62 | 0.025156 | 1,156.60 | 1.33 | 13.31 | 19.21 | 1.96 | 19.60 |
86 | SHORT | 21/01/2022 07:00 | 38,819.70 | 38,043.30 | 1.92 | 117.54 | 0.025759 | 1,175.80 | 1.20 | 12.05 | 19.21 | 1.96 | 19.60 |
87 | SHORT | 21/01/2022 16:00 | 38,485.50 | 37,715.70 | 1.92 | 119.46 | 0.025984 | 1,195.01 | 1.49 | 14.94 | 19.21 | 1.96 | 19.60 |
88 | LONG | 04/02/2022 21:00 | 40,453.20 | 41,262.30 | 1.92 | 121.38 | 0.024720 | 1,214.21 | 0.31 | 3.08 | 19.19 | 1.96 | 19.60 |
89 | LONG | 05/02/2022 02:00 | 41,550.30 | 42,381.40 | 1.92 | 123.30 | 0.024067 | 1,233.40 | 1.56 | 15.57 | 19.19 | 1.96 | 19.60 |
90 | LONG | 07/02/2022 02:00 | 42,361.60 | 43,208.90 | 1.92 | 125.22 | 0.023606 | 1,252.59 | 1.81 | 18.15 | 19.19 | 1.96 | 19.60 |
91 | LONG | 07/02/2022 22:00 | 44,243.30 | 45,128.20 | 1.92 | 127.14 | 0.022602 | 1,271.79 | 1.61 | 16.07 | 19.19 | 1.96 | 19.60 |
92 | SHORT | 20/02/2022 10:00 | 38,770.00 | 37,994.60 | 1.92 | 129.06 | 0.025792 | 1,290.99 | 0.19 | 1.95 | 19.21 | 1.96 | 19.60 |
93 | SHORT | 24/02/2022 05:00 | 35,888.90 | 35,150.40 | 1.98 | 131.04 | 0.027857 | 1,310.77 | 0.13 | 1.29 | 19.78 | 2.02 | 20.17 |
94 | SHORT | 24/02/2022 07:00 | 35,049.70 | 34,351.50 | 1.91 | 132.95 | 0.028530 | 1,329.90 | 0.13 | 1.28 | 19.13 | 1.95 | 19.52 |
95 | SHORT | 24/02/2022 09:00 | 34,877.30 | 35,575.20 | -2.08 | 130.87 | 0.028672 | 1,309.08 | 2.04 | 20.41 | -20.82 | 1.39 | 13.92 |
96 | LONG | 28/02/2022 23:00 | 41,882.30 | 42,720.00 | 1.92 | 132.79 | 0.023876 | 1,328.28 | 1.00 | 10.01 | 19.19 | 1.96 | 19.60 |
97 | LONG | 01/03/2022 10:00 | 43,472.00 | 44,343.40 | 1.92 | 134.71 | 0.023003 | 1,347.51 | 1.66 | 16.65 | 19.24 | 1.96 | 19.64 |
98 | LONG | 01/03/2022 15:00 | 44,609.40 | 43,716.90 | -2.08 | 132.63 | 0.022416 | 1,326.72 | 2.04 | 20.41 | -20.80 | 0.69 | 6.90 |
99 | LONG | 01/03/2022 17:00 | 43,797.30 | 44,673.30 | 1.92 | 134.55 | 0.022832 | 1,345.91 | 1.40 | 13.99 | 19.19 | 1.96 | 19.60 |
100 | SHORT | 02/03/2022 21:00 | 43,598.50 | 42,726.50 | 1.92 | 136.47 | 0.022936 | 1,365.12 | 1.75 | 17.52 | 19.21 | 1.96 | 19.60 |
101 | SHORT | 03/03/2022 18:00 | 42,549.20 | 41,698.20 | 1.92 | 138.39 | 0.023502 | 1,384.32 | 0.54 | 5.39 | 19.21 | 1.96 | 19.60 |
102 | LONG | 09/03/2022 10:00 | 41,770.90 | 42,606.40 | 1.92 | 140.31 | 0.023938 | 1,403.52 | 0.44 | 4.37 | 19.19 | 1.96 | 19.60 |
103 | SHORT | 13/03/2022 23:00 | 38,670.70 | 37,897.20 | 1.92 | 142.23 | 0.025858 | 1,422.73 | 0.43 | 4.33 | 19.21 | 1.96 | 19.60 |
104 | LONG | 28/03/2022 00:00 | 46,114.30 | 47,036.60 | 1.92 | 144.15 | 0.021685 | 1,441.92 | 0.65 | 6.50 | 19.19 | 1.96 | 19.60 |
105 | LONG | 28/03/2022 02:00 | 46,595.30 | 47,527.20 | 1.92 | 146.07 | 0.021461 | 1,461.11 | 0.14 | 1.44 | 19.19 | 1.96 | 19.60 |
106 | LONG | 28/03/2022 04:00 | 46,916.30 | 47,854.70 | 1.92 | 147.99 | 0.021314 | 1,480.30 | 0.55 | 5.52 | 19.19 | 1.96 | 19.60 |
107 | SHORT | 31/03/2022 17:00 | 46,905.10 | 45,966.90 | 1.92 | 149.91 | 0.021319 | 1,499.51 | 0.06 | 0.56 | 19.21 | 1.96 | 19.60 |
108 | SHORT | 11/04/2022 15:00 | 41,054.80 | 40,243.20 | 1.90 | 151.81 | 0.024357 | 1,518.49 | 0.51 | 5.05 | 18.98 | 1.94 | 19.37 |
109 | SHORT | 11/04/2022 21:00 | 40,441.50 | 39,632.60 | 1.92 | 153.73 | 0.024726 | 1,537.70 | 0.42 | 4.25 | 19.21 | 1.96 | 19.60 |
110 | LONG | 13/04/2022 17:00 | 40,496.70 | 41,306.70 | 1.92 | 155.65 | 0.024693 | 1,556.89 | 0.41 | 4.06 | 19.19 | 1.96 | 19.60 |
111 | SHORT | 16/04/2022 19:00 | 40,039.40 | 39,238.60 | 1.92 | 157.57 | 0.024975 | 1,576.10 | 1.68 | 16.83 | 19.21 | 1.96 | 19.60 |
112 | SHORT | 18/04/2022 09:00 | 38,890.00 | 39,668.10 | -2.08 | 155.49 | 0.025713 | 1,555.28 | 2.04 | 20.41 | -20.82 | 0.31 | 3.15 |
113 | SHORT | 22/04/2022 19:00 | 39,414.20 | 38,625.90 | 1.92 | 157.41 | 0.025371 | 1,574.49 | 1.53 | 15.26 | 19.21 | 1.96 | 19.60 |
114 | SHORT | 05/05/2022 20:00 | 37,007.60 | 36,267.40 | 1.92 | 159.33 | 0.027021 | 1,593.70 | 0.44 | 4.41 | 19.21 | 1.96 | 19.60 |
115 | SHORT | 05/05/2022 22:00 | 36,360.10 | 35,624.10 | 1.94 | 161.27 | 0.027502 | 1,613.15 | 0.08 | 0.77 | 19.45 | 1.98 | 19.84 |
116 | SHORT | 06/05/2022 00:00 | 36,450.40 | 35,721.30 | 1.92 | 163.19 | 0.027433 | 1,632.36 | 0.67 | 6.68 | 19.21 | 1.96 | 19.60 |
117 | SHORT | 08/05/2022 06:00 | 34,568.70 | 33,877.30 | 1.92 | 165.11 | 0.028927 | 1,651.57 | 1.16 | 11.65 | 19.21 | 1.96 | 19.60 |
118 | SHORT | 18/05/2022 07:00 | 29,815.00 | 29,218.70 | 1.92 | 167.03 | 0.033539 | 1,670.77 | 0.93 | 9.31 | 19.21 | 1.96 | 19.60 |
119 | SHORT | 20/05/2022 18:00 | 29,485.40 | 28,895.60 | 1.92 | 168.95 | 0.033914 | 1,689.99 | 0.07 | 0.66 | 19.21 | 1.96 | 19.60 |
120 | LONG | 30/05/2022 06:00 | 30,207.10 | 30,813.60 | 1.93 | 170.88 | 0.033105 | 1,709.26 | 0.09 | 0.88 | 19.27 | 1.97 | 19.68 |
121 | LONG | 30/05/2022 10:00 | 30,689.00 | 31,302.80 | 1.92 | 172.80 | 0.032585 | 1,728.45 | 1.45 | 14.54 | 19.19 | 1.96 | 19.60 |
122 | LONG | 31/05/2022 01:00 | 31,789.50 | 32,425.30 | 1.92 | 174.72 | 0.031457 | 1,747.64 | 1.82 | 18.25 | 19.19 | 1.96 | 19.60 |
123 | SHORT | 10/06/2022 16:00 | 29,631.50 | 29,038.80 | 1.92 | 176.64 | 0.033747 | 1,766.85 | 0.28 | 2.85 | 19.21 | 1.96 | 19.60 |
124 | SHORT | 12/06/2022 07:00 | 27,537.90 | 26,987.10 | 1.92 | 178.56 | 0.036313 | 1,786.06 | 0.62 | 6.21 | 19.21 | 1.96 | 19.60 |
125 | SHORT | 13/06/2022 03:00 | 26,564.40 | 26,033.10 | 1.92 | 180.48 | 0.037643 | 1,805.27 | 1.22 | 12.17 | 19.21 | 1.96 | 19.60 |
126 | SHORT | 13/06/2022 05:00 | 25,758.30 | 25,243.10 | 1.92 | 182.40 | 0.038821 | 1,824.48 | 0.39 | 3.93 | 19.21 | 1.96 | 19.60 |
127 | LONG | 23/06/2022 23:00 | 20,900.70 | 21,318.80 | 1.92 | 184.32 | 0.047845 | 1,843.67 | 1.22 | 12.16 | 19.20 | 1.96 | 19.60 |
128 | SHORT | 30/06/2022 10:00 | 19,405.80 | 19,017.30 | 1.92 | 186.24 | 0.051523 | 1,862.90 | 0.33 | 3.26 | 19.22 | 1.96 | 19.62 |
129 | SHORT | 30/06/2022 13:00 | 19,138.80 | 18,757.00 | 1.91 | 188.15 | 0.052248 | 1,882.05 | 1.08 | 10.81 | 19.16 | 1.95 | 19.55 |
130 | SHORT | 30/06/2022 18:00 | 19,108.70 | 18,726.50 | 1.92 | 190.07 | 0.052331 | 1,901.26 | 1.04 | 10.41 | 19.21 | 1.96 | 19.60 |
131 | LONG | 07/07/2022 22:00 | 21,344.00 | 21,762.00 | 1.88 | 191.95 | 0.046853 | 1,920.04 | 0.22 | 2.15 | 18.78 | 1.92 | 19.18 |
132 | LONG | 07/07/2022 23:00 | 21,798.20 | 22,234.20 | 1.92 | 193.87 | 0.045876 | 1,939.23 | 1.34 | 13.39 | 19.19 | 1.96 | 19.60 |
133 | SHORT | 12/07/2022 03:00 | 19,954.00 | 19,554.90 | 1.92 | 195.79 | 0.050114 | 1,958.44 | 0.52 | 5.16 | 19.21 | 1.96 | 19.60 |
134 | LONG | 18/07/2022 12:00 | 22,283.40 | 22,729.10 | 1.92 | 197.71 | 0.044877 | 1,977.63 | 1.76 | 17.57 | 19.19 | 1.96 | 19.60 |
135 | LONG | 19/07/2022 19:00 | 23,117.40 | 23,579.80 | 1.92 | 199.63 | 0.043259 | 1,996.83 | 0.80 | 7.97 | 19.19 | 1.96 | 19.60 |
136 | SHORT | 26/07/2022 03:00 | 21,299.70 | 20,878.40 | 1.90 | 201.53 | 0.046948 | 2,015.82 | 0.20 | 2.03 | 18.99 | 1.94 | 19.38 |
137 | SHORT | 26/07/2022 07:00 | 21,129.90 | 20,707.30 | 1.92 | 203.45 | 0.047325 | 2,035.02 | 0.61 | 6.08 | 19.21 | 1.96 | 19.60 |
138 | LONG | 27/07/2022 23:00 | 22,764.10 | 23,219.40 | 1.92 | 205.37 | 0.043929 | 2,054.22 | 0.89 | 8.90 | 19.19 | 1.96 | 19.60 |
139 | LONG | 11/08/2022 08:00 | 24,511.50 | 24,020.90 | -2.08 | 203.29 | 0.040797 | 2,033.41 | 2.04 | 20.42 | -20.81 | 1.84 | 18.39 |
140 | SHORT | 19/08/2022 05:00 | 22,750.90 | 22,295.80 | 1.92 | 205.21 | 0.043953 | 2,052.62 | 0.37 | 3.74 | 19.21 | 1.96 | 19.60 |
141 | SHORT | 19/08/2022 11:00 | 21,892.60 | 21,457.80 | 1.91 | 207.12 | 0.045677 | 2,071.69 | 0.10 | 1.01 | 19.07 | 1.95 | 19.46 |
142 | SHORT | 19/08/2022 15:00 | 21,453.40 | 21,024.30 | 1.92 | 209.04 | 0.046612 | 2,090.90 | 0.94 | 9.38 | 19.21 | 1.96 | 19.60 |
143 | SHORT | 22/08/2022 22:00 | 21,009.70 | 21,430.20 | -2.08 | 206.96 | 0.047596 | 2,070.08 | 2.04 | 20.41 | -20.82 | 0.08 | 0.76 |
144 | LONG | 24/08/2022 09:00 | 21,407.60 | 21,835.80 | 1.92 | 208.88 | 0.046713 | 2,089.27 | 0.86 | 8.65 | 19.19 | 1.96 | 19.60 |
145 | SHORT | 26/08/2022 20:00 | 20,711.20 | 20,298.60 | 1.91 | 210.79 | 0.048282 | 2,108.40 | 0.31 | 3.09 | 19.13 | 1.95 | 19.52 |
146 | SHORT | 27/08/2022 03:00 | 20,228.40 | 19,823.80 | 1.92 | 212.71 | 0.049434 | 2,127.61 | 0.73 | 7.29 | 19.21 | 1.96 | 19.60 |
147 | SHORT | 06/09/2022 21:00 | 19,087.90 | 18,706.10 | 1.92 | 214.63 | 0.052388 | 2,146.82 | 0.20 | 2.03 | 19.21 | 1.96 | 19.60 |
148 | SHORT | 06/09/2022 23:00 | 18,812.80 | 19,189.40 | -2.08 | 212.55 | 0.053154 | 2,125.99 | 2.04 | 20.42 | -20.83 | 1.62 | 16.23 |
149 | LONG | 09/09/2022 08:00 | 20,350.70 | 20,757.80 | 1.92 | 214.47 | 0.049139 | 2,145.19 | 0.14 | 1.36 | 19.20 | 1.96 | 19.60 |
150 | LONG | 09/09/2022 10:00 | 20,685.20 | 21,100.60 | 1.93 | 216.40 | 0.048344 | 2,164.46 | 0.55 | 5.49 | 19.27 | 1.97 | 19.68 |
151 | LONG | 09/09/2022 14:00 | 21,068.70 | 21,490.10 | 1.92 | 218.32 | 0.047464 | 2,183.66 | 0.97 | 9.72 | 19.19 | 1.96 | 19.60 |
152 | LONG | 10/09/2022 03:00 | 21,352.30 | 21,779.40 | 1.92 | 220.24 | 0.046834 | 2,202.85 | 1.16 | 11.64 | 19.19 | 1.96 | 19.60 |
153 | LONG | 12/09/2022 03:00 | 21,820.60 | 22,257.10 | 1.92 | 222.16 | 0.045828 | 2,222.05 | 1.23 | 12.31 | 19.20 | 1.96 | 19.60 |
154 | SHORT | 13/09/2022 16:00 | 21,397.00 | 20,969.00 | 1.92 | 224.08 | 0.046735 | 2,241.26 | 0.61 | 6.15 | 19.21 | 1.96 | 19.60 |
155 | SHORT | 13/09/2022 19:00 | 20,823.60 | 20,407.10 | 1.92 | 226.00 | 0.048021 | 2,260.47 | 0.51 | 5.06 | 19.21 | 1.96 | 19.60 |
156 | SHORT | 13/09/2022 23:00 | 20,271.70 | 19,866.20 | 1.92 | 227.92 | 0.049329 | 2,279.68 | 0.71 | 7.14 | 19.21 | 1.96 | 19.60 |
157 | SHORT | 14/09/2022 03:00 | 20,162.30 | 19,759.00 | 1.92 | 229.84 | 0.049597 | 2,298.89 | 1.86 | 18.56 | 19.21 | 1.96 | 19.60 |
158 | SHORT | 19/09/2022 08:00 | 18,804.10 | 18,428.70 | 1.92 | 231.76 | 0.053178 | 2,318.06 | 0.15 | 1.45 | 19.17 | 1.96 | 19.56 |
159 | LONG | 29/09/2022 20:00 | 19,441.60 | 19,830.50 | 1.92 | 233.68 | 0.051436 | 2,337.25 | 1.97 | 19.72 | 19.20 | 1.96 | 19.60 |
160 | SHORT | 07/10/2022 16:00 | 19,608.50 | 19,216.30 | 1.92 | 235.60 | 0.050997 | 2,356.46 | 0.49 | 4.91 | 19.21 | 1.96 | 19.60 |
161 | SHORT | 13/10/2022 15:00 | 18,744.70 | 18,371.00 | 1.91 | 237.51 | 0.053347 | 2,375.61 | 1.60 | 15.97 | 19.14 | 1.95 | 19.54 |
162 | LONG | 25/10/2022 21:00 | 20,109.00 | 20,511.20 | 1.92 | 239.43 | 0.049729 | 2,394.80 | 0.73 | 7.28 | 19.19 | 1.96 | 19.60 |
163 | SHORT | 08/11/2022 06:00 | 20,140.30 | 19,731.50 | 1.95 | 241.38 | 0.049650 | 2,414.31 | 0.51 | 5.10 | 19.51 | 1.99 | 19.90 |
164 | SHORT | 08/11/2022 07:00 | 19,625.80 | 19,233.20 | 1.92 | 243.30 | 0.050952 | 2,433.52 | 1.16 | 11.57 | 19.21 | 1.96 | 19.60 |
165 | SHORT | 08/11/2022 21:00 | 18,584.30 | 18,197.70 | 2.00 | 245.30 | 0.053808 | 2,453.53 | 0.73 | 7.29 | 20.01 | 2.04 | 20.40 |
166 | SHORT | 08/11/2022 22:00 | 18,237.70 | 17,866.00 | 1.96 | 247.26 | 0.054830 | 2,473.12 | 1.31 | 13.14 | 19.59 | 2.00 | 19.98 |
167 | SHORT | 08/11/2022 23:00 | 18,135.40 | 18,500.50 | -2.09 | 245.17 | 0.055139 | 2,452.18 | 2.05 | 20.53 | -20.94 | 0.07 | 0.72 |
168 | SHORT | 09/11/2022 00:00 | 18,691.40 | 18,322.40 | 1.89 | 247.06 | 0.053499 | 2,471.13 | 0.20 | 2.04 | 18.95 | 1.93 | 19.34 |
169 | SHORT | 09/11/2022 03:00 | 18,322.10 | 17,955.60 | 1.92 | 248.98 | 0.054578 | 2,490.34 | 1.00 | 10.03 | 19.21 | 1.96 | 19.60 |
170 | LONG | 14/11/2022 09:00 | 16,628.20 | 16,960.80 | 1.92 | 250.90 | 0.060139 | 2,509.53 | 1.58 | 15.76 | 19.19 | 1.96 | 19.60 |
171 | SHORT | 21/11/2022 01:00 | 16,287.30 | 15,961.50 | 1.92 | 252.82 | 0.061396 | 2,528.74 | 0.21 | 2.07 | 19.21 | 1.96 | 19.60 |
172 | SHORT | 21/11/2022 23:00 | 15,774.50 | 15,460.20 | 1.91 | 254.73 | 0.063392 | 2,547.87 | 0.48 | 4.79 | 19.13 | 1.95 | 19.52 |
173 | LONG | 13/12/2022 16:00 | 17,896.20 | 18,254.20 | 1.92 | 256.65 | 0.055878 | 2,567.07 | 1.59 | 15.95 | 19.20 | 1.96 | 19.60 |
174 | SHORT | 14/12/2022 23:00 | 17,761.70 | 17,406.40 | 1.92 | 258.57 | 0.056299 | 2,586.28 | 0.69 | 6.87 | 19.21 | 1.96 | 19.60 |
175 | SHORT | 16/12/2022 12:00 | 17,028.80 | 16,688.20 | 1.92 | 260.49 | 0.058723 | 2,605.49 | 0.32 | 3.22 | 19.21 | 1.96 | 19.60 |
176 | SHORT | 27/12/2022 20:00 | 16,672.70 | 16,339.20 | 1.92 | 262.41 | 0.059977 | 2,624.70 | 0.67 | 6.73 | 19.21 | 1.96 | 19.60 |
177 | LONG | 09/01/2023 03:00 | 17,179.20 | 17,522.80 | 1.92 | 264.33 | 0.058210 | 2,643.89 | 0.39 | 3.94 | 19.19 | 1.96 | 19.60 |
178 | LONG | 11/01/2023 21:00 | 17,476.70 | 17,826.30 | 1.92 | 266.25 | 0.057219 | 2,663.09 | 0.14 | 1.36 | 19.20 | 1.96 | 19.60 |
179 | LONG | 12/01/2023 03:00 | 18,264.20 | 18,629.50 | 1.92 | 268.17 | 0.054752 | 2,682.28 | 1.99 | 19.94 | 19.19 | 1.96 | 19.60 |
180 | LONG | 12/01/2023 20:00 | 18,840.30 | 19,217.20 | 1.92 | 270.09 | 0.053078 | 2,701.48 | 1.27 | 12.74 | 19.20 | 1.96 | 19.61 |
181 | LONG | 14/01/2023 13:00 | 20,514.10 | 20,924.40 | 1.92 | 272.01 | 0.048747 | 2,720.67 | 0.14 | 1.44 | 19.19 | 1.96 | 19.60 |
182 | LONG | 20/01/2023 23:00 | 22,287.50 | 22,733.30 | 1.92 | 273.93 | 0.044868 | 2,739.87 | 0.41 | 4.12 | 19.19 | 1.96 | 19.60 |
183 | LONG | 21/01/2023 01:00 | 22,590.80 | 23,042.70 | 1.92 | 275.85 | 0.044266 | 2,759.06 | 0.79 | 7.87 | 19.20 | 1.96 | 19.60 |
184 | LONG | 21/01/2023 13:00 | 22,777.10 | 23,232.70 | 1.92 | 277.77 | 0.043904 | 2,778.26 | 0.61 | 6.15 | 19.19 | 1.96 | 19.60 |
185 | LONG | 01/02/2023 22:00 | 23,380.10 | 23,847.80 | 1.92 | 279.69 | 0.042771 | 2,797.45 | 0.30 | 2.97 | 19.20 | 1.96 | 19.60 |
186 | LONG | 02/02/2023 03:00 | 24,194.70 | 23,710.50 | -2.08 | 277.61 | 0.041331 | 2,776.65 | 2.04 | 20.41 | -20.80 | 0.05 | 0.49 |
187 | SHORT | 05/02/2023 15:00 | 23,159.80 | 22,696.60 | 1.92 | 279.53 | 0.043177 | 2,795.86 | 0.28 | 2.78 | 19.21 | 1.96 | 19.60 |
188 | SHORT | 09/02/2023 23:00 | 21,989.20 | 21,549.40 | 1.92 | 281.45 | 0.045476 | 2,815.06 | 0.10 | 0.96 | 19.21 | 1.96 | 19.60 |
189 | LONG | 15/02/2023 15:00 | 22,763.90 | 23,219.80 | 1.92 | 283.37 | 0.043929 | 2,834.28 | 0.71 | 7.12 | 19.22 | 1.96 | 19.63 |
190 | LONG | 15/02/2023 22:00 | 23,310.90 | 23,770.20 | 1.89 | 285.26 | 0.042898 | 2,853.18 | 0.15 | 1.47 | 18.90 | 1.93 | 19.30 |
191 | LONG | 15/02/2023 23:00 | 24,145.10 | 24,628.30 | 1.92 | 287.18 | 0.041416 | 2,872.38 | 0.60 | 5.95 | 19.20 | 1.96 | 19.61 |
192 | LONG | 16/02/2023 03:00 | 24,610.20 | 25,102.50 | 1.92 | 289.10 | 0.040634 | 2,891.58 | 1.25 | 12.52 | 19.20 | 1.96 | 19.60 |
193 | LONG | 16/02/2023 18:00 | 25,090.50 | 24,588.30 | -2.08 | 287.02 | 0.039856 | 2,870.77 | 2.04 | 20.42 | -20.81 | 0.75 | 7.55 |
194 | SHORT | 19/02/2023 20:00 | 24,353.30 | 23,866.20 | 1.92 | 288.94 | 0.041062 | 2,889.98 | 0.96 | 9.64 | 19.21 | 1.96 | 19.60 |
195 | SHORT | 24/02/2023 19:00 | 23,179.60 | 22,716.00 | 1.92 | 290.86 | 0.043141 | 2,909.19 | 0.70 | 7.02 | 19.21 | 1.96 | 19.60 |
196 | SHORT | 03/03/2023 05:00 | 22,335.30 | 21,888.50 | 1.92 | 292.78 | 0.044771 | 2,928.40 | 1.45 | 14.49 | 19.21 | 1.96 | 19.60 |
197 | SHORT | 09/03/2023 22:00 | 20,845.30 | 20,425.20 | 1.94 | 294.72 | 0.047971 | 2,947.76 | 0.10 | 1.03 | 19.36 | 1.97 | 19.75 |
198 | SHORT | 09/03/2023 23:00 | 20,097.70 | 19,695.70 | 1.92 | 296.64 | 0.049756 | 2,966.97 | 1.98 | 19.79 | 19.21 | 1.96 | 19.60 |
199 | LONG | 13/03/2023 00:00 | 21,263.20 | 21,688.20 | 1.92 | 298.56 | 0.047030 | 2,986.15 | 0.86 | 8.63 | 19.18 | 1.96 | 19.59 |
200 | LONG | 13/03/2023 01:00 | 21,694.80 | 22,120.10 | 1.88 | 300.44 | 0.046094 | 3,004.95 | 0.48 | 4.77 | 18.80 | 1.92 | 19.20 |
201 | LONG | 13/03/2023 02:00 | 21,986.50 | 22,420.40 | 1.89 | 302.33 | 0.045483 | 3,023.87 | 0.63 | 6.34 | 18.93 | 1.93 | 19.34 |
202 | LONG | 13/03/2023 03:00 | 22,437.00 | 21,987.90 | -2.08 | 300.25 | 0.044569 | 3,003.07 | 2.04 | 20.42 | -20.81 | 0.43 | 4.28 |
203 | LONG | 13/03/2023 18:00 | 24,009.30 | 24,489.50 | 1.92 | 302.17 | 0.041651 | 3,022.26 | 1.01 | 10.08 | 19.19 | 1.96 | 19.60 |
204 | LONG | 14/03/2023 05:00 | 24,276.50 | 24,764.10 | 1.93 | 304.10 | 0.041192 | 3,041.54 | 0.27 | 2.73 | 19.28 | 1.97 | 19.69 |
205 | LONG | 14/03/2023 08:00 | 24,324.40 | 24,810.90 | 1.92 | 306.02 | 0.041111 | 3,060.73 | 0.87 | 8.73 | 19.19 | 1.96 | 19.60 |
206 | LONG | 14/03/2023 14:00 | 24,747.70 | 25,239.20 | 1.90 | 307.92 | 0.040408 | 3,079.78 | 1.42 | 14.25 | 19.05 | 1.95 | 19.46 |
207 | LONG | 14/03/2023 15:00 | 25,870.30 | 26,365.30 | 1.83 | 309.75 | 0.038654 | 3,098.11 | 1.08 | 10.85 | 18.33 | 1.87 | 18.73 |
208 | LONG | 28/03/2023 22:00 | 27,333.40 | 27,880.10 | 1.92 | 311.67 | 0.036585 | 3,117.30 | 0.97 | 9.67 | 19.19 | 1.96 | 19.60 |
209 | LONG | 29/03/2023 12:00 | 28,498.40 | 29,068.40 | 1.92 | 313.59 | 0.035090 | 3,136.49 | 1.37 | 13.70 | 19.19 | 1.96 | 19.60 |
210 | LONG | 10/04/2023 20:00 | 29,033.40 | 29,615.60 | 1.92 | 315.51 | 0.034443 | 3,155.74 | 0.18 | 1.83 | 19.24 | 1.96 | 19.65 |
211 | LONG | 11/04/2023 02:00 | 29,580.30 | 30,172.00 | 1.92 | 317.43 | 0.033806 | 3,174.93 | 0.07 | 0.74 | 19.20 | 1.96 | 19.60 |
212 | LONG | 11/04/2023 05:00 | 30,192.30 | 30,796.20 | 1.92 | 319.35 | 0.033121 | 3,194.13 | 1.93 | 19.36 | 19.19 | 1.96 | 19.60 |
213 | SHORT | 19/04/2023 12:00 | 29,147.80 | 28,564.80 | 1.92 | 321.27 | 0.034307 | 3,213.34 | 1.21 | 12.14 | 19.21 | 1.96 | 19.60 |
214 | LONG | 26/04/2023 16:00 | 29,955.40 | 29,355.90 | -2.08 | 319.19 | 0.033383 | 3,192.53 | 2.04 | 20.41 | -20.81 | 0.25 | 2.49 |
215 | LONG | 28/05/2023 04:00 | 27,063.70 | 27,605.00 | 1.92 | 321.11 | 0.036950 | 3,211.72 | 0.07 | 0.73 | 19.19 | 1.96 | 19.60 |
216 | LONG | 29/05/2023 01:00 | 27,828.80 | 28,385.40 | 1.92 | 323.03 | 0.035934 | 3,230.92 | 0.04 | 0.41 | 19.19 | 1.96 | 19.60 |
217 | SHORT | 05/06/2023 19:00 | 25,991.60 | 25,455.80 | 1.98 | 325.01 | 0.038473 | 3,250.74 | 0.35 | 3.50 | 19.82 | 2.02 | 20.21 |
218 | SHORT | 05/06/2023 20:00 | 25,796.50 | 26,312.80 | -2.08 | 322.93 | 0.038764 | 3,229.92 | 2.04 | 20.41 | -20.82 | 1.80 | 18.01 |
219 | SHORT | 15/06/2023 01:00 | 25,104.50 | 25,606.90 | -2.08 | 320.85 | 0.039833 | 3,209.10 | 2.04 | 20.41 | -20.82 | 1.26 | 12.65 |
220 | LONG | 16/06/2023 22:00 | 26,352.30 | 26,879.40 | 1.92 | 322.77 | 0.037947 | 3,228.29 | 0.73 | 7.29 | 19.19 | 1.96 | 19.60 |
221 | LONG | 20/06/2023 21:00 | 27,784.30 | 28,346.80 | 1.94 | 324.71 | 0.035991 | 3,247.73 | 0.11 | 1.09 | 19.44 | 1.98 | 19.84 |
222 | LONG | 21/06/2023 03:00 | 28,291.00 | 28,856.90 | 1.92 | 326.63 | 0.035347 | 3,266.92 | 0.23 | 2.33 | 19.19 | 1.96 | 19.60 |
223 | LONG | 21/06/2023 05:00 | 28,776.90 | 29,352.50 | 1.92 | 328.55 | 0.034750 | 3,286.12 | 0.42 | 4.24 | 19.19 | 1.96 | 19.60 |
224 | LONG | 21/06/2023 20:00 | 30,163.40 | 29,559.80 | -2.08 | 326.47 | 0.033153 | 3,265.31 | 2.04 | 20.41 | -20.80 | 1.04 | 10.36 |
225 | SHORT | 17/07/2023 23:00 | 29,869.60 | 29,272.20 | 1.92 | 328.39 | 0.033478 | 3,284.52 | 1.88 | 18.83 | 19.21 | 1.96 | 19.60 |
226 | SHORT | 24/07/2023 13:00 | 29,161.70 | 28,578.40 | 1.92 | 330.31 | 0.034291 | 3,303.73 | 1.78 | 17.85 | 19.21 | 1.96 | 19.60 |
227 | SHORT | 04/08/2023 22:00 | 29,047.70 | 29,629.00 | -2.08 | 328.23 | 0.034425 | 3,282.91 | 2.04 | 20.41 | -20.82 | 1.22 | 12.18 |
228 | SHORT | 13/08/2023 07:00 | 29,401.50 | 28,813.40 | 1.92 | 330.15 | 0.034011 | 3,302.12 | 1.01 | 10.10 | 19.21 | 1.96 | 19.60 |
229 | SHORT | 17/08/2023 05:00 | 28,621.70 | 28,049.20 | 1.92 | 332.07 | 0.034938 | 3,321.33 | 0.30 | 2.96 | 19.21 | 1.96 | 19.60 |
230 | SHORT | 17/08/2023 20:00 | 27,927.20 | 27,368.60 | 1.92 | 333.99 | 0.035807 | 3,340.54 | 0.41 | 4.08 | 19.21 | 1.96 | 19.60 |
231 | SHORT | 18/08/2023 01:00 | 26,249.70 | 26,803.30 | -2.19 | 331.80 | 0.038095 | 3,318.64 | 2.15 | 21.49 | -21.90 | 1.19 | 11.92 |
232 | SHORT | 18/08/2023 02:00 | 26,789.70 | 26,253.90 | 1.92 | 333.72 | 0.037327 | 3,337.85 | 0.80 | 8.03 | 19.21 | 1.96 | 19.60 |
233 | LONG | 29/08/2023 19:00 | 27,411.70 | 27,961.40 | 1.92 | 335.64 | 0.036481 | 3,357.10 | 0.31 | 3.10 | 19.25 | 1.96 | 19.65 |
234 | LONG | 29/08/2023 20:00 | 27,988.60 | 27,428.50 | -2.08 | 333.56 | 0.035729 | 3,336.29 | 2.04 | 20.41 | -20.80 | 0.34 | 3.36 |
235 | SHORT | 01/09/2023 11:00 | 25,975.00 | 25,455.50 | 1.92 | 335.48 | 0.038498 | 3,355.50 | 0.72 | 7.20 | 19.21 | 1.96 | 19.60 |
236 | LONG | 06/09/2023 21:00 | 25,845.90 | 26,362.90 | 1.92 | 337.40 | 0.038691 | 3,374.70 | 1.09 | 10.92 | 19.20 | 1.96 | 19.60 |
237 | SHORT | 11/09/2023 19:00 | 25,102.10 | 25,604.50 | -2.08 | 335.32 | 0.039836 | 3,353.88 | 2.04 | 20.41 | -20.82 | 0.81 | 8.13 |
238 | LONG | 18/09/2023 14:00 | 27,117.10 | 26,574.40 | -2.08 | 333.24 | 0.036877 | 3,333.07 | 2.04 | 20.41 | -20.81 | 1.30 | 12.98 |
239 | LONG | 28/09/2023 21:00 | 27,144.30 | 27,687.20 | 1.92 | 335.16 | 0.036840 | 3,352.26 | 1.95 | 19.53 | 19.19 | 1.96 | 19.60 |
240 | LONG | 02/10/2023 04:00 | 27,917.90 | 28,476.30 | 1.92 | 337.08 | 0.035819 | 3,371.46 | 0.42 | 4.21 | 19.19 | 1.96 | 19.60 |
241 | SHORT | 09/10/2023 11:00 | 27,804.30 | 27,248.20 | 1.92 | 339.00 | 0.035965 | 3,390.66 | 0.15 | 1.50 | 19.21 | 1.96 | 19.60 |
242 | SHORT | 11/10/2023 06:00 | 27,109.60 | 26,574.20 | 1.89 | 340.89 | 0.036886 | 3,409.62 | 0.82 | 8.16 | 18.96 | 1.93 | 19.35 |
243 | SHORT | 11/10/2023 21:00 | 26,626.00 | 27,158.90 | -2.08 | 338.81 | 0.037556 | 3,388.80 | 2.04 | 20.41 | -20.82 | 0.30 | 3.03 |
244 | LONG | 16/10/2023 00:00 | 27,194.20 | 27,738.10 | 1.92 | 340.73 | 0.036772 | 3,407.99 | 0.68 | 6.85 | 19.19 | 1.96 | 19.60 |
245 | LONG | 16/10/2023 09:00 | 27,903.70 | 28,461.80 | 1.92 | 342.65 | 0.035837 | 3,427.18 | 1.03 | 10.30 | 19.19 | 1.96 | 19.60 |
246 | LONG | 16/10/2023 17:00 | 27,986.80 | 28,546.60 | 1.92 | 344.57 | 0.035731 | 3,446.38 | 0.44 | 4.39 | 19.19 | 1.96 | 19.60 |
247 | LONG | 16/10/2023 22:00 | 28,537.10 | 29,107.90 | 1.92 | 346.49 | 0.035042 | 3,465.57 | 1.73 | 17.29 | 19.19 | 1.96 | 19.60 |
248 | LONG | 20/10/2023 06:00 | 28,967.80 | 29,547.20 | 1.92 | 348.41 | 0.034521 | 3,484.77 | 0.26 | 2.58 | 19.19 | 1.96 | 19.60 |
249 | LONG | 20/10/2023 14:00 | 29,837.30 | 30,434.10 | 1.92 | 350.33 | 0.033515 | 3,503.96 | 1.83 | 18.27 | 19.19 | 1.96 | 19.60 |
250 | LONG | 23/10/2023 09:00 | 30,771.80 | 31,387.30 | 1.92 | 352.25 | 0.032497 | 3,523.15 | 1.47 | 14.66 | 19.19 | 1.96 | 19.60 |
251 | LONG | 24/10/2023 03:00 | 33,074.30 | 33,741.50 | 1.94 | 354.19 | 0.030235 | 3,542.52 | 0.77 | 7.68 | 19.36 | 1.98 | 19.77 |
252 | LONG | 24/10/2023 05:00 | 34,182.50 | 34,852.60 | 1.88 | 356.07 | 0.029254 | 3,561.31 | 0.25 | 2.52 | 18.80 | 1.92 | 19.20 |
253 | LONG | 24/10/2023 07:00 | 34,071.40 | 34,752.90 | 1.92 | 357.99 | 0.029350 | 3,580.51 | 1.10 | 11.01 | 19.19 | 1.96 | 19.60 |
254 | LONG | 09/11/2023 09:00 | 36,781.90 | 37,517.60 | 1.92 | 359.91 | 0.027187 | 3,599.70 | 0.70 | 7.00 | 19.19 | 1.96 | 19.60 |
255 | SHORT | 14/11/2023 22:00 | 35,305.70 | 36,012.20 | -2.08 | 357.83 | 0.028323 | 3,578.88 | 2.04 | 20.41 | -20.82 | 0.17 | 1.74 |
256 | LONG | 04/12/2023 04:00 | 40,613.90 | 41,428.40 | 1.92 | 359.75 | 0.024622 | 3,598.13 | 0.35 | 3.52 | 19.25 | 1.96 | 19.65 |
257 | LONG | 04/12/2023 08:00 | 41,517.40 | 42,347.80 | 1.92 | 361.67 | 0.024086 | 3,617.32 | 1.00 | 9.97 | 19.19 | 1.96 | 19.60 |
258 | LONG | 05/12/2023 20:00 | 43,389.50 | 44,257.30 | 1.92 | 363.59 | 0.023047 | 3,636.51 | 0.18 | 1.77 | 19.19 | 1.96 | 19.60 |
259 | LONG | 06/12/2023 02:00 | 44,082.00 | 43,602.60 | -1.17 | 362.42 | 0.022685 | 3,624.84 | 1.64 | 16.39 | -11.67 | 0.57 | 5.68 |
260 | SHORT | 07/12/2023 11:00 | 43,602.60 | 44,475.00 | -2.08 | 360.34 | 0.022934 | 3,604.03 | 2.04 | 20.41 | -20.82 | 1.77 | 17.66 |
261 | SHORT | 10/12/2023 12:00 | 43,624.70 | 42,752.20 | 1.92 | 362.26 | 0.022922 | 3,623.24 | 1.13 | 11.28 | 19.21 | 1.96 | 19.60 |
262 | SHORT | 11/12/2023 06:00 | 42,312.40 | 41,466.10 | 1.92 | 364.18 | 0.023633 | 3,642.44 | 0.46 | 4.61 | 19.21 | 1.96 | 19.60 |
263 | SHORT | 26/12/2023 09:00 | 42,710.40 | 41,856.10 | 1.92 | 366.10 | 0.023413 | 3,661.65 | 0.41 | 4.14 | 19.21 | 1.96 | 19.60 |
264 | LONG | 02/01/2024 02:00 | 44,230.60 | 45,102.30 | 1.89 | 367.99 | 0.022608 | 3,680.55 | 0.11 | 1.07 | 18.90 | 1.93 | 19.31 |
265 | LONG | 02/01/2024 03:00 | 45,180.00 | 44,276.10 | -2.08 | 365.91 | 0.022133 | 3,659.76 | 2.04 | 20.41 | -20.80 | 1.66 | 16.64 |
266 | SHORT | 03/01/2024 14:00 | 43,728.60 | 42,825.00 | 1.99 | 367.90 | 0.022868 | 3,679.63 | 0.06 | 0.63 | 19.87 | 2.03 | 20.26 |
267 | SHORT | 03/01/2024 15:00 | 42,795.50 | 41,935.30 | 1.93 | 369.83 | 0.023366 | 3,698.94 | 1.91 | 19.10 | 19.31 | 1.97 | 19.70 |
268 | SHORT | 08/01/2024 01:00 | 43,851.00 | 44,728.40 | -2.08 | 367.75 | 0.022804 | 3,678.12 | 2.04 | 20.41 | -20.82 | 1.54 | 15.40 |
269 | LONG | 08/01/2024 21:00 | 46,970.20 | 46,030.40 | -2.08 | 365.67 | 0.021290 | 3,657.32 | 2.04 | 20.41 | -20.80 | 0.69 | 6.88 |
270 | SHORT | 10/01/2024 00:00 | 45,449.80 | 44,540.80 | 1.92 | 367.59 | 0.022002 | 3,676.53 | 1.85 | 18.51 | 19.21 | 1.96 | 19.60 |
271 | SHORT | 18/01/2024 21:00 | 41,516.40 | 40,686.00 | 1.92 | 369.51 | 0.024086 | 3,695.74 | 0.25 | 2.47 | 19.21 | 1.96 | 19.60 |
272 | SHORT | 19/01/2024 00:00 | 41,120.40 | 40,302.40 | 1.91 | 371.42 | 0.024318 | 3,714.84 | 1.15 | 11.54 | 19.10 | 1.95 | 19.49 |
273 | SHORT | 23/01/2024 16:00 | 38,857.60 | 39,635.10 | -2.08 | 369.34 | 0.025734 | 3,694.02 | 2.04 | 20.41 | -20.82 | 0.76 | 7.64 |
274 | LONG | 26/01/2024 18:00 | 41,400.20 | 42,228.30 | 1.92 | 371.26 | 0.024154 | 3,713.21 | 0.08 | 0.80 | 19.19 | 1.96 | 19.60 |
275 | LONG | 29/01/2024 18:00 | 42,623.40 | 43,475.90 | 1.92 | 373.18 | 0.023461 | 3,732.41 | 0.34 | 3.40 | 19.19 | 1.96 | 19.60 |
276 | LONG | 02/02/2024 18:00 | 43,223.20 | 42,358.40 | -2.08 | 371.10 | 0.023135 | 3,711.61 | 2.04 | 20.41 | -20.80 | 0.55 | 5.54 |
277 | LONG | 08/02/2024 02:00 | 44,326.60 | 45,213.20 | 1.92 | 373.02 | 0.022560 | 3,730.80 | 0.08 | 0.85 | 19.19 | 1.96 | 19.60 |
278 | LONG | 12/02/2024 03:00 | 48,613.20 | 49,585.50 | 1.92 | 374.94 | 0.020570 | 3,749.99 | 1.91 | 19.14 | 19.19 | 1.96 | 19.60 |
279 | LONG | 12/02/2024 18:00 | 49,925.80 | 48,926.90 | -2.08 | 372.86 | 0.020029 | 3,729.19 | 2.04 | 20.41 | -20.80 | 0.97 | 9.67 |
280 | LONG | 26/02/2024 18:00 | 52,872.50 | 53,943.50 | 1.94 | 374.80 | 0.018913 | 3,748.64 | 0.22 | 2.20 | 19.45 | 1.98 | 19.86 |
281 | LONG | 26/02/2024 22:00 | 54,531.50 | 55,621.80 | 1.92 | 376.72 | 0.018338 | 3,767.83 | 0.43 | 4.26 | 19.19 | 1.96 | 19.59 |
282 | LONG | 27/02/2024 05:00 | 56,429.00 | 57,557.60 | 1.92 | 378.64 | 0.017721 | 3,787.02 | 1.53 | 15.31 | 19.19 | 1.96 | 19.60 |
283 | LONG | 28/02/2024 11:00 | 59,504.00 | 60,694.10 | 1.92 | 380.56 | 0.016805 | 3,806.21 | 1.63 | 16.34 | 19.19 | 1.96 | 19.60 |
284 | LONG | 04/03/2024 17:00 | 66,224.00 | 67,548.50 | 1.92 | 382.48 | 0.015100 | 3,825.40 | 0.56 | 5.59 | 19.19 | 1.96 | 19.60 |
285 | SHORT | 05/03/2024 19:00 | 65,621.60 | 64,284.80 | 1.96 | 384.44 | 0.015238 | 3,844.98 | 0.17 | 1.68 | 19.58 | 2.00 | 19.97 |
286 | LONG | 11/03/2024 12:00 | 71,894.90 | 73,332.80 | 1.92 | 386.36 | 0.013909 | 3,864.17 | 0.87 | 8.67 | 19.19 | 1.96 | 19.60 |
287 | SHORT | 15/03/2024 07:00 | 67,476.90 | 68,826.80 | -2.08 | 384.28 | 0.014819 | 3,843.36 | 2.04 | 20.40 | -20.81 | 0.43 | 4.28 |
288 | LONG | 25/03/2024 19:00 | 70,215.00 | 71,619.30 | 1.92 | 386.20 | 0.014242 | 3,862.55 | 0.90 | 9.03 | 19.19 | 1.96 | 19.60 |
289 | SHORT | 02/04/2024 06:00 | 67,025.40 | 65,684.80 | 1.92 | 388.12 | 0.014919 | 3,881.76 | 0.47 | 4.74 | 19.21 | 1.96 | 19.60 |
290 | LONG | 07/04/2024 05:00 | 69,540.70 | 70,931.60 | 1.92 | 390.04 | 0.014380 | 3,900.95 | 0.99 | 9.88 | 19.19 | 1.96 | 19.60 |
291 | LONG | 08/04/2024 12:00 | 72,057.50 | 70,616.00 | -2.08 | 387.96 | 0.013877 | 3,880.16 | 2.04 | 20.40 | -20.80 | 1.12 | 11.16 |
292 | SHORT | 12/04/2024 23:00 | 66,867.30 | 65,529.90 | 1.92 | 389.88 | 0.014954 | 3,899.37 | 1.70 | 16.97 | 19.21 | 1.96 | 19.60 |
293 | SHORT | 13/04/2024 23:00 | 64,778.80 | 63,435.10 | 1.99 | 391.87 | 0.015437 | 3,919.32 | 0.22 | 2.24 | 19.95 | 2.03 | 20.34 |
294 | SHORT | 14/04/2024 00:00 | 61,828.20 | 63,065.10 | -2.08 | 389.79 | 0.016173 | 3,898.51 | 2.04 | 20.40 | -20.81 | 0.17 | 1.67 |
295 | SHORT | 30/04/2024 17:00 | 60,799.80 | 59,583.80 | 1.92 | 391.71 | 0.016447 | 3,917.71 | 1.32 | 13.17 | 19.21 | 1.96 | 19.60 |
296 | SHORT | 01/05/2024 12:00 | 57,152.70 | 58,296.10 | -2.08 | 389.63 | 0.017496 | 3,896.90 | 2.04 | 20.40 | -20.81 | 0.93 | 9.27 |
297 | LONG | 04/05/2024 00:00 | 62,880.30 | 64,138.00 | 1.92 | 391.55 | 0.015903 | 3,916.09 | 0.91 | 9.06 | 19.19 | 1.96 | 19.60 |
298 | SHORT | 10/05/2024 21:00 | 60,368.00 | 61,575.70 | -2.08 | 389.47 | 0.016564 | 3,895.28 | 2.04 | 20.40 | -20.81 | 0.25 | 2.51 |
299 | LONG | 16/05/2024 00:00 | 65,901.20 | 64,582.80 | -2.08 | 387.39 | 0.015174 | 3,874.48 | 2.04 | 20.41 | -20.80 | 1.32 | 13.24 |
300 | LONG | 20/05/2024 23:00 | 69,996.80 | 71,396.80 | 1.92 | 389.31 | 0.014286 | 3,893.68 | 1.61 | 16.07 | 19.19 | 1.96 | 19.60 |
301 | LONG | 21/05/2024 03:00 | 71,466.80 | 70,037.10 | -2.08 | 387.23 | 0.013992 | 3,872.88 | 2.04 | 20.40 | -20.80 | 0.89 | 8.92 |
302 | SHORT | 11/06/2024 11:00 | 67,581.80 | 66,230.10 | 1.92 | 389.15 | 0.014796 | 3,892.09 | 0.20 | 2.01 | 19.21 | 1.96 | 19.60 |
303 | SHORT | 24/06/2024 03:00 | 63,194.60 | 61,930.70 | 1.92 | 391.07 | 0.015824 | 3,911.30 | 0.30 | 2.97 | 19.21 | 1.96 | 19.60 |
304 | LONG | 30/06/2024 10:00 | 61,045.20 | 62,266.20 | 1.92 | 392.99 | 0.016381 | 3,930.49 | 0.06 | 0.59 | 19.19 | 1.96 | 19.60 |
305 | LONG | 01/07/2024 04:00 | 62,925.00 | 61,666.20 | -2.08 | 390.91 | 0.015892 | 3,909.69 | 2.04 | 20.40 | -20.80 | 1.43 | 14.28 |
306 | SHORT | 04/07/2024 05:00 | 58,561.40 | 57,385.80 | 1.93 | 392.84 | 0.017076 | 3,928.97 | 1.02 | 10.25 | 19.28 | 1.97 | 19.67 |
307 | SHORT | 05/07/2024 06:00 | 55,756.10 | 54,640.90 | 1.92 | 394.76 | 0.017935 | 3,948.18 | 0.41 | 4.09 | 19.21 | 1.96 | 19.60 |
308 | SHORT | 05/07/2024 08:00 | 53,923.00 | 55,004.70 | -2.09 | 392.67 | 0.018544 | 3,927.32 | 2.05 | 20.46 | -20.87 | 0.24 | 2.44 |
309 | LONG | 14/07/2024 04:00 | 59,720.00 | 60,914.40 | 1.92 | 394.59 | 0.016744 | 3,946.51 | 0.82 | 8.20 | 19.19 | 1.96 | 19.60 |
310 | LONG | 15/07/2024 06:00 | 62,451.90 | 63,701.00 | 1.92 | 396.51 | 0.016012 | 3,965.70 | 0.34 | 3.38 | 19.19 | 1.96 | 19.60 |
311 | SHORT | 25/07/2024 06:00 | 64,187.70 | 65,471.80 | -2.08 | 394.43 | 0.015579 | 3,944.89 | 2.04 | 20.40 | -20.81 | 1.10 | 10.99 |
312 | SHORT | 31/07/2024 23:00 | 65,227.80 | 63,935.30 | 1.90 | 396.33 | 0.015330 | 3,963.91 | 0.30 | 3.02 | 19.02 | 1.94 | 19.41 |
313 | SHORT | 01/08/2024 06:00 | 64,080.80 | 62,799.10 | 1.92 | 398.25 | 0.015605 | 3,983.12 | 1.36 | 13.61 | 19.21 | 1.96 | 19.60 |
314 | SHORT | 01/08/2024 20:00 | 62,889.70 | 64,147.80 | -2.08 | 396.17 | 0.015900 | 3,962.31 | 2.04 | 20.40 | -20.81 | 0.94 | 9.43 |
315 | SHORT | 03/08/2024 02:00 | 61,377.50 | 60,149.90 | 1.92 | 398.09 | 0.016292 | 3,981.51 | 1.32 | 13.25 | 19.21 | 1.96 | 19.60 |
316 | SHORT | 04/08/2024 19:00 | 59,069.60 | 57,888.20 | 1.92 | 400.01 | 0.016929 | 4,000.72 | 0.42 | 4.22 | 19.21 | 1.96 | 19.60 |
317 | SHORT | 04/08/2024 22:00 | 58,734.30 | 57,559.60 | 1.92 | 401.93 | 0.017025 | 4,019.93 | 1.46 | 14.61 | 19.21 | 1.96 | 19.60 |
318 | SHORT | 05/08/2024 06:00 | 54,669.00 | 53,575.60 | 1.92 | 403.85 | 0.018291 | 4,039.14 | 0.07 | 0.74 | 19.21 | 1.96 | 19.60 |
319 | SHORT | 05/08/2024 08:00 | 53,504.90 | 52,427.60 | 1.93 | 405.78 | 0.018689 | 4,058.48 | 0.67 | 6.73 | 19.34 | 1.97 | 19.73 |
320 | SHORT | 05/08/2024 09:00 | 52,696.20 | 51,626.00 | 1.95 | 407.73 | 0.018976 | 4,077.99 | 0.53 | 5.27 | 19.52 | 1.99 | 19.91 |
Profit % | Trades # | Win Rate | Profit Factor | Max Drawdown | avg_bars | id |
---|---|---|---|---|---|---|
70.04 | 86 | 72 | 2.43 | 5.51 | 23 | 1 |
BTC/USDT Backtesting
Trade # | Signal | Date | Entry Price | Exit Price | Profit % | Equity % | contracts | cum_profit_usdt | drawdown_percent | drawdown_usdt | profit_usdt | run_up_perc | run_up_usdt |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | SHORT | 13/08/2023 07:00 | 29,401.50 | 28,813.40 | 1.92 | 1.92 | 0.034011 | 19.21 | 1.01 | 10.10 | 19.21 | 1.96 | 19.60 |
2 | SHORT | 17/08/2023 05:00 | 28,621.70 | 28,049.20 | 1.92 | 3.84 | 0.034938 | 38.42 | 0.30 | 2.96 | 19.21 | 1.96 | 19.60 |
3 | SHORT | 17/08/2023 20:00 | 27,927.20 | 27,368.60 | 1.92 | 5.76 | 0.035807 | 57.63 | 0.41 | 4.08 | 19.21 | 1.96 | 19.60 |
4 | SHORT | 18/08/2023 01:00 | 26,249.70 | 26,803.30 | -2.19 | 3.57 | 0.038095 | 35.73 | 2.15 | 21.49 | -21.90 | 1.19 | 11.92 |
5 | SHORT | 18/08/2023 02:00 | 26,789.70 | 26,253.90 | 1.92 | 5.49 | 0.037327 | 54.94 | 0.80 | 8.03 | 19.21 | 1.96 | 19.60 |
6 | LONG | 29/08/2023 19:00 | 27,411.70 | 27,961.40 | 1.92 | 7.41 | 0.036481 | 74.19 | 0.31 | 3.10 | 19.25 | 1.96 | 19.65 |
7 | LONG | 29/08/2023 20:00 | 27,988.60 | 27,428.50 | -2.08 | 5.33 | 0.035729 | 53.38 | 2.04 | 20.41 | -20.80 | 0.34 | 3.36 |
8 | SHORT | 01/09/2023 11:00 | 25,975.00 | 25,455.50 | 1.92 | 7.25 | 0.038498 | 72.59 | 0.72 | 7.20 | 19.21 | 1.96 | 19.60 |
9 | LONG | 06/09/2023 21:00 | 25,845.90 | 26,362.90 | 1.92 | 9.17 | 0.038691 | 91.78 | 1.09 | 10.92 | 19.20 | 1.96 | 19.60 |
10 | SHORT | 11/09/2023 19:00 | 25,102.10 | 25,604.50 | -2.08 | 7.09 | 0.039836 | 70.96 | 2.04 | 20.41 | -20.82 | 0.81 | 8.13 |
11 | LONG | 18/09/2023 14:00 | 27,117.10 | 26,574.40 | -2.08 | 5.01 | 0.036877 | 50.16 | 2.04 | 20.41 | -20.81 | 1.30 | 12.98 |
12 | LONG | 28/09/2023 21:00 | 27,144.30 | 27,687.20 | 1.92 | 6.93 | 0.036840 | 69.35 | 1.95 | 19.53 | 19.19 | 1.96 | 19.60 |
13 | LONG | 02/10/2023 04:00 | 27,917.90 | 28,476.30 | 1.92 | 8.85 | 0.035819 | 88.54 | 0.42 | 4.21 | 19.19 | 1.96 | 19.60 |
14 | SHORT | 09/10/2023 11:00 | 27,804.30 | 27,248.20 | 1.92 | 10.77 | 0.035965 | 107.75 | 0.15 | 1.50 | 19.21 | 1.96 | 19.60 |
15 | SHORT | 11/10/2023 06:00 | 27,109.60 | 26,574.20 | 1.89 | 12.66 | 0.036886 | 126.71 | 0.82 | 8.16 | 18.96 | 1.93 | 19.35 |
16 | SHORT | 11/10/2023 21:00 | 26,626.00 | 27,158.90 | -2.08 | 10.58 | 0.037556 | 105.89 | 2.04 | 20.41 | -20.82 | 0.30 | 3.03 |
17 | LONG | 16/10/2023 00:00 | 27,194.20 | 27,738.10 | 1.92 | 12.50 | 0.036772 | 125.08 | 0.68 | 6.85 | 19.19 | 1.96 | 19.60 |
18 | LONG | 16/10/2023 09:00 | 27,903.70 | 28,461.80 | 1.92 | 14.42 | 0.035837 | 144.27 | 1.03 | 10.30 | 19.19 | 1.96 | 19.60 |
19 | LONG | 16/10/2023 17:00 | 27,986.80 | 28,546.60 | 1.92 | 16.34 | 0.035731 | 163.47 | 0.44 | 4.39 | 19.19 | 1.96 | 19.60 |
20 | LONG | 16/10/2023 22:00 | 28,537.10 | 29,107.90 | 1.92 | 18.26 | 0.035042 | 182.66 | 1.73 | 17.29 | 19.19 | 1.96 | 19.60 |
21 | LONG | 20/10/2023 06:00 | 28,967.80 | 29,547.20 | 1.92 | 20.18 | 0.034521 | 201.85 | 0.26 | 2.58 | 19.19 | 1.96 | 19.60 |
22 | LONG | 20/10/2023 14:00 | 29,837.30 | 30,434.10 | 1.92 | 22.10 | 0.033515 | 221.05 | 1.83 | 18.27 | 19.19 | 1.96 | 19.60 |
23 | LONG | 23/10/2023 09:00 | 30,771.80 | 31,387.30 | 1.92 | 24.02 | 0.032497 | 240.24 | 1.47 | 14.66 | 19.19 | 1.96 | 19.60 |
24 | LONG | 24/10/2023 03:00 | 33,074.30 | 33,741.50 | 1.94 | 25.96 | 0.030235 | 259.61 | 0.77 | 7.68 | 19.36 | 1.98 | 19.77 |
25 | LONG | 24/10/2023 05:00 | 34,182.50 | 34,852.60 | 1.88 | 27.84 | 0.029254 | 278.40 | 0.25 | 2.52 | 18.80 | 1.92 | 19.20 |
26 | LONG | 24/10/2023 07:00 | 34,071.40 | 34,752.90 | 1.92 | 29.76 | 0.029350 | 297.60 | 1.10 | 11.01 | 19.19 | 1.96 | 19.60 |
27 | LONG | 09/11/2023 09:00 | 36,781.90 | 37,517.60 | 1.92 | 31.68 | 0.027187 | 316.79 | 0.70 | 7.00 | 19.19 | 1.96 | 19.60 |
28 | SHORT | 14/11/2023 22:00 | 35,305.70 | 36,012.20 | -2.08 | 29.60 | 0.028323 | 295.97 | 2.04 | 20.41 | -20.82 | 0.17 | 1.74 |
29 | LONG | 04/12/2023 04:00 | 40,613.90 | 41,428.40 | 1.92 | 31.52 | 0.024622 | 315.22 | 0.35 | 3.52 | 19.25 | 1.96 | 19.65 |
30 | LONG | 04/12/2023 08:00 | 41,517.40 | 42,347.80 | 1.92 | 33.44 | 0.024086 | 334.41 | 1.00 | 9.97 | 19.19 | 1.96 | 19.60 |
31 | LONG | 05/12/2023 20:00 | 43,389.50 | 44,257.30 | 1.92 | 35.36 | 0.023047 | 353.60 | 0.18 | 1.77 | 19.19 | 1.96 | 19.60 |
32 | LONG | 06/12/2023 02:00 | 44,082.00 | 43,602.60 | -1.17 | 34.19 | 0.022685 | 341.93 | 1.64 | 16.39 | -11.67 | 0.57 | 5.68 |
33 | SHORT | 07/12/2023 11:00 | 43,602.60 | 44,475.00 | -2.08 | 32.11 | 0.022934 | 321.12 | 2.04 | 20.41 | -20.82 | 1.77 | 17.66 |
34 | SHORT | 10/12/2023 12:00 | 43,624.70 | 42,752.20 | 1.92 | 34.03 | 0.022922 | 340.32 | 1.13 | 11.28 | 19.21 | 1.96 | 19.60 |
35 | SHORT | 11/12/2023 06:00 | 42,312.40 | 41,466.10 | 1.92 | 35.95 | 0.023633 | 359.53 | 0.46 | 4.61 | 19.21 | 1.96 | 19.60 |
36 | SHORT | 26/12/2023 09:00 | 42,710.40 | 41,856.10 | 1.92 | 37.87 | 0.023413 | 378.74 | 0.41 | 4.14 | 19.21 | 1.96 | 19.60 |
37 | LONG | 02/01/2024 02:00 | 44,230.60 | 45,102.30 | 1.89 | 39.76 | 0.022608 | 397.64 | 0.11 | 1.07 | 18.90 | 1.93 | 19.31 |
38 | LONG | 02/01/2024 03:00 | 45,180.00 | 44,276.10 | -2.08 | 37.68 | 0.022133 | 376.84 | 2.04 | 20.41 | -20.80 | 1.66 | 16.64 |
39 | SHORT | 03/01/2024 14:00 | 43,728.60 | 42,825.00 | 1.99 | 39.67 | 0.022868 | 396.71 | 0.06 | 0.63 | 19.87 | 2.03 | 20.26 |
40 | SHORT | 03/01/2024 15:00 | 42,795.50 | 41,935.30 | 1.93 | 41.60 | 0.023366 | 416.02 | 1.91 | 19.10 | 19.31 | 1.97 | 19.70 |
41 | SHORT | 08/01/2024 01:00 | 43,851.00 | 44,728.40 | -2.08 | 39.52 | 0.022804 | 395.21 | 2.04 | 20.41 | -20.82 | 1.54 | 15.40 |
42 | LONG | 08/01/2024 21:00 | 46,970.20 | 46,030.40 | -2.08 | 37.44 | 0.021290 | 374.41 | 2.04 | 20.41 | -20.80 | 0.69 | 6.88 |
43 | SHORT | 10/01/2024 00:00 | 45,449.80 | 44,540.80 | 1.92 | 39.36 | 0.022002 | 393.61 | 1.85 | 18.51 | 19.21 | 1.96 | 19.60 |
44 | SHORT | 18/01/2024 21:00 | 41,516.40 | 40,686.00 | 1.92 | 41.28 | 0.024086 | 412.82 | 0.25 | 2.47 | 19.21 | 1.96 | 19.60 |
45 | SHORT | 19/01/2024 00:00 | 41,120.40 | 40,302.40 | 1.91 | 43.19 | 0.024318 | 431.92 | 1.15 | 11.54 | 19.10 | 1.95 | 19.49 |
46 | SHORT | 23/01/2024 16:00 | 38,857.60 | 39,635.10 | -2.08 | 41.11 | 0.025734 | 411.11 | 2.04 | 20.41 | -20.82 | 0.76 | 7.64 |
47 | LONG | 26/01/2024 18:00 | 41,400.20 | 42,228.30 | 1.92 | 43.03 | 0.024154 | 430.30 | 0.08 | 0.80 | 19.19 | 1.96 | 19.60 |
48 | LONG | 29/01/2024 18:00 | 42,623.40 | 43,475.90 | 1.92 | 44.95 | 0.023461 | 449.49 | 0.34 | 3.40 | 19.19 | 1.96 | 19.60 |
49 | LONG | 02/02/2024 18:00 | 43,223.20 | 42,358.40 | -2.08 | 42.87 | 0.023135 | 428.69 | 2.04 | 20.41 | -20.80 | 0.55 | 5.54 |
50 | LONG | 08/02/2024 02:00 | 44,326.60 | 45,213.20 | 1.92 | 44.79 | 0.022560 | 447.89 | 0.08 | 0.85 | 19.19 | 1.96 | 19.60 |
51 | LONG | 12/02/2024 03:00 | 48,613.20 | 49,585.50 | 1.92 | 46.71 | 0.020570 | 467.08 | 1.91 | 19.14 | 19.19 | 1.96 | 19.60 |
52 | LONG | 12/02/2024 18:00 | 49,925.80 | 48,926.90 | -2.08 | 44.63 | 0.020029 | 446.28 | 2.04 | 20.41 | -20.80 | 0.97 | 9.67 |
53 | LONG | 26/02/2024 18:00 | 52,872.50 | 53,943.50 | 1.94 | 46.57 | 0.018913 | 465.73 | 0.22 | 2.20 | 19.45 | 1.98 | 19.86 |
54 | LONG | 26/02/2024 22:00 | 54,531.50 | 55,621.80 | 1.92 | 48.49 | 0.018338 | 484.91 | 0.43 | 4.26 | 19.19 | 1.96 | 19.59 |
55 | LONG | 27/02/2024 05:00 | 56,429.00 | 57,557.60 | 1.92 | 50.41 | 0.017721 | 504.11 | 1.53 | 15.31 | 19.19 | 1.96 | 19.60 |
56 | LONG | 28/02/2024 11:00 | 59,504.00 | 60,694.10 | 1.92 | 52.33 | 0.016805 | 523.30 | 1.63 | 16.34 | 19.19 | 1.96 | 19.60 |
57 | LONG | 04/03/2024 17:00 | 66,224.00 | 67,548.50 | 1.92 | 54.25 | 0.015100 | 542.49 | 0.56 | 5.59 | 19.19 | 1.96 | 19.60 |
58 | SHORT | 05/03/2024 19:00 | 65,621.60 | 64,284.80 | 1.96 | 56.21 | 0.015238 | 562.07 | 0.17 | 1.68 | 19.58 | 2.00 | 19.97 |
59 | LONG | 11/03/2024 12:00 | 71,894.90 | 73,332.80 | 1.92 | 58.13 | 0.013909 | 581.26 | 0.87 | 8.67 | 19.19 | 1.96 | 19.60 |
60 | SHORT | 15/03/2024 07:00 | 67,476.90 | 68,826.80 | -2.08 | 56.05 | 0.014819 | 560.45 | 2.04 | 20.40 | -20.81 | 0.43 | 4.28 |
61 | LONG | 25/03/2024 19:00 | 70,215.00 | 71,619.30 | 1.92 | 57.97 | 0.014242 | 579.64 | 0.90 | 9.03 | 19.19 | 1.96 | 19.60 |
62 | SHORT | 02/04/2024 06:00 | 67,025.40 | 65,684.80 | 1.92 | 59.89 | 0.014919 | 598.85 | 0.47 | 4.74 | 19.21 | 1.96 | 19.60 |
63 | LONG | 07/04/2024 05:00 | 69,540.70 | 70,931.60 | 1.92 | 61.81 | 0.014380 | 618.04 | 0.99 | 9.88 | 19.19 | 1.96 | 19.60 |
64 | LONG | 08/04/2024 12:00 | 72,057.50 | 70,616.00 | -2.08 | 59.73 | 0.013877 | 597.25 | 2.04 | 20.40 | -20.80 | 1.12 | 11.16 |
65 | SHORT | 12/04/2024 23:00 | 66,867.30 | 65,529.90 | 1.92 | 61.65 | 0.014954 | 616.45 | 1.70 | 16.97 | 19.21 | 1.96 | 19.60 |
66 | SHORT | 13/04/2024 23:00 | 64,778.80 | 63,435.10 | 1.99 | 63.64 | 0.015437 | 636.40 | 0.22 | 2.24 | 19.95 | 2.03 | 20.34 |
67 | SHORT | 14/04/2024 00:00 | 61,828.20 | 63,065.10 | -2.08 | 61.56 | 0.016173 | 615.59 | 2.04 | 20.40 | -20.81 | 0.17 | 1.67 |
68 | SHORT | 30/04/2024 17:00 | 60,799.80 | 59,583.80 | 1.92 | 63.48 | 0.016447 | 634.80 | 1.32 | 13.17 | 19.21 | 1.96 | 19.60 |
69 | SHORT | 01/05/2024 12:00 | 57,152.70 | 58,296.10 | -2.08 | 61.40 | 0.017496 | 613.99 | 2.04 | 20.40 | -20.81 | 0.93 | 9.27 |
70 | LONG | 04/05/2024 00:00 | 62,880.30 | 64,138.00 | 1.92 | 63.32 | 0.015903 | 633.18 | 0.91 | 9.06 | 19.19 | 1.96 | 19.60 |
71 | SHORT | 10/05/2024 21:00 | 60,368.00 | 61,575.70 | -2.08 | 61.24 | 0.016564 | 612.37 | 2.04 | 20.40 | -20.81 | 0.25 | 2.51 |
72 | LONG | 16/05/2024 00:00 | 65,901.20 | 64,582.80 | -2.08 | 59.16 | 0.015174 | 591.57 | 2.04 | 20.41 | -20.80 | 1.32 | 13.24 |
73 | LONG | 20/05/2024 23:00 | 69,996.80 | 71,396.80 | 1.92 | 61.08 | 0.014286 | 610.76 | 1.61 | 16.07 | 19.19 | 1.96 | 19.60 |
74 | LONG | 21/05/2024 03:00 | 71,466.80 | 70,037.10 | -2.08 | 59.00 | 0.013992 | 589.97 | 2.04 | 20.40 | -20.80 | 0.89 | 8.92 |
75 | SHORT | 11/06/2024 11:00 | 67,581.80 | 66,230.10 | 1.92 | 60.92 | 0.014796 | 609.17 | 0.20 | 2.01 | 19.21 | 1.96 | 19.60 |
76 | SHORT | 24/06/2024 03:00 | 63,194.60 | 61,930.70 | 1.92 | 62.84 | 0.015824 | 628.38 | 0.30 | 2.97 | 19.21 | 1.96 | 19.60 |
77 | LONG | 30/06/2024 10:00 | 61,045.20 | 62,266.20 | 1.92 | 64.76 | 0.016381 | 647.58 | 0.06 | 0.59 | 19.19 | 1.96 | 19.60 |
78 | LONG | 01/07/2024 04:00 | 62,925.00 | 61,666.20 | -2.08 | 62.68 | 0.015892 | 626.78 | 2.04 | 20.40 | -20.80 | 1.43 | 14.28 |
79 | SHORT | 04/07/2024 05:00 | 58,561.40 | 57,385.80 | 1.93 | 64.61 | 0.017076 | 646.06 | 1.02 | 10.25 | 19.28 | 1.97 | 19.67 |
80 | SHORT | 05/07/2024 06:00 | 55,756.10 | 54,640.90 | 1.92 | 66.53 | 0.017935 | 665.27 | 0.41 | 4.09 | 19.21 | 1.96 | 19.60 |
81 | SHORT | 05/07/2024 08:00 | 53,923.00 | 55,004.70 | -2.09 | 64.44 | 0.018544 | 644.40 | 2.05 | 20.46 | -20.87 | 0.24 | 2.44 |
82 | LONG | 14/07/2024 04:00 | 59,720.00 | 60,914.40 | 1.92 | 66.36 | 0.016744 | 663.59 | 0.82 | 8.20 | 19.19 | 1.96 | 19.60 |
83 | LONG | 15/07/2024 06:00 | 62,451.90 | 63,701.00 | 1.92 | 68.28 | 0.016012 | 682.79 | 0.34 | 3.38 | 19.19 | 1.96 | 19.60 |
84 | SHORT | 25/07/2024 06:00 | 64,187.70 | 65,471.80 | -2.08 | 66.20 | 0.015579 | 661.97 | 2.04 | 20.40 | -20.81 | 1.10 | 10.99 |
85 | SHORT | 31/07/2024 23:00 | 65,227.80 | 63,935.30 | 1.90 | 68.10 | 0.015330 | 681.00 | 0.30 | 3.02 | 19.02 | 1.94 | 19.41 |
86 | SHORT | 01/08/2024 06:00 | 64,080.80 | 62,799.10 | 1.92 | 70.02 | 0.015605 | 700.21 | 1.36 | 13.61 | 19.21 | 1.96 | 19.60 |
87 | SHORT | 01/08/2024 20:00 | 62,889.70 | 64,147.80 | -2.08 | 67.94 | 0.015900 | 679.39 | 2.04 | 20.40 | -20.81 | 0.94 | 9.43 |
88 | SHORT | 03/08/2024 02:00 | 61,377.50 | 60,149.90 | 1.92 | 69.86 | 0.016292 | 698.60 | 1.32 | 13.25 | 19.21 | 1.96 | 19.60 |
89 | SHORT | 04/08/2024 19:00 | 59,069.60 | 57,888.20 | 1.92 | 71.78 | 0.016929 | 717.81 | 0.42 | 4.22 | 19.21 | 1.96 | 19.60 |
90 | SHORT | 04/08/2024 22:00 | 58,734.30 | 57,559.60 | 1.92 | 73.70 | 0.017025 | 737.02 | 1.46 | 14.61 | 19.21 | 1.96 | 19.60 |
91 | SHORT | 05/08/2024 06:00 | 54,669.00 | 53,575.60 | 1.92 | 75.62 | 0.018291 | 756.22 | 0.07 | 0.74 | 19.21 | 1.96 | 19.60 |
92 | SHORT | 05/08/2024 08:00 | 53,504.90 | 52,427.60 | 1.93 | 77.55 | 0.018689 | 775.57 | 0.67 | 6.73 | 19.34 | 1.97 | 19.73 |
93 | SHORT | 05/08/2024 09:00 | 52,696.20 | 51,626.00 | 1.95 | 79.50 | 0.018976 | 795.08 | 0.53 | 5.27 | 19.52 | 1.99 | 19.91 |
Profit % | Trades # | Win Rate | Profit Factor | Max Drawdown | avg_bars | id |
---|---|---|---|---|---|---|
28.92 | 40 | 70 | 2.16 | 4.90 | 14 | 1 |
BTC/USDT Backtesting
Trade # | Signal | Date | Entry Price | Exit Price | Profit % | Equity % | contracts | cum_profit_usdt | drawdown_percent | drawdown_usdt | profit_usdt | run_up_perc | run_up_usdt |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | LONG | 08/02/2024 03:00 | 44,657.00 | 45,550.20 | 1.92 | 1.92 | 0.022393 | 19.19 | 0.60 | 6.04 | 19.19 | 1.96 | 19.60 |
2 | LONG | 12/02/2024 03:00 | 48,613.20 | 49,585.50 | 1.92 | 3.84 | 0.020570 | 38.39 | 1.91 | 19.14 | 19.19 | 1.96 | 19.60 |
3 | LONG | 12/02/2024 18:00 | 49,925.80 | 48,926.90 | -2.08 | 1.76 | 0.020029 | 17.59 | 2.04 | 20.41 | -20.80 | 0.97 | 9.67 |
4 | LONG | 26/02/2024 18:00 | 52,872.50 | 53,943.50 | 1.94 | 3.70 | 0.018913 | 37.03 | 0.22 | 2.20 | 19.45 | 1.98 | 19.86 |
5 | LONG | 26/02/2024 22:00 | 54,531.50 | 55,621.80 | 1.92 | 5.62 | 0.018338 | 56.22 | 0.43 | 4.26 | 19.19 | 1.96 | 19.59 |
6 | LONG | 27/02/2024 05:00 | 56,429.00 | 57,557.60 | 1.92 | 7.54 | 0.017721 | 75.41 | 1.53 | 15.31 | 19.19 | 1.96 | 19.60 |
7 | LONG | 28/02/2024 11:00 | 59,504.00 | 60,694.10 | 1.92 | 9.46 | 0.016805 | 94.60 | 1.63 | 16.34 | 19.19 | 1.96 | 19.60 |
8 | LONG | 04/03/2024 17:00 | 66,224.00 | 67,548.50 | 1.92 | 11.38 | 0.015100 | 113.80 | 0.56 | 5.59 | 19.19 | 1.96 | 19.60 |
9 | SHORT | 05/03/2024 19:00 | 65,621.60 | 64,284.80 | 1.96 | 13.34 | 0.015238 | 133.37 | 0.17 | 1.68 | 19.58 | 2.00 | 19.97 |
10 | LONG | 11/03/2024 12:00 | 71,894.90 | 73,332.80 | 1.92 | 15.26 | 0.013909 | 152.57 | 0.87 | 8.67 | 19.19 | 1.96 | 19.60 |
11 | SHORT | 15/03/2024 07:00 | 67,476.90 | 68,826.80 | -2.08 | 13.18 | 0.014819 | 131.75 | 2.04 | 20.40 | -20.81 | 0.43 | 4.28 |
12 | LONG | 25/03/2024 19:00 | 70,215.00 | 71,619.30 | 1.92 | 15.10 | 0.014242 | 150.95 | 0.90 | 9.03 | 19.19 | 1.96 | 19.60 |
13 | SHORT | 02/04/2024 06:00 | 67,025.40 | 65,684.80 | 1.92 | 17.02 | 0.014919 | 170.15 | 0.47 | 4.74 | 19.21 | 1.96 | 19.60 |
14 | LONG | 07/04/2024 05:00 | 69,540.70 | 70,931.60 | 1.92 | 18.94 | 0.014380 | 189.35 | 0.99 | 9.88 | 19.19 | 1.96 | 19.60 |
15 | LONG | 08/04/2024 12:00 | 72,057.50 | 70,616.00 | -2.08 | 16.86 | 0.013877 | 168.55 | 2.04 | 20.40 | -20.80 | 1.12 | 11.16 |
16 | SHORT | 12/04/2024 23:00 | 66,867.30 | 65,529.90 | 1.92 | 18.78 | 0.014954 | 187.76 | 1.70 | 16.97 | 19.21 | 1.96 | 19.60 |
17 | SHORT | 13/04/2024 23:00 | 64,778.80 | 63,435.10 | 1.99 | 20.77 | 0.015437 | 207.71 | 0.22 | 2.24 | 19.95 | 2.03 | 20.34 |
18 | SHORT | 14/04/2024 00:00 | 61,828.20 | 63,065.10 | -2.08 | 18.69 | 0.016173 | 186.90 | 2.04 | 20.40 | -20.81 | 0.17 | 1.67 |
19 | SHORT | 30/04/2024 17:00 | 60,799.80 | 59,583.80 | 1.92 | 20.61 | 0.016447 | 206.11 | 1.32 | 13.17 | 19.21 | 1.96 | 19.60 |
20 | SHORT | 01/05/2024 12:00 | 57,152.70 | 58,296.10 | -2.08 | 18.53 | 0.017496 | 185.29 | 2.04 | 20.40 | -20.81 | 0.93 | 9.27 |
21 | LONG | 04/05/2024 00:00 | 62,880.30 | 64,138.00 | 1.92 | 20.45 | 0.015903 | 204.49 | 0.91 | 9.06 | 19.19 | 1.96 | 19.60 |
22 | SHORT | 10/05/2024 21:00 | 60,368.00 | 61,575.70 | -2.08 | 18.37 | 0.016564 | 183.67 | 2.04 | 20.40 | -20.81 | 0.25 | 2.51 |
23 | LONG | 16/05/2024 00:00 | 65,901.20 | 64,582.80 | -2.08 | 16.29 | 0.015174 | 162.88 | 2.04 | 20.41 | -20.80 | 1.32 | 13.24 |
24 | LONG | 20/05/2024 23:00 | 69,996.80 | 71,396.80 | 1.92 | 18.21 | 0.014286 | 182.07 | 1.61 | 16.07 | 19.19 | 1.96 | 19.60 |
25 | LONG | 21/05/2024 03:00 | 71,466.80 | 70,037.10 | -2.08 | 16.13 | 0.013992 | 161.27 | 2.04 | 20.40 | -20.80 | 0.89 | 8.92 |
26 | SHORT | 11/06/2024 11:00 | 67,581.80 | 66,230.10 | 1.92 | 18.05 | 0.014796 | 180.48 | 0.20 | 2.01 | 19.21 | 1.96 | 19.60 |
27 | SHORT | 24/06/2024 03:00 | 63,194.60 | 61,930.70 | 1.92 | 19.97 | 0.015824 | 199.69 | 0.30 | 2.97 | 19.21 | 1.96 | 19.60 |
28 | LONG | 30/06/2024 10:00 | 61,045.20 | 62,266.20 | 1.92 | 21.89 | 0.016381 | 218.88 | 0.06 | 0.59 | 19.19 | 1.96 | 19.60 |
29 | LONG | 01/07/2024 04:00 | 62,925.00 | 61,666.20 | -2.08 | 19.81 | 0.015892 | 198.08 | 2.04 | 20.40 | -20.80 | 1.43 | 14.28 |
30 | SHORT | 04/07/2024 05:00 | 58,561.40 | 57,385.80 | 1.93 | 21.74 | 0.017076 | 217.37 | 1.02 | 10.25 | 19.28 | 1.97 | 19.67 |
31 | SHORT | 05/07/2024 06:00 | 55,756.10 | 54,640.90 | 1.92 | 23.66 | 0.017935 | 236.58 | 0.41 | 4.09 | 19.21 | 1.96 | 19.60 |
32 | SHORT | 05/07/2024 08:00 | 53,923.00 | 55,004.70 | -2.09 | 21.57 | 0.018544 | 215.71 | 2.05 | 20.46 | -20.87 | 0.24 | 2.44 |
33 | LONG | 14/07/2024 04:00 | 59,720.00 | 60,914.40 | 1.92 | 23.49 | 0.016744 | 234.90 | 0.82 | 8.20 | 19.19 | 1.96 | 19.60 |
34 | LONG | 15/07/2024 06:00 | 62,451.90 | 63,701.00 | 1.92 | 25.41 | 0.016012 | 254.09 | 0.34 | 3.38 | 19.19 | 1.96 | 19.60 |
35 | SHORT | 25/07/2024 06:00 | 64,187.70 | 65,471.80 | -2.08 | 23.33 | 0.015579 | 233.28 | 2.04 | 20.40 | -20.81 | 1.10 | 10.99 |
36 | SHORT | 31/07/2024 23:00 | 65,227.80 | 63,935.30 | 1.90 | 25.23 | 0.015330 | 252.30 | 0.30 | 3.02 | 19.02 | 1.94 | 19.41 |
37 | SHORT | 01/08/2024 06:00 | 64,080.80 | 62,799.10 | 1.92 | 27.15 | 0.015605 | 271.51 | 1.36 | 13.61 | 19.21 | 1.96 | 19.60 |
38 | SHORT | 01/08/2024 20:00 | 62,889.70 | 64,147.80 | -2.08 | 25.07 | 0.015900 | 250.70 | 2.04 | 20.40 | -20.81 | 0.94 | 9.43 |
39 | SHORT | 03/08/2024 02:00 | 61,377.50 | 60,149.90 | 1.92 | 26.99 | 0.016292 | 269.91 | 1.32 | 13.25 | 19.21 | 1.96 | 19.60 |
40 | SHORT | 04/08/2024 19:00 | 59,069.60 | 57,888.20 | 1.92 | 28.91 | 0.016929 | 289.12 | 0.42 | 4.22 | 19.21 | 1.96 | 19.60 |
41 | SHORT | 04/08/2024 22:00 | 58,734.30 | 57,559.60 | 1.92 | 30.83 | 0.017025 | 308.32 | 1.46 | 14.61 | 19.21 | 1.96 | 19.60 |
42 | SHORT | 05/08/2024 06:00 | 54,669.00 | 53,575.60 | 1.92 | 32.75 | 0.018291 | 327.53 | 0.07 | 0.74 | 19.21 | 1.96 | 19.60 |
43 | SHORT | 05/08/2024 08:00 | 53,504.90 | 52,427.60 | 1.93 | 34.68 | 0.018689 | 346.87 | 0.67 | 6.73 | 19.34 | 1.97 | 19.73 |
44 | SHORT | 05/08/2024 09:00 | 52,696.20 | 51,626.00 | 1.95 | 36.63 | 0.018976 | 366.39 | 0.53 | 5.27 | 19.52 | 1.99 | 19.91 |
Profit % | Trades # | Win Rate | Profit Factor | Max Drawdown | avg_bars | id |
---|---|---|---|---|---|---|
6.72 | 16 | 62 | 1.54 | 5.82 | 16 | 1 |
BTC/USDT Backtesting
Trade # | Signal | Date | Entry Price | Exit Price | Profit % | Equity % | contracts | cum_profit_usdt | drawdown_percent | drawdown_usdt | profit_usdt | run_up_perc | run_up_usdt |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | SHORT | 10/05/2024 21:00 | 60,368.00 | 61,575.70 | -2.08 | -2.08 | 0.016564 | -20.81 | 2.04 | 20.40 | -20.81 | 0.25 | 2.51 |
2 | LONG | 16/05/2024 00:00 | 65,901.20 | 64,582.80 | -2.08 | -4.16 | 0.015174 | -41.61 | 2.04 | 20.41 | -20.80 | 1.32 | 13.24 |
3 | LONG | 20/05/2024 23:00 | 69,996.80 | 71,396.80 | 1.92 | -2.24 | 0.014286 | -22.42 | 1.61 | 16.07 | 19.19 | 1.96 | 19.60 |
4 | LONG | 21/05/2024 03:00 | 71,466.80 | 70,037.10 | -2.08 | -4.32 | 0.013992 | -43.21 | 2.04 | 20.40 | -20.80 | 0.89 | 8.92 |
5 | SHORT | 11/06/2024 11:00 | 67,581.80 | 66,230.10 | 1.92 | -2.40 | 0.014796 | -24.01 | 0.20 | 2.01 | 19.21 | 1.96 | 19.60 |
6 | SHORT | 24/06/2024 03:00 | 63,194.60 | 61,930.70 | 1.92 | -0.48 | 0.015824 | -4.80 | 0.30 | 2.97 | 19.21 | 1.96 | 19.60 |
7 | LONG | 30/06/2024 10:00 | 61,045.20 | 62,266.20 | 1.92 | 1.44 | 0.016381 | 14.40 | 0.06 | 0.59 | 19.19 | 1.96 | 19.60 |
8 | LONG | 01/07/2024 04:00 | 62,925.00 | 61,666.20 | -2.08 | -0.64 | 0.015892 | -6.40 | 2.04 | 20.40 | -20.80 | 1.43 | 14.28 |
9 | SHORT | 04/07/2024 05:00 | 58,561.40 | 57,385.80 | 1.93 | 1.29 | 0.017076 | 12.88 | 1.02 | 10.25 | 19.28 | 1.97 | 19.67 |
10 | SHORT | 05/07/2024 06:00 | 55,756.10 | 54,640.90 | 1.92 | 3.21 | 0.017935 | 32.09 | 0.41 | 4.09 | 19.21 | 1.96 | 19.60 |
11 | SHORT | 05/07/2024 08:00 | 53,923.00 | 55,004.70 | -2.09 | 1.12 | 0.018544 | 11.22 | 2.05 | 20.46 | -20.87 | 0.24 | 2.44 |
12 | LONG | 14/07/2024 04:00 | 59,720.00 | 60,914.40 | 1.92 | 3.04 | 0.016744 | 30.41 | 0.82 | 8.20 | 19.19 | 1.96 | 19.60 |
13 | LONG | 15/07/2024 06:00 | 62,451.90 | 63,701.00 | 1.92 | 4.96 | 0.016012 | 49.61 | 0.34 | 3.38 | 19.19 | 1.96 | 19.60 |
14 | SHORT | 25/07/2024 06:00 | 64,187.70 | 65,471.80 | -2.08 | 2.88 | 0.015579 | 28.79 | 2.04 | 20.40 | -20.81 | 1.10 | 10.99 |
15 | SHORT | 31/07/2024 23:00 | 65,227.80 | 63,935.30 | 1.90 | 4.78 | 0.015330 | 47.82 | 0.30 | 3.02 | 19.02 | 1.94 | 19.41 |
16 | SHORT | 01/08/2024 06:00 | 64,080.80 | 62,799.10 | 1.92 | 6.70 | 0.015605 | 67.02 | 1.36 | 13.61 | 19.21 | 1.96 | 19.60 |
17 | SHORT | 01/08/2024 20:00 | 62,889.70 | 64,147.80 | -2.08 | 4.62 | 0.015900 | 46.21 | 2.04 | 20.40 | -20.81 | 0.94 | 9.43 |
18 | SHORT | 03/08/2024 02:00 | 61,377.50 | 60,149.90 | 1.92 | 6.54 | 0.016292 | 65.42 | 1.32 | 13.25 | 19.21 | 1.96 | 19.60 |
19 | SHORT | 04/08/2024 19:00 | 59,069.60 | 57,888.20 | 1.92 | 8.46 | 0.016929 | 84.63 | 0.42 | 4.22 | 19.21 | 1.96 | 19.60 |
20 | SHORT | 04/08/2024 22:00 | 58,734.30 | 57,559.60 | 1.92 | 10.38 | 0.017025 | 103.84 | 1.46 | 14.61 | 19.21 | 1.96 | 19.60 |
21 | SHORT | 05/08/2024 06:00 | 54,669.00 | 53,575.60 | 1.92 | 12.30 | 0.018291 | 123.04 | 0.07 | 0.74 | 19.21 | 1.96 | 19.60 |
22 | SHORT | 05/08/2024 08:00 | 53,504.90 | 52,427.60 | 1.93 | 14.23 | 0.018689 | 142.39 | 0.67 | 6.73 | 19.34 | 1.97 | 19.73 |
23 | SHORT | 05/08/2024 09:00 | 52,696.20 | 51,626.00 | 1.95 | 16.18 | 0.018976 | 161.90 | 0.53 | 5.27 | 19.52 | 1.99 | 19.91 |
Info |
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Results from Sofex Algorithm v1.9. Inclusive of 0.04% fee per trade. Last updated 08/08/2024 14:25 GMT+3. |