VESTROS

Performance report

Autonomous Campaign backtest

BybitETHUSDT4h candles4 May 2021, 08:00, UTC to 7 Aug 2026, 00:00, UTCEvidence: Modeled backtest

Summary and evidence classification

Initial equity 10,000.00 USDT
Final equity 21,095.50 USDT
Net result +11,095.50 USDT
Net return 110.96% B&H-20.35%
Max drawdown 22.40% B&H81.38%
Closed trades 140
Win rate 57.14% Net after fees
Profit factor 1.59 Net after fees
Sharpe 0.88 1965 daily returns
Sortino 1.39 Annualized
OOS: 7 Aug to 20 Sept 2026 TWR 8.03% Max DD 4.59% 4 trades
Model assumptions
  • Managed policy replay on O-H-L-C.
  • Resting order trigger: touch.
  • Execution delay: 0 decision bars.
  • Risk unit is the strictly prior 14-bar Wilder ATR frozen at the signal.

Equity curve

USDT
The solid blue line excludes unrealised PnL. Balance began at 10,000.00 and ended at 21,095.50 USDT. The dashed orange line includes unrealised PnL, before additional closing costs. Both lines share the same scale. The shaded OOS region begins at the archive boundary on 7 Aug 2026. 24,36620,12515,88511,6447,403.90May 21Mar 22Feb 23Jan 24Nov 24Oct 25Sept 26
EquityUnrealised Balance
Start 10,000.00 USDT Balance 21,095.50 USDT Balance + UPNL 21,095.50 USDT Balance low 9,994.01 USDT Balance high 22,111.27 USDT Open PnL at end 0.00 USDT (0.00%) OOS begins 7 Aug 2026

Drawdown

Raw account equity, observed marks
The maximum observed drawdown was 22.40%. The curve uses retained account valuations; summary metrics use all recorded valuations. The shaded region begins at the archive boundary on 7 Aug 2026. 0.0%-7.5%-14.9%-22.4%May 21Mar 22Feb 23Jan 24Nov 24Oct 25Sept 26
Current 9.06% Maximum 22.40% Underwater 99.81% of observed time OOS max DD 4.59%

Modeled capital usage

UTC daily peak gross exposure ÷ marked equity

The detail scale runs from 0 to 150%. 0%50%100%150%May 21Mar 22Feb 23Jan 24Dec 24Oct 25Sept 26100% equity
Current 0.00% Maximum daily peak 100.08% 1,064 daily peaks 77 above 100%

UTC daily peaks remove short flat-position resets. Equity scale uses a 0 to 100% baseline so different tear sheets remain comparable. It expands in 100% bands only when gross exposure exceeds equity.

Monthly return

OOS begins 7 Aug 2026; its boundary month spans both ranges
2021
JanN/A
FebN/A
MarN/A
AprN/A
May3.95%
Jun8.89%
Jul0.00%
Aug-0.06%
Sept6.91%
Oct-2.04%
Nov-3.75%
Dec9.84%
Year25.25%
2022
Jan-11.08%
Feb11.39%
Mar-0.40%
Apr5.62%
May-0.27%
Jun-8.14%
Jul0.00%
Aug1.58%
Sept3.55%
Oct7.48%
Nov-10.72%
Dec-2.65%
Year-6.20%
2023
Jan7.94%
Feb-4.24%
Mar1.14%
Apr8.52%
May1.40%
Jun-1.17%
Jul0.79%
Aug-5.97%
Sept2.15%
Oct0.47%
Nov1.30%
Dec5.15%
Year17.81%
2024
Jan1.67%
Feb2.30%
Mar4.13%
Apr5.14%
May5.52%
Jun0.00%
Jul-7.02%
Aug10.05%
Sept0.64%
Oct1.04%
Nov7.70%
Dec-0.37%
Year34.14%
2025
Jan-0.25%
Feb-9.96%
Mar0.00%
Apr14.51%
May8.75%
Jun0.00%
Jul-0.44%
Aug-4.26%
Sept1.17%
Oct-0.18%
Nov0.95%
Dec0.00%
Year8.70%
2026
Jan-1.37%
Feb2.97%
Mar0.00%
Apr-0.32%
May-0.85%
Jun-3.82%
Jul-0.45%
Aug8.57%
Sept0.17%
OctN/A
NovN/A
DecN/A
Year4.52%

Returns

Total TWR110.96%
Annualized TWR14.87%
Best month14.51%
Worst month-11.08%
Positive months35 / 65
View all

Risk

Maximum drawdown22.40%
Ulcer index6.43%
Volatility17.54%
Sharpe0.88
K-ratio1.37
Sortino1.39
View all

Trades

Closed trades140
Win rate57.14%
Average win / loss374.50 / -314.41 USDT
Expectancy79.25 USDT
Longest win / loss streak11 / 4
View all

Execution

Fees and rebates2,553.72 USDT
SlippageN/A
Total modeled costsN/A
Turnover425.62x
Average fill latencyN/A
View all

Account value, growth, benchmark, and external flows

Account values share one currency view. Flow-adjusted strategy and benchmark growth share a separate normalized view.

Account value23,19615,8858,573.69Account value (USDT)EarlierLaterScored period8,573.69 to 23,196 USDT
Raw balanceRaw account equity
Balance: 10,000 to 21,096 USDTEquity: 10,000 to 21,096 USDTExternal flows: none
Flow-adjusted growth2.3196x1.5885x0.857369xGrowth multipleEarlierLaterScored period0.857369x to 2.3196x
Strategy growth
Strategy growth: 1.0000x to 2.1096xBenchmark: not declared
Initial / final balance10,000.00 USDT / 21,095.50 USDT
Peak observed balance22,111.27 USDT
Initial / final equity10,000.00 USDT / 21,095.50 USDT
Peak / minimum observed equity23,196.11 USDT / 8,573.69 USDT
Raw account change11,095.50 USDT
External contributions / withdrawals0.00 USDT / 0.00 USDT
Net external cash flow0.00 USDT
Flow-adjusted change11,095.50 USDT
Raw account return110.96%
Time-weighted / annualized return110.96% / 14.87%
Positive / negative / flat daily periods123 / 107 / 1,735
Positive daily-period rate6.26%
Best / worst daily period11.17% / -11.19%

Calendar returns and heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnual
20213.95%8.89%0.00%-0.06%6.91%-2.04%-3.75%9.84%25.25%
2022-11.08%11.39%-0.40%5.62%-0.27%-8.14%0.00%1.58%3.55%7.48%-10.72%-2.65%-6.20%
20237.94%-4.24%1.14%8.52%1.40%-1.17%0.79%-5.97%2.15%0.47%1.30%5.15%17.81%
20241.67%2.30%4.13%5.14%5.52%0.00%-7.02%10.05%0.64%1.04%7.70%-0.37%34.14%
2025-0.25%-9.96%0.00%14.51%8.75%0.00%-0.44%-4.26%1.17%-0.18%0.95%0.00%8.70%
2026-1.37%2.97%0.00%-0.32%-0.85%-3.82%-0.45%8.57%0.17%4.52%
Yearly, quarterly, weekly, and daily return series

Yearly returns

PeriodReturn
202125.25%
2022-6.20%
202317.81%
202434.14%
20258.70%
20264.52%

Quarterly returns

PeriodReturn
2021-Q213.19%
2021-Q36.84%
2021-Q43.57%
2022-Q1-1.34%
2022-Q2-3.24%
2022-Q35.19%
2022-Q4-6.59%
2023-Q14.55%
2023-Q28.76%
2023-Q3-3.18%
2023-Q47.02%
2024-Q18.30%
2024-Q210.95%
2024-Q32.97%
2024-Q48.42%
2025-Q1-10.19%
2025-Q224.53%
2025-Q3-3.55%
2025-Q40.77%
2026-Q11.56%
2026-Q2-4.94%
2026-Q38.26%

Weekly returns

PeriodReturn
2021-W181.29%
2021-W190.00%
2021-W202.63%
2021-W210.00%
2021-W220.00%
2021-W231.10%
2021-W240.00%
2021-W257.71%
2021-W260.00%
2021-W270.00%
2021-W280.00%
2021-W290.00%
2021-W300.00%
2021-W310.00%
2021-W320.00%
2021-W330.00%
2021-W340.00%
2021-W351.47%
2021-W360.00%
2021-W370.00%
2021-W385.29%
2021-W390.86%
2021-W400.00%
2021-W412.11%
2021-W42-2.70%
2021-W43-2.24%
2021-W440.00%
2021-W450.00%
2021-W46-1.18%
2021-W47-3.23%
2021-W489.08%
2021-W490.00%
2021-W501.36%
2021-W510.00%
2021-W520.00%
2022-W01-4.16%
2022-W020.00%
2022-W03-7.22%
2022-W040.00%
2022-W050.00%
2022-W060.00%
2022-W070.00%
2022-W0811.39%
2022-W090.00%
2022-W100.00%
2022-W11-0.40%
2022-W120.00%
2022-W130.00%
2022-W14-1.07%
2022-W150.00%
2022-W160.00%
2022-W179.74%
2022-W18-2.30%
2022-W192.16%
2022-W200.00%
2022-W21-2.79%
2022-W220.00%
2022-W23-8.14%
2022-W240.00%
2022-W250.00%
2022-W260.00%
2022-W270.00%
2022-W280.00%
2022-W290.00%
2022-W300.00%
2022-W310.00%
2022-W322.06%
2022-W330.00%
2022-W340.00%
2022-W352.43%
2022-W360.62%
2022-W370.00%
2022-W380.00%
2022-W390.00%
2022-W400.00%
2022-W410.00%
2022-W420.00%
2022-W437.48%
2022-W440.00%
2022-W45-10.72%
2022-W460.00%
2022-W470.00%
2022-W480.00%
2022-W490.00%
2022-W50-3.45%
2022-W510.00%
2022-W520.83%
2023-W010.12%
2023-W027.82%
2023-W030.00%
2023-W040.00%
2023-W050.10%
2023-W060.00%
2023-W07-4.34%
2023-W080.00%
2023-W090.05%
2023-W101.09%
2023-W110.00%
2023-W120.00%
2023-W130.00%
2023-W142.26%
2023-W156.13%
2023-W160.00%
2023-W170.00%
2023-W180.00%
2023-W191.40%
2023-W200.00%
2023-W210.00%
2023-W220.00%
2023-W23-1.28%
2023-W240.07%
2023-W250.05%
2023-W260.00%
2023-W270.79%
2023-W280.00%
2023-W290.00%
2023-W300.00%
2023-W31-1.17%
2023-W320.00%
2023-W33-4.85%
2023-W340.00%
2023-W350.00%
2023-W360.00%
2023-W370.24%
2023-W380.00%
2023-W391.91%
2023-W400.00%
2023-W410.00%
2023-W420.00%
2023-W430.47%
2023-W44-0.18%
2023-W453.02%
2023-W460.00%
2023-W47-1.49%
2023-W480.00%
2023-W493.63%
2023-W500.00%
2023-W510.00%
2023-W521.47%
2024-W010.00%
2024-W020.98%
2024-W030.00%
2024-W040.68%
2024-W050.00%
2024-W060.00%
2024-W072.30%
2024-W080.00%
2024-W090.00%
2024-W100.00%
2024-W113.87%
2024-W120.25%
2024-W130.00%
2024-W140.00%
2024-W152.54%
2024-W162.29%
2024-W170.07%
2024-W183.20%
2024-W190.00%
2024-W20-0.47%
2024-W212.91%
2024-W220.00%
2024-W23-0.29%
2024-W24-1.07%
2024-W250.00%
2024-W261.37%
2024-W27-2.09%
2024-W280.00%
2024-W290.00%
2024-W30-5.04%
2024-W310.00%
2024-W323.81%
2024-W330.00%
2024-W340.00%
2024-W356.01%
2024-W360.00%
2024-W370.00%
2024-W380.64%
2024-W390.00%
2024-W40-2.41%
2024-W410.00%
2024-W423.54%
2024-W430.00%
2024-W440.00%
2024-W457.93%
2024-W460.00%
2024-W47-0.22%
2024-W480.00%
2024-W49-0.37%
2024-W500.00%
2024-W510.00%
2024-W520.00%
2025-W010.65%
2025-W02-1.19%
2025-W030.00%
2025-W04-3.09%
2025-W053.44%
2025-W06-6.01%
2025-W070.00%
2025-W080.00%
2025-W09-4.15%
2025-W100.00%
2025-W110.00%
2025-W120.00%
2025-W130.00%
2025-W142.67%
2025-W156.18%
2025-W160.00%
2025-W175.04%
2025-W180.00%
2025-W1915.80%
2025-W200.00%
2025-W21-6.08%
2025-W220.00%
2025-W230.00%
2025-W240.00%
2025-W250.00%
2025-W260.00%
2025-W27-0.44%
2025-W280.00%
2025-W290.00%
2025-W300.00%
2025-W31-3.71%
2025-W320.00%
2025-W33-0.57%
2025-W340.00%
2025-W350.00%
2025-W360.00%
2025-W371.17%
2025-W380.00%
2025-W390.00%
2025-W400.00%
2025-W41-0.18%
2025-W420.00%
2025-W430.00%
2025-W440.00%
2025-W450.00%
2025-W460.95%
2025-W470.00%
2025-W480.00%
2025-W490.00%
2025-W500.00%
2025-W510.00%
2025-W520.00%
2026-W01-0.03%
2026-W02-1.34%
2026-W030.00%
2026-W040.00%
2026-W050.00%
2026-W067.05%
2026-W070.00%
2026-W080.00%
2026-W09-3.82%
2026-W100.00%
2026-W110.00%
2026-W120.00%
2026-W130.00%
2026-W140.00%
2026-W15-1.25%
2026-W160.00%
2026-W170.00%
2026-W180.95%
2026-W190.00%
2026-W20-1.43%
2026-W210.00%
2026-W220.59%
2026-W23-3.82%
2026-W240.00%
2026-W250.00%
2026-W260.00%
2026-W270.00%
2026-W280.00%
2026-W29-0.45%
2026-W300.00%
2026-W310.67%
2026-W320.00%
2026-W330.00%
2026-W347.85%
2026-W350.00%
2026-W36-1.70%
2026-W370.00%
2026-W381.90%

Daily returns

PeriodReturn
6 May 20210.00%
7 May 20211.29%
8 May 20210.00%
9 May 20210.00%
10 May 20210.00%
11 May 20210.00%
12 May 20210.00%
13 May 20210.00%
14 May 20210.00%
15 May 20210.00%
16 May 20210.00%
17 May 20210.00%
18 May 20214.04%
19 May 20210.00%
20 May 2021-11.19%
21 May 202111.07%
22 May 20210.00%
23 May 20210.00%
24 May 20210.00%
25 May 20210.00%
26 May 20210.00%
27 May 20210.00%
28 May 20210.00%
29 May 20210.00%
30 May 20210.00%
31 May 20210.00%
1 Jun 20210.00%
2 Jun 20210.00%
3 Jun 20210.00%
4 Jun 20210.00%
5 Jun 20210.00%
6 Jun 20210.00%
7 Jun 20210.00%
8 Jun 20210.00%
9 Jun 20210.00%
10 Jun 20212.98%
11 Jun 2021-1.83%
12 Jun 20210.00%
13 Jun 20210.00%
14 Jun 20210.00%
15 Jun 20210.00%
16 Jun 20210.00%
17 Jun 20210.00%
18 Jun 20210.00%
19 Jun 20210.00%
20 Jun 20210.00%
21 Jun 20210.00%
22 Jun 20210.00%
23 Jun 20210.65%
24 Jun 20217.01%
25 Jun 20210.00%
26 Jun 20210.00%
27 Jun 20210.00%
28 Jun 20210.00%
29 Jun 20210.00%
30 Jun 20210.00%
1 Jul 20210.00%
2 Jul 20210.00%
3 Jul 20210.00%
4 Jul 20210.00%
5 Jul 20210.00%
6 Jul 20210.00%
7 Jul 20210.00%
8 Jul 20210.00%
9 Jul 20210.00%
10 Jul 20210.00%
11 Jul 20210.00%
12 Jul 20210.00%
13 Jul 20210.00%
14 Jul 20210.00%
15 Jul 20210.00%
16 Jul 20210.00%
17 Jul 20210.00%
18 Jul 20210.00%
19 Jul 20210.00%
20 Jul 20210.00%
21 Jul 20210.00%
22 Jul 20210.00%
23 Jul 20210.00%
24 Jul 20210.00%
25 Jul 20210.00%
26 Jul 20210.00%
27 Jul 20210.00%
28 Jul 20210.00%
29 Jul 20210.00%
30 Jul 20210.00%
31 Jul 20210.00%
1 Aug 20210.00%
2 Aug 20210.00%
3 Aug 20210.00%
4 Aug 20210.00%
5 Aug 20210.00%
6 Aug 20210.00%
7 Aug 20210.00%
8 Aug 20210.00%
9 Aug 20210.00%
10 Aug 20210.00%
11 Aug 20210.00%
12 Aug 20210.00%
13 Aug 20210.00%
14 Aug 20210.00%
15 Aug 20210.00%
16 Aug 20210.00%
17 Aug 20210.00%
18 Aug 20210.00%
19 Aug 20210.00%
20 Aug 20210.00%
21 Aug 20210.00%
22 Aug 20210.00%
23 Aug 20210.00%
24 Aug 20210.00%
25 Aug 20210.00%
26 Aug 20210.00%
27 Aug 20210.00%
28 Aug 20210.00%
29 Aug 20210.00%
30 Aug 20210.00%
31 Aug 20210.00%
1 Sept 2021-0.06%
2 Sept 20213.32%
3 Sept 2021-1.73%
4 Sept 20210.00%
5 Sept 20210.00%
6 Sept 20210.00%
7 Sept 20210.00%
8 Sept 20210.00%
9 Sept 20210.00%
10 Sept 20210.00%
11 Sept 20210.00%
12 Sept 20210.00%
13 Sept 20210.00%
14 Sept 20210.00%
15 Sept 20210.00%
16 Sept 20210.00%
17 Sept 20210.00%
18 Sept 20210.00%
19 Sept 20210.00%
20 Sept 20210.00%
21 Sept 20210.00%
22 Sept 20210.00%
23 Sept 20215.29%
24 Sept 20210.00%
25 Sept 20210.00%
26 Sept 20210.00%
27 Sept 20210.00%
28 Sept 20210.00%
29 Sept 20210.00%
30 Sept 20210.00%
1 Oct 20210.00%
2 Oct 20212.11%
3 Oct 2021-1.22%
4 Oct 20210.00%
5 Oct 20210.00%
6 Oct 20210.00%
7 Oct 20210.00%
8 Oct 20210.00%
9 Oct 20210.00%
10 Oct 20210.00%
11 Oct 20210.00%
12 Oct 20210.00%
13 Oct 20210.00%
14 Oct 20210.00%
15 Oct 20211.36%
16 Oct 20210.73%
17 Oct 20210.00%
18 Oct 20210.00%
19 Oct 20210.00%
20 Oct 20210.00%
21 Oct 20210.00%
22 Oct 2021-2.70%
23 Oct 20210.00%
24 Oct 20210.00%
25 Oct 20210.00%
26 Oct 20210.00%
27 Oct 20210.00%
28 Oct 20210.00%
29 Oct 20210.00%
30 Oct 2021-0.68%
31 Oct 2021-1.57%
1 Nov 20210.00%
2 Nov 20210.00%
3 Nov 20210.00%
4 Nov 20210.00%
5 Nov 20210.00%
6 Nov 20210.00%
7 Nov 20210.00%
8 Nov 20210.00%
9 Nov 20210.00%
10 Nov 20210.00%
11 Nov 20210.00%
12 Nov 20210.00%
13 Nov 20210.00%
14 Nov 20210.00%
15 Nov 20210.00%
16 Nov 20210.00%
17 Nov 2021-1.18%
18 Nov 20210.00%
19 Nov 20210.00%
20 Nov 20210.00%
21 Nov 20210.00%
22 Nov 20210.00%
23 Nov 20210.00%
24 Nov 20210.00%
25 Nov 20210.00%
26 Nov 20210.94%
27 Nov 2021-4.13%
28 Nov 20210.00%
29 Nov 20210.00%
30 Nov 20210.00%
1 Dec 20210.65%
2 Dec 20212.69%
3 Dec 20210.00%
4 Dec 20210.00%
5 Dec 20215.53%
6 Dec 20210.00%
7 Dec 20210.00%
8 Dec 20210.00%
9 Dec 20210.00%
10 Dec 20210.00%
11 Dec 20210.00%
12 Dec 20210.00%
13 Dec 20210.00%
14 Dec 20210.00%
15 Dec 20210.00%
16 Dec 2021-0.06%
17 Dec 20211.42%
18 Dec 20210.00%
19 Dec 20210.00%
20 Dec 20210.00%
21 Dec 20210.00%
22 Dec 20210.00%
23 Dec 20210.00%
24 Dec 20210.00%
25 Dec 20210.00%
26 Dec 20210.00%
27 Dec 20210.00%
28 Dec 20210.00%
29 Dec 20210.00%
30 Dec 20210.00%
31 Dec 20210.00%
1 Jan 20220.00%
2 Jan 20220.00%
3 Jan 20220.00%
4 Jan 20220.00%
5 Jan 20220.00%
6 Jan 2022-0.06%
7 Jan 2022-4.10%
8 Jan 20220.00%
9 Jan 20220.00%
10 Jan 20220.00%
11 Jan 20220.00%
12 Jan 20220.00%
13 Jan 20220.00%
14 Jan 20220.00%
15 Jan 20220.00%
16 Jan 20220.00%
17 Jan 20220.00%
18 Jan 20220.00%
19 Jan 20220.00%
20 Jan 20220.00%
21 Jan 20220.00%
22 Jan 2022-0.06%
23 Jan 2022-7.16%
24 Jan 20220.00%
25 Jan 20220.00%
26 Jan 20220.00%
27 Jan 20220.00%
28 Jan 20220.00%
29 Jan 20220.00%
30 Jan 20220.00%
31 Jan 20220.00%
1 Feb 20220.00%
2 Feb 20220.00%
3 Feb 20220.00%
4 Feb 20220.00%
5 Feb 20220.00%
6 Feb 20220.00%
7 Feb 20220.00%
8 Feb 20220.00%
9 Feb 20220.00%
10 Feb 20220.00%
11 Feb 20220.00%
12 Feb 20220.00%
13 Feb 20220.00%
14 Feb 20220.00%
15 Feb 20220.00%
16 Feb 20220.00%
17 Feb 20220.00%
18 Feb 20220.00%
19 Feb 20220.00%
20 Feb 20220.00%
21 Feb 20220.00%
22 Feb 20220.00%
23 Feb 20224.75%
24 Feb 20220.00%
25 Feb 20225.66%
26 Feb 20220.65%
27 Feb 20220.00%
28 Feb 20220.00%
1 Mar 20220.00%
2 Mar 20220.00%
3 Mar 20220.00%
4 Mar 20220.00%
5 Mar 20220.00%
6 Mar 20220.00%
7 Mar 20220.00%
8 Mar 20220.00%
9 Mar 20220.00%
10 Mar 20220.00%
11 Mar 20220.00%
12 Mar 20220.00%
13 Mar 20220.00%
14 Mar 20220.00%
15 Mar 20220.00%
16 Mar 20220.00%
17 Mar 20220.00%
18 Mar 20220.33%
19 Mar 2022-0.73%
20 Mar 20220.00%
21 Mar 20220.00%
22 Mar 20220.00%
23 Mar 20220.00%
24 Mar 20220.00%
25 Mar 20220.00%
26 Mar 20220.00%
27 Mar 20220.00%
28 Mar 20220.00%
29 Mar 20220.00%
30 Mar 20220.00%
31 Mar 20220.00%
1 Apr 20220.00%
2 Apr 20220.00%
3 Apr 20220.00%
4 Apr 20220.00%
5 Apr 20220.00%
6 Apr 20220.00%
7 Apr 20220.00%
8 Apr 20220.00%
9 Apr 2022-1.50%
10 Apr 20220.43%
11 Apr 20220.00%
12 Apr 20220.00%
13 Apr 20220.00%
14 Apr 20220.00%
15 Apr 20220.00%
16 Apr 20220.00%
17 Apr 20220.00%
18 Apr 20220.00%
19 Apr 20220.00%
20 Apr 20220.00%
21 Apr 20220.00%
22 Apr 20220.00%
23 Apr 20220.00%
24 Apr 20220.00%
25 Apr 20220.00%
26 Apr 20226.83%
27 Apr 20220.00%
28 Apr 20220.00%
29 Apr 20220.00%
30 Apr 20220.00%
1 May 2022-0.06%
2 May 20222.79%
3 May 20220.00%
4 May 20220.00%
5 May 20220.00%
6 May 2022-0.06%
7 May 2022-2.24%
8 May 20220.00%
9 May 20220.00%
10 May 20220.00%
11 May 20222.16%
12 May 20220.00%
13 May 20220.00%
14 May 20220.00%
15 May 20220.00%
16 May 20220.00%
17 May 20220.00%
18 May 20220.00%
19 May 20220.00%
20 May 20220.00%
21 May 20220.00%
22 May 20220.00%
23 May 20220.00%
24 May 20220.00%
25 May 20220.00%
26 May 20220.00%
27 May 2022-1.41%
28 May 2022-1.40%
29 May 20220.00%
30 May 20220.00%
31 May 20220.00%
1 Jun 20220.00%
2 Jun 20220.00%
3 Jun 20220.00%
4 Jun 20220.00%
5 Jun 20220.00%
6 Jun 20220.00%
7 Jun 20220.00%
8 Jun 20220.00%
9 Jun 20220.00%
10 Jun 20220.00%
11 Jun 2022-0.39%
12 Jun 2022-5.31%
13 Jun 2022-2.61%
14 Jun 20220.00%
15 Jun 20220.00%
16 Jun 20220.00%
17 Jun 20220.00%
18 Jun 20220.00%
19 Jun 20220.00%
20 Jun 20220.00%
21 Jun 20220.00%
22 Jun 20220.00%
23 Jun 20220.00%
24 Jun 20220.00%
25 Jun 20220.00%
26 Jun 20220.00%
27 Jun 20220.00%
28 Jun 20220.00%
29 Jun 20220.00%
30 Jun 20220.00%
1 Jul 20220.00%
2 Jul 20220.00%
3 Jul 20220.00%
4 Jul 20220.00%
5 Jul 20220.00%
6 Jul 20220.00%
7 Jul 20220.00%
8 Jul 20220.00%
9 Jul 20220.00%
10 Jul 20220.00%
11 Jul 20220.00%
12 Jul 20220.00%
13 Jul 20220.00%
14 Jul 20220.00%
15 Jul 20220.00%
16 Jul 20220.00%
17 Jul 20220.00%
18 Jul 20220.00%
19 Jul 20220.00%
20 Jul 20220.00%
21 Jul 20220.00%
22 Jul 20220.00%
23 Jul 20220.00%
24 Jul 20220.00%
25 Jul 20220.00%
26 Jul 20220.00%
27 Jul 20220.00%
28 Jul 20220.00%
29 Jul 20220.00%
30 Jul 20220.00%
31 Jul 20220.00%
1 Aug 20220.00%
2 Aug 20220.00%
3 Aug 20220.00%
4 Aug 20220.00%
5 Aug 20220.00%
6 Aug 20220.00%
7 Aug 20220.00%
8 Aug 20220.00%
9 Aug 20220.00%
10 Aug 20220.00%
11 Aug 20220.77%
12 Aug 20221.27%
13 Aug 20220.00%
14 Aug 20220.00%
15 Aug 20220.00%
16 Aug 20220.00%
17 Aug 20220.00%
18 Aug 20220.00%
19 Aug 20220.00%
20 Aug 20220.00%
21 Aug 20220.00%
22 Aug 20220.00%
23 Aug 20220.00%
24 Aug 20220.00%
25 Aug 20220.00%
26 Aug 20220.00%
27 Aug 20220.00%
28 Aug 20220.00%
29 Aug 20220.00%
30 Aug 20220.00%
31 Aug 20220.00%
1 Sept 2022-0.46%
2 Sept 20222.48%
3 Sept 20220.42%
4 Sept 20220.00%
5 Sept 20220.00%
6 Sept 20220.00%
7 Sept 20220.00%
8 Sept 20220.00%
9 Sept 20220.00%
10 Sept 20220.62%
11 Sept 20220.00%
12 Sept 20220.00%
13 Sept 20220.00%
14 Sept 20220.00%
15 Sept 20220.00%
16 Sept 20220.00%
17 Sept 20220.00%
18 Sept 20220.00%
19 Sept 20220.00%
20 Sept 20220.00%
21 Sept 20220.00%
22 Sept 20220.00%
23 Sept 20220.00%
24 Sept 20220.00%
25 Sept 20220.00%
26 Sept 20220.00%
27 Sept 20220.00%
28 Sept 20220.00%
29 Sept 20220.00%
30 Sept 20220.00%
1 Oct 20220.00%
2 Oct 20220.00%
3 Oct 20220.00%
4 Oct 20220.00%
5 Oct 20220.00%
6 Oct 20220.00%
7 Oct 20220.00%
8 Oct 20220.00%
9 Oct 20220.00%
10 Oct 20220.00%
11 Oct 20220.00%
12 Oct 20220.00%
13 Oct 20220.00%
14 Oct 20220.00%
15 Oct 20220.00%
16 Oct 20220.00%
17 Oct 20220.00%
18 Oct 20220.00%
19 Oct 20220.00%
20 Oct 20220.00%
21 Oct 20220.00%
22 Oct 20220.00%
23 Oct 20220.00%
24 Oct 20220.00%
25 Oct 20220.00%
26 Oct 20223.59%
27 Oct 20223.75%
28 Oct 20220.00%
29 Oct 20220.00%
30 Oct 20220.00%
31 Oct 20220.00%
1 Nov 20220.00%
2 Nov 20220.00%
3 Nov 20220.00%
4 Nov 20220.00%
5 Nov 20220.00%
6 Nov 20220.00%
7 Nov 20220.00%
8 Nov 20220.00%
9 Nov 2022-10.72%
10 Nov 20220.00%
11 Nov 20220.00%
12 Nov 20220.00%
13 Nov 20220.00%
14 Nov 20220.00%
15 Nov 20220.00%
16 Nov 20220.00%
17 Nov 20220.00%
18 Nov 20220.00%
19 Nov 20220.00%
20 Nov 20220.00%
21 Nov 20220.00%
22 Nov 20220.00%
23 Nov 20220.00%
24 Nov 20220.00%
25 Nov 20220.00%
26 Nov 20220.00%
27 Nov 20220.00%
28 Nov 20220.00%
29 Nov 20220.00%
30 Nov 20220.00%
1 Dec 20220.00%
2 Dec 20220.00%
3 Dec 20220.00%
4 Dec 20220.00%
5 Dec 20220.00%
6 Dec 20220.00%
7 Dec 20220.00%
8 Dec 20220.00%
9 Dec 20220.00%
10 Dec 20220.00%
11 Dec 20220.00%
12 Dec 20220.00%
13 Dec 20220.00%
14 Dec 2022-0.25%
15 Dec 20220.03%
16 Dec 20220.00%
17 Dec 2022-3.85%
18 Dec 20220.64%
19 Dec 20220.00%
20 Dec 20220.00%
21 Dec 20220.00%
22 Dec 20220.00%
23 Dec 20220.00%
24 Dec 20220.00%
25 Dec 20220.00%
26 Dec 20220.00%
27 Dec 20220.00%
28 Dec 20220.00%
29 Dec 2022-0.06%
30 Dec 20220.84%
31 Dec 20220.33%
1 Jan 2023-0.28%
2 Jan 20230.00%
3 Jan 20230.00%
4 Jan 20230.00%
5 Jan 20230.12%
6 Jan 20230.00%
7 Jan 20230.00%
8 Jan 20230.00%
9 Jan 20230.00%
10 Jan 20230.00%
11 Jan 20230.00%
12 Jan 20230.00%
13 Jan 2023-0.79%
14 Jan 20231.51%
15 Jan 20237.06%
16 Jan 20230.00%
17 Jan 20230.00%
18 Jan 20230.00%
19 Jan 20230.00%
20 Jan 20230.00%
21 Jan 20230.00%
22 Jan 20230.00%
23 Jan 20230.00%
24 Jan 20230.00%
25 Jan 20230.00%
26 Jan 20230.00%
27 Jan 20230.00%
28 Jan 20230.00%
29 Jan 20230.00%
30 Jan 20230.00%
31 Jan 20230.00%
1 Feb 20230.00%
2 Feb 20230.00%
3 Feb 20230.10%
4 Feb 20230.00%
5 Feb 20230.00%
6 Feb 20230.00%
7 Feb 20230.00%
8 Feb 20230.00%
9 Feb 20230.00%
10 Feb 20230.00%
11 Feb 20230.00%
12 Feb 20230.00%
13 Feb 20230.00%
14 Feb 20230.00%
15 Feb 20230.00%
16 Feb 20230.00%
17 Feb 2023-5.12%
18 Feb 20230.82%
19 Feb 20230.00%
20 Feb 20230.00%
21 Feb 20230.00%
22 Feb 20230.00%
23 Feb 20230.00%
24 Feb 20230.00%
25 Feb 20230.00%
26 Feb 20230.00%
27 Feb 20230.00%
28 Feb 20230.00%
1 Mar 20230.00%
2 Mar 20230.00%
3 Mar 20230.00%
4 Mar 20230.15%
5 Mar 2023-0.15%
6 Mar 20230.04%
7 Mar 20230.00%
8 Mar 20230.63%
9 Mar 2023-0.44%
10 Mar 20230.02%
11 Mar 20230.89%
12 Mar 20230.00%
13 Mar 20230.00%
14 Mar 20230.00%
15 Mar 20230.00%
16 Mar 20230.00%
17 Mar 20230.00%
18 Mar 20230.00%
19 Mar 20230.00%
20 Mar 20230.00%
21 Mar 20230.00%
22 Mar 20230.00%
23 Mar 20230.00%
24 Mar 20230.00%
25 Mar 20230.00%
26 Mar 20230.00%
27 Mar 20230.00%
28 Mar 20230.00%
29 Mar 20230.00%
30 Mar 20230.00%
31 Mar 20230.00%
1 Apr 20230.00%
2 Apr 20230.00%
3 Apr 20230.00%
4 Apr 20230.00%
5 Apr 2023-0.06%
6 Apr 20232.32%
7 Apr 20230.00%
8 Apr 20230.00%
9 Apr 20230.00%
10 Apr 20230.00%
11 Apr 20230.00%
12 Apr 20230.00%
13 Apr 20230.00%
14 Apr 20231.29%
15 Apr 20234.77%
16 Apr 20230.00%
17 Apr 20230.00%
18 Apr 20230.00%
19 Apr 20230.00%
20 Apr 20230.00%
21 Apr 20230.00%
22 Apr 20230.00%
23 Apr 20230.00%
24 Apr 20230.00%
25 Apr 20230.00%
26 Apr 20230.00%
27 Apr 20230.00%
28 Apr 20230.00%
29 Apr 20230.00%
30 Apr 20230.00%
1 May 20230.00%
2 May 20230.00%
3 May 20230.00%
4 May 20230.00%
5 May 20230.00%
6 May 20230.00%
7 May 20230.00%
8 May 20230.00%
9 May 20230.00%
10 May 20230.00%
11 May 20230.00%
12 May 20230.00%
13 May 20231.40%
14 May 20230.00%
15 May 20230.00%
16 May 20230.00%
17 May 20230.00%
18 May 20230.00%
19 May 20230.00%
20 May 20230.00%
21 May 20230.00%
22 May 20230.00%
23 May 20230.00%
24 May 20230.00%
25 May 20230.00%
26 May 20230.00%
27 May 20230.00%
28 May 20230.00%
29 May 20230.00%
30 May 20230.00%
31 May 20230.00%
1 Jun 20230.00%
2 Jun 20230.00%
3 Jun 20230.00%
4 Jun 20230.00%
5 Jun 20230.00%
6 Jun 20230.00%
7 Jun 2023-0.49%
8 Jun 2023-0.79%
9 Jun 20230.00%
10 Jun 20230.00%
11 Jun 20230.00%
12 Jun 20230.00%
13 Jun 20230.00%
14 Jun 20230.00%
15 Jun 2023-0.06%
16 Jun 2023-0.63%
17 Jun 2023-0.36%
18 Jun 20231.13%
19 Jun 20230.00%
20 Jun 20230.00%
21 Jun 20230.00%
22 Jun 20230.27%
23 Jun 2023-0.22%
24 Jun 20230.00%
25 Jun 20230.00%
26 Jun 20230.00%
27 Jun 20230.00%
28 Jun 20230.00%
29 Jun 20230.00%
30 Jun 20230.00%
1 Jul 20230.00%
2 Jul 20230.00%
3 Jul 20230.00%
4 Jul 20230.79%
5 Jul 20230.00%
6 Jul 20230.00%
7 Jul 20230.00%
8 Jul 20230.00%
9 Jul 20230.00%
10 Jul 20230.00%
11 Jul 20230.00%
12 Jul 20230.00%
13 Jul 20230.00%
14 Jul 20230.00%
15 Jul 20230.00%
16 Jul 20230.00%
17 Jul 20230.00%
18 Jul 20230.00%
19 Jul 20230.00%
20 Jul 20230.00%
21 Jul 20230.00%
22 Jul 20230.00%
23 Jul 20230.00%
24 Jul 20230.00%
25 Jul 20230.00%
26 Jul 20230.00%
27 Jul 20230.00%
28 Jul 20230.00%
29 Jul 20230.00%
30 Jul 20230.00%
31 Jul 20230.00%
1 Aug 20230.00%
2 Aug 20230.00%
3 Aug 2023-0.19%
4 Aug 2023-0.83%
5 Aug 2023-0.16%
6 Aug 20230.00%
7 Aug 20230.00%
8 Aug 20230.00%
9 Aug 20230.00%
10 Aug 20230.00%
11 Aug 20230.00%
12 Aug 20230.00%
13 Aug 20230.00%
14 Aug 20230.00%
15 Aug 20230.00%
16 Aug 20230.00%
17 Aug 20230.00%
18 Aug 2023-3.57%
19 Aug 2023-1.33%
20 Aug 20230.00%
21 Aug 20230.00%
22 Aug 20230.00%
23 Aug 20230.00%
24 Aug 20230.00%
25 Aug 20230.00%
26 Aug 20230.00%
27 Aug 20230.00%
28 Aug 20230.00%
29 Aug 20230.00%
30 Aug 20230.00%
31 Aug 20230.00%
1 Sept 20230.00%
2 Sept 20230.00%
3 Sept 20230.00%
4 Sept 20230.00%
5 Sept 20230.00%
6 Sept 20230.00%
7 Sept 20230.00%
8 Sept 20230.00%
9 Sept 20230.00%
10 Sept 20230.00%
11 Sept 20230.00%
12 Sept 20230.00%
13 Sept 2023-0.40%
14 Sept 20230.63%
15 Sept 20230.00%
16 Sept 20230.00%
17 Sept 20230.00%
18 Sept 20230.00%
19 Sept 20230.00%
20 Sept 20230.00%
21 Sept 20230.00%
22 Sept 20230.00%
23 Sept 20230.00%
24 Sept 20230.00%
25 Sept 20230.00%
26 Sept 20230.00%
27 Sept 20230.00%
28 Sept 20230.00%
29 Sept 2023-0.03%
30 Sept 20231.95%
1 Oct 20230.00%
2 Oct 20230.00%
3 Oct 20230.00%
4 Oct 20230.00%
5 Oct 20230.00%
6 Oct 20230.00%
7 Oct 20230.00%
8 Oct 20230.00%
9 Oct 20230.00%
10 Oct 20230.00%
11 Oct 20230.00%
12 Oct 20230.00%
13 Oct 20230.00%
14 Oct 20230.00%
15 Oct 20230.00%
16 Oct 20230.00%
17 Oct 20230.00%
18 Oct 20230.00%
19 Oct 20230.00%
20 Oct 20230.00%
21 Oct 20230.00%
22 Oct 20230.00%
23 Oct 20230.00%
24 Oct 2023-0.06%
25 Oct 20230.53%
26 Oct 20230.00%
27 Oct 20230.00%
28 Oct 20230.00%
29 Oct 20230.00%
30 Oct 20230.00%
31 Oct 20230.00%
1 Nov 20230.00%
2 Nov 20230.00%
3 Nov 20230.00%
4 Nov 20230.00%
5 Nov 20230.00%
6 Nov 2023-0.18%
7 Nov 20230.00%
8 Nov 20230.00%
9 Nov 20230.00%
10 Nov 20234.04%
11 Nov 2023-0.98%
12 Nov 20230.00%
13 Nov 20230.00%
14 Nov 20230.00%
15 Nov 20230.00%
16 Nov 20230.00%
17 Nov 20230.00%
18 Nov 20230.00%
19 Nov 20230.00%
20 Nov 20230.00%
21 Nov 20230.00%
22 Nov 20230.00%
23 Nov 20230.00%
24 Nov 20230.00%
25 Nov 2023-1.78%
26 Nov 20230.30%
27 Nov 20230.00%
28 Nov 20230.00%
29 Nov 20230.00%
30 Nov 20230.00%
1 Dec 20230.00%
2 Dec 20230.00%
3 Dec 20230.00%
4 Dec 20230.00%
5 Dec 20230.18%
6 Dec 20233.44%
7 Dec 20230.00%
8 Dec 20230.00%
9 Dec 20230.00%
10 Dec 20230.00%
11 Dec 20230.00%
12 Dec 20230.00%
13 Dec 20230.00%
14 Dec 20230.00%
15 Dec 20230.00%
16 Dec 20230.00%
17 Dec 20230.00%
18 Dec 20230.00%
19 Dec 20230.00%
20 Dec 20230.00%
21 Dec 20230.00%
22 Dec 20230.00%
23 Dec 20230.00%
24 Dec 20230.00%
25 Dec 20230.00%
26 Dec 20230.00%
27 Dec 20230.00%
28 Dec 20231.39%
29 Dec 20230.08%
30 Dec 20230.00%
31 Dec 20230.00%
1 Jan 20240.00%
2 Jan 20240.00%
3 Jan 20240.00%
4 Jan 20240.00%
5 Jan 20240.00%
6 Jan 20240.00%
7 Jan 20240.00%
8 Jan 20240.00%
9 Jan 20240.00%
10 Jan 20240.00%
11 Jan 2024-0.06%
12 Jan 20241.04%
13 Jan 20240.00%
14 Jan 20240.00%
15 Jan 20240.00%
16 Jan 20240.00%
17 Jan 20240.00%
18 Jan 20240.00%
19 Jan 20240.00%
20 Jan 20240.00%
21 Jan 20240.00%
22 Jan 20240.00%
23 Jan 20240.00%
24 Jan 20240.00%
25 Jan 20240.92%
26 Jan 2024-0.24%
27 Jan 20240.00%
28 Jan 20240.00%
29 Jan 20240.00%
30 Jan 20240.00%
31 Jan 20240.00%
1 Feb 20240.00%
2 Feb 20240.00%
3 Feb 20240.00%
4 Feb 20240.00%
5 Feb 20240.00%
6 Feb 20240.00%
7 Feb 20240.00%
8 Feb 20240.00%
9 Feb 20240.00%
10 Feb 20240.00%
11 Feb 20240.00%
12 Feb 20240.00%
13 Feb 20240.00%
14 Feb 20240.00%
15 Feb 2024-0.06%
16 Feb 20241.79%
17 Feb 20240.90%
18 Feb 2024-0.33%
19 Feb 20240.00%
20 Feb 20240.00%
21 Feb 20240.00%
22 Feb 20240.00%
23 Feb 20240.00%
24 Feb 20240.00%
25 Feb 20240.00%
26 Feb 20240.00%
27 Feb 20240.00%
28 Feb 20240.00%
29 Feb 20240.00%
1 Mar 20240.00%
2 Mar 20240.00%
3 Mar 20240.00%
4 Mar 20240.00%
5 Mar 20240.00%
6 Mar 20240.00%
7 Mar 20240.00%
8 Mar 20240.00%
9 Mar 20240.00%
10 Mar 20240.00%
11 Mar 20240.00%
12 Mar 20240.00%
13 Mar 20240.00%
14 Mar 20240.00%
15 Mar 20240.00%
16 Mar 20241.34%
17 Mar 2024-0.33%
18 Mar 20242.84%
19 Mar 20240.00%
20 Mar 20240.00%
21 Mar 20240.00%
22 Mar 2024-0.22%
23 Mar 20240.47%
24 Mar 20240.00%
25 Mar 20240.00%
26 Mar 20240.00%
27 Mar 20240.00%
28 Mar 20240.00%
29 Mar 20240.00%
30 Mar 20240.00%
31 Mar 20240.00%
1 Apr 20240.00%
2 Apr 20240.00%
3 Apr 20240.00%
4 Apr 20240.00%
5 Apr 20240.00%
6 Apr 20240.00%
7 Apr 20240.00%
8 Apr 20240.00%
9 Apr 20240.00%
10 Apr 20240.00%
11 Apr 20240.00%
12 Apr 20240.00%
13 Apr 20240.00%
14 Apr 20240.00%
15 Apr 20242.54%
16 Apr 20242.29%
17 Apr 20240.00%
18 Apr 20240.00%
19 Apr 20240.00%
20 Apr 20240.00%
21 Apr 20240.00%
22 Apr 20240.00%
23 Apr 20240.00%
24 Apr 20240.00%
25 Apr 20240.00%
26 Apr 20240.00%
27 Apr 20240.00%
28 Apr 20240.00%
29 Apr 20240.07%
30 Apr 20240.00%
1 May 20240.17%
2 May 20243.02%
3 May 20240.00%
4 May 20240.00%
5 May 20240.00%
6 May 20240.00%
7 May 20240.00%
8 May 20240.00%
9 May 20240.00%
10 May 20240.00%
11 May 20240.00%
12 May 20240.00%
13 May 20240.00%
14 May 20240.00%
15 May 20240.00%
16 May 20240.00%
17 May 20240.00%
18 May 2024-0.71%
19 May 20240.24%
20 May 20240.00%
21 May 2024-0.06%
22 May 20242.97%
23 May 20240.00%
24 May 20240.00%
25 May 20240.00%
26 May 20240.00%
27 May 20240.00%
28 May 20240.00%
29 May 20240.00%
30 May 20240.00%
31 May 20240.00%
1 Jun 20240.00%
2 Jun 20240.00%
3 Jun 20240.00%
4 Jun 20240.00%
5 Jun 20240.00%
6 Jun 20240.00%
7 Jun 20240.00%
8 Jun 2024-0.30%
9 Jun 20240.01%
10 Jun 20240.00%
11 Jun 20240.00%
12 Jun 20240.00%
13 Jun 20240.81%
14 Jun 2024-1.86%
15 Jun 20240.00%
16 Jun 20240.00%
17 Jun 20240.00%
18 Jun 20240.00%
19 Jun 20240.00%
20 Jun 20240.00%
21 Jun 20240.00%
22 Jun 20240.00%
23 Jun 20240.00%
24 Jun 20240.00%
25 Jun 20240.89%
26 Jun 20240.48%
27 Jun 20240.00%
28 Jun 20240.00%
29 Jun 20240.00%
30 Jun 20240.00%
1 Jul 20240.00%
2 Jul 20240.00%
3 Jul 20240.00%
4 Jul 2024-0.42%
5 Jul 2024-1.68%
6 Jul 20240.00%
7 Jul 20240.00%
8 Jul 20240.00%
9 Jul 20240.00%
10 Jul 20240.00%
11 Jul 20240.00%
12 Jul 20240.00%
13 Jul 20240.00%
14 Jul 20240.00%
15 Jul 20240.00%
16 Jul 20240.00%
17 Jul 20240.00%
18 Jul 20240.00%
19 Jul 20240.00%
20 Jul 20240.00%
21 Jul 20240.00%
22 Jul 20240.00%
23 Jul 20240.00%
24 Jul 20240.00%
25 Jul 2024-0.06%
26 Jul 2024-5.91%
27 Jul 20240.98%
28 Jul 20240.00%
29 Jul 20240.00%
30 Jul 20240.00%
31 Jul 20240.00%
1 Aug 20240.00%
2 Aug 20240.00%
3 Aug 20240.00%
4 Aug 20240.00%
5 Aug 20240.00%
6 Aug 20243.81%
7 Aug 20240.00%
8 Aug 20240.00%
9 Aug 20240.00%
10 Aug 20240.00%
11 Aug 20240.00%
12 Aug 20240.00%
13 Aug 20240.00%
14 Aug 20240.00%
15 Aug 20240.00%
16 Aug 20240.00%
17 Aug 20240.00%
18 Aug 20240.00%
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20 Aug 20240.00%
21 Aug 20240.00%
22 Aug 20240.00%
23 Aug 20240.00%
24 Aug 20240.00%
25 Aug 20240.00%
26 Aug 20240.00%
27 Aug 20240.00%
28 Aug 2024-0.06%
29 Aug 20241.41%
30 Aug 20241.76%
31 Aug 20243.08%
1 Sept 2024-0.29%
2 Sept 20240.00%
3 Sept 20240.00%
4 Sept 20240.00%
5 Sept 20240.00%
6 Sept 20240.00%
7 Sept 20240.00%
8 Sept 20240.00%
9 Sept 20240.00%
10 Sept 20240.00%
11 Sept 20240.00%
12 Sept 20240.00%
13 Sept 20240.00%
14 Sept 20240.00%
15 Sept 20240.00%
16 Sept 20240.00%
17 Sept 20240.00%
18 Sept 20240.00%
19 Sept 20240.00%
20 Sept 20240.00%
21 Sept 20240.64%
22 Sept 20240.00%
23 Sept 20240.00%
24 Sept 20240.00%
25 Sept 20240.00%
26 Sept 20240.00%
27 Sept 20240.00%
28 Sept 20240.00%
29 Sept 20240.00%
30 Sept 20240.00%
1 Oct 20240.00%
2 Oct 20240.00%
3 Oct 2024-3.79%
4 Oct 20241.43%
5 Oct 20240.00%
6 Oct 20240.00%
7 Oct 20240.00%
8 Oct 20240.00%
9 Oct 20240.00%
10 Oct 20240.00%
11 Oct 20240.00%
12 Oct 20240.00%
13 Oct 20240.00%
14 Oct 20240.00%
15 Oct 20243.54%
16 Oct 20240.00%
17 Oct 20240.00%
18 Oct 20240.00%
19 Oct 20240.00%
20 Oct 20240.00%
21 Oct 20240.00%
22 Oct 20240.00%
23 Oct 20240.00%
24 Oct 20240.00%
25 Oct 20240.00%
26 Oct 20240.00%
27 Oct 20240.00%
28 Oct 20240.00%
29 Oct 20240.00%
30 Oct 20240.00%
31 Oct 20240.00%
1 Nov 20240.00%
2 Nov 20240.00%
3 Nov 20240.00%
4 Nov 20240.00%
5 Nov 20240.00%
6 Nov 20240.00%
7 Nov 20244.76%
8 Nov 20240.00%
9 Nov 20240.79%
10 Nov 20242.22%
11 Nov 20240.00%
12 Nov 20240.00%
13 Nov 20240.00%
14 Nov 20240.00%
15 Nov 20240.00%
16 Nov 20240.00%
17 Nov 20240.00%
18 Nov 20240.00%
19 Nov 20240.00%
20 Nov 20240.00%
21 Nov 20240.00%
22 Nov 20240.19%
23 Nov 2024-0.40%
24 Nov 20240.00%
25 Nov 20240.00%
26 Nov 20240.00%
27 Nov 20240.00%
28 Nov 20240.00%
29 Nov 20240.00%
30 Nov 20240.00%
1 Dec 20240.00%
2 Dec 20240.00%
3 Dec 20240.00%
4 Dec 20240.00%
5 Dec 20240.00%
6 Dec 20240.00%
7 Dec 20240.05%
8 Dec 2024-0.42%
9 Dec 20240.00%
10 Dec 20240.00%
11 Dec 20240.00%
12 Dec 20240.00%
13 Dec 20240.00%
14 Dec 20240.00%
15 Dec 20240.00%
16 Dec 20240.00%
17 Dec 20240.00%
18 Dec 20240.00%
19 Dec 20240.00%
20 Dec 20240.00%
21 Dec 20240.00%
22 Dec 20240.00%
23 Dec 20240.00%
24 Dec 20240.00%
25 Dec 20240.00%
26 Dec 20240.00%
27 Dec 20240.00%
28 Dec 20240.00%
29 Dec 20240.00%
30 Dec 20240.00%
31 Dec 20240.00%
1 Jan 20250.00%
2 Jan 20250.00%
3 Jan 20250.00%
4 Jan 20251.16%
5 Jan 2025-0.51%
6 Jan 20250.00%
7 Jan 20250.00%
8 Jan 2025-0.20%
9 Jan 2025-0.99%
10 Jan 20250.00%
11 Jan 20250.00%
12 Jan 20250.00%
13 Jan 20250.00%
14 Jan 20250.00%
15 Jan 20250.00%
16 Jan 20250.00%
17 Jan 20250.00%
18 Jan 20250.00%
19 Jan 20250.00%
20 Jan 20250.00%
21 Jan 2025-3.09%
22 Jan 20250.00%
23 Jan 20250.00%
24 Jan 20250.00%
25 Jan 20250.00%
26 Jan 20250.00%
27 Jan 20250.00%
28 Jan 20253.50%
29 Jan 20250.00%
30 Jan 20250.00%
31 Jan 20250.00%
1 Feb 20250.00%
2 Feb 20250.00%
3 Feb 2025-0.06%
4 Feb 2025-6.01%
5 Feb 20250.00%
6 Feb 20250.00%
7 Feb 20250.00%
8 Feb 20250.00%
9 Feb 20250.00%
10 Feb 20250.00%
11 Feb 20250.00%
12 Feb 20250.00%
13 Feb 20250.00%
14 Feb 20250.00%
15 Feb 20250.00%
16 Feb 20250.00%
17 Feb 20250.00%
18 Feb 20250.00%
19 Feb 20250.00%
20 Feb 20250.00%
21 Feb 20250.00%
22 Feb 20250.00%
23 Feb 20250.00%
24 Feb 20250.00%
25 Feb 20250.00%
26 Feb 2025-1.06%
27 Feb 2025-3.89%
28 Feb 20250.80%
1 Mar 20250.00%
2 Mar 20250.00%
3 Mar 20250.00%
4 Mar 20250.00%
5 Mar 20250.00%
6 Mar 20250.00%
7 Mar 20250.00%
8 Mar 20250.00%
9 Mar 20250.00%
10 Mar 20250.00%
11 Mar 20250.00%
12 Mar 20250.00%
13 Mar 20250.00%
14 Mar 20250.00%
15 Mar 20250.00%
16 Mar 20250.00%
17 Mar 20250.00%
18 Mar 20250.00%
19 Mar 20250.00%
20 Mar 20250.00%
21 Mar 20250.00%
22 Mar 20250.00%
23 Mar 20250.00%
24 Mar 20250.00%
25 Mar 20250.00%
26 Mar 20250.00%
27 Mar 20250.00%
28 Mar 20250.00%
29 Mar 20250.00%
30 Mar 20250.00%
31 Mar 20250.00%
1 Apr 20250.00%
2 Apr 20250.00%
3 Apr 20250.00%
4 Apr 20251.86%
5 Apr 20251.09%
6 Apr 2025-0.29%
7 Apr 20250.00%
8 Apr 20256.18%
9 Apr 20250.00%
10 Apr 20250.00%
11 Apr 20250.00%
12 Apr 20250.00%
13 Apr 20250.00%
14 Apr 20250.00%
15 Apr 20250.00%
16 Apr 20250.00%
17 Apr 20250.00%
18 Apr 20250.00%
19 Apr 20250.00%
20 Apr 20250.00%
21 Apr 20250.00%
22 Apr 20250.00%
23 Apr 20253.04%
24 Apr 20251.94%
25 Apr 20250.00%
26 Apr 20250.00%
27 Apr 20250.00%
28 Apr 20250.00%
29 Apr 20250.00%
30 Apr 20250.00%
1 May 20250.00%
2 May 20250.00%
3 May 20250.00%
4 May 20250.00%
5 May 20250.00%
6 May 20250.00%
7 May 20250.00%
8 May 20250.00%
9 May 202511.17%
10 May 20254.16%
11 May 20250.00%
12 May 20250.00%
13 May 20250.00%
14 May 20250.00%
15 May 20250.00%
16 May 20250.00%
17 May 20250.00%
18 May 20250.00%
19 May 20250.00%
20 May 20250.00%
21 May 20250.00%
22 May 20250.00%
23 May 20250.00%
24 May 2025-6.08%
25 May 20250.00%
26 May 20250.00%
27 May 20250.00%
28 May 20250.00%
29 May 20250.00%
30 May 20250.00%
31 May 20250.00%
1 Jun 20250.00%
2 Jun 20250.00%
3 Jun 20250.00%
4 Jun 20250.00%
5 Jun 20250.00%
6 Jun 20250.00%
7 Jun 20250.00%
8 Jun 20250.00%
9 Jun 20250.00%
10 Jun 20250.00%
11 Jun 20250.00%
12 Jun 20250.00%
13 Jun 20250.00%
14 Jun 20250.00%
15 Jun 20250.00%
16 Jun 20250.00%
17 Jun 20250.00%
18 Jun 20250.00%
19 Jun 20250.00%
20 Jun 20250.00%
21 Jun 20250.00%
22 Jun 20250.00%
23 Jun 20250.00%
24 Jun 20250.00%
25 Jun 20250.00%
26 Jun 20250.00%
27 Jun 20250.00%
28 Jun 20250.00%
29 Jun 20250.00%
30 Jun 20250.00%
1 Jul 20250.00%
2 Jul 20250.00%
3 Jul 2025-1.38%
4 Jul 20250.96%
5 Jul 20250.00%
6 Jul 20250.00%
7 Jul 20250.00%
8 Jul 20250.00%
9 Jul 20250.00%
10 Jul 20250.00%
11 Jul 20250.00%
12 Jul 20250.00%
13 Jul 20250.00%
14 Jul 20250.00%
15 Jul 20250.00%
16 Jul 20250.00%
17 Jul 20250.00%
18 Jul 20250.00%
19 Jul 20250.00%
20 Jul 20250.00%
21 Jul 20250.00%
22 Jul 20250.00%
23 Jul 20250.00%
24 Jul 20250.00%
25 Jul 20250.00%
26 Jul 20250.00%
27 Jul 20250.00%
28 Jul 20250.00%
29 Jul 20250.00%
30 Jul 20250.00%
31 Jul 20250.00%
1 Aug 20250.00%
2 Aug 20250.00%
3 Aug 2025-3.71%
4 Aug 20250.00%
5 Aug 20250.00%
6 Aug 20250.00%
7 Aug 20250.00%
8 Aug 20250.00%
9 Aug 20250.00%
10 Aug 20250.00%
11 Aug 20250.00%
12 Aug 20250.00%
13 Aug 20250.00%
14 Aug 20250.12%
15 Aug 2025-0.69%
16 Aug 20250.00%
17 Aug 20250.00%
18 Aug 20250.00%
19 Aug 20250.00%
20 Aug 20250.00%
21 Aug 20250.00%
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23 Aug 20250.00%
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26 Aug 20250.00%
27 Aug 20250.00%
28 Aug 20250.00%
29 Aug 20250.00%
30 Aug 20250.00%
31 Aug 20250.00%
1 Sept 20250.00%
2 Sept 20250.00%
3 Sept 20250.00%
4 Sept 20250.00%
5 Sept 20250.00%
6 Sept 20250.00%
7 Sept 20250.00%
8 Sept 20250.00%
9 Sept 20250.00%
10 Sept 20250.00%
11 Sept 20250.00%
12 Sept 20250.00%
13 Sept 20251.09%
14 Sept 20250.08%
15 Sept 20250.00%
16 Sept 20250.00%
17 Sept 20250.00%
18 Sept 20250.00%
19 Sept 20250.00%
20 Sept 20250.00%
21 Sept 20250.00%
22 Sept 20250.00%
23 Sept 20250.00%
24 Sept 20250.00%
25 Sept 20250.00%
26 Sept 20250.00%
27 Sept 20250.00%
28 Sept 20250.00%
29 Sept 20250.00%
30 Sept 20250.00%
1 Oct 20250.00%
2 Oct 20250.00%
3 Oct 20250.00%
4 Oct 20250.00%
5 Oct 20250.00%
6 Oct 20250.00%
7 Oct 20250.00%
8 Oct 20250.00%
9 Oct 20250.00%
10 Oct 20250.00%
11 Oct 2025-0.06%
12 Oct 2025-0.12%
13 Oct 20250.00%
14 Oct 20250.00%
15 Oct 20250.00%
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17 Oct 20250.00%
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19 Oct 20250.00%
20 Oct 20250.00%
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24 Oct 20250.00%
25 Oct 20250.00%
26 Oct 20250.00%
27 Oct 20250.00%
28 Oct 20250.00%
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30 Oct 20250.00%
31 Oct 20250.00%
1 Nov 20250.00%
2 Nov 20250.00%
3 Nov 20250.00%
4 Nov 20250.00%
5 Nov 20250.00%
6 Nov 20250.00%
7 Nov 20250.00%
8 Nov 20250.00%
9 Nov 20250.00%
10 Nov 20250.00%
11 Nov 20250.00%
12 Nov 20250.00%
13 Nov 20250.00%
14 Nov 20250.00%
15 Nov 2025-1.11%
16 Nov 20252.09%
17 Nov 20250.00%
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19 Nov 20250.00%
20 Nov 20250.00%
21 Nov 20250.00%
22 Nov 20250.00%
23 Nov 20250.00%
24 Nov 20250.00%
25 Nov 20250.00%
26 Nov 20250.00%
27 Nov 20250.00%
28 Nov 20250.00%
29 Nov 20250.00%
30 Nov 20250.00%
1 Dec 20250.00%
2 Dec 20250.00%
3 Dec 20250.00%
4 Dec 20250.00%
5 Dec 20250.00%
6 Dec 20250.00%
7 Dec 20250.00%
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10 Dec 20250.00%
11 Dec 20250.00%
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13 Dec 20250.00%
14 Dec 20250.00%
15 Dec 20250.00%
16 Dec 20250.00%
17 Dec 20250.00%
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20 Dec 20250.00%
21 Dec 20250.00%
22 Dec 20250.00%
23 Dec 20250.00%
24 Dec 20250.00%
25 Dec 20250.00%
26 Dec 20250.00%
27 Dec 20250.00%
28 Dec 20250.00%
29 Dec 20250.00%
30 Dec 20250.00%
31 Dec 20250.00%
1 Jan 20260.00%
2 Jan 20260.00%
3 Jan 20261.17%
4 Jan 2026-1.19%
5 Jan 20260.00%
6 Jan 20260.00%
7 Jan 20260.00%
8 Jan 20260.05%
9 Jan 2026-1.39%
10 Jan 20260.00%
11 Jan 20260.00%
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20 Jan 20260.00%
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25 Jan 20260.00%
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27 Jan 20260.00%
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30 Jan 20260.00%
31 Jan 20260.00%
1 Feb 20260.00%
2 Feb 20260.00%
3 Feb 20265.15%
4 Feb 20260.00%
5 Feb 20260.00%
6 Feb 20260.00%
7 Feb 20260.00%
8 Feb 2026-0.27%
9 Feb 20262.08%
10 Feb 20260.00%
11 Feb 20260.00%
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20 Feb 20260.00%
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23 Feb 20260.00%
24 Feb 2026-0.44%
25 Feb 20260.00%
26 Feb 2026-0.06%
27 Feb 2026-1.28%
28 Feb 2026-1.74%
1 Mar 2026-0.35%
2 Mar 20260.00%
3 Mar 20260.00%
4 Mar 20260.00%
5 Mar 20260.00%
6 Mar 20260.00%
7 Mar 20260.00%
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11 Mar 20260.00%
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25 Mar 20260.00%
26 Mar 20260.00%
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28 Mar 20260.00%
29 Mar 20260.00%
30 Mar 20260.00%
31 Mar 20260.00%
1 Apr 20260.00%
2 Apr 20260.00%
3 Apr 20260.00%
4 Apr 20260.00%
5 Apr 20260.00%
6 Apr 20260.00%
7 Apr 20260.00%
8 Apr 2026-0.06%
9 Apr 2026-1.20%
10 Apr 20260.00%
11 Apr 20260.00%
12 Apr 20260.00%
13 Apr 20260.00%
14 Apr 20260.00%
15 Apr 20260.00%
16 Apr 20260.00%
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20 Apr 20260.00%
21 Apr 20260.00%
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23 Apr 20260.00%
24 Apr 20260.00%
25 Apr 20260.00%
26 Apr 20260.00%
27 Apr 20260.00%
28 Apr 20260.00%
29 Apr 20260.00%
30 Apr 20260.79%
1 May 20260.16%
2 May 20260.00%
3 May 20260.00%
4 May 20260.00%
5 May 20260.00%
6 May 20260.00%
7 May 20260.00%
8 May 20260.00%
9 May 20260.00%
10 May 20260.00%
11 May 20260.00%
12 May 20260.00%
13 May 20260.00%
14 May 20260.00%
15 May 20260.00%
16 May 20260.01%
17 May 2026-1.44%
18 May 20260.00%
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20 May 20260.00%
21 May 20260.00%
22 May 20260.00%
23 May 20260.00%
24 May 20260.00%
25 May 20260.00%
26 May 20260.00%
27 May 20260.00%
28 May 20260.00%
29 May 20261.53%
30 May 2026-0.95%
31 May 20260.02%
1 Jun 20260.00%
2 Jun 20260.00%
3 Jun 20260.00%
4 Jun 2026-3.54%
5 Jun 2026-0.29%
6 Jun 20260.00%
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10 Jun 20260.00%
11 Jun 20260.00%
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25 Jun 20260.00%
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30 Jun 20260.00%
1 Jul 20260.00%
2 Jul 20260.00%
3 Jul 20260.00%
4 Jul 20260.00%
5 Jul 20260.00%
6 Jul 20260.00%
7 Jul 20260.00%
8 Jul 20260.00%
9 Jul 20260.00%
10 Jul 20260.00%
11 Jul 20260.00%
12 Jul 20260.00%
13 Jul 20260.00%
14 Jul 20260.00%
15 Jul 20260.80%
16 Jul 2026-1.25%
17 Jul 20260.00%
18 Jul 20260.00%
19 Jul 20260.00%
20 Jul 20260.00%
21 Jul 20260.00%
22 Jul 20260.00%
23 Jul 20260.00%
24 Jul 20260.00%
25 Jul 20260.00%
26 Jul 20260.00%
27 Jul 20260.00%
28 Jul 20260.00%
29 Jul 20260.00%
30 Jul 20260.00%
31 Jul 20260.00%
1 Aug 20260.00%
2 Aug 20260.33%
3 Aug 20260.34%
4 Aug 20260.00%
5 Aug 20260.00%
6 Aug 20260.00%
7 Aug 20260.00%
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9 Aug 20260.00%
10 Aug 20260.00%
11 Aug 20260.00%
12 Aug 20260.00%
13 Aug 20260.00%
14 Aug 20260.00%
15 Aug 20260.00%
16 Aug 20260.00%
17 Aug 20260.00%
18 Aug 20260.00%
19 Aug 20260.00%
20 Aug 20267.94%
21 Aug 2026-0.09%
22 Aug 20260.00%
23 Aug 20260.00%
24 Aug 20260.00%
25 Aug 20260.00%
26 Aug 20260.00%
27 Aug 20260.00%
28 Aug 20260.00%
29 Aug 20260.00%
30 Aug 20260.00%
31 Aug 20260.00%
1 Sept 20260.00%
2 Sept 2026-0.11%
3 Sept 2026-1.59%
4 Sept 20260.00%
5 Sept 20260.00%
6 Sept 20260.00%
7 Sept 20260.00%
8 Sept 20260.00%
9 Sept 20260.00%
10 Sept 20260.00%
11 Sept 20260.00%
12 Sept 20260.00%
13 Sept 20260.00%
14 Sept 20260.00%
15 Sept 20260.00%
16 Sept 20260.00%
17 Sept 2026-0.23%
18 Sept 20260.62%
19 Sept 20260.97%
20 Sept 20260.52%
21 Sept 20260.00%

Trade outcome profile

Net-after-fee outcomes show both the distribution of completed trades and their chronological winning and losing runs.

Net expectancy0.51%79.25 USDT average net outcome
Outlier PnL0.62%+1,076.10 USDT from 10 outliers
Longest win / loss streak11 / 4winning / losing trades
Average win / loss streak2.50 / 1.9432 winning / 31 losing runs

Net outcome distribution

Completed trades grouped into 24 symmetric bins around zero.

2311.50Trade countAverage loss -2.01%Average win 2.41%-10.4%-5.2%0.0%5.2%10.4%Net return on peak exposure
Losing tradesWinning tradesDashed lines show the average loss and average win.

Return on peak exposure is the default view. Outliers keep the net-PnL IQR basis shown in the summary. Complete per-trade excursion evidence supports the return values.

Winning and losing streaks

One chronological bar per completed trade.

2,146.410-2,146.41Net PnL (USDT)13671105140Closed trades, earlier to later
Winning tradesLosing tradesEach bar is one completed trade. Count rises within each run. Breakeven resets it to zero.

Drawdown and underwater analysis

Raw account and flow-adjusted views stay separate, with observed and daily-close coverage shown explicitly.

ViewCurrent amountCurrent fractionMaximum amountMaximum fractionMaximum durationTime underwaterCompleted episodesCoverage
Raw, maximum observed2,100.61 USDT9.06%4,230.45 USDT22.40%499.63 d99.81%62complete; 1967/1967 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 h; maximum staleness 0 ms; maximum gap 1.00 h
Raw, daily close1,015.76 USDT4.59%2,713.33 USDT14.35%486.00 d82.87%22complete; 1967/1967 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 h; maximum staleness 0 ms; maximum gap 1.00 h
Growth, maximum observed0.219.06%0.4222.40%499.63 d99.81%62complete; 1967/1967 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 h; maximum staleness 0 ms; maximum gap 1.00 h
Growth, daily close0.104.59%0.2714.35%486.00 d82.87%22complete; 1967/1967 expected marks; 0 missing; expected cadence 1.00 d; observed median 1.00 h; maximum staleness 0 ms; maximum gap 1.00 h

Raw maximum-observed episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
9 May 2025, 09:00, UTC4 Jun 2026, 02:00, UTCnot recoveredunrecovered4,230.45 USDT18.24%499.63 dn/a

Completed episode summary

Completed episodes62
Average / median depth amount398.66 USDT / 166.21 USDT
Average / median depth2.74% / 1.19%
Average / maximum recovery time12.59 d / 348.33 d
Mean depth while underwater7.43%

Deepest observed episodes

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
17 May 2021, 09:00, UTC20 May 2021, 01:00, UTC23 Jun 2021, 02:00, UTCcompleted2,475.32 USDT22.40%36.71 d34.04 d
9 May 2025, 09:00, UTC4 Jun 2026, 02:00, UTCnot recoveredunrecovered4,230.45 USDT18.24%499.63 dn/a
8 Nov 2022, 17:00, UTC13 Jan 2023, 17:00, UTC28 Dec 2023, 01:00, UTCcompleted2,471.83 USDT17.67%414.33 d348.33 d
6 Dec 2024, 20:00, UTC3 Feb 2025, 05:00, UTC23 Apr 2025, 03:00, UTCcompleted3,151.63 USDT16.62%137.29 d78.92 d
10 May 2022, 13:00, UTC10 Aug 2022, 19:00, UTC8 Nov 2022, 17:00, UTCcompleted2,122.57 USDT15.26%182.17 d89.92 d

Raw daily-close episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
23 May 2025, 00:00, UTC16 Jul 2026, 00:00, UTCnot recoveredunrecovered2,713.33 USDT12.27%486.00 dn/a

Completed episode summary

Completed episodes22
Average / median depth amount567.48 USDT / 147.54 USDT
Average / median depth4.04% / 1.00%
Average / maximum recovery time39.18 d / 354.00 d
Mean depth while underwater5.88%

Deepest observed episodes

PeakTroughRecoveryStateDepth amount (USDT)DepthDurationRecovery time
8 Nov 2022, 00:00, UTC17 Dec 2022, 00:00, UTC6 Dec 2023, 00:00, UTCcompleted1,939.77 USDT14.35%393.00 d354.00 d
23 May 2025, 00:00, UTC16 Jul 2026, 00:00, UTCnot recoveredunrecovered2,713.33 USDT12.27%486.00 dn/a
4 Jan 2025, 00:00, UTC27 Feb 2025, 00:00, UTC24 Apr 2025, 00:00, UTCcompleted2,240.59 USDT11.93%110.00 d56.00 d
19 May 2021, 00:00, UTC20 May 2021, 00:00, UTC10 Jun 2021, 00:00, UTCcompleted1,179.06 USDT11.19%22.00 d21.00 d
5 Jan 2022, 00:00, UTC23 Jan 2022, 00:00, UTC26 Apr 2022, 00:00, UTCcompleted1,387.54 USDT11.08%111.00 d93.00 d

Growth maximum-observed episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
9 May 2025, 09:00, UTC4 Jun 2026, 02:00, UTCnot recoveredunrecovered0.42304518.24%499.63 dn/a

Completed episode summary

Completed episodes62
Average / median depth amount0.04 / 0.02
Average / median depth2.74% / 1.19%
Average / maximum recovery time12.59 d / 348.33 d
Mean depth while underwater7.43%

Deepest observed episodes

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
17 May 2021, 09:00, UTC20 May 2021, 01:00, UTC23 Jun 2021, 02:00, UTCcompleted0.24753222.40%36.71 d34.04 d
9 May 2025, 09:00, UTC4 Jun 2026, 02:00, UTCnot recoveredunrecovered0.42304518.24%499.63 dn/a
8 Nov 2022, 17:00, UTC13 Jan 2023, 17:00, UTC28 Dec 2023, 01:00, UTCcompleted0.24718317.67%414.33 d348.33 d
6 Dec 2024, 20:00, UTC3 Feb 2025, 05:00, UTC23 Apr 2025, 03:00, UTCcompleted0.31516316.62%137.29 d78.92 d
10 May 2022, 13:00, UTC10 Aug 2022, 19:00, UTC8 Nov 2022, 17:00, UTCcompleted0.21225715.26%182.17 d89.92 d

Growth daily-close episodes

Current unrecovered episode

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
23 May 2025, 00:00, UTC16 Jul 2026, 00:00, UTCnot recoveredunrecovered0.27133312.27%486.00 dn/a

Completed episode summary

Completed episodes22
Average / median depth amount0.06 / 0.01
Average / median depth4.04% / 1.00%
Average / maximum recovery time39.18 d / 354.00 d
Mean depth while underwater5.88%

Deepest observed episodes

PeakTroughRecoveryStateDepth in growth unitsDepthDurationRecovery time
8 Nov 2022, 00:00, UTC17 Dec 2022, 00:00, UTC6 Dec 2023, 00:00, UTCcompleted0.19397714.35%393.00 d354.00 d
23 May 2025, 00:00, UTC16 Jul 2026, 00:00, UTCnot recoveredunrecovered0.27133312.27%486.00 dn/a
4 Jan 2025, 00:00, UTC27 Feb 2025, 00:00, UTC24 Apr 2025, 00:00, UTCcompleted0.22405911.93%110.00 d56.00 d
19 May 2021, 00:00, UTC20 May 2021, 00:00, UTC10 Jun 2021, 00:00, UTCcompleted0.11790611.19%22.00 d21.00 d
5 Jan 2022, 00:00, UTC23 Jan 2022, 00:00, UTC26 Apr 2022, 00:00, UTCcompleted0.13875411.08%111.00 d93.00 d

Risk and rolling metrics

Risk ratios use the declared utc-24x7-daily convention and 365 expected periods per year.

Risk metricValueObservations
Annualized volatility17.54%1,965
Annualized downside deviation11.07%1,965
Sharpe0.881,965
Sortino1.391,965
Calmar1.041,965
Omega1.551,965
Recovery factor7.731,965
K-ratio (kestner-2013-daily-v1)1.371,965
Ulcer index6.43%1,965
Skewness1.071,965
Excess kurtosis61.281,965
5% lower-tail return-0.06%1,965
5% expected shortfall-1.53%1,965
Tail ratio5.581,965

Trailing 30-day risk

Showing the latest 24 of 1936 windows. Algorithm: trailing-complete-daily-v1.

Period endNet returnAnnualized volatilitySharpeMaximum drawdown
29 Aug 2026, 00:00, UTC8.57%27.68%3.750.09%
30 Aug 2026, 00:00, UTC8.57%27.68%3.750.09%
31 Aug 2026, 00:00, UTC8.57%27.68%3.750.09%
1 Sept 2026, 00:00, UTC8.21%27.70%3.600.09%
2 Sept 2026, 00:00, UTC7.73%27.73%3.400.20%
3 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
4 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
5 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
6 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
7 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
8 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
9 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
10 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
11 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
12 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
13 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
14 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
15 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
16 Sept 2026, 00:00, UTC6.02%28.46%2.631.78%
17 Sept 2026, 00:00, UTC5.77%28.49%2.532.01%
18 Sept 2026, 00:00, UTC6.43%28.52%2.792.01%
19 Sept 2026, 00:00, UTC-0.44%7.04%-0.732.01%
20 Sept 2026, 00:00, UTC0.17%7.28%0.311.93%
21 Sept 2026, 00:00, UTC0.17%7.28%0.311.93%

Trailing one-year K-ratio

Month-end samples from complete trailing 365-day windows. Showing the latest 24 samples.

Period endK-ratio
31 Oct 2024, 00:00, UTC2.87
30 Nov 2024, 00:00, UTC2.80
31 Dec 2024, 00:00, UTC2.80
31 Jan 2025, 00:00, UTC2.54
28 Feb 2025, 00:00, UTC1.72
31 Mar 2025, 00:00, UTC0.91
30 Apr 2025, 00:00, UTC0.77
31 May 2025, 00:00, UTC0.92
30 Jun 2025, 00:00, UTC1.11
31 Jul 2025, 00:00, UTC1.17
31 Aug 2025, 00:00, UTC1.00
30 Sept 2025, 00:00, UTC0.91
31 Oct 2025, 00:00, UTC0.77
30 Nov 2025, 00:00, UTC0.78
31 Dec 2025, 00:00, UTC0.79
31 Jan 2026, 00:00, UTC0.70
28 Feb 2026, 00:00, UTC0.61
31 Mar 2026, 00:00, UTC0.31
30 Apr 2026, 00:00, UTC-0.12
31 May 2026, 00:00, UTC0.04
30 Jun 2026, 00:00, UTC-0.03
31 Jul 2026, 00:00, UTC-0.10
31 Aug 2026, 00:00, UTC-0.14
21 Sept 2026, 00:00, UTC-0.06

Trade analysis

Net-after-fee statistics are the headline view. Gross executed-price results remain available for comparison. Trade-ledger rows label activity wholly inside OOS and positions carried across the 7 Aug 2026 archive boundary.

Trade lifecycles on market candles

ETHUSDT 1h · 47,176 confirmed candles · 280 modeled fill markers · 140 lifecycles

Use the chart controls to filter or jump between trades. Use the arrow keys to pan, plus and minus to zoom, Home to show all candles, End to fit the selected trade, and Shift with the left or right arrow to select the previous or next trade.

Long lifecycle Short lifecycle Filled entry Hollow exit Average entry
No trade selected
No trade selectedChoose a marker or use Previous trade and Next trade.
Entry
Not available
Exit
Not available
Quantity
Not available
Duration
Not available
Gross PnL
Not available
Net PnL
Not available
Fees
Not available
Slippage
Not available
MAE
Not available
MFE
Not available
Exit reason
Not available
Fill cause
Not available
Fill sequence
Not available
Closed trades140
Open trades0
Net wins / losses / breakeven80 / 60 / 0
Net win rate57.14%
Net profit / loss29,960.19 USDT / -18,864.69 USDT
Net expectancy79.25 USDT
Net profit factor1.59
Net average win / loss374.50 USDT / -314.41 USDT
Net median win / loss244.40 USDT / -194.06 USDT
Net payoff ratio1.19
Best / worst net trade2,146.41 USDT / -1,448.78 USDT
Maximum win / loss streak11 / 4
Gross wins / losses / breakeven83 / 57 / 0
Gross win rate59.29%
Gross profit / loss31,425.65 USDT / -17,776.43 USDT
Gross expectancy97.49 USDT
Gross profit factor1.77
Gross average win / loss378.62 USDT / -311.87 USDT
Gross median win / loss258.22 USDT / -200.85 USDT
Gross payoff ratio1.21
Best / worst gross trade2,170.61 USDT / -1,433.43 USDT
Average / median holding time16.00 h / 16.00 h
P90 / maximum holding time16.00 h / 16.00 h
Exposure4.75%
Maximum gross exposure23,197.67 USDT
Partial fills0
Worst MAE amount / fraction-2,695.54 USDT / 17.90%
Best MFE amount / fraction2,174.86 USDT / 10.23%
Trade ledger (140 rows)
Time / tradeRangeStatusSideQuantityEntryExitExit reasonPartial fillsGross PnLNet after feesFeesSlippageMAE amount / fractionMFE amount / fractionHolding time
Closed 7 May 2021, 00:00, UTC · …8b04609bf9Archiveclosedlong2.90003,440.693,489.35exit0141.13129.0712.06N/A-20.12 / 0.20%326.86 / 3.17%16.00 h
Closed 17 May 2021, 20:00, UTC · …85b0372935Archiveclosedlong3.12003,245.553,380.62exit0421.43409.0312.40N/A-134.16 / 1.21%926.02 / 8.38%16.00 h
Closed 20 May 2021, 08:00, UTC · …02608b7a80Archiveclosedlong3.83002,748.702,714.71exit0-130.19-142.7512.55N/A-1,958.09 / 17.90%412.68 / 3.77%16.00 h
Closed 10 Jun 2021, 04:00, UTC · …dc5d7d43e9Archiveclosedlong4.10002,532.312,563.14exit0126.41113.8712.53N/A-321.88 / 3.01%315.88 / 2.95%16.00 h
Closed 23 Jun 2021, 04:00, UTC · …0928a66fedArchiveclosedlong5.63001,864.772,010.95exit0822.96809.8713.09N/A-781.85 / 6.90%825.23 / 7.29%16.00 h
Closed 1 Sept 2021, 04:00, UTC · …a81fa6640eArchiveclosedlong3.30003,430.693,442.61exit039.3525.7413.61N/A-212.97 / 1.87%41.63 / 0.37%16.00 h
Closed 2 Sept 2021, 12:00, UTC · …ab3d733031Archiveclosedlong3.05003,715.443,766.20exit0154.80141.1113.69N/A0.00 / 0.00%349.55 / 2.99%16.00 h
Closed 22 Sept 2021, 20:00, UTC · …473fd9b7b0Archiveclosedlong4.00002,868.373,023.85exit0621.89607.7414.14N/A-107.89 / 0.89%697.31 / 5.73%16.00 h
Closed 2 Oct 2021, 04:00, UTC · …363ca08e54Archiveclosedlong3.73003,236.903,268.70exit0118.61104.0514.56N/A-130.17 / 1.05%320.98 / 2.59%16.00 h
Closed 15 Oct 2021, 04:00, UTC · …9b1019d420Archiveclosedlong3.26003,740.653,824.04exit0271.84257.0514.80N/A-5.21 / 0.04%312.31 / 2.50%16.00 h
Closed 21 Oct 2021, 20:00, UTC · …99993849aaArchiveclosedlong2.97004,192.144,083.88exit0-321.52-336.2714.75N/A-424.97 / 3.31%372.18 / 2.90%16.00 h
Closed 30 Oct 2021, 08:00, UTC · …8b9a0e5ae2Archiveclosedlong2.72004,445.894,351.43exit0-256.93-271.2914.36N/A-286.52 / 2.37%0.00 / 0.00%16.00 h
Closed 16 Nov 2021, 20:00, UTC · …c13a5e6ac9Archiveclosedlong2.74004,310.964,264.95exit0-126.08-140.1814.10N/A-229.78 / 1.93%94.77 / 0.80%16.00 h
Closed 26 Nov 2021, 08:00, UTC · …6041d98b25Archiveclosedlong2.61004,480.804,341.13exit0-364.52-378.3413.82N/A-364.52 / 3.09%116.68 / 0.99%16.00 h
Closed 1 Dec 2021, 04:00, UTC · …dfb670e498Archiveclosedlong2.46004,598.674,759.00exit0394.41380.6013.81N/A-92.67 / 0.79%396.75 / 3.39%16.00 h
Closed 5 Dec 2021, 00:00, UTC · …a435fd69abArchiveclosedlong3.00003,895.834,116.63exit0662.39647.9714.42N/A-78.24 / 0.63%664.86 / 5.38%16.00 h
Closed 16 Dec 2021, 16:00, UTC · …3c8daa2197Archiveclosedlong3.07004,020.304,079.83exit0182.76167.8414.92N/A-116.67 / 0.93%185.26 / 1.48%16.00 h
Closed 6 Jan 2022, 16:00, UTC · …a567a7f70dArchiveclosedlong3.53003,538.913,395.42exit0-506.51-521.2014.69N/A-817.05 / 6.54%0.00 / 0.00%16.00 h
Closed 22 Jan 2022, 16:00, UTC · …89c6d74998Archiveclosedlong4.67002,567.612,385.07exit0-852.46-866.3413.88N/A-852.46 / 7.00%184.17 / 1.51%16.00 h
Closed 23 Feb 2022, 00:00, UTC · …04e7ea1d1cArchiveclosedlong4.43002,512.852,635.27exit0542.32528.6413.68N/A0.00 / 0.00%574.12 / 4.90%16.00 h
Closed 25 Feb 2022, 08:00, UTC · …9fbe4a8ec5Archiveclosedlong4.75002,453.642,612.48exit0754.47740.0414.44N/A-101.61 / 0.81%921.31 / 7.33%16.00 h
Closed 18 Mar 2022, 08:00, UTC · …ae2d41fa0fArchiveclosedlong4.43002,798.462,790.69exit0-34.41-49.2714.86N/A-115.00 / 0.92%116.91 / 0.93%16.00 h
Closed 9 Apr 2022, 12:00, UTC · …abcd1cc9d4Archiveclosedlong3.81003,238.953,207.96exit0-118.07-132.8114.74N/A-194.87 / 1.57%40.39 / 0.33%16.00 h
Closed 26 Apr 2022, 00:00, UTC · …387487945dArchiveclosedlong4.35002,810.163,005.55exit0849.93834.7515.18N/A-18.76 / 0.14%880.17 / 6.72%16.00 h
Closed 1 May 2022, 16:00, UTC · …151a999c1aArchiveclosedlong4.79002,725.552,803.24exit0372.16356.2715.89N/A0.00 / 0.00%374.84 / 2.79%16.00 h
Closed 6 May 2022, 16:00, UTC · …da39e14caaArchiveclosedlong4.88002,746.002,686.11exit0-292.25-308.1515.91N/A-400.89 / 2.99%19.04 / 0.14%16.00 h
Closed 10 May 2022, 20:00, UTC · …afbb5acea1Archiveclosedlong5.69002,300.412,352.93exit0298.83282.9515.89N/A0.00 / 0.00%812.48 / 5.84%16.00 h
Closed 27 May 2022, 04:00, UTC · …9d986e2829Archiveclosedlong7.37001,815.711,767.15exit0-357.94-373.7815.84N/A-542.53 / 3.91%490.38 / 3.53%16.00 h
Closed 11 Jun 2022, 12:00, UTC · …56e5fbca5aArchiveclosedlong7.80001,667.481,574.73exit0-723.44-738.6115.17N/A-738.14 / 5.64%85.93 / 0.66%16.00 h
Closed 13 Jun 2022, 00:00, UTC · …e792c6ec4dArchiveclosedlong8.35001,470.591,433.96exit0-305.87-320.4214.55N/A-305.87 / 2.40%456.79 / 3.59%16.00 h
Closed 11 Aug 2022, 08:00, UTC · …e0581b4918Archiveclosedlong6.51001,837.071,877.07exit0260.45245.9414.51N/A-160.91 / 1.30%444.19 / 3.58%16.00 h
Closed 1 Sept 2022, 08:00, UTC · …1cba7e30d9Archiveclosedlong7.82001,559.811,543.64exit0-126.45-141.0214.56N/A-126.45 / 1.02%147.70 / 1.20%16.00 h
Closed 2 Sept 2022, 08:00, UTC · …b190ea37d2Archiveclosedlong7.85001,535.311,592.93exit0452.35437.6214.73N/A0.00 / 0.00%467.81 / 3.74%16.00 h
Closed 10 Sept 2022, 00:00, UTC · …c8aad18429Archiveclosedlong7.33001,704.391,717.06exit092.8477.7915.05N/A-73.60 / 0.58%164.99 / 1.30%16.00 h
Closed 26 Oct 2022, 08:00, UTC · …186687c5ceArchiveclosedlong8.93001,407.481,514.55exit0956.10940.4415.66N/A0.00 / 0.00%958.80 / 7.09%16.00 h
Closed 9 Nov 2022, 00:00, UTC · …cb9dae3dc0Archiveclosedlong9.06001,491.501,333.28exit0-1,433.43-1,448.7815.36N/A-1,649.81 / 11.79%482.01 / 3.44%16.00 h
Closed 14 Dec 2022, 08:00, UTC · …7720cc47b5Archiveclosedlong9.12001,323.461,322.09exit0-12.58-27.0514.48N/A-142.86 / 1.18%14.46 / 0.12%16.00 h
Closed 17 Dec 2022, 04:00, UTC · …e6df3cdf2eArchiveclosedlong9.93001,212.591,174.77exit0-375.63-389.8514.22N/A-456.71 / 3.79%16.96 / 0.14%16.00 h
Closed 29 Dec 2022, 16:00, UTC · …f8c7a3756dArchiveclosedlong9.79001,190.291,201.06exit0105.4691.4114.05N/A0.00 / 0.00%114.66 / 0.97%16.00 h
Closed 31 Dec 2022, 08:00, UTC · …483661119eArchiveclosedlong9.82001,195.341,197.31exit019.365.2614.10N/A-13.15 / 0.11%45.28 / 0.38%16.00 h
Closed 4 Jan 2023, 20:00, UTC · …958416263aArchiveclosedlong9.39001,250.751,253.70exit027.6913.5814.11N/A-30.52 / 0.26%98.12 / 0.83%16.00 h
Closed 13 Jan 2023, 12:00, UTC · …4ccad159c4Archiveclosedlong8.25001,425.181,408.77exit0-135.44-149.4714.03N/A-164.05 / 1.39%60.76 / 0.51%16.00 h
Closed 14 Jan 2023, 08:00, UTC · …a049055bc1Archiveclosedlong8.17001,421.031,553.69exit01,083.791,069.2114.58N/A-86.06 / 0.68%1,127.18 / 8.85%16.00 h
Closed 2 Feb 2023, 20:00, UTC · …7046d3d429Archiveclosedlong7.58001,671.481,675.18exit028.0512.8315.22N/A-112.44 / 0.87%230.78 / 1.79%16.00 h
Closed 17 Feb 2023, 08:00, UTC · …8bd775cb7cArchiveclosedlong7.35001,725.481,652.61exit0-535.56-550.4614.90N/A-642.13 / 5.06%0.00 / 0.00%16.00 h
Closed 4 Mar 2023, 12:00, UTC · …13f13fc723Archiveclosedlong7.75001,565.421,568.26exit021.967.3914.57N/A-52.72 / 0.43%62.91 / 0.52%16.00 h
Closed 5 Mar 2023, 16:00, UTC · …c9e0ff9d57Archiveclosedlong7.75001,566.461,568.11exit012.73-1.8414.58N/A-11.34 / 0.09%112.66 / 0.92%16.00 h
Closed 8 Mar 2023, 12:00, UTC · …33a4bbc2b0Archiveclosedlong7.83001,550.671,556.35exit044.4629.8714.60N/A-22.32 / 0.18%129.04 / 1.05%16.00 h
Closed 9 Mar 2023, 16:00, UTC · …5714fa1ad3Archiveclosedlong7.95001,532.021,533.19exit09.36-5.2614.62N/A-3.07 / 0.03%80.24 / 0.65%16.00 h
Closed 11 Mar 2023, 00:00, UTC · …6ec7a387b8Archiveclosedlong8.62001,411.471,425.72exit0122.86108.1814.67N/A-280.60 / 2.28%125.32 / 1.02%16.00 h
Closed 5 Apr 2023, 12:00, UTC · …7ad4a2b9d3Archiveclosedlong6.57001,868.791,913.27exit0292.19277.2814.91N/A-24.20 / 0.19%294.71 / 2.34%16.00 h
Closed 14 Apr 2023, 04:00, UTC · …08ab4c3b17Archiveclosedlong6.32001,984.712,108.95exit0785.20769.6815.52N/A0.00 / 0.00%839.82 / 6.28%16.00 h
Closed 12 May 2023, 20:00, UTC · …c9d820f7a9Archiveclosedlong7.56001,762.311,789.05exit0202.15186.0416.11N/A-115.53 / 0.85%204.86 / 1.51%16.00 h
Closed 7 Jun 2023, 12:00, UTC · …96da4109dbArchiveclosedlong7.14001,891.361,869.37exit0-157.02-173.1316.11N/A-288.23 / 2.13%0.00 / 0.00%16.00 h
Closed 15 Jun 2023, 16:00, UTC · …0636b17872Archiveclosedlong8.08001,650.331,640.86exit0-76.50-92.4615.96N/A-120.72 / 0.90%34.10 / 0.26%16.00 h
Closed 17 Jun 2023, 12:00, UTC · …deea8550a3Archiveclosedlong7.69001,722.261,737.49exit0117.10101.1415.96N/A-56.32 / 0.42%280.42 / 2.07%16.00 h
Closed 22 Jun 2023, 12:00, UTC · …9964f2bc5eArchiveclosedlong7.09001,882.051,885.29exit023.026.9916.03N/A-53.79 / 0.39%334.74 / 2.45%16.00 h
Closed 3 Jul 2023, 20:00, UTC · …4496f494eeArchiveclosedlong6.85001,948.651,966.49exit0122.18106.0916.09N/A-23.49 / 0.17%147.55 / 1.09%16.00 h
Closed 3 Aug 2023, 12:00, UTC · …2389679272Archiveclosedlong7.31001,841.731,836.85exit0-35.64-51.7816.13N/A-71.99 / 0.53%20.70 / 0.15%16.00 h
Closed 4 Aug 2023, 12:00, UTC · …1a5c311026Archiveclosedlong7.26001,845.751,833.33exit0-90.14-106.1616.03N/A-98.66 / 0.74%0.00 / 0.00%16.00 h
Closed 17 Aug 2023, 20:00, UTC · …6647dd3080Archiveclosedlong7.40001,798.471,737.46exit0-451.45-467.1515.70N/A-468.42 / 3.51%29.45 / 0.22%16.00 h
Closed 18 Aug 2023, 16:00, UTC · …f46a601152Archiveclosedlong7.63001,680.931,659.56exit0-163.04-178.3315.29N/A-163.04 / 1.26%103.80 / 0.80%16.00 h
Closed 13 Sept 2023, 12:00, UTC · …249e65f17dArchiveclosedlong7.92001,597.731,603.41exit044.9829.7715.21N/A-113.57 / 0.89%47.52 / 0.37%16.00 h
Closed 29 Sept 2023, 08:00, UTC · …2f2a2d2823Archiveclosedlong7.68001,651.841,685.46exit0258.22242.8415.38N/A-20.28 / 0.16%260.81 / 2.01%16.00 h
Closed 24 Oct 2023, 16:00, UTC · …fc6fe2628dArchiveclosedlong7.32001,766.821,777.17exit075.7760.2115.57N/A0.00 / 0.00%580.38 / 4.29%16.00 h
Closed 5 Nov 2023, 20:00, UTC · …b24b474c4fArchiveclosedlong6.87001,890.381,889.18exit0-8.22-23.8015.58N/A-126.74 / 0.97%78.88 / 0.60%16.00 h
Closed 10 Nov 2023, 08:00, UTC · …8230e68e14Archiveclosedlong6.35002,040.142,104.39exit0407.99392.2015.79N/A-243.45 / 1.80%603.20 / 4.45%16.00 h
Closed 25 Nov 2023, 08:00, UTC · …de3bbc2df2Archiveclosedlong6.31002,117.882,088.88exit0-183.00-198.9315.93N/A-271.92 / 2.03%0.00 / 0.00%16.00 h
Closed 5 Dec 2023, 04:00, UTC · …964e1bab90Archiveclosedlong5.87002,239.612,231.92exit0-45.11-60.8615.75N/A-156.72 / 1.18%86.07 / 0.65%16.00 h
Closed 6 Dec 2023, 00:00, UTC · …9a225ee612Archiveclosedlong5.95002,201.062,294.28exit0554.66538.6216.05N/A-17.79 / 0.13%557.40 / 4.08%16.00 h
Closed 28 Dec 2023, 08:00, UTC · …30915e277dArchiveclosedlong5.81002,346.022,383.36exit0216.97200.4816.49N/A0.00 / 0.00%520.41 / 3.68%16.00 h
Closed 11 Jan 2024, 16:00, UTC · …968dd0c443Archiveclosedlong5.35002,585.982,614.48exit0152.47135.7816.69N/A-94.25 / 0.66%524.48 / 3.65%16.00 h
Closed 25 Jan 2024, 12:00, UTC · …fd91657408Archiveclosedlong6.31002,213.142,230.92exit0112.2095.3716.83N/A-83.12 / 0.59%156.72 / 1.11%16.00 h
Closed 15 Feb 2024, 16:00, UTC · …0eafa77acbArchiveclosedlong5.06002,777.272,828.62exit0259.88242.8617.02N/A-19.00 / 0.13%395.21 / 2.74%16.00 h
Closed 17 Feb 2024, 08:00, UTC · …c75aca7dfdArchiveclosedlong5.15002,777.492,796.41exit097.4680.2417.22N/A-69.24 / 0.48%136.81 / 0.95%16.00 h
Closed 16 Mar 2024, 04:00, UTC · …0e00930e6cArchiveclosedlong3.89003,693.383,737.25exit0170.67153.3317.34N/A-239.46 / 1.62%376.87 / 2.56%16.00 h
Closed 17 Mar 2024, 16:00, UTC · …d72a5d9f01Archiveclosedlong4.12003,525.933,628.29exit0421.76404.0817.69N/A-338.97 / 2.27%424.75 / 2.84%16.00 h
Closed 22 Mar 2024, 08:00, UTC · …d49c09dbf4Archiveclosedlong4.27003,500.653,513.50exit054.8636.8917.97N/A-328.96 / 2.18%144.33 / 0.96%16.00 h
Closed 15 Apr 2024, 12:00, UTC · …4924c60f67Archiveclosedlong4.87003,072.553,227.03exit0752.32733.9118.41N/A-43.51 / 0.27%907.45 / 5.72%16.00 h
Closed 28 Apr 2024, 20:00, UTC · …df43d8fd5cArchiveclosedlong4.75003,307.673,313.88exit029.4810.6118.87N/A-107.69 / 0.68%164.30 / 1.03%16.00 h
Closed 1 May 2024, 04:00, UTC · …ed928ff179Archiveclosedlong5.23003,005.923,002.16exit0-19.67-38.5318.85N/A-415.42 / 2.63%69.66 / 0.44%16.00 h
Closed 2 May 2024, 00:00, UTC · …d118d41407Archiveclosedlong5.47002,867.772,970.29exit0560.74541.5819.16N/A-37.11 / 0.23%663.05 / 4.06%16.00 h
Closed 18 May 2024, 08:00, UTC · …06ca46b25dArchiveclosedlong5.21003,111.713,100.77exit0-57.01-76.4319.42N/A-143.49 / 0.88%12.02 / 0.07%16.00 h
Closed 21 May 2024, 16:00, UTC · …738541e685Archiveclosedlong4.40003,667.063,778.33exit0489.59469.9419.66N/A-80.75 / 0.48%571.68 / 3.42%16.00 h
Closed 8 Jun 2024, 12:00, UTC · …fb6c53ad27Archiveclosedlong4.50003,689.423,683.08exit0-28.51-48.4119.91N/A-40.58 / 0.24%96.67 / 0.58%16.00 h
Closed 13 Jun 2024, 12:00, UTC · …a5f82bec61Archiveclosedlong4.70003,527.673,494.22exit0-157.19-176.9919.80N/A-182.43 / 1.09%199.72 / 1.19%16.00 h
Closed 25 Jun 2024, 04:00, UTC · …096696e5d3Archiveclosedlong4.94003,319.663,369.33exit0245.33225.5119.83N/A-306.79 / 1.84%248.66 / 1.49%16.00 h
Closed 4 Jul 2024, 04:00, UTC · …6818a4e9feArchiveclosedlong5.03003,306.113,241.06exit0-327.20-346.9619.76N/A-495.21 / 2.97%49.74 / 0.30%16.00 h
Closed 25 Jul 2024, 16:00, UTC · …e00d0bafe5Archiveclosedlong4.88003,335.133,139.95exit0-952.45-971.4118.96N/A-952.45 / 5.85%0.00 / 0.00%16.00 h
Closed 26 Jul 2024, 20:00, UTC · …7568500759Archiveclosedlong4.73003,236.173,271.85exit0168.76150.2918.47N/A0.00 / 0.00%171.85 / 1.11%16.00 h
Closed 5 Aug 2024, 20:00, UTC · …19477ecb24Archiveclosedlong6.68002,312.112,403.06exit0607.53588.6318.90N/A-570.35 / 3.46%1,043.27 / 6.33%16.00 h
Closed 28 Aug 2024, 16:00, UTC · …ead63fdc89Archiveclosedlong6.53002,456.492,494.11exit0245.66226.2619.40N/A-136.55 / 0.82%542.77 / 3.27%16.00 h
Closed 29 Aug 2024, 16:00, UTC · …4a11704f21Archiveclosedlong6.44002,527.842,573.87exit0296.43276.7219.71N/A-44.79 / 0.27%299.75 / 1.81%16.00 h
Closed 31 Aug 2024, 08:00, UTC · …9f30a62721Archiveclosedlong6.76002,447.802,519.10exit0481.97461.8220.15N/A0.00 / 0.00%588.46 / 3.43%16.00 h
Closed 20 Sept 2024, 20:00, UTC · …f8f43d45fbArchiveclosedlong6.75002,520.242,539.35exit0128.98108.4920.49N/A0.00 / 0.00%287.12 / 1.66%16.00 h
Closed 3 Oct 2024, 04:00, UTC · …73c4ca7a7cArchiveclosedlong6.97002,454.282,397.87exit0-393.18-413.4720.29N/A-638.95 / 3.73%35.05 / 0.20%16.00 h
Closed 15 Oct 2024, 00:00, UTC · …9ace43a297Archiveclosedlong6.59002,535.502,628.47exit0612.72592.3020.42N/A-75.90 / 0.43%751.41 / 4.30%16.00 h
Closed 7 Nov 2024, 00:00, UTC · …abc98e7ae5Archiveclosedlong6.66002,596.242,723.19exit0845.46824.2021.26N/A0.00 / 0.00%939.67 / 5.15%16.00 h
Closed 9 Nov 2024, 08:00, UTC · …dd420644b2Archiveclosedlong6.16002,939.233,031.79exit0570.21548.1422.07N/A-193.90 / 1.03%635.54 / 3.39%16.00 h
Closed 22 Nov 2024, 12:00, UTC · …09936f74acArchiveclosedlong5.57003,350.593,347.32exit0-18.21-40.6022.38N/A-174.17 / 0.92%242.57 / 1.28%16.00 h
Closed 7 Dec 2024, 08:00, UTC · …89e09243baArchiveclosedlong4.66003,998.033,988.09exit0-46.31-68.6422.33N/A-77.73 / 0.41%340.88 / 1.80%16.00 h
Closed 4 Jan 2025, 08:00, UTC · …fa4305a1d6Archiveclosedlong5.20003,564.803,592.39exit0143.46121.1322.33N/A0.00 / 0.00%299.09 / 1.59%16.00 h
Closed 8 Jan 2025, 12:00, UTC · …1d48de5b9dArchiveclosedlong5.52003,384.263,347.87exit0-200.85-223.1522.30N/A-426.07 / 2.26%142.49 / 0.76%16.00 h
Closed 21 Jan 2025, 00:00, UTC · …c460d5db8dArchiveclosedlong5.45003,383.813,283.14exit0-548.62-570.4221.80N/A-548.62 / 2.97%50.81 / 0.27%16.00 h
Closed 28 Jan 2025, 00:00, UTC · …02895b69cdArchiveclosedlong5.83003,069.443,180.53exit0647.65625.7921.86N/A-190.20 / 1.03%651.36 / 3.51%16.00 h
Closed 3 Feb 2025, 16:00, UTC · …f88cbabf9fArchiveclosedlong6.45002,869.182,698.38exit0-1,101.68-1,123.2321.55N/A-2,695.54 / 14.57%0.00 / 0.00%16.00 h
Closed 25 Feb 2025, 20:00, UTC · …f6fed683ccArchiveclosedlong6.97002,494.432,470.90exit0-164.03-184.7920.76N/A-896.47 / 5.13%74.80 / 0.43%16.00 h
Closed 27 Feb 2025, 08:00, UTC · …d4cecca1ecArchiveclosedlong7.09002,427.782,354.87exit0-516.91-537.2520.35N/A-973.07 / 5.65%0.00 / 0.00%16.00 h
Closed 4 Apr 2025, 08:00, UTC · …8fcc67ff9fArchiveclosedlong9.35001,782.071,816.44exit0321.36301.1720.19N/A-90.85 / 0.53%324.76 / 1.91%16.00 h
Closed 5 Apr 2025, 08:00, UTC · …1a1e840135Archiveclosedlong9.46001,794.571,811.94exit0164.31143.8420.47N/A0.00 / 0.00%261.58 / 1.52%16.00 h
Closed 8 Apr 2025, 00:00, UTC · …27729665f4Archiveclosedlong11.72001,459.951,552.02exit01,079.031,057.8521.18N/A0.00 / 0.00%1,385.28 / 7.49%16.00 h
Closed 23 Apr 2025, 08:00, UTC · …2a05ff90ecArchiveclosedlong10.67001,702.711,790.71exit0938.97916.6122.36N/A-123.88 / 0.64%1,210.83 / 6.25%16.00 h
Closed 8 May 2025, 20:00, UTC · …efabe3a0b9Archiveclosedlong10.04001,900.582,116.78exit02,170.612,146.4124.20N/A-74.40 / 0.35%2,174.86 / 10.23%16.00 h
Closed 9 May 2025, 16:00, UTC · …18bad8d9aeArchiveclosedlong9.62002,206.862,300.01exit0896.09870.0826.01N/A-64.75 / 0.28%1,967.66 / 8.48%16.00 h
Closed 23 May 2025, 20:00, UTC · …9afd9f99b6Archiveclosedlong8.12002,721.672,559.19exit0-1,319.39-1,345.1225.73N/A-1,412.67 / 6.39%0.00 / 0.00%16.00 h
Closed 3 Jul 2025, 12:00, UTC · …001d32c6f4Archiveclosedlong7.97002,604.162,595.90exit0-65.83-90.7024.87N/A-350.21 / 1.69%0.00 / 0.00%16.00 h
Closed 3 Aug 2025, 00:00, UTC · …567ddee1b8Archiveclosedlong5.87003,518.393,392.02exit0-741.80-766.1424.34N/A-803.98 / 3.89%0.00 / 0.00%16.00 h
Closed 14 Aug 2025, 12:00, UTC · …cf443ce1dfArchiveclosedlong4.20004,740.004,718.58exit0-89.97-113.8123.84N/A-138.59 / 0.69%152.85 / 0.76%16.00 h
Closed 13 Sept 2025, 12:00, UTC · …17615f9dc9Archiveclosedlong4.25004,656.584,716.93exit0256.47232.5723.90N/A-36.34 / 0.18%414.67 / 2.05%16.00 h
Closed 11 Oct 2025, 16:00, UTC · …0ffb3a3937Archiveclosedlong5.23003,824.533,822.17exit0-12.39-36.3924.00N/A-489.03 / 2.44%78.01 / 0.39%16.00 h
Closed 15 Nov 2025, 04:00, UTC · …226ed94ef7Archiveclosedlong6.36003,143.623,177.41exit0214.94190.8224.12N/A-210.25 / 1.02%552.06 / 2.69%16.00 h
Closed 3 Jan 2026, 08:00, UTC · …16a14e3529Archiveclosedlong6.54003,085.603,088.46exit018.74-5.4924.23N/A0.00 / 0.00%306.03 / 1.49%16.00 h
Closed 8 Jan 2026, 08:00, UTC · …06241e5916Archiveclosedlong6.37003,163.943,125.26exit0-246.38-270.4224.04N/A-383.87 / 1.90%64.38 / 0.32%16.00 h
Closed 3 Feb 2026, 00:00, UTC · …09a5c74913Archiveclosedlong8.93002,227.502,345.05exit01,049.771,025.2724.50N/A0.00 / 0.00%1,278.01 / 6.04%16.00 h
Closed 8 Feb 2026, 12:00, UTC · …a7e44215e7Archiveclosedlong10.01002,090.252,130.63exit0404.26378.9125.35N/A-127.11 / 0.60%408.53 / 1.92%16.00 h
Closed 23 Feb 2026, 20:00, UTC · …6ce5116ea5Archiveclosedlong11.44001,861.661,855.75exit0-67.65-93.1725.52N/A-67.65 / 0.31%677.45 / 3.08%16.00 h
Closed 26 Feb 2026, 16:00, UTC · …6a6056f24aArchiveclosedlong10.31002,057.212,032.15exit0-258.35-283.6425.30N/A-258.35 / 1.21%177.52 / 0.83%16.00 h
Closed 28 Feb 2026, 04:00, UTC · …c69387cd26Archiveclosedlong10.67001,961.401,922.84exit0-411.51-436.3824.87N/A-473.24 / 2.26%8.30 / 0.04%16.00 h
Closed 8 Apr 2026, 16:00, UTC · …bf756af02bArchiveclosedlong9.15002,239.602,214.16exit0-232.78-257.2324.45N/A-414.84 / 2.01%145.96 / 0.71%16.00 h
Closed 30 Apr 2026, 12:00, UTC · …e7aca766beArchiveclosedlong9.06002,232.912,256.81exit0216.55192.1524.41N/A0.00 / 0.00%347.39 / 1.69%16.00 h
Closed 16 May 2026, 08:00, UTC · …4ad1060f78Archiveclosedlong9.19002,222.112,192.99exit0-267.64-291.9924.34N/A-267.64 / 1.31%60.34 / 0.29%16.00 h
Closed 28 May 2026, 20:00, UTC · …aa3c9c1035Archiveclosedlong10.17001,980.762,013.46exit0332.57308.2024.37N/A-35.15 / 0.17%441.72 / 2.15%16.00 h
Closed 30 May 2026, 08:00, UTC · …82a48c26b1Archiveclosedlong10.06002,031.312,014.93exit0-164.78-189.2024.42N/A-229.13 / 1.12%83.84 / 0.41%16.00 h
Closed 4 Jun 2026, 04:00, UTC · …26909b0d9bArchiveclosedlong10.79001,877.711,808.21exit0-749.87-773.7423.86N/A-1,281.70 / 6.33%0.00 / 0.00%16.00 h
Closed 15 Jul 2026, 08:00, UTC · …c37d9e670cArchiveclosedlong10.39001,874.861,868.66exit0-64.51-87.8523.34N/A-118.50 / 0.60%168.47 / 0.86%16.00 h
Closed 2 Aug 2026, 12:00, UTC · …a20c37df53Archiveclosedlong10.56001,836.701,851.23exit0153.46130.1023.37N/A0.00 / 0.00%458.86 / 2.31%16.00 h
Closed 20 Aug 2026, 08:00, UTC · …638cbeb0e2OOS tradeclosedlong9.36002,085.362,251.66exit01,556.591,532.2424.36N/A0.00 / 0.00%1,877.83 / 8.78%16.00 h
Closed 2 Sept 2026, 12:00, UTC · …ae5e802e8aOOS tradeclosedlong8.71002,418.342,380.18exit0-332.37-357.4525.08N/A-409.23 / 1.94%27.75 / 0.13%16.00 h
Closed 17 Sept 2026, 04:00, UTC · …0e5db02606OOS tradeclosedlong8.55002,421.742,434.02exit0104.9880.0724.91N/A-278.42 / 1.34%109.15 / 0.52%16.00 h
Closed 19 Sept 2026, 08:00, UTC · …8a4d3aa4e5OOS tradeclosedlong8.04002,584.272,626.27exit0337.74312.6125.14N/A0.00 / 0.00%413.68 / 1.95%16.00 h

Execution and cost analysis

Signals, decisions, goals, orders, fills, fees, costs, and observable latency.

Signals280
Decisions280
Goals280
Blocked goals0
Orders280
Amendments0
Cancellations0
Filled orders280
Fill events280
Partial fills0
Fill ratio100.00%
Rejections0
Rejection ratio0.00%
Fees and rebates2,553.72 USDT
Fee debits2,553.72 USDT
Rebates0.00 USDT
Other costs0.00 USDT
SlippageN/A
Turnover4,256,203.79 USDT
Average submit to acknowledgementunavailable: not-applicable (0 observations)
Median submit to acknowledgementunavailable: not-applicable (0 observations)
P90 submit to acknowledgementunavailable: not-applicable (0 observations)
Maximum submit to acknowledgementunavailable: not-applicable (0 observations)
Average submit to fillunavailable: not-applicable (0 observations)
Median submit to fillunavailable: not-applicable (0 observations)
P90 submit to fillunavailable: not-applicable (0 observations)
Maximum submit to fillunavailable: not-applicable (0 observations)

Fees by native currency

CurrencyNative costReport-currency cost
USDT2,553.722,553.72 USDT

Trade breakdowns

The same closed trades grouped by direction, route, instrument, timeframe, weekday, hour, and policy.

Direction

DirectionClosedNet PnLGross PnLWin rate
Long14011,095.5013,649.2257.14%

Route

RouteClosedNet PnLGross PnLWin rate
route-provider%3Dbybit%7Cenvironment%3Dmainnet%7Cmarket%3Dlinear%7Csymbol%3DETHUSDT%7Ctimeframe%3D4h14011,095.5013,649.2257.14%

Instrument

InstrumentClosedNet PnLGross PnLWin rate
ETHUSDT14011,095.5013,649.2257.14%

Timeframe

TimeframeClosedNet PnLGross PnLWin rate
4h14011,095.5013,649.2257.14%

Entry weekday (UTC)

Entry weekday (UTC)ClosedNet PnLGross PnLWin rate
Sunday71,158.801,274.3657.14%
Monday133,617.563,872.5369.23%
Tuesday222,609.612,984.0859.09%
Wednesday261,505.492,001.8153.85%
Thursday312,363.132,882.0154.84%
Friday35352.801,020.9857.14%
Saturday6-511.89-386.5450.00%

Entry UTC hour

Entry UTC hourClosedNet PnLGross PnLWin rate
00:0023-1,344.07-928.3147.83%
04:00202,340.422,701.8365.00%
08:00174,426.264,731.8076.47%
12:0019277.03614.6157.89%
16:00355,442.366,088.2054.29%
20:0026-46.51441.1050.00%

Policy

PolicyClosedNet PnLGross PnLWin rate
Candidate 715cfaac8b63bed124fbae2f14011,095.5013,649.2257.14%

Benchmark comparison

Benchmarks are explicit. Missing aligned periods are never filled or inferred.

No benchmark declared.

Coverage, assumptions, limitations, and unavailable metrics

Evidence quality: Modeled backtest

complete, 1,967/1,967 boundaries, 0 missing. Capture: not-applicable. Scope: uncontaminated.

Sample

Trades: exploratory. Returns: stronger.

Observation coverage

Valuation coveragecomplete, 1,967/1,967 boundaries, 0 missing
Cash-flow coverageknown-none
Maximum valuation staleness0 ms
Maximum valuation gap1.00 h
Accepted movements0
Duplicate movements0
Duplicate valuations0
Unknown movements0
Source inputs0
Modeled outputs47,457
Excluded mirrors0
Benchmark missing periodsnot applicable

Report identity

Run IDmanaged-f3d7bbe49ea720271bba9f7d
Report hash180277788f58a845af291380c247b35dd95764700ec82a1f5d71b31ea0f019e5
Applicationautonomous-campaign
Application hash402bb8062c139f30bc5844dd224450de03082ff61eef6a6781867ccce7d90dbe
Policycandidate-715cfaac8b63bed124fbae2f
Policy hashd6a24328e5346a8fb2b1eab35d7b0bac06beb6e2b5803b7a6d41c973b0d2d28d
Configuration hash68efee888406b053f6d1dd00e7c7705694bd03b3fb5176cfbe355c929a292a92
Execution-model hash325774c6e459d48642d65bf150a2cbfee74afd274b05decf2d527be294ace376
Source hash1f3240a7b46abc65ef73d3db56f80d15901a01caf9821b9afa3425806d38e67f
Route hash3be460e77ea797d01635cf019b235a6884cf6bfc12f898bd194f47537904261c
Toolkit hashnot retained
Candidate hash7cb112b28996a1ff1d74250be9ead9ed720474a5557f19cdfdba2ab11d7fd08b
Market providersbybit
Execution providernot retained
InstrumentsETHUSDT
Timeframes4h
Dataset hashes73cc54030ca038d9d0f9e964b7087676c21b85bb5ca285ab7a7d108d5f6392a9, 0e927619fcf71a499f6526a699a0c6d766d40cb7324b8d3548662364a89df171
Trace hash86aba5b801613f87cc625b9e05d6138c08234c88e7b652cf8a1c2f4d7a084304
Unavailable metrics

Unavailable metrics

MetricReasonObservations
execution.slippageCostslippage-unavailable0
execution.submissionToAcknowledgement.averageMsnot-applicable0
execution.submissionToAcknowledgement.maximumMsnot-applicable0
execution.submissionToAcknowledgement.medianMsnot-applicable0
execution.submissionToAcknowledgement.p90Msnot-applicable0
execution.submissionToFill.averageMsnot-applicable0
execution.submissionToFill.maximumMsnot-applicable0
execution.submissionToFill.medianMsnot-applicable0
execution.submissionToFill.p90Msnot-applicable0
risk.rolling30Daily.points[50].sharpezero-variance30
risk.rolling30Daily.points[51].sharpezero-variance30
risk.rolling30Daily.points[52].sharpezero-variance30
risk.rolling30Daily.points[53].sharpezero-variance30
risk.rolling30Daily.points[54].sharpezero-variance30
risk.rolling30Daily.points[55].sharpezero-variance30
risk.rolling30Daily.points[56].sharpezero-variance30
risk.rolling30Daily.points[57].sharpezero-variance30
risk.rolling30Daily.points[58].sharpezero-variance30
risk.rolling30Daily.points[59].sharpezero-variance30
risk.rolling30Daily.points[60].sharpezero-variance30
risk.rolling30Daily.points[61].sharpezero-variance30
risk.rolling30Daily.points[62].sharpezero-variance30
risk.rolling30Daily.points[63].sharpezero-variance30
risk.rolling30Daily.points[64].sharpezero-variance30
risk.rolling30Daily.points[65].sharpezero-variance30
risk.rolling30Daily.points[66].sharpezero-variance30
risk.rolling30Daily.points[67].sharpezero-variance30
risk.rolling30Daily.points[68].sharpezero-variance30
risk.rolling30Daily.points[69].sharpezero-variance30
risk.rolling30Daily.points[70].sharpezero-variance30
risk.rolling30Daily.points[71].sharpezero-variance30
risk.rolling30Daily.points[72].sharpezero-variance30
risk.rolling30Daily.points[73].sharpezero-variance30
risk.rolling30Daily.points[74].sharpezero-variance30
risk.rolling30Daily.points[75].sharpezero-variance30
risk.rolling30Daily.points[76].sharpezero-variance30
risk.rolling30Daily.points[77].sharpezero-variance30
risk.rolling30Daily.points[78].sharpezero-variance30
risk.rolling30Daily.points[79].sharpezero-variance30
risk.rolling30Daily.points[80].sharpezero-variance30
risk.rolling30Daily.points[81].sharpezero-variance30
risk.rolling30Daily.points[82].sharpezero-variance30
risk.rolling30Daily.points[83].sharpezero-variance30
risk.rolling30Daily.points[84].sharpezero-variance30
risk.rolling30Daily.points[85].sharpezero-variance30
risk.rolling30Daily.points[86].sharpezero-variance30
risk.rolling30Daily.points[87].sharpezero-variance30
risk.rolling30Daily.points[88].sharpezero-variance30
risk.rolling30Daily.points[263].sharpezero-variance30
risk.rolling30Daily.points[404].sharpezero-variance30
risk.rolling30Daily.points[405].sharpezero-variance30
risk.rolling30Daily.points[406].sharpezero-variance30
risk.rolling30Daily.points[407].sharpezero-variance30
risk.rolling30Daily.points[408].sharpezero-variance30
risk.rolling30Daily.points[409].sharpezero-variance30
risk.rolling30Daily.points[410].sharpezero-variance30
risk.rolling30Daily.points[411].sharpezero-variance30
risk.rolling30Daily.points[412].sharpezero-variance30
risk.rolling30Daily.points[413].sharpezero-variance30
risk.rolling30Daily.points[414].sharpezero-variance30
risk.rolling30Daily.points[415].sharpezero-variance30
risk.rolling30Daily.points[416].sharpezero-variance30
risk.rolling30Daily.points[417].sharpezero-variance30
risk.rolling30Daily.points[418].sharpezero-variance30
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Assumptions

  • Managed policy replay on O-H-L-C.
  • Resting order trigger: touch.
  • Execution delay: 0 decision bars.
  • Risk unit is the strictly prior 14-bar Wilder ATR frozen at the signal.

Limitations

  • Same-point OCO ambiguity rejects the managed policy.
  • OHLC paths only. Resting limits use a full-touch assumption. No queue, depth, or probabilistic fill model.

Warnings

At least one trade has no supplied slippage observation. Slippage totals are unavailable.

Engineering fixture, not a strategy endorsement.Not financial advice or a trading recommendation.