Trend following · Moving-average crossover
BNB MA Cross 10/50 · 4H
Moving-average crossover on BNB/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−4.4%Backtest
Max drawdown−29.9%Volatility 20.3%
Sharpe-0.14Trades 120
Since go-live—awaiting first trade
Backtest on real market data
Annual return−4.4%
Max drawdown−29.9%
Sharpe-0.14
Trades120
Winning trades34%
Time in market100%
Backtest on real historical prices from Oct 15, 2024 to Oct 4, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Long while the 10-bar simple moving average is above the 50-bar average; short while it is below.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), capped at 2:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -5.1 | -2.6 | -4.0 | -11.3% | |||||||||
| 2025 | -1.9 | 2.6 | 1.4 | 1.4 | 5.4 | -3.0 | 11.0 | -0.8 | 9.2 | -1.4 | 1.9 | -7.7 | 18.1% |
| 2026 | 2.9 | -2.8 | -2.0 | 0.7 | -6.2 | -0.8 | -7.5 | 5.8 | -2.9 | 0.2 | -12.6% |