Trend following · Moving-average crossover
BTC · ETH MA Cross 20/100 · 1D
Moving-average crossover on BTC/USD, ETH/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+3.4%Backtest
Max drawdown−30.1%Volatility 19.1%
Sharpe0.27Trades 44
Since go-live—awaiting first trade
Backtest on real market data
Annual return+3.4%
Max drawdown−30.1%
Sharpe0.27
Trades44
Winning trades36%
Time in market98%
Backtest on real historical prices from Jun 13, 2021 to Oct 3, 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 20-bar simple moving average is above the 100-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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.0 | -4.9 | -3.2 | -2.5 | 8.1 | -0.5 | -4.5 | -7.7% | |||||
| 2022 | 5.3 | -2.2 | -2.8 | -3.8 | 5.9 | 8.4 | -4.1 | -1.3 | -0.9 | -2.5 | 3.3 | 0.9 | 5.4% |
| 2023 | -2.5 | -0.4 | 8.1 | 0.6 | -2.9 | -8.4 | -0.3 | -0.8 | -2.0 | -1.4 | 6.0 | 6.2 | 0.9% |
| 2024 | -0.8 | 28.7 | 8.6 | -13.5 | -1.9 | -3.6 | -5.2 | -1.2 | -3.8 | 1.8 | 10.7 | -3.3 | 11.2% |
| 2025 | -1.2 | 6.4 | 2.0 | -2.7 | -2.6 | -0.1 | 5.8 | 0.7 | -2.6 | -4.3 | 7.3 | 0.4 | 8.6% |
| 2026 | 3.4 | 3.9 | -0.9 | -3.4 | -2.6 | 1.7 | -5.0 | 0.4 | 3.3 | 0.3 | 0.8% |