Trend following · Moving-average crossover
BTC · ETH · SOL MA Cross 20/100 · 4H
Moving-average crossover on BTC/USD, ETH/USD, SOL/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−0.5%Backtest
Max drawdown−20.2%Volatility 18.2%
Sharpe0.06Trades 164
Since go-live—awaiting first trade
Backtest on real market data
Annual return−0.5%
Max drawdown−20.2%
Sharpe0.06
Trades164
Winning trades32%
Time in market99%
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 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.1 | 1.7 | 1.4 | 0.8% | |||||||||
| 2025 | -8.4 | 4.4 | -1.2 | 2.9 | 4.5 | -7.1 | 6.7 | -4.3 | -1.4 | -12.5 | 7.2 | -6.8 | -16.8% |
| 2026 | 7.1 | 5.3 | -1.1 | 2.3 | -1.2 | 1.7 | -1.6 | 9.3 | -4.9 | 0.7 | 17.9% |