Trend following · Moving-average crossover
BTC MA Cross 10/50 · 1H
Moving-average crossover on BTC/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return+8.7%Backtest
Max drawdown−21.5%Volatility 27.3%
Sharpe0.45Trades 246
Since go-live—awaiting first trade
Backtest on real market data
Annual return+8.7%
Max drawdown−21.5%
Sharpe0.45
Trades246
Winning trades33%
Time in market100%
Backtest on real historical prices from Oct 7, 2025 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 3:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.5 | -0.3 | -17.3 | -17.2% | |||||||||
| 2026 | 16.6 | 1.9 | -3.0 | -6.7 | 2.1 | 17.0 | -10.0 | 16.2 | -2.4 | -0.0 | 31.1% |