Trend following · Moving-average crossover
Crypto Basket (4) MA Cross 20/100 · 4H
Moving-average crossover on ETH/USD, SOL/USD, AVAX/USD, ADA/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−6.9%Backtest
Max drawdown−21.6%Volatility 19.1%
Sharpe-0.28Trades 248
Since go-live—awaiting first trade
Backtest on real market data
Annual return−6.9%
Max drawdown−21.6%
Sharpe-0.28
Trades248
Winning trades29%
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.
- Short bias: long signals are taken at half size.
- Position size targets 25% annualised volatility (risk level 5/5), 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 | -2.8 | 4.5 | 3.0 | 4.7% | |||||||||
| 2025 | -9.3 | 6.4 | -4.3 | 1.8 | -4.5 | -3.4 | 4.8 | -6.5 | -1.1 | -5.7 | 7.7 | -4.2 | -18.2% |
| 2026 | 9.9 | 1.1 | -1.3 | -2.7 | -1.4 | 7.1 | -5.0 | 0.3 | -5.9 | 0.4 | 1.5% |