Trend following · Moving-average crossover
ETH MA Cross 30/150 · 1H
Moving-average crossover on ETH/USD CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−12.5%Backtest
Max drawdown−31.2%Volatility 30.6%
Sharpe-0.29Trades 101
Since go-live—awaiting first trade
Backtest on real market data
Annual return−12.5%
Max drawdown−31.2%
Sharpe-0.29
Trades101
Winning trades22%
Time in market99%
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 30-bar simple moving average is above the 150-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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -7.2 | 5.9 | -5.0 | -6.6% | |||||||||
| 2026 | 6.0 | -9.6 | -3.3 | -10.4 | -0.4 | 5.5 | -7.0 | 23.0 | -5.8 | -0.3 | -6.2% |