Trend following · Moving-average crossover
WTI Oil · Brent MA Cross 10/50 · 4H
Moving-average crossover on WTI Crude Oil, Brent Crude Oil CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return+23.9%Backtest
Max drawdown−10.1%Volatility 20.4%
Sharpe1.14Trades 33
Since go-live+0.06% Live
Live equity
Backtest on real market data
Annual return+23.9%
Max drawdown−10.1%
Sharpe1.14
Trades33
Winning trades33%
Time in market100%
Backtest on real historical prices from Apr 15, 2026 to Oct 2, 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. (Alpaca)
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 5:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.2 | -2.3 | 4.8 | 2.2 | -1.1 | 4.4 | -0.9 | 10.5% |