Momentum · MACD trend
WTI Oil MACD 12/26/9 · 1H
MACD trend on WTI Crude Oil CFDs, evaluated on completed 1H bars and executed at live bid/ask.
Annual return−16.4%Backtest
Max drawdown−17.1%Volatility 19.7%
Sharpe-0.86Trades 237
Since go-live−0.29% Live
Live equity
Backtest on real market data
Annual return−16.4%
Max drawdown−17.1%
Sharpe-0.86
Trades237
Winning trades30%
Time in market100%
Backtest on real historical prices from Apr 6, 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
- MACD(12, 26) above its 9-bar signal line → long; below → short.
- Trades both directions (long and short).
- Position size targets 18% annualised volatility (risk level 4/5), capped at 4:1 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 | 5.3 | 0.8 | -5.0 | 2.3 | -3.9 | -6.9 | -0.8 | -8.4% |