Crypto + Gold Backtest Report

Generated: 2026-04-19 11:11

Timeframe: 1d
Period: 365 days
Capital: $10,000

Summary

Symbol Strategy Return Win Rate Trades Max DD vs Buy&Hold
BTC/USDT EMA Crossover -2.31% 40.0% 5 -29.99% +8.74%
BTC/USDT RSI -30.74% 66.7% 9 -50.22% -19.69%
BTC/USDT EMA+RSI Combo -36.08% 50.0% 16 -48.50% -25.03%
BTC/USDT Buy & Hold -11.05% 0.0% 1 -47.81%
ETH/USDT EMA Crossover +99.32% 66.7% 3 -26.31% +54.78%
ETH/USDT RSI +17.38% 80.0% 10 -43.31% -27.15%
ETH/USDT EMA+RSI Combo -53.04% 45.0% 20 -62.51% -97.57%
ETH/USDT Buy & Hold +44.54% 100.0% 1 -61.14%
SOL/USDT EMA Crossover +9.38% 50.0% 2 -27.29% +45.60%
SOL/USDT RSI -21.63% 57.1% 7 -44.98% +14.59%
SOL/USDT EMA+RSI Combo -57.59% 44.0% 25 -71.35% -21.36%
SOL/USDT Buy & Hold -36.23% 0.0% 1 -66.57%
BNB/USDT EMA Crossover +48.63% 50.0% 2 -30.13% +44.15%
BNB/USDT RSI +15.60% 84.6% 13 -47.79% +11.12%
BNB/USDT EMA+RSI Combo -28.43% 55.6% 18 -41.43% -32.91%
BNB/USDT Buy & Hold +4.48% 100.0% 1 -54.08%
PAXG/USDT EMA Crossover +17.49% 20.0% 5 -18.12% -21.80%
PAXG/USDT RSI +9.26% 75.0% 8 -17.36% -30.02%
PAXG/USDT EMA+RSI Combo +5.82% 62.5% 16 -7.52% -33.47%
PAXG/USDT Buy & Hold +39.28% 100.0% 1 -19.76%
BTC/USDT DCA (Weekly) -20.46% 0.0% 50 -36.99% -9.41%
BTC/USDT Grid Trading +8.39% 81.0% 42 -18.22% +19.44%
BTC/USDT Bollinger Band +14.05% 66.7% 6 -30.87% +25.10%
ETH/USDT DCA (Weekly) -16.73% 0.0% 50 -49.19% -61.26%
ETH/USDT Grid Trading +27.66% 100.0% 25 -2.13% -16.87%
ETH/USDT Bollinger Band -12.46% 50.0% 4 -53.95% -57.00%
SOL/USDT DCA (Weekly) -38.73% 0.0% 50 -53.11% -2.50%
SOL/USDT Grid Trading +4.76% 85.9% 71 -27.78% +40.99%
SOL/USDT Bollinger Band -46.07% 33.3% 3 -62.94% -9.84%
BNB/USDT DCA (Weekly) -19.40% 0.0% 50 -45.36% -23.88%
BNB/USDT Grid Trading +13.48% 87.5% 32 -6.27% +9.00%
BNB/USDT Bollinger Band -10.53% 50.0% 4 -31.50% -15.00%
PAXG/USDT DCA (Weekly) +22.76% 2.0% 50 -19.10% -16.53%
PAXG/USDT Grid Trading +15.68% 100.0% 24 -4.11% -23.60%
PAXG/USDT Bollinger Band +10.48% 66.7% 3 -8.39% -28.81%

BTC/USDT

EMA Crossover

-2.31%
Initial $10,000
Final $9,769.40
Trades 5
Win Rate 40.0%
Max Drawdown -29.99%
Fees $102.35
EMA Crossover chart

RSI

-30.74%
Initial $10,000
Final $6,926.29
Trades 9
Win Rate 66.7%
Max Drawdown -50.22%
Fees $168.59
RSI chart

EMA+RSI Combo

-36.08%
Initial $10,000
Final $6,391.79
Trades 16
Win Rate 50.0%
Max Drawdown -48.50%
Fees $256.73
EMA+RSI Combo chart

Buy & Hold

-11.05%
Initial $10,000
Final $8,895.24
Trades 1
Win Rate 0.0%
Max Drawdown -47.81%
Fees $17.90
Buy & Hold chart

DCA (Weekly)

-20.46%
Initial $10,000
Final $7,954.04
Trades 50
Win Rate 0.0%
Max Drawdown -36.99%
Fees $17.96
DCA (Weekly) chart

Grid Trading

+8.39%
Initial $10,000
Final $10,838.91
Trades 42
Win Rate 81.0%
Max Drawdown -18.22%
Fees $84.88
Grid Trading chart

Bollinger Band

+14.05%
Initial $10,000
Final $11,405.12
Trades 6
Win Rate 66.7%
Max Drawdown -30.87%
Fees $138.52
Bollinger Band chart

ETH/USDT

EMA Crossover

+99.32%
Initial $10,000
Final $19,931.78
Trades 3
Win Rate 66.7%
Max Drawdown -26.31%
Fees $108.55
EMA Crossover chart

RSI

+17.38%
Initial $10,000
Final $11,738.25
Trades 10
Win Rate 80.0%
Max Drawdown -43.31%
Fees $238.66
RSI chart

EMA+RSI Combo

-53.04%
Initial $10,000
Final $4,696.17
Trades 20
Win Rate 45.0%
Max Drawdown -62.51%
Fees $284.99
EMA+RSI Combo chart

Buy & Hold

+44.54%
Initial $10,000
Final $14,453.51
Trades 1
Win Rate 100.0%
Max Drawdown -61.14%
Fees $23.47
Buy & Hold chart

DCA (Weekly)

-16.73%
Initial $10,000
Final $8,327.29
Trades 50
Win Rate 0.0%
Max Drawdown -49.19%
Fees $18.34
DCA (Weekly) chart

Grid Trading

+27.66%
Initial $10,000
Final $12,766.29
Trades 25
Win Rate 100.0%
Max Drawdown -2.13%
Fees $52.79
Grid Trading chart

Bollinger Band

-12.46%
Initial $10,000
Final $8,753.94
Trades 4
Win Rate 50.0%
Max Drawdown -53.95%
Fees $88.58
Bollinger Band chart

SOL/USDT

EMA Crossover

+9.38%
Initial $10,000
Final $10,937.50
Trades 2
Win Rate 50.0%
Max Drawdown -27.29%
Fees $38.42
EMA Crossover chart

RSI

-21.63%
Initial $10,000
Final $7,836.51
Trades 7
Win Rate 57.1%
Max Drawdown -44.98%
Fees $131.47
RSI chart

EMA+RSI Combo

-57.59%
Initial $10,000
Final $4,241.33
Trades 25
Win Rate 44.0%
Max Drawdown -71.35%
Fees $344.76
EMA+RSI Combo chart

Buy & Hold

-36.23%
Initial $10,000
Final $6,377.32
Trades 1
Win Rate 0.0%
Max Drawdown -66.57%
Fees $15.38
Buy & Hold chart

DCA (Weekly)

-38.73%
Initial $10,000
Final $6,127.35
Trades 50
Win Rate 0.0%
Max Drawdown -53.11%
Fees $16.13
DCA (Weekly) chart

Grid Trading

+4.76%
Initial $10,000
Final $10,476.07
Trades 71
Win Rate 85.9%
Max Drawdown -27.78%
Fees $142.55
Grid Trading chart

Bollinger Band

-46.07%
Initial $10,000
Final $5,392.94
Trades 3
Win Rate 33.3%
Max Drawdown -62.94%
Fees $48.26
Bollinger Band chart

BNB/USDT

EMA Crossover

+48.63%
Initial $10,000
Final $14,862.98
Trades 2
Win Rate 50.0%
Max Drawdown -30.13%
Fees $54.73
EMA Crossover chart

RSI

+15.60%
Initial $10,000
Final $11,559.52
Trades 13
Win Rate 84.6%
Max Drawdown -47.79%
Fees $299.92
RSI chart

EMA+RSI Combo

-28.43%
Initial $10,000
Final $7,156.74
Trades 18
Win Rate 55.6%
Max Drawdown -41.43%
Fees $324.28
EMA+RSI Combo chart

Buy & Hold

+4.48%
Initial $10,000
Final $10,447.73
Trades 1
Win Rate 100.0%
Max Drawdown -54.08%
Fees $19.46
Buy & Hold chart

DCA (Weekly)

-19.40%
Initial $10,000
Final $8,060.16
Trades 50
Win Rate 0.0%
Max Drawdown -45.36%
Fees $18.07
DCA (Weekly) chart

Grid Trading

+13.48%
Initial $10,000
Final $11,348.10
Trades 32
Win Rate 87.5%
Max Drawdown -6.27%
Fees $65.38
Grid Trading chart

Bollinger Band

-10.53%
Initial $10,000
Final $8,947.42
Trades 4
Win Rate 50.0%
Max Drawdown -31.50%
Fees $72.64
Bollinger Band chart

PAXG/USDT

EMA Crossover

+17.49%
Initial $10,000
Final $11,748.76
Trades 5
Win Rate 20.0%
Max Drawdown -18.12%
Fees $91.07
EMA Crossover chart

RSI

+9.26%
Initial $10,000
Final $10,926.20
Trades 8
Win Rate 75.0%
Max Drawdown -17.36%
Fees $168.00
RSI chart

EMA+RSI Combo

+5.82%
Initial $10,000
Final $10,581.92
Trades 16
Win Rate 62.5%
Max Drawdown -7.52%
Fees $308.36
EMA+RSI Combo chart

Buy & Hold

+39.28%
Initial $10,000
Final $13,928.49
Trades 1
Win Rate 100.0%
Max Drawdown -19.76%
Fees $22.94
Buy & Hold chart

DCA (Weekly)

+22.76%
Initial $10,000
Final $12,275.60
Trades 50
Win Rate 2.0%
Max Drawdown -19.10%
Fees $22.29
DCA (Weekly) chart

Grid Trading

+15.68%
Initial $10,000
Final $11,568.09
Trades 24
Win Rate 100.0%
Max Drawdown -4.11%
Fees $49.59
Grid Trading chart

Bollinger Band

+10.48%
Initial $10,000
Final $11,047.88
Trades 3
Win Rate 66.7%
Max Drawdown -8.39%
Fees $61.65
Bollinger Band chart

Walk-Forward Validation

Data split: first 67% for training (find best params) → last 33% for testing (unseen data).

PASS = positive return + Sharpe > 0.5 on test  |  WEAK PASS = positive return but low Sharpe  |  FAIL = negative return on unseen data

Symbol + TFBest Params Train ReturnTrain Sharpe Test ReturnTest SharpeTest MaxDD B&H (test)vs B&HVerdict
ETH/USDT [3d] EMA(5/20) +115.95% 3.67 -7.48% -1.67 -15.86% -21.17% +13.68% FAIL
PAXG/USDT [3d] EMA(50/60) +25.80% 5.03 -8.21% -0.88 -19.47% +5.29% -13.49% FAIL
ETH/USDT [1d] EMA(15/50) +129.16% 2.34 -5.82% -0.51 -15.37% -21.48% +15.66% FAIL
BNB/USDT [3d] EMA(5/20) +44.92% 2.67 -8.10% -1.46 -16.50% -26.27% +18.17% FAIL
BTC/USDT [3d] EMA(15/25) +16.76% 1.72 -10.97% -2.32 -16.85% -13.74% +2.77% FAIL
BNB/USDT [1d] EMA(10/30) +75.06% 2.09 -10.88% -1.99 -16.80% -27.12% +16.24% FAIL
ETH/USDT [12h] EMA(40/85) +129.16% 1.75 -2.77% -0.14 -15.29% -21.72% +18.95% FAIL
PAXG/USDT [1d] EMA(10/80) +16.68% 1.48 +2.90% 0.43 -17.95% +9.59% -6.69% WEAK PASS
PAXG/USDT [12h] EMA(50/200) +21.96% 1.31 +1.33% 0.20 -20.30% +9.54% -8.21% WEAK PASS
BTC/USDT [1d] EMA(50/70) +25.26% 1.33 -15.72% -2.44 -19.72% -14.59% -1.12% FAIL

Global Leaderboard — All Coins x All Timeframes

Top 10 best performing EMA parameter combinations ranked by Sharpe Ratio across all symbols and timeframes.

RankSymbol + TFParams ReturnSharpeWin RateTradesMax DD
🥇 ETH/USDT [3d] EMA(10/20) +109.99% 2.88 100.0% 1 -19.55%
🥈 PAXG/USDT [3d] EMA(50/60) +37.42% 2.44 100.0% 1 -19.75%
🥉 ETH/USDT [1d] EMA(30/55) +119.58% 1.81 50.0% 2 -22.04%
#4 BNB/USDT [3d] EMA(10/20) +34.22% 1.77 50.0% 2 -29.03%
#5 BTC/USDT [3d] EMA(15/25) +16.76% 1.40 100.0% 1 -13.48%
#6 BNB/USDT [1d] EMA(10/30) +54.89% 1.35 40.0% 5 -25.56%
#7 ETH/USDT [12h] EMA(30/155) +120.00% 1.34 100.0% 1 -22.04%
#8 PAXG/USDT [1d] EMA(10/40) +31.58% 1.29 14.3% 7 -14.71%
#9 PAXG/USDT [12h] EMA(25/70) +37.68% 1.13 20.0% 5 -14.96%
#10 BTC/USDT [1d] EMA(45/75) +25.26% 1.08 100.0% 1 -14.10%

Grid Trading Parameter Optimization

Scanned grid levels (5-30) x range (10%-60%) x order size (5%-20%). Heatmap shows best order_pct slice.

BTC/USDT

Grid Return heatmap
Grid Sharpe heatmap

Top 10 Grid Parameters (by Sharpe Ratio)

Params (levels/range/order)ReturnSharpe Win RateTradesMax DDFees
10 grids / 40% / 10% +8.39% 0.52 81.0% 42 -18.22% $84.88
5 grids / 40% / 20% +8.89% 0.52 80.0% 25 -19.07% $100.94
10 grids / 40% / 8% +6.71% 0.50 81.0% 42 -14.99% $67.91
5 grids / 25% / 15% +7.61% 0.50 81.8% 22 -15.93% $66.80
8 grids / 30% / 10% +7.19% 0.49 84.2% 38 -15.71% $76.76
5 grids / 40% / 15% +6.66% 0.49 80.0% 25 -14.85% $75.70
8 grids / 30% / 8% +5.75% 0.48 84.2% 38 -12.83% $61.41
10 grids / 40% / 5% +4.19% 0.47 81.0% 42 -9.79% $42.44
5 grids / 25% / 10% +5.08% 0.47 81.8% 22 -11.00% $44.53
5 grids / 30% / 20% +8.24% 0.47 83.3% 24 -20.50% $96.87

ETH/USDT

Grid Return heatmap
Grid Sharpe heatmap

Top 10 Grid Parameters (by Sharpe Ratio)

Params (levels/range/order)ReturnSharpe Win RateTradesMax DDFees
15 grids / 30% / 5% +16.34% 2.11 100.0% 29 -0.69% $30.65
10 grids / 30% / 5% +12.16% 2.10 100.0% 23 -0.58% $24.23
10 grids / 30% / 8% +19.45% 2.09 100.0% 23 -0.88% $38.77
8 grids / 25% / 5% +8.71% 2.08 100.0% 15 -0.30% $15.88
10 grids / 30% / 10% +24.32% 2.08 100.0% 23 -1.07% $48.46
5 grids / 30% / 5% +7.38% 2.08 100.0% 12 -0.37% $12.74
5 grids / 30% / 8% +11.81% 2.07 100.0% 12 -0.57% $20.39
8 grids / 25% / 8% +13.93% 2.07 100.0% 15 -0.47% $25.41
5 grids / 30% / 10% +14.76% 2.07 100.0% 12 -0.69% $25.49
15 grids / 40% / 5% +19.30% 2.07 100.0% 33 -1.46% $34.95

SOL/USDT

Grid Return heatmap
Grid Sharpe heatmap

Top 10 Grid Parameters (by Sharpe Ratio)

Params (levels/range/order)ReturnSharpe Win RateTradesMax DDFees
5 grids / 60% / 20% +10.09% 0.47 83.3% 30 -27.49% $121.07
5 grids / 60% / 15% +7.57% 0.43 83.3% 30 -22.14% $90.80
5 grids / 60% / 10% +5.05% 0.39 83.3% 30 -15.93% $60.54
5 grids / 40% / 20% +7.31% 0.38 87.5% 40 -30.03% $160.81
5 grids / 60% / 8% +4.04% 0.37 83.3% 30 -13.17% $48.43
10 grids / 50% / 10% +5.82% 0.34 85.9% 64 -26.97% $128.65
10 grids / 60% / 10% +5.73% 0.34 83.9% 56 -26.58% $112.63
5 grids / 40% / 15% +5.48% 0.34 87.5% 40 -23.93% $120.61
5 grids / 60% / 5% +2.52% 0.34 83.3% 30 -8.66% $30.27
15 grids / 60% / 5% +4.71% 0.33 83.1% 77 -20.05% $77.51

BNB/USDT

Grid Return heatmap
Grid Sharpe heatmap

Top 10 Grid Parameters (by Sharpe Ratio)

Params (levels/range/order)ReturnSharpe Win RateTradesMax DDFees
10 grids / 10% / 10% +17.10% 2.06 94.7% 57 -2.48% $115.77
10 grids / 10% / 8% +13.68% 2.06 94.7% 57 -2.02% $92.61
20 grids / 10% / 5% +16.37% 2.05 94.3% 105 -2.30% $106.69
10 grids / 10% / 5% +8.55% 2.04 94.7% 57 -1.30% $57.88
15 grids / 10% / 5% +11.98% 1.97 94.7% 76 -1.80% $77.24
5 grids / 10% / 20% +17.23% 1.94 92.9% 28 -2.87% $113.78
5 grids / 10% / 15% +12.93% 1.93 92.9% 28 -2.21% $85.34
5 grids / 10% / 10% +8.62% 1.92 92.9% 28 -1.51% $56.89
8 grids / 10% / 10% +13.05% 1.92 93.0% 43 -1.99% $87.35
5 grids / 10% / 8% +6.89% 1.91 92.9% 28 -1.23% $45.51

PAXG/USDT

Grid Return heatmap
Grid Sharpe heatmap

Top 10 Grid Parameters (by Sharpe Ratio)

Params (levels/range/order)ReturnSharpe Win RateTradesMax DDFees
8 grids / 60% / 5% +9.03% 2.40 90.5% 21 -1.77% $21.91
8 grids / 60% / 8% +14.45% 2.40 90.5% 21 -2.74% $35.06
8 grids / 60% / 10% +18.06% 2.39 90.5% 21 -3.35% $43.83
10 grids / 60% / 5% +10.67% 2.35 90.9% 22 -2.30% $23.08
10 grids / 60% / 8% +17.06% 2.34 90.9% 22 -3.55% $36.93
10 grids / 60% / 10% +21.33% 2.34 90.9% 22 -4.32% $46.16
20 grids / 60% / 5% +19.31% 2.31 90.5% 42 -4.00% $43.95
10 grids / 50% / 5% +9.54% 2.30 96.0% 25 -2.07% $25.97
15 grids / 60% / 5% +14.75% 2.30 87.5% 24 -3.13% $25.49
10 grids / 50% / 8% +15.26% 2.29 96.0% 25 -3.30% $41.55

EMA Parameter Optimization

Scanned EMA fast (5-50) x slow (20-200) combinations. Green = profit, Red = loss.

BTC/USDT [4h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(50/125) +15.84% 0.32 33.3% 9 -18.81% $194.92
EMA(45/130) +15.30% 0.31 33.3% 9 -19.41% $194.44
EMA(50/130) +14.80% 0.30 33.3% 9 -19.69% $194.37
EMA(40/175) +13.93% 0.29 33.3% 9 -18.82% $193.88
EMA(45/135) +13.16% 0.27 30.0% 10 -20.70% $214.91
EMA(40/170) +12.52% 0.27 30.0% 10 -19.72% $213.57
EMA(50/140) +12.69% 0.27 33.3% 9 -21.35% $193.90
EMA(30/190) +12.15% 0.26 33.3% 9 -20.16% $191.72
EMA(30/195) +11.92% 0.26 33.3% 9 -20.29% $191.52
EMA(35/180) +11.83% 0.26 33.3% 9 -20.32% $191.92

ETH/USDT [4h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(5/165) +86.54% 0.67 35.3% 17 -33.00% $554.66
EMA(5/170) +86.39% 0.67 26.3% 19 -32.06% $620.91
EMA(5/160) +85.85% 0.66 30.0% 20 -32.43% $656.56
EMA(5/155) +84.95% 0.66 28.6% 21 -33.01% $693.34
EMA(5/180) +82.58% 0.65 27.8% 18 -31.96% $572.75
EMA(5/175) +81.72% 0.64 22.2% 18 -33.52% $585.21
EMA(25/160) +81.32% 0.64 33.3% 9 -37.97% $269.24
EMA(25/165) +79.65% 0.63 33.3% 9 -38.06% $267.54
EMA(20/170) +78.52% 0.63 27.3% 11 -37.68% $330.97
EMA(30/155) +78.00% 0.62 33.3% 9 -38.50% $266.05

SOL/USDT [4h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(10/180) +8.40% 0.16 38.5% 13 -26.86% $270.38
EMA(15/160) +7.25% 0.15 35.7% 14 -31.10% $299.83
EMA(5/195) +5.95% 0.14 36.8% 19 -28.41% $388.54
EMA(15/165) +5.37% 0.14 30.8% 13 -30.34% $271.40
EMA(5/200) +4.79% 0.13 36.8% 19 -28.11% $383.89
EMA(10/170) +4.68% 0.13 31.2% 16 -32.10% $341.18
EMA(5/160) +4.23% 0.13 28.6% 21 -29.97% $443.15
EMA(10/185) +4.04% 0.12 35.7% 14 -27.56% $282.82
EMA(5/190) +3.15% 0.12 35.0% 20 -30.40% $411.74
EMA(10/175) +2.62% 0.11 35.7% 14 -30.44% $289.26

BNB/USDT [4h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(45/110) +61.02% 0.63 37.5% 8 -20.40% $209.06
EMA(25/145) +59.33% 0.61 37.5% 8 -21.95% $205.06
EMA(35/130) +58.45% 0.61 37.5% 8 -20.41% $205.46
EMA(20/145) +58.17% 0.60 33.3% 9 -21.80% $236.47
EMA(20/150) +57.61% 0.60 37.5% 8 -21.84% $204.33
EMA(40/115) +57.32% 0.60 50.0% 8 -22.02% $206.19
EMA(25/140) +57.04% 0.60 37.5% 8 -22.65% $204.33
EMA(45/115) +56.31% 0.59 42.9% 7 -20.84% $174.93
EMA(50/115) +56.36% 0.59 42.9% 7 -21.52% $173.96
EMA(50/100) +56.37% 0.59 37.5% 8 -21.77% $206.30

PAXG/USDT [4h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(15/40) +38.04% 0.78 45.0% 20 -11.88% $418.65
EMA(20/35) +37.37% 0.77 47.1% 17 -12.82% $341.33
EMA(25/30) +37.27% 0.76 47.1% 17 -13.03% $343.42
EMA(15/45) +36.49% 0.75 42.1% 19 -12.71% $383.59
EMA(15/35) +35.90% 0.74 45.5% 22 -12.42% $469.53
EMA(20/30) +34.84% 0.72 45.5% 22 -11.88% $461.77
EMA(5/30) +34.87% 0.71 42.1% 38 -14.64% $841.08
EMA(20/25) +33.77% 0.71 45.8% 24 -13.81% $517.48
EMA(15/30) +32.68% 0.68 48.0% 25 -15.64% $543.49
EMA(5/25) +33.04% 0.68 43.5% 46 -12.43% $1009.68

BTC/USDT [12h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(40/185) +26.02% 0.80 100.0% 1 -14.68% $21.61
EMA(45/170) +26.02% 0.80 100.0% 1 -14.68% $21.61
EMA(50/160) +26.02% 0.80 100.0% 1 -14.68% $21.61
EMA(35/200) +26.02% 0.80 100.0% 1 -14.68% $21.61
EMA(40/190) +25.49% 0.78 100.0% 1 -14.68% $21.56
EMA(45/175) +25.49% 0.78 100.0% 1 -14.68% $21.56
EMA(50/165) +25.49% 0.78 100.0% 1 -14.68% $21.56
EMA(35/190) +23.43% 0.74 100.0% 1 -14.68% $21.36
EMA(35/195) +23.43% 0.74 100.0% 1 -14.68% $21.36
EMA(40/180) +23.43% 0.74 100.0% 1 -14.68% $21.36

ETH/USDT [12h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(30/155) +120.00% 1.34 100.0% 1 -22.04% $31.02
EMA(25/165) +120.00% 1.34 100.0% 1 -22.04% $31.02
EMA(35/145) +120.00% 1.34 100.0% 1 -22.04% $31.02
EMA(45/130) +120.00% 1.34 100.0% 1 -22.04% $31.02
EMA(50/125) +119.81% 1.34 100.0% 1 -22.04% $31.00
EMA(40/140) +119.81% 1.34 100.0% 1 -22.04% $31.00
EMA(45/155) +118.05% 1.32 100.0% 1 -22.04% $30.83
EMA(40/135) +116.82% 1.32 100.0% 1 -22.04% $30.70
EMA(50/120) +116.82% 1.32 100.0% 1 -22.04% $30.70
EMA(20/175) +116.82% 1.32 100.0% 1 -22.04% $30.70

SOL/USDT [12h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(45/90) +18.63% 0.43 50.0% 2 -27.30% $39.49
EMA(25/135) +18.50% 0.42 50.0% 2 -27.28% $39.81
EMA(40/100) +17.98% 0.42 50.0% 2 -27.30% $39.43
EMA(35/110) +17.98% 0.42 50.0% 2 -27.30% $39.43
EMA(50/85) +17.67% 0.41 50.0% 2 -27.29% $39.40
EMA(30/120) +17.43% 0.41 50.0% 2 -27.29% $39.70
EMA(30/115) +17.43% 0.41 50.0% 2 -27.29% $39.70
EMA(35/105) +17.43% 0.41 50.0% 2 -27.29% $39.70
EMA(30/125) +17.07% 0.41 50.0% 2 -27.29% $39.34
EMA(25/140) +16.42% 0.40 50.0% 2 -27.28% $39.27

BNB/USDT [12h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(20/35) +58.26% 1.03 42.9% 7 -19.64% $175.53
EMA(25/55) +58.82% 1.02 50.0% 4 -23.50% $109.35
EMA(25/30) +55.65% 1.00 42.9% 7 -20.40% $173.99
EMA(25/45) +56.18% 0.99 40.0% 5 -25.56% $140.59
EMA(35/45) +56.22% 0.98 50.0% 4 -24.50% $108.37
EMA(5/55) +54.88% 0.98 25.0% 8 -21.52% $202.73
EMA(20/30) +54.42% 0.98 37.5% 8 -21.73% $206.68
EMA(15/80) +56.05% 0.98 66.7% 3 -25.64% $75.68
EMA(15/75) +55.99% 0.98 66.7% 3 -25.42% $75.50
EMA(15/60) +55.32% 0.98 33.3% 6 -24.47% $158.52

PAXG/USDT [12h]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(25/70) +37.68% 1.13 20.0% 5 -14.96% $96.16
EMA(20/80) +36.70% 1.11 20.0% 5 -14.96% $95.82
EMA(25/65) +36.49% 1.10 16.7% 6 -14.96% $121.70
EMA(20/75) +36.22% 1.10 16.7% 6 -14.96% $121.85
EMA(20/70) +35.83% 1.09 16.7% 6 -14.96% $121.97
EMA(35/55) +35.70% 1.08 20.0% 5 -14.96% $95.49
EMA(30/60) +35.28% 1.07 20.0% 5 -14.96% $95.28
EMA(15/80) +34.85% 1.06 14.3% 7 -14.96% $139.37
EMA(15/90) +34.81% 1.06 14.3% 7 -14.96% $139.31
EMA(20/85) +34.92% 1.06 20.0% 5 -14.96% $95.65

BTC/USDT [1d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(45/75) +25.26% 1.08 100.0% 1 -14.10% $21.54
EMA(50/70) +25.26% 1.08 100.0% 1 -14.10% $21.54
EMA(15/115) +24.74% 1.07 100.0% 1 -14.10% $21.49
EMA(20/95) +24.74% 1.07 100.0% 1 -14.10% $21.49
EMA(35/65) +24.74% 1.07 100.0% 1 -14.10% $21.49
EMA(40/60) +24.74% 1.07 100.0% 1 -14.10% $21.49
EMA(45/55) +24.74% 1.07 100.0% 1 -14.10% $21.49
EMA(25/85) +24.74% 1.07 100.0% 1 -14.10% $21.49
EMA(30/75) +24.74% 1.07 100.0% 1 -14.10% $21.49
EMA(35/105) +24.75% 1.05 100.0% 1 -14.10% $21.49

ETH/USDT [1d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(30/55) +119.58% 1.81 50.0% 2 -22.04% $72.80
EMA(20/70) +119.40% 1.81 50.0% 2 -22.04% $72.75
EMA(35/50) +119.81% 1.81 100.0% 1 -22.04% $31.00
EMA(15/80) +119.81% 1.81 100.0% 1 -22.04% $31.00
EMA(40/45) +119.81% 1.81 100.0% 1 -22.04% $31.00
EMA(25/60) +118.47% 1.80 50.0% 2 -22.04% $72.69
EMA(30/70) +119.81% 1.80 100.0% 1 -22.04% $31.00
EMA(25/75) +117.42% 1.78 100.0% 1 -22.04% $30.76
EMA(35/60) +117.42% 1.78 100.0% 1 -22.04% $30.76
EMA(40/55) +117.42% 1.78 100.0% 1 -22.04% $30.76

SOL/USDT [1d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(30/40) +16.57% 0.56 100.0% 2 -27.30% $40.15
EMA(10/120) +16.34% 0.56 50.0% 2 -27.32% $39.32
EMA(10/115) +16.34% 0.56 50.0% 2 -27.32% $39.32
EMA(10/110) +16.16% 0.55 50.0% 2 -27.32% $39.30
EMA(10/95) +16.04% 0.55 100.0% 2 -27.32% $39.82
EMA(15/60) +14.46% 0.52 50.0% 2 -27.29% $38.93
EMA(10/90) +14.40% 0.52 100.0% 2 -27.28% $39.93
EMA(15/70) +14.40% 0.52 100.0% 2 -27.28% $39.93
EMA(25/65) +14.33% 0.52 50.0% 2 -27.30% $39.21
EMA(30/55) +14.02% 0.51 50.0% 2 -27.30% $39.17

BNB/USDT [1d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(10/30) +54.89% 1.35 40.0% 5 -25.56% $139.79
EMA(15/25) +53.96% 1.33 40.0% 5 -25.29% $140.15
EMA(5/25) +52.56% 1.32 37.5% 8 -21.04% $203.37
EMA(15/65) +53.60% 1.29 50.0% 2 -28.36% $55.40
EMA(10/25) +51.52% 1.29 40.0% 5 -27.19% $139.00
EMA(10/80) +53.02% 1.28 50.0% 2 -28.36% $55.34
EMA(25/70) +52.97% 1.28 100.0% 1 -29.29% $24.31
EMA(30/60) +52.97% 1.28 100.0% 1 -29.29% $24.31
EMA(40/45) +52.97% 1.28 100.0% 1 -29.29% $24.31
EMA(45/50) +53.05% 1.28 100.0% 1 -29.88% $24.32

PAXG/USDT [1d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(10/40) +31.58% 1.29 14.3% 7 -14.71% $136.35
EMA(10/25) +29.74% 1.24 28.6% 7 -14.61% $139.86
EMA(15/20) +29.44% 1.23 28.6% 7 -14.61% $139.68
EMA(10/30) +29.27% 1.22 28.6% 7 -14.61% $139.61
EMA(10/20) +29.12% 1.22 37.5% 8 -14.61% $164.27
EMA(10/35) +28.29% 1.19 25.0% 8 -14.61% $157.19
EMA(5/35) +27.65% 1.17 27.3% 11 -14.61% $208.72
EMA(5/30) +26.85% 1.14 27.3% 11 -14.61% $208.04
EMA(5/25) +26.18% 1.12 36.4% 11 -14.58% $216.49
EMA(10/45) +26.34% 1.11 16.7% 6 -14.71% $110.03

BTC/USDT [3d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(15/25) +16.76% 1.40 100.0% 1 -13.48% $20.69
EMA(5/40) +14.03% 1.22 100.0% 1 -13.48% $20.41
EMA(10/30) +14.03% 1.22 100.0% 1 -13.48% $20.41
EMA(10/25) +14.03% 1.22 100.0% 1 -13.48% $20.41
EMA(15/20) +14.03% 1.22 100.0% 1 -13.48% $20.41
EMA(10/40) +14.06% 1.20 100.0% 1 -13.48% $20.42
EMA(5/55) +14.06% 1.20 100.0% 1 -13.48% $20.42
EMA(20/25) +14.06% 1.20 100.0% 1 -13.48% $20.42
EMA(15/30) +14.06% 1.20 100.0% 1 -13.48% $20.42
EMA(5/35) +12.91% 1.15 100.0% 1 -13.56% $20.30

ETH/USDT [3d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(10/20) +109.99% 2.88 100.0% 1 -19.55% $30.02
EMA(5/35) +111.77% 2.88 100.0% 1 -20.85% $30.20
EMA(5/25) +109.53% 2.88 50.0% 2 -19.65% $70.06
EMA(10/25) +106.40% 2.80 100.0% 1 -20.92% $29.66
EMA(15/20) +106.40% 2.80 100.0% 1 -20.92% $29.66
EMA(5/30) +94.37% 2.61 50.0% 2 -25.53% $68.37
EMA(5/20) +91.34% 2.56 33.3% 3 -26.62% $106.12
EMA(10/30) +86.24% 2.43 100.0% 1 -28.65% $27.64
EMA(15/25) +86.24% 2.43 100.0% 1 -28.65% $27.64
EMA(5/45) +86.24% 2.43 100.0% 1 -28.65% $27.64

SOL/USDT [3d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(5/30) -4.67% 0.19 33.3% 3 -22.93% $52.34
EMA(10/20) -6.12% 0.13 33.3% 3 -22.92% $52.26
EMA(5/35) -8.06% 0.05 33.3% 3 -24.89% $52.06
EMA(5/40) -8.06% 0.05 33.3% 3 -24.89% $52.06
EMA(5/45) -8.50% 0.04 33.3% 3 -24.82% $51.38
EMA(10/30) -10.25% -0.03 33.3% 3 -24.80% $51.20
EMA(15/20) -13.58% -0.17 33.3% 3 -28.72% $49.81
EMA(10/25) -13.50% -0.19 33.3% 3 -24.87% $50.88
EMA(5/25) -13.65% -0.23 25.0% 4 -25.36% $65.39
EMA(5/70) -16.59% -0.28 33.3% 3 -30.51% $50.57

BNB/USDT [3d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(10/20) +34.22% 1.77 50.0% 2 -29.03% $41.30
EMA(5/20) +33.33% 1.74 33.3% 3 -29.50% $68.76
EMA(10/25) +33.10% 1.73 50.0% 2 -29.62% $41.19
EMA(15/40) +31.66% 1.65 50.0% 2 -34.32% $41.04
EMA(10/40) +30.90% 1.62 50.0% 2 -34.32% $40.97
EMA(20/30) +29.74% 1.58 50.0% 2 -34.32% $40.85
EMA(5/25) +29.05% 1.57 33.3% 3 -31.76% $67.45
EMA(15/45) +28.85% 1.54 50.0% 2 -34.32% $40.76
EMA(20/35) +28.85% 1.54 50.0% 2 -34.32% $40.76
EMA(15/35) +28.76% 1.54 50.0% 2 -34.32% $40.76

PAXG/USDT [3d]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
EMA(50/60) +37.42% 2.44 100.0% 1 -19.75% $22.76
EMA(35/90) +36.06% 2.37 50.0% 2 -19.75% $41.44
EMA(40/110) +35.72% 2.35 100.0% 1 -19.74% $22.58
EMA(35/155) +35.72% 2.35 100.0% 1 -19.74% $22.58
EMA(35/165) +35.72% 2.35 100.0% 1 -19.74% $22.58
EMA(35/170) +35.72% 2.35 100.0% 1 -19.74% $22.58
EMA(35/175) +35.72% 2.35 100.0% 1 -19.74% $22.58
EMA(35/180) +35.72% 2.35 100.0% 1 -19.74% $22.58
EMA(35/185) +35.72% 2.35 100.0% 1 -19.74% $22.58
EMA(35/190) +35.72% 2.35 100.0% 1 -19.74% $22.58