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
Initial
$10,000
Final
$9,769.40
Trades
5
Win Rate
40.0%
Max Drawdown
-29.99%
Fees
$102.35
Initial
$10,000
Final
$6,926.29
Trades
9
Win Rate
66.7%
Max Drawdown
-50.22%
Fees
$168.59
Initial
$10,000
Final
$6,391.79
Trades
16
Win Rate
50.0%
Max Drawdown
-48.50%
Fees
$256.73
Initial
$10,000
Final
$8,895.24
Trades
1
Win Rate
0.0%
Max Drawdown
-47.81%
Fees
$17.90
Initial
$10,000
Final
$7,954.04
Trades
50
Win Rate
0.0%
Max Drawdown
-36.99%
Fees
$17.96
Initial
$10,000
Final
$10,838.91
Trades
42
Win Rate
81.0%
Max Drawdown
-18.22%
Fees
$84.88
Initial
$10,000
Final
$11,405.12
Trades
6
Win Rate
66.7%
Max Drawdown
-30.87%
Fees
$138.52
ETH/USDT
Initial
$10,000
Final
$19,931.78
Trades
3
Win Rate
66.7%
Max Drawdown
-26.31%
Fees
$108.55
Initial
$10,000
Final
$11,738.25
Trades
10
Win Rate
80.0%
Max Drawdown
-43.31%
Fees
$238.66
Initial
$10,000
Final
$4,696.17
Trades
20
Win Rate
45.0%
Max Drawdown
-62.51%
Fees
$284.99
Initial
$10,000
Final
$14,453.51
Trades
1
Win Rate
100.0%
Max Drawdown
-61.14%
Fees
$23.47
Initial
$10,000
Final
$8,327.29
Trades
50
Win Rate
0.0%
Max Drawdown
-49.19%
Fees
$18.34
Initial
$10,000
Final
$12,766.29
Trades
25
Win Rate
100.0%
Max Drawdown
-2.13%
Fees
$52.79
Initial
$10,000
Final
$8,753.94
Trades
4
Win Rate
50.0%
Max Drawdown
-53.95%
Fees
$88.58
SOL/USDT
Initial
$10,000
Final
$10,937.50
Trades
2
Win Rate
50.0%
Max Drawdown
-27.29%
Fees
$38.42
Initial
$10,000
Final
$7,836.51
Trades
7
Win Rate
57.1%
Max Drawdown
-44.98%
Fees
$131.47
Initial
$10,000
Final
$4,241.33
Trades
25
Win Rate
44.0%
Max Drawdown
-71.35%
Fees
$344.76
Initial
$10,000
Final
$6,377.32
Trades
1
Win Rate
0.0%
Max Drawdown
-66.57%
Fees
$15.38
Initial
$10,000
Final
$6,127.35
Trades
50
Win Rate
0.0%
Max Drawdown
-53.11%
Fees
$16.13
Initial
$10,000
Final
$10,476.07
Trades
71
Win Rate
85.9%
Max Drawdown
-27.78%
Fees
$142.55
Initial
$10,000
Final
$5,392.94
Trades
3
Win Rate
33.3%
Max Drawdown
-62.94%
Fees
$48.26
BNB/USDT
Initial
$10,000
Final
$14,862.98
Trades
2
Win Rate
50.0%
Max Drawdown
-30.13%
Fees
$54.73
Initial
$10,000
Final
$11,559.52
Trades
13
Win Rate
84.6%
Max Drawdown
-47.79%
Fees
$299.92
Initial
$10,000
Final
$7,156.74
Trades
18
Win Rate
55.6%
Max Drawdown
-41.43%
Fees
$324.28
Initial
$10,000
Final
$10,447.73
Trades
1
Win Rate
100.0%
Max Drawdown
-54.08%
Fees
$19.46
Initial
$10,000
Final
$8,060.16
Trades
50
Win Rate
0.0%
Max Drawdown
-45.36%
Fees
$18.07
Initial
$10,000
Final
$11,348.10
Trades
32
Win Rate
87.5%
Max Drawdown
-6.27%
Fees
$65.38
Initial
$10,000
Final
$8,947.42
Trades
4
Win Rate
50.0%
Max Drawdown
-31.50%
Fees
$72.64
PAXG/USDT
Initial
$10,000
Final
$11,748.76
Trades
5
Win Rate
20.0%
Max Drawdown
-18.12%
Fees
$91.07
Initial
$10,000
Final
$10,926.20
Trades
8
Win Rate
75.0%
Max Drawdown
-17.36%
Fees
$168.00
Initial
$10,000
Final
$10,581.92
Trades
16
Win Rate
62.5%
Max Drawdown
-7.52%
Fees
$308.36
Initial
$10,000
Final
$13,928.49
Trades
1
Win Rate
100.0%
Max Drawdown
-19.76%
Fees
$22.94
Initial
$10,000
Final
$12,275.60
Trades
50
Win Rate
2.0%
Max Drawdown
-19.10%
Fees
$22.29
Initial
$10,000
Final
$11,568.09
Trades
24
Win Rate
100.0%
Max Drawdown
-4.11%
Fees
$49.59
Initial
$10,000
Final
$11,047.88
Trades
3
Win Rate
66.7%
Max Drawdown
-8.39%
Fees
$61.65
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 + TF | Best Params |
Train Return | Train Sharpe |
Test Return | Test Sharpe | Test MaxDD |
B&H (test) | vs B&H | Verdict |
| 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.
| Rank | Symbol + TF | Params |
Return | Sharpe | Win Rate | Trades | Max 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
Top 10 Grid Parameters (by Sharpe Ratio)
| Params (levels/range/order) | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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
Top 10 Grid Parameters (by Sharpe Ratio)
| Params (levels/range/order) | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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
Top 10 Grid Parameters (by Sharpe Ratio)
| Params (levels/range/order) | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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
Top 10 Grid Parameters (by Sharpe Ratio)
| Params (levels/range/order) | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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
Top 10 Grid Parameters (by Sharpe Ratio)
| Params (levels/range/order) | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| 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 |