Summary
| Symbol |
Strategy |
Return |
Win Rate |
Trades |
Max DD |
vs Buy&Hold |
| BTC/USDT |
EMA Crossover |
+0.49% |
40.0% |
5 |
-29.99% |
+11.24% |
| BTC/USDT |
RSI |
-32.67% |
62.5% |
8 |
-50.22% |
-21.92% |
| BTC/USDT |
EMA+RSI Combo |
-35.94% |
50.0% |
16 |
-48.50% |
-25.19% |
| BTC/USDT |
Buy & Hold |
-10.75% |
0.0% |
1 |
-47.82% |
|
| ETH/USDT |
EMA Crossover |
+100.49% |
66.7% |
3 |
-26.31% |
+57.35% |
| ETH/USDT |
RSI |
+17.05% |
77.8% |
9 |
-43.31% |
-26.09% |
| ETH/USDT |
EMA+RSI Combo |
-52.76% |
45.0% |
20 |
-62.51% |
-95.91% |
| ETH/USDT |
Buy & Hold |
+43.14% |
100.0% |
1 |
-61.12% |
|
| SOL/USDT |
EMA Crossover |
+10.83% |
50.0% |
2 |
-27.30% |
+47.47% |
| SOL/USDT |
RSI |
-21.63% |
57.1% |
7 |
-44.98% |
+15.00% |
| SOL/USDT |
EMA+RSI Combo |
-57.61% |
44.0% |
25 |
-71.35% |
-20.98% |
| SOL/USDT |
Buy & Hold |
-36.64% |
0.0% |
1 |
-66.54% |
|
| BNB/USDT |
EMA Crossover |
+49.74% |
50.0% |
2 |
-30.13% |
+43.65% |
| BNB/USDT |
RSI |
+15.60% |
84.6% |
13 |
-47.79% |
+9.50% |
| BNB/USDT |
EMA+RSI Combo |
-28.74% |
52.9% |
17 |
-41.43% |
-34.84% |
| BNB/USDT |
Buy & Hold |
+6.09% |
100.0% |
1 |
-54.08% |
|
| PAXG/USDT |
EMA Crossover |
+20.83% |
20.0% |
5 |
-18.12% |
-19.62% |
| PAXG/USDT |
RSI |
+9.26% |
75.0% |
8 |
-17.36% |
-31.19% |
| PAXG/USDT |
EMA+RSI Combo |
+6.14% |
64.7% |
17 |
-8.12% |
-34.31% |
| PAXG/USDT |
Buy & Hold |
+40.45% |
100.0% |
1 |
-19.76% |
|
| BTC/USDT |
DCA (Weekly) |
-20.18% |
0.0% |
50 |
-36.97% |
-9.43% |
| BTC/USDT |
Grid Trading |
+8.65% |
83.3% |
42 |
-18.17% |
+19.40% |
| BTC/USDT |
Bollinger Band |
+14.05% |
66.7% |
6 |
-30.87% |
+24.80% |
| ETH/USDT |
DCA (Weekly) |
-16.25% |
0.0% |
50 |
-49.15% |
-59.39% |
| ETH/USDT |
Grid Trading |
+29.29% |
100.0% |
23 |
-2.43% |
-13.86% |
| ETH/USDT |
Bollinger Band |
-12.46% |
50.0% |
4 |
-53.95% |
-55.61% |
| SOL/USDT |
DCA (Weekly) |
-38.25% |
0.0% |
50 |
-53.29% |
-1.61% |
| SOL/USDT |
Grid Trading |
+1.07% |
85.7% |
70 |
-28.40% |
+37.71% |
| SOL/USDT |
Bollinger Band |
-46.07% |
33.3% |
3 |
-62.94% |
-9.43% |
| BNB/USDT |
DCA (Weekly) |
-17.97% |
0.0% |
50 |
-45.41% |
-24.07% |
| BNB/USDT |
Grid Trading |
+14.44% |
87.1% |
31 |
-6.08% |
+8.35% |
| BNB/USDT |
Bollinger Band |
-10.53% |
50.0% |
4 |
-31.50% |
-16.62% |
| PAXG/USDT |
DCA (Weekly) |
+22.98% |
2.0% |
50 |
-19.12% |
-17.47% |
| PAXG/USDT |
Grid Trading |
+15.26% |
100.0% |
30 |
-4.13% |
-25.19% |
| PAXG/USDT |
Bollinger Band |
+10.48% |
66.7% |
3 |
-8.39% |
-29.97% |
BTC/USDT
Initial
$10,000
Final
$10,049.05
Trades
5
Win Rate
40.0%
Max Drawdown
-29.99%
Fees
$104.83
Initial
$10,000
Final
$6,733.09
Trades
8
Win Rate
62.5%
Max Drawdown
-50.22%
Fees
$145.22
Initial
$10,000
Final
$6,406.20
Trades
16
Win Rate
50.0%
Max Drawdown
-48.50%
Fees
$256.74
Initial
$10,000
Final
$8,925.22
Trades
1
Win Rate
0.0%
Max Drawdown
-47.82%
Fees
$17.93
Initial
$10,000
Final
$7,981.82
Trades
50
Win Rate
0.0%
Max Drawdown
-36.97%
Fees
$17.99
Initial
$10,000
Final
$10,865.32
Trades
42
Win Rate
83.3%
Max Drawdown
-18.17%
Fees
$84.91
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
$20,049.08
Trades
3
Win Rate
66.7%
Max Drawdown
-26.31%
Fees
$108.67
Initial
$10,000
Final
$11,704.96
Trades
9
Win Rate
77.8%
Max Drawdown
-43.31%
Fees
$218.97
Initial
$10,000
Final
$4,723.86
Trades
20
Win Rate
45.0%
Max Drawdown
-62.51%
Fees
$285.02
Initial
$10,000
Final
$14,314.45
Trades
1
Win Rate
100.0%
Max Drawdown
-61.12%
Fees
$23.33
Initial
$10,000
Final
$8,375.38
Trades
50
Win Rate
0.0%
Max Drawdown
-49.15%
Fees
$18.38
Initial
$10,000
Final
$12,928.66
Trades
23
Win Rate
100.0%
Max Drawdown
-2.43%
Fees
$48.95
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
$11,083.20
Trades
2
Win Rate
50.0%
Max Drawdown
-27.30%
Fees
$38.56
Initial
$10,000
Final
$7,836.51
Trades
7
Win Rate
57.1%
Max Drawdown
-44.98%
Fees
$131.47
Initial
$10,000
Final
$4,238.53
Trades
25
Win Rate
44.0%
Max Drawdown
-71.35%
Fees
$344.76
Initial
$10,000
Final
$6,336.24
Trades
1
Win Rate
0.0%
Max Drawdown
-66.54%
Fees
$15.34
Initial
$10,000
Final
$6,175.42
Trades
50
Win Rate
0.0%
Max Drawdown
-53.29%
Fees
$16.18
Initial
$10,000
Final
$10,106.98
Trades
70
Win Rate
85.7%
Max Drawdown
-28.40%
Fees
$140.18
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
$14,974.04
Trades
2
Win Rate
50.0%
Max Drawdown
-30.13%
Fees
$55.07
Initial
$10,000
Final
$11,559.52
Trades
13
Win Rate
84.6%
Max Drawdown
-47.79%
Fees
$299.92
Initial
$10,000
Final
$7,125.53
Trades
17
Win Rate
52.9%
Max Drawdown
-41.43%
Fees
$303.41
Initial
$10,000
Final
$10,609.41
Trades
1
Win Rate
100.0%
Max Drawdown
-54.08%
Fees
$19.62
Initial
$10,000
Final
$8,202.60
Trades
50
Win Rate
0.0%
Max Drawdown
-45.41%
Fees
$18.21
Initial
$10,000
Final
$11,443.94
Trades
31
Win Rate
87.1%
Max Drawdown
-6.08%
Fees
$63.48
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
$12,083.23
Trades
5
Win Rate
20.0%
Max Drawdown
-18.12%
Fees
$93.35
Initial
$10,000
Final
$10,926.20
Trades
8
Win Rate
75.0%
Max Drawdown
-17.36%
Fees
$168.00
Initial
$10,000
Final
$10,613.79
Trades
17
Win Rate
64.7%
Max Drawdown
-8.12%
Fees
$327.66
Initial
$10,000
Final
$14,044.85
Trades
1
Win Rate
100.0%
Max Drawdown
-19.76%
Fees
$23.06
Initial
$10,000
Final
$12,298.29
Trades
50
Win Rate
2.0%
Max Drawdown
-19.12%
Fees
$22.31
Initial
$10,000
Final
$11,526.24
Trades
30
Win Rate
100.0%
Max Drawdown
-4.13%
Fees
$61.56
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) |
+118.53% |
3.72 |
-11.04% |
-2.81 |
-15.50% |
-21.18% |
+10.14% |
FAIL |
| PAXG/USDT [3d] |
EMA(5/100) |
+24.41% |
4.83 |
-1.69% |
0.11 |
-20.89% |
+9.90% |
-11.59% |
FAIL |
| BNB/USDT [3d] |
EMA(5/20) |
+61.20% |
3.24 |
-9.29% |
-1.71 |
-16.49% |
-26.20% |
+16.91% |
FAIL |
| ETH/USDT [1d] |
EMA(15/50) |
+129.16% |
2.34 |
-5.47% |
-0.47 |
-15.37% |
-21.22% |
+15.74% |
FAIL |
| PAXG/USDT [1d] |
EMA(45/60) |
+23.99% |
1.95 |
+3.06% |
0.44 |
-19.58% |
+9.90% |
-6.84% |
WEAK PASS |
| BTC/USDT [3d] |
EMA(15/25) |
+16.98% |
1.74 |
-13.44% |
-2.99 |
-16.83% |
-14.48% |
+1.04% |
FAIL |
| BNB/USDT [1d] |
EMA(10/30) |
+76.35% |
2.11 |
-9.88% |
-1.79 |
-15.78% |
-26.38% |
+16.50% |
FAIL |
| ETH/USDT [12h] |
EMA(40/85) |
+133.01% |
1.76 |
-1.41% |
-0.02 |
-15.29% |
-21.22% |
+19.81% |
FAIL |
| BTC/USDT [1d] |
EMA(50/70) |
+28.56% |
1.45 |
-14.72% |
-2.25 |
-19.73% |
-14.28% |
-0.44% |
FAIL |
| PAXG/USDT [12h] |
EMA(50/200) |
+21.74% |
1.30 |
+1.42% |
0.21 |
-20.30% |
+9.90% |
-8.49% |
WEAK PASS |
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(5/25) |
+112.91% |
2.92 |
50.0% |
2 |
-19.32% |
| 🥈 |
PAXG/USDT [3d] |
EMA(15/25) |
+36.00% |
2.38 |
50.0% |
2 |
-19.75% |
| 🥉 |
BNB/USDT [3d] |
EMA(10/20) |
+49.25% |
2.22 |
100.0% |
1 |
-29.10% |
| #4 |
ETH/USDT [1d] |
EMA(25/60) |
+119.58% |
1.81 |
50.0% |
2 |
-22.04% |
| #5 |
PAXG/USDT [1d] |
EMA(10/40) |
+36.85% |
1.45 |
16.7% |
6 |
-14.71% |
| #6 |
BTC/USDT [3d] |
EMA(15/25) |
+16.98% |
1.41 |
100.0% |
1 |
-13.48% |
| #7 |
BNB/USDT [1d] |
EMA(10/30) |
+57.76% |
1.40 |
40.0% |
5 |
-24.66% |
| #8 |
ETH/USDT [12h] |
EMA(25/165) |
+123.68% |
1.35 |
33.3% |
3 |
-22.07% |
| #9 |
BTC/USDT [1d] |
EMA(50/70) |
+28.56% |
1.19 |
100.0% |
1 |
-14.11% |
| #10 |
PAXG/USDT [12h] |
EMA(25/70) |
+38.07% |
1.14 |
20.0% |
5 |
-14.96% |
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) |
+19.72% |
0.38 |
37.5% |
8 |
-18.81% |
$181.16 |
| EMA(45/130) |
+19.17% |
0.37 |
37.5% |
8 |
-19.41% |
$180.67 |
| EMA(40/175) |
+17.75% |
0.35 |
37.5% |
8 |
-18.82% |
$180.09 |
| EMA(50/130) |
+17.91% |
0.35 |
37.5% |
8 |
-19.69% |
$179.53 |
| EMA(45/135) |
+16.95% |
0.33 |
33.3% |
9 |
-20.70% |
$201.77 |
| EMA(40/170) |
+16.29% |
0.33 |
33.3% |
9 |
-19.72% |
$200.39 |
| EMA(35/180) |
+16.11% |
0.33 |
37.5% |
8 |
-20.32% |
$178.73 |
| EMA(50/140) |
+16.46% |
0.33 |
37.5% |
8 |
-21.35% |
$180.11 |
| EMA(30/190) |
+15.91% |
0.32 |
37.5% |
8 |
-20.16% |
$177.86 |
| EMA(30/195) |
+15.67% |
0.32 |
37.5% |
8 |
-20.29% |
$177.65 |
ETH/USDT [4h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(25/160) |
+96.90% |
0.71 |
42.9% |
7 |
-37.97% |
$250.77 |
| EMA(25/165) |
+95.08% |
0.70 |
42.9% |
7 |
-38.06% |
$248.93 |
| EMA(20/170) |
+93.86% |
0.70 |
33.3% |
9 |
-37.68% |
$317.41 |
| EMA(20/165) |
+92.24% |
0.69 |
37.5% |
8 |
-38.94% |
$289.30 |
| EMA(30/155) |
+93.29% |
0.69 |
42.9% |
7 |
-38.50% |
$247.32 |
| EMA(30/170) |
+92.97% |
0.69 |
42.9% |
7 |
-36.36% |
$241.18 |
| EMA(25/175) |
+92.63% |
0.69 |
42.9% |
7 |
-36.92% |
$241.62 |
| EMA(20/180) |
+91.63% |
0.69 |
37.5% |
8 |
-37.24% |
$282.45 |
| EMA(20/175) |
+91.49% |
0.69 |
37.5% |
8 |
-37.28% |
$282.52 |
| EMA(30/160) |
+92.70% |
0.69 |
42.9% |
7 |
-37.11% |
$242.89 |
SOL/USDT [4h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(5/160) |
+13.01% |
0.21 |
33.3% |
18 |
-29.97% |
$416.38 |
| EMA(10/180) |
+12.80% |
0.20 |
41.7% |
12 |
-26.86% |
$259.91 |
| EMA(5/200) |
+11.08% |
0.19 |
37.5% |
16 |
-28.11% |
$345.00 |
| EMA(5/195) |
+10.44% |
0.18 |
37.5% |
16 |
-28.41% |
$344.34 |
| EMA(5/150) |
+10.35% |
0.18 |
41.2% |
17 |
-32.51% |
$395.21 |
| EMA(5/165) |
+10.16% |
0.18 |
38.9% |
18 |
-31.30% |
$411.86 |
| EMA(5/155) |
+9.69% |
0.18 |
35.3% |
17 |
-31.94% |
$387.26 |
| EMA(10/125) |
+9.60% |
0.18 |
26.7% |
15 |
-32.04% |
$339.06 |
| EMA(5/190) |
+9.34% |
0.17 |
35.3% |
17 |
-30.40% |
$374.33 |
| EMA(10/170) |
+8.93% |
0.17 |
33.3% |
15 |
-32.10% |
$333.05 |
BNB/USDT [4h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(45/110) |
+58.93% |
0.61 |
40.0% |
10 |
-20.40% |
$241.69 |
| EMA(25/145) |
+58.75% |
0.61 |
40.0% |
10 |
-21.95% |
$239.39 |
| EMA(35/130) |
+57.42% |
0.60 |
40.0% |
10 |
-20.41% |
$239.25 |
| EMA(20/150) |
+57.26% |
0.60 |
40.0% |
10 |
-21.84% |
$238.95 |
| EMA(50/115) |
+56.90% |
0.60 |
33.3% |
9 |
-20.89% |
$210.02 |
| EMA(45/120) |
+56.49% |
0.59 |
33.3% |
9 |
-20.40% |
$209.65 |
| EMA(25/140) |
+56.66% |
0.59 |
40.0% |
10 |
-22.65% |
$238.92 |
| EMA(20/145) |
+56.61% |
0.59 |
36.4% |
11 |
-21.80% |
$268.87 |
| EMA(45/115) |
+56.27% |
0.59 |
33.3% |
9 |
-20.40% |
$210.39 |
| EMA(50/160) |
+57.96% |
0.59 |
28.6% |
7 |
-24.44% |
$177.04 |
PAXG/USDT [4h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(20/35) |
+39.03% |
0.79 |
47.1% |
17 |
-12.82% |
$344.73 |
| EMA(25/30) |
+38.93% |
0.79 |
47.1% |
17 |
-13.03% |
$346.84 |
| EMA(15/40) |
+38.31% |
0.78 |
45.0% |
20 |
-11.88% |
$418.67 |
| EMA(15/45) |
+36.76% |
0.76 |
42.1% |
19 |
-12.71% |
$383.61 |
| EMA(20/30) |
+36.47% |
0.75 |
45.5% |
22 |
-11.88% |
$466.38 |
| EMA(15/35) |
+36.17% |
0.75 |
45.5% |
22 |
-12.42% |
$469.56 |
| EMA(20/25) |
+34.49% |
0.72 |
45.8% |
24 |
-13.81% |
$519.26 |
| EMA(5/30) |
+34.65% |
0.71 |
41.0% |
39 |
-14.64% |
$857.06 |
| EMA(20/40) |
+33.40% |
0.69 |
47.1% |
17 |
-13.03% |
$341.64 |
| EMA(15/50) |
+32.90% |
0.69 |
47.1% |
17 |
-12.92% |
$340.88 |
BTC/USDT [12h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(50/160) |
+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(40/185) |
+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(50/165) |
+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(50/150) |
+23.43% |
0.74 |
100.0% |
1 |
-14.68% |
$21.36 |
| EMA(45/165) |
+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 |
ETH/USDT [12h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(25/165) |
+123.68% |
1.35 |
33.3% |
3 |
-22.07% |
$67.89 |
| EMA(45/130) |
+123.68% |
1.35 |
33.3% |
3 |
-22.07% |
$67.89 |
| EMA(35/145) |
+123.68% |
1.35 |
33.3% |
3 |
-22.07% |
$67.89 |
| EMA(30/155) |
+123.68% |
1.35 |
33.3% |
3 |
-22.07% |
$67.89 |
| EMA(40/140) |
+123.50% |
1.35 |
33.3% |
3 |
-22.07% |
$67.87 |
| EMA(50/125) |
+123.50% |
1.35 |
33.3% |
3 |
-22.07% |
$67.87 |
| EMA(45/155) |
+121.70% |
1.33 |
33.3% |
3 |
-22.07% |
$67.69 |
| EMA(40/135) |
+120.45% |
1.33 |
33.3% |
3 |
-22.07% |
$67.57 |
| EMA(20/175) |
+120.45% |
1.33 |
33.3% |
3 |
-22.07% |
$67.57 |
| EMA(50/120) |
+120.45% |
1.33 |
33.3% |
3 |
-22.07% |
$67.57 |
SOL/USDT [12h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(45/90) |
+15.60% |
0.39 |
33.3% |
3 |
-27.30% |
$57.24 |
| EMA(40/100) |
+14.96% |
0.38 |
33.3% |
3 |
-27.30% |
$57.17 |
| EMA(35/105) |
+14.43% |
0.37 |
33.3% |
3 |
-27.29% |
$57.44 |
| EMA(35/110) |
+14.07% |
0.37 |
33.3% |
3 |
-27.29% |
$57.08 |
| EMA(30/115) |
+13.80% |
0.36 |
33.3% |
3 |
-27.28% |
$57.38 |
| EMA(25/130) |
+13.80% |
0.36 |
33.3% |
3 |
-27.28% |
$57.38 |
| EMA(50/85) |
+13.75% |
0.36 |
33.3% |
3 |
-27.29% |
$56.91 |
| EMA(30/125) |
+13.45% |
0.36 |
33.3% |
3 |
-27.28% |
$57.02 |
| EMA(25/135) |
+13.45% |
0.36 |
33.3% |
3 |
-27.28% |
$57.02 |
| EMA(25/140) |
+13.45% |
0.36 |
33.3% |
3 |
-27.28% |
$57.02 |
BNB/USDT [12h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(20/35) |
+61.55% |
1.07 |
50.0% |
8 |
-19.31% |
$196.00 |
| EMA(25/30) |
+60.08% |
1.05 |
50.0% |
8 |
-20.15% |
$195.58 |
| EMA(15/60) |
+60.93% |
1.04 |
33.3% |
6 |
-23.52% |
$161.91 |
| EMA(25/55) |
+60.12% |
1.04 |
40.0% |
5 |
-23.50% |
$129.09 |
| EMA(25/45) |
+59.43% |
1.03 |
33.3% |
6 |
-24.62% |
$160.79 |
| EMA(5/55) |
+58.10% |
1.02 |
44.4% |
9 |
-21.52% |
$223.42 |
| EMA(20/30) |
+57.63% |
1.02 |
33.3% |
9 |
-20.75% |
$227.40 |
| EMA(10/90) |
+59.42% |
1.02 |
50.0% |
4 |
-25.42% |
$95.44 |
| EMA(10/85) |
+58.89% |
1.01 |
50.0% |
4 |
-25.42% |
$95.22 |
| EMA(15/65) |
+58.12% |
1.01 |
33.3% |
6 |
-24.52% |
$159.74 |
PAXG/USDT [12h]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(25/70) |
+38.07% |
1.14 |
20.0% |
5 |
-14.96% |
$96.40 |
| EMA(25/65) |
+36.88% |
1.12 |
16.7% |
6 |
-14.96% |
$121.96 |
| EMA(20/80) |
+37.01% |
1.11 |
20.0% |
5 |
-14.96% |
$96.02 |
| EMA(20/75) |
+36.82% |
1.11 |
16.7% |
6 |
-14.96% |
$122.14 |
| EMA(20/70) |
+36.48% |
1.10 |
16.7% |
6 |
-14.96% |
$122.29 |
| EMA(35/55) |
+36.08% |
1.09 |
20.0% |
5 |
-14.96% |
$95.74 |
| EMA(15/90) |
+35.60% |
1.08 |
14.3% |
7 |
-14.96% |
$139.79 |
| EMA(30/60) |
+35.67% |
1.08 |
20.0% |
5 |
-14.96% |
$95.53 |
| EMA(5/90) |
+35.35% |
1.07 |
11.1% |
9 |
-14.96% |
$175.18 |
| EMA(40/50) |
+35.33% |
1.07 |
20.0% |
5 |
-14.96% |
$95.66 |
BTC/USDT [1d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(50/70) |
+28.56% |
1.19 |
100.0% |
1 |
-14.11% |
$21.87 |
| EMA(45/75) |
+28.56% |
1.19 |
100.0% |
1 |
-14.11% |
$21.87 |
| EMA(35/65) |
+28.03% |
1.18 |
100.0% |
1 |
-14.11% |
$21.82 |
| EMA(45/55) |
+28.03% |
1.18 |
100.0% |
1 |
-14.11% |
$21.82 |
| EMA(20/95) |
+28.03% |
1.18 |
100.0% |
1 |
-14.11% |
$21.82 |
| EMA(25/85) |
+28.03% |
1.18 |
100.0% |
1 |
-14.11% |
$21.82 |
| EMA(15/115) |
+28.03% |
1.18 |
100.0% |
1 |
-14.11% |
$21.82 |
| EMA(40/60) |
+28.03% |
1.18 |
100.0% |
1 |
-14.11% |
$21.82 |
| EMA(30/75) |
+28.03% |
1.18 |
100.0% |
1 |
-14.11% |
$21.82 |
| EMA(50/85) |
+28.04% |
1.16 |
100.0% |
1 |
-14.11% |
$21.82 |
ETH/USDT [1d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(25/60) |
+119.58% |
1.81 |
50.0% |
2 |
-22.04% |
$72.80 |
| EMA(30/55) |
+120.00% |
1.81 |
100.0% |
1 |
-22.04% |
$31.02 |
| EMA(15/80) |
+119.81% |
1.81 |
100.0% |
1 |
-22.04% |
$31.00 |
| EMA(20/70) |
+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(35/50) |
+119.81% |
1.81 |
100.0% |
1 |
-22.04% |
$31.00 |
| EMA(30/70) |
+119.81% |
1.80 |
100.0% |
1 |
-22.04% |
$31.00 |
| EMA(45/50) |
+117.42% |
1.78 |
100.0% |
1 |
-22.04% |
$30.76 |
| 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 |
SOL/USDT [1d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(15/60) |
+17.43% |
0.58 |
50.0% |
2 |
-27.29% |
$39.70 |
| EMA(10/115) |
+17.26% |
0.57 |
50.0% |
2 |
-27.32% |
$39.56 |
| EMA(10/110) |
+17.09% |
0.57 |
50.0% |
2 |
-27.32% |
$39.55 |
| EMA(10/120) |
+16.34% |
0.56 |
50.0% |
2 |
-27.32% |
$39.32 |
| EMA(25/70) |
+15.41% |
0.54 |
50.0% |
2 |
-27.30% |
$39.31 |
| EMA(20/60) |
+15.14% |
0.54 |
100.0% |
2 |
-27.30% |
$40.00 |
| EMA(30/60) |
+15.09% |
0.53 |
50.0% |
2 |
-27.30% |
$39.28 |
| EMA(25/50) |
+14.83% |
0.53 |
100.0% |
2 |
-27.30% |
$39.97 |
| EMA(40/45) |
+14.37% |
0.52 |
50.0% |
2 |
-27.29% |
$39.21 |
| EMA(35/50) |
+14.37% |
0.52 |
50.0% |
2 |
-27.29% |
$39.21 |
BNB/USDT [1d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(10/30) |
+57.76% |
1.40 |
40.0% |
5 |
-24.66% |
$140.93 |
| EMA(5/25) |
+55.49% |
1.37 |
37.5% |
8 |
-20.11% |
$204.98 |
| EMA(15/25) |
+55.09% |
1.34 |
40.0% |
5 |
-25.29% |
$141.12 |
| EMA(10/25) |
+54.43% |
1.34 |
40.0% |
5 |
-26.33% |
$140.14 |
| EMA(15/20) |
+53.44% |
1.32 |
40.0% |
5 |
-26.81% |
$139.85 |
| EMA(5/45) |
+53.68% |
1.31 |
50.0% |
4 |
-25.69% |
$93.25 |
| EMA(15/65) |
+54.75% |
1.31 |
50.0% |
2 |
-28.36% |
$55.74 |
| EMA(5/55) |
+53.50% |
1.30 |
66.7% |
3 |
-26.26% |
$74.60 |
| EMA(5/50) |
+53.26% |
1.30 |
50.0% |
4 |
-26.26% |
$93.26 |
| EMA(5/30) |
+51.68% |
1.30 |
37.5% |
8 |
-23.45% |
$201.48 |
PAXG/USDT [1d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(10/40) |
+36.85% |
1.45 |
16.7% |
6 |
-14.71% |
$121.97 |
| EMA(20/25) |
+33.04% |
1.32 |
20.0% |
5 |
-14.71% |
$94.47 |
| EMA(30/190) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
| EMA(35/140) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
| EMA(30/195) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
| EMA(30/200) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
| EMA(35/110) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
| EMA(35/115) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
| EMA(35/120) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
| EMA(35/125) |
+35.37% |
1.31 |
50.0% |
2 |
-19.75% |
$41.19 |
BTC/USDT [3d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(15/25) |
+16.98% |
1.41 |
100.0% |
1 |
-13.48% |
$20.71 |
| EMA(10/40) |
+16.52% |
1.35 |
100.0% |
1 |
-13.48% |
$20.66 |
| EMA(20/25) |
+16.52% |
1.35 |
100.0% |
1 |
-13.48% |
$20.66 |
| EMA(15/20) |
+14.25% |
1.23 |
100.0% |
1 |
-13.48% |
$20.44 |
| EMA(5/40) |
+14.25% |
1.23 |
100.0% |
1 |
-13.48% |
$20.44 |
| EMA(10/25) |
+14.25% |
1.23 |
100.0% |
1 |
-13.48% |
$20.44 |
| EMA(10/30) |
+14.25% |
1.23 |
100.0% |
1 |
-13.48% |
$20.44 |
| EMA(5/50) |
+14.28% |
1.20 |
100.0% |
1 |
-13.48% |
$20.44 |
| EMA(10/35) |
+14.28% |
1.20 |
100.0% |
1 |
-13.48% |
$20.44 |
| EMA(15/30) |
+14.28% |
1.20 |
100.0% |
1 |
-13.48% |
$20.44 |
ETH/USDT [3d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(5/25) |
+112.91% |
2.92 |
50.0% |
2 |
-19.32% |
$70.87 |
| EMA(10/20) |
+112.50% |
2.91 |
100.0% |
1 |
-19.55% |
$30.27 |
| EMA(15/20) |
+108.86% |
2.83 |
100.0% |
1 |
-20.93% |
$29.91 |
| EMA(10/25) |
+108.86% |
2.83 |
100.0% |
1 |
-20.93% |
$29.91 |
| EMA(5/30) |
+99.76% |
2.69 |
50.0% |
2 |
-24.37% |
$70.02 |
| EMA(5/20) |
+94.42% |
2.60 |
33.3% |
3 |
-26.32% |
$107.36 |
| EMA(5/35) |
+88.46% |
2.45 |
100.0% |
1 |
-28.65% |
$27.86 |
| EMA(10/30) |
+88.46% |
2.45 |
100.0% |
1 |
-28.65% |
$27.86 |
| EMA(15/25) |
+88.46% |
2.45 |
100.0% |
1 |
-28.65% |
$27.86 |
| EMA(5/45) |
+88.46% |
2.45 |
100.0% |
1 |
-28.65% |
$27.86 |
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) |
+49.25% |
2.22 |
100.0% |
1 |
-29.10% |
$23.94 |
| EMA(5/20) |
+48.31% |
2.20 |
50.0% |
2 |
-29.55% |
$54.49 |
| EMA(10/25) |
+48.01% |
2.18 |
100.0% |
1 |
-29.69% |
$23.82 |
| EMA(15/40) |
+46.39% |
2.10 |
100.0% |
1 |
-34.40% |
$23.65 |
| EMA(10/40) |
+45.55% |
2.07 |
100.0% |
1 |
-34.40% |
$23.57 |
| EMA(5/25) |
+43.53% |
2.03 |
50.0% |
2 |
-31.82% |
$53.02 |
| EMA(20/30) |
+44.26% |
2.03 |
100.0% |
1 |
-34.40% |
$23.44 |
| EMA(20/35) |
+43.27% |
1.99 |
100.0% |
1 |
-34.40% |
$23.34 |
| EMA(15/35) |
+43.16% |
1.99 |
100.0% |
1 |
-34.40% |
$23.33 |
| EMA(10/45) |
+42.58% |
1.97 |
100.0% |
1 |
-34.40% |
$23.27 |
PAXG/USDT [3d]
Top 10 Parameter Combinations (by Sharpe Ratio)
| Parameters | Return | Sharpe |
Win Rate | Trades | Max DD | Fees |
| EMA(15/25) |
+36.00% |
2.38 |
50.0% |
2 |
-19.75% |
$41.43 |
| EMA(20/30) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(5/85) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(20/25) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(10/55) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(10/50) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(10/45) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(10/40) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(15/30) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |
| EMA(15/35) |
+36.05% |
2.36 |
100.0% |
1 |
-19.74% |
$22.62 |