Crypto + Gold Backtest Report

Generated: 2026-04-19 02:39

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

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

EMA Crossover

+0.49%
Initial $10,000
Final $10,049.05
Trades 5
Win Rate 40.0%
Max Drawdown -29.99%
Fees $104.83
EMA Crossover chart

RSI

-32.67%
Initial $10,000
Final $6,733.09
Trades 8
Win Rate 62.5%
Max Drawdown -50.22%
Fees $145.22
RSI chart

EMA+RSI Combo

-35.94%
Initial $10,000
Final $6,406.20
Trades 16
Win Rate 50.0%
Max Drawdown -48.50%
Fees $256.74
EMA+RSI Combo chart

Buy & Hold

-10.75%
Initial $10,000
Final $8,925.22
Trades 1
Win Rate 0.0%
Max Drawdown -47.82%
Fees $17.93
Buy & Hold chart

DCA (Weekly)

-20.18%
Initial $10,000
Final $7,981.82
Trades 50
Win Rate 0.0%
Max Drawdown -36.97%
Fees $17.99
DCA (Weekly) chart

Grid Trading

+8.65%
Initial $10,000
Final $10,865.32
Trades 42
Win Rate 83.3%
Max Drawdown -18.17%
Fees $84.91
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

+100.49%
Initial $10,000
Final $20,049.08
Trades 3
Win Rate 66.7%
Max Drawdown -26.31%
Fees $108.67
EMA Crossover chart

RSI

+17.05%
Initial $10,000
Final $11,704.96
Trades 9
Win Rate 77.8%
Max Drawdown -43.31%
Fees $218.97
RSI chart

EMA+RSI Combo

-52.76%
Initial $10,000
Final $4,723.86
Trades 20
Win Rate 45.0%
Max Drawdown -62.51%
Fees $285.02
EMA+RSI Combo chart

Buy & Hold

+43.14%
Initial $10,000
Final $14,314.45
Trades 1
Win Rate 100.0%
Max Drawdown -61.12%
Fees $23.33
Buy & Hold chart

DCA (Weekly)

-16.25%
Initial $10,000
Final $8,375.38
Trades 50
Win Rate 0.0%
Max Drawdown -49.15%
Fees $18.38
DCA (Weekly) chart

Grid Trading

+29.29%
Initial $10,000
Final $12,928.66
Trades 23
Win Rate 100.0%
Max Drawdown -2.43%
Fees $48.95
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

+10.83%
Initial $10,000
Final $11,083.20
Trades 2
Win Rate 50.0%
Max Drawdown -27.30%
Fees $38.56
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

-57.61%
Initial $10,000
Final $4,238.53
Trades 25
Win Rate 44.0%
Max Drawdown -71.35%
Fees $344.76
EMA+RSI Combo chart

Buy & Hold

-36.64%
Initial $10,000
Final $6,336.24
Trades 1
Win Rate 0.0%
Max Drawdown -66.54%
Fees $15.34
Buy & Hold chart

DCA (Weekly)

-38.25%
Initial $10,000
Final $6,175.42
Trades 50
Win Rate 0.0%
Max Drawdown -53.29%
Fees $16.18
DCA (Weekly) chart

Grid Trading

+1.07%
Initial $10,000
Final $10,106.98
Trades 70
Win Rate 85.7%
Max Drawdown -28.40%
Fees $140.18
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

+49.74%
Initial $10,000
Final $14,974.04
Trades 2
Win Rate 50.0%
Max Drawdown -30.13%
Fees $55.07
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

-28.74%
Initial $10,000
Final $7,125.53
Trades 17
Win Rate 52.9%
Max Drawdown -41.43%
Fees $303.41
EMA+RSI Combo chart

Buy & Hold

+6.09%
Initial $10,000
Final $10,609.41
Trades 1
Win Rate 100.0%
Max Drawdown -54.08%
Fees $19.62
Buy & Hold chart

DCA (Weekly)

-17.97%
Initial $10,000
Final $8,202.60
Trades 50
Win Rate 0.0%
Max Drawdown -45.41%
Fees $18.21
DCA (Weekly) chart

Grid Trading

+14.44%
Initial $10,000
Final $11,443.94
Trades 31
Win Rate 87.1%
Max Drawdown -6.08%
Fees $63.48
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

+20.83%
Initial $10,000
Final $12,083.23
Trades 5
Win Rate 20.0%
Max Drawdown -18.12%
Fees $93.35
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

+6.14%
Initial $10,000
Final $10,613.79
Trades 17
Win Rate 64.7%
Max Drawdown -8.12%
Fees $327.66
EMA+RSI Combo chart

Buy & Hold

+40.45%
Initial $10,000
Final $14,044.85
Trades 1
Win Rate 100.0%
Max Drawdown -19.76%
Fees $23.06
Buy & Hold chart

DCA (Weekly)

+22.98%
Initial $10,000
Final $12,298.29
Trades 50
Win Rate 2.0%
Max Drawdown -19.12%
Fees $22.31
DCA (Weekly) chart

Grid Trading

+15.26%
Initial $10,000
Final $11,526.24
Trades 30
Win Rate 100.0%
Max Drawdown -4.13%
Fees $61.56
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) +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.

RankSymbol + TFParams ReturnSharpeWin RateTradesMax 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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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]

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) +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]

Return heatmap
Sharpe heatmap

Top 10 Parameter Combinations (by Sharpe Ratio)

ParametersReturnSharpe Win RateTradesMax DDFees
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