Trend following · Moving-average crossover
BTC MA Cross 20/100 · 1D
Moving-average crossover on BTC/USD CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+0.5%Backtest
Max drawdown−26.8%Volatility 14.9%
Sharpe0.11Trades 23
Since go-live+0.09% Live
Outside the System since Oct 5, 08:52 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+0.5%
Max drawdown−26.8%
Sharpe0.11
Trades23
Winning trades26%
Time in market98%
Backtest on real historical prices from Jun 13, 2021 to Oct 3, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Long while the 20-bar simple moving average is above the 100-bar average; short while it is below.
- Trades both directions (long and short).
- Position size targets 12% annualised volatility (risk level 3/5), capped at 2:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.0 | -4.0 | -2.1 | -1.4 | 5.8 | -1.7 | -3.1 | -6.6% | |||||
| 2022 | 2.9 | -1.9 | -2.2 | -0.8 | 2.6 | 5.2 | -1.5 | 1.3 | 0.2 | -0.5 | 1.4 | 0.2 | 6.8% |
| 2023 | 1.0 | -0.5 | 7.8 | 0.5 | -3.6 | -3.7 | -1.6 | -3.1 | -1.9 | 1.1 | 3.0 | 4.5 | 2.9% |
| 2024 | -0.4 | 19.8 | 8.4 | -9.9 | 2.6 | -3.2 | -2.5 | -6.3 | -4.3 | 1.9 | 8.0 | -1.3 | 10.0% |
| 2025 | 2.2 | 1.8 | 0.3 | -3.8 | 1.2 | 0.2 | 1.6 | -2.2 | -1.9 | -3.5 | 5.8 | 0.6 | 2.0% |
| 2026 | 2.4 | 3.2 | -0.5 | -3.1 | -1.3 | -3.5 | -2.5 | -7.8 | 1.6 | 0.4 | -10.9% |