Trend following · Moving-average crossover
ETH MA Cross 20/100 · 4H
Moving-average crossover on ETH/USD CFDs, evaluated on completed 4H bars and executed at live bid/ask.
Annual return−4.5%Backtest
Max drawdown−30.6%Volatility 24.3%
Sharpe-0.07Trades 62
Since go-live+0.15% Live
Outside the System since Oct 5, 08:54 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−4.5%
Max drawdown−30.6%
Sharpe-0.07
Trades62
Winning trades29%
Time in market99%
Backtest on real historical prices from Oct 15, 2024 to Oct 4, 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 18% annualised volatility (risk level 4/5), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -8.8 | 3.7 | -2.2 | -7.5% | |||||||||
| 2025 | -10.4 | 0.9 | -1.3 | 9.2 | 14.3 | -9.3 | 13.6 | -9.9 | -3.7 | -14.8 | 6.1 | -9.1 | -18.1% |
| 2026 | 6.1 | 5.9 | -2.0 | 3.3 | -0.3 | 1.6 | -2.1 | 14.0 | -6.5 | 0.1 | 20.5% |