Trend following · Moving-average crossover
WTI Oil · Gold · Copper MA Cross 30/150 · 1D
Moving-average crossover on WTI Crude Oil, XAU/USD, Copper CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−1.5%Backtest
Max drawdown−2.9%Volatility 4.2%
Sharpe-0.34Trades 0
Since go-live+0.17% Live
Outside the System since Oct 5, 08:53 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 2: 1 in profit · 1 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▼ XAUUSD | 4,155.50 | 4,167.80 | −0.31% |
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ COPPER | 6.5906 | 6.6080 | +0.25% |
Backtest on real market data
Annual return−1.5%
Max drawdown−2.9%
Sharpe-0.34
Trades0
Winning trades0%
Time in market85%
Backtest on real historical prices from Jun 24, 2026 to Oct 2, 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 30-bar simple moving average is above the 150-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 4:1 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.0 | 0.1 | -1.7 | 1.2 | 0.1 | -0.4% |
