Trend following · Moving-average crossover
WTI Oil MA Cross 20/100 · 1D
Moving-average crossover on WTI Crude Oil CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−14.5%Backtest
Max drawdown−5.8%Volatility 7.1%
Sharpe-2.17Trades 1
Since go-live−0.16% Live
Outside the System since Oct 5, 08:51 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 1 in profit · 0 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:51 AM opened Oct 5, 06:29 AM | ▲ WTI | 89.98 | 90.09 | +0.11% |
Backtest on real market data
Annual return−14.5%
Max drawdown−5.8%
Sharpe-2.17
Trades1
Winning trades0%
Time in market45%
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 20-bar simple moving average is above the 100-bar average; short while it is below.
- Short bias: long signals are taken at half size.
- Position size targets 18% annualised volatility (risk level 4/5), capped at 5:1 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 | 0.0 | -0.8 | -3.7 | 0.2 | -4.2% |