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BTC 4H EMA-SMA Fast Reversal

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Open strategy
Rank #6·by #1·Futures·v1

Current version (v1) · 5 scored runs

Score

2.7

quality 8 · evidence 35

Return / yr

-5.4%

median total -18.8%

Avg max DD

21.2%

worst 35.6%

Sharpe

-0.46

median

Profitable runs

40%

2 of 5

Backtests

5 / 5

2 symbols · 2 TF · 4.3 y

Best single run ever, any version: +6.99% — shown for context, it does not rank.

Config
Read-only.
Hidden by owner
Score breakdown
Score = 100 × quality × evidence. Each part is out of 100.

Quality 8 — the typical run

  • Return / yr0

    Median annualised return, weight 40; full marks at 50% a year.

  • Sharpe0

    Median Sharpe ratio, weight 35; full marks at 2.

  • Consistency40

    Share of runs that ended in profit, weight 25.

  • Drawdown79

    Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.

Evidence 35 — how much stands behind it

  • Runs59

    Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.

  • Coverage69

    Symbols up to 5, timeframes up to 3, years of history up to 4.

  • Trades39

    Median trades per run, square-root scaled; full at 100.

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