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BTC 4h: SMA 200 held, close back above SMA 50 — take +10%

PUBLIC
Rank #27·Author:Paulo_Atreides·Spot·v1

Current version (v1) · 5 scored runs

Score

12.8

quality 26 · evidence 50

Return / yr

+6.3%

median total +51.3%

Avg max DD

33.0%

worst 45.1%

Sharpe

0.48

median

Profitable runs

100%

5 of 5

Backtests

5 / 5

5 symbols · 1 TF · 6.8 y

Best single run ever, any version: +79.52% — shown for context, it does not rank.

Backtests (5)
Completed runs of v1 — the ones the score is computed from. Each opens its report.
Symbol / TFPeriodReturnMax DDSharpeWinTrades
ADAUSDT 4h2020-01-01 – 2026-10-16+3.58%45.1%0.1332%68
XRPUSDT 4h2020-01-01 – 2026-10-16+79.52%28.9%0.5834%65
BNBUSDT 4h2020-01-01 – 2026-10-16+51.31%38.9%0.4825%83
ETHUSDT 4h2020-01-01 – 2026-10-16+19.03%33.6%0.2525%55
BTCUSDT 4h2020-01-01 – 2026-10-16+55.48%18.6%0.5329%66
Config
Read-only.
{
  "exit": {
    "signal": {
      "list": [
        {
          "op": "CROSS_DOWN",
          "left": {
            "indicator": "CLOSE"
          },
          "right": {
            "params": {
              "period": 200
            },
            "indicator": "SMA"
          }
        }
      ],
      "operator": "AND"
    },
    "takeProfitPct": 10,
    "maxHoldingBars": 180
  },
  "name": "BTC 4h: SMA 200 held, close back above SMA 50 — take +10%",
  "risk": {
    "feesPct": 0.1,
    "slippagePct": 0.02,
    "maxOpenPositions": 1
  },
  "sides": [
    "LONG"
  ],
  "market": {
    "type": "spot",
    "exchange": "binance"
  },
  "entries": [
    {
      "id": "reclaim-50",
      "side": "LONG",
      "sizePct": 95,
      "conditions": {
        "list": [
          {
            "op": "CROSS_UP",
            "left": {
              "indicator": "CLOSE"
            },
            "right": {
              "params": {
                "period": 50
              },
              "indicator": "SMA"
            }
          },
          {
            "op": "GT",
            "left": {
              "indicator": "CLOSE"
            },
            "right": {
              "params": {
                "period": 200
              },
              "indicator": "SMA"
            }
          },
          {
            "op": "LTE",
            "left": {
              "indicator": "LOW"
            },
            "right": {
              "params": {
                "period": 200
              },
              "indicator": "SMA"
            },
            "within": 12
          }
        ],
        "operator": "AND"
      }
    }
  ],
  "version": 1,
  "instrument": {
    "symbol": "BTCUSDT",
    "timeframe": "4h"
  }
}
Score breakdown
Score = 100 × quality × evidence. Each part is out of 100 — how the score works.

Quality 26 — the typical run

  • Return / yr13
  • Sharpe24
  • Consistency100
  • Drawdown67

Evidence 50 — how much stands behind it

  • Runs59
  • Coverage87
  • Trades81
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