BTC 4h: any close back above SMA 50 over SMA 200 — take +10%

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Open strategy

Rank #31·Paulo_Atreides·Spot·v1

Current version (v1) · 5 scored runs

Score

10.5

quality 19 · evidence 55

Return / yr

+10.5%

median total +96.8%

Avg max DD

48.7%

worst 63.7%

Sharpe

0.50

median

Profitable runs

80%

4 of 5

Backtests

5 / 5

5 symbols · 1 TF · 6.8 y

Best single run ever, any version: +284.39% — 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 / TF	Period	Return	Max DD	Sharpe	Win	Trades
ADAUSDT 4h	2020-01-01 – 2026-10-16	+96.76%	63.7%	0.47	43%	115
XRPUSDT 4h	2020-01-01 – 2026-10-16	-42.38%	61.4%	-0.12	35%	105
BNBUSDT 4h	2020-01-01 – 2026-10-16	+119.33%	42.8%	0.54	35%	130
ETHUSDT 4h	2020-01-01 – 2026-10-16	+284.39%	33.7%	0.79	44%	108
BTCUSDT 4h	2020-01-01 – 2026-10-16	+86.70%	41.8%	0.50	33%	109

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: any close back above SMA 50 over SMA 200 — 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"
            }
          }
        ],
        "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 19 — the typical run

Return / yr21
Sharpe25
Consistency80
Drawdown51

Evidence 55 — how much stands behind it

Runs59
Coverage87
Trades100

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