Same idea as MA Cross but exponentially weighted — reacts faster, whipsaws more.
Listed as convention, not as established fact.
BTC/USDT +1138% · Gold (PAXG) -51%. A rule that wins in one market and loses in another did not find an edge; it found a rising asset. Each figure is measured only against buying and holding that same market over that same period.
| Market | Return | Buy & hold | vs B&H | Beat it | Max DD | Underwater | Grid beat |
|---|---|---|---|---|---|---|---|
| BTC/USDT | 1668% | 530% | +1138% | yes | 59% | 790d | 100% |
| ETH/USDT | 1197% | 276% | +921% | yes | 69% | 1961d | 100% |
| Gold (PAXG) | 67% | 119% | -51% | no | 17% | 1052d | 6% |
All figures on this page are from daily candles unless a row says otherwise.
Everything below is the same rules run over real price history. Pick a market to see the fills, the equity path and the parameter grid for it.
95 fills. Signals are taken on the close and filled at the next open.
Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.
| Timeframe | Return | Buy & hold | vs B&H | Beat it | Trades |
|---|---|---|---|---|---|
| 4H | 460% | 524% | -63% | no | 322 |
| 1D ← | 1668% | 530% | +1138% | yes | 47 |
| 1W | 483% | 524% | -40% | no | 5 |
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -53.6% | -22.0% | -7.2% | 11.1% | 91.0% | 136.1% | 502.5% | 38% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 1612.2%, best 2514.7%, worst 1022.4%. 16 of them beat buy & hold.
EMA Cross run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 1174% | 1650% | 1668% | 1089% |
| slow 50 | 1881% | 2019% | 1698% | 1264% |
| slow 100 | 2515% | 2214% | 1612% | 1490% |
| slow 200 | 1244% | 1078% | 1985% | 1022% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -38% | 130% | 223% | 46% | -53% | 70% | 74% | 11% | 12% |
| Max DD | 41% | 37% | 18% | 32% | 53% | 14% | 30% | 19% | 14% |
| Trades | 6 | 3 | 3 | 5 | 6 | 3 | 5 | 4 | 5 |
| Entered | Entry | Exited | Exit | Held | Size | P&L (USDT) | Return |
|---|---|---|---|---|---|---|---|
| 2026-08-07 | 64,355.77 | 2026-08-13 | 63,448.25 | 6 bars | 144,228.57 | -2,317.96 | -1.6% |
| 2026-07-16 | 64,788.66 | 2026-08-02 | 62,792.24 | 17 bars | 149,112.1 | -4,883.54 | -3.3% |
| 2026-04-10 | 71,823.87 | 2026-05-23 | 75,501.73 | 43 bars | 142,132.5 | +6,979.6 | +4.9% |
| 2026-03-24 | 70,941.9 | 2026-03-27 | 68,785.9 | 3 bars | 146,880.93 | -4,748.42 | -3.2% |
| 2026-03-16 | 72,851.66 | 2026-03-23 | 67,825.07 | 7 bars | 158,082.28 | -11,201.35 | -7.1% |
| 2026-01-06 | 93,906.64 | 2026-01-25 | 89,180.73 | 19 bars | 166,792.71 | -8,710.43 | -5.2% |
| 2025-10-02 | 118,654.29 | 2025-10-16 | 110,707.9 | 14 bars | 179,122.64 | -12,329.93 | -6.9% |
| 2025-09-14 | 115,976.25 | 2025-09-26 | 108,939.99 | 12 bars | 191,073.64 | -11,951 | -6.3% |
| 2025-06-26 | 107,394.26 | 2025-08-21 | 114,214.09 | 56 bars | 180,024.14 | +11,049.5 | +6.1% |
| 2025-04-20 | 85,119.54 | 2025-06-22 | 102,068.96 | 63 bars | 150,430.16 | +29,593.98 | +19.7% |
| 2025-01-17 | 100,037.29 | 2025-02-06 | 96,564.13 | 20 bars | 156,152.73 | -5,722.57 | -3.7% |
| 2025-01-06 | 98,412.79 | 2025-01-10 | 92,506.21 | 4 bars | 166,455.76 | -10,303.03 | -6.2% |
| 2024-09-19 | 61,790.86 | 2024-12-30 | 93,691.32 | 102 bars | 109,999.9 | +56,455.86 | +51.3% |
| 2024-08-25 | 64,189.1 | 2024-08-29 | 59,005.38 | 4 bars | 119,903.13 | -9,903.23 | -8.3% |
| 2024-07-19 | 64,019.91 | 2024-08-05 | 58,131.92 | 17 bars | 132,312.09 | -12,408.96 | -9.4% |
| 2024-05-18 | 67,057.51 | 2024-06-17 | 66,643.52 | 30 bars | 133,400.55 | -1,088.46 | -0.8% |
| 2024-02-04 | 43,032.61 | 2024-04-16 | 63,388.28 | 72 bars | 90,743.37 | +42,657.18 | +47.0% |
| 2023-09-30 | 26,920.41 | 2024-01-19 | 41,306.85 | 111 bars | 59,257.48 | +31,485.89 | +53.1% |
| 2023-09-23 | 26,593.43 | 2023-09-25 | 26,235.27 | 2 bars | 60,186.71 | -929.24 | -1.5% |
| 2023-06-22 | 30,008.89 | 2023-07-26 | 29,214.3 | 34 bars | 61,947.49 | -1,760.77 | -2.8% |
| 2023-03-16 | 24,297.8 | 2023-05-10 | 27,614.47 | 55 bars | 54,616.35 | +7,331.14 | +13.4% |
| 2023-01-10 | 17,187.63 | 2023-03-07 | 22,398.21 | 56 bars | 41,994.65 | +12,621.69 | +30.1% |
| 2022-12-15 | 17,812.91 | 2022-12-17 | 16,623.18 | 2 bars | 45,090.32 | -3,095.66 | -6.9% |
| 2022-10-27 | 20,782 | 2022-11-10 | 15,914.72 | 14 bars | 58,998.39 | -13,908.07 | -23.6% |
| 2022-07-22 | 23,163.77 | 2022-08-21 | 21,129.5 | 30 bars | 64,808.01 | -5,809.62 | -9.0% |
| 2022-03-19 | 41,778.39 | 2022-04-12 | 39,510.68 | 24 bars | 68,664.84 | -3,856.83 | -5.6% |
| 2022-03-03 | 43,914.94 | 2022-03-07 | 38,401.59 | 4 bars | 78,680.31 | -10,015.47 | -12.7% |
| 2022-02-09 | 44,065.02 | 2022-02-21 | 38,367.7 | 12 bars | 90,544.68 | -11,864.36 | -13.1% |
| 2021-10-05 | 49,249.54 | 2021-11-21 | 59,677.67 | 47 bars | 74,872.42 | +15,672.25 | +20.9% |
| 2021-09-16 | 48,145.46 | 2021-09-21 | 42,995.13 | 5 bars | 84,009.14 | -9,136.72 | -10.9% |
| 2021-07-27 | 37,259.95 | 2021-09-14 | 44,918.25 | 49 bars | 69,825.58 | +14,183.56 | +20.3% |
| 2021-05-09 | 58,895.96 | 2021-05-13 | 49,512.38 | 4 bars | 83,225.21 | -13,399.62 | -16.1% |
| 2020-10-10 | 11,056.17 | 2021-04-23 | 51,665.1 | 195 bars | 17,845.58 | +65,379.62 | +366.4% |
| 2020-07-23 | 9,522.92 | 2020-09-04 | 10,133.22 | 43 bars | 16,804.36 | +1,041.23 | +6.2% |
| 2020-04-17 | 7,105.54 | 2020-06-26 | 9,244.87 | 70 bars | 12,941.57 | +3,862.78 | +29.8% |
| 2020-04-09 | 7,363.94 | 2020-04-16 | 6,617.94 | 7 bars | 14,429.23 | -1,487.66 | -10.3% |
| 2020-01-07 | 7,762.78 | 2020-02-28 | 8,818.84 | 52 bars | 12,726.75 | +1,702.48 | +13.4% |
| 2019-10-29 | 9,209.05 | 2019-11-16 | 8,467.38 | 18 bars | 13,869.21 | -1,142.46 | -8.2% |
| 2019-08-06 | 11,835.91 | 2019-08-18 | 10,210.94 | 12 bars | 16,108.55 | -2,239.34 | -13.9% |
| 2019-02-13 | 3,633.33 | 2019-07-20 | 10,500.53 | 157 bars | 5,584.94 | +10,523.61 | +188.4% |
Prices include slippage; size is what was actually committed to that trade including fees.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"fast":12,"slow":26} |
| Rolling test | 365 bars × 95 start dates |
| Input hash | 585a12b6661490ec |
91 fills. Signals are taken on the close and filled at the next open.
Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.
| Timeframe | Return | Buy & hold | vs B&H | Beat it | Trades |
|---|---|---|---|---|---|
| 4H | 408% | 271% | +137% | yes | 333 |
| 1D ← | 1197% | 276% | +921% | yes | 45 |
| 1W | 268% | 271% | -3% | no | 7 |
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -48.9% | -29.8% | -12.9% | 18.8% | 58.3% | 167.4% | 852.4% | 32% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 1453.0%, best 3429.8%, worst 728.4%. 16 of them beat buy & hold.
EMA Cross run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 1453% | 2058% | 1197% | 3430% |
| slow 50 | 2869% | 1781% | 1011% | 1810% |
| slow 100 | 929% | 1890% | 2495% | 1676% |
| slow 200 | 814% | 1310% | 1118% | 728% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -32% | 23% | 267% | 34% | -47% | 8% | -0% | 73% | 26% |
| Max DD | 44% | 51% | 30% | 45% | 56% | 35% | 46% | 27% | 19% |
| Trades | 3 | 3 | 2 | 6 | 6 | 5 | 7 | 3 | 2 |
| Entered | Entry | Exited | Exit | Held | Size | P&L (USDT) | Return |
|---|---|---|---|---|---|---|---|
| 2026-04-08 | 2,241.13 | 2026-05-17 | 2,179.68 | 39 bars | 87,150.9 | -2,558.98 | -2.9% |
| 2026-03-17 | 2,354.15 | 2026-03-28 | 1,991.76 | 11 bars | 103,213.41 | -16,062.52 | -15.6% |
| 2026-01-05 | 3,146.28 | 2026-01-23 | 2,951.22 | 18 bars | 110,255.51 | -7,042.1 | -6.4% |
| 2025-10-05 | 4,489.4 | 2025-10-11 | 3,827.81 | 6 bars | 129,570.97 | -19,315.46 | -14.9% |
| 2025-07-04 | 2,592.56 | 2025-09-25 | 4,150.73 | 83 bars | 81,092.28 | +48,478.69 | +59.8% |
| 2025-04-30 | 1,798.71 | 2025-06-22 | 2,294.57 | 53 bars | 63,695.29 | +17,397 | +27.3% |
| 2025-01-07 | 3,689.28 | 2025-01-08 | 3,379.62 | 1 bars | 69,670.7 | -5,975.41 | -8.6% |
| 2024-11-08 | 2,896.92 | 2024-12-23 | 3,280.19 | 45 bars | 61,653.26 | +8,017.44 | +13.0% |
| 2024-10-16 | 2,608.71 | 2024-11-04 | 2,456.5 | 19 bars | 65,604.56 | -3,951.31 | -6.0% |
| 2024-09-24 | 2,648.3 | 2024-10-04 | 2,348.63 | 10 bars | 74,123.63 | -8,519.07 | -11.5% |
| 2024-07-20 | 3,505.28 | 2024-07-28 | 3,247.38 | 8 bars | 80,170.71 | -6,047.07 | -7.5% |
| 2024-05-21 | 3,663.62 | 2024-06-19 | 3,481.68 | 29 bars | 84,529.09 | -4,358.38 | -5.2% |
| 2024-04-11 | 3,547.41 | 2024-04-13 | 3,235.8 | 2 bars | 92,854.87 | -8,325.78 | -9.0% |
| 2024-02-09 | 2,420.77 | 2024-04-04 | 3,309.17 | 55 bars | 68,062.37 | +24,792.5 | +36.4% |
| 2023-10-24 | 1,766.35 | 2024-01-26 | 2,217.53 | 94 bars | 54,322.96 | +13,739.41 | +25.3% |
| 2023-10-02 | 1,734.67 | 2023-10-10 | 1,579.34 | 8 bars | 59,785.04 | -5,462.08 | -9.1% |
| 2023-06-24 | 1,893.58 | 2023-07-26 | 1,856.73 | 32 bars | 61,093.48 | -1,308.44 | -2.1% |
| 2023-05-30 | 1,893.55 | 2023-06-11 | 1,750.64 | 12 bars | 66,212.73 | -5,119.25 | -7.7% |
| 2023-05-06 | 1,994.3 | 2023-05-09 | 1,846.63 | 3 bars | 71,650.77 | -5,438.04 | -7.6% |
| 2023-03-16 | 1,650.77 | 2023-05-02 | 1,829.81 | 47 bars | 64,769.45 | +6,881.32 | +10.6% |
| 2023-01-07 | 1,269.76 | 2023-03-06 | 1,563.79 | 58 bars | 52,696.8 | +12,072.66 | +22.9% |
| 2022-12-14 | 1,321.35 | 2022-12-17 | 1,166.24 | 3 bars | 59,825.2 | -7,128.4 | -11.9% |
| 2022-10-27 | 1,566.89 | 2022-11-11 | 1,298.63 | 15 bars | 72,328.01 | -12,502.82 | -17.3% |
| 2022-09-11 | 1,775.01 | 2022-09-16 | 1,472.02 | 5 bars | 87,389.74 | -15,061.72 | -17.2% |
| 2022-07-19 | 1,581.82 | 2022-08-27 | 1,507.43 | 39 bars | 91,886.19 | -4,496.45 | -4.9% |
| 2022-03-20 | 2,952.33 | 2022-04-18 | 2,986.58 | 29 bars | 91,014.27 | +871.92 | +1.0% |
| 2022-02-16 | 3,185.12 | 2022-02-19 | 2,777.91 | 3 bars | 104,564.89 | -13,550.62 | -13.0% |
| 2022-02-11 | 3,073.9 | 2022-02-13 | 2,917.12 | 2 bars | 110,405.14 | -5,840.24 | -5.3% |
| 2021-12-09 | 4,439.13 | 2021-12-10 | 4,103.59 | 1 bars | 119,671.83 | -9,266.69 | -7.7% |
| 2021-12-01 | 4,632.57 | 2021-12-06 | 4,194.34 | 5 bars | 132,439.71 | -12,767.88 | -9.6% |
| 2021-10-06 | 3,517.24 | 2021-11-27 | 4,039.18 | 52 bars | 115,556.77 | +16,882.94 | +14.6% |
| 2021-07-28 | 2,300.62 | 2021-09-21 | 2,975.83 | 55 bars | 89,515.97 | +26,040.8 | +29.1% |
| 2021-03-30 | 1,817.67 | 2021-05-23 | 2,294.3 | 54 bars | 71,061.29 | +18,454.67 | +26.0% |
| 2021-03-09 | 1,834.14 | 2021-03-26 | 1,585.04 | 17 bars | 82,393.69 | -11,332.4 | -13.8% |
| 2020-10-13 | 386.7 | 2021-03-01 | 1,417.96 | 139 bars | 22,515.22 | +59,878.47 | +265.9% |
| 2020-07-07 | 241.72 | 2020-09-07 | 352.67 | 62 bars | 15,462.72 | +7,052.5 | +45.6% |
| 2020-04-10 | 169.64 | 2020-07-01 | 225.48 | 82 bars | 11,657.15 | +3,805.57 | +32.6% |
| 2020-01-11 | 144.9 | 2020-03-09 | 199.33 | 58 bars | 8,491.09 | +3,166.06 | +37.3% |
| 2019-10-30 | 190.55 | 2019-11-20 | 175.84 | 21 bars | 9,219.5 | -728.41 | -7.9% |
| 2019-09-18 | 207.95 | 2019-09-27 | 165.84 | 9 bars | 11,584.08 | -2,364.58 | -20.4% |
Prices include slippage; size is what was actually committed to that trade including fees.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"fast":12,"slow":26} |
| Rolling test | 365 bars × 95 start dates |
| Input hash | eeca557578fc83df |
78 fills. Signals are taken on the close and filled at the next open.
Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.
| Timeframe | Return | Buy & hold | vs B&H | Beat it | Trades |
|---|---|---|---|---|---|
| 4H | 16% | 119% | -102% | no | 202 |
| 1D ← | 67% | 119% | -51% | no | 39 |
| 1W | 95% | 123% | -27% | no | 5 |
A single return is one chosen start date. These are 62 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -7.5% | -4.6% | -1.6% | 8.6% | 15.5% | 28.9% | 47.0% | 32% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 88.1%, best 120.3%, worst 57.1%. 1 of them beat buy & hold.
EMA Cross run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| fast 5 | fast 9 | fast 12 | fast 21 | |
|---|---|---|---|---|
| slow 26 | 59% | 57% | 67% | 101% |
| slow 50 | 87% | 100% | 87% | 78% |
| slow 100 | 96% | 88% | 93% | 114% |
| slow 200 | 120% | 116% | 110% | 88% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| Return | -0% | 4% | 3% | 11% | 20% | -3% |
| Max DD | 12% | 15% | 9% | 12% | 12% | 8% |
| Trades | 5 | 5 | 5 | 8 | 4 | 3 |
| Entered | Entry | Exited | Exit | Held | Size | P&L (USDT) | Return |
|---|---|---|---|---|---|---|---|
| 2026-08-06 | 4,274.19 | 2026-09-11 | 4,318.08 | 36 bars | 16,606.49 | +137.02 | +0.8% |
| 2026-05-13 | 4,714.54 | 2026-05-15 | 4,648.08 | 2 bars | 16,877.63 | -271.14 | -1.6% |
| 2026-04-16 | 4,813.26 | 2026-04-25 | 4,693.78 | 9 bars | 17,341.87 | -464.24 | -2.7% |
| 2025-11-12 | 4,130.1 | 2026-03-16 | 4,987.1 | 124 bars | 14,390.57 | +2,951.31 | +20.5% |
| 2025-08-27 | 3,379.69 | 2025-11-04 | 3,990.02 | 69 bars | 12,213.71 | +2,176.85 | +17.8% |
| 2025-08-05 | 3,379.29 | 2025-08-15 | 3,328.01 | 10 bars | 12,426.75 | -213.04 | -1.7% |
| 2025-07-21 | 3,353.31 | 2025-07-30 | 3,333.62 | 9 bars | 12,525.15 | -98.4 | -0.8% |
| 2025-05-23 | 3,310.92 | 2025-06-28 | 3,294.55 | 36 bars | 12,612.6 | -87.45 | -0.7% |
| 2025-01-07 | 2,656.33 | 2025-05-16 | 3,245.38 | 129 bars | 10,344.03 | +2,268.57 | +21.9% |
| 2024-12-12 | 2,704.35 | 2024-12-19 | 2,600.7 | 7 bars | 10,777.83 | -433.8 | -4.0% |
| 2024-11-25 | 2,731.36 | 2024-11-26 | 2,629.68 | 1 bars | 11,216.98 | -439.15 | -3.9% |
| 2024-07-06 | 2,356.18 | 2024-11-10 | 2,663.67 | 127 bars | 9,941.97 | +1,275.01 | +12.8% |
| 2024-06-07 | 2,366.18 | 2024-06-08 | 2,309.84 | 1 bars | 10,204.85 | -262.88 | -2.6% |
| 2024-05-12 | 2,341.17 | 2024-06-03 | 2,333.83 | 22 bars | 10,257.43 | -52.58 | -0.5% |
| 2024-03-02 | 2,020.01 | 2024-05-05 | 2,284.86 | 64 bars | 9,086.6 | +1,170.83 | +12.9% |
| 2024-02-29 | 2,019.01 | 2024-03-01 | 1,995 | 1 bars | 9,214.36 | -127.75 | -1.4% |
| 2024-02-02 | 2,037.02 | 2024-02-10 | 2,000 | 8 bars | 9,403.7 | -189.34 | -2.0% |
| 2024-01-16 | 2,041.02 | 2024-01-18 | 2,004 | 2 bars | 9,596.6 | -192.9 | -2.0% |
| 2023-11-17 | 1,960.98 | 2024-01-11 | 1,998 | 55 bars | 9,437.64 | +158.96 | +1.7% |
| 2023-10-15 | 1,919.96 | 2023-11-13 | 1,918.04 | 29 bars | 9,466 | -28.36 | -0.3% |
| 2023-09-20 | 1,920.96 | 2023-09-28 | 1,881.06 | 8 bars | 9,686.14 | -220.15 | -2.3% |
| 2023-09-03 | 1,914.96 | 2023-09-09 | 1,902.05 | 6 bars | 9,771.4 | -85.26 | -0.9% |
| 2023-07-14 | 1,940.97 | 2023-08-11 | 1,916.04 | 28 bars | 9,918.35 | -146.95 | -1.5% |
| 2023-03-12 | 1,887.94 | 2023-05-19 | 1,977.01 | 68 bars | 9,490.47 | +427.88 | +4.5% |
| 2022-11-08 | 1,666.83 | 2023-02-08 | 1,860.07 | 92 bars | 8,521.56 | +968.91 | +11.4% |
| 2022-10-07 | 1,704.85 | 2022-10-12 | 1,659.17 | 5 bars | 8,773.72 | -252.15 | -2.9% |
| 2022-08-04 | 1,759.88 | 2022-08-21 | 1,739.13 | 17 bars | 8,896.17 | -122.45 | -1.4% |
| 2022-06-12 | 1,881.94 | 2022-06-14 | 1,826.09 | 2 bars | 9,186.63 | -290.46 | -3.2% |
| 2022-04-12 | 1,953.98 | 2022-04-26 | 1,907.05 | 14 bars | 9,431.55 | -244.92 | -2.6% |
| 2022-02-10 | 1,839.92 | 2022-03-31 | 1,930.03 | 49 bars | 9,009.18 | +422.37 | +4.7% |
| 2022-01-12 | 1,823.91 | 2022-01-30 | 1,797.1 | 18 bars | 9,161.89 | -152.71 | -1.7% |
| 2021-12-23 | 1,806.9 | 2022-01-11 | 1,803.1 | 19 bars | 9,199.61 | -37.71 | -0.4% |
| 2021-10-15 | 1,801.9 | 2021-11-26 | 1,795.1 | 42 bars | 9,252.94 | -53.33 | -0.6% |
| 2021-08-26 | 1,798.24 | 2021-09-13 | 1,793.1 | 18 bars | 9,298.02 | -45.08 | -0.5% |
| 2021-07-30 | 1,834.45 | 2021-08-07 | 1,770.67 | 8 bars | 9,652.18 | -354.16 | -3.7% |
| 2021-07-16 | 1,838.57 | 2021-07-26 | 1,809.53 | 10 bars | 9,826.68 | -174.5 | -1.8% |
| 2021-04-09 | 1,769.27 | 2021-06-16 | 1,859.04 | 68 bars | 9,370.91 | +455.77 | +4.9% |
| 2020-12-18 | 1,905.15 | 2021-01-13 | 1,865.42 | 26 bars | 9,589.68 | -218.77 | -2.3% |
| 2020-11-06 | 1,954.82 | 2020-11-12 | 1,878.36 | 6 bars | 10,000 | -410.32 | -4.1% |
Prices include slippage; size is what was actually committed to that trade including fees.
| Period | 2020-09-01 → 2026-09-23 |
| Parameters | {"fast":12,"slow":26} |
| Rolling test | 365 bars × 62 start dates |
| Input hash | fdea283671ff88e0 |