Enter when the histogram turns positive, exit when it turns negative.
Listed as convention, not as established fact.
BTC/USDT +292% · Gold (PAXG) -84%. 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 | 822% | 530% | +292% | yes | 54% | 1112d | 94% |
| ETH/USDT | 535% | 276% | +259% | yes | 70% | 926d | 100% |
| Gold (PAXG) | 34% | 119% | -84% | no | 26% | 1059d | 0% |
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.
229 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 | -28% | 524% | -552% | no | 712 |
| 1D ← | 822% | 530% | +292% | yes | 114 |
| 1W | 1750% | 524% | +1227% | yes | 12 |
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 |
|---|---|---|---|---|---|---|---|
| -36.4% | -17.9% | -8.0% | 19.7% | 49.8% | 94.3% | 293.6% | 33% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 821.6%, best 1683.5%, worst 413.0%. 15 of them beat buy & hold.
MACD 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 8 | fast 12 | fast 16 | fast 20 | |
|---|---|---|---|---|
| slow 21 | 627% | 688% | 918% | 1379% |
| slow 26 | 413% | 822% | 1683% | 1418% |
| slow 34 | 614% | 1052% | 1187% | 927% |
| slow 50 | 718% | 1061% | 729% | 671% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -15% | 36% | 241% | -12% | -36% | 29% | 59% | -11% | 14% |
| Max DD | 46% | 41% | 21% | 44% | 37% | 16% | 15% | 22% | 13% |
| Trades | 11 | 11 | 6 | 12 | 13 | 11 | 11 | 13 | 10 |
| Entered | Entry | Exited | Exit | Held | Size | P&L (USDT) | Return |
|---|---|---|---|---|---|---|---|
| 2026-09-04 | 81,311.01 | 2026-09-05 | 79,620.94 | 1 bars | 94,547.33 | -2,150.16 | -2.3% |
| 2026-08-19 | 64,757.78 | 2026-09-03 | 77,301.34 | 15 bars | 79,363.86 | +15,183.46 | +19.1% |
| 2026-08-08 | 64,955.66 | 2026-08-12 | 63,568.21 | 4 bars | 81,258.43 | -1,894.56 | -2.3% |
| 2026-07-02 | 60,054.01 | 2026-07-28 | 63,723.98 | 26 bars | 76,731.93 | +4,526.5 | +5.9% |
| 2026-06-30 | 60,290.33 | 2026-07-01 | 58,595.4 | 1 bars | 79,109.54 | -2,377.61 | -3.0% |
| 2026-06-14 | 64,490.24 | 2026-06-28 | 59,999 | 14 bars | 85,201.54 | -6,092 | -7.1% |
| 2026-05-05 | 79,900.94 | 2026-05-13 | 80,464.22 | 8 bars | 84,774.48 | +427.06 | +0.5% |
| 2026-04-07 | 68,888.09 | 2026-04-29 | 76,304.61 | 22 bars | 76,687.94 | +8,086.54 | +10.5% |
| 2026-03-26 | 71,372.2 | 2026-03-27 | 68,785.9 | 1 bars | 79,730.65 | -3,042.71 | -3.8% |
| 2026-02-16 | 68,867.01 | 2026-03-23 | 67,825.07 | 35 bars | 81,117.56 | -1,386.9 | -1.7% |
| 2025-12-21 | 88,405.09 | 2026-01-21 | 88,383.45 | 31 bars | 81,299.86 | -182.3 | -0.2% |
| 2025-11-28 | 91,379.61 | 2025-12-18 | 86,200.11 | 20 bars | 86,357.46 | -5,057.6 | -5.9% |
| 2025-10-27 | 114,616.69 | 2025-11-04 | 106,529.76 | 8 bars | 93,099.07 | -6,741.62 | -7.2% |
| 2025-10-02 | 118,654.29 | 2025-10-11 | 112,718.1 | 9 bars | 98,198.24 | -5,099.17 | -5.2% |
| 2025-09-07 | 110,243.07 | 2025-09-24 | 111,942.8 | 17 bars | 96,900.82 | +1,297.42 | +1.3% |
| 2025-08-12 | 118,745.34 | 2025-08-18 | 117,346.31 | 6 bars | 98,252.41 | -1,351.59 | -1.4% |
| 2025-07-23 | 120,014.41 | 2025-07-24 | 118,696.62 | 1 bars | 99,542.1 | -1,289.7 | -1.3% |
| 2025-06-27 | 107,000.53 | 2025-07-22 | 117,321.67 | 25 bars | 90,966.84 | +8,575.26 | +9.4% |
| 2025-06-11 | 110,329.53 | 2025-06-13 | 105,618.9 | 2 bars | 95,214.22 | -4,247.38 | -4.5% |
| 2025-05-22 | 109,698.81 | 2025-05-25 | 107,708.02 | 3 bars | 97,168.23 | -1,954.01 | -2.0% |
| 2025-05-19 | 106,507.5 | 2025-05-20 | 105,520.94 | 1 bars | 98,273.04 | -1,104.81 | -1.1% |
| 2025-04-12 | 83,465.54 | 2025-05-18 | 103,075.09 | 36 bars | 79,736.37 | +18,536.66 | +23.3% |
| 2025-03-16 | 84,380.61 | 2025-04-07 | 78,390.79 | 22 bars | 86,000.84 | -6,264.47 | -7.3% |
| 2025-03-07 | 89,976.85 | 2025-03-09 | 86,179.35 | 2 bars | 89,970.24 | -3,969.39 | -4.4% |
| 2025-02-21 | 98,354.16 | 2025-02-25 | 91,507.1 | 4 bars | 96,895.9 | -6,925.66 | -7.1% |
| 2025-01-16 | 100,547.6 | 2025-01-29 | 101,284.85 | 13 bars | 96,383.16 | +512.73 | +0.5% |
| 2025-01-06 | 98,412.79 | 2025-01-10 | 92,506.21 | 4 bars | 102,742.57 | -6,359.4 | -6.2% |
| 2024-12-17 | 106,111.68 | 2024-12-19 | 100,153.91 | 2 bars | 109,072.25 | -6,329.69 | -5.8% |
| 2024-11-07 | 75,609.78 | 2024-11-27 | 91,919.18 | 20 bars | 89,898.97 | +19,173.29 | +21.3% |
| 2024-10-29 | 69,997.19 | 2024-11-04 | 68,741.6 | 6 bars | 91,724.27 | -1,825.3 | -2.0% |
| 2024-10-15 | 66,117.04 | 2024-10-27 | 67,059.21 | 12 bars | 90,616.61 | +1,107.66 | +1.2% |
| 2024-09-13 | 58,161.38 | 2024-10-02 | 60,774.52 | 19 bars | 86,893.95 | +3,722.66 | +4.3% |
| 2024-08-20 | 59,468.22 | 2024-08-31 | 59,094.43 | 11 bars | 87,618.65 | -724.69 | -0.8% |
| 2024-07-13 | 57,918.03 | 2024-08-01 | 64,595.7 | 19 bars | 78,718.24 | +8,900.41 | +11.3% |
| 2024-06-06 | 71,143.55 | 2024-06-09 | 69,275.8 | 3 bars | 81,002.41 | -2,284.17 | -2.8% |
| 2024-05-13 | 61,514.74 | 2024-05-31 | 68,317.99 | 18 bars | 73,082.03 | +7,920.37 | +10.8% |
| 2024-05-06 | 64,044.01 | 2024-05-12 | 60,795.58 | 6 bars | 77,141.08 | -4,059.05 | -5.3% |
| 2024-02-28 | 57,065.87 | 2024-03-17 | 65,267.99 | 18 bars | 67,581.92 | +9,559.16 | +14.1% |
| 2024-01-30 | 43,324.36 | 2024-02-24 | 50,718.78 | 25 bars | 57,844.55 | +9,737.36 | +16.8% |
| 2024-01-09 | 46,974.52 | 2024-01-13 | 42,761.35 | 4 bars | 63,671.05 | -5,826.49 | -9.2% |
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,"signal":9} |
| Rolling test | 365 bars × 95 start dates |
| Input hash | b272139f0a3ce866 |
233 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 | 9% | 271% | -263% | no | 723 |
| 1D ← | 535% | 276% | +259% | yes | 116 |
| 1W | 2160% | 271% | +1888% | yes | 12 |
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 |
|---|---|---|---|---|---|---|---|
| -47.1% | -29.7% | -13.4% | 24.1% | 53.9% | 117.4% | 222.0% | 33% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 1510.1%, best 5601.6%, worst 443.6%. 16 of them beat buy & hold.
MACD 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 8 | fast 12 | fast 16 | fast 20 | |
|---|---|---|---|---|
| slow 21 | 1857% | 562% | 464% | 1561% |
| slow 26 | 1080% | 535% | 1466% | 1510% |
| slow 34 | 444% | 1315% | 1669% | 2525% |
| slow 50 | 2453% | 2871% | 2352% | 5602% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -24% | 10% | 75% | 58% | -18% | 9% | -12% | -18% | 29% |
| Max DD | 70% | 48% | 40% | 42% | 43% | 24% | 27% | 50% | 15% |
| Trades | 10 | 11 | 13 | 12 | 10 | 12 | 12 | 13 | 5 |
| Entered | Entry | Exited | Exit | Held | Size | P&L (USDT) | Return |
|---|---|---|---|---|---|---|---|
| 2026-08-20 | 2,253.94 | 2026-09-02 | 2,417.37 | 13 bars | 56,964.18 | +4,008.44 | +7.0% |
| 2026-06-30 | 1,613.88 | 2026-07-30 | 1,909.76 | 30 bars | 48,234.85 | +8,729.33 | +18.1% |
| 2026-06-15 | 1,726.49 | 2026-06-28 | 1,573.21 | 13 bars | 53,040.39 | -4,805.55 | -9.1% |
| 2026-04-06 | 2,111.23 | 2026-04-25 | 2,313.82 | 19 bars | 48,493.08 | +4,547.31 | +9.4% |
| 2026-02-15 | 2,087.63 | 2026-03-27 | 2,059.4 | 40 bars | 49,256.32 | -763.23 | -1.6% |
| 2025-12-28 | 2,950.52 | 2026-01-21 | 2,938.41 | 24 bars | 49,558.41 | -302.09 | -0.6% |
| 2025-12-23 | 3,010.98 | 2025-12-26 | 2,902.45 | 3 bars | 51,514.57 | -1,956.16 | -3.8% |
| 2025-11-26 | 2,960.84 | 2025-12-18 | 2,832.08 | 22 bars | 53,964.42 | -2,449.85 | -4.5% |
| 2025-10-27 | 4,160.54 | 2025-11-04 | 3,602.04 | 8 bars | 62,456.47 | -8,492.05 | -13.6% |
| 2025-10-03 | 4,486.59 | 2025-10-11 | 3,827.81 | 8 bars | 73,352.14 | -10,895.67 | -14.8% |
| 2025-09-13 | 4,714.52 | 2025-09-20 | 4,466.36 | 7 bars | 77,582.76 | -4,230.61 | -5.5% |
| 2025-08-24 | 4,780.79 | 2025-08-26 | 4,373.98 | 2 bars | 84,968.2 | -7,385.44 | -8.7% |
| 2025-08-10 | 4,262.76 | 2025-08-20 | 4,073.54 | 10 bars | 89,093.02 | -4,124.82 | -4.6% |
| 2025-07-03 | 2,571.7 | 2025-07-31 | 3,808.1 | 28 bars | 60,287.04 | +28,805.98 | +47.8% |
| 2025-07-01 | 2,486.71 | 2025-07-02 | 2,403.81 | 1 bars | 62,491.15 | -2,204.11 | -3.5% |
| 2025-06-12 | 2,772.99 | 2025-06-13 | 2,641.34 | 1 bars | 65,737.12 | -3,245.97 | -4.9% |
| 2025-04-15 | 1,624.59 | 2025-05-24 | 2,525.23 | 39 bars | 42,376.31 | +23,360.81 | +55.1% |
| 2025-03-18 | 1,927.26 | 2025-04-07 | 1,579.98 | 20 bars | 51,794.22 | -9,417.91 | -18.2% |
| 2025-02-15 | 2,727.31 | 2025-02-27 | 2,335.21 | 12 bars | 60,611.99 | -8,817.78 | -14.5% |
| 2025-02-01 | 3,302.64 | 2025-02-02 | 3,115.98 | 1 bars | 64,371.5 | -3,759.51 | -5.8% |
| 2025-01-22 | 3,329.21 | 2025-01-28 | 3,180.85 | 6 bars | 67,508.87 | -3,137.38 | -4.7% |
| 2025-01-18 | 3,475.38 | 2025-01-20 | 3,213.59 | 2 bars | 73,154.42 | -5,645.54 | -7.7% |
| 2025-01-04 | 3,610.8 | 2025-01-10 | 3,217.59 | 6 bars | 82,258.8 | -9,104.38 | -11.1% |
| 2024-11-22 | 3,357.56 | 2024-12-11 | 3,626.43 | 19 bars | 76,312.5 | +5,946.3 | +7.8% |
| 2024-11-08 | 2,896.92 | 2024-11-21 | 3,068.44 | 13 bars | 72,191.07 | +4,121.43 | +5.7% |
| 2024-10-31 | 2,660.52 | 2024-11-01 | 2,517.35 | 1 bars | 76,449.53 | -4,258.46 | -5.6% |
| 2024-10-15 | 2,631.1 | 2024-10-25 | 2,534.55 | 10 bars | 79,520.73 | -3,071.2 | -3.9% |
| 2024-09-12 | 2,341.71 | 2024-10-03 | 2,362.91 | 21 bars | 78,965.12 | +555.61 | +0.7% |
| 2024-09-03 | 2,539.27 | 2024-09-04 | 2,424.07 | 1 bars | 82,883.47 | -3,918.35 | -4.7% |
| 2024-08-15 | 2,662.78 | 2024-09-02 | 2,424.5 | 18 bars | 91,211.63 | -8,328.17 | -9.1% |
| 2024-07-14 | 3,177.52 | 2024-07-27 | 3,272.96 | 13 bars | 88,729.04 | +2,482.59 | +2.8% |
| 2024-05-16 | 3,034.07 | 2024-06-04 | 3,765.19 | 19 bars | 71,642.86 | +17,086.17 | +23.8% |
| 2024-05-05 | 3,118.8 | 2024-05-09 | 2,972.71 | 4 bars | 75,314.03 | -3,671.17 | -4.9% |
| 2024-04-24 | 3,221.07 | 2024-05-02 | 2,970.97 | 8 bars | 81,817.42 | -6,503.39 | -8.0% |
| 2024-04-09 | 3,696.46 | 2024-04-13 | 3,235.8 | 4 bars | 93,652.25 | -11,834.83 | -12.6% |
| 2024-02-07 | 2,373.82 | 2024-03-16 | 3,740.32 | 38 bars | 59,555.97 | +34,096.28 | +57.3% |
| 2024-01-11 | 2,585.66 | 2024-01-21 | 2,470.78 | 10 bars | 62,449.78 | -2,893.81 | -4.6% |
| 2024-01-03 | 2,356.53 | 2024-01-04 | 2,208.62 | 1 bars | 66,765.48 | -4,315.7 | -6.5% |
| 2023-12-29 | 2,345.32 | 2023-12-30 | 2,298.05 | 1 bars | 68,275.28 | -1,509.8 | -2.2% |
| 2023-12-04 | 2,194.06 | 2023-12-13 | 2,202.37 | 9 bars | 68,153.78 | +121.5 | +0.2% |
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,"signal":9} |
| Rolling test | 365 bars × 95 start dates |
| Input hash | ebcc34bfb729d1d0 |
159 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 | -74% | 119% | -192% | no | 515 |
| 1D ← | 34% | 119% | -84% | no | 79 |
| 1W | 63% | 123% | -60% | no | 8 |
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 |
|---|---|---|---|---|---|---|---|
| -10.8% | -0.5% | 2.8% | 8.9% | 12.7% | 17.2% | 25.7% | 15% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 32.1%, best 58.6%, worst 24.6%. 0 of them beat buy & hold.
MACD 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 8 | fast 12 | fast 16 | fast 20 | |
|---|---|---|---|---|
| slow 21 | 33% | 44% | 32% | 32% |
| slow 26 | 31% | 34% | 31% | 27% |
| slow 34 | 37% | 29% | 31% | 41% |
| slow 50 | 31% | 25% | 49% | 59% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| Return | 2% | -0% | 12% | 11% | 11% | -8% |
| Max DD | 6% | 10% | 6% | 7% | 10% | 20% |
| Trades | 10 | 11 | 9 | 13 | 14 | 8 |
| Entered | Entry | Exited | Exit | Held | Size | P&L (USDT) | Return |
|---|---|---|---|---|---|---|---|
| 2026-07-22 | 4,076.17 | 2026-08-29 | 4,459.56 | 38 bars | 12,461.46 | +1,144.85 | +9.2% |
| 2026-07-03 | 4,126.36 | 2026-07-17 | 3,984.14 | 14 bars | 12,932.15 | -470.69 | -3.6% |
| 2026-06-23 | 4,185.31 | 2026-06-24 | 4,095.34 | 1 bars | 13,242.71 | -310.56 | -2.4% |
| 2026-06-16 | 4,309.85 | 2026-06-21 | 4,152.12 | 5 bars | 13,773.3 | -530.58 | -3.9% |
| 2026-05-31 | 4,525.69 | 2026-06-04 | 4,450.22 | 4 bars | 14,034.91 | -261.61 | -1.9% |
| 2026-05-08 | 4,699.35 | 2026-05-16 | 4,540.84 | 8 bars | 14,553.91 | -519 | -3.6% |
| 2026-04-01 | 4,689.9 | 2026-04-24 | 4,682.76 | 23 bars | 14,605.31 | -51.39 | -0.4% |
| 2026-02-22 | 5,144.45 | 2026-03-05 | 5,176.41 | 11 bars | 14,544.19 | +61.11 | +0.4% |
| 2026-01-10 | 4,510.71 | 2026-02-01 | 4,837.46 | 22 bars | 13,588.96 | +955.24 | +7.0% |
| 2025-12-12 | 4,287.52 | 2025-12-30 | 4,362.16 | 18 bars | 13,383.19 | +205.76 | +1.5% |
| 2025-11-25 | 4,145.9 | 2025-12-08 | 4,211.23 | 13 bars | 13,201.95 | +181.24 | +1.4% |
| 2025-11-11 | 4,116.74 | 2025-11-21 | 4,072.83 | 10 bars | 13,370.98 | -169.03 | -1.3% |
| 2025-09-30 | 3,849.55 | 2025-10-22 | 4,096.77 | 22 bars | 12,589.27 | +781.71 | +6.2% |
| 2025-09-24 | 3,776.23 | 2025-09-29 | 3,774.1 | 5 bars | 12,621.58 | -32.31 | -0.3% |
| 2025-08-24 | 3,362.33 | 2025-09-19 | 3,643.42 | 26 bars | 11,671.15 | +950.43 | +8.1% |
| 2025-08-04 | 3,367.37 | 2025-08-13 | 3,339.29 | 9 bars | 11,792.87 | -121.72 | -1.0% |
| 2025-07-12 | 3,350.16 | 2025-07-28 | 3,343.79 | 16 bars | 11,839.01 | -46.14 | -0.4% |
| 2025-06-13 | 3,410.12 | 2025-06-20 | 3,388.11 | 7 bars | 11,939.81 | -100.8 | -0.8% |
| 2025-06-03 | 3,398.69 | 2025-06-09 | 3,339.09 | 6 bars | 12,177.25 | -237.44 | -1.9% |
| 2025-05-23 | 3,310.92 | 2025-06-01 | 3,294.87 | 9 bars | 12,261.08 | -83.83 | -0.7% |
| 2025-04-12 | 3,266.63 | 2025-04-26 | 3,311.34 | 14 bars | 12,119.74 | +141.34 | +1.2% |
| 2025-03-29 | 3,093.55 | 2025-04-05 | 3,053.47 | 7 bars | 12,303.38 | -183.64 | -1.5% |
| 2025-03-14 | 3,004.5 | 2025-03-26 | 3,026.49 | 12 bars | 12,238.46 | +64.92 | +0.5% |
| 2024-12-27 | 2,655.33 | 2025-02-16 | 2,904.55 | 51 bars | 11,210.76 | +1,027.7 | +9.2% |
| 2024-12-10 | 2,650.32 | 2024-12-19 | 2,600.7 | 9 bars | 11,447.55 | -236.79 | -2.1% |
| 2024-11-21 | 2,652.33 | 2024-12-06 | 2,623.69 | 15 bars | 11,595.67 | -148.12 | -1.3% |
| 2024-10-19 | 2,727.36 | 2024-11-01 | 2,752.62 | 13 bars | 11,512.26 | +83.41 | +0.7% |
| 2024-10-02 | 2,682.34 | 2024-10-04 | 2,661.67 | 2 bars | 11,624.9 | -112.64 | -1.0% |
| 2024-09-13 | 2,555.28 | 2024-10-01 | 2,635.68 | 18 bars | 11,292.83 | +332.07 | +2.9% |
| 2024-08-13 | 2,467.23 | 2024-08-28 | 2,507.75 | 15 bars | 11,132.64 | +160.19 | +1.4% |
| 2024-08-02 | 2,431.21 | 2024-08-07 | 2,384.81 | 5 bars | 11,372 | -239.36 | -2.1% |
| 2024-07-01 | 2,314.16 | 2024-07-23 | 2,389.8 | 22 bars | 11,034.07 | +337.93 | +3.1% |
| 2024-06-20 | 2,318.16 | 2024-06-26 | 2,300.85 | 6 bars | 11,139.34 | -105.27 | -0.9% |
| 2024-05-12 | 2,341.17 | 2024-05-25 | 2,345.83 | 13 bars | 11,139.48 | -0.14 | +0.0% |
| 2024-03-29 | 2,214.11 | 2024-04-20 | 2,392.8 | 22 bars | 10,328.21 | +811.27 | +7.8% |
| 2024-03-21 | 2,186.09 | 2024-03-23 | 2,147.93 | 2 bars | 10,532.78 | -204.57 | -1.9% |
| 2024-02-22 | 2,003 | 2024-03-18 | 2,120.94 | 25 bars | 9,967 | +565.78 | +5.7% |
| 2024-01-31 | 2,016.01 | 2024-02-10 | 2,000 | 10 bars | 10,066.89 | -99.89 | -1.0% |
| 2024-01-16 | 2,041.02 | 2024-01-18 | 2,004 | 2 bars | 10,273.4 | -206.51 | -2.0% |
| 2023-12-22 | 2,031.01 | 2024-01-01 | 2,025.99 | 10 bars | 10,319.52 | -46.12 | -0.4% |
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,"signal":9} |
| Rolling test | 365 bars × 62 start dates |
| Input hash | efe80ce3784933da |