Enter when the histogram turns positive, exit when it turns negative.
Over 2018-01-01 → 2026-09-23 it returned 821.6% against 529.9% for buying once on the first day and never touching it — 291.7% better. Across the whole parameter grid, 15 of 16 settings beat the benchmark; the median setting returned 821.6%.
It spent 1112 days below its previous high at the longest stretch — 96% of the whole period under water.
229 fills. Signals are taken on the close and filled at the next open.
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 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-09-05 | -2150.16 | 1 bars |
| 2026-09-03 | +15183.46 | 15 bars |
| 2026-08-12 | -1894.56 | 4 bars |
| 2026-07-28 | +4526.50 | 26 bars |
| 2026-07-01 | -2377.61 | 1 bars |
| 2026-06-28 | -6092.00 | 14 bars |
| 2026-05-13 | +427.06 | 8 bars |
| 2026-04-29 | +8086.54 | 22 bars |
| 2026-03-27 | -3042.71 | 1 bars |
| 2026-03-23 | -1386.90 | 35 bars |
| 2026-01-21 | -182.30 | 31 bars |
| 2025-12-18 | -5057.60 | 20 bars |
| 2025-11-04 | -6741.62 | 8 bars |
| 2025-10-11 | -5099.17 | 9 bars |
| 2025-09-24 | +1297.42 | 17 bars |
| 2025-08-18 | -1351.59 | 6 bars |
| 2025-07-24 | -1289.70 | 1 bars |
| 2025-07-22 | +8575.26 | 25 bars |
| 2025-06-13 | -4247.38 | 2 bars |
| 2025-05-25 | -1954.01 | 3 bars |
| 2025-05-20 | -1104.81 | 1 bars |
| 2025-05-18 | +18536.66 | 36 bars |
| 2025-04-07 | -6264.47 | 22 bars |
| 2025-03-09 | -3969.39 | 2 bars |
| 2025-02-25 | -6925.66 | 4 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"fast":12,"slow":26,"signal":9} |
| Fees | 0.10% taker + 0.05% slippage, both legs |
| Starting capital | 10,000 USDT · long-only spot, no leverage |
| Rolling test | 365 bars × 95 start dates |
| Input hash | d7ad52f6e47e7e6a |