Long only · no leverage · spot · signals form after the close of day T and fill at the open of T+1
| Strategy / symbol | Total return | Max drawdown | Sharpe | Trades | Win rate |
|---|---|---|---|---|---|
| ETH-USD MA20_50 | +27.2% | -13.8% | 0.98 | 2 | 50% |
| BTC-USD MA20_50 | +12.2% | -14.5% | 0.66 | 4 | 25% |
| SOL-USD MA10_30 | +10.8% | -28.6% | 0.52 | 5 | 40% |
| ETH-USD MA10_30 | +6.1% | -18.2% | 0.38 | 6 | 67% |
| SOL-USD BREAK20 | -0.1% | -10.9% | 0.06 | 9 | 33% |
| BTC-USD MA10_30 | -3.5% | -15.1% | -0.07 | 5 | 40% |
| BTC-USD BREAK20 | -3.8% | -11.3% | -0.37 | 9 | 22% |
| ETH-USD BREAK20 | -14.9% | -14.9% | -2.31 | 7 | 14% |
Top 8 only. Losing strategies stay in the data - deleting failed samples would be lying to ourselves.
| Symbol | Rows | From | To | Gaps | Fetched (UTC) |
|---|---|---|---|---|---|
| BTC-USD | 300 | 2026-01-07 | 2026-11-02 | 0 | 2026-11-02T13:03 |
| ETH-USD | 300 | 2026-01-07 | 2026-11-02 | 0 | 2026-11-02T13:03 |
| SOL-USD | 300 | 2026-01-07 | 2026-11-02 | 0 | 2026-11-02T13:03 |