Backtest the Rayner Teo moving average pullback strategy on BTCUSDT
On the daily chart of Bitcoin it buys when close > SMA(200), the candle low touches or crosses below SMA(50) and a bullish engulfing or hammer prints. Stop beyond the 5-candle swing, a close below SMA(50) closes the trade at the next open, 1% of the account per trade.
4 notes about this test
- Long side only: the mirror short setup cannot be executed on Spot.
- He also teaches taking profit at a previous swing high or trailing the move; that judgement call is NOT applied, the published moving-average exit is used instead.
- "Swing low" is mechanical here: the lowest low of the last 5 candles, with the stop 1 ATR(14) below it.
- Published for forex, stocks and indices; this test runs on the crypto pair you named.
Market
Timeframe
Account
History
4 fixes since this report
- This report was produced before RSI, ATR and ADX were warmed up for Wilder smoothing; its ATR rules started trading on a shorter warm-up, so the first signals and the tested window's start may differ. Re-run to get corrected results.
- This report was produced before warm-up at a feed's history limit was counted in valid candles; 200 candles of its tested window were spent warming the indicators up, because the feed's history ended before a full warm-up. Re-run to get corrected results.
- This report was produced before an entry whose fill gapped past its stop was dropped; a trade whose fill gapped past its stop may be missing from this report; a re-run includes it (usually a small loss at the open). Re-run to get corrected results.
- This report was produced before an entry that filled exactly on its stop was dropped; a trade whose fill opened exactly on its stop may be missing from this report; a re-run includes it (about zero before costs). Re-run to get corrected results.
38.3%win rate · 107 trades
RECOMMENDEDWeak evidence- Trades
- 107
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 28.3%
large winners · 107 trades
- Verdict rules v1
What the data supports
Best month
+60.1%
2021-04 · 4 of 107 trades · best of 35 months
Made money after costs
profit factor 3.39
all 107 trades
Net return
+59.1%
all 107 trades
Average trade
+0.561R
all 107 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
A
Grade
RECOMMENDED
Verdict
Net return
59.1%
-1037.6 pts vs buy & hold
Win rate
38.3%
107 trades
Profit factor
3.39
41 wins · 66 losses
Max drawdown
-5.5%
from peak
Strategy replay
Entry
114,582.32
Buy · 27 Oct 2025 · 2 bars
Stop loss
102,848.89
10.24% away
Take profit
None
Exits on its rule
Result
-0.05R
Exit rule at 114,084.83 · 28 Oct 2025
Monthly returns
Best month
60.1%
Worst month
-1.0%
Typical month
-0.21%
Months in profit
37%
Account curve
$10,000
Starting balance
$15,907
Final balance
$119,668
Buy & hold
Wins and losses
- Wins41
- Losses66
Rules
Buys when
close > SMA(200) and the candle low touches or crosses below SMA(50) and the signal candle is a bullish reversal candle (bullish engulfing, or a hammer with a lower wick at least twice its body and the close in the top third)
Stop
lowest low of the 5 completed candles before the signal candle minus 1 × ATR(14)
Target / exit
Rule exit · a close below SMA(50) closes the trade at the next open
Risk per trade
1% of equity risked to the stop
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | — | — | — | — | — | — | -0.6% | 0.1% | 0.4% | open | -0.3% | — |
| 2020 | — | — | -0.1% | — | — | -0.6% | -0.7% | open | 0.9% | -0.4% | open | open |
| 2021 | open | open | open | 60.1% | -0.2% | — | — | — | -0.2% | open | 1.1% | -1.0% |
| 2023 | — | — | 0.3% | open | -0.3% | -0.3% | 0.8% | -0.1% | — | — | — | — |
| 2024 | 0.1% | -0.4% | open | 5.0% | -0.1% | -0.4% | 0.2% | -0.8% | — | — | — | -0.4% |
| 2025 | 0.3% | -0.6% | -0.3% | — | — | -0.7% | 0.0% | -0.5% | -0.9% | 0.1% | — | — |
Latest trades
107 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 27 Oct 2025 | long | 114582.3219 | 114084.8285 | Loss |
| 24 Oct 2025 | long | 110100.2056 | 110982.6990 | Win |
| 20 Oct 2025 | long | 108664.4986 | 110509.9836 | Win |
| 13 Oct 2025 | long | 114981.8018 | 113005.5244 | Loss |
| 28 Sept 2025 | long | 109657.7772 | 112141.5272 | Win |
| 25 Sept 2025 | long | 113329.6714 | 109166.0674 | Loss |
| 12 Sept 2025 | long | 115505.7865 | 112628.4598 | Loss |
| 9 Sept 2025 | long | 112087.6430 | 111524.0707 | Loss |
| 3 Sept 2025 | long | 111262.2580 | 111683.3789 | Win |
| 31 Aug 2025 | long | 108838.0933 | 108224.7107 | Loss |
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