Backtest the Holy Grail strategy on BNBUSDT
On the 1-hour chart of BNB it buys when ADX(14) > 30, ADX(14) is higher than one candle ago, +DI above −DI (14) and candle low touches or crosses below EMA(20). Stop beyond the 5-candle swing, target 2× risk, 1% of the account per trade.
5 notes about this test
- Short trades (a pullback to the 20 EMA in a downtrend) cannot be executed on Spot, so only the long side is tested.
- "First" pullback is mechanical here: any candle whose low touches or crosses the 20 EMA while ADX(14) > 30 and rising qualifies, so more setups are taken than a discretionary trader would take.
- "Previous swing high" as the target is approximated by a fixed 2R target, because the published rule depends on the trader's own reading of the chart.
- The buy stop is valid for 3 candles; the published rule says "a few bars".
- The setup was published for stocks and futures; this test runs on the crypto pair you named.
Market
Timeframe
Account
History
6 fixes since this report
- This report was produced before RSI, ATR and ADX were warmed up for Wilder smoothing; its ADX/DI 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 R was measured in stop distances; 11 of the 41 stored trades were size-capped, so the R figures first shown for them (average trade, winners, losers) were % of equity per 1% risk, not stop distances. This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
- This report was produced before limit fills stopped taking slippage in their price, and a re-picked target waits for the script; defect "target filled beyond its limit": its target fills were shown 0.02% short of the target (the P&L effect is commission × slippage, below 0.001% per trade). Re-run to get corrected results.
- This report was produced before a resting order's fill candle was judged only after the fill; defect "resting-order fill candle": its entries are resting orders (stop_above_high), so exits on the candle each order filled on may have been booked from prices printed before the fill. 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.
34.1%win rate · 41 trades, too few to judge
NOT RECOMMENDEDWeak evidence- Trades
- 41
- Timeframe
- 1H
- Tested over
- 2920 days
- Time in market
- 2.7%
Lost money after costs: profit factor 0.93
- Verdict rules v1
What to watch
- 11 of 41 trades were size-capped at 1× equity
What the data supports
Best entry hours (analysis, not a rule)
+0.122R average trade · 40.0% win rate
entries 12:00–18:00 NY · 10 of 41 trades
Best month
+2.0%
2024-06 · 1 of 41 trades · best of 31 months
Drawdown stayed shallow
-7.9% deepest fall from peak
all 41 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
D
Grade
NOT RECOMMENDED
Verdict
Net return
-1.8%
-7497.8 pts vs buy & hold
Win rate
34.1%
41 trades
Profit factor
0.93
14 wins · 27 losses
Max drawdown
-7.9%
from peak
Strategy replay
Entry
738.68
Buy · 11 Sept, 10:00 NY · 115 bars
Stop loss
706.50
4.36% away
Take profit
803.03
8.71% away
Result
-1.03R
Stop loss at 706.36 · 16 Sept, 04:00 NY
Monthly returns
Best month
2.0%
Worst month
-2.5%
Typical month
-0.42%
Months in profit
45%
Account curve
$10,000
Starting balance
$9,824
Final balance
$759,608
Buy & hold
Wins and losses
- Wins14
- Losses27
Rules
Buys when
ADX(14) > 30 and ADX(14) is higher than one candle ago and +DI above −DI (14) and candle low touches or crosses below EMA(20)
Stop
lowest low of the 5 completed candles before the signal candle
Target / exit
2R (R = entry-to-stop distance)
Risk per trade
1% of equity risked to the stop · 11 of 41 trades were size-capped at 1× equity
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | — | — | — | — | — | — | -1.0% | — | 0.9% |
| 2019 | — | 1.9% | — | — | — | — | 0.3% | -1.1% | — | — | -1.1% | — |
| 2020 | 1.9% | -2.1% | — | — | — | — | 0.8% | — | — | — | — | 1.0% |
| 2022 | — | — | — | — | open | -1.1% | 1.9% | — | — | 1.4% | 1.9% | -1.1% |
| 2023 | — | — | -1.0% | — | — | — | -1.1% | -1.0% | -0.4% | 0.8% | — | — |
| 2024 | — | 1.9% | — | — | — | 2.0% | — | — | — | — | — | — |
| 2025 | — | — | 0.8% | -0.3% | — | -2.1% | -2.1% | 1.9% | — | — | — | — |
| 2026 | — | — | — | -1.1% | -0.8% | -2.5% | — | — | -1.0% | — | — | — |
Latest trades
41 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 11 Sept 2026 | long | 738.6777 | 706.3587 | Loss |
| 14 Jun 2026 | long | 617.3634 | 602.6694 | Loss |
| 14 Jun 2026 | long | 610.3320 | 608.3883 | Loss |
| 11 Jun 2026 | long | 606.1212 | 597.0806 | Loss |
| 3 May 2026 | long | 622.1244 | 617.7764 | Loss |
| 15 Apr 2026 | long | 623.3746 | 621.2957 | Loss |
| 15 Apr 2026 | long | 616.7033 | 613.2573 | Loss |
| 8 Aug 2025 | long | 794.9290 | 821.2226 | Win |
| 27 Jul 2025 | long | 816.7633 | 793.1413 | Loss |
| 17 Jul 2025 | long | 722.5645 | 713.8172 | Loss |
This is the free view of a shared report. Run your own strategy on the same engine.
Backtest a strategy