Backtest the Holy Grail strategy on ETHUSDT
On the 1-hour chart of Ethereum 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; 8 of the 40 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.
32.5%win rate · 40 trades, too few to judge
NOT RECOMMENDEDWeak evidence- Trades
- 40
- Timeframe
- 1H
- Tested over
- 2920 days
- Time in market
- 2.9%
Lost money after costs: profit factor 0.89
- Verdict rules v1
What to watch
- 8 of 40 trades were size-capped at 1× equity
What the data supports
Best entry hours (analysis, not a rule)
+0.057R average trade · 38.5% win rate
entries 12:00–18:00 NY · 13 of 40 trades
Best month
+3.0%
2026-01 · 2 of 40 trades · best of 30 months
Drawdown stayed shallow
-6.8% deepest fall from peak
all 40 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
D
Grade
NOT RECOMMENDED
Verdict
Net return
-2.8%
-1074.6 pts vs buy & hold
Win rate
32.5%
40 trades
Profit factor
0.89
13 wins · 27 losses
Max drawdown
-6.8%
from peak
Strategy replay
Entry
1,936.44
Buy · 22 Jul, 00:00 NY · 3 bars
Stop loss
1,916.67
1.02% away
Take profit
1,975.97
2.04% away
Result
-1.12R
Stop loss at 1,916.29 · 22 Jul, 02:00 NY
Monthly returns
Best month
3.0%
Worst month
-2.2%
Typical month
-1.02%
Months in profit
37%
Account curve
$10,000
Starting balance
$9,717
Final balance
$117,173
Buy & hold
Wins and losses
- Wins13
- 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 · 8 of 40 trades were size-capped at 1× equity
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | — | — | — | — | — | -1.1% | -1.0% | — | — |
| 2019 | -1.0% | 1.9% | — | 1.8% | — | — | — | — | — | -1.1% | -0.4% | — |
| 2020 | -1.0% | — | — | 2.0% | — | — | — | — | — | — | — | — |
| 2021 | — | — | — | — | — | — | open | 0.9% | -1.0% | -1.0% | — | — |
| 2022 | — | — | — | — | — | — | 2.0% | 0.8% | — | — | 0.1% | -1.1% |
| 2023 | 1.5% | — | — | — | 1.9% | — | — | — | -1.7% | -1.1% | — | -1.2% |
| 2024 | — | -0.3% | — | — | — | -1.1% | -1.1% | 1.9% | — | -1.0% | — | — |
| 2025 | — | — | — | — | — | -1.0% | — | — | — | — | — | — |
| 2026 | 3.0% | — | — | — | -1.1% | — | -2.2% | — | — | — | — | — |
Latest trades
40 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 22 Jul 2026 | long | 1936.4372 | 1916.2867 | Loss |
| 5 Jul 2026 | long | 1794.4888 | 1768.9361 | Loss |
| 3 May 2026 | long | 2354.4908 | 2308.7782 | Loss |
| 2 Jan 2026 | long | 3109.6218 | 3267.9117 | Win |
| 1 Jan 2026 | long | 3004.2507 | 3037.0047 | Win |
| 11 Jun 2025 | long | 2823.0645 | 2753.4492 | Loss |
| 6 Oct 2024 | long | 2490.7380 | 2415.1669 | Loss |
| 23 Aug 2024 | long | 2680.5060 | 2775.3028 | Win |
| 1 Jul 2024 | long | 3493.8086 | 3452.3094 | Loss |
| 28 Jun 2024 | long | 3473.9046 | 3419.5560 | Loss |
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