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Free viewBacktest 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.
6 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.
- 44 trades: the most these rules produce in 9.2 years of 1h candles, short of the 100 a confident read wants.
Same rules on 3 markets134 trades · 37.3% win · +0.07R avg
| Market | Trades | Win | Avg |
|---|---|---|---|
| ETHUSDT | 44 | 31.8% | -0.08R |
| BTCUSDT | 54 | 38.9% | +0.12R |
| SOLUSDT | 36 | 41.7% | +0.17R |
| All · 1h | 134 | 37.3% | +0.07R |
Market
Timeframe
Account
History
Requested 2006-04-06 → 2026-10-18 · traded from 2017-08-23 (warm-up 154 bars)
- 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; 10 of the 44 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.
Verdict
NOT RECOMMENDEDwin rate · 44 trades, too few to judge
- Ended above the starting budget-4.0% · -0.135R
- Win rate 50% or above31.8%
- More than 50 trades44 trades
- Under 10% of trades on missing bars1 of 44 trades
- Verdict rules v9
- Trades
- 44
- Timeframe
- 1H
- Tested over
- 3342 days
- Time in market
- 2.7%
Ended 4.0% below the starting budget
What to watch
- 10 of 44 trades were size-capped at 1.0× equity
- 1 of 44 trades depend on missing bars
What the data supports
Best entry hours (analysis, not a rule)
+0.079R average trade · 40.0% win rate
entries 18:00–00:00 NY · 10 of 44 trades
Best month
+3.0%
2026-01 · 2 of 44 trades · best of 33 months
Drawdown stayed shallow
-6.8% deepest fall from peak
all 44 trades
Proof
TradingView twin
BINANCE:ETHUSDT1HSlippageGapped stop
- Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
- Gapped stop When price gaps past the stop, the backtest skips the trade; the script enters and is stopped out.
Account balance
$10,000
Starting balance
$75,492
Buy & hold
- Balance
- Buy & hold
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
D
Grade
NOT RECOMMENDED
Verdict
Strategy replay
- EMA 20
- ADX 14
- +DI 14
- −DI 14
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
Trace5 steps
Signal
candle close
1,928.77
21 Jul, 23:00 NY
Filled
pending order
1,936.44
22 Jul, 00:00 NY
Stop
N-candle swing
1,916.67
22 Jul, 00:00 NY
TP1 · 2.00R
r multiple
1,975.97
22 Jul, 00:00 NY
Exit · Stop loss · -1.14R
1,916.67
22 Jul, 02:00 NY
Monthly returns
Wins and losses
- Wins14
- Losses30
Your 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 · 10 of 44 trades were size-capped at 1.0× equity
- After an exit
- The next entry signal is read from the candle after the exit, not on the exit candle
- Not modelled
- Margin calls, liquidation and CFD overnight financing; perpetual funding is charged when the data carries it
Latest trades
44 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 | 3268.5654 | Win |
| 1 Jan 2026 | long | 3004.2507 | 3037.6122 | 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 | 2775.8580 | Win |
| 1 Jul 2024 | long | 3493.8086 | 3452.3094 | Loss |
| 28 Jun 2024 | long | 3473.9046 | 3419.5560 | Loss |
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | — | — | — | — | — | — | — | — | — | — | 2.0% | -1.0% |
| 2018 | — | — | — | — | — | — | -1.0% | — | -2.1% | -1.0% | — | — |
| 2019 | -1.0% | 1.9% | — | 1.8% | — | — | — | — | — | -1.1% | -0.4% | — |
| 2020 | -1.0% | — | — | 2.0% | — | — | — | — | — | — | — | — |
| 2021 | — | — | — | — | — | — | open | 0.9% | -1.0% | -1.1% | — | — |
| 2022 | — | — | — | — | — | — | 2.0% | 0.9% | — | — | 0.2% | -1.1% |
| 2023 | 1.5% | — | — | — | 2.0% | — | — | — | -1.7% | -1.1% | — | -1.2% |
| 2024 | — | -0.3% | — | — | — | -1.1% | -1.1% | 2.0% | — | -1.0% | — | — |
| 2025 | — | — | — | — | — | -1.1% | — | — | — | — | — | — |
| 2026 | 3.0% | — | — | — | -1.1% | — | -2.2% | — | — | — | — | — |
Advanced Analysis