Backtest the Holy Grail strategy on BTCUSDT
On the 4-hour chart of BTCUSDT, 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). It gets out below the lowest low of the last 5 candles, and takes profit at 2× what it risked. Each trade risks 1% of the account.
Market
Timeframe
Account
History
50.0%win rate · 10 trades, too few to judge
RECOMMENDEDWeak evidence- Trades
- 10
- Timeframe
- 4H
- Tested over
- 2920 days
- Time in market
- 1.3%
large winners · 10 trades, limited sample
What the data supports
Months in profit
56% of months closed up
5 of 9 months in the tested window
Best month
+2.0%
2026-04 · 1 of 10 trades · best of 9 months
Made money after costs
profit factor 1.83
all 10 trades
Net return
+4.5%
all 10 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
4.5%
-1129.5 pts vs buy & hold
Win rate
50.0%
10 trades
Profit factor
1.83
5 wins · 5 losses
Max drawdown
-1.1%
from peak
Strategy replay
Entry
81,065.72
Buy · 11 May, 08:00 · 8 bars
Stop loss
80,279.77
0.97% away
Take profit
82,637.62
1.94% away
Result
-1.09R
Stop loss at 80,263.71
Monthly returns
Best month
2.0%
Worst month
-1.1%
Typical month
0.93%
Months in profit
56%
Account curve
$10,000
Starting balance
$10,446
Final balance
$123,398
Buy & hold
Wins and losses
- Wins5
- Losses5
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
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | — | -1.0% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | — | 1.9% | — | — | — | — | — | — | — | — |
| 2021 | — | — | — | — | — | — | — | — | — | 0.9% | — | — |
| 2023 | 1.9% | — | — | — | — | — | — | — | — | -1.0% | — | — |
| 2024 | — | — | 1.9% | — | — | — | — | — | — | -1.0% | — | — |
| 2026 | — | — | — | 2.0% | -1.1% | — | — | — | — | — | — | — |
Latest trades
10 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 11 May 2026 | long | 81065.7199 | 80263.7140 | Loss |
| 13 Apr 2026 | long | 73494.6960 | 79456.4335 | Win |
| 23 Sept 2024 | long | 64012.8000 | 62416.6742 | Loss |
| 27 Mar 2024 | long | 69419.8812 | 71177.3853 | Win |
| 2 Oct 2023 | long | 28071.1231 | 26948.6992 | Loss |
| 9 Jan 2023 | long | 17180.4254 | 17715.7323 | Win |
| 11 Oct 2021 | long | 56572.6223 | 54069.1840 | Loss |
| 4 Oct 2021 | long | 48509.7000 | 51050.4679 | Win |
| 4 Apr 2020 | long | 6766.2930 | 7093.2600 | Win |
| 23 Feb 2019 | long | 4146.2391 | 3932.3634 | Loss |
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