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Free viewBacktest the Holy Grail strategy on BTCUSDT
On the 4-hour chart of Bitcoin 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.
- 10 trades: the most these rules produce in 9.1 years of 4h candles, short of the 100 a confident read wants.
Same rules on 9 markets106 trades · 44.3% win · +0.30R avg
| Market | Trades | Win | Avg |
|---|---|---|---|
| BTCUSDT | 10 | 50.0% | +0.46R |
| ETHUSDT | 9 | 44.4% | +0.31R |
| SOLUSDT | 9 | 55.6% | +0.64R |
| BNBUSDT | 4 | 75.0% | +1.21R |
| XRPUSDT | 12 | 41.7% | +0.20R |
| ADAUSDT | 11 | 36.4% | +0.07R |
| DOGEUSDT | 27 | 44.4% | +0.30R |
| LINKUSDT | 11 | 27.3% | -0.21R |
| AVAXUSDT | 13 | 46.2% | +0.36R |
| All · 4h | 106 | 44.3% | +0.30R |
Market
Timeframe
Account
History
Requested 1996-10-17 → 2026-10-18 · traded from 2017-09-11 (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; 1 of the 10 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
PROMISINGwin rate · 10 trades, too few to judge
- Ended above the starting budget+4.5% · 0.445R
- Win rate 50% or above50.0%
- More than 50 trades10 trades
- Under 10% of trades on missing bars0 of 10 trades
- Verdict rules v9
- Trades
- 10
- Timeframe
- 4H
- Tested over
- 3323 days
- Time in market
- 1.1%
large winners · 10 trades, limited sample
What to watch
- 1 of 10 trades were size-capped at 1.0× equity
- 508 entry decisions read missing bars
- Could not be checked with doubled costs
- Too few trades to judge: 10 of the 40 this timeframe needs
1 moreShow less
- Could not be checked on unseen data (not run)
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 1.84
all 10 trades
Net return
+4.5%
all 10 trades
Proof
TradingView twin
BINANCE:BTCUSDT4HSlippageGapped 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
$193,636
Buy & hold
- Balance
- Buy & hold
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
PROMISING
Verdict
Strategy replay
- EMA 20
- ADX 14
- +DI 14
- −DI 14
Entry
81,065.72
Buy · 11 May, 04:00 NY · 8 bars
Stop loss
80,279.77
0.97% away
Take profit
82,637.62
1.94% away
Result
-1.12R
Stop loss · -1.09% of equity, size-capped
Trace5 steps
Signal
candle close
80,740.40
11 May, 00:00 NY
Filled
pending order
81,065.72
11 May, 04:00 NY
Stop
N-candle swing
80,279.77
11 May, 04:00 NY
TP1 · 2.00R
r multiple
82,637.62
11 May, 04:00 NY
Exit · Stop loss · -1.09R
80,279.77
12 May, 08:00 NY
Monthly returns
Wins and losses
- Wins5
- Losses5
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 · 1 of 10 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
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 | 79472.3280 | Win |
| 22 Sept 2024 | long | 64012.8000 | 62416.6742 | Loss |
| 27 Mar 2024 | long | 69419.8812 | 71191.6236 | Win |
| 1 Oct 2023 | long | 28071.1231 | 26948.6992 | Loss |
| 8 Jan 2023 | long | 17180.4254 | 17719.2762 | Win |
| 10 Oct 2021 | long | 56572.6223 | 54069.1840 | Loss |
| 4 Oct 2021 | long | 48509.7000 | 51060.6800 | Win |
| 4 Apr 2020 | long | 6766.2930 | 7094.6790 | Win |
| 23 Feb 2019 | long | 4146.2391 | 3932.3634 | Loss |
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | — | -1.0% | — | — | — | — | — | — | — | — | — | — |
| 2020 | — | — | — | 2.0% | — | — | — | — | — | — | — | — |
| 2021 | — | — | — | — | — | — | — | — | — | 0.9% | — | — |
| 2023 | 1.9% | — | — | — | — | — | — | — | — | -1.0% | — | — |
| 2024 | — | — | 1.9% | — | — | — | — | — | open | -1.1% | — | — |
| 2026 | — | — | — | 2.0% | -1.1% | — | — | — | — | — | — | — |
Advanced Analysis