Win rate
70.9%
Trades
79
Profit factor
1.89
profit > loss
Return
+179.8%
under hold +1096.7%
Drawdown
33.5%
Account curve
BTCUSDT · 1D2018-09-21 → 2026-09-19 · 8.0 years
Wins and losses
- Wins56
- Losses23
How it trades
- 1
Timeframe
1D
- 2
Setup / filter
close > SMA(200)
- 3
Entry
the close is the lowest close of the last 7 candles → market at the next candle open
- 4
Stop
NONE — no stop-loss rule was provided, so no stop is placed
- 5
Target / exit
Target: no fixed target · Rule exit: a close that is the highest close of the last 7 candles closes the trade at the next open
- 6
Risk
1% of equity as trade notional (there is no stop, so this is not risk to a stop)
Evidence
What this test cannot reproduce
Long side only: the mirror short rules cannot be executed on Spot.
No stop loss is published, so R-based statistics are undefined and sizing is a fixed notional.
Published for ETFs; this test runs on the crypto pair you named.