EMA 50/200 Crossover — BTC/USDT · Baseline Configuration
BTC/USDT · 1D · 2020-01-01 → 2026-08-16
Strategy vs benchmark
StrategyBTC Buy & Hold
Drawdown over time
Max Drawdown
Executed backtest trades
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Test configuration
MarketCrypto
SymbolBTC/USDT
ExchangeBinance Spot
Timeframe1D
Period2020-01-01 → 2026-08-16
Initial Capital10,000.0
Fee %0.10%
Slippage %0.05%
Leverage1.00
BenchmarkBTC Buy & Hold
Data SourceBinance Public Data Archive / spot/klines
Resolution1D UTC
Dataset Versionbinance-BTCUSDT-1d-2017-08-17_2026-08-16@b7a00cff14ae
Code VersionEMA-CROSS-BTC-V1.0+NXQR-1.1.0
Advanced metrics
Performance
Annualized Return32.67%
Sharpe0.83
Sortino1.20
Calmar0.53
Expectancy89.57
Trade statistics
Trades5.00
Winning Trades3
Losing Trades2
Loss Rate40.00%
Risk
Average Drawdown-31.13%
Volatility49.26% annualized
Exposure65.83%
Max Drawdown Duration1,049 days
Trade outcomes
Average Win167.4%
Average Loss-27.13%
Largest Win260.7%
Largest Loss-42.85%
Consecutive Wins2
Consecutive Losses1
Strategy Final Equity65,026.37 USDT
Benchmark Final Equity87,157.04 USDT
Dataset & code
Download the files attached to this exact backtest
Backtest limitations
This test is based on historical data and past performance does not guarantee future results. Fees and slippage are approximated using fixed assumptions. Liquidity constraints, execution latency, market impact and structural market changes are not fully simulated. Results depend on the dataset, test period, parameters and implementation quality.