Trend-Following Backtester · Guide · Strategies 한국어
Strategies
EMA crossover
Uses two exponential averages (more weight on recent prices) and trades their crossover.
The rules
- Buy — Buy when the 4-day EMA crosses above the 29-day EMA
- Sell — Sell when the 4-day EMA falls below the 29-day EMA
Those numbers are the values optimized for Bitcoin. They differ per asset — the table below lists each.
There are 2 tunable values: fast, slow. Fewer knobs make it harder to fit noise, so a count this low keeps overfitting risk relatively contained.
Results by asset
The same strategy across 5 very different assets, each over its full history, with parameters optimized per asset. It beat buy and hold on 3 of 5.
| Asset · parameters | CAGR | Hold CAGR | Max drawdown | Hold DD | Sharpe | Trades | Time in market |
|---|---|---|---|---|---|---|---|
| Bitcoin fast=4, slow=29 |
74.9% | 43.5% | -54.8% | -86.8% | 1.51 | 123 | 51% |
| Ethereum fast=3, slow=27 |
90.4% | 30.6% | -49.9% | -95.6% | 1.44 | 143 | 50% |
| XRP (Ripple) fast=3, slow=14 |
71.3% | 28.5% | -66.2% | -95.9% | 1.03 | 242 | 42% |
| Samsung Electronics fast=27, slow=44 |
10.9% | 15.1% | -47.8% | -64.8% | 0.52 | 106 | 57% |
| Apple (AAPL) fast=3, slow=137 |
17.9% | 18.8% | -78.2% | -82.2% | 0.69 | 227 | 64% |
When this one works
EMA crossover belongs to the trend-following family. All of them earn in sustained directional moves and bleed costs in range-bound markets. The trade count and time in market columns above show how each variant leans.