BTC / USDT4h

BTC EMA Cross (9/21) Strategy (4h) - Backtest Results

Price Action & Trades

BTC / 4h

Recent Trade History (Live Proof)

Entry DateJan 12, 16:00
Exit DateJan 19, 00:00
TypeLong
Entry Price$91,528
Exit Price$92,583.56
PnL+1.15%
Entry DateJan 12, 04:00
Exit DateJan 12, 12:00
TypeLong
Entry Price$92,111.87
Exit Price$90,636.01
PnL-1.6%
Entry DateJan 1, 16:00
Exit DateJan 7, 20:00
TypeLong
Entry Price$88,342.55
Exit Price$91,089.5
PnL+3.11%
Entry DateDec 30, 16:00
Exit DateJan 1, 08:00
TypeLong
Entry Price$88,371.35
Exit Price$87,877.99
PnL-0.56%
Entry DateDec 29, 00:00
Exit DateDec 29, 20:00
TypeLong
Entry Price$88,451.35
Exit Price$87,337.85
PnL-1.26%
Entry DateDec 26, 04:00
Exit DateDec 27, 00:00
TypeLong
Entry Price$88,996.58
Exit Price$87,475.03
PnL-1.71%
Entry DateDec 20, 00:00
Exit DateDec 23, 12:00
TypeLong
Entry Price$88,075.89
Exit Price$87,616.66
PnL-0.52%
Entry DateDec 11, 20:00
Exit DateDec 12, 20:00
TypeLong
Entry Price$92,900.53
Exit Price$90,192.03
PnL-2.92%
Entry DateDec 9, 16:00
Exit DateDec 11, 08:00
TypeLong
Entry Price$93,927.99
Exit Price$90,236.01
PnL-3.93%
Entry DateDec 8, 04:00
Exit DateDec 9, 08:00
TypeLong
Entry Price$91,334.04
Exit Price$90,165.99
PnL-1.28%
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Equity Curve

$-206.15
2025-08-192025-09-142025-10-102025-11-042025-11-302025-12-252026-01-28$0k$0.3k$0.6k$0.9k$1.2k

AI Deep AnalysisPowered by algorithmic insights

Performance Assessment

Low precision (25%) on 4h indicates signal noise. Higher timeframes may improve accuracy.

Risk-Reward Profile

Low profit factor (0.56) indicates potential parameter optimization is needed for BTC.

Signal Frequency

At 24 trades, the algorithm filters noise while capturing significant BTC moves.

Optimization Insight

Consider testing Bollinger Band periods of 18-22 candles for potential BTC optimization.

Position Sizing

Kelly Criterion suggests minimal position sizing for this edge.

Timeframe Analysis

The 4h chart captures BTC's characteristic momentum cycles effectively.

Analysis based on 24 trades
Review Recommended

Performance Metrics

Win Rate
25%
Profit Factor
0.56
Total Trades
24
Data Period
Last 6 Months

About The EMA Cross (9/21) Strategy

Our quantitative analysis of EMA Cross (9/21) on BTC demonstrates a setup 0.56x profit factor on BTC: 24 4h backtests.

Backtest Methodology

Human bias is eliminated in our BTC testing. Each of the 24 trades on 4h candles followed pre-defined systematic rules with no discretionary overrides. The 25% success rate reflects pure algorithmic execution.

Key Takeaways

  • Best performance in trending BTC markets.
  • 4h resolution captures key reversals.
  • Avoid during low-liquidity sessions.

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