13/26 EMA crosslong

Backtest-Ergebnisse @ BTCUSDT • 1 Hour

The EMA cross strategy shows some interesting characteristics, but I am not completely convinced about its reliability. Let me explain why.

The strategy has a relatively low win rate of 34%, but compensates with a good risk-reward ratio of 2.62. This leads to a positive expectancy of 0.2, which is not bad. What concerns me though is the maximum drawdown of 32%, which is quite significant. The Sharpe ratio of 0.79 and especially the Sortino ratio of 0.18 suggest that the risk-adjusted returns are not optimal. As we say in German trading circles: "Der Gewinn liegt im Einkauf" - the profit lies in the buying, and here the entry timing seems suboptimal.

The market exposure of 54.6% is interesting because it shows the strategy is not overtrading. However, the fact that it underperformed buy & hold (46.4% vs 66.0%) during a bullish period is problematic. The high correlation of 0.78 to the underlying asset suggests this is essentially a beta-strategy with no real alpha generation. The average trade duration of 33.1 candles appears reasonable for an EMA-based system, but the losing streaks of up to 10 trades could be psychologically challenging for most traders. I would recommend to consider adding additional filters to improve the entry timing.

Yo fam, this EMA cross strategy is looking pretty interesting! 🚀 The numbers are giving me some mixed feelings though, let me break it down.

First off, that 46.4% net profit is decent, but we're actually underperforming buy & hold (66%). That said, we're only exposed to the market 54.6% of the time, which means we're taking way less risk - that's actually pretty smart for preserving capital when the market gets choppy! The win rate at 34% might look scary at first, but check this out - our winners are averaging 3.10% while losses are only -1.18%. That's a solid 2.62 risk/reward ratio! 💎

The thing that's got me most hyped is that win rate leeway - we're crushing the minimal required win rate by over 33%! That's some serious cushioning fam. Though that max drawdown of -32% is no joke 😅 One thing that makes me a bit nervous is those losing streaks - hitting 10 losses in a row could shake out paper hands, but if you can stomach it, the math shows the strategy is solid.

Not financial advice, but if I was working my Wendy's shift thinking about this, I'd say it's worth considering - especially with that sweet risk/reward ratio. Just gotta have those diamond hands during the rough patches! 🍗💪

Madre mía, what a disaster of a strategy! Let me tell you why this is complete garbage.

First of all, you're underperforming the market by almost 20% - that's pathetic! A monkey throwing darts would do better than this EMA cross nonsense. The win rate is absolutely terrible at 34% - you're losing 2 out of every 3 trades! And that 10-trade losing streak? Dios mío, that would destroy most traders mentally and financially.

The only thing keeping this strategy from being a total catastrophe is the risk/reward ratio of 2.62, but even that's not enough to save it. You're exposing yourself to unnecessary risk with a 32% drawdown - that's worse than just holding Bitcoin! And those Sharpe and Sortino ratios are embarrasingly low, showing this strategy is barely better than gambling.

Look, if you want to throw away your money, there are faster ways to do it than this EMA crossing strategy. The market exposure of 54.6% means you're sitting out of half the moves while still managing to lose to buy & hold. This is exactly the kind of amateur strategy that makes me want to bang my head against the wall. Do yourself a favor and go back to the drawing board.