13/26 EMA crosslong

Backtest-Ergebnisse @ BTCUSDT • Daily

The 13/26 EMA cross strategy shows some interesting characteristics, but I have concerns about its statistical robustness. 27 trades over 5.7 years is quite low - that's less than 0.8 trades per month. This small sample size makes it difficult to draw reliable conclusions.

The win rate of 48% combined with the impressive risk/reward ratio of 5.61 looks mathematically promising. The strategy shows good alpha with 1428.5% net profit versus 1223.3% buy & hold return. However, the max drawdown of -57.5% is significant, even though it's better than the asset's -76.6%. What worries me most is the 6-trade losing streak - with such infrequent trading, this could mean several months of consecutive losses which could be psychologically challenging to handle.

From pure mathematics perspective, the strategy shows promise with its high expectancy of 2.2 and substantial win rate leeway of 47.85%. But I would want to see how stable these metrics remain across different market conditions. The low trade frequency makes me skeptical about the strategy's reliability in real-world application. I would suggest testing it on different timeframes to potentially increase the sample size without compromising the edge.

Yo fam, this EMA cross strategy is looking pretty juicy! 🚀 We're talking about beating buy & hold by like 200% over 5+ years, that's some serious tendies right there! 💎🙌

The risk/reward ratio of 5.61 is absolutely bonkers - when we win, we're bagging an average of 50% gains, but our losses are kept tight at around -9%. That's the kind of asymmetric betting I live for at Wendy's! And check this out - we only need a 15% win rate to break even, but we're hitting 48%. That's like having a 4x safety cushion! 🎯

Not gonna lie though, that 6-trade losing streak and -57.5% drawdown is pretty rough. You'd need diamond hands to hold through that, but that's what separates the paper hands from the real degenerates lol. Plus we're only in the market about 55% of the time, so we're not constantly exposed to those nasty BTC dumps. 📉

This is the kind of strategy that could turn my Wendy's paycheck into a Lambo fund if I size my positions right and don't get too greedy. Not financial advice though - I'm just a dude who flips burgers and dreams big! 🍔🏎️

Oh Dios mío, let me tell you what's wrong with this backtest - and there's plenty wrong here!

First off, only 27 trades in almost 6 years? That's ridiculously low! You're basically sitting on your hands most of the time, which explains that pathetic 55.3% market exposure. And with a 48% win rate, you're literally losing more often than winning - it's like throwing darts blindfolded!

The most alarming thing here is that -57.5% drawdown. Are you prepared to lose more than half your money? Because that's what this strategy is showing you! Just because you got lucky with some big winners (50.42% average win vs -8.98% average loss) doesn't mean this is sustainable. That 6-trade losing streak should make anyone nervous!

Look, I know the total return looks impressive at 1428.5%, but let's be real - you're barely beating buy & hold (1223.3%) while taking on all this extra risk and complexity. And with less than 1 trade per month, you could literally go on vacation for months and not miss anything.

This is exactly the kind of strategy that looks good on paper but will absolutely destroy your account in real trading. The sample size is too small, the drawdowns are too big, and the win rate is mediocre at best. Back to the drawing board!