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Based on Real Binance DataFutures 7x
BNB · FuturesTrend · 1년 (365일)(fast_ma: 5, slow_ma: 15, leverage: 7, trailing_stop_pct: 4)

BNB FuturesTrend (1Y)
-85.6% ROI

BNB FuturesTrend (fast_ma=5, slow_ma=15, leverage=7, trailing_stop_pct=4.0) — 1Y 실제 데이터 백테스트

ROI
-85.6%
MDD
96.72%
Sharpe
-0.03
Win Rate
42.9%
Trades
56
Profit Factor
0.96
Avg Trade
0.74%
Best Trade
+81.83%
Worst Trade
-50.01%
Composite Score
-15.6
Overall Ranking
Top 85.1%

Performance Chart

Real Data

Strategy Parameters

fast_ma
5
slow_ma
15
leverage
7
trailing_stop_pct
4
🔥

This strategy ranks in the top 85.1% of 780 tested strategies

Based on real Binance market data — 2026-04-16

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Snapshot: 2026-04-16 (same data, same result)

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BNB FuturesTrend (1Y) — ROI -85.6% | AlphaForge