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Based on Real Binance DataFutures 5x
ETH · FuturesTrend · 2년 (730일)(fast_ma: 7, slow_ma: 21, leverage: 5, trailing_stop_pct: 5)

ETH FuturesTrend (2Y)
-95.99% ROI

ETH FuturesTrend (fast_ma=7, slow_ma=21, leverage=5, trailing_stop_pct=5.0) — 2Y 실제 데이터 백테스트

ROI
-95.99%
MDD
96.31%
Sharpe
-0.58
Win Rate
30.2%
Trades
43
Profit Factor
0.58
Avg Trade
-4.69%
Best Trade
+60.19%
Worst Trade
-56.32%
Composite Score
-16.8
Overall Ranking
Top 87.8%

Performance Chart

Real Data

Strategy Parameters

fast_ma
7
slow_ma
21
leverage
5
trailing_stop_pct
5
🔥

This strategy ranks in the top 87.8% 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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ETH FuturesTrend (2Y) — ROI -95.99% | AlphaForge