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Based on Real Binance DataFutures 5x
ETH · FuturesTrend · 3년 (1095일)(fast_ma: 7, slow_ma: 21, leverage: 5, trailing_stop_pct: 5)

ETH FuturesTrend (3Y)
-95.85% ROI

ETH FuturesTrend (fast_ma=7, slow_ma=21, leverage=5, trailing_stop_pct=5.0) — 3Y 실제 데이터 백테스트

ROI
-95.85%
MDD
95.85%
Sharpe
-0.29
Win Rate
33.8%
Trades
68
Profit Factor
0.54
Avg Trade
-1.29%
Best Trade
+110.44%
Worst Trade
-46.17%
Composite Score
-11.7
Overall Ranking
Top 74.6%

Performance Chart

Real Data

Strategy Parameters

fast_ma
7
slow_ma
21
leverage
5
trailing_stop_pct
5
🔥

This strategy ranks in the top 74.6% 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 (3Y) — ROI -95.85% | AlphaForge