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

SOL FuturesTrend (1Y)
-95.43% ROI

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

ROI
-95.43%
MDD
95.71%
Sharpe
-0.74
Win Rate
36.4%
Trades
11
Profit Factor
0.07
Avg Trade
-11.19%
Best Trade
+58.61%
Worst Trade
-100.39%
Composite Score
-20.6
Overall Ranking
Top 95.3%

Performance Chart

Real Data

Strategy Parameters

fast_ma
5
slow_ma
15
leverage
7
trailing_stop_pct
4
🔥

This strategy ranks in the top 95.3% 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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SOL FuturesTrend (1Y) — ROI -95.43% | AlphaForge