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Based on Real Binance DataFutures 10x
SOL · FuturesTrend · 3년 (1095일)(fast_ma: 5, slow_ma: 15, leverage: 10, trailing_stop_pct: 3)

SOL FuturesTrend (3Y)
-100% ROI

SOL FuturesTrend (fast_ma=5, slow_ma=15, leverage=10, trailing_stop_pct=3.0) — 3Y 실제 데이터 백테스트

ROI
-100%
MDD
100%
Sharpe
1.67
Win Rate
61.5%
Trades
26
Profit Factor
1.11
Avg Trade
19.5%
Best Trade
+170.76%
Worst Trade
-100%
Composite Score
-8.2
Overall Ranking
Top 70.4%

Performance Chart

Real Data

Strategy Parameters

fast_ma
5
slow_ma
15
leverage
10
trailing_stop_pct
3
🔥

This strategy ranks in the top 70.4% 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 (3Y) — ROI -100% | AlphaForge