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Based on Real Binance DataFutures 10x
XRP · FuturesTrend · 2년 (730일)(fast_ma: 5, slow_ma: 15, leverage: 10, trailing_stop_pct: 3)

XRP FuturesTrend (2Y)
-95.3% ROI

XRP FuturesTrend (fast_ma=5, slow_ma=15, leverage=10, trailing_stop_pct=3.0) — 2Y 실제 데이터 백테스트

ROI
-95.3%
MDD
97.99%
Sharpe
-0.02
Win Rate
47.2%
Trades
36
Profit Factor
0.88
Avg Trade
0.36%
Best Trade
+185.72%
Worst Trade
-62.25%
Composite Score
-12.9
Overall Ranking
Top 78.1%

Performance Chart

Real Data

Strategy Parameters

fast_ma
5
slow_ma
15
leverage
10
trailing_stop_pct
3
🔥

This strategy ranks in the top 78.1% 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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XRP FuturesTrend (2Y) — ROI -95.3% | AlphaForge