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Based on Real Binance DataFutures 7x
XRP · FuturesTrend · 6개월 (183일)(fast_ma: 5, slow_ma: 15, leverage: 7, trailing_stop_pct: 4)

XRP FuturesTrend (6M)
-80.75% ROI

XRP FuturesTrend (fast_ma=5, slow_ma=15, leverage=7, trailing_stop_pct=4.0) — 6M 실제 데이터 백테스트

ROI
-80.75%
MDD
88.83%
Sharpe
-0.51
Win Rate
42.9%
Trades
28
Profit Factor
0.53
Avg Trade
-2.45%
Best Trade
+72.38%
Worst Trade
-40.76%
Composite Score
-18.1
Overall Ranking
Top 91%

Performance Chart

Real Data

Strategy Parameters

fast_ma
5
slow_ma
15
leverage
7
trailing_stop_pct
4
🔥

This strategy ranks in the top 91% 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 (6M) — ROI -80.75% | AlphaForge