ETH-USD: SMA crossover, 60m (2026-04-04 to 2026-07-02)

TradesViz example study: SMA crossover on ETH-USD.CC, 60-minute bars, 2026-04-04 through 2026-07-02. This is a historical simulation with preset rules, not a live account or an optimized strategy. Tests whether a simple moving-average crossover identifies directional persistence on this market and bar interval. Entry: [CROSSED(input_col=SMA(20), input_col2=SMA(50), direction=above)] Exit: [CROSSED(input_col=SMA(20), input_col2=SMA(50), direction=below)] Settings: long only; next-bar-open fills; 25,000 starting equity in quote currency; 25% of current equity per position; 14-period ATR, 2 ATR initial stop, 3R target, 3 ATR trailing stop, and a 100-bar maximum holding period. Session 00:00 to 00:00 in exchange time (all day). Positions may remain open across sessions. Assumed costs: 0.1% of traded value commission per side and 0.5 points slippage per market fill. These are illustrative fixed assumptions, not broker quotes. Funding, financing, borrow fees, varying spreads, and market impact are not separately modeled. Limitations: Long lookbacks react slowly; short samples can contain very few independent trend changes. The catalog includes preset markets and periods without selecting winners. This prior-hourly window is a separate study, not out-of-sample proof. Data availability, gaps and ambiguous intrabar fills must be checked in the completed report. Requested period: 2026-04-04 to 2026-07-02. Available test data: 2026-04-04 to 2026-07-02, 2,160 bars (UTC dates). Simulated historical strategy test for ETH-USD.CC using 60-minute bars from 2026-04-04 to 2026-07-02. Indicators and functions used: CROSSED, SMA; Box 1 condition: [CROSSED(input_col=SMA(20), input_col2=SMA(50), direction=above)]; Box 2 condition: [CROSSED(input_col=SMA(20), input_col2=SMA(50), direction=below)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 0.1 %. Slippage per fill: 0.5 points. Maximum holding period: 100 bars. Risk-setting ATR period: 14. Session: 00:00 to 00:00 (exchange time). Saved results. Trades: 27; Net P&L: -494.897361; Return: -1.979589%; Win rate: 29.62963%.

Shared by pk78 · Published 2026-10-15 · Snapshot 2026-10-15 · Report revision 1