BTC-USD: EMA crossover, 15m (2026-07-03 to 2026-09-30)

TradesViz example study: EMA crossover on BTC-USD.CC, 15-minute bars, 2026-07-03 through 2026-09-30. This is a historical simulation with preset rules, not a live account or an optimized strategy. Tests whether a fast exponential moving average crossing a slower one captures persistent trends. Entry: [CROSSED(input_col=EMA(10), input_col2=EMA(25), direction=above)] Exit: [CROSSED(input_col=EMA(10), input_col2=EMA(25), 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 close at the end of each session. Assumed costs: 0.1% of traded value commission per side and 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: Moving averages lag price and repeated crosses can produce losses in sideways markets. The catalog includes preset markets and periods without selecting winners. This recent-intraday 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: 2026-07-03 to 2026-09-30. Available test data: 2026-07-03 to 2026-09-30, 8,639 bars (UTC dates). Simulated historical strategy test for BTC-USD.CC using 15-minute bars from 2026-07-03 to 2026-09-30. Indicators and functions used: CROSSED, EMA; Box 1 condition: [CROSSED(input_col=EMA(10), input_col2=EMA(25), direction=above)]; Box 2 condition: [CROSSED(input_col=EMA(10), input_col2=EMA(25), 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: 5 points. Maximum holding period: 100 bars. Close positions at session end. Risk-setting ATR period: 14. Session: 00:00 to 00:00 (exchange time). Saved results. Trades: 184; Net P&L: -2,541.91623; Return: -10.167665%; Win rate: 19.021739%.

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