MACD cross with ADX filter
A momentum cross gated by trend strength. Remove the ADX filter and the difference tells you what it was worth.
Data through 2026-08-10 · 0.06% fee and 0.02% slippage per side · 1h timeframe
Profitable
0/6
Median
-97.2%
Best
-86.2%
What this strategy does
Long entrywhen all of these are true
- MACD(12,26,9) crosses above its signal line
- ADX(14) is above 20
Short entrywhen all of these are true
- MACD(12,26,9) crosses below its signal line
- ADX(14) is above 20
You never enter short rules yourself. They are generated by mirroring your long rules.
Exit
- 1.stop loss at -2%
- 2.take profit at +3%
If several conditions hit on the same candle, the one listed first applies.
Results by coin
| Coin | Return | Max drawdown | Win rate | Trades | Profit factor | Sharpe | Run it yourself |
|---|---|---|---|---|---|---|---|
| btc | -98.8% | 99.1% | 37.6% | 1734 | 0.73 | -1.62 | Open in the backtester → |
| eth | -88.8% | 88.8% | 41.0% | 2083 | 0.88 | -0.60 | Open in the backtester → |
| sol | -98.2% | 98.3% | 39.0% | 2081 | 0.89 | -1.43 | Open in the backtester → |
| xrp | -86.2% | 89.7% | 41.3% | 2128 | 0.91 | -0.52 | Open in the backtester → |
| doge | -99.4% | 99.4% | 38.1% | 2141 | 0.65 | -1.65 | Open in the backtester → |
| ada | -96.1% | 97.3% | 40.3% | 2359 | 0.84 | -0.90 | Open in the backtester → |
How to read this honestly
- 6 of 6 coins drew down more than half the account at the worst point.
- Only 5 of 47 coin-and-period cells were profitable.
- 6 of 6 coins carried volatility without being paid for it.
- The worst losing streak ran 17 trades in a row.
Return by period
| Coin | 7y | 5y | 3y | 2y | 1y | 6m | 3m | 1m |
|---|---|---|---|---|---|---|---|---|
| btc | -98.0% | -89.5% | -71.0% | -49.6% | -34.5% | -13.1% | -0.6% | +3.5% |
| eth | -79.9% | -50.4% | -49.8% | -45.5% | -65.3% | -27.0% | -25.2% | -5.5% |
| sol | — | -97.6% | -93.7% | -81.6% | -62.6% | -40.4% | -23.4% | -1.2% |
| xrp | -84.4% | -58.1% | -55.0% | -37.5% | -34.5% | -11.5% | -3.3% | +0.9% |
| doge | -99.3% | -92.2% | -68.5% | -70.8% | -66.4% | -44.8% | -28.9% | +6.3% |
| ada | -93.0% | -85.8% | -61.6% | -50.5% | -13.6% | +19.2% | +1.0% | -6.1% |
Past performance does not guarantee future results. This table is a record of applying rules to past data, not a recommendation to trade them.