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 2026-10-16 · 0.06% fee and 0.02% slippage per side · 1h timeframe
Profitable
0/6
Median
-97.1%
Best
-86.4%
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 | -98.6% | 99.1% | 38.0% | 1758 | 0.73 | -1.50 | Open in the backtester → |
| eth | -87.1% | 89.8% | 41.2% | 2117 | 0.88 | -0.54 | Open in the backtester → |
| sol | -97.8% | 98.3% | 39.4% | 2123 | 0.90 | -1.30 | Open in the backtester → |
| xrp | -86.4% | 89.7% | 41.3% | 2175 | 0.91 | -0.51 | Open in the backtester → |
| doge | -99.5% | 99.5% | 38.0% | 2189 | 0.65 | -1.68 | Open in the backtester → |
| ada | -96.4% | 97.3% | 40.3% | 2410 | 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 7 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 | -96.7% | -84.2% | -60.2% | -22.0% | -11.9% | +32.7% | +22.6% | +1.0% |
| eth | -78.7% | -47.7% | -43.7% | -49.5% | -47.8% | -6.6% | +14.7% | +9.0% |
| sol | — | -96.8% | -90.3% | -70.0% | -37.1% | -7.4% | +19.8% | -1.1% |
| xrp | -78.9% | -62.8% | -47.2% | -52.4% | -19.8% | -1.2% | -1.1% | -6.6% |
| doge | -99.3% | -90.8% | -74.4% | -72.2% | -64.7% | -47.4% | -17.5% | -13.7% |
| ada | -93.1% | -78.1% | -51.4% | -46.0% | -2.2% | -3.3% | -10.4% | +0.3% |
Past performance does not guarantee future results. This table is a record of applying rules to past data, not a recommendation to trade them.