RSI with a trend filter
The same bounce, but only above the 200 EMA. Compare it with the plain version to see whether the filter earns its place.
Data through 2026-08-10 · 0.06% fee and 0.02% slippage per side · 1h timeframe
Profitable
1/6
Median
-7.8%
Best
+5.1%
What this strategy does
Long entrywhen all of these are true
- RSI(14) crosses above 30
- close is above EMA200
Exit
- 1.stop loss at -2%
- 2.take profit at +4%
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 | -3.5% | 19.5% | 35.4% | 79 | 0.96 | -0.02 | Open in the backtester → |
| eth | -33.0% | 38.7% | 26.0% | 73 | 0.66 | -0.67 | Open in the backtester → |
| sol | -19.9% | 24.3% | 25.6% | 39 | 0.63 | -0.55 | Open in the backtester → |
| xrp | -12.1% | 19.8% | 31.3% | 48 | 0.79 | -0.24 | Open in the backtester → |
| doge | -2.3% | 9.2% | 34.6% | 26 | 0.93 | -0.04 | Open in the backtester → |
| ada | +5.1% | 13.7% | 38.9% | 36 | 1.11 | 0.14 | Open in the backtester → |
How to read this honestly
- 6 of 6 coins traded fewer than 100 times, so their numbers carry wide error bars.
- Only 9 of 47 coin-and-period cells were profitable.
- 5 of 6 coins carried volatility without being paid for it.
- The worst losing streak ran 15 trades in a row.
Return by period
| Coin | 7y | 5y | 3y | 2y | 1y | 6m | 3m | 1m |
|---|---|---|---|---|---|---|---|---|
| btc | +0.8% | -2.7% | +1.6% | -3.3% | -4.7% | +1.0% | -0.5% | 0.0% |
| eth | -31.7% | -33.7% | -31.9% | -24.5% | -19.6% | -6.1% | -3.8% | -3.8% |
| sol | — | -21.9% | -20.0% | -13.1% | -5.7% | -1.9% | 0.0% | 0.0% |
| xrp | -8.7% | -8.3% | -1.4% | -0.9% | -1.4% | +5.0% | +3.5% | 0.0% |
| doge | -2.3% | -1.4% | -7.0% | -8.4% | -4.3% | -3.8% | 0.0% | 0.0% |
| ada | -1.8% | -3.3% | +0.0% | +2.5% | -0.5% | +1.5% | +1.5% | 0.0% |
Past performance does not guarantee future results. This table is a record of applying rules to past data, not a recommendation to trade them.