+341% profit, only 8.26% drawdown over a year. The humble EMA ⭐
The choppy market has us back with a strategy for those that want to limit the downside and beat holding on spot. Remember as a trader you need one solid strategy that makes more than loses. This often has traders overcomplicating things and fishing for complex strategies with novel indicators that ruin their discipline at the end. Yet this strategy proves that even the humble EMA can rack in impressive returns at +341%.
The goal of the strategy:
1. Single digit maximum drawdown over the past year - yes this includes recent pullbacks which means beating the market over the past month
2. Easy to track so you have no excuses not to execute correctly and can potentially automate it
3. Beat holding on spot - so make more than 243.01% without leverage (you can include it depending on your risk tolerance, but the strategy has to work without it too).
4. No scalping - we're focusing on swing trading to limit transactional costs
WILL POST EVERY POSITION BELOW - will also show how each position was closed: close rule or stop loss
The strategy:
There was a lot of experimentation with the length of these EMAs (used for their responsiveness to recent prices) and this is the optimal version to fulfil the goals above. Of course you an experiment on your own if you have different ones.
On the 1 h chart:
1. Open a position when EMA (25) is crossing up EMA (50)
2. Close the position EMA (25) is crossing down EMA (70)
3. Stop Loss set at 2% (although you can run this strategy without it too and works quite well)
All conditions are respected 100% of the time.
The results:
The strategy profited at +341.03% beating holding by 100%. What's even better is the maximum drawdown is only 8.26% which for a crypto strategy is exceptionally stable. The result was accomplished over 52 position out of which the strategy wins 21. However the average win is at 10.2%, while the average loss is only -1.79%. This is important to know when you execute the strategy to not be thrown off after a cluster of loses.
Winning trades are held for almost 8 days, while losing trades are cut after only 1-2 days. This is also connected to the tight stop loss and if you tolerate risk you may try expanding that time. For our purposes that did not fit the goals of the strategy.
Lastly, over the past month this strategy performed about 35% better than the market, which means you would be left with plenty of funds at the moment. We consider the set goals achieved.
The positions (Open Price, Close Price, Stop Loss, profit, what closed the position):
31/05/2021 13:00
01/06/2021 09:00
20 hours
OP 36,777
CP 36,041
SL 36,041
-2%
Stop Loss
24/05/2021 18:00
25/05/2021 11:00
17 hours
OP 37,668
CP 36,915
SL 36,915
-2%
Stop Loss
07/05/2021 14:00
10/05/2021 20:00
3 days
OP 56,997
CP 55,858
SL 55,858
-2%
Stop Loss
05/05/2021 19:00
06/05/2021 19:00
1 day
OP 57,302
CP 56,156
SL 56,156
-2%
Stop Loss
30/04/2021 13:00
04/05/2021 05:00
4 days
OP 54,656
CP 55,809
SL 53,563
+2.11%
Close Rule
26/04/2021 06:00
29/04/2021 20:00
4 days
OP 52,535
CP 52,860
SL 51,485
+0.618%
Close Rule
08/04/2021 23:00
16/04/2021 10:00
7 days
OP 57,916
CP 60,644
SL 56,758
+4.71%
Close Rule
05/04/2021 19:00
06/04/2021 15:00
20 hours
OP 58,876
CP 57,699
SL 57,699
-2%
Stop Loss
26/03/2021 23:00
03/04/2021 22:00
8 days
OP 54,383
CP 57,631
SL 53,295
+5.97%
Close Rule
24/03/2021 18:00
24/03/2021 20:00
2 hours
OP 56,126
CP 55,003
SL 55,003
-2%
Stop Loss
17/03/2021 23:00
18/03/2021 21:00
22 hours
OP 58,300
CP 57,134
SL 57,134
-2%
Stop Loss
07/03/2021 02:00
15/03/2021 13:00
8 days
OP 49,122
CP 56,440
SL 48,140
+14.9%
Close Rule
01/03/2021 12:00
05/03/2021 00:00
4 days
OP 47,722
CP 48,374
SL 46,768
+1.37%
Close Rule
01/02/2021 20:00
22/02/2021 16:00
21 days
OP 33,838
CP 53,237
SL 33,161
+57.3%
Close Rule
01/02/2021 13:00
01/02/2021 17:00
4 hours
OP 33,770
CP 33,461
SL 33,095
-0.916%
Close Rule
28/01/2021 19:00
29/01/2021 08:00
13 hours
0.74633 BTC
OP 32,634
CP 31,981
SL 31,981
-2%
Stop Loss
25/01/2021 05:00
25/01/2021 22:00
17 hours
OP 33,378
CP 32,710
SL 32,710
-2%
Stop Loss
19/01/2021 01:00
20/01/2021 00:00
23 hours
OP 36,677
CP 35,943
SL 35,943
-506.16 USDT
-2%
Stop Loss
13/01/2021 23:00
15/01/2021 16:00
2 days
OP 37,204
CP 36,460
SL 36,460
-2%
Stop Loss
05/01/2021 19:00
11/01/2021 00:00
5 days
0.68049 BTC
OP 33,373
CP 38,150
SL 32,705
+14.3%
Close Rule
24/12/2020 23:00
05/01/2021 08:00
11 days
OP 23,708
CP 30,818
SL 23,234
+30%
Close Rule
22/12/2020 22:00
23/12/2020 12:00
14 hours
OP 23,435
CP 22,966
SL 22,966
-2%
Stop Loss
12/12/2020 10:00
22/12/2020 01:00
10 days
OP 18,433
CP 22,558
SL 18,065
+22.4%
Close Rule
06/12/2020 01:00
06/12/2020 14:00
13 hours
OP 19,269
CP 18,883
SL 18,883
-2%
Stop Loss
28/11/2020 21:00
04/12/2020 23:00
6 days
OP 17,673
CP 18,665
SL 17,320
+5.61%
Close Rule
16/11/2020 08:00
26/11/2020 05:00
10 days
OP 16,236
CP 17,772
SL 15,911
+9.46%
Close Rule
03/11/2020 19:00
15/11/2020 20:00
12 days
OP 13,741
CP 15,855
SL 13,466
+15.4%
Close Rule
30/10/2020 16:00
02/11/2020 13:00
3 days
OP 13,550
CP 13,279
SL 13,279
-2%
Stop Loss
29/10/2020 18:00
30/10/2020 01:00
7 hours
OP 13,584
CP 13,312
SL 13,312
-2%
Stop Loss
18/10/2020 07:00
29/10/2020 09:00
11 days
OP 11,450
CP 13,124
SL 11,221
+14.6%
Close Rule
15/10/2020 20:00
16/10/2020 05:00
9 hours
OP 11,521
CP 11,291
SL 11,291
-2%
Stop Loss
08/10/2020 15:00
15/10/2020 04:00
7 days
OP 10,912
CP 11,379
SL 10,694
+4.28%
Close Rule
04/10/2020 15:00
07/10/2020 00:00
2 days
OP 10,605
CP 10,600
SL 10,392
-0.0461%
Close Rule
01/10/2020 03:00
01/10/2020 17:00
14 hours
OP 10,817
CP 10,601
SL 10,601
-2%
Stop Loss
24/09/2020 21:00
29/09/2020 18:00
5 days
OP 10,627
CP 10,675
SL 10,414
+0.459%
Close Rule
14/09/2020 12:00
20/09/2020 18:00
6 days
OP 10,470
CP 10,895
SL 10,261
+4.06%
Close Rule
09/09/2020 17:00
14/09/2020 01:00
4 days
OP 10,240
CP 10,273
SL 10,035
+0.329%
Close Rule
28/08/2020 16:00
02/09/2020 12:00
5 days
OP 11,529
CP 11,299
SL 11,299
-2%
Stop Loss
24/08/2020 05:00
25/08/2020 10:00
1 day
OP 11,679
CP 11,599
SL 11,445
-0.681%
Close Rule
14/08/2020 00:00
19/08/2020 06:00
5 days
0.87822 BTC
OP 11,780
CP 11,711
SL 11,544
-0.581%
Close Rule
10/08/2020 02:00
10/08/2020 11:00
9 hours
OP 11,851
CP 11,614
SL 11,614
-2%
Stop Loss
05/08/2020 11:00
09/08/2020 18:00
4 days
OP 11,393
CP 11,527
SL 11,165
+1.17%
Close Rule
19/07/2020 23:00
02/08/2020 21:00
14 days
OP 9,185.8
CP 11,088
SL 9,002
+20.7%
Close Rule
18/07/2020 17:00
19/07/2020 04:00
11 hours
OP 9,164.6
CP 9,153.4
SL 8,981.3
-0.122%
Close Rule
13/07/2020 00:00
14/07/2020 05:00
1 day
OP 9,303.3
CP 9,190
SL 9,117.2
-1.22%
Close Rule
12/07/2020 09:00
12/07/2020 14:00
5 hours
OP 9,254.4
CP 9,210
SL 9,069.3
-0.479%
Close Rule
06/07/2020 08:00
10/07/2020 01:00
4 days
OP 9,200.1
CP 9,214
SL 9,016.1
+0.152%
Close Rule
05/07/2020 04:00
05/07/2020 22:00
18 hours
OP 9,129
CP 8,946.4
SL 8,946.4
-2%
Stop Loss
29/06/2020 21:00
01/07/2020 07:00
1 day
OP 9,185
CP 9,134.5
SL 9,001.3
-0.549%
Close Rule
21/06/2020 08:00
24/06/2020 15:00
3 days
OP 9,369.5
CP 9,295.2
SL 9,182.1
-0.793%
Close Rule
16/06/2020 04:00
17/06/2020 15:00
1 day
OP 9,562.5
CP 9,371.3
SL 9,371.3
-2%
Stop Loss
08/06/2020 02:00
11/06/2020 16:00
4 days
OP 9,742.6
CP 9,547.8
SL 9,547.8
-2%
Stop Loss
The goal of the strategy:
1. Single digit maximum drawdown over the past year - yes this includes recent pullbacks which means beating the market over the past month
2. Easy to track so you have no excuses not to execute correctly and can potentially automate it
3. Beat holding on spot - so make more than 243.01% without leverage (you can include it depending on your risk tolerance, but the strategy has to work without it too).
4. No scalping - we're focusing on swing trading to limit transactional costs
WILL POST EVERY POSITION BELOW - will also show how each position was closed: close rule or stop loss
The strategy:
There was a lot of experimentation with the length of these EMAs (used for their responsiveness to recent prices) and this is the optimal version to fulfil the goals above. Of course you an experiment on your own if you have different ones.
On the 1 h chart:
1. Open a position when EMA (25) is crossing up EMA (50)
2. Close the position EMA (25) is crossing down EMA (70)
3. Stop Loss set at 2% (although you can run this strategy without it too and works quite well)
All conditions are respected 100% of the time.
The results:
The strategy profited at +341.03% beating holding by 100%. What's even better is the maximum drawdown is only 8.26% which for a crypto strategy is exceptionally stable. The result was accomplished over 52 position out of which the strategy wins 21. However the average win is at 10.2%, while the average loss is only -1.79%. This is important to know when you execute the strategy to not be thrown off after a cluster of loses.
Winning trades are held for almost 8 days, while losing trades are cut after only 1-2 days. This is also connected to the tight stop loss and if you tolerate risk you may try expanding that time. For our purposes that did not fit the goals of the strategy.
Lastly, over the past month this strategy performed about 35% better than the market, which means you would be left with plenty of funds at the moment. We consider the set goals achieved.
The positions (Open Price, Close Price, Stop Loss, profit, what closed the position):
31/05/2021 13:00
01/06/2021 09:00
20 hours
OP 36,777
CP 36,041
SL 36,041
-2%
Stop Loss
24/05/2021 18:00
25/05/2021 11:00
17 hours
OP 37,668
CP 36,915
SL 36,915
-2%
Stop Loss
07/05/2021 14:00
10/05/2021 20:00
3 days
OP 56,997
CP 55,858
SL 55,858
-2%
Stop Loss
05/05/2021 19:00
06/05/2021 19:00
1 day
OP 57,302
CP 56,156
SL 56,156
-2%
Stop Loss
30/04/2021 13:00
04/05/2021 05:00
4 days
OP 54,656
CP 55,809
SL 53,563
+2.11%
Close Rule
26/04/2021 06:00
29/04/2021 20:00
4 days
OP 52,535
CP 52,860
SL 51,485
+0.618%
Close Rule
08/04/2021 23:00
16/04/2021 10:00
7 days
OP 57,916
CP 60,644
SL 56,758
+4.71%
Close Rule
05/04/2021 19:00
06/04/2021 15:00
20 hours
OP 58,876
CP 57,699
SL 57,699
-2%
Stop Loss
26/03/2021 23:00
03/04/2021 22:00
8 days
OP 54,383
CP 57,631
SL 53,295
+5.97%
Close Rule
24/03/2021 18:00
24/03/2021 20:00
2 hours
OP 56,126
CP 55,003
SL 55,003
-2%
Stop Loss
17/03/2021 23:00
18/03/2021 21:00
22 hours
OP 58,300
CP 57,134
SL 57,134
-2%
Stop Loss
07/03/2021 02:00
15/03/2021 13:00
8 days
OP 49,122
CP 56,440
SL 48,140
+14.9%
Close Rule
01/03/2021 12:00
05/03/2021 00:00
4 days
OP 47,722
CP 48,374
SL 46,768
+1.37%
Close Rule
01/02/2021 20:00
22/02/2021 16:00
21 days
OP 33,838
CP 53,237
SL 33,161
+57.3%
Close Rule
01/02/2021 13:00
01/02/2021 17:00
4 hours
OP 33,770
CP 33,461
SL 33,095
-0.916%
Close Rule
28/01/2021 19:00
29/01/2021 08:00
13 hours
0.74633 BTC
OP 32,634
CP 31,981
SL 31,981
-2%
Stop Loss
25/01/2021 05:00
25/01/2021 22:00
17 hours
OP 33,378
CP 32,710
SL 32,710
-2%
Stop Loss
19/01/2021 01:00
20/01/2021 00:00
23 hours
OP 36,677
CP 35,943
SL 35,943
-506.16 USDT
-2%
Stop Loss
13/01/2021 23:00
15/01/2021 16:00
2 days
OP 37,204
CP 36,460
SL 36,460
-2%
Stop Loss
05/01/2021 19:00
11/01/2021 00:00
5 days
0.68049 BTC
OP 33,373
CP 38,150
SL 32,705
+14.3%
Close Rule
24/12/2020 23:00
05/01/2021 08:00
11 days
OP 23,708
CP 30,818
SL 23,234
+30%
Close Rule
22/12/2020 22:00
23/12/2020 12:00
14 hours
OP 23,435
CP 22,966
SL 22,966
-2%
Stop Loss
12/12/2020 10:00
22/12/2020 01:00
10 days
OP 18,433
CP 22,558
SL 18,065
+22.4%
Close Rule
06/12/2020 01:00
06/12/2020 14:00
13 hours
OP 19,269
CP 18,883
SL 18,883
-2%
Stop Loss
28/11/2020 21:00
04/12/2020 23:00
6 days
OP 17,673
CP 18,665
SL 17,320
+5.61%
Close Rule
16/11/2020 08:00
26/11/2020 05:00
10 days
OP 16,236
CP 17,772
SL 15,911
+9.46%
Close Rule
03/11/2020 19:00
15/11/2020 20:00
12 days
OP 13,741
CP 15,855
SL 13,466
+15.4%
Close Rule
30/10/2020 16:00
02/11/2020 13:00
3 days
OP 13,550
CP 13,279
SL 13,279
-2%
Stop Loss
29/10/2020 18:00
30/10/2020 01:00
7 hours
OP 13,584
CP 13,312
SL 13,312
-2%
Stop Loss
18/10/2020 07:00
29/10/2020 09:00
11 days
OP 11,450
CP 13,124
SL 11,221
+14.6%
Close Rule
15/10/2020 20:00
16/10/2020 05:00
9 hours
OP 11,521
CP 11,291
SL 11,291
-2%
Stop Loss
08/10/2020 15:00
15/10/2020 04:00
7 days
OP 10,912
CP 11,379
SL 10,694
+4.28%
Close Rule
04/10/2020 15:00
07/10/2020 00:00
2 days
OP 10,605
CP 10,600
SL 10,392
-0.0461%
Close Rule
01/10/2020 03:00
01/10/2020 17:00
14 hours
OP 10,817
CP 10,601
SL 10,601
-2%
Stop Loss
24/09/2020 21:00
29/09/2020 18:00
5 days
OP 10,627
CP 10,675
SL 10,414
+0.459%
Close Rule
14/09/2020 12:00
20/09/2020 18:00
6 days
OP 10,470
CP 10,895
SL 10,261
+4.06%
Close Rule
09/09/2020 17:00
14/09/2020 01:00
4 days
OP 10,240
CP 10,273
SL 10,035
+0.329%
Close Rule
28/08/2020 16:00
02/09/2020 12:00
5 days
OP 11,529
CP 11,299
SL 11,299
-2%
Stop Loss
24/08/2020 05:00
25/08/2020 10:00
1 day
OP 11,679
CP 11,599
SL 11,445
-0.681%
Close Rule
14/08/2020 00:00
19/08/2020 06:00
5 days
0.87822 BTC
OP 11,780
CP 11,711
SL 11,544
-0.581%
Close Rule
10/08/2020 02:00
10/08/2020 11:00
9 hours
OP 11,851
CP 11,614
SL 11,614
-2%
Stop Loss
05/08/2020 11:00
09/08/2020 18:00
4 days
OP 11,393
CP 11,527
SL 11,165
+1.17%
Close Rule
19/07/2020 23:00
02/08/2020 21:00
14 days
OP 9,185.8
CP 11,088
SL 9,002
+20.7%
Close Rule
18/07/2020 17:00
19/07/2020 04:00
11 hours
OP 9,164.6
CP 9,153.4
SL 8,981.3
-0.122%
Close Rule
13/07/2020 00:00
14/07/2020 05:00
1 day
OP 9,303.3
CP 9,190
SL 9,117.2
-1.22%
Close Rule
12/07/2020 09:00
12/07/2020 14:00
5 hours
OP 9,254.4
CP 9,210
SL 9,069.3
-0.479%
Close Rule
06/07/2020 08:00
10/07/2020 01:00
4 days
OP 9,200.1
CP 9,214
SL 9,016.1
+0.152%
Close Rule
05/07/2020 04:00
05/07/2020 22:00
18 hours
OP 9,129
CP 8,946.4
SL 8,946.4
-2%
Stop Loss
29/06/2020 21:00
01/07/2020 07:00
1 day
OP 9,185
CP 9,134.5
SL 9,001.3
-0.549%
Close Rule
21/06/2020 08:00
24/06/2020 15:00
3 days
OP 9,369.5
CP 9,295.2
SL 9,182.1
-0.793%
Close Rule
16/06/2020 04:00
17/06/2020 15:00
1 day
OP 9,562.5
CP 9,371.3
SL 9,371.3
-2%
Stop Loss
08/06/2020 02:00
11/06/2020 16:00
4 days
OP 9,742.6
CP 9,547.8
SL 9,547.8
-2%
Stop Loss
Innovative all-in-one trading and backtesting platform
cleo.finance
Test trading strategies on crypto, stocks, indices, forex with decades of 1-min data.
cleo.finance
Test trading strategies on crypto, stocks, indices, forex with decades of 1-min data.
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