This appendix lists the concrete settings used to generate this report. For the methodology independent of these values, see Appendix: Methodology. For score formulas, see Appendix: Scores.
| Strategy | EmaCrossStrategy |
| Description | A simple EMA crossover strategy that generates buy signals when a short-term EMA crosses above a long-term EMA. The strategy is designed to capture trends in the market. It can be applied to various timeframes and assets, and its performance can be sensitive to the choice of EMA periods. |
| Strategy Type | Trend following |
| Pair | BTC/USDT |
| Timeframe | 4h |
| Exchange | binance |
| Warmup candles | 200 |
| Direction | longonly |
| Account cash | 10000 |
| Allocation | 0.1 |
| Allocated position cash | 1000.00 |
| Metrics base | allocation |
| Fees | 0.1000% |
| Execution slippage | 0.0000% |
| Order type | market |
| Research | 01.01.2022-01.01.2024 |
| Validation | 01.01.2024-01.01.2025 |
| Robustness | 01.01.2022-01.01.2025 |
| OOS 1 | 01.01.2025-01.07.2025 |
| OOS 2 | 01.07.2025-01.01.2026 |
| Full | 01.01.2022-01.01.2026 |
| Monthly | 01.01.2025-01.01.2026 |
| buy_ema_short | 8 to 100 step 3 |
| buy_ema_long | 20 to 200 step 3 |
| Static 1 | buy_ema_short=5, buy_ema_long=13 |
| Static 2 | buy_ema_short=7, buy_ema_long=21 |
| Static 3 | buy_ema_short=8, buy_ema_long=34 |
| Static 4 | buy_ema_short=10, buy_ema_long=30 |
| Static 5 | buy_ema_short=12, buy_ema_long=26 |
| Static 6 | buy_ema_short=20, buy_ema_long=50 |
| Static 7 | buy_ema_short=50, buy_ema_long=100 |
| Static 8 | buy_ema_short=50, buy_ema_long=200 |
| Static 9 | buy_ema_short=100, buy_ema_long=200 |
| topEfficiency | highest efficiency_score |
| topSharpeTradeBased | highest sharpe_trade_based |
| topSharpe | highest sharpe |
| topSortinoTradeBased | highest sortino_trade_based |
| topSortino | highest sortino |
| topProfit | highest profit_total |
| topMaxDrawdown | lowest max_drawdown |
| topProfitDrawdown | highest profit_drawdown |
| topExpectancy | highest expectancy |
| topProfitFactor | highest profit_factor |
| topWinRate | highest win_rate |
| topDDDuration | lowest drawdown_duration_pct |
| topProfitQuality | highest profit_quality_score |
| topBalanced | highest balanced_score |
| topMaxDrawDownRelative | highest max_drawdown_relative_score |
| Minimum trades | 1m: 300, 5m: 150, 15m: 80, 1h: 40, 4h: 20, 1d: 10, 1w: 3 |
| Minimum total profit | 0 |
| Maximum drawdown | 0.5 |
| Minimum profit factor | 1 |
| Minimum expectancy | 0 |
| Minimum Sharpe | 0 |
| Minimum Sortino | 0 |
| Minimum win rate | 0.35 |
| Research timerange | 01.01.2022-01.01.2024 |
| MAE quantiles | [0.7, 0.8, 0.9, 0.95] |
| MFE quantiles | [0.5, 0.6, 0.7, 0.8] |
| Max candidates | - |
| sltp_only | use_exit=False, grid_type=sl_tp |
| exit_sl | use_exit=True, grid_type=sl_only |
| exit_tp | use_exit=True, grid_type=tp_only |
| exit_sl_tp | use_exit=True, grid_type=sl_tp |
| Rolling timerange | 01.01.2022-01.01.2025 |
| Rolling window months | 12 |
| Rolling shift months | 3 |
| OOS 1 | 01.01.2025-01.07.2025 |
| OOS 2 | 01.07.2025-01.01.2026 |
| Rolling/OOS weights | 0.5 / 0.5 |
| bull | US president election 2024: 05.11.2024-11.12.2024; End of Iran War + Crypto Week, July 2025 : 23.06.2025-13.08.2025; 2025 recovery from Tarrifs: 08.04.2025-13.08.2025 |
| bear | Bad Inlfation Data Period + Trumps Tariffs (Spring 2025): 11.12.2024-13.05.2025; August 2025 dip before Rates cut: 14.08.2025-08.09.2025; October 2025 crash: 07.10.2025-23.10.2025 |
| pump | Trump announced BTC reserve (Sunday 02.03.25): 28.02.2025-04.03.2025; Good Inflation data 13.05.25: 10.05.2025-16.05.2025; End of Iran war Jun 2025: 23.06.2025-26.06.2025; Crypto week July 2025: 08.07.2025-15.07.2025 |
| dump | One of Trump Tariffs Dump: 20.02.2025-28.02.2025; Another Tariffs Dump: 03.03.2025-11.03.2025; October 2025 Big crash: 07.10.2025-13.10.2025 |
| sideway | Feb – Jul 2024 sideways: 29.02.2024-02.07.2024; Nov 2025 – Jan 2026 sideways: 21.11.2025-01.01.2026 |
| bear | 0.3 |
| bull | 0.3 |
| dump | 0.2 |
| pump | 0.1 |
| sideway | 0.1 |
| Robustness weight | 0.6 |
| Regime weight | 0.25 |
| Parameter stability weight | 0.15 |
| Plateau score column | robustness_score |
| Plateau radius | 2 |
| Plateau quantile | - |
| Reference leverage | 3 |
| Grid enabled | True |
| Grid range | 1 - 50 step 1 |
| Maintenance margin | 0.005 |
| MAE quantile | 0.95 |
| Tail quantile | 0.99 |
| Max allowed leveraged drawdown | 0.5 |
| Max allowed leveraged trade loss | 0.5 |
| Enabled | True |
| Timerange | 01.01.2022-01.01.2026 |
| Grid range | 0.0 - 0.005 step 0.0005 |
| Timerange | 01.01.2022-01.01.2026 |
| Train months | 12 |
| Test months | 3 |
| Shift months | 3 |
| Selection metrics | efficiency_score, balanced_score, profit_quality_score |