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EMA 21/55 4H

Long on EMA(21) crossing above EMA(55); flat on the cross back below.

4H bars BTC-USDETH-USDSOL-USD rules v1
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What it's watching

How far each pair is from the next buy (or, while holding, the next sell), as of the last closed 4H bar.

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Price and trades

The last ~300 4H bars (Coinbase prices) with this strategy's buys and sells marked on the signal bar. Times are in your time zone.

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▲ buy▼ sell at a gain▼ sell at a loss

Equity vs buy-and-hold

Return on $1,000 since this rules version started, as simulated with Kraken costs. Buy-and-hold is measured over the same window.

EMA 21/55 4H Buy and hold

Results by cost profile

The same trades re-priced under each exchange's fees and spread. Win rate and profit factor are over closed trades at that profile.

Open positions 0

Closed trades 0

Newest first. Bars are the bar-open times of the signal bars. Fill prices include the simulated spread, and P&L is after fees. Tap a row to see the indicator values behind the entry and exit.

What the backtest said FAIL

Our own backtest of these exact rules, 2022-01-01 to 2026-09-27, $1,000 per pair with 100% of equity per trade, filled at the bar close. Averaged over the pairs: -5% at Kraken costs, +226% at CoinQuant's 0.1% fee. Gate: PF 0.98 < 1.1 at kraken (pooled).

PairAt Kraken costsAt CoinQuant 0.1%GrossBuy-and-holdvs B&HTradesWin ratePF (Kraken)Max DD
BTC-USD -45.8% +97.0% +135.3% +78.4% -124.2 pp 89 24% 0.78 −59%
ETH-USD -68.2% +24.6% +50.5% -28.4% -39.8 pp 94 24% 0.76 −80%
SOL-USD +98.1% +557.0% +675.0% -29.5% +127.6 pp 83 28% 1.18 −72%

Buy-and-hold and vs B&H are at Kraken costs over the same window. Gate: pooled profit factor of at least 1.1 at Kraken costs and 20+ trades on every pair. Simulated results don't predict live ones.

Activity

Entries, exits, rule changes and halts.

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Rules and source

Rules

Long on EMA(21) crossing above EMA(55); flat on the cross back below.

  • Timeframe: 4H bars. The bot acts only on a closed bar, at market, long only, no leverage.
  • Pairs: BTC-USD, ETH-USD, SOL-USD. The $1,000 account is split evenly across open slots.
  • Rules version 1. A rule change restarts the scoreboard.

What CoinQuant reported

+9%, 3 trades over 3 months. Weak; kept as a trend baseline

That's CoinQuant's own backtest, with their dates and fee assumption (often 0.1% per side). It isn't directly comparable to the live numbers above.

Read the source article on CoinQuant →

Please read. This is simulated paper trading. No real money is at risk, and no orders reach an exchange. Fills are simulated from Coinbase public prices, with modeled fees and spread, and real fills would differ. Nothing here is investment advice. Past and hypothetical performance does not guarantee future results. Strategy rules are credited to CoinQuant. Six7 Alpha is not affiliated with CoinQuant.

Full risk disclaimer