Esecuzioni reali dell'engine · aggiornamento mensile
Risultati backtest delle strategie
Ogni numero in queste pagine proviene da un'esecuzione reale del nostro engine di backtesting: ogni strategia con parametri di default, riprodotta su barre giornaliere dal 2021 con 10.000 $ iniziali e commissioni standard. Nessun tuning, nessuna selezione — e ogni pagina mostra se il risultato ha retto su dati mai visti.
Stato della robustezza delle strategie — 2026-08
Il re-test mensile di tutte le 500 combinazioni strategia-coin: quante hanno retto su dati mai visti.
- Sharpe out-of-sample rimasto positivo
- 43%-2.8
- Haircut mediano di Sharpe (IS → OOS)
- 0.21+0.0
- Famiglia più stabile · più fragile
- SuperTrend · ATR Volatility Breakout
Mesi precedenti (% OOS positivo): 2026-07: 45%
SuperTrend
ATR trailing-stop trend flip — long on up-flip, short on down-flip.
- AAVE+224%
- ADA+86%
- ALGO+99%
- APT+55%
- ARB+26%
- ATOM-23%
- AVAX+63%
- AXS+36%
- BNB-1%
- BTC+3%
- DOGE+511%
- DOT+15%
- EGLD+46%
- ETC+35%
- ETH-3%
- FET+83%
- FIL+870%
- FLOW+93%
- GRT+234%
- HBAR+291%
- ICP+157%
- IMX+87%
- INJ+51%
- JUP+44%
- LDO+146%
- LINK-36%
- LTC-18%
- MANA+145%
- MATIC-11%
- MKR+254%
- NEAR+72%
- OP+81%
- PEPE+120%
- RENDER+55%
- RUNE+112%
- SAND+158%
- SEI+11%
- SHIB+175%
- SOL+228%
- SUI+29%
- THETA+57%
- TIA+43%
- TON+20%
- TRX+30%
- UNI+133%
- VET+84%
- WIF+38%
- XLM+177%
- XRP+98%
- XTZ+42%
EMA Crossover
Classic EMA(12/26) crossover — long the up-cross, flat the down.
- AAVE+41%
- ADA+9%
- ALGO+45%
- APT-11%
- ARB+19%
- ATOM+5%
- AVAX+15%
- AXS+68%
- BNB-6%
- BTC+3%
- DOGE+52%
- DOT-19%
- EGLD+4%
- ETC+23%
- ETH-25%
- FET+194%
- FIL+11%
- FLOW-28%
- GRT+35%
- HBAR+46%
- ICP+44%
- IMX+38%
- INJ+12%
- JUP+2%
- LDO+0%
- LINK+35%
- LTC-8%
- MANA+18%
- MATIC-26%
- MKR+20%
- NEAR+44%
- OP-4%
- PEPE+3%
- RENDER+29%
- RUNE+29%
- SAND-9%
- SEI-8%
- SHIB-16%
- SOL+46%
- SUI+46%
- THETA+7%
- TIA+4%
- TON-4%
- TRX+25%
- UNI-12%
- VET+33%
- WIF+51%
- XLM+30%
- XRP-19%
- XTZ-12%
MACD Trend
MACD line/signal cross as a momentum trend filter.
- AAVE-39%
- ADA+10%
- ALGO-25%
- APT-7%
- ARB-42%
- ATOM-32%
- AVAX+0%
- AXS+64%
- BNB+8%
- BTC-39%
- DOGE+3%
- DOT-7%
- EGLD-6%
- ETC-2%
- ETH-38%
- FET-5%
- FIL-32%
- FLOW-24%
- GRT-17%
- HBAR+14%
- ICP+32%
- IMX-10%
- INJ-13%
- JUP+36%
- LDO-27%
- LINK-28%
- LTC-32%
- MANA-45%
- MATIC+95%
- MKR+37%
- NEAR+99%
- OP+11%
- PEPE+10%
- RENDER-26%
- RUNE+108%
- SAND-60%
- SEI-47%
- SHIB-16%
- SOL+13%
- SUI-47%
- THETA-51%
- TIA+21%
- TON-7%
- TRX+9%
- UNI-3%
- VET+24%
- WIF+74%
- XLM-23%
- XRP-19%
- XTZ-19%
RSI Mean Reversion
Buy oversold, sell overbought — textbook RSI mean reversion.
- AAVE-20%
- ADA-23%
- ALGO-5%
- APT-33%
- ARB-33%
- ATOM-2%
- AVAX-12%
- AXS-42%
- BNB-17%
- BTC+33%
- DOGE+17%
- DOT+15%
- EGLD-20%
- ETC-31%
- ETH-12%
- FET-29%
- FIL+24%
- FLOW-11%
- GRT-27%
- HBAR-29%
- ICP-19%
- IMX-43%
- INJ-13%
- JUP+0%
- LDO-31%
- LINK-29%
- LTC-24%
- MANA-28%
- MATIC-8%
- MKR-16%
- NEAR-34%
- OP-35%
- PEPE-2%
- RENDER-21%
- RUNE-8%
- SAND-32%
- SEI-27%
- SHIB-27%
- SOL-32%
- SUI-21%
- THETA-22%
- TIA-9%
- TON-11%
- TRX+12%
- UNI-33%
- VET-9%
- WIF-20%
- XLM-9%
- XRP-14%
- XTZ-17%
SMA Breakout
Donchian-style channel breakout on the 20-bar SMA.
- AAVE-35%
- ADA-23%
- ALGO-62%
- APT-4%
- ARB-30%
- ATOM-42%
- AVAX-29%
- AXS+346%
- BNB-28%
- BTC-41%
- DOGE+188%
- DOT-43%
- EGLD+28%
- ETC-40%
- ETH-55%
- FET+181%
- FIL-61%
- FLOW-51%
- GRT-58%
- HBAR-29%
- ICP+15%
- IMX+97%
- INJ+161%
- JUP-4%
- LDO+22%
- LINK-47%
- LTC-42%
- MANA-52%
- MATIC-30%
- MKR-17%
- NEAR-12%
- OP+134%
- PEPE+26%
- RENDER-17%
- RUNE+86%
- SAND-37%
- SEI+1%
- SHIB-34%
- SOL-46%
- SUI+68%
- THETA-31%
- TIA-24%
- TON-23%
- TRX-4%
- UNI-43%
- VET-70%
- WIF-7%
- XLM-14%
- XRP-31%
- XTZ+18%
Bollinger Reversion
Fade the bands — revert from Bollinger extremes to the mean.
- AAVE-5%
- ADA-8%
- ALGO+0%
- APT+2%
- ARB-1%
- ATOM-7%
- AVAX-9%
- AXS-12%
- BNB+3%
- BTC-7%
- DOGE+10%
- DOT-2%
- EGLD-10%
- ETC-11%
- ETH-6%
- FET-4%
- FIL+3%
- FLOW-4%
- GRT-17%
- HBAR-16%
- ICP+4%
- IMX-5%
- INJ+5%
- JUP-3%
- LDO+4%
- LINK+6%
- LTC-6%
- MANA-2%
- MATIC-14%
- MKR-10%
- NEAR-4%
- OP-14%
- PEPE+2%
- RENDER-6%
- RUNE+3%
- SAND-1%
- SEI+3%
- SHIB-1%
- SOL-0%
- SUI-4%
- THETA-6%
- TIA+2%
- TON-7%
- TRX-7%
- UNI+1%
- VET-11%
- WIF-6%
- XLM+3%
- XRP+16%
- XTZ-14%
ATR Volatility Breakout
Enter on a volatility expansion past an ATR band.
- AAVE-11%
- ADA-8%
- ALGO-64%
- APT-36%
- ARB-39%
- ATOM-63%
- AVAX-22%
- AXS+145%
- BNB-47%
- BTC-60%
- DOGE-54%
- DOT-45%
- EGLD-5%
- ETC-63%
- ETH-37%
- FET-35%
- FIL-79%
- FLOW-36%
- GRT-59%
- HBAR-46%
- ICP-16%
- IMX+33%
- INJ-53%
- JUP-18%
- LDO-17%
- LINK-54%
- LTC-34%
- MANA-29%
- MATIC+18%
- MKR-22%
- NEAR+56%
- OP-20%
- PEPE+6%
- RENDER-15%
- RUNE+31%
- SAND-72%
- SEI-55%
- SHIB-51%
- SOL-48%
- SUI-13%
- THETA-55%
- TIA-55%
- TON-16%
- TRX-27%
- UNI-64%
- VET-47%
- WIF+14%
- XLM-37%
- XRP-25%
- XTZ-72%
Trend Magic
ATR-anchored trend ribbon — ride the regime, flip on break.
- AAVE+645%
- ADA+60%
- ALGO+40%
- APT-22%
- ARB-24%
- ATOM+183%
- AVAX+76%
- AXS-6%
- BNB-51%
- BTC-68%
- DOGE+26%
- DOT-37%
- EGLD+147%
- ETC+180%
- ETH+2%
- FET+1139%
- FIL-7%
- FLOW+101%
- GRT+317%
- HBAR+84%
- ICP+74%
- IMX+617%
- INJ+194%
- JUP+66%
- LDO+237%
- LINK+106%
- LTC+14%
- MANA+536%
- MATIC+245%
- MKR+213%
- NEAR+287%
- OP+165%
- PEPE+60%
- RENDER+43%
- RUNE+180%
- SAND+700%
- SEI+42%
- SHIB+92%
- SOL+9%
- SUI+143%
- THETA+480%
- TIA+200%
- TON-5%
- TRX+109%
- UNI+188%
- VET+259%
- WIF+187%
- XLM+133%
- XRP+161%
- XTZ+8%
Order Block (SMC)
Smart-money order-block retest entry.
- AAVE+90%
- ADA-6%
- ALGO+8%
- APT+17%
- ARB+17%
- ATOM+28%
- AVAX+21%
- AXS+190%
- BNB-20%
- BTC-2%
- DOGE+83%
- DOT+10%
- EGLD-8%
- ETC+32%
- ETH+63%
- FET-40%
- FIL-8%
- FLOW+57%
- GRT+55%
- HBAR+52%
- ICP+25%
- IMX+15%
- INJ+75%
- JUP+62%
- LDO-4%
- LINK+63%
- LTC-9%
- MANA-4%
- MATIC-13%
- MKR+7%
- NEAR+31%
- OP-13%
- PEPE+28%
- RENDER+2%
- RUNE-43%
- SAND+75%
- SEI+14%
- SHIB+63%
- SOL+13%
- SUI+48%
- THETA+3%
- TIA-1%
- TON+15%
- TRX+25%
- UNI+12%
- VET-27%
- WIF-4%
- XLM+17%
- XRP+39%
- XTZ+120%
Fair Value Gap (SMC)
Trade the fill of an imbalance / fair-value gap.
- AAVE+1910%
- ADA+489%
- ALGO+435%
- APT+272%
- ARB+131%
- ATOM+28%
- AVAX+2182%
- AXS+121%
- BNB+269%
- BTC-63%
- DOGE+2058%
- DOT+96%
- EGLD+204%
- ETC+229%
- ETH+55%
- FET+9397%
- FIL+71%
- FLOW+266%
- GRT+496%
- HBAR+157%
- ICP+689%
- IMX+1487%
- INJ+654%
- JUP+17%
- LDO+505%
- LINK-6%
- LTC+67%
- MANA+5394%
- MATIC+343%
- MKR+408%
- NEAR+4831%
- OP+580%
- PEPE+1604%
- RENDER+194%
- RUNE+704%
- SAND+3895%
- SEI+405%
- SHIB+1161%
- SOL+97%
- SUI+112%
- THETA+391%
- TIA+174%
- TON+9%
- TRX+42%
- UNI+910%
- VET+1051%
- WIF+211%
- XLM+811%
- XRP+700%
- XTZ+363%
Generato automaticamente da dati pubblici degli exchange con parametri di default. I backtest sono ipotetici; i risultati descrivono solo il periodo indicato e non sono previsioni né consulenza finanziaria. Le performance passate non garantiscono risultati futuri.