EMA8 crosses above EMA21 while EMA8 > EMA55. Exit when EMA8 < EMA21.
Symbol: BTC | Exchange: Bitfinex
| Year | Return | Win Rate | Trades | Max DD | Sharpe |
|---|---|---|---|---|---|
| 2020 | +56.0% | 50.0% | 20 | 9.2% | 1.47 |
| 2021 | +23.8% | 25.0% | 20 | 22.6% | 0.38 |
| 2022 | -3.5% | 33.3% | 15 | 15.1% | -0.24 |
| 2023 | -9.8% | 15.8% | 19 | 16.2% | -0.63 |
| 2024 | +66.9% | 38.9% | 18 | 12.8% | 1.52 |
| 2025 | +9.1% | 27.8% | 18 | 11.9% | 0.54 |
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