MA50 Trend Regime (BTC)
Officialv3MA50 trend regime on BTC (legacy official listing, refreshed at MEXC cost basis). Official measured result (MEXC market fees 0.02%/side + slippage 0.03%/side · 3-year window): +152.4%, Sharpe 1.43, drawdown 17.2%, 33 trades, PF 3.432.
Published 2026-09-22 13:43:27#trend#btcusdt
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10Quant官方甄选策略 · 经过 1:1 文献复现与真实成本回测验证
Backtest snapshot
R-based system performance
- Win Rate
- 24.24%
- Profit Factor
- 3.43
- Expectancy / trade
- $404.21
- Closed trades
- 33
Strategy performance
| Net PnL | $15,175.54 |
|---|---|
| Return | 152.39% |
| CAGR | 36.23% |
| Max drawdown | 17.21% |
| Sharpe | 1.43 |
| Profit factor | 3.43 |
| Trade freq | 0.03 |
| Win rate | 24.24% |
|---|---|
| Avg hold | 18.6d |
| Avg margin/trade | $10,003.00 |
| Initial equity | $9,958.68 |
| Total fees | $134.73 |
| Final equity | $25,134.22 |
Backtest parameters
| Symbol / timeframe | BTCUSDT · 1d |
|---|---|
| Bars | 1144 |
| Window | 2023-09-20 ~ 2026-09-17 |
| Leverage | 1× |
| Cost model | Fee 2bp · Slippage 3bp |
Spec summary
| Universe | binanceBTCUSDT1dLong |
|---|---|
| Entry | current close is greater than SMA(50) |
| Exit | current close is less than SMA(50) |
| Position | Order margin 10000 USDT · leverage 1× Stop-loss Not set |
The strategy logic is fully open — anyone can read the complete rules and clone them.