1 day · base costs
-0.476%2026-09-08–2026-09-09
- Gross return
- -0.466%
- Funding
- -0.010%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- -0.476%
Public repository
- Pinned source
- Pinned commit source
- Repository
- https://github.com/trsdn/meta-strategy
- Commit
99705b5acff3d44613d7223b7cda1e903d1afd17- Source path
src/meta_strategy/backtest.py- Source SHA-256
0477df107d0aabe645425fad58c1bd1464e64910ed0e2f5bda4cdb181b55a3f5- License
- MIT · License file
How it works
Buy when the 21-week EMA crosses above the 20-week SMA; liquidate when it crosses below.
- Rule settings
- Fixed to the tested strategy
- Decision interval
- 1w
- Markets
- BTC, ETH, SOL
Recent simulated results
7 days · base costs
+2.340%2026-09-02–2026-09-09
- Gross return
- +2.501%
- Funding
- -0.161%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- +2.340%
1 day · stress costs
-0.476%2026-09-08–2026-09-09
- Gross return
- -0.466%
- Funding
- -0.010%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- -0.476%
7 days · stress costs
+2.340%2026-09-02–2026-09-09
- Gross return
- +2.501%
- Funding
- -0.161%
- Trading costs
- 0.000%
- Turnover
- 0.000
- Net return
- +2.340%
Simulated results do not predict future results.