STRATEGY CHECK
Triple moving average + engulfing candle
Trend following · The Moving Average YouTube 5-minute scalping strategy (about 2.8M views) · Original video ↗
Video figures: none ("highest win rate" in the title, no test shown)
Backtest result
BTCUSDT spot daily · 2020–2025
This strategy+472.4%Buy & hold+1,114.5%
- Trades
- 18
- Win rate
- 61.1%
- Max drawdown
- −63.1%
- Profit factor
- 2.16
- Annualized return
- +33.7%
- Time in market
- 62.2%
What the result shows
- Buying and holding over the same period returned +1,114.5%. This strategy returned +472.4%, less than that.
- It held a position 62.2% of the time and sat in cash for the rest.
- Only 18 trades in 6 years. With a sample this small, a few trades decide the result.
- Along the way equity fell as much as −63.1% from its previous peak.
Rules
- Entry
- Smoothed averages 21 > 50 > 200 with the close above the 200, a bullish engulfing candle, RSI(14) > 50
- Exit
- Stop at the last swing low · 2R target
- What changed when written as rules
- A smoothed average of length n equals EMA(2n−1), so EMA 41, 99 and 399 are used. The London-session filter, 1-hour support/resistance and the three-line-strike signal are omitted, and the 5-minute rules run on daily BTC
- Test conditions
- BTCUSDT spot daily · 2020–2025 · 0.10% fee per side · 0.05% slippage · entry at the next open after a signal on a closed candle
This is a calculation of the rules on historical prices. It is not a recommendation to buy or sell any asset and does not promise returns. A different symbol, timeframe or period gives a different result. Results claimed by the original sources have not been verified by this service.
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