Attention! I am sure that no profitable fully automatic strategy based on ordinary indicators exists in nature, and I treat all of this as a hobby-experiment in the field of trading.
So overnight the bot 🤖 tested 28 trading strategies on ETH futures with 5x leverage
Downloaded 55,000 candles from Binance for a year. Ran 168 backtests, optimized 174 parameter combinations, checked walk-forward by quarters.
Out of 28 strategies, only ONE is consistently profitable — Triple EMA (5/26/65).
📊 Results (ETH/USDT, 1H, futures 5x):
$10,000 → $26,523 (+165%)
102 trades (46 longs, 56 shorts)
Win rate: 39%
Profit factor: 1.48
Best trade: +125%
Max drawdown: 67%
Meanwhile, ETH itself fell by 7%, and Buy & Hold with 5x would have given -36%.
Logic: three EMAs (5, 26, 65). Long — when EMA(5) crosses EMA(26) from below to above and all three are aligned in order: 5 > 26 > 65. Short — reverse crossing + all three down. No cross = no trade. Stop-loss 3%, trailing stop 5%.
Why it works: triple filter removes 90% of false signals. Simple EMA crossover for the same period lost -47%. If anyone is interested - ask in the comments - I can provide full information.
In a few days, I will launch a trading bot with real money - let it run a little penny back and forth.
