BTC 4h EMA Cross — Daily Trend Filter

T0Unranked

bybit·BTCUSDT·4h (crypto)Published 2026-08-24(auto — free plan policy)v1

Not validated yet

The backtest shown below has no validation run — a verdict is only ever shown beside the exact run it was computed over. Its owner can run one through the validate_strategy tool.

Backtest metrics

2026-08-24 21:33 UTC

Net return: −0.27%
Profit factor: 0.70
Sharpe (ann.): −0.38
Max drawdown: 0.53%
Trades: 50
Win rate: 34.0%
Expectancy / trade: −0.54
Exposure: 6.7%
Avg holding: 18 bars

Equity curve

2020-05-05 → 2026-08-24

Downsampled to at most 2,000 points; the full trade-level series is recomputed on demand from the content-addressed run.

Price — our candles, never venue-direct

bybit · BTCUSDT · 4h

Loading candles…

Final bars from our ingested history; the forming bar streams from the ingest worker. Never venue-direct.

Cost breakdown — every line shown was modeled, none waived

Line item	Amount
Fees	4.37
Slippage	0.03
Spread	0.00
Funding	7.48
Tick residual	0.00

Funding: 6,907 settlements priced from the stored rate tape, 2020-05-05 → 2026-08-24 UTC.
Overnight swap: not modelled on this run (includeSwap off) — no swap line is shown.

StratSpec — the JSON is the export

spec_hash 466a8a2e…ae36

{
  "htf": [
    {
      "timeframe": "1d"
    }
  ],
  "defs": {
    "fast": {
      "macro": "ema",
      "params": {
        "n": 20
      }
    },
    "slow": {
      "macro": "ema",
      "params": {
        "n": 50
      }
    },
    "d_ema": {
      "op": "htf",
      "expr": {
        "macro": "ema",
        "params": {
          "n": 50
        }
      },
      "timeframe": "1d"
    },
    "d_close": {
      "op": "htf",
      "expr": {
        "op": "bar",
        "field": "close"
      },
      "timeframe": "1d"
    },
    "go_flat": {
      "a": {
        "ref": "fast"
      },
      "b": {
        "ref": "slow"
      },
      "op": "crossunder"
    },
    "go_long": {
      "a": {
        "ref": "cross_up"
      },
      "b": {
        "ref": "trend_up"
      },
      "op": "and"
    },
    "cross_up": {
      "a": {
        "ref": "fast"
      },
      "b": {
        "ref": "slow"
      },
      "op": "crossover"
    },
    "trend_up": {
      "a": {
        "ref": "d_close"
      },
      "b": {
        "ref": "d_ema"
      },
      "op": "gt"
    }
  },
  "lane": "crypto",
  "entry": {
    "ref": "go_long"
  },
  "venue": "bybit",
  "limits": {
    "maxCost": 20000,
    "maxDepth": 32,
    "maxNodes": 256,
    "maxWindow": 1000,
    "maxHtfBars": 20000,
    "maxBaseBars": 200000
  },
  "sizing": {
    "mode": "fixed_fraction",
    "value": 0.01
  },
  "symbol": "BTCUSDT",
  "costModel": {
    "feeBps": 5.5,
    "includeSwap": false,
    "spreadSource": "fixed_bps",
    "slippageTicks": 1,
    "includeFunding": true
  },
  "irVersion": "ir-1.1.0",
  "timeframe": "4h",
  "specVersion": 1,
  "exitCondition": {
    "ref": "go_flat"
  },
  "structuralExit": {
    "stop": {
      "atrLen": 14,
      "atrMult": 2
    },
    "trail": null,
    "target": {
      "rr": 2
    },
    "timeStop": {
      "maxBars": 60
    }
  },
  "lastBarOpenTime": 1785542400000,
  "macroLibVersion": "macros-1.0.1",
  "anchorBarOpenTime": 1640995200000
}

Provenance — reproduce this run

Window (always shown): 2020-05-05 → 2026-08-24
Run key: 1164ceecdb5e…5f87bc
Candle set: 283ebc81e655…b585b6
Engine: vt-engine-0.1.5+node24.12.0
Exec model: exec-1.3.0
Cost model: fc85d1f617a7…b613dd

Tier history

Current: T0Unranked

The full award/revoke event history is available to signed-in users.

Versions — immutable, append-only

v	Spec hash	Created
1	`466a8a2e6643…99ae36`	2026-08-24