🧪 Crypto Strategy Backtester

Pick a coin, timeframe and period to backtest six rules (MA cross, RSI, Bollinger, MACD, Supertrend, Donchian) on real Binance candles vs buy and hold.

Loading Data: Binance public API

Strategy and costs

Decided on the bar close, filled at the next open

Type Fast length Slow length

Fee (%) Slippage (%) Starting capital (USDT)

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Backtest result

Total return–

CAGR–

Max drawdown (MDD)–

Win rate–

Profit factor–

Trades–

Average trade–

Exposure–

Final equity–

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Price and trades

Closed bars only · ▲ buy ▼ sell (P/L)

Where the rule stands now

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Trade statistics

Average winner	–
Average loser	–
Payoff ratio (avg win ÷ avg loss)	–
Best trade	–
Worst trade	–
Longest losing streak	–
Average holding time	–
Return with zero costs	–
Return lost to costs	–

Equity curve

Drawdown (% below the running peak)

Trade list

#	Entry	Entry price	Exit	Exit price	Return	Held
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Click a number to move the price chart to that trade. Fill prices include slippage; returns are after fees on both sides.

Nearby-parameter check (overfitting test)

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Total return of the same test re-run with nearby parameter values. If only the centre cell looks good and its neighbours do not, the setting probably fits the past by chance. Click a cell to switch to it.

All 6 strategies compared

Strategy (defaults)	Return	CAGR	MDD	CAGR ÷ MDD	Win rate	PF	Trades	Exposure

Each strategy runs with its default parameters on the same coin, period and costs. Click a name to switch to it. CAGR ÷ MDD is annual return per unit of drawdown; higher means the return came with less pain.

Same strategy on the top coins

Coin
Press the button to apply the current strategy, parameters, period and costs to the top coins by trading volume.

Click a coin to open its full result above.

Reading a backtest honestly

Past results are not future results. When the market changes character, the same rule behaves differently.
Fees and slippage matter. The more a strategy trades, the more they eat; setting them to zero makes results look better than reality.
Tuning parameters until they fit the past (overfitting) usually stops working afterwards. Use the nearby-parameter check to see whether similar values give similar results.
Signals use closed bars only and fill at the next bar’s open, so no future data is used. Real fills can still be worse in thin order books or fast markets.

For information only, not investment advice. Data comes from exchanges' public APIs and may be delayed or interrupted. Charts: TradingView Lightweight Charts™

What this tool does

What if you had traded this rule in the past? The Crypto Strategy Backtester runs six classic trading rules — moving-average cross (golden and death cross), RSI reversal, Bollinger Band reversal, MACD cross, Supertrend and Donchian breakout — on real historical Binance candles, and puts total return, CAGR, max drawdown, win rate and profit factor side by side with simply holding the coin. Fees and slippage are included, and signals use closed bars only, so no future data leaks in.

How it is calculated

Only closed candles from Binance spot USDT markets are used. Daily tests cover the last 1, 2 or 4 years (365, 731 or 1,461 bars); 1H and 4H tests cover the last 1,000, 2,000 or 3,000 bars. A further 300 bars before the test window are loaded only to warm up the indicators (no trades there). A signal is decided on the close of bar i and filled at the open of bar i+1: buy fill = open × (1 + slippage), sell fill = open × (1 − slippage), and a fee (default 0.1%) is charged on every fill. Default slippage is 0.05% and starting capital 1,000 USDT; every trade uses all capital, long only. 'Crosses above' means A ≤ B on the previous bar and A > B on this bar. (1) MA cross: buy when the fast line (default EMA 20) crosses above the slow line (EMA 60), sell on the cross below. (2) RSI reversal: buy when RSI(14, Wilder smoothing) crosses above 30, sell when it crosses below 70. (3) Bollinger reversal: with bands = 20-bar SMA ± 2 × population standard deviation, buy when the close crosses above the lower band and sell when the close ≥ the middle band (or the upper band if chosen); if both happen on one bar, the sell wins. (4) MACD cross: buy when MACD (EMA 12 − EMA 26) crosses above its signal line (9-period EMA of MACD), optionally only while MACD < 0; sell on the cross below. (5) Supertrend (ATR 10, factor 3): buy on the bar where the direction flips from down to up, sell where it flips from up to down. (6) Donchian breakout: buy when the close > the highest high of the previous 20 bars, sell when the close < the lowest low of the previous 10 bars. Total return = final equity ÷ starting capital − 1 (an open position is marked at the last close); CAGR = (final ÷ start)^(1 ÷ years) − 1, where years = time from the first bar's open to the last bar's close ÷ 365.25 days, hidden for periods under 3 months; MDD = the largest fall of equity from its running peak; win rate = winning trades ÷ closed trades; profit factor = sum of winning trade returns ÷ sum of losing trade returns; payoff ratio = average win ÷ average loss; exposure = bars in a position ÷ all bars. Trade returns are after fees and slippage. Buy & hold buys at the first test bar's open with the same fee and slippage and is marked at the last close.

Choose a coin, timeframe and test period: the last 1, 2 or 4 years on the daily chart, or the last 1,000–3,000 bars on 1H and 4H.

Pick a strategy and set its parameters, fee, slippage and starting capital. Every change recalculates immediately.

Compare total return and MDD with buy & hold, then use the buy and sell markers on the price chart and the trade list to see where the strategy made and lost money.

Use 'Compare all 6 strategies', the nearby-parameter check and 'Same strategy on the top coins' to see whether the result is a one-coin, one-number accident.

Things to know

Look at MDD, not just return. A result that earns a bit less than holding with a much smaller drawdown is a different kind of result; CAGR ÷ MDD in the comparison table sums up that trade-off.

With fewer than 10 closed trades, win rate and profit factor swing on a handful of outcomes. Use a longer period or a shorter timeframe to get more trades.

If only the current cell in the nearby-parameter check looks good and its neighbours do not, suspect overfitting. A rule that works across a broad range is more trustworthy.

The address bar link stores the coin, timeframe, period, strategy, parameters and costs, so sharing it opens exactly the same result.

Frequently asked questions

Does it secretly use future data?

No. Signals are computed from closed bars up to the signal bar's close, and fills happen at the next bar's open; the still-forming bar is never used. Real fills can be worse than the open in thin order books or fast moves, so a generous slippage setting is closer to reality.

My TradingView strategy tester gives different results.

Start date, fill method (next bar's open here), fees and slippage, position sizing (all capital, compounded) and the profit factor definition (sum of trade returns here) all change the numbers. The indicators themselves follow TradingView's definitions, including how EMA, RSI and ATR are seeded, so with matching settings the signals land on the same bars in almost all cases.

Can it short or use leverage?

No. It is long-only spot. On a sell signal it sells everything and waits in cash for the next buy signal. Futures, leverage and scaling in are not modelled.

What fee and slippage should I use?

Enter the real fee for your exchange and tier; Binance spot's base fee is 0.1%. Slippage of around 0.05% suits large coins; use more for thinly traded coins or short timeframes. 'Return lost to costs' in the trade statistics shows the impact at a glance.

When does the result update, and how is the KRW amount calculated?

Every minute the page checks whether a new bar has closed; when one has, it reloads the data and recalculates everything. The KRW figure for final equity is the USDT amount times Bithumb's USDT/KRW rate (Upbit if Bithumb fails), a reference only; it can differ from Korean exchange prices, which include the kimchi premium.

For information only, not investment advice. Data comes from exchanges' public APIs and may be delayed or interrupted.