Methodology
Data
We use candles (OHLC) from Bybit's USDT perpetual (linear) market. Timeframes are 15m, 30m, 1h and 4h; the coins are BTC, ETH, SOL and XRP.
Period
We always look at the most recent 90 days. Because everything is recomputed nightly, the numbers for the same setting shift a little from day to day. The date in each post is the calculation date.
Strategy rules
Each strategy uses the entry and exit rules of its original script on TradingView, unchanged. Only the inputs differ between setting combinations; the rules stay the same. Our trade lists are checked trade-for-trade against TradingView. Each indicator page links to the original script.
Costs
A 0.11% fee is deducted from every trade. Slippage and funding fees are not included, so the fee weighs more on short timeframes, where trades are more frequent.
Numbers in the tables
- Return (%): over 90 days, each trade's % result minus the 0.11% fee, simply added up. No compounding, no position size
- Win rate: the share of trades that ended positive after the fee
- Trades: cells with few trades are more likely to reflect chance
- Max drawdown (MDD): the largest fall of that running total from its peak, including the worst point while a position was open
Reading the numbers
- Past results make no promise about the future.
- Don't look only at the single highest cell in a grid. An area where neighbouring cells hold up together means more.
- A different exchange, candle source or fee will give different results.
- These numbers are reference material, not a recommendation to trade.
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