BTC: 20-Day EMA Trend Follow Backtest — +81.4% vs +126.2% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on BTC-USD over 5 years: +81.4% return vs +126.2% buy-and-hold, 11 trades, 27% win rate, 40.9% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +81.4% (trailed buy-and-hold at +126.2%)
- Win rate: 27% over 11 trades
- Max drawdown: 40.9%
- Sharpe ratio: 0.29
- Period: 5 years of real historical price data
What the numbers say
On BTC, the 20-Day EMA Trend Follow trailed buy-and-hold over the five years through Nov 2026: +81.4% against +126.2% for simply holding — a gap of 44.9 percentage points. The strategy took 11 completed trades (3 profitable, 8 not), a 27% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 40.9% versus 53.1% for buy-and-hold. Dollar-cost averaging into BTC over the same window returned +67.8%. Best single trade: +76.6% (2023-10-30 to 2024-08-10); worst: -5.0% (2023-02-07 to 2023-02-09).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A simple trend-following rule: hold Bitcoin whenever price is above its 20-day EMA, exit whenever price drops below it.
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels