Backtesting Arena

Backtesting Arena

PricingBlogBuild SaaS
🧭How it works🥋Strategies📖Wiki📓Glossary🎓How-To📚Reports
🧭Market State Today
🧱Market Structure₿BTC × Macro📈Market Pulse
🌀Arena Pulse
🌡Arena Heat Chart
🎯Dip Decision Tool
💶DCA vs. Lump Sum
🔗Portfolio Correlation
💧Liquidity Fair Value
🌍Macro Regime
🌐Market Pulse (Multi-Asset)soon
📊Bitcoin Charts
📍Max Pain History
🧘Bitcoin Lifestyle Calculator
📖Bitcoin Wiki
🔥Altcoin SeasonPro
💎Altcoin Screener
📥Market Charts
📊Strategy InsightsPro
🌍Market InsightsPro🔬Filter InsightsElite
🧪Edge Library
🥇Edge Leaderboard
📡Live Tracking
⏳Volatility InsightsPro
🏅Arena Score
💼Portfolio
₿Crypto
📈Tokenized RWAPro
📋My Backtests
⚖️Active vs Passive
🔔Alerts
🚦Signal Status
🤖Grid Bot Testing
🧪Strategy Mixersoon
🏆Winner's List
🎰Backtest Roulette
🌡️Sentiment
💡Improvements
🎁Referral
💬Telegram
🦋Bluesky
👥Reddit
𝕏X (Twitter)
🧭How it works
🥋Strategies
📖Wiki
📓Glossary
🎓How-To
📚Reports
🏠Overview
📖API Docs (interactive)
🔑Keys & Plans
📜OpenAPI 3.1
📦Postman Collection
🤖llms.txt
🧩skill.md
📝 BlogBuild SaaS💳 Pricing
LoginSign up

⚠ Not financial advice. All backtests are historical simulations — no guarantee of future results.

Study the Past — Improve your Future.

🟠Backtesting Arena· © 2026
How it worksPricingLeaderboardAPIImpressumDatenschutzAGBCookie-HinweisKontakt
📘 Built with Claude — how this platform was built in 70h (guide + boilerplate)→
Backtesting Arena

Backtesting Arena

PricingBlogBuild SaaS
🧭How it works🥋Strategies📖Wiki📓Glossary🎓How-To📚Reports
🧭Market State Today
🧱Market Structure₿BTC × Macro📈Market Pulse
🌀Arena Pulse
🌡Arena Heat Chart
🎯Dip Decision Tool
💶DCA vs. Lump Sum
🔗Portfolio Correlation
💧Liquidity Fair Value
🌍Macro Regime
🌐Market Pulse (Multi-Asset)soon
📊Bitcoin Charts
📍Max Pain History
🧘Bitcoin Lifestyle Calculator
📖Bitcoin Wiki
🔥Altcoin SeasonPro
💎Altcoin Screener
📥Market Charts
📊Strategy InsightsPro
🌍Market InsightsPro🔬Filter InsightsElite
🧪Edge Library
🥇Edge Leaderboard
📡Live Tracking
⏳Volatility InsightsPro
🏅Arena Score
💼Portfolio
₿Crypto
📈Tokenized RWAPro
📋My Backtests
⚖️Active vs Passive
🔔Alerts
🚦Signal Status
🤖Grid Bot Testing
🧪Strategy Mixersoon
🏆Winner's List
🎰Backtest Roulette
🌡️Sentiment
💡Improvements
🎁Referral
💬Telegram
🦋Bluesky
👥Reddit
𝕏X (Twitter)
🧭How it works
🥋Strategies
📖Wiki
📓Glossary
🎓How-To
📚Reports
🏠Overview
📖API Docs (interactive)
🔑Keys & Plans
📜OpenAPI 3.1
📦Postman Collection
🤖llms.txt
🧩skill.md
📝 BlogBuild SaaS💳 Pricing
LoginSign up
Strategies›WMA Trend Signal
WMA Trend Signal master

WMA Trend Signal Strategy

Two weighted moving averages crossing — recent candles weight more, signals fire faster than SMA-based crosses. Validated on BTC weekly.

Try in Arena →View Live Insights →

Quick Facts

Type:
Trend Following
Plan:
Pro
Asset Classes:
Crypto · Tokenized RWA
Indicators:
WMA

Platform Backtest

ⓘ
CAGR
+25.8%
Win Rate
35%
Max DD
-34%

Default parameters · BTCUSDT · 1d · 4 years · B&H +31.0%

How It Works

WMA Trend Signal uses signal logic similar to commercial trend-following indicators (e.g. the so-called "Money Line" by Bullmania): two Weighted Moving Averages crossing each other.

The key difference between WMA and SMA: while SMA gives equal weight to all candles in the lookback, WMA weights more recent candles more heavily — typically linearly (the most recent candle gets weight N, the oldest gets weight 1, in a window of N). This makes the WMA more reactive to fresh trend changes — without producing the noise level of EMA-based signals.

Entry signal: when the fast WMA crosses above the slow WMA, a buy signal fires.

Exit signal: when the fast WMA crosses below the slow WMA, a sell signal fires.

The strategy has been historically strongly validated on BTCUSDT weekly candles (2019–2025). On daily candles, the same setup produces significantly more trades with more whipsaws.

The platform offers six pre-tuned presets (Standard 15/50, Balanced 12/45, Aggressive 10/40, Very Aggressive 8/35, Conservative 20/60, Ultra Long-Term 50/200), so you don't have to grid-search yourself. Start with Standard, then compare variants on the backtest page.

Entry & Exit Rules

▲Entry

  • ●Fast WMA crosses above Slow WMA
  • ●Position is currently flat

▼Exit

  • ●Fast WMA crosses below Slow WMA
  • ●Position is currently long

Parameters

NameDefaultRangeDescription
Fast WMA Period155–100Fast weighted moving average period. Standard preset: 15.
Slow WMA Period5010–200Slow weighted moving average period. Standard preset: 50.

Live Backtest

Strategy CAGR
+25.8%
Buy & Hold CAGR
+31.0%
Trades
42
Win Rate
35%
Y-axis: Equity (USD, $10,000 starting capital)2022-07-23 → 2026-07-22

BTCUSDT · 1d · 4 years · default parameters · refreshed daily

Run with my own parameters →

Performance per Asset

Top-10 assets by average CAGR (1d interval), aggregated from community + platform backtests. Actual results depend on parameters and period.

AssetCAGRvs B&H★Win%YearsRuns
SOLUSDT+83.5%+32.0pp8232%5.916
FTMUSDT+74.9%-29.4pp—35%5.212
BNBUSDT+73.2%-8.2pp—35%7.513
MATICUSDT+70.8%-38.4pp—42%5.216
DOGEUSDT+70.6%-2.2pp—37%6.713
AXSUSDT+70.2%+28.6pp—56%5.68
VETUSDT+70.1%+69.6pp—50%7.518
PEPEUSDT+61.8%+71.0pp—37%3.05
CHZUSDT+56.4%+35.5pp—52%6.713
THETAUSDT+51.8%+44.5pp—37%7.114
pp = delta vs avg-B&H · ★ = robustness score 0-100 (CAGR / win-rate / drawdown / consistency).Full Insights →

Pseudo-Code

expand
// Weighted Moving Average
WMA(closes, period):
  weights = [1, 2, 3, ..., period]
  weighted_sum = sum(closes[i] * weights[i] for i in last `period` candles)
  return weighted_sum / sum(weights)

fast = WMA(close, fast_period)
slow = WMA(close, slow_period)

// Entry
if fast crosses_above slow:
  if position.is_flat:
    BUY

// Exit
if fast crosses_below slow:
  if position.is_long:
    SELL

Strengths & Weaknesses

+Strengths

  • ●More reactive than SMA, less noisy than EMA — sweet spot
  • ●Six pre-tuned presets reduce parameter-hunting
  • ●Strongly validated on BTC weekly across 2019–2025
  • ●Works on all asset classes

−Weaknesses

  • ●More whipsaws on daily timeframe vs. weekly
  • ●Linear weights are a heuristic — not derived from any market theory
  • ●Like all crossover strategies, late at the actual trend top
  • ●Default Standard 15/50 isn't optimal for every asset — backtest first

Frequently Asked Questions

How is this different from Golden Cross?+

Both are dual moving-average crossover strategies. Golden Cross uses simple averages (SMA — equal weight). WMA Trend Signal uses weighted averages, which react faster to recent price action. The trade-off: faster signals = more whipsaws. Use WMA on weekly for faster cycle entries; use Golden Cross on daily for more conservative confirmation.

Which preset should I start with?+

Standard (15/50) is the TradingView-validated baseline — start there. If you want more trades, try Balanced (12/45) or Aggressive (10/40). For long-cycle holders, Conservative (20/60) or Ultra Long-Term (50/200) — the latter behaves nearly identically to Golden Cross.

Is this the same as Money Line by Bullmania?+

Same family of trend-following techniques (WMA crossover), but we're not affiliated with Bullmania or the Money Line product. The signal logic is based on widely-known WMA crossover principles. Difference: ours is open, tunable, and lets you backtest before committing.

Related Strategies

Golden Cross

The classic trend-following signal — when the 50-day SMA crosses above the 200-day SMA, the trend has flipped bullish.

SMA

EMA Trend Bias

Two EMAs plus an ATR-based neutral zone — like the commercial Larsson Line, but tunable, transparent, and backtested. Choose your bias.

EMA · ATR

RSI / SMA Cross

A momentum signal that triggers when the RSI crosses its own moving average — combining oversold detection with trend confirmation.

RSI · SMA

Don't want to backtest yourself?

Check out our Strategy Insights Reports — pre-baked deep-dives with historical results, comparisons, and market context.

📊 View Reports →

Ready to backtest?

Open the Arena →