Extracted algorithm research record
EmaRsiTrendStrategy
Trend-following with pullback RSI, using EMA and RSI conditions for entry and exit.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- VANISHING DRAWDOWN: claimed max drawdown 0.0352%. Real equity curves do not stay this flat; this usually means the drawdown was measured on closed trades only, ignoring open losses.
- THIN SAMPLE: 74 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- BTC/EUR, ETH/EUR, SOL/EUR
- Recorded timeframes
- 1h
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA50 > EMA200
- close > EMA200
- RSI < 30
- volume > 0
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- RSI > 75
- trailing_stop
- minimal_roi
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- -0.03
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for EmaRsiTrendStrategy?
Long: EMA50 > EMA200 close > EMA200 RSI < 30 volume > 0 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTC/EUR, ETH/EUR, SOL/EUR. Timeframes: 1h. These are source-recorded labels, not verified execution behavior.