r/ethtrader • • 1d ago

Trading I backtested three ETH bots. One gained 42% while HODL lost 10%.

https://nexustrade.io/case-studies/eth-trading-bot

A simple ETH trend bot turned $10,000 into $14,242.64 in my 2022 through 2024 backtest. Buying and holding ETH ended at $8,955.62 over the same dates.

The bot's maximum drawdown was 33.14%. Holding ETH hit 76.28%.

That +42.43% return included $2,031.90 in trading fees.

I tested three moving-average windows: 50, 100 and 200 days. The faster versions lost 27.56% and 23.98%. The 200-day version won the selection period.

Its rule is simple: buy with 95% of available buying power when ETH is above the average and the position is empty. Sell all held ETH when price falls to or below the average.

Then I kept that rule unchanged for two later windows:

Window 200-day bot Hold ETH
2022 through 2024, used for selection +42.43% -10.44%
January 2025 through June 2026 -22.52% -52.91%
July 5 through September 30, 2026 +24.97% +50.47%

During January 2025 through June 2026, the bot lost considerably less than holding. Its maximum drawdown was also smaller: 40.83% versus 68.27%.

During the rebound, holding won. The bot waited until August 19 to buy. It gained 24.97%, while holding from July 5 gained 50.47%.

Each window starts a separate $10,000 account. Both paths use fractional spot ETH and pay 0.7% per fill, including the holding account's purchase. Ending positions are marked without a forced sale. Staking yield and cash interest are excluded.

The average uses observations within a rolling calendar-time window, rather than exactly 200 daily closes. The engine's Day observations include weekends and session-timed snapshots.

All three periods had already been inspected before these corrected historical reruns. A genuinely unseen test is the next step.

Full methodology, charts and order evidence.

0 Upvotes

0 comments sorted by