Backtest de señales cripto: rendimiento de cada regla por moneda
Simulación solo en largo de cada regla con datos diarios de Binance desde 2021-09-01 (o desde la fecha de listado) hasta 2026-09-09, comisión del 0,1% por lado y ejecución en la vela siguiente.
| Regla | Rentabilidad mediana | Caída máxima mediana | Supera comprar y mantener |
|---|---|---|---|
| Comprar y mantener | -76% | -94% | – |
| Diaria | -8% | -57% | 82 / 97 |
| Semanal | -2% | -66% | 86 / 97 |
| Mensual | -1% | -62% | 84 / 97 |
| Anual | -30% | -68% | 82 / 97 |
Por qué las reglas de seguimiento de tendencia dominan en cripto
Antes de elegir estas reglas probamos quince estrategias populares de indicadores en 30 monedas de gran capitalización a lo largo de cinco años. Los enfoques de reversión a la media —comprar con el RSI por debajo de 30 o comprar en la banda inferior de Bollinger— perdieron dinero en conjunto, porque en cripto las tendencias bajistas duran mucho más de lo que sugieren los osciladores. El MACD por sí solo y el cruce dorado 50/200 resultaron demasiado lentos o demasiado ruidosos. Las cuatro reglas empleadas en este sitio (Supertrend con filtro de 200 días, rupturas Donchian 20/10 y 55/20, y un régimen de 200 días al alza) superaron a comprar y mantener en la mayoría de las monedas y redujeron aproximadamente a la mitad la caída máxima. Su tasa de acierto es baja (30-40%%) por diseño: acumulan muchas pérdidas pequeñas y unas pocas ganancias muy grandes.
Cada página de moneda muestra esta misma simulación para ese activo concreto; abajo está la tabla completa.
Resultados por moneda
| # | Moneda | Comprar y mantener | Diaria | Semanal | Mensual | Anual | Máx. caída de B&H | Caída máx. mensual | Desde |
|---|---|---|---|---|---|---|---|---|---|
| 1 | +60% | +113% | +141% | +57% | +100% | -77% | -39% | 2021-09-01 | |
| 2 | -36% | +61% | +15% | +40% | -3% | -79% | -35% | 2021-09-01 | |
| 3 | +48% | +39% | +62% | +47% | -21% | -70% | -45% | 2021-09-01 | |
| 4 | +13% | -16% | +168% | +10% | -6% | -78% | -59% | 2021-09-01 | |
| 5 | -8% | +340% | +777% | +62% | +211% | -96% | -65% | 2021-09-01 | |
| 6 | +257% | +31% | +12% | +11% | +238% | -60% | -56% | 2021-09-01 | |
| 7 | +720% | +462% | +2,864% | +674% | +422% | -94% | -77% | 2021-09-01 | |
| 8 | -71% | +5% | +230% | +100% | -68% | -85% | -58% | 2021-09-01 | |
| 9 | -60% | -1% | -25% | -12% | -58% | -85% | -69% | 2021-09-01 | |
| 10 | -93% | -45% | -65% | -19% | -68% | -95% | -71% | 2021-09-01 | |
| 11 | -49% | +18% | +99% | +38% | -41% | -83% | -56% | 2021-09-01 | |
| 12 | -62% | +10% | -48% | +50% | -29% | -89% | -42% | 2021-09-01 | |
| 13 | -71% | -75% | -81% | -78% | -56% | -85% | -83% | 2021-09-01 | |
| 14 | -18% | +0% | -10% | +0% | +0% | -26% | +0% | 2026-07-02 | |
| 15 | -80% | -25% | -37% | -4% | -66% | -92% | -78% | 2021-09-01 | |
| 16 | -82% | +111% | +104% | +171% | -60% | -96% | -60% | 2021-09-01 | |
| 17 | -71% | +21% | +160% | +70% | -46% | -93% | -65% | 2021-09-01 | |
| 18 | -55% | +66% | +431% | +41% | -32% | -95% | -77% | 2021-09-01 | |
| 19 | -45% | +341% | +127% | +137% | +15% | -88% | -62% | 2023-05-03 | |
| 20 | -27% | -15% | +371% | +94% | +30% | -95% | -51% | 2021-09-01 | |
| 21 | -59% | -69% | -31% | -14% | -51% | -80% | -58% | 2024-04-11 | |
| 22 | -64% | +6% | -36% | -19% | +5% | -77% | -29% | 2025-10-06 | |
| 23 | -70% | -21% | -62% | -40% | -47% | -88% | -76% | 2021-09-01 | |
| 24 | -97% | -15% | -67% | -12% | -58% | -99% | -65% | 2021-09-01 | |
| 25 | -76% | +0% | -36% | -14% | +0% | -79% | -19% | 2025-09-01 | |
| 26 | -60% | -45% | -18% | -29% | +1% | -80% | -41% | 2025-04-11 | |
| 27 | -31% | +74% | +29% | +17% | +1% | -86% | -49% | 2025-09-11 | |
| 28 | +23% | -21% | +16% | -10% | +5% | -51% | -32% | 2025-10-03 | |
| 29 | -96% | +11% | -64% | -58% | -44% | -97% | -84% | 2021-09-01 | |
| 30 | -81% | -5% | +36% | +39% | -73% | -98% | -79% | 2023-07-24 | |
| 31 | -80% | +124% | -36% | +94% | -74% | -95% | -53% | 2024-04-02 | |
| 32 | -7% | +136% | +916% | +291% | +6% | -91% | -62% | 2023-05-05 | |
| 33 | -19% | -15% | 0% | -18% | -34% | -46% | -29% | 2025-09-17 | |
| 34 | +0% | -1% | -2% | -1% | -1% | 0% | -1% | 2025-08-13 | |
| 35 | 0% | 0% | -1% | -1% | +0% | 0% | -1% | 2026-01-13 | |
| 36 | -88% | -59% | -32% | +3% | -58% | -92% | -43% | 2021-09-01 | |
| 37 | -76% | -17% | +59% | -39% | -23% | -90% | -64% | 2024-09-13 | |
| 38 | -89% | +60% | -34% | -31% | -45% | -97% | -74% | 2023-03-23 | |
| 39 | -64% | -35% | -16% | +10% | -86% | -89% | -52% | 2021-09-01 | |
| 40 | -93% | -43% | -55% | +77% | -43% | -97% | -46% | 2021-09-01 | |
| 41 | -91% | +40% | +57% | +43% | -69% | -97% | -58% | 2021-09-01 | |
| 42 | +35% | -35% | +4% | -57% | +6% | -80% | -75% | 2021-09-01 | |
| 43 | -64% | -2% | +98% | +67% | -11% | -78% | -26% | 2022-04-29 | |
| 44 | -65% | -61% | +7% | -78% | -62% | -92% | -81% | 2024-01-31 | |
| 45 | -78% | -37% | -25% | -64% | +0% | -88% | -70% | 2024-07-26 | |
| 46 | -75% | +238% | -22% | -42% | -53% | -93% | -81% | 2021-09-01 | |
| 47 | -91% | -30% | +128% | -5% | -75% | -96% | -59% | 2021-09-01 | |
| 48 | -95% | +96% | +297% | -12% | -44% | -98% | -64% | 2021-09-01 | |
| 49 | -99% | -53% | -31% | -64% | -57% | -99% | -83% | 2021-09-01 | |
| 50 | -80% | -41% | +21% | -20% | +1% | -96% | -64% | 2024-03-18 | |
| 51 | -55% | +665% | -26% | +92% | +533% | -95% | -74% | 2021-09-01 | |
| 52 | -96% | -34% | -59% | -16% | +0% | -97% | -26% | 2025-01-19 | |
| 54 | -91% | +14% | -40% | +20% | -48% | -97% | -76% | 2022-10-19 | |
| 55 | -85% | +157% | +452% | -9% | -84% | -97% | -73% | 2021-09-01 | |
| 56 | -82% | +268% | +132% | +94% | -42% | -97% | -70% | 2021-09-01 | |
| 57 | -73% | +50% | +144% | +89% | -47% | -91% | -47% | 2024-12-17 | |
| 58 | -46% | +70% | -24% | -11% | +47% | -79% | -56% | 2025-09-29 | |
| 59 | +236% | -8% | +389% | +438% | -1% | -85% | -32% | 2026-01-07 | |
| 60 | +25% | -54% | -22% | -44% | -3% | -79% | -54% | 2025-04-11 | |
| 61 | -89% | -43% | -69% | -83% | -34% | -97% | -85% | 2024-02-02 | |
| 62 | -76% | +579% | +547% | +409% | +198% | -96% | -69% | 2021-09-01 | |
| 63 | -52% | +0% | -26% | +0% | +0% | -67% | +0% | 2026-03-11 | |
| 64 | -69% | -58% | -70% | -61% | -3% | -90% | -72% | 2024-06-20 | |
| 65 | -83% | -43% | -85% | -46% | +0% | -99% | -58% | 2023-10-31 | |
| 66 | -89% | +1,134% | +3,443% | +670% | +200% | -99% | -74% | 2021-09-01 | |
| 67 | +135% | -46% | +104% | +211% | -25% | -85% | -47% | 2023-07-03 | |
| 68 | -48% | +99% | +110% | -10% | +40% | -88% | -58% | 2021-09-01 | |
| 69 | -74% | -62% | +76% | +104% | -77% | -96% | -67% | 2023-08-15 | |
| 70 | -81% | -48% | -34% | +54% | -52% | -94% | -64% | 2022-05-09 | |
| 71 | -61% | -47% | +76% | -1% | -7% | -86% | -66% | 2021-09-01 | |
| 72 | -91% | -55% | -67% | -80% | -76% | -95% | -88% | 2021-09-01 | |
| 73 | -95% | -42% | -68% | +2% | -44% | -98% | -45% | 2021-09-01 | |
| 74 | -88% | +101% | -5% | +38% | -79% | -94% | -76% | 2022-09-09 | |
| 75 | +47% | -26% | +121% | +56% | -8% | -70% | -39% | 2025-11-03 | |
| 76 | -84% | +201% | -2% | +196% | -16% | -97% | -78% | 2021-09-01 | |
| 77 | -88% | -27% | +213% | +0% | -61% | -96% | -56% | 2023-12-15 | |
| 78 | -3% | -4% | -66% | -35% | +0% | -81% | -47% | 2025-05-06 | |
| 79 | -93% | -36% | -65% | -40% | +0% | -96% | -45% | 2025-09-25 | |
| 80 | -92% | -36% | +34% | -39% | -48% | -95% | -66% | 2021-11-10 | |
| 81 | -46% | -1% | +10% | +62% | -70% | -87% | -56% | 2021-09-01 | |
| 82 | -48% | +74% | +651% | +96% | +40% | -94% | -78% | 2023-05-05 | |
| 83 | -92% | +87% | -47% | +34% | +50% | -98% | -72% | 2022-06-01 | |
| 84 | -98% | -47% | -70% | -78% | -36% | -99% | -81% | 2024-02-20 | |
| 85 | -82% | -75% | -80% | +50% | -71% | -95% | -59% | 2023-12-07 | |
| 86 | -98% | +63% | +268% | -21% | -34% | -99% | -60% | 2021-09-01 | |
| 87 | -99% | -49% | -72% | -67% | -30% | -99% | -78% | 2024-01-04 | |
| 88 | -87% | -41% | -66% | -18% | -36% | -97% | -55% | 2024-03-05 | |
| 89 | -98% | +7% | +396% | -5% | +37% | -99% | -82% | 2021-11-22 | |
| 90 | -96% | -10% | -66% | -34% | -75% | -97% | -64% | 2021-09-01 | |
| 91 | -95% | -49% | +172% | -37% | -79% | -98% | -70% | 2021-12-23 | |
| 92 | -79% | -23% | -55% | -62% | -4% | -94% | -72% | 2024-10-31 | |
| 93 | -96% | -16% | -46% | +2% | -72% | -98% | -65% | 2021-09-01 | |
| 94 | -95% | -59% | -76% | -69% | -37% | -97% | -79% | 2024-10-01 | |
| 95 | -95% | -16% | -26% | -56% | +190% | -98% | -86% | 2021-09-01 | |
| 96 | -98% | -22% | +58% | -26% | -23% | -99% | -63% | 2021-09-01 | |
| 97 | -97% | +51% | +74% | +25% | -49% | -99% | -62% | 2021-09-01 | |
| 98 | -92% | -13% | -54% | -30% | +0% | -92% | -32% | 2025-10-02 |