Backtest dei segnali cripto: rendimento delle regole per ogni moneta
Simulazione solo long di ogni regola sui dati giornalieri di Binance da 2021-09-01 (o dalla data di quotazione) a 2026-09-09, commissione dello 0,1% per lato, esecuzione sulla candela successiva.
| Regola | Rendimento mediano | Perdita massima mediana | Batte compra e mantieni |
|---|---|---|---|
| Compra e mantieni | -76% | -94% | – |
| Giornaliero | -8% | -57% | 82 / 97 |
| Settimanale | -2% | -66% | 86 / 97 |
| Mensile | -1% | -62% | 84 / 97 |
| Annuale | -30% | -68% | 82 / 97 |
Perché nelle criptovalute dominano le regole di seguimento del trend
Prima di scegliere queste regole abbiamo testato quindici strategie basate su indicatori molto diffuse su 30 monete a grande capitalizzazione nell'arco di cinque anni. Gli approcci di ritorno alla media — comprare con RSI sotto 30, comprare sulla banda di Bollinger inferiore — hanno perso denaro nel complesso, perché nelle criptovalute i trend ribassisti durano molto più a lungo di quanto suggeriscano gli oscillatori. Il solo MACD e il golden cross 50/200 sono risultati troppo lenti o troppo rumorosi. Le quattro regole usate in questo sito (Supertrend con filtro a 200 giorni, rotture Donchian 20/10 e 55/20 e un regime a 200 giorni crescente) hanno battuto compra e mantieni sulla maggior parte delle monete dimezzando all'incirca la perdita massima. La loro percentuale di operazioni vincenti è bassa (30-40%%) per costruzione: accumulano molte piccole perdite e pochi guadagni molto ampi.
Ogni pagina di moneta mostra la stessa simulazione per quello specifico asset; qui sotto trovi la tabella completa.
Risultati per moneta
| # | Moneta | Compra e mantieni | Giornaliero | Settimanale | Mensile | Annuale | Perdita max. B&H | Perdita max. mensile | Dal |
|---|---|---|---|---|---|---|---|---|---|
| 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 |