Which strategy would actually have won?
Pick a token and Quantyrex runs three playbooks on the exact same two weeks of real hourly candles — buy & hold, a moving-average crossover and a momentum breakout — side by side. Every entry and exit pays trading fees and slippage, so the scoreboard shows what you'd really have kept, not the frictionless fantasy.
Growth of $100 — three strategies, one token
overlaid equity curvesScoreboard
ranked by net return · fees & slippage charged per fill| Strategy | Net return | Max drawdown | Win rate | Round trips | Sharpe* | Time in mkt | |
|---|---|---|---|---|---|---|---|
| Scoreboard pending… | |||||||
The three playbooks
Buy & hold buys once and sits still. MA crossover goes long when the fast average crosses above the slow one and moves to cash when it crosses back. Momentum breakout buys when price breaks above its recent high and exits when it breaks below the recent low — all long-only, one position at a time.
Where the friction bites
Every fill — each entry and each exit — is charged the fee plus slippage you set, in basis points. A strategy that flips often has to overcome that drag just to match a hold that pays the cost once. That is exactly why the net column, not the gross chart, decides the winner.
Honest limits
Signals read only completed bars, so there is no peeking ahead, but fourteen days of one token is a thin sample. Sharpe* annualises hourly return over volatility as a rough risk gauge. Treat this as a sketch of how robust an edge looks — not a trading signal.