{ "schema_version": "1.3.0", "id": "ma-cross", "name": "MA Cross (50/200 EMA)", "name_ko": "MA 크로스 (50/200 EMA)", "url": "https://pruviq.com/strategies/ma-cross/", "url_ko": "https://pruviq.com/ko/strategies/ma-cross/", "settings_url": "https://pruviq.com/strategies/ma-cross/settings/", "description": "Classic 50/200 EMA crossover. Original 2026-04-22 backtest: 1,111 trades, PF 1.09, the lowest max drawdown (33.5%) of the strategies measured that day. Failed a fresh out-of-sample regime-robustness re-test on 2026-06-28. Backtest reproducible; live directional edge not confirmed.", "status": "testing", "direction": "both", "timeframe": "4H", "category": "momentum", "date_added": "2026-04-22", "date_killed": null, "last_modified": "2026-09-25", "headline_metrics": { "source": "frontmatter", "win_rate_pct": 47.79, "profit_factor": 1.09, "total_return": null, "trades": null, "coin_scope": 10, "coin_universe": "top", "measured_with": null, "measured_at": "2026-04-22", "note": "Numbers the strategy page shows as its headline; scope and measurement date apply to all of them. Absent fields are unknown, not zero." }, "preset": { "verdict": null, "killed": false, "shelved": false, "kill_reason": null, "live_tracked": false, "defaults": { "sl_pct": 5, "tp_pct": 10, "coin": "BTC" }, "metrics": { "scope": { "topN": 10, "timeframe": "1H", "marketType": "futures", "feePct": 0.0005, "leverage": 5 }, "profit_factor": 1.08, "sharpe": 0.52, "total_return_pct": 97.1, "win_rate_pct": 47.5, "max_drawdown_pct": 32.8, "trades": 1318, "measured_at": "2026-10-06", "profit_factor_ci": { "lo": 0.97, "hi": 1.21, "ciPct": 90, "unit": "trades", "n": 1318 }, "sharpe_ci": { "lo": -0.48, "hi": 1.44, "ciPct": 90, "unit": "daily_returns", "n": 1031 } } }, "verification": null, "reproduce": { "how": "POST the strategy id and your risk settings to the public API; no key or account. The request schema is in the OpenAPI document.", "api": "https://api.pruviq.com/simulate", "openapi": "https://api.pruviq.com/openapi.json", "docs": "https://pruviq.com/api/", "preset_id": "ma-cross", "builder_url": "https://pruviq.com/simulate/builder/?strategy=ma-cross&dir=both&sl=5&tp=10" }, "generated_at": "2026-10-05T23:34:15.051Z", "citation_contract": { "contract": "pruviq.citation.v1", "canonical_url": "https://pruviq.com/data/strategies/ma-cross.json", "cite_as": "PRUVIQ, “MA Cross (50/200 EMA) strategy record”, https://pruviq.com/data/strategies/ma-cross.json (as of 2026-10-06).", "as_of": "2026-10-06", "as_of_field": "preset.metrics.measured_at", "method_version": { "url": "https://pruviq.com/methodology/", "url_ko": "https://pruviq.com/ko/methodology/", "version": "2026-10-01T01:12:23+09:00", "version_kind": "date the methodology page source last changed (git); null = not known at build", "criteria_version": null, "criteria_url": null }, "data_scope": { "market": "OKX USDT perpetual futures (USDT-SWAP) instruments only, no spot markets; part of the historical candles come from another exchange (see data_source)", "describes": "`preset.metrics` only — the live engine re-measurement (the record's as_of). `headline_metrics` have their own scope in `headline_metrics_scope`.", "headline_metrics_scope": "Not stated on the strategy page: the headline numbers are the page's own measurement; their market, data source and costs are not stated there.", "headline_metrics_costs": "Not stated on the strategy page. The engine default fee applies to `preset.metrics` only, not to these numbers.", "headline_metrics_scope_ko": "전략 페이지에 명시되지 않음: 대표 수치는 페이지 자체의 측정이며, 시장·데이터 출처·비용은 페이지에 적혀 있지 않다.", "headline_metrics_costs_ko": "전략 페이지에 명시되지 않음. 엔진 기본 수수료는 `preset.metrics` 에만 적용되며 이 수치에는 적용되지 않는다.", "data_source": "Binance and OKX historical candles, with current updates from OKX USDT-SWAP; historical source boundaries vary by symbol and timestamp", "coin_roster": { "crypto_coins": 282, "note": "The crypto coins in the analyzed roster at build time. It is the roster, not the population of any one verdict — see `population`." }, "population": "Preset verdict: `preset.metrics.scope` (top-N coins, timeframe, market, fee_pct, leverage). Headline numbers: `headline_metrics.coin_scope` and `coin_universe` (null = the page makes no scope claim).", "generator": [ "src/lib/strategy-machine.ts", "src/content/strategies", "scripts/gen-preset-metrics.py" ], "costs": { "applies_to_this_file": true, "fees_included": true, "slippage_included": true, "funding": "Funding-rate proxy — funding is charged at real settlement events using actual historical rates (Binance funding history as a proxy for the OKX universe; the sign flips with the market, so shorts can pay too).", "default_taker_fee_pct_per_side": 0.05, "default_fee_applied_to_this_file": true, "default_fee_basis": "Applies to `preset.metrics` only. This is the OKX USDT-SWAP default for VIP 0 tier", "default_fee_scope": "`preset.metrics`", "preset_fee_is_undiscounted_default": true, "rate_used": "The fee rate stated in this file where it states one (e.g. `preset.metrics.scope.feePct`, `inputs`, `scope.fee_pct_per_side`); otherwise the default above." } }, "referral": "none", "neutrality": { "statement": "No exchange is ranked, compared or recommended in this file, and it carries no referral or sign-up link. The exchanges covered (`exchanges_covered`; `exchanges_detail` separates instrument venues from candle sources) are a fact about the data, not an endorsement; a verdict describes a strategy on these markets, not where to trade it.", "referral_links_in_this_file": 0, "paid_placement": false, "exchanges_covered": [ "OKX", "Binance" ], "exchanges_detail": { "instruments": [ "OKX USDT-SWAP" ], "historical_candles": [ "OKX", "Binance" ] }, "revenue_disclosure_url": "https://pruviq.com/fees", "not_investment_advice": true }, "how_to_reverify": { "url": "https://pruviq.com/api/", "how": "POST the strategy id and your risk settings to the public API; no key or account. The request schema is in the OpenAPI document. POST https://api.pruviq.com/simulate." } } }