Lab entry styles
Trend filter: price above the 200-bar EMA and the 50-bar EMA above the 200-bar EMA (down-trend: the mirror image). Enter in the trend's direction when the last 12 bars moved at least k standard deviations of normal noise (k = 1.5).
Stop-loss and take-profit at fixed multiples of the 14-bar ATR, both sent to eToro with the order; optional break-even stop; time stop after the recipe's holding limit.
5-min, 15-min (CFDs) · 15-min, 1-hour (stocks) · 1-hour, 4-hour (crypto)
Each trade risks at most the 'risk per trade' share of equity at its stop (default 0.5–1%), capped by the maximum single position (default 10% of equity), the per-class cap, free cash, and eToro's minimum size. Leverage multiplies exposure, not the cash taken: a $1,000 position at 5× is $5,000 of exposure.
eToro's own cost quote per market is charged on every simulated trade (round trip): about 0.002–0.06% for index, currency and commodity CFDs, 0.30% for stocks and ETFs, about 2% for crypto, plus overnight fees on CFDs. That is why crypto needs much larger moves.
Signals use only bars that had closed; trades fill at the next bar's open. Recipes are chosen on the older half of the data and verified on the newer half.
| Asset class | Best recipe of this style | Trades | Chosen-on half / month · PF | Out-of-sample half / month · won · PF | Max drawdown |
|---|---|---|---|---|---|
| commodities | 15-min trend breakout (1.5σ), stop 1.5 ATR, target 1.5 ATR | 222 | −3.05% · 0.7 | −4.99% · 45% · 0.55 | 6.9% |
| crypto | 4-hour trend breakout (1.5σ), stop 2 ATR, target 4 ATR, stop to break-even after +1 ATR | 303 | −3.62% · 0.51 | −9.36% · 14% · 0.29 | 79.0% |
| fx | 5-min trend breakout (1.5σ), stop 1 ATR, target 2 ATR, stop to break-even after +1 ATR | 1673 | −0.02% · 0.99 | −0.82% · 21% · 0.62 | 0.8% |
| indices | 5-min trend breakout (1.5σ), stop 2 ATR, target 1 ATR | 952 | −0.46% · 0.91 | −1.01% · 66% · 0.82 | 1.7% |
| stocks | 1-hour trend breakout (1.5σ), stop 2 ATR, target 4 ATR | 80 | +0.08% · 1.03 | −1.64% · 40% · 0.59 | 6.0% |
Per market, per month, before leverage, after costs. Test dates per class are on the performance page.