Backtest the impact of JOE/Bitcoin with MACD Golden Cross, from 2022 to now.
10/23/2025 03:57am
Below is an at-a-glance dashboard of the MACD-Golden-Cross strategy you requested. Key figures are embedded in the module; feel free to explore the interactive result.
```jgy-json-canvas
{
"show_type": "jgyNewLowcode",
"config": {
"type": "iwcapp/stockBackTestTool",
"version": "0.0.3",
"url": "//cdn.ainvest.com/frontResources/s/foiegras/stockBackTestTool/0.0.3/stockBackTestTool@0.0.3index.js"
},
"data": {
"columns": [
{ "index_name": "strategy_basic_info", "key": "strategy_basic_info", "type": "Object" },
{ "index_name": "backtest_condition", "key": "backtest_condition", "type": "Object" },
{ "index_name": "backtest_result", "key": "backtest_result", "type": "STR" }
],
"datas": [
{
"strategy_basic_info": {
"name": "BTC-MACD Golden-Cross on JOE",
"description": "Go long JOE when Bitcoin triggers a MACD golden cross; exit by risk rules."
},
"backtest_condition": {
"object": {
"display_name": "Object",
"type": "ticker",
"ticker": ["JOE"]
},
"open_signal": {
"display_name": "Open Signal",
"type": "criteria",
"criteria": "BTCUSD MACD Golden Cross"
},
"risk_control": {
"display_name": "Risk Control",
"parameters": {
"take_profit": {
"display_name": "Take-Profit",
"value": 20,
"unit": "%"
},
"stop_loss": {
"display_name": "Stop-Loss",
"value": 10,
"unit": "%"
}
}
}
},
"backtest_result": "https://cdn.ainvest.com/backtest/agent/session/784562/1cba8430-a8fb-4357-bf7c-ea2f1dd25703/ee2aa106-7b38-47f2-883e-357c644d1471/joe_backtest_macd_golden_cross.json"
}
]
}
}
```
Highlights
• Total Return: ≈ 9.6 % over 2022-present
• Annualized Return: ≈ 6.5 %
• Max Draw-down: ≈ 45 %
• Sharpe Ratio: 0.23
Interpretation
The strategy captures some upside from Bitcoin’s momentum, but the comparatively modest return versus a sizable draw-down suggests that, on JOE, the MACD-Golden-Cross signal from BTC alone does not provide an attractive risk-adjusted edge. You may consider tightening risk controls (e.g., lower stop-loss) or adding additional confirmation filters (e.g., JOE’s own trend strength) to improve performance.
Open the interactive panel above to inspect trade lists, equity-curve, and period-by-period statistics.
