trend-followingmedium-high risk⚠ Data as of 2026-07-05 — refresh pending
AI Trading Bot Strategy (Trend Wrapper)
Does an AI trading bot actually work on crypto? Backtested on real Hyperliquid perps from 2024-08-15 to 2026-07-05, the default settings earned a Sharpe of 1.09 — +148.0% total return with a 48.5% worst drawdown across 1,929 trades, net of fees, slippage, and funding.
By Keel Research · Data as of 2026-07-05 · how this backtest was produced
Sharpe
1.09
default settings
Total return
+148.0%
Worst drawdown
−48.5%
Trades
1,929
2024-08-15 → 2026-07-05 · net of fees, slippage, and funding · price-only Sharpe 1.21 · these are the default settings, not a hand-picked best case.
At $1,000, this strategy’s worst historical dip was about $485. Free account, your own Hyperliquid keys — Keel only trades.
How it works
How it works
This is the classic risk-managed trend bot, applied to the top-20 Hyperliquid perps. A coin qualifies as a long when its 10-day moving average is above its 30-day average, a two-week momentum reading agrees, and funding cost isn't extreme; otherwise its capital sits in cash. Qualifying coins are held equal-weight, and a position closes either when the trend flips or when price pulls back 2.5 ATRs from its high — a volatility-scaled trailing exit. The moving-average and momentum confirmations suppress false starts, while the trailing stop protects gains during big runs.
When it works best
Sustained directional moves across liquid majors — crypto's long, fat-tailed trends are exactly what this captures. When several majors trend together, the equal-weight book compounds hard and the trailing stop rides winners a long way.
When it struggles
Trend turns are the pain point: the exit lags by the cross-back, so every major reversal costs some give-back, and choppy ranges generate whipsaw entries that the confirmations reduce but don't eliminate. As a long-only book with no volatility target, it carries the full weight of crypto sell-offs — the maximum drawdown over the window was −48.4% — and it pays funding while crowded on the popular long side. This is a high-risk trend follower, honest about the drawdowns that come with it.
How it’s built
The exact strategy behind this backtest — no black box. Switch to code to see or copy the full definition.
Configuration
Globalsconfig
target_timeframe1dbar_offset12h
UniverseassetsTop by Volume · HL Perps · 20 assets20 resolved
Executiontrading
rebalanceEvery Bar
Factories
ema_crossfactory
Pipeline9 steps
PriceDataLoaderData Loader
timeframe15min
TargetTimeframeResamplerData Transform
ohlcv_1dstore
Parallel2 branches
entries
Parallel2 branches
const
ConstantForecastForecast Mapper
value1
gates
Parallel3 branches
trend_up
ema_crosscall
AboveThresholdFilterSignal Transform
threshold0
momentum_agrees
ROCIndicator
period14
AboveThresholdFilterSignal Transform
threshold0
funding_ok
FundingDataLoaderData Loader
use_cachetrue
SignalResamplerSignal Transform
target_timeframe1dmethodmean
BelowThresholdFilterSignal Transform
threshold0.0000625inclusivetrue
MaskAndSignal Composer
ApplyMaskSignal Composer
score_signalconstfilter_signalgates
bot_entrystore
exit_flip
ema_crosscall
NegateTransformSignal Transform
ThresholdCrossSignal Transform
upper0lower-3
ClipSignal Transform
lower0upper1
bot_exit_flipstore
Parallel2 branches
flip
bot_exit_flipload
trail
bot_entryload
TrailingStopExitSignal Transform
entry_slotbot_entryohlcv_slotohlcv_1datr_multiplier2.5atr_period14
MaskOrSignal Composer
bot_exitstore
PositionStateMachinePosition Manager
entry_slotbot_entryexit_slotbot_exit
EqualWeightSizerPosition Sizer
target_leverage1max_weight0.2
Globals(target_timeframe="1d", bar_offset="12h")Universe(mode="top_volume", top_n=20, market="perp", resolved=["BNB", "BTC", "DOGE", "ETH", "FARTCOIN", "GRAM", "HYPE", "LINK", "LIT", "NEAR", "PUMP", "SOL", "SUI", "VVV", "WLD", "XPL", "XRP", "ZEC", "kBONK", "kPEPE"], resolved_at="2026-07-06T20:20:32.738649+00:00")Execution(rebalance="every_bar")ema_cross = Pipeline([ { "fast": [EWMA(window=10)], "slow": [EWMA(window=30)], }, Crossover(fast_key="fast", slow_key="slow"),], name="ema_cross")Pipeline([ PriceDataLoader(timeframe="15min"), TargetTimeframeResampler(), Store("ohlcv_1d"), { "entries": [ Pipeline([ { "const": [ConstantForecast(value=1.0)], "gates": [ Pipeline([ { "trend_up": [ema_cross, AboveThresholdFilter(threshold=0.0)], "momentum_agrees": [ROC(period=14), AboveThresholdFilter(threshold=0.0)], "funding_ok": [FundingDataLoader(use_cache=True), SignalResampler(target_timeframe="1d", method="mean"), BelowThresholdFilter(threshold=0.0000625, inclusive=True)], }, MaskAnd(), ], name="gates"), ], }, ApplyMask(score_signal="const", filter_signal="gates"), Store("bot_entry"), ], name="entries"), ], "exit_flip": [ema_cross, NegateTransform(), ThresholdCross(upper=0.0, lower=-3.0), Clip(lower=0.0, upper=1.0), Store("bot_exit_flip")], }, { "flip": [Load("bot_exit_flip")], "trail": [Load("bot_entry"), TrailingStopExit(entry_slot="bot_entry", ohlcv_slot="ohlcv_1d", atr_multiplier=2.5, atr_period=14)], }, MaskOr(), Store("bot_exit"), PositionStateMachine(entry_slot="bot_entry", exit_slot="bot_exit"), EqualWeightSizer(target_leverage=1.0, max_weight=0.2),], name="ai_trend_bot_crypto")Explore the settings
precomputed · updates instantlyAdjust a setting to see the exact backtested result — including the ones that lost money.
Complete 12-cell public cross-product on explicit resolved universes.
EMA trend preset
Momentum confirmation
ATR trailing stop
Sharpe
1.09
Return
148.0%
Worst DD
−48.5%
Trades
1,929
At $1,000, these settings' worst historical dip was about $485. You land in the editor with this exact setup. Free account, your own keys.
Compare all 12 settings
| Settings | Sharpe | Return | Worst DD | Trades |
|---|---|---|---|---|
| EMA 10/30 · Momentum 14 · ATR 2 | 0.92 | 100.0% | −47.6% | 1,817 |
| EMA 10/30 · Momentum 14 · ATR 2.5default | 1.09 | 148.0% | −48.5% | 1,929 |
| EMA 10/30 · Momentum 14 · ATR 3 | 0.94 | 110.1% | −47.8% | 2,042 |
| EMA 10/30 · Momentum 30 · ATR 2 | 0.68 | 52.0% | −48.7% | 1,506 |
| EMA 10/30 · Momentum 30 · ATR 2.5 | 1.06 | 137.4% | −47.2% | 1,743 |
| EMA 10/30 · Momentum 30 · ATR 3 | 0.98 | 119.1% | −45.3% | 1,856 |
| EMA 20/50 · Momentum 14 · ATR 2 | 0.35 | 9.0% | −62.1% | 1,502 |
| EMA 20/50 · Momentum 14 · ATR 2.5 | 0.54 | 31.6% | −66.3% | 1,648 |
| EMA 20/50 · Momentum 14 · ATR 3 | 0.42 | 14.3% | −63.3% | 1,756 |
| EMA 20/50 · Momentum 30 · ATR 2 | -0.18 | -31.6% | −69.0% | 1,289 |
| EMA 20/50 · Momentum 30 · ATR 2.5 | 0.29 | 1.7% | −66.1% | 1,457 |
| EMA 20/50 · Momentum 30 · ATR 3 | 0.33 | 4.4% | −65.6% | 1,568 |
The data
Monthly returns
| Month | Return |
|---|---|
| 2024-08 | 0.0% |
| 2024-09 | +22.9% |
| 2024-10 | +1.2% |
| 2024-11 | +73.6% |
| 2024-12 | -21.4% |
| 2025-01 | -4.6% |
| 2025-02 | -15.3% |
| 2025-03 | -7.0% |
| 2025-04 | +48.7% |
| 2025-05 | +1.6% |
| 2025-06 | -6.3% |
| 2025-07 | +19.9% |
| 2025-08 | -5.3% |
| 2025-09 | +15.8% |
| 2025-10 | -25.3% |
| 2025-11 | -0.3% |
| 2025-12 | +0.3% |
| 2026-01 | -11.0% |
| 2026-02 | +4.6% |
| 2026-03 | -3.3% |
| 2026-04 | +14.7% |
| 2026-05 | +44.3% |
| 2026-06 | -9.3% |
| 2026-07 | +3.6% |
Which assets it traded
| Avg allocation | Days held | % of time held | Asset |
|---|---|---|---|
| 0.1174 | 311 | 45.14 | BTC |
| 0.1229 | 310 | 44.99 | BNB |
| 0.1464 | 295 | 42.82 | HYPE |
| 0.1106 | 277 | 40.2 | ETH |
| 0.1037 | 249 | 36.14 | DOGE |
| 0.1056 | 248 | 35.99 | LINK |
| 0.1059 | 246 | 35.7 | SOL |
| 0.1053 | 242 | 35.12 | SUI |
| 0.1099 | 241 | 34.98 | NEAR |
| 0.1098 | 210 | 30.48 | XRP |
| 0.1421 | 199 | 28.88 | VVV |
| 0.1215 | 177 | 25.69 | FARTCOIN |
| 0.0864 | 174 | 25.25 | kBONK |
| 0.0895 | 170 | 24.67 | kPEPE |
| 0.0974 | 135 | 19.59 | WLD |
| 0.1514 | 94 | 13.64 | ZEC |
| 0.16 | 69 | 10.01 | XPL |
| 0.1193 | 66 | 9.58 | PUMP |
| 0.1745 | 55 | 7.98 | LIT |
| 0 | 0 | 0 | GRAM |
What this is: a historical backtest on real Hyperliquid market data, net of fees, slippage, and funding. Its worst historical drawdown was 48.5% — expect drawdowns of that order or worse. Past performance does not predict future results, and this is not investment advice. Size your account so a full drawdown is survivable.