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BACKTESTING · MA PULLBACK

Moving-Average Pullback Backtest in Crypto: Fees, Slippage and Break-Even Costs

Buying pullbacks to a moving average in an uptrend is one of the most common rules. Its result depends on how 'touch' and 'trend' are defined.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

A moving-average pullback strategy buys when price in an uptrend (e.g. above a rising 50-EMA) pulls back to touch a shorter MA (e.g. 20-EMA) and exits on a target, trailing stop or close below the MA. Definitions decide everything: whether a 'touch' uses the bar's low or close, and whether entry is at the MA level (limit) or next bar (market). Limit entries at the MA assume fills that may not happen; market entries pay slippage. Compute break-even cost for the entry model you'd actually use.

Break-even cost

ItemValue (illustrative)
Trades210
Gross avg per trade+0.33%
Fees (2 × 0.05%)−0.10%
Slippage (2 × 0.03%)−0.05%
Net avg per trade+0.18%
Break-even round-trip cost0.33%
Ma Pullback: edge vs cost per trade (%)Ma Pullback: edge vs cost per trade (%): Gross edge 0.33 %; Fees 0.10 %; Fees + slippage 0.15 %.MA PULLBACK: EDGE VS COST PER TRADE (%)Gross edge0.33 %Fees0.10 %Fees + slippage0.15 %
Edge per trade versus cost per trade. Original ChartsPod editorial graphic.

Entry model

Entry modelAssumptionBias
Limit at MA levelFilled when low touches MAOptimistic (touch ≠ fill)
Market next bar after touchFill at next open + slippageRealistic
Close back above MAConfirmation, later entryFewer, later trades
Illustrative net return by entry model (%)Illustrative net return by entry model (%): Limit at MA +29 %; Next-bar market +12 %; Close confirmation +9 %.ILLUSTRATIVE NET RETURN BY ENTRY MODEL (%)Limit at MA+29 %Next-bar market+12 %Close confirmation+9 %
The entry model changes results more than the MA length. Original ChartsPod editorial graphic.

Conclusion

Related: Bar-Close Signals vs Next-Bar Fills: Why Backtest Returns Change, 200-Day Moving-Average Filter Backtest in Crypto: Fees, Slippage and Break-Even Costs.

Backtest the ma pullback rule with costs in ChartsPod.

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Compute break-even cost for the entry model you'd actually use.

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Questions readers ask

Does a touch of the MA mean a fill?

Not necessarily; require price to trade through the limit.

Which MA lengths?

Test a grid; pick a stable region.

Why define trend?

Pullback rules fail in downtrends.

Sources and methodology

Backtest cost logic follows TradingView's Pine Script strategy documentation; indicator definitions are standard. All performance numbers are illustrative examples of the method, not results of real tests.

  1. TradingView Pine Script: Strategies — simulated fills and assumptions.
  2. TradingView Pine Script: Repainting — live vs historical calculation.
  3. ChartsPod documentation — guides for order flow, derivatives, alerts, backtests, journal and workspaces.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.