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BACKTESTING · TRIX MOMENTUM

TRIX Momentum Backtest in Crypto: Fees, Slippage and Break-Even Costs

TRIX is the rate of change of a triple-smoothed EMA. Heavy smoothing means fewer, later signals — and lower costs per year.

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

Short answer

TRIX = 1-bar percentage change of EMA(EMA(EMA(close))). A momentum rule might buy when TRIX crosses above zero or above its signal line. The triple smoothing filters noise but delays entries, so TRIX trades less often and gives back more at turns. Compute break-even cost per trade, count trades per year, and compare signal-line and zero-line versions. Because signals are rare, sample size is often the main constraint.

Break-even cost

ItemValue (illustrative)
Trades40
Gross avg per trade+1.60%
Fees (2 × 0.05%)−0.10%
Slippage (2 × 0.05%)−0.10%
Net avg per trade+1.40%
Break-even round-trip cost1.60%
Trix Momentum: edge vs cost per trade (%)Trix Momentum: edge vs cost per trade (%): Gross edge 1.60 %; Fees 0.10 %; Fees + slippage 0.20 %.TRIX MOMENTUM: EDGE VS COST PER TRADE (%)Gross edge1.60 %Fees0.10 %Fees + slippage0.20 %
Edge per trade versus cost per trade. Original ChartsPod editorial graphic.

Signal versions

VersionTrades / year (illustrative)Avg delay vs price turn
Signal-line cross184 bars
Zero-line cross89 bars
Illustrative trades per yearIllustrative trades per year: Signal line 18 trades; Zero line 8 trades.ILLUSTRATIVE TRADES PER YEARSignal line18 tradesZero line8 trades
Smoothing reduces frequency. Original ChartsPod editorial graphic.

Conclusion

Related: ROC Momentum Backtest in Crypto: Fees, Slippage and Break-Even Costs, Triple EMA in Crypto: Why the Value Changes Before Candle Close.

Backtest the trix momentum rule with costs in ChartsPod.

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Because signals are rare, sample size is often the main constraint.

Test TRIX Momentum Backtest in Crypto on a perpetual chart; no account is needed to chart.

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Questions readers ask

What is TRIX?

Rate of change of a triple-smoothed EMA.

Is TRIX slow?

Yes; smoothing delays signals.

What limits TRIX backtests?

Small numbers of trades.

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.