Title here
Summary here
EMA Crossover with Limit Entry and TP/SL via [[exit]]
This example extends EMA Crossover with Market Entry and TP/SL via [[exit]] with a pending limit entry. It shows the full lifecycle of a pending limit entry: the order is placed, may be filled if price reaches it, and can then be canceled if the strategy requires it, before bracket-style exits are managed.
Because the entry can remain pending or be canceled before execution, this example does not produce exactly the same results as the simpler versions.
# Illustrative example only, do not use for live trading. Public domain (CC0 1.0).
# Backtest configuration
[backtest]
symbol = ["BINANCE:BTCUSDT"]
timeframe = ["D"]
start_date = 2024-01-01
end_date = 2026-01-01
initial_capital = 1000
# 95% keeps position size below 1x to avoid an immediate 1x margin call
# caused by trading fees and the gap between signal and execution price.
default_qty_value = 95
# Rank the tested combinations by Calmar ratio so the best return-over-drawdown
# EMA crossover configurations appear first in the results.
[[objective]]
id = "calmar"
formula = "calmar_ratio"
ascending = false
# Enable detailed trade output in the results.
[logging]
include_trades = true
timestamp_enabled = false
# Fast EMA
[[moving_average]]
id = "fast"
type = "ema"
length.start = 2
length.stop = 50
# Slow EMA
[[moving_average]]
id = "slow"
type = "ema"
length.start = 2
length.stop = 50
# Hyperparameter constraint:
# keep the fast EMA shorter than the slow EMA so only coherent crossover
# combinations are tested.
[constraints]
condition = "fast.length < slow.length"
# Take-profit threshold:
# This percentage range is tested to place the limit exit above the
# average entry price.
[[constant]]
id = "take_profit_pct"
start = 1
stop = 10
# Stop-loss threshold:
# This percentage range is tested to place the protective stop below the
# average entry price.
[[constant]]
id = "stop_loss_pct"
start = 1
stop = 10
# Entry point of the state machine.
# Sequential execution starts here and first jumps to "golden_cross".
[start]
id = "origin"
next_block_id = "golden_cross"
# Wait for the fast EMA to cross above the slow EMA.
# Once validated, execution moves to the limit entry block.
[[crossover]]
id = "golden_cross"
reference = "fast"
comparison = "slow"
next_block_id = "place_limit_entry"
# Place a long limit entry on order "main".
# Using "close" keeps the rule simple while still creating
# a genuine pending limit order.
[[entry]]
id = "place_limit_entry"
order_id = "main"
direction = "long"
limit = "close"
next_block_id = "wait_entry_fill"
# While entry is pending, either wait for the fill or invalidate the setup.
[[or]]
id = "wait_entry_fill"
conditions = ["entry_filled", "entry_invalidated"]
next_block_id = "wait_entry_fill_route"
# Entry fill detection: once at least one trade is open,
# place the TP/SL exit orders.
[[condition]]
id = "entry_filled"
condition = "opentrades > 0"
# If the bullish setup fails before the limit fill, cancel the pending entry.
[[crossunder]]
id = "entry_invalidated"
reference = "fast"
comparison = "slow"
[[if]]
id = "wait_entry_fill_route"
condition = "opentrades > 0"
then_block_id = "set_exits"
else_block_id = "cancel_entry"
# Cancel the pending long limit entry and restart the signal wait loop.
[[cancel]]
id = "cancel_entry"
order_id = "main"
next_block_id = "golden_cross"
# Place TP/SL exit orders for the filled position.
# TP is a limit order and SL is a stop order.
[[exit]]
id = "set_exits"
order_id = "main_exit"
from_entry = "main"
limit = "position_avg_price * (1 + take_profit_pct / 100)"
stop = "position_avg_price * (1 - stop_loss_pct / 100)"
next_block_id = "monitor_exits"
# Monitor exits on each candle:
# 1) TP/SL fill (position is closed)
# 2) Technical close on death cross
[[or]]
id = "monitor_exits"
conditions = ["position_closed", "death_cross"]
next_block_id = "monitor_exits_route"
# Exit fill detection: once no open trade remains,
# restart the bullish crossover wait state.
[[condition]]
id = "position_closed"
condition = "opentrades == 0"
# Technical exit: if fast EMA crosses back below slow EMA, close immediately.
[[crossunder]]
id = "death_cross"
reference = "fast"
comparison = "slow"
[[if]]
id = "monitor_exits_route"
condition = "opentrades == 0"
then_block_id = "golden_cross"
else_block_id = "close_position"
# Close the position on order "main" and return directly
# to the next bullish crossover wait state.
[[close]]
id = "close_position"
order_id = "main"
next_block_id = "golden_cross"Console output
[info]
[info] ================================================================
[info] Whale Engine 1.0.1044
[info] Backtesting & Strategy Optimization Software
[info] (c) 2025 Almageste - https://Whale-E.com
[info] ================================================================
[info] Strategy : C:\Whale-E_Project\dragon\doc\examples\crossover-tp-sl-limit-entry.toml
[info] Using 31 threads for parallel computation.
[info] Using database cache directory: C:\Users\Tony\AppData\Local\Almageste\Whale-E
[info] Detected 1 grid in the strategy.
[info] Analyzing hyperparameter grids.
[info] Grid 1/1 has 117 600 valid combinations out of 240 100 total combinations.
[info] Hyperparameter grid analysis completed in 6 ms.
[info] Starting exploration of 1 grid.
[info] [Run 1/1] Grid 1 BINANCE:BTCUSDT (D): Price series ready.
[info] [Run 1/1] Grid 1 BINANCE:BTCUSDT (D): Exploring 117 600 valid combinations.
[info] [Run 1/1] Grid 1 BINANCE:BTCUSDT (D): Completed in 318 ms with 117 600 backtests, 1 333 500 positions, and 270.7M candles/s.
[info] Completed 117 600 backtests in total.
[info]
[info] +======================================================================+
[info] | OBJECTIVE RANKING |
[info] | Name: calmar |
[info] | Sort order: descending |
[info] +======================================================================+
[info]
[info] ========================================================================
[info] Result 1 | score 8.025067728612 | G1C123589 | BINANCE:BTCUSDT | D
[info] ========================================================================
[info]
[info] Backtest Settings
[info] --------------------------------------------------------------
[info] Strategy | crossover-tp-sl-limit-entry
[info] Timezone | UTC
[info] Price history start date |
[info] Backtest start | 2024-01-01 00:00:00
[info] Backtest end | 2026-01-01 23:59:59
[info] Initial capital | 1000.00 USDT
[info] Quantity type | percent_of_equity
[info] Default quantity value | 95.00 %
[info] Long size multiplier | x1.00
[info] Short size multiplier | x1.00
[info] Pyramiding | 1
[info] Long margin | 100.00 %
[info] Short margin | 100.00 %
[info] Process orders on close | No
[info] Bar Magnifier | No
[info] Close open position at end | Yes
[info] Close entries rule | fifo
[info] Backtest fill limits assumption | 0
[info] Automatic slippage | No
[info] Automatic slippage ratio | 0.000000
[info] Slippage | 0
[info] Commission type | percent
[info] Commission value | 0.100000 %
[info] --------------------------------------------------------------
[info]
[info] Hyperparameters
[info] ----------------------------------
[info] fast.length | 13
[info] slow.length | 25
[info] stop_loss_pct | 2.000000000000
[info] take_profit_pct | 6.000000000000
[info] ----------------------------------
[info]
[info] Overview
[info] -------------------------------------------------------------------------------
[info] Total P&L | Max equity drawdown | Trades | Profitable trades | Profit factor
[info] -------------------------------------------------------------------------------
[info] 440.29 USDT | 33.81 USDT | 11 | 72.73 % | 6.584
[info] 44.03 % | 2.49 % | | 8/11 |
[info] -------------------------------------------------------------------------------
[info]
[info] Performance
[info] -------------------------------------------------------------
[info] Metric | All | Long | Short
[info] -------------------------------------------------------------
[info] Open P&L | 0.00 USDT | |
[info] | 0.00 % | |
[info] -------------------------------------------------------------
[info] Net profit | 440.29 USDT | 440.29 USDT | 0.00 USDT
[info] | 44.03 % | 44.03 % | 0.00 %
[info] -------------------------------------------------------------
[info] Gross profit | 519.13 USDT | 519.13 USDT | 0.00 USDT
[info] | 51.91 % | 51.91 % | 0.00 %
[info] -------------------------------------------------------------
[info] Gross loss | 78.85 USDT | 78.85 USDT | 0.00 USDT
[info] | 7.88 % | 7.88 % | 0.00 %
[info] -------------------------------------------------------------
[info] Commission paid | 25.56 USDT | 25.56 USDT | 0.00 USDT
[info] -------------------------------------------------------------
[info] Buy & hold return | 1010.86 USDT | |
[info] | 101.09 % | |
[info] -------------------------------------------------------------
[info] Max equity run-up | 442.61 USDT | |
[info] | 30.70 % | |
[info] -------------------------------------------------------------
[info] Max equity drawdown | 33.81 USDT | |
[info] | 2.49 % | |
[info] -------------------------------------------------------------
[info]
[info] Trade Analysis
[info] --------------------------------------------------------------------
[info] Metric | All | Long | Short
[info] --------------------------------------------------------------------
[info] Total trades | 11 | 11 | 0
[info] --------------------------------------------------------------------
[info] Total open trades | 0 | |
[info] --------------------------------------------------------------------
[info] Winning trades | 8 | 8 | 0
[info] --------------------------------------------------------------------
[info] Losing trades | 3 | 3 | 0
[info] --------------------------------------------------------------------
[info] Percent profitable | 72.73 % | 72.73 % | 0.00 %
[info] --------------------------------------------------------------------
[info] Avg P&L | 40.03 USDT | 40.03 USDT | 0.00 USDT
[info] | 3.61 % | 3.61 % | 0.00 %
[info] --------------------------------------------------------------------
[info] Avg winning trade | 64.89 USDT | 64.89 USDT | 0.00 USDT
[info] | 5.79 % | 5.79 % | 0.00 %
[info] --------------------------------------------------------------------
[info] Avg losing trade | 26.28 USDT | 26.28 USDT | 0.00 USDT
[info] | 2.20 % | 2.20 % | 0.00 %
[info] --------------------------------------------------------------------
[info] Largest winning trade | 75.04 USDT | 75.04 USDT | 0.00 USDT
[info] --------------------------------------------------------------------
[info] Largest winning trade percent | 5.79 % | 5.79 % | 0.00 %
[info] --------------------------------------------------------------------
[info] Largest losing trade | 29.07 USDT | 29.07 USDT | 0.00 USDT
[info] --------------------------------------------------------------------
[info] Largest losing trade percent | 2.20 % | 2.20 % | 0.00 %
[info] --------------------------------------------------------------------
[info]
[info] Risk and Performance Ratios
[info] -------------------------------------------
[info] Metric | All | Long | Short
[info] -------------------------------------------
[info] Sharpe ratio | 1.824 | |
[info] -------------------------------------------
[info] Sortino ratio | 3.782 | |
[info] -------------------------------------------
[info] Calmar ratio | 8.025 | |
[info] -------------------------------------------
[info] Profit factor | 6.584 | |
[info] -------------------------------------------
[info] Market Exposure | 7.79 % | 7.79 % | 0.00 %
[info] -------------------------------------------
[info] Margin call | 0 | 0 | 0
[info] -------------------------------------------
[info]
[info] Trade List
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] Trade # | Type | Date | Signal | Price | Qty | P&L | Run-up | Drawdown | Cumulative P&L
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 11 Long | Exit | 2025-10-06 00:00:00 | main_exit | 125710.69 USDT | 1372.76 USDT | 75.04 USDT | 76.41 USDT | -4.74 USDT | 440.29 USDT
[info] | | | | | | 5.79 % | 5.89 % | -0.37 % | 44.03 %
[info] | Entry | 2025-10-02 00:00:00 | main | 118594.99 USDT | 1295.06 USDT | | | |
[info] | | | | | 0.01092 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 10 Long | Exit | 2025-09-22 00:00:00 | main_exit | 113599.92 USDT | 1296.18 USDT | -29.07 USDT | 21.29 USDT | -27.78 USDT | 365.25 USDT
[info] | | | | | | -2.20 % | 1.61 % | -2.10 % | 36.52 %
[info] | Entry | 2025-09-14 00:00:00 | main | 115918.29 USDT | 1322.63 USDT | | | |
[info] | | | | | 0.01141 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 9 Long | Exit | 2025-07-10 00:00:00 | main_exit | 113363.89 USDT | 1328.62 USDT | 72.62 USDT | 73.95 USDT | -22.90 USDT | 394.32 USDT
[info] | | | | | | 5.79 % | 5.89 % | -1.83 % | 39.43 %
[info] | Entry | 2025-06-27 00:00:00 | main | 106947.06 USDT | 1253.42 USDT | | | |
[info] | | | | | 0.01172 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 8 Long | Exit | 2025-04-22 00:00:00 | main_exit | 90181.62 USDT | 1259.84 USDT | 68.86 USDT | 70.12 USDT | -16.94 USDT | 321.70 USDT
[info] | | | | | | 5.79 % | 5.89 % | -1.42 % | 32.17 %
[info] | Entry | 2025-04-20 00:00:00 | main | 85077.00 USDT | 1188.53 USDT | | | |
[info] | | | | | 0.01397 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 7 Long | Exit | 2025-01-19 00:00:00 | main_exit | 105986.54 USDT | 1194.47 USDT | 65.29 USDT | 66.48 USDT | -1.54 USDT | 252.83 USDT
[info] | | | | | | 5.79 % | 5.89 % | -0.14 % | 25.28 %
[info] | Entry | 2025-01-17 00:00:00 | main | 99987.30 USDT | 1126.86 USDT | | | |
[info] | | | | | 0.01127 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 6 Long | Exit | 2025-01-07 00:00:00 | main_exit | 96396.33 USDT | 1127.84 USDT | -25.30 USDT | 49.87 USDT | -24.17 USDT | 187.54 USDT
[info] | | | | | | -2.20 % | 4.33 % | -2.10 % | 18.75 %
[info] | Entry | 2025-01-06 00:00:00 | main | 98363.61 USDT | 1150.85 USDT | | | |
[info] | | | | | 0.01170 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 5 Long | Exit | 2024-09-26 00:00:00 | main_exit | 65465.58 USDT | 1156.12 USDT | 63.19 USDT | 64.35 USDT | -4.71 USDT | 212.84 USDT
[info] | | | | | | 5.79 % | 5.89 % | -0.43 % | 21.28 %
[info] | Entry | 2024-09-19 00:00:00 | main | 61759.98 USDT | 1090.68 USDT | | | |
[info] | | | | | 0.01766 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 4 Long | Exit | 2024-08-26 00:00:00 | main_exit | 62873.86 USDT | 1091.49 USDT | -24.48 USDT | 13.52 USDT | -23.39 USDT | 149.65 USDT
[info] | | | | | | -2.20 % | 1.21 % | -2.10 % | 14.96 %
[info] | Entry | 2024-08-25 00:00:00 | main | 64157.01 USDT | 1113.77 USDT | | | |
[info] | | | | | 0.01736 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 3 Long | Exit | 2024-07-21 00:00:00 | main_exit | 67827.20 USDT | 1119.15 USDT | 61.17 USDT | 62.29 USDT | -12.40 USDT | 174.13 USDT
[info] | | | | | | 5.79 % | 5.89 % | -1.17 % | 17.41 %
[info] | Entry | 2024-07-19 00:00:00 | main | 63987.92 USDT | 1055.80 USDT | | | |
[info] | | | | | 0.01650 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 2 Long | Exit | 2024-05-20 00:00:00 | main_exit | 71045.44 USDT | 1060.71 USDT | 57.98 USDT | 59.04 USDT | -18.42 USDT | 112.95 USDT
[info] | | | | | | 5.79 % | 5.89 % | -1.84 % | 11.30 %
[info] | Entry | 2024-05-18 00:00:00 | main | 67024.00 USDT | 1000.67 USDT | | | |
[info] | | | | | 0.01493 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------
[info] 1 Long | Exit | 2024-02-08 00:00:00 | main_exit | 45591.76 USDT | 1005.75 USDT | 54.98 USDT | 55.98 USDT | -18.36 USDT | 54.98 USDT
[info] | | | | | | 5.79 % | 5.89 % | -1.93 % | 5.50 %
[info] | Entry | 2024-02-04 00:00:00 | main | 43011.09 USDT | 948.82 USDT | | | |
[info] | | | | | 0.02206 | | | |
[info] --------------------------------------------------------------------------------------------------------------------------------------------