A library of verified crypto trading strategies with the full metric panel. Copy the Pine, see every number, and auto-run it through Claude, TradingView and BloFin.
The Library
Every strategy ships with its backtest period, win rate, profit factor, and max drawdown, plus an honest caveat on where it struggles. No black boxes.
| Strategy | Type | Market | TF | Dir | Win | Sharpe | Sortino | Calmar | Max DD | CAGR | Trades |
|---|
AI Showcase
Plain English in, a working strategy out, ready for TradingView and your exchange. This is the capability, end to end.
> Build me a momentum-pullback trend strategy for XRP on the 1-hour. Only trade long while price is above the 200-period moving average, so I'm never fighting the larger trend. Enter when the MACD histogram crosses up through zero AND RSI(14) is over 45, so I'm buying real momentum, not a dead-cat bounce. Exit when the histogram rolls back negative or price loses the 50 MA. Size each trade as a fixed % of equity, include commission and slippage, backtest it over 2 years, then load the script onto my TradingView chart so I can set the alerts.
//@version=5
strategy("MACD Trend Pullback", overlay=true)
[m, sig, hist] = ta.macd(close, 12, 26, 9)
trend = ta.sma(close, 200)
if close > trend and ta.crossover(hist, 0) and ta.rsi(close, 14) > 45
strategy.entry("Long", strategy.long)
if hist < 0 or close < ta.sma(close, 50)
strategy.close("Long")
How It Works
No black boxes and nothing to hand over. You copy the strategy, set it up on your own TradingView and exchange, and stay in full control. We never touch your funds or your API keys.
Choose one from the library and copy its Pine Script onto your own TradingView chart.
Set your size, your stops, your alerts. Everything stays in your account, under your control.
Run it on Blofin, Bybit, WeeX or Pionex. You place the trades; we never have access.
Watch how it behaves, study the breakdown, and swap strategies whenever you like.
Pick an exchange and start for free, or join the membership for everything.
Quant Toolbox
Strategies are only half of it. These are the volume-based tools the pros read, and the exact metrics we use to decide whether a strategy is real or just lucky.
Plots how much volume traded at each price instead of over time, revealing the prices where the market actually did business: high-volume nodes (fair value) and low-volume gaps where price moves fast.
The volume-weighted average price, the institutional benchmark. Big algorithms execute around it, so it acts as a magnet and a fair-value line that price keeps returning to.
Reads the balance of aggressive buyers versus sellers and where liquidity is stacked. Density clusters show where stops sit and where price is likely to sweep, reverse, or expand.
The mechanics underneath the chart: the order book, the spread, and how trades actually fill. It is why a strategy that looks great on paper can bleed in practice through slippage and thin liquidity.
How the tools combine into one actual trade: a VWAP reclaim above a high-volume node, with a bid wall holding underneath. Confluence beats any single signal, and it is how the strategies in the library are built.
Quant (quantitative) trading replaces gut feel with rules and numbers. Instead of "this looks like it's going up," a quant writes an exact, testable definition of an edge: when to enter, when to exit, and how much to risk. Every decision becomes a line of code, so it can be measured rather than argued about.
It runs in three steps. First a hypothesis grounded in how markets actually behave, momentum tends to persist, stretched prices tend to revert, and resting liquidity gets defended. Second a backtest: run those exact rules across years of real price data and measure precisely how they would have performed. Third validation, checking the edge still holds on data the rules never saw, so you know it isn't just fitted to the past.
The tools above, volume profile, VWAP, order flow and microstructure, are how a quant reads the market. The numbers below, Sharpe, drawdown, profit factor and the rest, are how they judge whether a strategy is real. A genuine edge clears the whole panel across hundreds of trades, with an economic reason it should work, not one lucky statistic.
The Numbers
No strategy is judged on one number. A real edge clears the whole panel, on enough trades, with a reason it should work.
Return per unit of total risk. Above 1 is solid, above 2 is excellent. The most-cited measure of risk-adjusted performance.
Like Sharpe, but only penalises downside volatility, not the upside. Rewards strategies that stay smooth on the way down.
Annual return divided by max drawdown. Tells you how much pain you endure for the gain. Drawdown-focused.
Gross profit divided by gross loss. Above 1 is profitable; 1.3 to 2.0 is a healthy, sustainable range.
The worst peak-to-trough fall. The number that tells you whether you could actually stomach holding it.
Under roughly 100 trades, results are noise. We want hundreds, across trending, ranging and volatile markets.
Corrects the Sharpe for how many strategies were tried. Separates a genuine finding from the best of a thousand guesses.
Estimates the chance a backtest looks good purely by luck. The honest test of whether an edge survives out of sample.
The most important one: a reason it works (momentum, mean-reversion, liquidity). Curve-fits have none; durable edges do.
Quant Lab
Portfolio-level strategies that trade across whole markets. These run on stocks, indices and gold, not just crypto, and they are real backtests, shown to explore what is possible. No copy button, no promises.
Holds gold only while it trades above its 200-day average, cash otherwise. Rides the trend, sidesteps the corrections.
Real backtest, trend-following has decades of cross-asset evidence. · Mar 2024 - Jun 2026
Each day, rotates into the 2 strongest of four markets by 60-day momentum, only while they are in an uptrend.
Real backtest. Diversifying across assets lifts the risk-adjusted return. · Mar 2024 - Jun 2026
Long the index above its 200-day average, cash below. A simple, robust regime filter on the broad market.
Real backtest. The lowest drawdown here, around 10%. · Mar 2024 - Jun 2026
Rides NVIDIA only while it is above its 200-day average. A big single-name trend, volatility included.
Real backtest. Higher drawdown from single-name concentration. · Mar 2024 - Jun 2026
Real multi-asset backtests over 3 years of market data (Gold, S&P 500, Nasdaq 100, NVIDIA). Trend and momentum systems, shown for what they reveal. Past performance is not a guarantee. The same engine runs on crypto too.
Leaderboard
Every verified strategy, sorted by the metric you care about. Tap any to open its full breakdown.
Get Set Up
Pick an exchange, grab the sign-up bonus, and you are ready to run any strategy in the library yourself. Blofin is open to almost everyone; Pionex has trading bots built in.
Open to almost everyone, fast sign-up, deposit and trading bonuses. The primary exchange for the library.
Sign up on BlofinUp to $30,000 in sign-up bonuses. Deep liquidity and one of the biggest platforms.
Sign up on BybitTrading bots and grid built in, perfect for running automated strategies yourself.
Sign up on PionexFor education only, never a promise of gains. Availability varies by region (US and some countries are restricted).
Membership
Get started free by opening an exchange account, or join the membership for the full library, instant copy access, daily research and the community.
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Full access
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For serious traders
Soon you'll be able to submit your own strategy, store it, and compare it against the library. Once it passes review it gets published for others to copy. You apply with your Pine Script and backtest, and we vet it against clear parameters first. No random code injection.