WJ Strategy B: backtest results after fees, and how the rule works

WJ Strategy B at a glance

Kind of rule	A gauge with a line (momentum oscillator)
Buys or sells	It only buys. It does not bet on falling prices.
Built on	Bollinger Bands, RSI, SMA
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	64 cells: 13 coins on 5 chart speeds (15m, 30m, 1h, 4h, 1D), October 2021 to June 2026
Fee in the test	0.12 percent per side, buys only
Middle result after fees, every cell	−12.1%
Cells above zero	29 of 64
Cells that cleared the quality check	0 of 64
Middle drawdown, every cell	14.4%
Page updated	2026-11-08

WJ Strategy B backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

Each bar is the middle result for that coin, across its chart speeds. The black line is zero.

Each dot is one cell, lined up by chart speed. Dots to the right of the black line finished above zero. The orange line is the middle.

How WJ Strategy B works

Rules in this group usually work like this. It reads a gauge such as RSI, a number that swings between low and high, and it acts when that gauge crosses a line the author chose. Those lines are the rule. Move the lines and the result can change. The next paragraph is this particular rule, which can be narrower than the group.

It only buys. It does not bet on falling prices. It acts only when several checks agree at once. It leans on BB, RSI, SMA; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list.

Each trade uses a fixed 100000 of the quote coin. It can stack up to 20 trades in the same direction.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

Enters long when monitoring and ((score Bollinger + score ma) + score RSI) is below 3 and not (((score Bollinger + score ma) + score RSI) is above the previous ((score Bollinger + score ma) + score RSI)) and ((days maintained + 1) + 1) is at or above 점수 하강 유지 기간(일) (2) and the close is at or above the 10-period SMA of the close.
Closes the position on the author's exit signal.

Buys or sells	It only buys. It does not bet on falling prices.
Tools it calculates	Bollinger Bands, RSI, SMA
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It can stack up to 20 trades in the same direction.
How much it trades	Each trade uses a fixed 100000 of the quote coin.
Cost the author assumed	The author assumed no trading cost.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
entry amount	100000
BB 길이	40
BB 표준편차	2
MA 1 (0.5점)	120
MA 2 (1.0점)	240
MA 3 (1.5점)	400
RSI 길이	14
점수 하강 유지 기간(일)	2
진입 기준 이평선(일)	10
시작 연도	2024
시작 월	1
시작 일	1

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

This is the second pass. A fee of 0.12 percent per side is taken on the buy and again on the sell. Only buys are counted. If the rule also bets on falling prices, those trades are not in these numbers.

After fees, 29 of 64 cells finished above zero (45.3%). The median of every cell was −12.1%.

0 of the cells cleared a quality check: at least 50 trades, gains that are not one lucky trade, and a drawdown that is real without taking the whole account.

Finished above zero by chart speed: 15-minute chart, 15m 7 of 13; daily chart, 1D 3 of 12; hourly chart, 1h 7 of 13; 30-minute chart, 30m 7 of 13; 4-hour chart, 4h 5 of 13.

Before fees, it sat 3rd on a list sorted by average Calmar. That list charges no fee.

Cells tried after the fee	64
Finished above zero	29 (45.3%)
Middle result, the median of every cell	−12.1%
Middle drawdown, every cell	14.4%
Cells that cleared the quality check	0
Middle result, over the cells above zero	+106.7%
Extra, Calmar on the rows above zero. Result divided by the deepest fall	0.00
Extra, Sharpe on the rows above zero. Result divided by how bumpy the path was	0.08
Middle drawdown, the rows above zero	0.0%
Deepest fall, the rows above zero	5.8%
Middle number of trades, the rows above zero	20

Label: backtest · old prices, buys only, a fee of 0.12 percent per side, every cell · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell is the result of the rule. The author's settings were not changed to help any coin. The weakest and the strongest cells are not a result on their own.

What the number leaves out

The table also shows +106.7%, taken only over the cells that finished above zero. Cells that finished down are left out of that figure, which is why it stands away from the median of every cell. It describes those rows only.

The middle cell closed only 20 trades. With so few trades, the size of the median moves when the years change. How many cells finished above zero is the more settled fact.

0 of 64 cells cleared a quality check: at least 50 trades, a profit factor that is not one lucky trade, and a drawdown that is real without taking the whole account. Profit factor means the gains divided by the losses. Clearing the check describes this sample. It says nothing about the next set of years.

The count above is also split by chart speed. A speed that finished higher, in these years, is one slice of the same rule. It is not a separate strategy.

A place on the no-fee list is not the result after fees. The middle number above is the one after fees.

What this does not show

The useful question is what happens if the author's lines are moved a little. If the result changes a lot, the result is the lines.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about WJ Strategy B

What is WJ Strategy B?

WJ Strategy B is a momentum oscillator trading strategy published on TradingView as a Pine Script. In plain terms it is a rule of the kind this site calls a gauge with a line. It only buys. It does not bet on falling prices. It is built on Bollinger Bands, RSI, SMA. This page reads the rules from the code and reports what they did on old crypto prices.

How does WJ Strategy B work?

Is WJ Strategy B profitable in a backtest?

In this backtest, more cells lost than gained. After a fee of 0.12 percent per side, 29 of 64 cells finished above zero and the median of every cell was −12.1%. A backtest is a replay on old prices, so it describes these coins and these years, not a future result.

What was the drawdown of WJ Strategy B?

The median drawdown across every cell was 14.4%, and the deepest fall in any cell was 78.9%. Drawdown is the deepest fall from a high point along the way, as a percent of the account at that high.

Which timeframe suited WJ Strategy B?

Counted by cells above zero: 15-minute (15m) 7 of 13; 30-minute (30m) 7 of 13; hourly (1h) 7 of 13; 4-hour (4h) 5 of 13; daily (1D) 3 of 12. The hourly chart had the largest share above zero in these years. A chart speed that did better here is one slice of the same rule, not a separate strategy.

Where can I find the WJ Strategy B script?

It is published on TradingView by its author. Search TradingView for the title to find the original script. This page is an independent reading and is not affiliated with the author.

What does backtest mean on this page?

Backtest means the rule was replayed on old prices from Bybit. No real money moved. Every number on this page carries that label, and old prices do not promise anything about new ones.

Words used on this page

Backtest: The rule was tried on old prices. No real money moved.
Cell: One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.
Chart speed: How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.
Fee, per side: A cost taken each time the rule trades. Per side means once on the way in and once on the way out.
Median: Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.
Drawdown: The deepest fall from a high point along the way, as a percent of the account at that high.
Above zero: The account finished with more than it started.

The indicators WJ Strategy B uses

Each has its own page: what it measures, how it is read, where it misleads.

"WJ Strategy B" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.

WJ Strategy B