WickCheck / Trading school / Backtests / EMA crossover (9/21)

EMA crossover (9/21) backtest on real data

A fast 9/21 EMA crossover, only in the direction of the 200 EMA. Stop 1.5 ATR, target 2R.

1259trades
34%win rate
0.95profit factor
-0.04Raverage trade
-51.3%max drawdown
-44.8%return at 1% risk
-40%-20%0%
EUR/USD · 1-hour candles · 2016-11-09 to 2026-11-09 · Dukascopy data · equity in %, 1% risk per trade

On this data the rules lost money after costs. That is useful to know before you trade them.

The exact rules tested

Buy when the 9 EMA crosses above the 21 EMA and price is above the 200 EMA. Sell when the 9 EMA crosses below the 21 EMA and price is below the 200 EMA. Stop at 1.5x ATR. Target 2R.

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Same rules on 5 markets

MarketTradesWin rateProfit factorAvg tradeMax DDReturnPeriod
EUR/USD125934%0.95-0.04R-51.3%-44.8%2016-11 – 2026-11
GBP/USD129233%0.93-0.05R-69.1%-53.5%2016-11 – 2026-11
XAU/USD · Gold119935%0.95-0.03R-63.4%-39.7%2016-11 – 2026-11
NQ · Nasdaq 100106936%1.12+0.08R-25.5%+99.2%2016-11 – 2026-11
BTC/USD140238%1.03+0.02R-42.1%+11.1%2017-05 – 2026-11

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Year by year (EUR/USD)

YearTradesWin rateResult
20162438%+2.1R
201712131%-12.4R
201811536%+3.9R
201912929%-25.2R
202011235%+0.6R
202113242%+26.8R
202213224%-39.8R
202311837%+9.1R
202413937%+10.6R
202512032%-11.1R
202611732%-11.3R

How this test was run

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