MACD crossover backtest on real data
MACD (12, 26, 9) signal-line crosses, filtered by the 200 EMA so the test only trades with the trend. Stop 1.5 ATR, target 2R.
499trades
36%win rate
1.08profit factor
+0.05Raverage trade
-16.9%max drawdown
+24.6%return at 1% risk
EUR/USD · 4-hour candles · 2016-11-09 to 2026-11-09 · Dukascopy data · equity in %, 1% risk per trade
Roughly break-even after costs. The rules alone do not show a clear edge here; filters or discretion would have to add it.
The exact rules tested
Buy when MACD crosses above the signal line and price is above the 200 EMA. Sell when MACD crosses below the signal line and price is below the 200 EMA. Stop at 1.5x ATR. Target 2R.
How WickCheck reads these rules:
- Long: MACD ↗ signal
- Long: Close > EMA(200)
- Short: MACD ↘ signal
- Short: Close < EMA(200)
- Stop: 1.5×ATR(14)
- Target: 2R
Run this backtest yourself
Run it yourselfSame rules, same data. Change any word, pick another market or timeframe, and see the result in seconds. No code.
Same rules on 7 markets
| Market | Trades | Win rate | Profit factor | Avg trade | Max DD | Return | Period |
|---|---|---|---|---|---|---|---|
| EUR/USD | 499 | 36% | 1.08 | +0.05R | -16.9% | +24.6% | 2016-11 – 2026-11 |
| GBP/USD | 501 | 33% | 0.94 | -0.04R | -23.5% | -23.5% | 2016-11 – 2026-11 |
| XAU/USD · Gold | 497 | 38% | 1.16 | +0.10R | -26.7% | +59.5% | 2016-11 – 2026-11 |
| ES · S&P 500 | 490 | 36% | 1.05 | +0.04R | -23.0% | +12.8% | 2016-11 – 2026-11 |
| BTC/USD | 531 | 36% | 1.08 | +0.05R | -34.7% | +24.2% | 2017-05 – 2026-11 |
| SPY · S&P 500 ETF | 39 | 33% | 0.89 | -0.08R | -8.2% | -3.6% | 2024-11 – 2026-11 |
| TSLA · Tesla | 44 | 25% | 0.64 | -0.28R | -17.9% | -12.0% | 2024-11 – 2026-11 |
Click a market to open that exact test in WickCheck.
Year by year (EUR/USD)
| Year | Trades | Win rate | Result |
|---|---|---|---|
| 2016 | 9 | 22% | -3.1R |
| 2017 | 47 | 45% | +15.4R |
| 2018 | 54 | 31% | -3.9R |
| 2019 | 49 | 31% | -5.3R |
| 2020 | 43 | 42% | +10.2R |
| 2021 | 53 | 34% | -0.3R |
| 2022 | 48 | 42% | +11.1R |
| 2023 | 50 | 38% | +6.0R |
| 2024 | 52 | 35% | +0.7R |
| 2025 | 47 | 30% | -6.3R |
| 2026 | 47 | 36% | +2.8R |
How this test was run
- Real historical candles from Dukascopy, 4-hour timeframe, 2016-11-09 to 2026-11-09.
- Signals only on closed candles, so a candle never uses information from its own future.
- Spread and commission included, at typical levels for each market.
- 1% of the account risked per trade. When stop and target both fall inside the same candle, 1-minute data decides which came first (where available).
- Results refresh automatically as new candles come in. Last updated 2026-11-09.
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