13/26 EMA crosslong

Backtest-Ergebnisse @ EURUSD • 1 Hour

The backtest shows some interesting mathematical patterns, but I see several red flags that need attention. First thing I notice is the Win Rate of 31% - this looks terrible at first, but when we consider the Risk/Reward ratio of 2.68 and average win size of 0.54% versus average loss of -0.20%, the strategy actually makes mathematical sense.

The most concerning metric is the maximum losing streak of 18 trades. This would require very strict risk management and psychological strength to endure. Even though the strategy has positive expectancy of 0.1 and good win rate leeway of 30.73%, the negative Sharpe (-0.80) and Sortino (-0.85) ratios indicate suboptimal risk-adjusted returns. The market exposure of 53.3% is quite reasonable for this type of strategy.

I would suggest to implement additional filters to improve entry precision. Maybe adding RSI or other momentum indicators could help reduce the false signals. The strategy underperforms buy & hold (4.0% vs 7.5%), which is not optimal for the amount of trades it generates. But the lower drawdown (-7.6% vs -9.0%) shows it has some merit in risk management perspective. Overall, I would classify this as mathematically viable but needs optimization before real trading.

Yo fam, let me break down this EMA cross strategy on EURUSD! 🚀

The strategy's showing some interesting potential with that 4% profit, but TBH the buy & hold did better at 7.5%. What's got me hyped though is that risk/reward ratio of 2.68 - when we win, we win BIG! 💪 The win rate's only 31%, but check this out - we only needed 27.2% to break even, so we're actually crushing it on that front. That's what I call living on the edge and making it work! 🎯

The drawdown's not too scary at -7.6%, which is actually better than the market's -9%. But that 18-trade losing streak... oof, that would test anyone's diamond hands! 💎🙌 The strategy's pretty active with about 17 trades per month, which means plenty of action but not too crazy on the commissions. Looking at those monthly returns, it's been steadily climbing - that 6-month performance of 8.5% is pretty sweet!

This is giving me some serious "slow and steady wins the race" vibes. Not quite YOLO material, but definitely something I might throw some Wendy's paychecks at. Just gotta have the stomach for those losing streaks! 🍔💵

Madre mía, this strategy is like watching paint dry, but somehow even more disappointing!

The win rate of 31% is pathetically low, even though technically it's above the minimal required 27.2%. Yes, the Risk/Reward ratio of 2.68 makes it mathematically viable, but just barely. It's like trying to cross a bridge made of dental floss - technically possible, but why would you want to?

The most alarming thing is that 18-trade losing streak. Dios mío! This would destroy most traders psychologically before they ever get to see any profit. And that -7.6% drawdown? Not terrible in isolation, but combined with the other metrics, it's like adding insult to injury.

The performance is mediocre at best - 4% net profit over 19.5 months when buy & hold gave 7.5%? This is embarassing, amigo. You're essentially paying commission and spending time to underperform the market. The negative Sharpe and Sortino ratios are just screaming "stay away" in your face.

Look, if you want to waste your time with this strategy, that's your choice. But don't come crying to me when your account bleeds slowly to death from a thousand paper cuts of small losses. There are better ways to trade EMA crosses, if you must use them at all.