Backtest 011 - 200 EMA (1h) and Bollinger Bands ±2σ (-2σ) - inv.jp

backtest

Backtest 011 – 200 EMA (1h) and Bollinger Bands ±2σ (-2σ)

Page Creation Date: 2024.12.20
Last Updated: 2024.12.20

Backtest 011: 200 EMA (1h) and Bollinger Bands ±2σ (-2σ)

Environment:
・Interaction occurs outside the 1-hour 200 EMA and the Bollinger Bands at ±2σ or -2σ.

Entry: Enter in the direction of the 200 EMA slope when price touches the 200 EMA. If EMA is moving parallel, enter in the direction of the BB middle line.
Exit: Cut at the break of the most recent 15-min support line (trailing stop).
Stop Loss: -20 pips / Move the stop loss line to break-even after advancing 20 pips.

・The dates and times of the backtesting results are GMT+2.

Note:
・Do not exit until the entry point advances 20 pips.

Example: 2024.04.25 16:00 (GMT+2)

Results

Notes:

EUR/USD:
・Usability: NO.
・Profit Factor (PF): 1.79
Gained: 968.5 pips, Lost: 540 pips, Break-even trades: 13.63% (9/66)、（*2023.12 – 2024.12, approximately 1 year）
・Win rate: 45.45% (30/66)
・Trading opportunities: 5.5 times/month。min.: 3 time/month (2024.8) max.: 9 times/month (2024.4)
・Maximum drawdown: 8 times (-80 pips、2024.08.28 – 2024.09.25, up to 4 consecutive stop losses)