Backtest 012 - 200 EMA (4h) and Bollinger Bands ±2σ (-2σ) - inv.jp

backtest

Backtest 012 – 200 EMA (4h) and Bollinger Bands ±2σ (-2σ)

Page Creation Date: 2024.12.20
Last Updated: 2024.12.20

Backtest 012: 200 EMA (4h) and Bollinger Bands ±2σ (-2σ)

Environment:
・Interaction occurs outside the 4-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 1-hour 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: 2023.03.01 15:00 (GMT+2)

Results

Notes:

EUR/USD:
・Usability: NO.
・Profit Factor (PF): 2.37
Gained: 1237.4 pips, Lost: 520 pips, Break-even trades: 11.11% (6/54)、（*2021.5 – 2024.12, approximately 3 years and 8 months）
・Win rate: 40.74% (22/54)
・Trading opportunities: 0.96 times/month。min.: 0 time/month (2024.8 etc) max.: 4 times/month (2024.5)
・Maximum drawdown: 7 times (-140 pips、2021.10.28 – 2022.05.23, up to 7 consecutive stop losses)