Trend following
EMA(10,20)交叉
TRADING LOGIC
How it trades
The strategy goes long when EMA(10) crosses above EMA(20) and short when it crosses below. Orders execute at the next bar's open, and each opposite crossover reverses the existing position.
A fixed 10/20 EMA reversal strategy with no stop loss.
XAUUSD · 4H · 2024
Net return250%
Net returnUS$249,943
Buy and hold255%
Excess return-5%
Max drawdown-18%
Profit factor1.84
Win rate33%
Sharpe1.25
CAGR61%
Trades160
Strategy versus market
Jan. 1, 2024 — Aug. 21, 2026
Net returnGross strategyBuy and hold
Starting capital: $100000Net results include the published cost model.
REAL COSTS
Commission and slippage assumptions
These fixed, market-specific assumptions are applied automatically and cannot be changed by users. Net results and rankings are shown after costs.
CommissionUS$0.00 (included through the spread assumption)
Spread / slippage0.3 price units per round trip
Estimated round-trip costUS$30.00 per completed trade
Total costs in this backtestUS$4,800.00
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.