MA Crossover
“the speedboat and the tanker” · tested on real Pepperstone data across 7 pairs · NEEDS WORK
Verdict
Loses after costs as configured. Candidate for re-tuning or benching.
Best run · USDJPY H1
-13.6%
return
33%
win rate
0.95
profit factor
20.8%
max drawdown
1909
trades
-0.31
sharpe
Worst run · GBPUSD H1 -52.3%
All 14 runs
| pair / tf | return | win% | PF | max DD | sharpe | trades |
|---|---|---|---|---|---|---|
| USDJPY H1 | -13.6% | 33% | 0.95 | 20.8% | -0.31 | 1909 |
| USDJPY H4 | -13.8% | 32% | 0.94 | 18.3% | -0.43 | 814 |
| NZDUSD H4 | -19.6% | 31% | 0.90 | 26.9% | -0.74 | 790 |
| USDCHF H4 | -20.8% | 31% | 0.90 | 23.4% | -0.73 | 856 |
| AUDUSD H4 | -23.9% | 31% | 0.88 | 32.7% | -0.83 | 817 |
| USDCAD H1 | -29.0% | 33% | 0.89 | 37.1% | -0.77 | 1759 |
| USDCHF H1 | -31.4% | 31% | 0.87 | 34.1% | -0.96 | 1771 |
| GBPUSD H4 | -34.0% | 31% | 0.90 | 37.6% | -0.73 | 889 |
| AUDUSD H1 | -39.1% | 30% | 0.84 | 41.7% | -1.16 | 1903 |
| EURUSD H4 | -44.2% | 29% | 0.82 | 44.9% | -1.34 | 876 |
| USDCAD H4 | -47.6% | 30% | 0.82 | 52.2% | -1.38 | 831 |
| EURUSD H1 | -49.2% | 30% | 0.82 | 49.4% | -1.33 | 1802 |
| NZDUSD H1 | -49.8% | 31% | 0.80 | 51.9% | -1.57 | 1994 |
| GBPUSD H1 | -52.3% | 30% | 0.85 | 53.5% | -1.09 | 1786 |