Trend

EMA 20 50 Crossover

Buys when the 20-bar exponential moving average crosses above the 50-bar and sells when it crosses back below.

Score
Total score mean of real and resampled 59 / 100
Real data 58 / 100
Resampled data 60 / 100
Overall rank top 14% 7 of 52
Rank in trend top 25% 7 of 28
Score by metric
Beats Hold real 55 · resampled 72 64 / 100
Risk Adjusted real 57 · resampled 54 55 / 100
Profitability real 72 · resampled 66 69 / 100
Win Rate real 25 · resampled 24 24 / 100
Fee Efficiency real 75 · resampled 76 75 / 100

The Strategy Example

  1. Compute two exponential moving averages of the close: a fast one over 20 bars and a slow one over 50.
  2. Buy when the fast EMA crosses above the slow one — recent closes are pulling the short average up through the longer trend.
  3. Sell when it crosses back below. Unlike a simple average, an EMA never drops an old close outright; it fades it, so the line turns sooner and moves more smoothly through a choppy stretch.

Details

One run, cut two ways: which dataset it was measured on, and what of it you are reading — every trade as it happened, where the run ended, or the five scores it earned.