EMA Trend Breakout with ADX & ATR Filters
Wider TP/SL with return over 89% for 5 yrs (same as buy & hold) with 20% drawdown (much lower than how TESLA performed originally). Takes care of 2022 crash.
Performance
Performance
1Y
-17.24%
Win Rate
10.0%
Drawdown
-27.9%
Overall (5Y)
Returns
Returns
Historical backtest returns by calendar year. Positive bars grow up, negative bars grow down from the zero line.
Calculator
Returns Calculator
This strategy
$20,446
+$10,446 (+104.5%)
S&P 500
$19,299
+$9,299 (+93.0%)
Based on historical 5-year backtest returns. Past performance does not guarantee future results — this is an illustration, not a forecast.
Summary
Performance Metrics
Win Rate
40%
of 70 closed trades
Sharpe Ratio
1.04
vs 0.94 S&P 500
Max Drawdown
22%
backtest period
Profit Factor
2.03
$2.03 earned per $1 lost
Intelligence
AI Strategy Analysis
Configuration
Strategy Parameters
Timeframe
1h
1h candles
Position Size
100%
per trade
Take Profit
—
dynamic target
Stop Loss
—
per signal
Max Open
1 position
concurrent
Max Drawdown
21.8%
historical peak
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