Moving Average Price Crossover System: Market Index (ES)
Trade Entry/Exit Rules
No Stop Used
No Limit (target) Used
New Close Above Moving Average
New Close Below Moving Average
LONG Entry Results: Swing Trade (shorter term)
|Trading Session Time
||930EST to 1610EST
||Swing Trade (shorter term)
|Moving Average Type
|Moving Average Length
|Net Profit ($)
|Gross Profit ($)
|Gross Loss ($)
||$80.25 Per Trade
Trading Strategy Analysis
This application shows much more promise than some of the others analyzed using the Moving Average Price Crossover strategy. A few metrics stick out as positives. First, there are a larger number of trades. Second, the profit factor is good enough. Third, the average gain per trade is better. The only issue on a first pass with this strategy is that the Maximum Drawdown is still fairly large. It should be noted however, that it is still better than the Buy & Hold version of this strategy – meaning this setup outperforms the market.
Of all the combinations examined using this strategy – the Shorter Term Swing Trade (market index: ES) is the best case.
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