GBPUSD 1D × sma cross Backtest

TL;DR

First establish a baseline with fixed fees/slippage. If equity is stable, fine-tune gradually.

Overview

This page documents a reproducible backtest for GBPUSD / 1D / sma cross. We publish conditions, steps, and caveats so anyone can reproduce the same results. Prone to sharp moves on macro surprises. Manage position size conservatively.

Strategy & Market Fit

Classic trend-following using simple moving-average crossovers.

Works well in: one-directional trends / post-news momentum
Degrades in: thin liquidity hours / heavy congestion near key levels

Notes from the operator

Early London tends to improve signal reliability, while Tokyo noon often adds noise. Validate with your own data.

Reproduction Steps

Copy the JSON below
Fix period, fees, and slippage
Run → record Trades / PF / MaxDD / Win%
If promising, tweak one parameter at a time

Reproduction JSON

```json {"pair":"GBPUSD","tf":"1d","strategy":"sma_cross","version":1} ```

Suggested starting setup

Lookback: last 2–3 years (include regime changes)
Fees/Slippage: slightly conservative (realistic)
Fast/Slow: 5/20 or 20/50
Filters: ADX>20 or session filter

Failure patterns & mitigations

Too many signals → add session/time filters
Weak trend & whip-saws → avoid thin liquidity windows
Over-tuning → split IS/OOS, consider walk-forward

Next experiments

Same pair with different TFs (4H ⇄ 1D)
Variants of the same strategy family
Add a volatility filter (ATR/bandwidth)

Disclaimer: For research only. No investment advice.
Updated: 2025/8/14 23:25:47