XAUUSD 1D × ema 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 XAUUSD / 1D / ema cross. We publish conditions, steps, and caveats so anyone can reproduce the same results. Beware of news spikes. Wider stops and scaling are safer.

Strategy & Market Fit

Faster response with EMAs; expect more noise without filters.

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":"XAUUSD","tf":"1d","strategy":"ema_cross","version":1} ```

Suggested starting setup

Lookback: last 2–3 years (include regime changes)
Fees/Slippage: slightly conservative (realistic)
EMA pairs: 8/21 or 12/26
Filters: volatility/session/trend strength

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