ema50_cross — AAPL
AAPL · USD · starting equity 10,000 USD
Summary — strategy vs buy & hold
| Metric | Strategy | Buy & hold |
|---|---|---|
| Total return | 45.73% | 110.55% |
| CAGR | 7.83% | 16.08% |
| Max drawdown | -26.85% | -33.43% |
| Sharpe | 0.54 | 0.68 |
| Win rate | 31.82% | — |
| # trades | 44 | — |
| Exposure | 57.45% | 100.00% |
Strategy (DSL)
id: ema50_cross
name: "Price vs EMA50"
timeframe: 1d
# window omitted -> adapters default to the last 5 years
indicators:
- {name: ema50, type: EMA, period: 50, source: close}
entry: {when: "close > ema50"}
exit: {when: "close < ema50"}
risk: {stop_loss_pct: 5}
sizing: {mode: all_in, max_concurrent: 1}Equity & drawdown
Daily returns
Price & trades
Trades
| Entry | Exit | Qty | Entry px | Exit px | PnL | Return |
|---|---|---|---|---|---|---|
| 2021-09-07 | 2021-09-10 | 60 | 156.69 | 148.97 | -463.20 USD | -4.93% |
| 2021-09-10 | 2021-09-17 | 3 | 148.97 | 146.06 | -8.73 USD | -1.95% |
| 2021-10-18 | 2022-01-19 | 61 | 146.55 | 166.23 | 1,200.48 USD | 13.43% |
| 2022-01-28 | 2022-02-11 | 59 | 170.33 | 168.64 | -99.71 USD | -0.99% |
| 2022-02-15 | 2022-02-17 | 58 | 172.79 | 168.88 | -226.78 USD | -2.26% |
| 2022-03-21 | 2022-04-11 | 59 | 165.38 | 165.75 | 21.83 USD | 0.22% |
| 2022-04-13 | 2022-04-14 | 58 | 170.40 | 165.29 | -296.38 USD | -3.00% |
| 2022-05-04 | 2022-05-05 | 57 | 166.02 | 156.77 | -527.25 USD | -5.57% |
| 2022-07-07 | 2022-07-11 | 62 | 146.35 | 144.87 | -91.76 USD | -1.01% |
| 2022-07-12 | 2022-07-13 | 61 | 145.86 | 145.49 | -22.57 USD | -0.25% |
| 2022-07-14 | 2022-08-30 | 60 | 148.47 | 158.91 | 626.40 USD | 7.03% |
| 2022-09-12 | 2022-09-13 | 58 | 163.43 | 153.84 | -556.22 USD | -5.87% |
| 2022-10-25 | 2022-10-26 | 59 | 152.34 | 149.35 | -176.41 USD | -1.96% |
| 2022-10-28 | 2022-11-02 | 57 | 155.74 | 145.03 | -610.47 USD | -6.88% |
| 2022-11-11 | 2022-11-21 | 55 | 149.70 | 148.01 | -92.95 USD | -1.13% |
| 2022-11-22 | 2022-11-25 | 54 | 150.18 | 148.11 | -111.78 USD | -1.38% |
| 2022-11-30 | 2022-12-02 | 54 | 148.03 | 147.81 | -11.88 USD | -0.15% |
| 2023-01-20 | 2023-08-04 | 58 | 137.87 | 181.99 | 2,558.96 USD | 32.00% |
| 2023-08-29 | 2023-09-06 | 57 | 184.12 | 182.91 | -68.97 USD | -0.66% |
| 2023-10-09 | 2023-10-17 | 58 | 178.99 | 177.15 | -106.72 USD | -1.03% |
| 2023-11-02 | 2024-01-02 | 58 | 177.57 | 185.64 | 468.06 USD | 4.54% |
| 2024-01-18 | 2024-01-30 | 57 | 188.63 | 188.04 | -33.63 USD | -0.31% |
| 2024-02-06 | 2024-02-08 | 57 | 189.30 | 188.32 | -55.86 USD | -0.52% |
| 2024-02-09 | 2024-02-12 | 56 | 188.85 | 187.15 | -95.20 USD | -0.90% |
| 2024-04-12 | 2024-04-15 | 60 | 176.55 | 172.69 | -231.60 USD | -2.19% |
| 2024-04-29 | 2024-04-30 | 60 | 173.50 | 170.33 | -190.20 USD | -1.83% |
| 2024-05-03 | 2024-08-05 | 55 | 183.38 | 209.27 | 1,423.95 USD | 14.12% |
| 2024-08-08 | 2024-09-16 | 54 | 213.31 | 216.32 | 162.54 USD | 1.41% |
| 2024-09-18 | 2024-10-07 | 53 | 220.69 | 221.69 | 53.00 USD | 0.45% |
| 2024-10-08 | 2024-10-31 | 52 | 225.77 | 225.91 | 7.28 USD | 0.06% |
| 2024-11-07 | 2024-11-11 | 51 | 227.48 | 224.23 | -165.75 USD | -1.43% |
| 2024-11-14 | 2024-11-15 | 51 | 228.22 | 225.00 | -164.22 USD | -1.41% |
| 2024-11-18 | 2025-01-10 | 50 | 228.02 | 236.85 | 441.50 USD | 3.87% |
| 2025-01-28 | 2025-01-31 | 50 | 238.26 | 236.00 | -113.00 USD | -0.95% |
| 2025-02-12 | 2025-02-27 | 49 | 236.87 | 237.30 | 21.07 USD | 0.18% |
| 2025-02-28 | 2025-03-03 | 48 | 241.84 | 238.03 | -182.88 USD | -1.57% |
| 2025-03-07 | 2025-03-10 | 48 | 239.07 | 227.48 | -556.32 USD | -4.85% |
| 2025-05-12 | 2025-05-19 | 52 | 210.79 | 208.78 | -104.52 USD | -0.95% |
| 2025-06-30 | 2025-07-31 | 53 | 205.17 | 207.57 | 127.20 USD | 1.17% |
| 2025-08-06 | 2026-01-05 | 52 | 213.25 | 267.26 | 2,808.52 USD | 25.33% |
| 2026-02-02 | 2026-02-12 | 51 | 270.01 | 261.73 | -422.28 USD | -3.07% |
| 2026-02-23 | 2026-02-27 | 50 | 266.18 | 264.18 | -100.00 USD | -0.75% |
| 2026-04-06 | 2026-04-07 | 51 | 258.86 | 253.50 | -273.36 USD | -2.07% |
| 2026-04-08 | 2026-06-25 | 50 | 258.90 | 275.15 | 812.50 USD | 6.28% |