ema_crossover — BBCA
BBCA · IDR · starting equity 100,000,000 IDR
Summary — strategy vs buy & hold
| Metric | Strategy | Buy & hold |
|---|---|---|
| Total return | -10.76% | 1.98% |
| CAGR | -2.25% | 0.39% |
| Max drawdown | -19.63% | -55.71% |
| Sharpe | -0.16 | 0.14 |
| Win rate | 50.00% | — |
| # trades | 8 | — |
| Exposure | 37.73% | 100.00% |
Strategy (DSL)
id: ema_crossover
name: "EMA20 / EMA50 crossover"
timeframe: 1d
indicators:
- {name: ema20, type: EMA, period: 20, source: close}
- {name: ema50, type: EMA, period: 50, source: close}
entry: {when: "cross_above(ema20, ema50)"}
exit: {when: "cross_below(ema20, 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 |
|---|---|---|---|---|---|---|
| 2022-04-25 | 2022-05-09 | 11857 | 8000.00 | 7600.00 | -5,110,367.00 IDR | -5.00% |
| 2022-08-05 | 2022-12-30 | 11429 | 7875.00 | 8550.00 | 7,335,275.00 IDR | 8.57% |
| 2023-02-07 | 2023-03-06 | 10956 | 8850.00 | 8400.00 | -5,305,717.00 IDR | -5.08% |
| 2023-03-29 | 2023-09-15 | 10447 | 8800.00 | 9000.00 | 1,716,442.00 IDR | 2.27% |
| 2023-12-19 | 2024-04-22 | 10114 | 9250.00 | 9350.00 | 634,653.00 IDR | 1.08% |
| 2024-07-02 | 2024-11-11 | 9511 | 9900.00 | 10050.00 | 1,046,448.00 IDR | 1.52% |
| 2025-05-14 | 2025-06-19 | 10259 | 9275.00 | 8775.00 | -5,497,285.00 IDR | -5.39% |
| 2025-10-29 | 2025-12-09 | 10458 | 8600.00 | 8100.00 | -5,575,683.00 IDR | -5.81% |