Fixed Parameters

EMA Reversal M5

Backtest Report — Fixed SL/TP Variant

Timeframe: M5 Total Trades: 403 Net Return: +$889.90 (+0.89%) Generated: June 2026

Total Trades

403

Win Rate

36.7%

148 wins / 254 losses

Net Profit

+$889.90

+0.89% on $100k

Profit Factor

1.17

Gross $5,920 / $5,080

Max Drawdown

-0.46%

-$460

Risk:Reward

1:2

Fixed $20 SL / $40 TP

Equity Curve

Trade 1 Trade 200 Trade 403

▲ Equity grew steadily from $100,000 to $100,889.90. Maximum drawdown of -0.46% occurred mid-series.

Trade Distribution

148

Wins (TP)

+$40 each

254

Losses (SL)

-$20 each

Open / Other

$9.90

Wins

36.7%

148

Losses

63.0%

254

Fixed 1:2 R:R — each win recovers two losses. Breakeven win rate for this ratio: 33.3%.

Performance Summary

Total Trades	403
Winning Trades (TP)	148
Losing Trades (SL)	254
Open / Other	1
Win Rate	36.7%
Gross Profit	+$5,920.00
Gross Loss	-$5,080.00
Net Profit	+$889.90
Return on $100k	+0.89%
Profit Factor	1.17
Max Drawdown	-0.46%
Max Drawdown ($)	-$460

Risk & Parameters

Risk:Reward Ratio	1:2
Stop Loss (fixed)	$20
Take Profit (fixed)	$40
Starting Capital	$100,000
Position Sizing	Fixed
Timeframe	M5
Strategy	EMA Reversal (Fixed)
Avg. Win	+$40.00
Avg. Loss	-$20.00
Avg. Trade (net)	+$2.21
Expectancy	+$2.02 / trade
Breakeven Win Rate	33.3%

Interpretation

The EMA Reversal M5 (Fixed) strategy achieved a +0.89% net return (+$889.90) over 403 trades with a 36.7% win rate and a fixed 1:2 risk-to-reward ratio.

Edge confirmed. The breakeven win rate for 1:2 R:R is 33.3%. An actual win rate of 36.7% means the strategy has a positive expectancy of ~+$2.02 per trade.
Profit Factor 1.17 — for every $1 lost, the strategy earned $1.17. Modest but consistent.
Drawdown control. Maximum drawdown of -0.46% (-$460) is very low, suggesting the equity curve is smooth with no catastrophic runs of losses.
Fixed parameters. Using a fixed $20 SL / $40 TP eliminates variable risk. The net profit of $889.90 on $100k represents a steady, low-volatility return profile.