Sample Results
Your strategy might be better than you think.
1.
Test it
2.
Trust it
3.
Trade it
We took a strategy every trader knows — the EMA Crossover — and ran it through 25 years of real data. Here's what we found.
The Strategy
EMA Crossover (9/21) on GBPUSD · 5min candles
Fast EMA (9) crosses above Slow EMA (21) = buy.
Fast EMA crosses below Slow EMA = sell.
Stop loss: 5 pips. Hold for 10 bars. Then close.
No protection. No profit management. Just hold and hope.
Fast EMA (9) crosses above Slow EMA (21) = buy.
Fast EMA crosses below Slow EMA = sell.
Stop loss: 5 pips. Hold for 10 bars. Then close.
No protection. No profit management. Just hold and hope.
25 years of real data · 79,219 trades · Spread deducted
These results are hypothetical and based on historical simulation. They do not represent actual
trading results. Past performance does not guarantee future results. Trading involves substantial
risk of loss. Vrrrt! is a research tool — not financial advice.
Full disclaimer
Step 1: Test it — Free / $2.47
This is what you see for free. The full truth about your strategy — win rate, forecasts, stress tests, and every trade on a real chart. Nothing hidden.
Historical Performance
NOT VIABLE
-205.1 pips/month
Average over 311 months (25 years) on GBPUSD M5 long & short | 79,219 trades | HIGH data depth
i
Out of every 100 trades, 26 made money and 74 lost. Below 40% is a warning sign.
25.7%
Win Rate
i
Total money won divided by total money lost. Below 1.0 means you lose more than you win overall. Above 2.0 is strong.
0.63
Profit Factor
i
The single worst calendar month in 25 years. If you'd been running this strategy in July 2020, you'd have lost 385 pips.
385.3
Worst Month (pips)
i
35 losing trades in a row. That's the most you'd have to sit through before seeing a winner. Can you handle that psychologically?
35
Longest Losing Streak
i
Every trade pays 1.4 pips to your broker as spread. We deduct this from every result so you see what you'd actually keep.
1.4
Spread Deducted
What happens if you trade this next month?
You win 3 out of every 10 trades. Your losses are 1.5x bigger than your wins.
90%
chance of a red month
avg -152 pips
10%
chance of a green month
avg +52 pips
8 out of 10 months, you'd land between -240 and -12 pips
Stress Tested: 10,000 Simulations
Monthly Return Range (95% CI)
-89.4 — -65.1 pips
Verdict
Both bounds negative = no edge
Step 2: Trust it — $9.73 Optimize
That strategy lost 125,631 pips over 25 years. We tested 380,000+ configurations to find one that turns it profitable. Same entries. Different management. Here's the result.
✓ Includes everything from Free, plus:
Your Setup
-125,631
pips · 25.7% win rate · PF 0.63
Optimized
+23,728
pips · 44.9% win rate · PF 1.11
Trade by trade — 30 of 79,219
Every trade is timestamped. Verify on TradingView.
Scroll down to see each trade ↓
30 of 79,219 trades shown. The full optimization covers all of them.
What changed?
The entries are identical. Every trade entered at the same price, on the same candle, in the same direction.
The trade management is different. We optimized how each position is handled after entry. Same signal. Smarter protection. That's it.
The result: A strategy that lost 125,631 pips over 25 years became one that made 23,728 pips. Same entries. Same data. Different management.
Not curve-fitting. We perturbation-tested across 54 parameter variations. It holds.
What you get: The optimized settings for your platform, your original results vs. the improved version side-by-side, and 200 trades analyzed. Delivered instantly.
The trade management is different. We optimized how each position is handled after entry. Same signal. Smarter protection. That's it.
The result: A strategy that lost 125,631 pips over 25 years became one that made 23,728 pips. Same entries. Same data. Different management.
Not curve-fitting. We perturbation-tested across 54 parameter variations. It holds.
What you get: The optimized settings for your platform, your original results vs. the improved version side-by-side, and 200 trades analyzed. Delivered instantly.
Step 3: Trade it — $17.49 Full Report
Everything above, plus a 12-section deep-dive report. The kind hedge funds pay $500+ for. Scroll through — it's all real.
✓ Includes everything from Free + Optimize, plus:
Section 1 of 12
Executive Summary
Verdict: This strategy is not viable in its current form. The EMA Crossover (9/21) on GBPUSD M5 lost 47,387 pips across 25 years of data with a 25.7% win rate and a profit factor of 0.63. Losses outweigh wins by 1.5:1. The strategy shows no edge after spread. However, with optimized trade management, this strategy becomes marginally profitable — turning -125,631 pips into +23,728 pips. The entry signal has value; the trade management was the problem.
Section 2 of 12
Methodology
Tested on GBPUSD 5-minute candles from May 2000 to April 2025. 1,855,002 price bars processed. Spread of 1.4 pips deducted from every trade. Entry: EMA(9) crosses above EMA(21) = buy; EMA(9) crosses below EMA(21) = sell. Trade management: fixed 5-pip stop loss, 10-bar hold limit. No lookahead bias — entry at next bar open after signal.
| Parameter | Value |
|---|---|
| Instrument | GBPUSD |
| Timeframe | 5 minutes |
| Date range | May 2000 – April 2025 |
| Total bars | 1,855,002 |
| Fast EMA | 9 periods |
| Slow EMA | 21 periods |
| Stop loss | 5 pips |
| Max hold | 10 bars (50 minutes) |
| Spread deducted | 1.4 pips per trade |
Section 3 of 12
Performance Summary
Over 25 years, this setup generated 79,219 trades averaging -205.1 pips per month. Win rate of 25.7% with a profit factor of 0.63. The maximum drawdown reached 125,700 pips. The worst single month lost 385 pips (July 2020). The longest losing streak was 35 consecutive trades.
-125,631
Net Total Pips
-205.1
Pips / Month
25.7%
Win Rate
0.63
Profit Factor
125,700
Max Drawdown (pips)
79,219
Total Trades
Section 4 of 12
Equity Curve
The full 25-year equity curve shows a consistent downtrend — this strategy bleeds money steadily. There are brief recovery periods (2008-2009 volatility spike) but no sustained profitability.
Section 5 of 12
Monthly & Annual Returns
Only 30 out of 311 months (10%) were profitable. The best month was October 2009 (+161.8 pips). The worst was July 2020 (-385.3 pips). No calendar year in 25 years was net positive.
Full heatmap table included in the full report.
Section 6 of 12
Drawdown Analysis
The strategy never recovered from its initial drawdown. Maximum depth: 125,700 pips. The five worst drawdown periods all lasted over 12 months. This is a strategy in permanent drawdown.
Section 7 of 12
Trade Distribution
Average winner: +4.8 pips. Average loser: -5.1 pips. The distribution is tight around -5 pips (stop loss hits) with a thin tail of winners. The risk/reward is inverted — losers are bigger than winners on average.
Section 8 of 12
Seasonal Analysis
No calendar month shows consistent profitability across 25 years. March and September show slightly less negative returns than average, but not enough to isolate a tradeable window.
Section 9 of 12
Regime Analysis
Performance during high-volatility regimes (2008 financial crisis, March 2020 COVID crash) was marginally better — EMA crossover signals fire more frequently in volatile markets. During low-volatility ranging markets, the strategy suffers most due to tight stops getting hit by noise.
Section 10 of 12
Robustness Testing
FAILED. Tested across 54 parameter variations (SL ±1, Hold ±1). None of the 54 combinations produced a positive result. This strategy is not robust — its failure is consistent, not a fluke.
Section 11 of 12
Statistical Confidence
Bootstrap confidence interval (10,000 simulations): -89.4 to -65.1 pips/month. Both bounds are negative with 95% confidence. Monte Carlo survival odds on a $1,000 account: 0% (account blown within 3 months). There is no statistical basis for trading this strategy as-is.
Section 12 of 12
Can This Strategy Be Improved?
Yes. We tested 380,000+ trade management configurations on this exact strategy. The best configuration turned -125,631 pips into +23,728 pips — with no change to the entry signal. Win rate improved from 25.7% to 44.9%. Profit factor improved from 0.63 to 1.11. Maximum drawdown dropped from 125,700 pips to 751 pips.
Your signal was right more often than you think. The problem was what happened after entry. Here's the proof:
Your signal was right more often than you think. The problem was what happened after entry. Here's the proof:
The Optimized Version
Same strategy. Different playbook. Here's what it looks like now.
Optimized — Executive Summary
Verdict: Marginally Viable
The same EMA Crossover is now profitable. With optimized trade management, the strategy produced +23,728 pips over 25 years with a 44.9% win rate and a profit factor of 1.11. Maximum drawdown dropped from 125,700 pips to just 751 pips — a 98% reduction in risk.
+23,728
Net Total Pips
+38.7
Pips / Month
44.9%
Win Rate
1.11
Profit Factor
751
Max Drawdown (pips)
79,219
Total Trades
Optimized — What Changed
The Trade Management, Not the Entry
Every entry is identical. Same EMA signal, same candle, same direction. The only difference is what happens after you're in the trade:
| Parameter | Your Setup | Optimized |
|---|---|---|
| Stop Loss | 5 pips | 5 pips (same) |
| Risk Reduction | Never | Automatic after early profit |
| Trade Protection | None | Active management |
| Max Hold | 10 bars | 10 bars (same) |
| Win Rate | 25.7% | 44.9% |
| Profit Factor | 0.63 | 1.11 |
| Max Drawdown | 125,700 pips | 751 pips |
| Net Result (25yr) | -125,631 pips | +23,728 pips |
Optimized — Robustness Testing
Is This Real or a Fluke?
PASS. Tested across 54 parameter variations (SL ±1, Hold ±1). The optimized configuration remains profitable across the majority of variations. This is not curve-fitting — the edge is structural, not fragile.
Test it. Trust it. Trade it.
3 free tests. No credit card. Your strategy, 25 years of data, under 60 seconds.
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Historical data only. Past results don't predict future performance. Vrrrt! is a research tool — not financial advice. Full disclaimer