Vedant Dashboard | EMA Breakout Backtester

Backtest Configuration

Configure swing structure, EMA confirmation, and ATR-based exits for the EMA breakout strategy.

Swing Structure

Detect swing highs/lows using a left/right window.
Breakouts reference the most recent swing levels.

EMA Confirmation

Long setup: last N candles close above the EMA.
Short setup: last N candles close below the EMA.

Breakout Trigger

Long entry: close breaks above the most recent swing high.
Short entry: close breaks below the most recent swing low.

Risk Model

Stop loss uses ATR distance. Take profit is derived from the chosen risk-reward multiple.

Trading Settings

Initial Capital ($)

Stop Loss ATR Multiplier

Take Profit Risk/Reward

Save to Database

Store this backtest run

Market Data

Symbol

Example: BTCUSD

Exchange

Example: BITSTAMP

Bars to Fetch

Timeframe

Start Date (Optional)

Strategy Parameters

Swing Window

Left/right candles used to detect swing highs and lows

EMA Period

EMA period used for confirmation

EMA Confirmation Bars

Consecutive candles required above/below EMA

Lookback (Lowest Low)

Bars used to validate swing-low breakouts

Lookback (Highest High)

Bars used to validate swing-high breakouts

Strategy Chart

Candles, EMA, swing points, and entry signals.

Run a backtest to load the strategy chart.

ROI Performance

Equity curve, return profile, and drawdown behavior across the test period.

Initial Capital

—

Net Profit

—

Total Return

—

Profit Factor

—

Max Drawdown

—

No ROI data available yet.

Profit and Loss Distribution

Trade-level profit and loss with cumulative outcome behavior.

No PnL chart available yet.

Summary Statistics

Headline trade metrics for the full backtest.

Total Trades

—

Long Trades

—

Short Trades

—

Win Rate

—

Average Win

—

Average Loss

—

Performance by Direction

Separate statistics for long and short execution.

Long Strategy

Trades

—

Wins

—

Losses

—

Net PnL

—

Average Win

—

Short Strategy

Trades

—

Wins

—

Losses

—

Net PnL

—

Average Win

—

Trade History

Closed positions with entry, exit, return, and exit reason.

Trade history for the current backtest run
#	Side	Entry Time	Exit Time	Entry Price	Exit Price	PnL ($)	PnL (%)	Exit Reason
No trades yet.