Historical simulationStocksDaily barsLong onlyOvernight allowed

JPM: Rate-of-change zero cross, daily (profile 2) - training

Selected for a historical-results sample targeting 80% profitable, Promising tests and 20% other saved results. Individual verdicts are unchanged. This selection is not independent validation. Simulated historical strategy test for JPM.US using daily bars from 2022-10-10 to 2025-10-09. Asset class: stocks. Indicators and functions used: CROSSED, ROC; Box 1 condition: [CROSSED(input_col=ROC(14), input_col2=0, direction=above)]; Box 2 condition: [CROSSED(input_col=ROC(14), input_col2=0, direction=below)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2.5 ATR. Take profit: 2 R. Trailing stop: 4 ATR. Commission per side: 0.01 %. Slippage per fill: 0.01 points. Maximum holding period: 60 bars. Risk-setting ATR period: 14. Session: 09:30 to 16:00 (exchange time). Saved results. Trades: 42; Net P&L: 5,395.396454; Return: 21.581586%; Win rate: 50%. No saved robustness results are available for this run.

Shared by pk78 · Published 2026-10-18 · Snapshot 2026-10-18 · Report revision 1

Test your versionLoads these rules and settings. Review them before starting a new test.

What was tested

Market: JPM.US
Timeframe: Daily bars
Test window: 2022-10-10 – 2025-10-09
Engine: tv-engine-3

Simulated historical results, not live trading performance. Historical results do not predict future returns. Shared sections are selected by the author; hidden sections have not been independently verified. The author controls which sections are visible. This is a saved result; market data revisions or engine updates can change a later rerun.

Result and evidence

Promising

Profitable with a profit factor of 1.2 or more. A strategy with no real edge would do this well less than 1% of the time. Check it on other periods before trusting it.

Net P&L: 5,395.40
Return: 21.58%
Trades: 42
Win rate: 50.0%
Profit factor: 3.11
Maximum drawdown: -3.57%
Average trade: 128.46
Average R: 0.37R
Sharpe ratio: 1.84
Commission paid: 57.62
Chance a no-edge strategy does this well: 0.8%
P&L without the 2 best trades: 3,634.46

The luck check is a statistical estimate for this sample, not the probability of future success. Costs, sample size and testing many variants affect how much confidence a result deserves.

Equity and drawdown

Saved simulated equity across this test window. Drag the range control to inspect a period.

Full performance statistics

Compare the full run with its long and short trades.

Statistics from the saved run, for All, Long and Short trades. N/A means unavailable or not applicable.
Metric	All	Long	Short
Performance
Net P&L	5,395.40	5,395.40	N/A
Return on starting equity	21.58%	N/A	N/A
Profit factor	3.11	3.11	N/A
Average trade (expectancy)	128.46	128.46	N/A
Average R per trade	0.37R	0.37R	N/A
Total R	15.51R	15.51R	N/A
Annualized return	6.74%	N/A	N/A
Buy & hold return (same period)	186.26%	N/A	N/A
Trades
Trades	42	42	0
Win rate	50.00%	50.00%	N/A
Average win	378.95	378.95	N/A
Average loss	-122.02	-122.02	N/A
Average win / average loss	3.11	3.11	N/A
Largest win	1,026.90	1,026.90	N/A
Largest loss	-454.24	-454.24	N/A
Most wins in a row	5	5	N/A
Most losses in a row	5	5	N/A
Average bars in trade	8.57	8.57	N/A
Average time in trade	12d 8h	12d 8h	N/A
Average adverse excursion (MAE)	109.48	109.48	N/A
Average favorable excursion (MFE)	263.60	263.60	N/A
Risk
Max drawdown	-1,040.64	N/A	N/A
Max drawdown %	-3.57%	N/A	N/A
Longest drawdown	176d	N/A	N/A
Sharpe ratio (daily, annualized)	1.84	N/A	N/A
Sortino ratio (daily, annualized)	1.85	N/A	N/A
Calmar ratio	1.89	N/A	N/A
Time in the market	46.22%	N/A	N/A
Costs
Commission paid	57.62	57.62	N/A
Same-bar exits assumed stop-first	0	N/A	N/A
Luck check
Chance a no-edge strategy does this well	1%	N/A	N/A
Net P&L without the 2 best trades	3,634.46	N/A	N/A

N/A means the metric is unavailable or does not apply to that side. Colors describe individual metrics, not the reliability of the strategy.

Strategy rules

Entry / long entry

[CROSSED(input_col=ROC(14), input_col2=0, direction=above)]

Exit / short entry

[CROSSED(input_col=ROC(14), input_col2=0, direction=below)]

Execution and risk settings

Direction: Long only
Signal mode: Entry and exit
Order fills: Next bar's open
Opposite signal: Reverse position
Starting equity: 25,000.00
Position size: 25.00 % of equity
Stop loss: 2.50 ATR
Take profit: 2.00 R
Trailing stop: 4.00 ATR
Move stop to breakeven at R: Not set
Maximum bars in trade: 60.00
Flat at session end: No
Commission per side: 0.01 %
Slippage per fill: 0.01 points
Session: 09:30 – 16:00 (exchange time)

Simulated trades

42 trades in this snapshot. All times are UTC.

#	Side	Entry	Exit	Size	Entry price	Exit price	Net P&L	Exit reason
1.0	Long	2022-10-14	2022-11-02	57.00	111.9700	130.0100	1026.90	take_profit
2.0	Long	2022-12-09	2022-12-12	48.00	132.2100	132.3900	7.37	exit_signal
3.0	Long	2022-12-13	2022-12-14	48.00	136.8950	133.7700	-151.30	exit_signal
4.0	Long	2022-12-28	2023-02-02	49.00	131.8600	139.9900	397.04	exit_signal
5.0	Long	2023-02-07	2023-02-22	46.00	141.3900	138.9100	-115.37	exit_signal
6.0	Long	2023-02-24	2023-02-27	46.00	139.1200	142.1000	135.79	exit_signal
7.0	Long	2023-02-28	2023-03-01	46.00	142.9500	142.0900	-40.87	exit_signal
8.0	Long	2023-03-03	2023-03-08	46.00	141.5200	137.9900	-163.67	exit_signal
9.0	Long	2023-04-05	2023-04-06	50.00	126.8100	126.9900	7.73	exit_signal
10.0	Long	2023-04-10	2023-04-12	51.00	126.5500	129.1700	132.32	exit_signal
11.0	Long	2023-04-13	2023-05-01	51.00	128.4700	142.8900	734.04	take_profit
12.0	Long	2023-05-18	2023-05-22	48.00	138.2800	140.9900	128.74	exit_signal
13.0	Long	2023-05-24	2023-05-26	49.00	135.4100	136.1000	32.48	exit_signal
14.0	Long	2023-05-31	2023-06-01	49.00	136.7400	136.5100	-12.61	exit_signal
15.0	Long	2023-06-02	2023-06-26	49.00	139.5700	138.8600	-36.15	exit_signal
16.0	Long	2023-06-27	2023-06-28	48.00	139.0100	139.1500	5.38	exit_signal
17.0	Long	2023-06-30	2023-07-24	47.00	144.6100	157.0700	584.20	take_profit
18.0	Long	2023-09-15	2023-09-25	46.00	148.9300	145.3400	-166.49	exit_signal
19.0	Long	2023-09-26	2023-09-27	46.00	144.6100	145.1800	24.89	exit_signal
20.0	Long	2023-09-28	2023-10-03	47.00	146.2900	143.1900	-147.06	exit_signal
21.0	Long	2023-10-13	2023-10-19	46.00	148.5100	145.4700	-141.19	exit_signal
22.0	Long	2023-10-20	2023-10-23	46.00	144.5800	142.9300	-77.22	exit_signal
23.0	Long	2023-11-10	2023-12-01	47.00	144.9500	156.4100	537.20	take_profit
24.0	Long	2024-01-22	2024-01-24	40.00	170.4700	169.3500	-46.16	exit_signal
25.0	Long	2024-01-26	2024-02-29	39.00	172.6200	185.6600	507.16	take_profit