Back Testing MA20 dan MA50

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Bismillahi wassholatu wassalamu 'ala rosulillah


Yang akan dibahas dalam bab ini adalah:

  • menguji beberapa saham pilihan kita menggunakan beberapa strategi yang kita punya
  • mengambil strategi terbaik untuk ditradingkan

Menguji Beberapa Strategi

Kita sudah membahas bagaimana caranya membuat AFL strategi beli-jual menggunakan MA20, kita juga sudah membahas bagaimana menguji strategi tersebut.

Dalam bahasan ini saya akan menguji strategi beli-jual menggunakan MA20 dan MA50 baik menggunakan periode daily maupun weekly.

Saya tidak akan menguji semua emiten yang ada di bursa. Saya akan mensortirnya berdasarkan kriteria berikut:
  • masuk dalam saham syariah
  • dalam pengamatan sepintas grafiknya bagus (gak sering suspen, gak naik turun liar, gak banyak volume yang nol atau kecil)
  • produknya terkenal
berikut hasil sortirannya,ada 41 emiten. 


aces BRPT HRUM KLBF
ADHI BSDE INCO LSIP
ADRO CPIN INDY MLPL
AISA CTRA ISAT MNCN
AKRA EKAD JPFA MPPA
ANTM ELSA JSMR PGAS
APLN ERAA KAEF SSIA
ASII EXCL KBLI TOTL
ASRI GIAA KIJA UNVR
BKSL GJTL kkgi WIKA
WSKT


dan berikut adalah hasil rangkuman uji MA20 weekly, MA20 daily, MA50 weekly, dan MA50 daily terhadap saham2 yang sudah saya pilih di atas.

aces.jk  weekly MA20 aces.jk  Daily MA20 aces.jk  weekly MA50 aces.jk  Daily MA50
rows 12 rows 122 rows 8 rows 68
win 8 win 34 win 2 win 19
los 4 los 88 los 6 los 49
min -13.02% min -8.29% min -6.25% min -7.50%
max 178.10% max 27.36% max 23.53% max 34.81%
over all 575.35% over all 55.41% over all 16.26% over all 116.86%



ADHI.JK  weekly MA20 ADHI.JK  Daily MA20 ADHI.JK  weekly MA50 ADHI.JK  Daily MA50
rows 19 rows 100 rows 10 rows 41
win 7 win 22 win 4 win 10
los 12 los 78 los 6 los 31
min -8.08% min -11.47% min -12.81% min -10.00%
max 174.04% max 98.91% max 195.77% max 258.70%
over all 798.89% over all 1085.57% over all 342.79% over all 1527.64%


ADRO.JK  weekly MA20 ADRO.JK  Daily MA20 ADRO.JK  weekly MA50 ADRO.JK  Daily MA50
rows 19 rows 136 rows 10 rows 66
win 7 win 30 win 5 win 13
los 12 los 106 los 5 los 53
min -11.33% min -7.79% min -26.29% min -6.45%
max 150.00% max 25.75% max 116.18% max 136.62%
over all 48.59% over all -15.48% over all 92.95% over all 88.52%


AISA.JK  weekly MA20 AISA.JK  Daily MA20 AISA.JK  weekly MA50 AISA.JK  Daily MA50
rows 19 rows 111 rows 8 rows 64
win 8 win 31 win 4 win 15
los 11 los 80 los 4 los 49
min -13.26% min -11.59% min -7.58% min -10.20%
max 79.71% max 33.80% max 85.25% max 76.80%
over all 372.87% over all 63.74% over all 429.76% over all 188.59%


AKRA.JK  weekly MA20 AKRA.JK  Daily MA20 AKRA.JK  weekly MA50 AKRA.JK  Daily MA50
rows 32 rows 131 rows 25 rows 73
win 7 win 27 win 4 win 18
los 25 los 104 los 21 los 55
min -8.96% min -7.55% min -13.27% min -7.55%
max 129.30% max 60.18% max 234.07% max 72.19%
over all 67.11% over all 27.95% over all 72.43% over all 91.39%


ANTM.JK  weekly MA20 ANTM.JK  Daily MA20 ANTM.JK  weekly MA50 ANTM.JK  Daily MA50
rows 23 rows 99 rows 10 rows 61
win 5 win 26 win 2 win 9
los 18 los 73 los 8 los 52
min -13.54% min -10.62% min -13.54% min -10.62%
max 98.86% max 130.52% max 59.28% max 130.77%
over all -6.41% over all 54.53% over all -1.29% over all 35.92%


APLN.JK  weekly MA20 APLN.JK  Daily MA20 APLN.JK  weekly MA50 APLN.JK  Daily MA50
rows 17 rows 98 rows 12 rows 57
win 4 win 19 win 2 win 10
los 13 los 79 los 10 los 47
min -12.50% min -12.50% min -5.93% min -9.33%
max 37.04% max 32.97% max 29.79% max 33.82%
over all 16.31% over all 30.02% over all -6.77% over all -0.36%


ASII.JK  weekly MA20 ASII.JK  Daily MA20 ASII.JK  weekly MA50 ASII.JK  Daily MA50
rows 37 rows 158 rows 19 rows 76
win 9 win 29 win 4 win 21
los 28 los 129 los 15 los 55
min -10.17% min -9.14% min -7.33% min -8.70%
max 27.11% max 21.53% max 29.91% max 18.70%
over all -55.21% over all -62.45% over all -19.33% over all -3.04%


ASRI.JK  weekly MA20 ASRI.JK  Daily MA20 ASRI.JK  weekly MA50 ASRI.JK  Daily MA50
rows 15 rows 116 rows 10 rows 39
win 8 win 28 win 2 win 13
los 7 los 88 los 8 los 26
min -6.90% min -6.67% min -30.38% min -12.35%
max 81.82% max 63.49% max 37.74% max 75.00%
over all 478.09% over all 269.01% over all -44.47% over all 521.93%


BKSL.JK  weekly MA20 BKSL.JK  Daily MA20 BKSL.JK  weekly MA50 BKSL.JK  Daily MA50
rows 20 rows 102 rows 12 rows 50
win 6 win 22 win 3 win 9
los 14 los 80 los 9 los 41
min -21.82% min -10.34% min -14.17% min -11.39%
max 131.13% max 117.95% max 89.52% max 98.28%
over all 251.12% over all 262.16% over all 65.19% over all 153.56%


BRPT.JK  weekly MA20 BRPT.JK  Daily MA20 BRPT.JK  weekly MA50 BRPT.JK  Daily MA50
rows 13 rows 89 rows 9 rows 56
win 4 win 16 win 1 win 10
los 9 los 73 los 8 los 46
min -14.78% min -7.79% min -13.98% min -8.51%
max 1754.43% max 270.08% max 2073.08% max 230.57%
over all 1932.78% over all 1072.82% over all 1371.85% over all 866.52%


BSDE.JK  weekly MA20 BSDE.JK  Daily MA20 BSDE.JK  weekly MA50 BSDE.JK  Daily MA50
rows 34 rows 130 rows 23 rows 88
win 7 win 27 win 4 win 14
los 27 los 103 los 19 los 74
min -19.05% min -7.14% min -14.86% min -12.13%
max 29.46% max 33.06% max 18.89% max 39.52%
over all -42.97% over all -26.94% over all -57.57% over all -42.84%


CPIN.JK  weekly MA20 CPIN.JK  Daily MA20 CPIN.JK  weekly MA50 CPIN.JK  Daily MA50
rows 28 rows 125 rows 15 rows 76
win 7 win 29 win 2 win 13
los 21 los 96 los 13 los 63
min -13.11% min -7.84% min -8.54% min -11.69%
max 258.14% max 73.15% max 34.83% max 195.58%
over all 271.37% over all 130.92% over all -15.35% over all 118.74%


CTRA.JK  weekly MA20 CTRA.JK  Daily MA20 CTRA.JK  weekly MA50 CTRA.JK  Daily MA50
rows 29 rows 128 rows 17 rows 73
win 9 win 33 win 5 win 13
los 20 los 95 los 12 los 60
min -18.52% min -13.16% min -13.15% min -11.65%
max 76.47% max 44.51% max 67.12% max 86.76%
over all 44.33% over all 60.70% over all 53.46% over all 64.97%


EKAD.JK  weekly MA20 EKAD.JK  Daily MA20 EKAD.JK  weekly MA50 EKAD.JK  Daily MA50
rows 13 rows 109 rows 13 rows 54
win 8 win 24 win 6 win 16
los 5 los 85 los 7 los 38
min -5.62% min -9.33% min -19.51% min -7.46%
max 100.00% max 96.36% max 170.83% max 90.00%
over all 552.91% over all 387.45% over all 265.54% over all 578.42%


ELSA.JK  weekly MA20 ELSA.JK  Daily MA20 ELSA.JK  weekly MA50 ELSA.JK  Daily MA50
rows 15 rows 103 rows 10 rows 55
win 4 win 22 win 4 win 10
los 11 los 81 los 6 los 45
min -12.23% min -10.64% min -8.00% min -12.68%
max 212.15% max 57.75% max 162.03% max 106.25%
over all 308.01% over all 112.24% over all 144.30% over all 148.38%


ERAA.JK  weekly MA20 ERAA.JK  Daily MA20 ERAA.JK  weekly MA50 ERAA.JK  Daily MA50
rows 15 rows 73 rows 8 rows 57
win 1 win 18 win 2 win 8
los 14 los 55 los 6 los 49
min -15.19% min -10.61% min -13.24% min -13.33%
max 0.69% max 42.86% max 2.36% max 58.91%
over all -53.02% over all 91.48% over all -36.28% over all -30.80%


EXCL.JK  weekly MA20 EXCL.JK  Daily MA20 EXCL.JK  weekly MA50 EXCL.JK  Daily MA50
rows 19 rows 120 rows 12 rows 67
win 7 win 26 win 1 win 14
los 12 los 94 los 11 los 53
min -14.95% min -11.90% min -10.06% min -9.89%
max 25.74% max 47.25% max 7.25% max 55.56%
over all -1.27% over all -38.88% over all -42.02% over all 49.65%


GIAA.JK  weekly MA20 GIAA.JK  Daily MA20 GIAA.JK  weekly MA50 GIAA.JK  Daily MA50
rows 16 rows 107 rows 4 rows 78
win 3 win 18 win 0 win 7
los 13 los 89 los 4 los 71
min -8.60% min -8.38% min -8.60% min -6.06%
max 42.55% max 26.71% max 0.00% max 45.81%
over all 50.75% over all -42.96% over all -13.59% over all -40.41%


GJTL.JK  weekly MA20 GJTL.JK  Daily MA20 GJTL.JK  weekly MA50 GJTL.JK  Daily MA50
rows 14 rows 110 rows 6 rows 58
win 3 win 21 win 1 win 11
los 11 los 89 los 5 los 47
min -11.48% min -11.32% min -10.48% min -10.20%
max 125.66% max 113.54% max 43.36% max 152.75%
over all 46.93% over all 321.12% over all 8.71% over all 371.11%


HRUM.JK  weekly MA20 HRUM.JK  Daily MA20 HRUM.JK  weekly MA50 HRUM.JK  Daily MA50
rows 14 rows 84 rows 5 rows 53
win 2 win 20 win 1 win 10
los 12 los 64 los 4 los 43
min -14.52% min -12.43% min -11.70% min -7.00%
max 120.77% max 122.12% max 131.69% max 57.04%
over all 13.55% over all 78.36% over all 66.00% over all -17.80%


INCO.JK  weekly MA20 INCO.JK  Daily MA20 INCO.JK  weekly MA50 INCO.JK  Daily MA50
rows 29 rows 89 rows 19 rows 62
win 4 win 27 win 4 win 13
los 25 los 62 los 15 los 49
min -24.80% min -13.89% min -16.51% min -7.91%
max 49.86% max 51.35% max 26.72% max 49.58%
over all -38.88% over all 286.27% over all -44.40% over all 64.38%


INDY.JK  weekly MA20 INDY.JK  Daily MA20 INDY.JK  weekly MA50 INDY.JK  Daily MA50
rows 18 rows 95 rows 4 rows 56
win 5 win 25 win 2 win 15
los 13 los 70 los 2 los 41
min -17.72% min -10.29% min -7.30% min -12.71%
max 345.26% max 439.82% max 1020.88% max 373.45%
over all 1004.75% over all 697.84% over all 1435.53% over all 721.55%


ISAT.JK  weekly MA20 ISAT.JK  Daily MA20 ISAT.JK  weekly MA50 ISAT.JK  Daily MA50
rows 33 rows 119 rows 25 rows 82
win 6 win 23 win 2 win 11
los 27 los 96 los 23 los 71
min -7.89% min -7.14% min -13.96% min -7.30%
max 19.88% max 38.96% max 26.83% max 29.07%
over all -31.34% over all -6.18% over all -52.63% over all -12.36%


JPFA.JK  weekly MA20 JPFA.JK  Daily MA20 JPFA.JK  weekly MA50 JPFA.JK  Daily MA50
rows 21 rows 94 rows 11 rows 58
win 6 win 29 win 2 win 14
los 15 los 65 los 9 los 44
min -13.15% min -10.27% min -13.23% min -14.59%
max 279.52% max 120.20% max 132.54% max 125.32%
over all 829.54% over all 1056.53% over all 131.79% over all 578.67%


JSMR.JK  weekly MA20 JSMR.JK  Daily MA20 JSMR.JK  weekly MA50 JSMR.JK  Daily MA50
rows 20 rows 133 rows 9 rows 80
win 9 win 23 win 3 win 15
los 11 los 110 los 6 los 65
min -10.62% min -8.26% min -9.24% min -8.26%
max 67.10% max 70.24% max 35.02% max 81.35%
over all 185.88% over all 12.66% over all 11.01% over all 104.09%


KAEF.JK  weekly MA20 KAEF.JK  Daily MA20 KAEF.JK  weekly MA50 KAEF.JK  Daily MA50
rows 20 rows 89 rows 10 rows 55
win 9 win 31 win 5 win 13
los 11 los 58 los 5 los 42
min -11.29% min -9.26% min -13.55% min -15.92%
max 92.09% max 83.33% max 350.87% max 93.33%
over all 1346.01% over all 3037.59% over all 1161.85% over all 1469.57%


KBLI.JK  weekly MA20 KBLI.JK  Daily MA20 KBLI.JK  weekly MA50 KBLI.JK  Daily MA50
rows 23 rows 134 rows 11 rows 87
win 5 win 24 win 3 win 14
los 18 los 110 los 8 los 73
min -10.00% min -15.84% min -14.11% min -11.46%
max 125.42% max 127.11% max 224.59% max 111.67%
over all 433.55% over all 6.27% over all 489.27% over all 124.13%


KIJA.JK  weekly MA20 KIJA.JK  Daily MA20 KIJA.JK  weekly MA50 KIJA.JK  Daily MA50
rows 15 rows 115 rows 16 rows 63
win 8 win 25 win 6 win 16
los 7 los 90 los 10 los 47
min -11.67% min -16.30% min -13.85% min -16.30%
max 34.04% max 36.17% max 58.26% max 56.10%
over all 139.23% over all 82.37% over all 24.97% over all 159.23%


kkgi.jk  weekly MA20 kkgi.jk  Daily MA20 kkgi.jk  weekly MA50 kkgi.jk  Daily MA50
rows 8 rows 84 rows 5 rows 37
win 3 win 18 win 1 win 12
los 5 los 66 los 4 los 25
min -10.25% min -16.67% min -9.09% min -18.75%
max 270.14% max 267.50% max 182.26% max 579.92%
over all 267.90% over all 2299.42% over all 131.33% over all 2055.51%


KLBF.JK  weekly MA20 KLBF.JK  Daily MA20 KLBF.JK  weekly MA50 KLBF.JK  Daily MA50
rows 22 rows 144 rows 11 rows 92
win 6 win 31 win 4 win 12
los 16 los 113 los 7 los 80
min -16.55% min -8.18% min -6.49% min -7.64%
max 67.61% max 26.42% max 71.83% max 49.38%
over all 24.85% over all -2.25% over all 97.76% over all 13.36%


LSIP.JK  weekly MA20 LSIP.JK  Daily MA20 LSIP.JK  weekly MA50 LSIP.JK  Daily MA50
rows 36 rows 112 rows 17 rows 68
win 6 win 26 win 3 win 12
los 30 los 86 los 14 los 56
min -16.94% min -7.53% min -15.66% min -11.81%
max 30.81% max 27.70% max 25.68% max 30.59%
over all -63.32% over all 25.32% over all -36.06% over all -13.60%


MLPL.JK  weekly MA20 MLPL.JK  Daily MA20 MLPL.JK  weekly MA50 MLPL.JK  Daily MA50
rows 14 rows 105 rows 12 rows 51
win 5 win 22 win 3 win 8
los 9 los 83 los 9 los 43
min -14.76% min -15.00% min -21.52% min -10.96%
max 263.01% max 159.09% max 122.60% max 212.50%
over all 819.90% over all 541.30% over all 49.91% over all 843.23%


MNCN.JK  weekly MA20 MNCN.JK  Daily MA20 MNCN.JK  weekly MA50 MNCN.JK  Daily MA50
rows 24 rows 108 rows 15 rows 78
win 5 win 29 win 2 win 14
los 19 los 79 los 13 los 64
min -12.40% min -8.31% min -12.40% min -8.36%
max 144.79% max 93.65% max 579.49% max 173.02%
over all 211.08% over all 276.86% over all 222.94% over all 224.31%


MPPA.JK  weekly MA20 MPPA.JK  Daily MA20 MPPA.JK  weekly MA50 MPPA.JK  Daily MA50
rows 16 rows 103 rows 8 rows 63
win 7 win 25 win 3 win 12
los 9 los 78 los 5 los 51
min -14.04% min -13.18% min -11.01% min -12.43%
max 165.49% max 50.00% max 164.16% max 56.38%
over all 274.08% over all 146.50% over all 181.17% over all 142.01%


PGAS.JK  weekly MA20 PGAS.JK  Daily MA20 PGAS.JK  weekly MA50 PGAS.JK  Daily MA50
rows 22 rows 140 rows 15 rows 76
win 3 win 23 win 2 win 11
los 19 los 117 los 13 los 65
min -9.47% min -9.01% min -10.44% min -12.00%
max 44.59% max 22.62% max 35.37% max 27.17%
over all -24.33% over all -47.60% over all -33.45% over all -46.94%


SSIA.JK  weekly MA20 SSIA.JK  Daily MA20 SSIA.JK  weekly MA50 SSIA.JK  Daily MA50
rows 22 rows 95 rows 13 rows 58
win 9 win 30 win 3 win 12
los 13 los 65 los 10 los 46
min -11.38% min -10.26% min -11.38% min -12.08%
max 476.92% max 105.00% max 1566.67% max 525.00%
over all 1436.56% over all 1207.22% over all 1251.23% over all 897.14%


TOTL.JK  weekly MA20 TOTL.JK  Daily MA20 TOTL.JK  weekly MA50 TOTL.JK  Daily MA50
rows 21 rows 127 rows 15 rows 84
win 8 win 23 win 6 win 13
los 13 los 104 los 9 los 71
min -8.06% min -14.06% min -12.50% min -10.64%
max 91.07% max 44.83% max 173.68% max 100.00%
over all 201.77% over all 4.25% over all 159.54% over all 80.35%


UNVR.JK  weekly MA20 UNVR.JK  Daily MA20 UNVR.JK  weekly MA50 UNVR.JK  Daily MA50
rows 21 rows 164 rows 17 rows 88
win 10 win 33 win 6 win 19
los 11 los 131 los 11 los 69
min -6.59% min -7.67% min -8.91% min -6.86%
max 52.24% max 27.41% max 70.77% max 51.50%
over all 162.61% over all -31.74% over all 62.27% over all 80.55%


WIKA.JK  weekly MA20 WIKA.JK  Daily MA20 WIKA.JK  weekly MA50 WIKA.JK  Daily MA50
rows 19 rows 99 rows 10 rows 64
win 7 win 26 win 4 win 11
los 12 los 73 los 6 los 53
min -10.14% min -8.00% min -8.45% min -9.47%
max 225.40% max 89.19% max 170.97% max 74.36%
over all 399.74% over all 368.43% over all 463.76% over all 207.76%


WSKT.JK  weekly MA20 WSKT.JK  Daily MA20 WSKT.JK  weekly MA50 WSKT.JK  Daily MA50
rows 13 rows 63 rows 4 rows 37
win 4 win 14 win 1 win 7
los 9 los 49 los 3 los 30
min -6.08% min -5.06% min -6.05% min -7.14%
max 120.78% max 109.94% max 34.90% max 82.78%
over all 196.05% over all 286.34% over all 18.79% over all 116.87%

Back test dilakukan dalam range 1 jan 2010 sampai 31 des 2017 (8 tahun).
rows = banyaknya transaksi (kejadian beli-jual)
win = transaksi dengan profit positif
los = transaksi dengan profit negatif
min =  transaksi dengan profit terkecil
max = transaksi dengan profit terbesar
over all = profit akumulasi



Mengambil Strategi Terbaik

Sekarang kita sudah memiliki rangkuman dari 4 strategi untuk masing ke-41 saham pilihan. lalu yang mana yang akan kita pilih strateginya?

Soal pilihan terserah kepada masing-masing individu, setiap orang bisa berbeda dalam memilihnya.
Saya pribadi memilih kriteria-kriteria berikut:
  • Over all > 400% ( ini setara dengan profit 50% pertahun)
  • Rasio win dengan los di kisaran 1:2 atau yang lebih baik.
memasukkan rasio win:los menurut saya sangat penting, jadi penilaian tidak hanya sekedar nilai profit over all saja yang tinggi.

coba cek kesimpulan di saham ADHI


Saya pribadi lebih prefer memilih nomer 1 (MA20 weekly) untuk trading ADHI.
nomer 2 walaupun profitn totalnya lebih besar tapi losnya sampai 78x. saya rasa mental saya belum kuat digempur los sampe segitu kali :D



saham adro menggunakan MA50 weekly walaupun tidak masuk dalam kriteria saya, tapi saya tertarik karena rasio los:win = 1. Sementara ini tidak masuk daftar trading dulu, tapi boleh lah masuk daftar yang perlu dipelajari lebih lanjut/detil.

setelah melalui proses pengujian dan penyaringan maka inilah strategi trading dan emiten yang saya pilih, dari 41 emiten mengerucut jadi 14 emiten.


sementara itu saja dulu bahasannya.

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