Back Testing MA20 dan MA50
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:
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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