Efektivitas Metode Previous High Previous Low Dalam Keputusan Trading

Abstract

Perdagangan valuta asing (forex) memerlukan metode yang andal terlepas dari aspek volatilitas tinggi pasar global. PT Rakyat Merdeka Finansial menggunakan metode Previous High Previous Low (PHPL) dalam layanan sinyal trading-nya, namun mengalami kerugian akibat dinamika pasar yang fluktuatif. Penelitian ini bertujuan mengevaluasi efektivitas metode PHPL dibandingkan indikator Relative Strength Index (RSI) terhadap profitabilitas dan risiko trading pada pasangan mata uang USD/JPY, GBP/USD, USD/CHF, EUR/USD, dan AUD/USD. Penelitian dilakukan dengan metode backtesting menggunakan data harga historis periode 2018–2024 dan dianalisis dengan metrik seperti Sharpe ratio, balance max, net profit, maximum drawdown, recovery factor, expected payoff, dan winrate. Hasil penelitian menunjukkan bahwa metode PHPL memiliki Sharpe Ratio rata-rata 1,75 dan recovery factor 4,00, lebih tinggi dibandingkan RSI yang hanya 0,45 dan 1,27. Pasangan mata uang AUD/USD mencatat performa terbaik dengan return sebesar 58%, net profit USD 4027,50, winrate 58%, dan sharpe ratio 2,13. Temuan ini mendukung PHPL sebagai metode teknikal berbasis breakout yang lebih adaptif dan stabil dalam kondisi pasar forex yang dinamis.

Foreign exchange (forex) trading requires methods that can adapt to the high volatility of global markets. PT Rakyat Merdeka Finansial employs the Previous High Previous Low (PHPL) method in its premium trading signal service but has faced losses due to fluctuating market dynamics. This study aims to evaluate the effectiveness of the PHPL method compared to the Relative Strength Index (RSI) indicator in terms of trading profitability and risk for currency pairs USD/JPY, GBP/USD, USD/CHF, EUR/USD, and AUD/USD. The research applies backtesting on historical price data from 2018–2024 and analyzes performance using metrics such as Sharpe ratio, balance max, net profit, maximum drawdown, recovery factor, expected payoff, dan winrate. Results show that PHPL achieves an average Sharpe Ratio of 1.75 and a recovery factor of 4.00, outperforming RSI which scored 0.45 and 1.27 respectively. The AUD/USD pair recorded the best performance with a return of 58% and net profit of USD 4027.50. These findings support PHPL as a breakout-based technical method that is more adaptive and stable in the dynamic forex market environment.