Backtest Analytics

Results from the local backtesting engine: yfinance data, 20 strategies, global indices, commodities, and large caps.

Last run: Sunday, Mar 22, 2026 · 1491 runs

Strategies overview

Strategy Category Symbols Avg return % Avg Sharpe Avg max DD % Win rate % Trades
A/D Line Trend Strategy 21 272.60 0.03 29.11 39.93 1460
ADX Trend Strategy 21 40.98 0.13 23.80 38.08 792
Aroon Strategy 21 68.86 0.12 24.49 41.72 507
ATR Bands Strategy 21 23.20 0.38 14.16 72.82 502
ATR Trailing Stop Strategy 21 315.77 0.45 28.35 95.24 21
BB Width Squeeze Strategy 21 10.51 -0.12 18.02 26.24 545
Bollinger Bands Strategy 21 46.71 0.39 22.89 73.70 259
Commodity Channel Index Strategy 21 261.12 0.31 20.68 70.79 512
Chaikin Money Flow Strategy 21 -1.97 -0.07 25.16 34.20 1128
Chaikin Oscillator Strategy 21 273.61 0.07 30.53 42.37 1324
Chande Momentum Strategy 21 70.89 0.19 24.09 35.20 1475
Chandelier Exit Strategy 21 87.04 0.05 31.16 27.95 1279
Coppock Curve Strategy 21 103.73 0.26 23.43 41.56 556
DEMA Crossover Strategy 21 54.78 0.33 22.32 39.47 823
Disparity Index Strategy 21 103.27 0.16 25.23 29.31 1859
Donchian Breakout Strategy 21 102.51 0.05 27.21 41.03 358
Detrended Price Oscillator Strategy 21 65.69 0.17 23.17 26.58 934
Dual Moving Average Strategy 21 82.40 0.07 23.00 28.28 1207
Ease of Movement Strategy 21 80.63 0.17 23.91 37.69 1218
Elder Ray Strategy 21 12.20 -0.22 30.49 50.15 4646
EMA Crossover Strategy 21 95.46 0.23 25.92 33.46 459
EMA Ribbon Strategy 21 -13.71 -0.63 15.64 0.00 162
Force Index Strategy 21 77.29 -0.44 38.89 33.78 5012
Fractal Breakout Strategy 21 98.96 0.25 26.82 48.79 317
Hull MA Crossover Strategy 21 35.89 0.07 24.57 45.76 1635
Intraday Intensity Strategy 21 -3.44 -0.08 26.09 34.65 1100
Keltner Squeeze Strategy 21 64.89 0.14 19.16 40.68 509
Keltner Width Breakout Strategy 21 2.61 -0.03 10.65 33.67 264
Keltner Channel Strategy 21 57.73 0.40 20.12 75.76 234
Klinger Volume Strategy 21 3.73 0.02 22.30 33.46 1817
Know Sure Thing Strategy 21 25.30 0.29 23.19 45.16 658
Linear Regression Reversion Strategy 21 6.85 0.18 13.68 65.47 374
Linear Regression Slope Strategy 21 89.48 0.20 24.26 40.89 617
MACD Strategy 21 52.97 0.34 22.58 39.40 1052
Mass Index Strategy 21 -0.69 -0.03 2.75 0.00 2
McGinley Dynamic Strategy 21 113.35 0.09 28.47 26.13 1776
Momentum ROC Strategy 21 113.84 0.11 24.86 32.62 1787
Money Flow Index Strategy 21 288.95 0.41 20.83 80.00 64
OBV Trend Strategy 21 1.96 -0.02 23.56 25.24 1713
Parabolic SAR Strategy 21 80.89 0.15 25.92 41.59 1245
Pivot Breakout Strategy 21 69.37 0.30 26.60 49.44 297
Pretty Good Oscillator Strategy 21 144.44 0.15 24.20 27.02 1519
Price Above SMA Strategy 21 100.49 0.06 28.16 22.20 979
Price Channel Strategy 21 102.51 0.05 27.21 41.03 358
Price Oscillator Strategy 21 95.22 0.22 25.88 33.03 464
Projection Oscillator Strategy 21 36.10 -0.15 30.89 35.34 3120
QStick Strategy 21 59.25 0.06 25.78 36.05 1470
Raff Channel Strategy 21 106.93 0.15 25.33 27.44 1487
Random Walk Index Strategy 21 32.34 0.21 18.34 42.91 621
ROC Crossover Strategy 21 50.18 0.12 22.56 51.62 1443
RSI Mean Reversion Strategy 21 103.73 0.35 20.90 67.11 288
Schaff Trend Cycle Strategy 21 39.65 0.26 24.49 41.33 636
SMA Crossover Strategy 21 77.61 0.18 24.91 43.73 692
Std Dev Bands Strategy 21 22.82 0.39 14.90 74.25 483
Stochastic RSI Strategy 21 28.26 0.15 26.58 59.29 927
Stochastic Reversion Strategy 21 55.10 0.41 20.22 69.32 305
Supertrend Strategy 21 93.67 0.20 24.04 41.59 484
Swing Breakout Strategy 21 102.51 0.05 27.21 41.03 358
TEMA Crossover Strategy 21 60.28 0.31 22.71 40.68 1358
Triple Moving Average Strategy 21 27.42 0.03 22.67 38.58 526
TRIX Strategy 21 36.81 0.31 23.35 45.53 648
True Strength Index Strategy 21 48.16 0.31 22.84 37.31 1099
Twiggs Money Flow Strategy 21 4.39 0.03 24.25 31.54 897
Ultimate Oscillator Strategy 21 260.50 0.44 28.34 91.75 60
Volatility Breakout Strategy 21 59.88 0.09 19.58 37.99 500
Volume Price Trend Strategy 21 8.98 0.12 18.66 25.25 1243
Vortex Indicator Strategy 21 82.03 0.15 25.48 37.59 1286
VWMA Crossover Strategy 21 78.94 0.20 24.64 44.24 693
Williams %R Strategy 21 317.83 0.17 22.10 63.18 672
WMA Crossover Strategy 21 91.60 0.33 23.35 42.47 754
Z-Score Mean Reversion Strategy 21 46.71 0.39 22.89 73.70 259

How to update

  • Install Python deps: pip install -r engine/requirements.txt
  • Run pipeline: python engine/run_local.py 5y
  • Generate indices for build: npm run slim:indices
  • Rebuild the site: npm run build