Backtest Analytics

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

Last run: Sunday, Mar 1, 2026 · 1470 runs

Strategies overview

Strategy Category Symbols Avg return % Avg Sharpe Avg max DD % Win rate % Trades
A/D Line Trend Strategy 21 263.71 0.16 28.98 36.17 1450
ADX Trend Strategy 21 44.01 0.18 23.80 39.15 800
Aroon Strategy 21 73.72 0.22 24.19 42.70 512
ATR Bands Strategy 21 25.53 0.44 14.16 74.59 488
ATR Trailing Stop Strategy 21 312.15 0.56 28.34 90.48 21
BB Width Squeeze Strategy 21 12.87 -0.08 17.52 26.42 554
Bollinger Bands Strategy 21 52.09 0.47 22.90 77.41 252
Commodity Channel Index Strategy 21 282.60 0.38 20.68 73.01 501
Chaikin Money Flow Strategy 21 2.23 0.01 25.64 35.26 1122
Chaikin Oscillator Strategy 21 269.65 0.12 30.64 37.62 1322
Chande Momentum Strategy 21 63.25 0.23 24.60 35.94 1502
Chandelier Exit Strategy 21 87.50 0.13 31.41 29.05 1273
Coppock Curve Strategy 21 93.02 0.31 24.09 42.22 572
DEMA Crossover Strategy 21 54.43 0.36 22.75 39.81 827
Disparity Index Strategy 21 98.46 0.20 25.53 29.85 1881
Donchian Breakout Strategy 21 106.97 0.15 27.36 44.26 358
Detrended Price Oscillator Strategy 21 81.66 0.21 23.37 27.03 939
Dual Moving Average Strategy 21 122.78 0.11 23.20 28.92 1228
Ease of Movement Strategy 21 81.92 0.21 24.00 38.65 1242
Elder Ray Strategy 21 11.47 -0.18 30.56 50.16 4640
EMA Crossover Strategy 21 97.58 0.27 26.19 34.29 459
EMA Ribbon Strategy 21 -8.67 -0.66 9.14 2.38 118
Force Index Strategy 21 73.82 -0.44 39.15 33.88 5013
Fractal Breakout Strategy 21 102.95 0.32 26.88 51.32 317
Hull MA Crossover Strategy 21 38.48 0.12 24.57 46.20 1628
Intraday Intensity Strategy 21 0.67 0.00 26.27 35.77 1097
Keltner Squeeze Strategy 21 68.01 0.23 18.52 43.02 508
Keltner Width Breakout Strategy 21 2.58 -0.03 10.82 33.82 272
Keltner Channel Strategy 21 59.76 0.44 20.10 78.69 222
Klinger Volume Strategy 21 5.36 0.05 22.24 33.62 1819
Know Sure Thing Strategy 21 28.75 0.36 23.12 46.21 652
Linear Regression Reversion Strategy 21 7.42 0.21 13.65 66.51 364
Linear Regression Slope Strategy 21 88.84 0.24 24.28 41.66 626
MACD Strategy 21 55.54 0.38 22.98 40.08 1049
Mass Index Strategy 21 -0.58 -0.02 2.93 4.76 3
McGinley Dynamic Strategy 21 114.27 0.10 28.96 26.14 1803
Momentum ROC Strategy 21 87.36 0.33 24.03 40.50 674
Money Flow Index Strategy 21 295.06 0.42 20.83 78.02 63
OBV Trend Strategy 21 4.07 0.02 23.68 25.42 1724
Parabolic SAR Strategy 21 52.21 0.12 25.32 34.27 1729
Pivot Breakout Strategy 21 74.24 0.39 26.58 52.01 297
Pretty Good Oscillator Strategy 21 148.07 0.20 24.39 27.66 1524
Price Channel Strategy 21 106.97 0.15 27.36 44.26 358
Price Oscillator Strategy 21 97.21 0.27 26.26 33.82 466
Projection Oscillator Strategy 21 44.37 -0.06 30.75 36.13 3094
QStick Strategy 21 64.14 0.15 26.10 37.23 1472
Raff Channel Strategy 21 103.80 0.19 25.66 28.06 1493
Random Walk Index Strategy 21 35.43 0.29 18.25 43.92 618
ROC Crossover Strategy 21 41.19 0.17 22.74 52.30 1438
RSI Mean Reversion Strategy 21 97.84 0.40 20.60 70.21 277
Schaff Trend Cycle Strategy 21 41.32 0.29 24.69 41.07 638
SMA Crossover Strategy 21 70.33 0.22 25.26 43.79 705
Std Dev Bands Strategy 21 25.96 0.46 14.54 76.28 472
Stochastic RSI Strategy 21 31.42 0.23 26.36 60.54 924
Stochastic Reversion Strategy 21 52.20 0.47 19.87 71.80 296
Supertrend Strategy 21 90.59 0.28 24.34 43.98 486
Swing Breakout Strategy 21 106.97 0.15 27.36 44.26 358
TEMA Crossover Strategy 21 60.13 0.32 22.95 41.20 1358
Triple Moving Average Strategy 21 40.19 0.08 22.57 39.54 540
TRIX Strategy 21 40.90 0.36 23.24 45.69 645
True Strength Index Strategy 21 65.41 0.36 23.08 37.95 1102
Twiggs Money Flow Strategy 21 8.17 0.11 24.25 32.59 892
Ultimate Oscillator Strategy 21 274.44 0.53 28.31 93.89 60
Volatility Breakout Strategy 21 63.05 0.18 18.75 40.07 493
Volume Price Trend Strategy 21 12.34 0.17 18.93 26.19 1244
Vortex Indicator Strategy 21 82.60 0.18 25.84 38.07 1308
VWMA Crossover Strategy 21 71.76 0.24 24.95 44.70 706
Williams %R Strategy 21 155.13 0.23 22.24 64.63 665
WMA Crossover Strategy 21 89.42 0.36 23.37 42.44 766
Z-Score Mean Reversion Strategy 21 51.04 0.45 22.90 77.41 252

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