Comprehensive collection of quantitative trading strategies with detailed performance metrics including Sharpe ratio, total return, max drawdown, win rate, and volatility.
Generated Sunday, Mar 22, 2026
Showing 1–25 of 71.
| # | Type | Base | Variant | Strategy | Sharpe | Return % | Max DD % | Win % | Trades | Detail |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | A/D Line Trend | A/D Line Trend | Default | A/D Line Trend | 0.03 | +272.6% | +29.1% | +39.9% | 1460 | more |
| 2 | ADX Trend | ADX Trend | Default | ADX Trend | 0.13 | +41.0% | +23.8% | +38.1% | 792 | more |
| 3 | Aroon | Aroon | Default | Aroon | 0.12 | +68.9% | +24.5% | +41.7% | 507 | more |
| 4 | ATR Bands | ATR Bands | Default | ATR Bands | 0.38 | +23.2% | +14.2% | +72.8% | 502 | more |
| 5 | ATR Trailing | ATR Trailing Stop | Default | ATR Trailing Stop | 0.45 | +315.8% | +28.4% | +95.2% | 21 | more |
| 6 | BB Width Squeeze | BB Width Squeeze | Default | BB Width Squeeze | -0.12 | +10.5% | +18.0% | +26.2% | 545 | more |
| 7 | Bollinger Bands | Bollinger Bands | Default | Bollinger Bands | 0.39 | +46.7% | +22.9% | +73.7% | 259 | more |
| 8 | CCI | Commodity Channel Index | Default | Commodity Channel Index | 0.31 | +261.1% | +20.7% | +70.8% | 512 | more |
| 9 | Chaikin Money Flow | Chaikin Money Flow | Default | Chaikin Money Flow | -0.07 | -2.0% | +25.2% | +34.2% | 1128 | more |
| 10 | Chaikin Oscillator | Chaikin Oscillator | Default | Chaikin Oscillator | 0.07 | +273.6% | +30.5% | +42.4% | 1324 | more |
| 11 | Chande Momentum | Chande Momentum | Default | Chande Momentum | 0.19 | +70.9% | +24.1% | +35.2% | 1475 | more |
| 12 | Chandelier Exit | Chandelier Exit | Default | Chandelier Exit | 0.05 | +87.0% | +31.2% | +27.9% | 1279 | more |
| 13 | Coppock Curve | Coppock Curve | Default | Coppock Curve | 0.26 | +103.7% | +23.4% | +41.6% | 556 | more |
| 14 | DEMA Crossover | DEMA Crossover | Default | DEMA Crossover | 0.33 | +54.8% | +22.3% | +39.5% | 823 | more |
| 15 | Disparity Index | Disparity Index | Default | Disparity Index | 0.16 | +103.3% | +25.2% | +29.3% | 1859 | more |
| 16 | Donchian | Donchian Breakout | Default | Donchian Breakout | 0.05 | +102.5% | +27.2% | +41.0% | 358 | more |
| 17 | Dpo | Detrended Price Oscillator | Default | Detrended Price Oscillator | 0.17 | +65.7% | +23.2% | +26.6% | 934 | more |
| 18 | Dual Ma | Dual Moving Average | Default | Dual Moving Average | 0.07 | +82.4% | +23.0% | +28.3% | 1207 | more |
| 19 | Ease Of Movement | Ease of Movement | Default | Ease of Movement | 0.17 | +80.6% | +23.9% | +37.7% | 1218 | more |
| 20 | Elder Ray | Elder Ray | Default | Elder Ray | -0.22 | +12.2% | +30.5% | +50.1% | 4646 | more |
| 21 | EMA Crossover | EMA Crossover | Default | EMA Crossover | 0.23 | +95.5% | +25.9% | +33.5% | 459 | more |
| 22 | Ema Ribbon | EMA Ribbon | Default | EMA Ribbon | -0.63 | -13.7% | +15.6% | +0.0% | 162 | more |
| 23 | Force Index | Force Index | Default | Force Index | -0.44 | +77.3% | +38.9% | +33.8% | 5012 | more |
| 24 | Fractal Breakout | Fractal Breakout | Default | Fractal Breakout | 0.25 | +99.0% | +26.8% | +48.8% | 317 | more |
| 25 | Hull Ma Cross | Hull MA Crossover | Default | Hull MA Crossover | 0.07 | +35.9% | +24.6% | +45.8% | 1635 | more |