Comprehensive collection of quantitative trading strategies with detailed performance metrics including Sharpe ratio, total return, max drawdown, win rate, and volatility.
Generated Sunday, Mar 1, 2026
Showing 1–25 of 70.
| # | 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 | 0.16 | +263.7% | +29.0% | +36.2% | 1450 | more |
| 2 | ADX Trend | ADX Trend | Default | ADX Trend | 0.18 | +44.0% | +23.8% | +39.1% | 800 | more |
| 3 | Aroon | Aroon | Default | Aroon | 0.22 | +73.7% | +24.2% | +42.7% | 512 | more |
| 4 | ATR Bands | ATR Bands | Default | ATR Bands | 0.44 | +25.5% | +14.2% | +74.6% | 488 | more |
| 5 | ATR Trailing | ATR Trailing Stop | Default | ATR Trailing Stop | 0.56 | +312.1% | +28.3% | +90.5% | 21 | more |
| 6 | BB Width Squeeze | BB Width Squeeze | Default | BB Width Squeeze | -0.08 | +12.9% | +17.5% | +26.4% | 554 | more |
| 7 | Bollinger Bands | Bollinger Bands | Default | Bollinger Bands | 0.47 | +52.1% | +22.9% | +77.4% | 252 | more |
| 8 | CCI | Commodity Channel Index | Default | Commodity Channel Index | 0.38 | +282.6% | +20.7% | +73.0% | 501 | more |
| 9 | Chaikin Money Flow | Chaikin Money Flow | Default | Chaikin Money Flow | 0.01 | +2.2% | +25.6% | +35.3% | 1122 | more |
| 10 | Chaikin Oscillator | Chaikin Oscillator | Default | Chaikin Oscillator | 0.12 | +269.6% | +30.6% | +37.6% | 1322 | more |
| 11 | Chande Momentum | Chande Momentum | Default | Chande Momentum | 0.23 | +63.3% | +24.6% | +35.9% | 1502 | more |
| 12 | Chandelier Exit | Chandelier Exit | Default | Chandelier Exit | 0.13 | +87.5% | +31.4% | +29.1% | 1273 | more |
| 13 | Coppock Curve | Coppock Curve | Default | Coppock Curve | 0.31 | +93.0% | +24.1% | +42.2% | 572 | more |
| 14 | DEMA Crossover | DEMA Crossover | Default | DEMA Crossover | 0.36 | +54.4% | +22.8% | +39.8% | 827 | more |
| 15 | Disparity Index | Disparity Index | Default | Disparity Index | 0.20 | +98.5% | +25.5% | +29.9% | 1881 | more |
| 16 | Donchian | Donchian Breakout | Default | Donchian Breakout | 0.15 | +107.0% | +27.4% | +44.3% | 358 | more |
| 17 | Dpo | Detrended Price Oscillator | Default | Detrended Price Oscillator | 0.21 | +81.7% | +23.4% | +27.0% | 939 | more |
| 18 | Dual Ma | Dual Moving Average | Default | Dual Moving Average | 0.11 | +122.8% | +23.2% | +28.9% | 1228 | more |
| 19 | Ease Of Movement | Ease of Movement | Default | Ease of Movement | 0.21 | +81.9% | +24.0% | +38.6% | 1242 | more |
| 20 | Elder Ray | Elder Ray | Default | Elder Ray | -0.18 | +11.5% | +30.6% | +50.2% | 4640 | more |
| 21 | EMA Crossover | EMA Crossover | Default | EMA Crossover | 0.27 | +97.6% | +26.2% | +34.3% | 459 | more |
| 22 | Ema Ribbon | EMA Ribbon | Default | EMA Ribbon | -0.66 | -8.7% | +9.1% | +2.4% | 118 | more |
| 23 | Force Index | Force Index | Default | Force Index | -0.44 | +73.8% | +39.1% | +33.9% | 5013 | more |
| 24 | Fractal Breakout | Fractal Breakout | Default | Fractal Breakout | 0.32 | +103.0% | +26.9% | +51.3% | 317 | more |
| 25 | Hull Ma Cross | Hull MA Crossover | Default | Hull MA Crossover | 0.12 | +38.5% | +24.6% | +46.2% | 1628 | more |