Backtested quantitative trading strategies
Showing 172 of 172 strategies · Click a strategy for full stats and analysis
| # | Strategy | Category | Sharpe | Avg Return % | Max DD % | Win Rate % | Trades | Detail |
|---|---|---|---|---|---|---|---|---|
| 1 | A/D Line Trend | Strategy | 0.24 | +309.2% | -26.1% | +36.1% | 892 | View → |
| 2 | ADX 10 Thresh 20 | Strategy | 0.37 | +64.4% | -20.5% | +38.9% | 802 | View → |
| 3 | ADX 14 Thresh 30 | Strategy | 0.28 | +38.4% | -18.8% | +43.5% | 390 | View → |
| 4 | ADX Trend | Strategy | 0.33 | +46.2% | -20.2% | +41.1% | 470 | View → |
| 5 | Aroon 14 | Strategy | 0.28 | +103.9% | -24.2% | +43.6% | 560 | View → |
| 6 | Aroon 30 | Strategy | 0.43 | +69.8% | -19.8% | +50.0% | 267 | View → |
| 7 | Aroon 40 | Strategy | 0.44 | +156.0% | -21.3% | +54.5% | 190 | View → |
| 8 | Aroon | Strategy | 0.43 | +84.6% | -19.5% | +48.3% | 318 | View → |
| 9 | ATR Bands 10/1.5 | Strategy | 0.42 | -1.2% | -22.9% | +67.1% | 408 | View → |
| 10 | ATR Bands 21/2.5 | Strategy | 0.56 | +2.4% | -22.9% | +76.9% | 192 | View → |
| 11 | ATR Bands 7/2 | Strategy | 0.43 | -7.0% | -20.6% | +68.7% | 171 | View → |
| 12 | ATR Bands | Strategy | 0.45 | +5.3% | -20.4% | +71.2% | 289 | View → |
| 13 | ATR Trailing 1.5x | Strategy | 0.72 | +350.2% | -25.9% | +90.5% | 21 | View → |
| 14 | ATR Trailing 2.5x | Strategy | 0.72 | +350.2% | -25.9% | +90.5% | 21 | View → |
| 15 | ATR Trailing Stop | Strategy | 0.72 | +350.2% | -25.9% | +90.5% | 21 | View → |
| 16 | BB Width Squeeze | Strategy | -0.02 | +14.3% | -13.9% | +27.2% | 342 | View → |
| 17 | Bollinger 1.5σ | Strategy | 0.49 | +22.5% | -23.9% | +77.3% | 257 | View → |
| 18 | Bollinger n=15 | Strategy | 0.49 | +20.1% | -25.2% | +73.4% | 177 | View → |
| 19 | Bollinger 2.5σ | Strategy | 0.55 | +16.1% | -26.5% | +80.7% | 69 | View → |
| 20 | Bollinger n=30 | Strategy | 0.53 | +6.2% | -27.4% | +79.6% | 118 | View → |
| 21 | Bollinger Bands | Strategy | 0.55 | +26.1% | -24.6% | +77.2% | 160 | View → |
| 22 | CCI Period 14 | Strategy | 0.49 | +53.1% | -24.1% | +68.1% | 408 | View → |
| 23 | CCI Period 30 | Strategy | 0.50 | +13.1% | -27.7% | +76.6% | 210 | View → |
| 24 | Commodity Channel Index | Strategy | 0.45 | +38.1% | -24.9% | +74.9% | 302 | View → |
| 25 | Chaikin Money Flow | Strategy | 0.08 | +6.2% | -22.5% | +33.4% | 711 | View → |
| 26 | Chaikin Oscillator | Strategy | 0.29 | +309.6% | -27.1% | +39.6% | 848 | View → |
| 27 | Chande Momentum 10 | Strategy | 0.31 | +109.4% | -22.0% | +34.9% | 1056 | View → |
| 28 | Chande Momentum 21 | Strategy | 0.24 | +66.6% | -22.5% | +37.1% | 714 | View → |
| 29 | Chande Momentum 7 | Strategy | 0.42 | +81.3% | -20.8% | +35.5% | 1280 | View → |
| 30 | Chande Momentum | Strategy | 0.43 | +74.0% | -22.1% | +36.8% | 901 | View → |
| 31 | Chandelier Exit 14 | Strategy | 0.37 | +113.2% | -30.0% | +33.9% | 741 | View → |
| 32 | Chandelier Exit 20 | Strategy | 0.26 | +62.5% | -23.0% | +33.0% | 914 | View → |
| 33 | Chandelier Exit 30 | Strategy | 0.22 | +75.4% | -21.5% | +32.0% | 729 | View → |
| 34 | Chandelier Exit | Strategy | 0.33 | +108.2% | -28.4% | +33.3% | 758 | View → |
| 35 | Coppock Curve | Strategy | 0.36 | +99.3% | -21.2% | +46.2% | 346 | View → |
| 36 | DEMA Crossover | Strategy | 0.46 | +54.3% | -20.0% | +42.3% | 479 | View → |
| 37 | Disparity Index | Strategy | 0.37 | +109.7% | -21.9% | +31.3% | 1097 | View → |
| 38 | Donchian 10 | Strategy | 0.37 | +92.0% | -20.7% | +44.8% | 375 | View → |
| 39 | Donchian 30 | Strategy | 0.39 | +94.1% | -21.2% | +51.7% | 145 | View → |
| 40 | Donchian 55 | Strategy | 0.59 | +183.3% | -18.6% | +59.5% | 72 | View → |
| 41 | Donchian Breakout | Strategy | 0.42 | +126.9% | -22.3% | +50.8% | 207 | View → |
| 42 | Detrended Price Oscillator | Strategy | 0.43 | +92.1% | -19.7% | +31.0% | 529 | View → |
| 43 | Dual MA 10/40 | Strategy | 0.20 | +96.8% | -18.7% | +34.7% | 986 | View → |
| 44 | Dual MA 15/45 | Strategy | 0.22 | +114.1% | -20.6% | +32.0% | 809 | View → |
| 45 | Dual MA 30/70 | Strategy | 0.45 | +83.5% | -18.5% | +28.9% | 533 | View → |
| 46 | Dual Moving Average | Strategy | 0.26 | +133.4% | -19.5% | +31.5% | 685 | View → |
| 47 | Ease of Movement | Strategy | 0.39 | +91.8% | -22.0% | +40.9% | 745 | View → |
| 48 | Elder Ray | Strategy | 0.15 | +33.4% | -24.5% | +50.6% | 2918 | View → |
| 49 | EMA 15/30 | Strategy | 0.49 | +99.5% | -19.9% | +41.5% | 214 | View → |
| 50 | EMA 20/50 | Strategy | 0.59 | +153.0% | -19.0% | +48.3% | 141 | View → |
| 51 | EMA 5/13 | Strategy | 0.30 | +110.0% | -22.0% | +35.7% | 593 | View → |
| 52 | EMA 9/21 | Strategy | 0.30 | +95.3% | -21.6% | +40.7% | 348 | View → |
| 53 | EMA Crossover | Strategy | 0.47 | +109.7% | -20.3% | +42.3% | 248 | View → |
| 54 | EMA Ribbon | Strategy | -0.35 | -7.0% | -9.2% | +31.2% | 83 | View → |
| 55 | Force Index | Strategy | -0.00 | +98.5% | -27.5% | +35.1% | 3005 | View → |
| 56 | Fractal Breakout | Strategy | 0.56 | +110.6% | -20.0% | +58.7% | 183 | View → |
| 57 | Hull MA 14/28 | Strategy | 0.48 | +75.4% | -20.8% | +52.2% | 617 | View → |
| 58 | Hull MA 5/15 | Strategy | 0.20 | +32.4% | -24.0% | +44.2% | 1398 | View → |
| 59 | Hull MA Crossover | Strategy | 0.37 | +48.0% | -20.5% | +47.5% | 978 | View → |
| 60 | Intraday Intensity | Strategy | 0.16 | +6.3% | -22.0% | +37.4% | 663 | View → |
| 61 | Keltner 1.5x | Strategy | 0.43 | +20.1% | -24.4% | +75.9% | 195 | View → |
| 62 | Keltner 2.5x | Strategy | 0.45 | +0.9% | -27.8% | +76.6% | 85 | View → |
| 63 | Keltner Squeeze | Strategy | 0.25 | +76.1% | -16.5% | +49.3% | 311 | View → |
| 64 | Keltner Width Breakout | Strategy | 0.27 | +8.4% | -8.3% | +44.6% | 154 | View → |
| 65 | Keltner Channel | Strategy | 0.39 | +2.1% | -29.2% | +74.3% | 128 | View → |
| 66 | Klinger Volume | Strategy | 0.05 | +7.6% | -17.4% | +36.2% | 1084 | View → |
| 67 | Know Sure Thing | Strategy | 0.33 | +38.7% | -20.9% | +49.0% | 374 | View → |
| 68 | Linear Regression Reversion | Strategy | 0.39 | -9.0% | -21.9% | +67.7% | 197 | View → |
| 69 | Linear Regression Slope | Strategy | 0.30 | +101.4% | -21.9% | +44.9% | 392 | View → |
| 70 | MACD 5/13/5 | Strategy | 0.33 | +36.5% | -20.2% | +37.7% | 1268 | View → |
| 71 | MACD 8/17/9 | Strategy | 0.34 | +68.5% | -22.2% | +38.5% | 827 | View → |
| 72 | MACD | Strategy | 0.47 | +56.9% | -20.5% | +41.0% | 604 | View → |
| 73 | Mass Index | Strategy | 0.00 | +0.0% | +0.0% | +0.0% | 0 | View → |
| 74 | McGinley 14 | Strategy | 0.35 | +165.1% | -24.0% | +27.5% | 836 | View → |
| 75 | McGinley 20 | Strategy | 0.37 | +224.4% | -24.2% | +28.3% | 674 | View → |
| 76 | McGinley 7 | Strategy | 0.25 | +147.5% | -28.1% | +29.0% | 1235 | View → |
| 77 | McGinley Dynamic | Strategy | 0.29 | +131.2% | -24.1% | +27.1% | 1017 | View → |
| 78 | Momentum ROC 15 | Strategy | 0.41 | +92.8% | -22.5% | +42.9% | 346 | View → |
| 79 | Momentum ROC 20 | Strategy | 0.36 | +78.3% | -23.1% | +43.6% | 315 | View → |
| 80 | Momentum ROC 5 | Strategy | 0.37 | +65.4% | -23.7% | +37.1% | 569 | View → |
| 81 | Momentum ROC 1% | Strategy | 0.43 | +85.3% | -21.6% | +40.1% | 600 | View → |
| 82 | Momentum ROC 3% | Strategy | 0.43 | +136.7% | -24.0% | +43.5% | 311 | View → |
| 83 | Momentum ROC | Strategy | 0.38 | +91.4% | -22.4% | +40.5% | 443 | View → |
| 84 | MFI 10 | Strategy | 0.34 | +293.7% | -20.4% | +67.9% | 102 | View → |
| 85 | MFI 21 | Strategy | 0.14 | +303.8% | -11.0% | +26.2% | 10 | View → |
| 86 | MFI 30 | Strategy | 0.08 | +301.8% | -5.8% | +9.5% | 4 | View → |
| 87 | MFI 7 | Strategy | 0.48 | +299.8% | -19.8% | +68.3% | 186 | View → |
| 88 | Money Flow Index | Strategy | 0.45 | +311.4% | -17.5% | +68.1% | 44 | View → |
| 89 | OBV Trend 15 | Strategy | 0.22 | +11.2% | -17.9% | +28.4% | 1205 | View → |
| 90 | OBV Trend 30 | Strategy | 0.23 | +12.9% | -17.8% | +24.6% | 794 | View → |
| 91 | OBV Trend | Strategy | 0.30 | +15.0% | -18.1% | +27.2% | 1013 | View → |
| 92 | Parabolic SAR 0.01 | Strategy | 0.25 | +72.0% | -23.5% | +32.5% | 861 | View → |
| 93 | Parabolic SAR | Strategy | 0.26 | +63.6% | -23.8% | +36.0% | 1027 | View → |
| 94 | Pivot Breakout | Strategy | 0.55 | +77.9% | -20.9% | +58.1% | 183 | View → |
| 95 | Pretty Good Oscillator | Strategy | 0.31 | +147.7% | -22.8% | +29.7% | 886 | View → |
| 96 | Price Channel 10 | Strategy | 0.37 | +92.0% | -20.7% | +44.8% | 375 | View → |
| 97 | Price Channel 30 | Strategy | 0.39 | +94.1% | -21.2% | +51.7% | 145 | View → |
| 98 | Price Channel 55 | Strategy | 0.59 | +183.3% | -18.6% | +59.5% | 72 | View → |
| 99 | Price Channel | Strategy | 0.42 | +126.9% | -22.3% | +50.8% | 207 | View → |
| 100 | Price Oscillator | Strategy | 0.51 | +114.0% | -21.6% | +44.1% | 268 | View → |
| 101 | Projection Oscillator | Strategy | 0.35 | +60.6% | -22.9% | +36.5% | 1842 | View → |
| 102 | QStick | Strategy | 0.29 | +74.3% | -22.0% | +38.8% | 887 | View → |
| 103 | Raff Channel | Strategy | 0.33 | +114.7% | -23.3% | +28.6% | 864 | View → |
| 104 | Random Walk Index | Strategy | 0.23 | +37.6% | -17.9% | +43.4% | 396 | View → |
| 105 | ROC Crossover | Strategy | 0.41 | +24.8% | -21.4% | +55.7% | 878 | View → |
| 106 | RSI Period 21 | Strategy | 0.36 | +12.4% | -28.8% | +74.9% | 70 | View → |
| 107 | RSI 25/75 | Strategy | 0.45 | +14.9% | -27.0% | +73.3% | 110 | View → |
| 108 | RSI 35/65 | Strategy | 0.55 | +24.9% | -24.2% | +73.0% | 248 | View → |
| 109 | RSI Period 7 | Strategy | 0.42 | +81.0% | -24.2% | +67.6% | 485 | View → |
| 110 | RSI Mean Reversion | Strategy | 0.51 | +30.5% | -25.7% | +71.0% | 180 | View → |
| 111 | Schaff Trend Cycle | Strategy | 0.30 | +37.0% | -22.2% | +44.7% | 372 | View → |
| 112 | SMA 10/30 | Strategy | 0.35 | +66.2% | -21.6% | +43.8% | 293 | View → |
| 113 | SMA 15/40 | Strategy | 0.48 | +69.3% | -20.4% | +46.1% | 212 | View → |
| 114 | SMA 20/50 | Strategy | 0.52 | +86.1% | -21.0% | +51.3% | 156 | View → |
| 115 | SMA 5/15 | Strategy | 0.48 | +111.9% | -21.6% | +44.4% | 604 | View → |
| 116 | SMA 50/200 | Strategy | 0.73 | +33.4% | -13.4% | +76.8% | 37 | View → |
| 117 | SMA Crossover | Strategy | 0.39 | +83.5% | -22.4% | +50.3% | 434 | View → |
| 118 | Std Dev Bands 10 | Strategy | 0.47 | -0.5% | -22.7% | +71.0% | 350 | View → |
| 119 | Std Dev Bands 15 | Strategy | 0.49 | +3.6% | -22.3% | +72.8% | 320 | View → |
| 120 | Std Dev Bands 30/2.5 | Strategy | 0.39 | -5.0% | -24.1% | +71.9% | 112 | View → |
| 121 | Std Dev Bands | Strategy | 0.52 | +8.3% | -21.5% | +78.9% | 268 | View → |
| 122 | Stochastic 21/5 | Strategy | 0.58 | +17.8% | -15.7% | +78.2% | 106 | View → |
| 123 | Stochastic 5/3 | Strategy | 0.55 | +31.7% | -17.0% | +77.2% | 209 | View → |
| 124 | Stoch RSI 10/90 | Strategy | 0.34 | +44.0% | -21.3% | +59.7% | 509 | View → |
| 125 | Stoch RSI 15/85 | Strategy | 0.37 | +48.6% | -21.0% | +60.4% | 535 | View → |
| 126 | Stoch RSI 25/75 | Strategy | 0.38 | +62.8% | -19.9% | +62.8% | 604 | View → |
| 127 | Stochastic RSI | Strategy | 0.37 | +51.0% | -21.1% | +60.8% | 555 | View → |
| 128 | Stochastic Reversion | Strategy | 0.54 | +41.6% | -17.7% | +76.1% | 182 | View → |
| 129 | Supertrend 14/3 | Strategy | 0.37 | +102.9% | -23.8% | +50.8% | 286 | View → |
| 130 | Supertrend 20/2.5 | Strategy | 0.14 | +52.4% | -24.2% | +46.9% | 377 | View → |
| 131 | Supertrend 7/2 | Strategy | 0.31 | +62.2% | -22.6% | +43.5% | 513 | View → |
| 132 | Supertrend | Strategy | 0.34 | +99.0% | -21.5% | +45.0% | 300 | View → |
| 133 | Swing Breakout 10 | Strategy | 0.37 | +92.0% | -20.7% | +44.8% | 375 | View → |
| 134 | Swing Breakout 15 | Strategy | 0.47 | +87.9% | -21.4% | +48.9% | 263 | View → |
| 135 | Swing Breakout 30 | Strategy | 0.39 | +94.1% | -21.2% | +51.7% | 145 | View → |
| 136 | Swing Breakout 40 | Strategy | 0.42 | +99.3% | -21.7% | +49.1% | 111 | View → |
| 137 | Swing Breakout 55 | Strategy | 0.59 | +183.3% | -18.6% | +59.5% | 72 | View → |
| 138 | Swing Breakout | Strategy | 0.42 | +126.9% | -22.3% | +50.8% | 207 | View → |
| 139 | TEMA Crossover | Strategy | 0.35 | +59.9% | -21.0% | +43.1% | 812 | View → |
| 140 | Triple MA 20/40/60 | Strategy | 0.35 | +44.6% | -20.4% | +44.7% | 188 | View → |
| 141 | Triple MA 5/15/30 | Strategy | 0.23 | +48.4% | -19.6% | +47.0% | 456 | View → |
| 142 | Triple Moving Average | Strategy | 0.27 | +52.4% | -18.1% | +48.0% | 329 | View → |
| 143 | TRIX 10 | Strategy | 0.45 | +68.0% | -20.7% | +46.1% | 514 | View → |
| 144 | TRIX 14 | Strategy | 0.26 | +44.4% | -21.9% | +49.4% | 395 | View → |
| 145 | TRIX 21 | Strategy | 0.46 | +36.7% | -20.2% | +52.7% | 285 | View → |
| 146 | TRIX | Strategy | 0.39 | +41.3% | -21.4% | +46.7% | 371 | View → |
| 147 | TSI 13/7 | Strategy | 0.30 | +40.4% | -21.6% | +38.6% | 970 | View → |
| 148 | TSI 20/10 | Strategy | 0.18 | +56.4% | -21.6% | +35.2% | 785 | View → |
| 149 | TSI 30/15 | Strategy | 0.29 | +47.7% | -19.9% | +37.5% | 618 | View → |
| 150 | True Strength Index | Strategy | 0.23 | +48.7% | -21.2% | +37.1% | 669 | View → |
| 151 | Twiggs Money Flow | Strategy | 0.30 | +13.1% | -20.0% | +34.2% | 559 | View → |
| 152 | Ultimate Osc 10/15/30 | Strategy | 0.65 | +308.7% | -25.8% | +92.9% | 41 | View → |
| 153 | Ultimate Osc 5/10/20 | Strategy | 0.69 | +291.2% | -25.8% | +83.0% | 120 | View → |
| 154 | Ultimate Oscillator | Strategy | 0.65 | +293.9% | -25.7% | +90.1% | 62 | View → |
| 155 | Vol Breakout 1.5x | Strategy | 0.35 | +88.3% | -18.9% | +42.7% | 383 | View → |
| 156 | Vol Breakout 2.5x | Strategy | 0.13 | +38.2% | -15.8% | +49.1% | 235 | View → |
| 157 | Volatility Breakout | Strategy | 0.22 | +72.4% | -16.5% | +48.1% | 296 | View → |
| 158 | Volume Price Trend | Strategy | 0.36 | +17.0% | -16.7% | +28.1% | 711 | View → |
| 159 | Vortex 10 | Strategy | 0.44 | +85.4% | -22.6% | +38.9% | 912 | View → |
| 160 | Vortex 14 | Strategy | 0.52 | +97.1% | -21.1% | +40.4% | 788 | View → |
| 161 | Vortex 21 | Strategy | 0.17 | +63.8% | -22.7% | +39.0% | 615 | View → |
| 162 | Vortex Indicator | Strategy | 0.52 | +97.1% | -21.1% | +40.4% | 788 | View → |
| 163 | VWMA Crossover | Strategy | 0.42 | +84.6% | -22.4% | +49.6% | 432 | View → |
| 164 | Williams %R 21 | Strategy | 0.51 | +140.6% | -23.9% | +77.9% | 288 | View → |
| 165 | Williams %R 7 | Strategy | 0.40 | +31.3% | -27.3% | +67.8% | 731 | View → |
| 166 | Williams %R | Strategy | 0.43 | +58.7% | -25.4% | +67.3% | 411 | View → |
| 167 | WMA 20/50 | Strategy | 0.55 | +83.2% | -18.8% | +49.9% | 194 | View → |
| 168 | WMA 5/15 | Strategy | 0.34 | +89.3% | -21.5% | +38.6% | 738 | View → |
| 169 | WMA Crossover | Strategy | 0.39 | +82.6% | -21.4% | +43.0% | 470 | View → |
| 170 | Z-Score n=10 | Strategy | 0.47 | +21.9% | -24.6% | +70.1% | 185 | View → |
| 171 | Z-Score n=30 | Strategy | 0.53 | +6.2% | -27.4% | +79.6% | 118 | View → |
| 172 | Z-Score Mean Reversion | Strategy | 0.55 | +26.1% | -24.6% | +77.2% | 160 | View → |