Comprehensive collection of quantitative trading strategies with detailed performance metrics including Sharpe ratio, total return, max drawdown, win rate, and volatility.
Generated Friday, Mar 6, 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 | 0.09 | +243.7% | +29.0% | +40.0% | 1449 | more |
| 2 | ADX Trend | ADX Trend | Default | ADX Trend | 0.12 | +40.9% | +23.9% | +38.1% | 801 | more |
| 3 | Aroon | Aroon | Default | Aroon | 0.15 | +69.9% | +24.5% | +42.2% | 513 | more |
| 4 | ATR Bands | ATR Bands | Default | ATR Bands | 0.44 | +25.6% | +14.2% | +74.5% | 496 | more |
| 5 | ATR Trailing | ATR Trailing Stop | Default | ATR Trailing Stop | 0.52 | +304.1% | +28.4% | +95.2% | 21 | more |
| 6 | BB Width Squeeze | BB Width Squeeze | Default | BB Width Squeeze | -0.13 | +10.2% | +18.1% | +26.2% | 554 | more |
| 7 | Bollinger Bands | Bollinger Bands | Default | Bollinger Bands | 0.45 | +51.1% | +22.9% | +77.4% | 256 | more |
| 8 | CCI | Commodity Channel Index | Default | Commodity Channel Index | 0.37 | +270.8% | +20.7% | +72.4% | 509 | more |
| 9 | Chaikin Money Flow | Chaikin Money Flow | Default | Chaikin Money Flow | -0.01 | +1.3% | +25.5% | +34.6% | 1123 | more |
| 10 | Chaikin Oscillator | Chaikin Oscillator | Default | Chaikin Oscillator | 0.13 | +257.3% | +30.5% | +37.9% | 1321 | more |
| 11 | Chande Momentum | Chande Momentum | Default | Chande Momentum | 0.20 | +72.7% | +24.1% | +35.4% | 1480 | more |
| 12 | Chandelier Exit | Chandelier Exit | Default | Chandelier Exit | 0.08 | +83.8% | +31.3% | +28.2% | 1274 | more |
| 13 | Coppock Curve | Coppock Curve | Default | Coppock Curve | 0.29 | +104.8% | +23.8% | +42.2% | 563 | more |
| 14 | DEMA Crossover | DEMA Crossover | Default | DEMA Crossover | 0.31 | +49.8% | +22.3% | +38.6% | 820 | more |
| 15 | Disparity Index | Disparity Index | Default | Disparity Index | 0.17 | +97.3% | +25.3% | +29.6% | 1875 | more |
| 16 | Donchian | Donchian Breakout | Default | Donchian Breakout | 0.11 | +105.4% | +27.3% | +42.0% | 361 | more |
| 17 | Dpo | Detrended Price Oscillator | Default | Detrended Price Oscillator | 0.18 | +92.8% | +23.3% | +26.9% | 944 | more |
| 18 | Dual Ma | Dual Moving Average | Default | Dual Moving Average | 0.11 | +106.0% | +22.9% | +29.1% | 1207 | more |
| 19 | Ease Of Movement | Ease of Movement | Default | Ease of Movement | 0.17 | +81.4% | +24.1% | +38.0% | 1226 | more |
| 20 | Elder Ray | Elder Ray | Default | Elder Ray | -0.17 | +13.7% | +30.4% | +50.3% | 4695 | more |
| 21 | EMA Crossover | EMA Crossover | Default | EMA Crossover | 0.22 | +95.3% | +25.6% | +32.5% | 449 | more |
| 22 | Ema Ribbon | EMA Ribbon | Default | EMA Ribbon | -0.60 | -10.9% | +12.6% | +0.0% | 130 | more |
| 23 | Force Index | Force Index | Default | Force Index | -0.40 | +83.0% | +38.5% | +33.9% | 4996 | more |
| 24 | Fractal Breakout | Fractal Breakout | Default | Fractal Breakout | 0.29 | +101.3% | +26.9% | +50.2% | 318 | more |
| 25 | Hull Ma Cross | Hull MA Crossover | Default | Hull MA Crossover | 0.08 | +35.3% | +24.5% | +45.8% | 1625 | more |