Strategy library
Open source ProBuilder code for ProRealTime, rewritten to one standard. Winners and losers both, with the real backtest behind each one. Nothing is rounded up and nothing is hidden.
| Strategy | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|
| Winter Only | 14.53 | 49 | 75.51 | 73,757 | -11,588 |
| Bollinger Squeeze | 14.30 | 86 | 43.02 | 386,898 | -361,369 |
| Long-Term Moving Average Cross | 12.31 | 61 | 31.15 | 212,207 | -23,612 |
| Twelve Minus Two Momentum | 12.00 | 52 | 61.54 | 38,440 | -8,990 |
| ATR Band | 10.31 | 53 | 83.02 | 51,575 | -5,068 |
| Four Percent Dip | 8.77 | 68 | 86.76 | 31,547 | -3,129 |
| Slow MACD Slope | 6.80 | 7,305 | 11.96 | 2,219,896 | -76,236 |
| MACD Exhaustion | 6.35 | 33 | 78.79 | 18,727 | -2,016 |
| Breakout Regime Filter | 6.28 | 70 | 64.29 | 93,926 | -7,379 |
| Dip In Uptrend | 5.49 | 54 | 83.33 | 18,470 | -3,117 |
| Percent B Bollinger Trend | 5.43 | 3,202 | 57.90 | 552,570 | -18,577 |
| Eight Bar Trend Follower | 5.19 | 280 | 53.57 | 272,509 | -4,000 |
| Turn Of The Month | 4.86 | 47 | 74.47 | 26,859 | -3,243 |
| Gap Catcher | 4.51 | 631 | 74.64 | 123,862 | -33,131 |
| Stochastic Extreme Reversal | 3.94 | 974 | 56.98 | 571,597 | -568,775 |
| Turnaround Tuesday | 3.80 | 39 | 71.79 | 5,718 | -911 |
| Supertrend Counter Trend | 3.47 | 1,444 | 2.35 | 1,222,950 | -240,380 |
| Renko MA Cross | 3.34 | 144 | 45.83 | 606,680 | -109,627 |
| Negated Hammer | 3.20 | 372 | 87.10 | 8,515 | -2,494 |
| Bollinger Band Walk | 3.10 | 148 | 38.51 | 3,646,600 | -312,500 |
Distribution
Best run per strategy, 97 strategies with a recorded profit factor.
