Die Bücher... aber nicht gratis
Indikator
296 Strategien auf Basis von ATR. Der höchste Profit Factor liegt bei 25.61, von Donchian Midline Cross With ATR Stop auf Nasdaq 100 30 Min..
| Strategie | PF | Trades | Treffer % | Netto | Max DD |
|---|---|---|---|---|---|
| Donchian Midline Cross With ATR Stop | 25.61 | 134 | 58.21 | 28,480 | -6,277 |
| DMI Threshold Cross With ATR Stop | 24.44 | 242 | 11.16 | 1,012,100 | -30,970 |
| Turtle Breakout With RSI Filter | 12.47 | 789 | 2.66 | 1,540,180 | -125,330 |
| Fair Value Gap RSI Reversion | 12.02 | 155 | 77.42 | 552,414 | -35,553 |
| ATR Band Reversion Long | 10.86 | 256 | 65.62 | 568,122 | -25,188 |
| ATR Band | 10.31 | 53 | 83.02 | 51,575 | -5,068 |
| 20-Bar Breakout With ATR Stop | 10.06 | 1,434 | 2.79 | 2,698,920 | -150,480 |
| Linear Regression Momentum Pivot | 9.58 | 1,606 | 4.42 | 2,383,220 | -167,590 |
| MACD Histogram Zero Cross Reversal | 9.12 | 893 | 1.46 | 1,149,270 | -133,510 |
| Squeeze Momentum SMA Filter | 8.53 | 193 | 4.66 | 274,600 | -59,540 |
| EHMA Turn With ATR Bracket | 7.57 | 493 | 33.47 | 328,527 | -7,409 |
| Breakout Regime Filter | 6.28 | 70 | 64.29 | 93,926 | -7,379 |
| EMA Pullback Continuation ATR Bracket | 5.72 | 877 | 15.51 | 390,444 | -24,640 |
| EMA Crossover With ADX and Volume | 5.55 | 341 | 32.26 | 312,039 | -16,870 |
| RSI Keltner Histogram Reversion | 5.51 | 1,603 | 45.91 | 526,556 | -40,534 |
| EMA Trend RSI Cross With ADX | 5.20 | 267 | 34.46 | 139,358 | -7,411 |
| Trend RSI Cross With ADX Filter | 5.01 | 387 | 27.13 | 181,973 | -10,236 |
| RSI Range Compression Breakout | 4.80 | 257 | 20.23 | 172,490 | -35,550 |
| Volatility Expansion Breakout | 4.53 | 458 | 34.06 | 181,950 | -5,481 |
| Composite Z-Score Momentum | 4.52 | 621 | 1.61 | 488,830 | -121,520 |
