Indicateur
131 stratégies construites sur Bollinger Bands. Le profit factor le plus élevé est de 258.72, obtenu par Lower Band RSI Dip Long sur S&P 500 4 heures.
| Stratégie | PF | Trades | % de réussite | Net | Max DD |
|---|---|---|---|---|---|
| Lower Band RSI Dip Long | 258.72 | 662 | 90.18 | 5,036 | -1,237 |
| Bollinger Squeeze | 14.30 | 86 | 43.02 | 386,898 | -361,369 |
| Bollinger Percent B Reversion | 9.01 | 834 | 65.95 | 564,439 | -20,088 |
| Squeeze Momentum SMA Filter | 8.53 | 193 | 4.66 | 274,600 | -59,540 |
| Bollinger Crossover With RSI Filter | 6.45 | 715 | 3.78 | 957,260 | -73,110 |
| MACD Histogram Long With RSI | 6.06 | 152 | 84.21 | 54,545 | -11,142 |
| Percent B Threshold Reversion | 5.66 | 2,377 | 53.60 | 546,831 | -29,170 |
| Percent B Bollinger Trend | 5.43 | 3,202 | 57.90 | 552,570 | -18,577 |
| Bollinger Band Dip RSI Filter | 5.08 | 108 | 80.56 | 49,694 | -11,142 |
| Bollinger RSI Reversion Long | 4.62 | 762 | 66.01 | 548,938 | -36,415 |
| Bollinger Zone Exit Long | 4.55 | 116 | 83.62 | 5,994 | -1,280 |
| Triple Filter Momentum Entry | 4.26 | 893 | 3.47 | 890,480 | -114,900 |
| Volume Confirmed Band Breakout | 4.21 | 227 | 97.36 | 11,159 | -1,411 |
| Bollinger Basis Aroon Long | 4.08 | 174 | 82.76 | 5,028 | -1,256 |
| Volatility Spike Mean Reversion | 3.81 | 140 | 77.14 | 5,218 | -1,190 |
| RSI Bollinger Band Reversal | 3.72 | 1,892 | 55.02 | 503,109 | -66,145 |
| EMA Crossover With Bollinger Stop | 3.55 | 100 | 49.00 | 20,689 | -3,270 |
| Supertrend Counter Trend | 3.47 | 1,444 | 2.35 | 1,222,950 | -240,380 |
| Lower Band Cross Long | 3.21 | 164 | 78.66 | 39,133 | -8,615 |
| Percent B Zero Cross Long | 3.20 | 172 | 80.23 | 4,790 | -1,190 |