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Indicateur
16 stratégies construites sur Momentum. Le profit factor le plus élevé est de 5.96, obtenu par Stochastic Reversal With Relative Momentum sur Argent 1 heure.
| Stratégie | PF | Trades | % de réussite | Net | Max DD |
|---|---|---|---|---|---|
| Stochastic Reversal With Relative Momentum | 5.96 | 830 | 44.46 | 577,155 | -12,573 |
| Composite Z-Score Momentum | 4.52 | 621 | 1.61 | 488,830 | -121,520 |
| Rate of Change Band Reversion | 2.76 | 189 | 67.72 | 46,975 | -7,927 |
| ADX Directional Momentum Long | 2.20 | 223 | 50.22 | 17,144 | -3,673 |
| Impulse Momentum | 1.44 | 481 | 48.65 | 4,958 | -1,182 |
| 18 Bar Momentum Stop Reversal | 1.35 | 1,324 | 34.67 | 3,171,440 | -441,300 |
| RSI Momentum Thrust | 1.33 | 273 | 50.55 | 6,567 | -1,524 |
| Stochastic Reversal With RSI Momentum | 1.20 | 1,434 | 39.68 | 547,430 | -99,540 |
| ADX Momentum Trend Long | 1.17 | 1,654 | 49.70 | 14,561 | -2,812 |
| ADX Momentum EMA | n/a | n/a | n/a | n/a | n/a |
| Momentum Range Differential | n/a | 1,512 | 75.20 | 4,949 | -4,212 |
| Long Horizon Momentum | n/a | 10 | 60.00 | 1,982 | -1,944 |
| RSI Pullback With Trend Filter (long only) | n/a | 1 | 100.00 | 125,420 | -110,410 |
| Trend Vote Ensemble | n/a | 1,260 | 23.49 | 35,208 | -27,443 |
| Momentum Minus MACD Zero Cross | n/a | 2,534 | 34.96 | 1,286 | -1,235 |
| Composite Momentum Oscillator Crossover (long only) 3 | n/a | 2,405 | 55.84 | 1,920 | -1,026 |
