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Indicateur
121 stratégies construites sur Standard Deviation. 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 |
| 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 |
| Percent B Threshold Reversion | 5.66 | 2,377 | 53.60 | 546,831 | -29,170 |
| 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 |
| Composite Z-Score Momentum | 4.52 | 621 | 1.61 | 488,830 | -121,520 |
| 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 |
| Weighted Average Z Score Reversion | 3.77 | 1,777 | 62.80 | 537,148 | -38,840 |
| 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 |
| Harmonic Energy Mean Reversion | 3.44 | 2,970 | 64.07 | 522,663 | -43,878 |
| RSI Crossover With Regression Bands | 3.22 | 163 | 74.23 | 4,971 | -1,103 |
| 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 |
| Oversold Bollinger Band RSI Reversal | 2.87 | 118 | 75.42 | 50,924 | -9,360 |
| Band Ratio Dip With RSI Exit | 2.87 | 136 | 72.79 | 20,208 | -3,010 |
