Market
45 strategies tested on Brent Crude. The highest profit factor is 3.47, from Supertrend Counter Trend on USD/JPY Daily.
| Strategy | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|
| Supertrend Counter Trend | 3.47 | 1,444 | 2.35 | 1,222,950 | -240,380 |
| Negated Hammer | 3.20 | 372 | 87.10 | 8,515 | -2,494 |
| Bollinger Band Walk | 3.10 | 148 | 38.51 | 3,646,600 | -312,500 |
| Navigator | 2.93 | 181 | 77.35 | 259,996 | -48,890 |
| Turtle Trade | 2.42 | 6,324 | 3.56 | 52,367 | -6,958 |
| Three Lower Highs and Lows | 2.36 | 187 | 49.20 | 29,690 | -3,718 |
| ADX Plus DI Trend | 2.15 | 153 | 59.48 | 3,715 | -444 |
| MA Slope Momentum | 2.11 | 126 | 42.86 | 2,750,130 | -489,200 |
| Candle Body Sum Daily | 2.05 | 168 | 58.93 | 7,391 | -1,461 |
| Overnight Dip | 1.95 | 219 | 49.77 | 33,616 | -6,916 |
| Morning Range Breakout | 1.89 | 434 | 74.19 | 7,714 | -719 |
| RSI 2 Trend Pullback | 1.76 | 362 | 64.64 | 9,598 | -2,311 |
| Vectorial Slope | 1.76 | 268 | 87.31 | 8,907 | -4,158 |
| Bollinger Reversal | 1.74 | 117 | 58.12 | 1,179 | -440 |
| Fractal Breakout | 1.71 | 235 | 77.87 | 960 | -343 |
| Resistance Breacher | 1.58 | 142 | 60.56 | 4,630 | -1,654 |
| Brent SMI Trend | 1.57 | 106 | 50.94 | 3,708 | -949 |
| Seasonal Momentum Long | 1.57 | 195 | 48.72 | 905 | -177 |
| Three MA Trend | 1.43 | 689 | 37.59 | 3,616 | -640 |
| IBS Trend Pullback | 1.42 | 610 | 65.74 | 34,292 | -7,680 |
