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546 strategies tested on Brent Crude. The highest profit factor is 258.72, from Lower Band RSI Dip Long on S&P 500 4 hours.
| Strategy | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|
| Lower Band RSI Dip Long | 258.72 | 662 | 90.18 | 5,036 | -1,237 |
| RSI Recovery With Trend Filter | 27.31 | 310 | 40.65 | 567,523 | -6,529 |
| Donchian Midline Cross With ATR Stop | 25.61 | 134 | 58.21 | 28,480 | -6,277 |
| Ichimoku MACD Trailing Stop Long | 18.64 | 213 | 41.78 | 579,152 | -7,529 |
| Ichimoku TK Cross Cloud Thickness | 17.19 | 524 | 36.83 | 581,941 | -4,476 |
| Momentum RMI Reversal Long | 16.53 | 110 | 78.18 | 579,233 | -35,884 |
| RSI 20 80 Time Stop | 15.54 | 836 | 50.72 | 549,717 | -20,178 |
| RSI Trend Filter Trailing Stop | 14.47 | 363 | 40.22 | 1,183,018 | -11,268 |
| Turtle Breakout With RSI Filter | 12.47 | 789 | 2.66 | 1,540,180 | -125,330 |
| Fast EMA Crossover With Stop | 12.33 | 1,009 | 1.88 | 1,518,750 | -119,470 |
| 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 |
| 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 |
| RSI Extreme Reversion Long | 9.15 | 286 | 61.89 | 558,407 | -19,359 |
| Bollinger Percent B Reversion | 9.01 | 834 | 65.95 | 564,439 | -20,088 |
| EHMA Turn With ATR Bracket | 7.57 | 493 | 33.47 | 328,527 | -7,409 |
| Wilder Average Band Breakout | 6.96 | 467 | 38.76 | 568,948 | -23,613 |
| Stochastic Reversal With Relative Momentum | 5.96 | 830 | 44.46 | 577,155 | -12,573 |
| Reversal Pattern With Directional Trend Index | 5.88 | 1,144 | 52.10 | 582,711 | -12,192 |
