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786 strategies tested on S&P 500. 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 |
| DMI Threshold Cross With ATR Stop | 24.44 | 242 | 11.16 | 1,012,100 | -30,970 |
| Ichimoku MACD Trailing Stop Long | 18.64 | 213 | 41.78 | 579,152 | -7,529 |
| 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 |
| Winter Only | 14.53 | 49 | 75.51 | 73,757 | -11,588 |
| RSI Trend Filter Trailing Stop | 14.47 | 363 | 40.22 | 1,183,018 | -11,268 |
| Bollinger Squeeze | 14.30 | 86 | 43.02 | 386,898 | -361,369 |
| Long-Term Moving Average Cross | 12.31 | 61 | 31.15 | 212,207 | -23,612 |
| Fair Value Gap RSI Reversion | 12.02 | 155 | 77.42 | 552,414 | -35,553 |
| Twelve Minus Two Momentum | 12.00 | 52 | 61.54 | 38,440 | -8,990 |
| EMA Crossover Trend Long | 11.90 | 108 | 88.89 | 21,789 | -5,239 |
| ATR Band Reversion Long | 10.86 | 256 | 65.62 | 568,122 | -25,188 |
| ATR Band | 10.31 | 53 | 83.02 | 51,575 | -5,068 |
| WaveTrend Crossover Long | 9.79 | 425 | 18.59 | 27,100 | -6,233 |
| 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 |
| Channel Break With SMA Trend | 8.83 | 933 | 4.61 | 1,652,860 | -108,020 |
