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Strategiebibliotheek
Open source ProBuilder code for ProRealTime. Winners and losers both, with the real backtest behind each one. Nothing is rounded up and nothing is hidden.
| Strategie | PF | Trades | Winst % | Netto | 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 |
| RSI Trend Breakout Long | 20.54 | 438 | 59.13 | 564,475 | -6,219 |
| 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 |
| DPO SMA Crossover With MACD Filter | 16.29 | 475 | 1.26 | 1,032,210 | -105,570 |
| 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 |
| 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 |
| 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 |
| Trend Filtered Channel Breakout | 11.38 | 772 | 2.85 | 1,624,450 | -185,520 |
Verdeling
Best run per strategy, 765 strategies with a recorded profit factor.
