The books... not free though
Strategy type
171 strategies of the breakout type. The highest profit factor is 12.47, from Turtle Breakout With RSI Filter on USD/JPY Daily.
| Strategy | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|
| Turtle Breakout With RSI Filter | 12.47 | 789 | 2.66 | 1,540,180 | -125,330 |
| Trend Filtered Channel Breakout | 11.38 | 772 | 2.85 | 1,624,450 | -185,520 |
| 20-Bar Breakout With ATR Stop | 10.06 | 1,434 | 2.79 | 2,698,920 | -150,480 |
| Channel Break With SMA Trend | 8.83 | 933 | 4.61 | 1,652,860 | -108,020 |
| Wilder Average Band Breakout | 6.96 | 467 | 38.76 | 568,948 | -23,613 |
| Bollinger Crossover With RSI Filter | 6.45 | 715 | 3.78 | 957,260 | -73,110 |
| Breakout Regime Filter | 6.28 | 70 | 64.29 | 93,926 | -7,379 |
| EMA Percent Band Breakout | 5.80 | 124 | 17.74 | 24,374 | -3,269 |
| RSI Range Compression Breakout | 4.80 | 257 | 20.23 | 172,490 | -35,550 |
| Volatility Expansion Breakout | 4.53 | 458 | 34.06 | 181,950 | -5,481 |
| Volume Confirmed Band Breakout | 4.21 | 227 | 97.36 | 11,159 | -1,411 |
| Swing Break With EMA and RSI | 3.95 | 841 | 26.16 | 237,807 | -11,337 |
| ADX Strength Breakout (long only) | 3.38 | 6 | 50.00 | 1,833 | -1,193 |
| Adaptive Cloud Breakout | 3.15 | 2,932 | 36.90 | 567,628 | -33,888 |
| Bollinger Band Walk | 3.10 | 148 | 38.51 | 3,646,600 | -312,500 |
| Pivot Breakout With ATR Stops | 2.78 | 1,164 | 19.16 | 197,650 | -22,400 |
| Fifty Bar Fibonacci Level Cross | 2.64 | 3,012 | 58.90 | 475,959 | -96,285 |
| Ichimoku Cloud Breakout Long (long only) 3 | 2.61 | 133 | 44.36 | 19,605 | -3,435 |
| 48 Bar Percent Breakout | 2.60 | 104 | 57.69 | 151,879 | -15,685 |
| Bollinger Band Squeeze Breakout (long only) | 2.58 | 80 | 42.50 | 6,918 | -2,687 |
