| # | Score | CAGR | Max DD | Sharpe | Win | Avg Week | Neg Weeks | PF | Trades | Risk | Windows | Setup | Status | Report |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 81.08 | 26.6% | -2.3% | 2.18 | 50% | 0.47% | 0.0% | 58.80 | 2 | 0.0 | 1y |
Entry
CCI(14) crosses above -100 AND ROC(12) crosses above 0 AND EMA(10) > EMA(50)
Exit
Close crosses below EMA(20)
|
FAIL
too_few_trades
|
Open Dashboard |
| 2 | 81.08 | 26.6% | -2.3% | 2.18 | 50% | 0.47% | 0.0% | 58.80 | 2 | 0.0 | 1y |
Entry
SMA(10) > SMA(50) AND CCI(14) crosses above -100 AND Close crosses above KAMA(10)
Exit
CCI(14) crosses below 100
|
FAIL
too_few_trades
|
Open Dashboard |
| 3 | 78.53 | 28.4% | -7.0% | 1.87 | 67% | 0.51% | 5.7% | 25.96 | 3 | 0.0 | 1y |
Entry
CCI(14) crosses above -100 AND Close > SMA(50) AND EMA(10) > EMA(50)
Exit
RSI(14) crosses below 70
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 4 | 77.58 | 21.8% | -8.7% | 1.29 | 67% | 0.40% | 1.9% | 60.59 | 3 | 0.0 | 1y |
Entry
Close crosses above KAMA(10) AND ROC(12) crosses above 0 AND CCI(14) crosses above -100
Exit
RSI(14) crosses below 50
|
FAIL
too_few_trades
|
Open Dashboard |
| 5 | 76.24 | 20.9% | -4.0% | 1.43 | 50% | 0.38% | 3.8% | 12.33 | 2 | 0.0 | 1y |
Entry
CCI(14) crosses above -100 AND Close > SMA(50) AND Close crosses above KAMA(10)
Exit
STOCH(14,3,3) %K crosses below %D above 80
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 6 | 74.23 | 19.6% | -7.3% | 1.53 | 50% | 0.37% | 5.7% | 6.57 | 2 | 0.0 | 1y |
Entry
Close crosses above KAMA(10) AND CCI(14) crosses above -100 AND PLUS_DI(14) > MINUS_DI(14)
Exit
Close crosses below SMA(50)
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 7 | 74.20 | 21.4% | -12.1% | 1.40 | 67% | 0.41% | 7.5% | 4.92 | 3 | 0.0 | 1y |
Entry
PLUS_DI(14) > MINUS_DI(14) AND SMA(10) > SMA(50) AND CCI(14) crosses above -100
Exit
MACD(12,26,9) crosses down
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 8 | 73.51 | 9.3% | -0.0% | 2.14 | 75% | 0.17% | 0.0% | 132.61 | 4 | 0.0 | 1y |
Entry
RSI(14) crosses above 50 AND SMA(10) > SMA(50) AND ADX(14) > 20
Exit
ATR(14) falling
|
FAIL
too_few_trades
|
Open Dashboard |
| 9 | 73.40 | 20.0% | -13.2% | 1.31 | 67% | 0.39% | 7.5% | 2.99 | 3 | 0.0 | 1y |
Entry
CCI(14) crosses above -100 AND EMA(10) > EMA(50) AND SMA(10) > SMA(50)
Exit
MACD(12,26,9) crosses down
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 10 | 73.27 | 21.2% | -12.7% | 0.85 | 57% | 0.40% | 11.3% | 1.94 | 7 | 0.0 | 1y |
Entry
PLUS_DI(14) > MINUS_DI(14) AND ADX(14) > 20 AND Close breaks above upper BBANDS(20,2)
Exit
EMA(10) crosses below EMA(30)
|
FAIL
negative_weeks_dominate
|
Open Dashboard |
| 11 | 73.12 | 17.1% | -7.1% | 1.17 | 50% | 0.32% | 5.7% | 4.38 | 2 | 0.0 | 1y |
Entry
Close > SMA(50) AND CCI(14) crosses above -100 AND ROC(12) crosses above 0
Exit
STOCH(14,3,3) %K crosses below %D above 80
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 12 | 72.79 | 26.2% | -0.9% | 2.20 | 100% | 0.47% | 0.0% | 1 | 0.0 | 1y |
Entry
CCI(14) crosses above -100 AND ATR(14) rising AND Close > EMA(20)
Exit
Close crosses below SMA(50)
|
FAIL
too_few_trades
|
Open Dashboard | |
| 13 | 72.79 | 26.2% | -0.9% | 2.20 | 100% | 0.47% | 0.0% | 1 | 0.0 | 1y |
Entry
ATR(14) rising AND PLUS_DI(14) > MINUS_DI(14) AND CCI(14) crosses above -100
Exit
MACD(12,26,9) crosses down
|
FAIL
too_few_trades
|
Open Dashboard | |
| 14 | 72.79 | 26.2% | -0.9% | 2.20 | 100% | 0.47% | 0.0% | 1 | 0.0 | 1y |
Entry
PLUS_DI(14) > MINUS_DI(14) AND ATR(14) rising AND CCI(14) crosses above -100
Exit
Close crosses below SMA(50)
|
FAIL
too_few_trades
|
Open Dashboard | |
| 15 | 72.73 | 20.8% | -12.6% | 1.38 | 67% | 0.40% | 9.4% | 7.64 | 3 | 0.0 | 1y |
Entry
CCI(14) crosses above -100 AND EMA(10) > EMA(50) AND PLUS_DI(14) > MINUS_DI(14)
Exit
EMA(10) crosses below EMA(30)
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 16 | 72.42 | 14.4% | -8.0% | 1.24 | 50% | 0.29% | 3.8% | 2.62 | 2 | 0.0 | 1y |
Entry
Close breaks above MAX(30) AND ADX(14) > 20 AND CDLENGULFING = 100
Exit
Close crosses below SMA(50)
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 17 | 72.42 | 14.4% | -8.0% | 1.24 | 50% | 0.29% | 3.8% | 2.62 | 2 | 0.0 | 1y |
Entry
Close > EMA(20) AND CDLENGULFING = 100 AND Close breaks above MAX(30)
Exit
Close crosses below EMA(20)
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |
| 18 | 71.30 | 10.9% | -13.3% | 0.68 | 67% | 0.22% | 1.9% | 2.28 | 3 | 0.0 | 1y |
Entry
MACD(8,21,5) crosses up AND ROC(12) crosses above 0 AND PLUS_DI(14) > MINUS_DI(14)
Exit
MACD(12,26,9) crosses down
|
FAIL
too_few_trades
|
Open Dashboard |
| 19 | 70.90 | 23.2% | -3.9% | 1.64 | 100% | 0.41% | 0.0% | 1 | 0.0 | 1y |
Entry
ATR(14) rising AND CCI(14) crosses above -100 AND Close > SMA(50)
Exit
STOCH(14,3,3) %K crosses below %D above 80
|
FAIL
too_few_trades
|
Open Dashboard | |
| 20 | 70.77 | 22.5% | -2.9% | 1.36 | 100% | 0.40% | 0.0% | 1 | 0.0 | 1y |
Entry
PLUS_DI(14) > MINUS_DI(14) AND ADX(14) > 20 AND RSI(7) crosses above 30
Exit
RSI(14) crosses below 70
|
FAIL
too_few_trades
|
Open Dashboard | |
| 21 | 70.77 | 22.5% | -2.9% | 1.36 | 100% | 0.40% | 0.0% | 1 | 0.0 | 1y |
Entry
RSI(7) crosses above 30 AND SMA(10) > SMA(50) AND Close > SMA(50)
Exit
CCI(14) crosses below 100
|
FAIL
too_few_trades
|
Open Dashboard | |
| 22 | 70.77 | 22.5% | -2.9% | 1.36 | 100% | 0.40% | 0.0% | 1 | 0.0 | 1y |
Entry
RSI(14) crosses above 50 AND RSI(7) crosses above 30 AND SMA(10) > SMA(50)
Exit
STOCH(14,3,3) %K crosses below %D above 80
|
FAIL
too_few_trades
|
Open Dashboard | |
| 23 | 70.77 | 22.5% | -2.9% | 1.36 | 100% | 0.40% | 0.0% | 1 | 0.0 | 1y |
Entry
PLUS_DI(14) > MINUS_DI(14) AND RSI(7) crosses above 30 AND EMA(10) > EMA(50)
Exit
Close crosses below EMA(20)
|
FAIL
too_few_trades
|
Open Dashboard | |
| 24 | 70.77 | 22.5% | -2.9% | 1.36 | 100% | 0.40% | 0.0% | 1 | 0.0 | 1y |
Entry
RSI(14) crosses above 50 AND RSI(7) crosses above 30 AND SMA(10) > SMA(50)
Exit
STOCH(14,3,3) %K crosses below %D above 80
|
FAIL
too_few_trades
|
Open Dashboard | |
| 25 | 70.46 | 10.6% | -13.3% | 0.68 | 50% | 0.21% | 1.9% | 2.28 | 2 | 0.0 | 1y |
Entry
Close breaks above MAX(14) AND ROC(12) crosses above 0 AND Close breaks above MAX(30)
Exit
Close crosses below middle BBANDS(20,2)
|
FAIL
too_few_trades; negative_weeks_dominate
|
Open Dashboard |