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230 backtested strategies • Sorted by quality score (Sharpe-weighted) • Subscribe to unlock playbooks

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#1Testing

USDJPY D1 EMA Cross Momentum

Enter long when 20 EMA crosses above 50 EMA with RSI > 50 to capture daily momentum.

USD_JPYD1momentum

Sharpe Ratio

230.43

Total Return

+1.39%

Win Rate

100.0%

Max Drawdown

0.00%

Total Trades

2

Profit Factor

0.00

Annual Return

+0.85%

Expectancy

69.3303

Trading Costs Breakdown

Gross Return

+1.53%

Net Return

+1.39%

Total Commission

$14.00

Total Slippage

$0.39

Cost impact: 0.14% performance drag

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#2Testingv3 Improved

EURUSD D1 BB Mean Revert (SMA150, BB14)

Buy when price closes below the lower Bollinger Band (14, 2) while price remains above the 150 SMA, aiming for reversion to the mean.

EUR_USDD1mean reversion

Sharpe Ratio

5.21

Total Return

+1.17%

Win Rate

80.0%

Max Drawdown

0.31%

Total Trades

5

Profit Factor

4.74

Annual Return

+0.64%

Expectancy

23.4828

Trading Costs Breakdown

Gross Return

+0.00%

Net Return

+1.17%

Total Commission

$0.00

Total Slippage

$0.00

Cost impact: -1.17% performance drag

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#3Testingv2 Improved

EURUSD D1 BB Mean Revert (BB14)

Buy when price closes below the lower Bollinger Band (14, 2) while price remains above the 200 SMA, aiming for reversion to the mean.

EUR_USDD1mean reversion

Sharpe Ratio

5.19

Total Return

+1.18%

Win Rate

80.0%

Max Drawdown

0.31%

Total Trades

5

Profit Factor

4.71

Annual Return

+0.64%

Expectancy

23.5301

Trading Costs Breakdown

Gross Return

+0.00%

Net Return

+1.18%

Total Commission

$0.00

Total Slippage

$0.00

Cost impact: -1.18% performance drag

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