Backtest Results - Backtestx

Here are the strategies that we have tested against the SPY ETF, along with their profit factors on different timeframes. The higher the profit factor, the better the strategy. Feel free to click on a strategy to get the trading script so you can do your own backtests using your own tickers and timeframes!

Title	1m	5m	15m	30m	1h	4h	1d	Avg.
Schaff Trend Cycle (STC) + 200 MA	0.869	1.117	0.987	0.888	1.071	1.082	1.856	1.124
Supertrend + 200 MA	0.904	1.09	1.393	1.057	1.066	1.305	1.173	1.141
Aroon Indicator	0.924	1.197	1.251	1.071	1.043	1.14	1.156	1.112
Vortex Indicator (VI)	0.942	1.146	1.08	0.976	1.079	1.081	0.897	1.029
Moving Average Convergence Divergence (MACD) + 200 MA	0.927	1.33	1.46	1.472	1.043	1.023	2.109	1.338
True Strength Index (TSI) Crossover	0.919	1.062	1.198	1.132	0.984	1.081	0.949	1.046
Stochastic Slow + 200 SMA	1.245	1.223	0.83	0.969	0.981	1.032	1.378	1.094
Price Zone Oscillator (PZO) + Average Directional Index (ADX)	1.022	0.918	1.025	0.886	1.152	0.915	0.984	0.986
Know Sure Thing (KST)	1.062	1.082	1.226	1.038	0.912	0.833	0.89	1.006
TTM Squeeze	0.937	1.025	1.269	0.994	1.011	0.833	0.892	0.994
Awesome Oscillator (AO)	1.082	1.084	1.32	1.058	0.968	1.01	0.894	1.059
Average Directional Index (ADX) + 200 SMA	1.141	1.549	1.061	0.932	0.944	0.831	0.954	1.059
Parabolic SAR	0.853	1.132	0.974	1.134	1.037	0.974	0.889	0.999
Ichimoku Cloud	0.989	0.874	1.175	1.163	0.83	1.951	1.443	1.204
Donchian Channels	0.945	1.169	1.182	1.15	1.048	1.025	0.954	1.068
Williams Alligator	0.935	1.14	1.123	1.263	1.093	1.299	0.81	1.095
50/200 (Simple Moving Average) SMA Crossover	1.236	1.219	0.868	1.176	1.079	1.137	2.441	1.308
Keltner Channels	0.947	1.435	1.397	1.148	1.001	0.876	0.956	1.109
Supertrend	0.914	1.266	1.153	0.986	1.009	0.902	0.798	1.004
Bollinger Bands	1.182	0.956	0.709	1.087	1.336	1.091	1.672	1.148
Stochastic Slow	1.018	0.897	0.806	0.864	1.046	0.872	0.956	0.923
Relative Strength Index (RSI)	0.748	0.755	1.271	0.994	1.129	1.342	0.615	0.979
9/21 Exponential Moving Average (EMA) Crossover	1.082	1.208	1.262	1.116	1.069	0.886	0.947	1.081
Moving Average Convergence Divergence (MACD) Crossover	0.954	1.078	1.206	1.18	0.989	1.054	0.949	1.059