Ringkasan Strategi
Rata-rata performa setiap strategi di seluruh run.
bollinger_breakout
21 run
Avg Return
+8.94%
Avg DD
-8.70%
Avg PF
1.12
Avg Win%
46.5%
Avg Sharpe
0.09
Total Trades
2696
Run terakhir: 2026-05-14 17:22
sma_crossover
4 run
Avg Return
+3.54%
Avg DD
-7.19%
Avg PF
0.88
Avg Win%
27.8%
Avg Sharpe
0.11
Total Trades
191
Run terakhir: 2026-05-14 17:22
macd_trend
2 run
Avg Return
-3.09%
Avg DD
-6.46%
Avg PF
0.47
Avg Win%
16.9%
Avg Sharpe
-0.06
Total Trades
163
Run terakhir: 2026-05-14 16:00
rsi_meanrev
8 run
Avg Return
-5.52%
Avg DD
-10.64%
Avg PF
2.05
Avg Win%
42.7%
Avg Sharpe
-0.31
Total Trades
439
Run terakhir: 2026-05-14 17:23
donchian_breakout
4 run
Avg Return
-7.52%
Avg DD
-11.75%
Avg PF
0.73
Avg Win%
22.6%
Avg Sharpe
-0.11
Total Trades
182
Run terakhir: 2026-05-14 17:22
| Strategi | Runs | Avg Return | Best | Worst | Avg DD | Avg Win% | Avg PF | Avg Sharpe | Trades | Run Terakhir (WIB) |
|---|---|---|---|---|---|---|---|---|---|---|
| bollinger_breakout | 21 | +8.94% | +44.48% | -24.00% | -8.70% | 46.5% | 1.12 | 0.09 | 2696 | 2026-05-14 17:22 |
| sma_crossover | 4 | +3.54% | +7.80% | +0.00% | -7.19% | 27.8% | 0.88 | 0.11 | 191 | 2026-05-14 17:22 |
| macd_trend | 2 | -3.09% | +0.00% | -6.18% | -6.46% | 16.9% | 0.47 | -0.06 | 163 | 2026-05-14 16:00 |
| rsi_meanrev | 8 | -5.52% | +0.15% | -13.99% | -10.64% | 42.7% | 2.05 | -0.31 | 439 | 2026-05-14 17:23 |
| donchian_breakout | 4 | -7.52% | +6.81% | -29.62% | -11.75% | 22.6% | 0.73 | -0.11 | 182 | 2026-05-14 17:22 |