Strategy Library

This is a fixed, pre-existing set of results from a prior engine version - research evidence, not validated performance, and not the same thing as a backtest you run yourself. Filtering narrows which results are shown - it does not validate them.

Run your own backtest instead →
LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.79

Return

+5.40%

Max Drawdown

-2.42%

Trades

29

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · conservative

XAUUSD · 1h

Profit Factor

1.91

Return

+5.62%

Max Drawdown

-1.34%

Trades

29

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · standard

EURUSD · 1h

Profit Factor

1.66

Return

+19.82%

Max Drawdown

-6.89%

Trades

112

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.53

Return

+22.72%

Max Drawdown

-7.46%

Trades

174

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · aggressive

XAUUSD · 1h

Profit Factor

1.46

Return

+7.15%

Max Drawdown

-4.35%

Trades

33

LEGACY-BACKTEST-EVIDENCE

ema cross

+ adx strength filter · standard

XAUUSD · 4h

Profit Factor

1.44

Return

+25.19%

Max Drawdown

-7.53%

Trades

184

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.46

Return

+31.01%

Max Drawdown

-5.55%

Trades

242

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.32

Return

+21.37%

Max Drawdown

-6.50%

Trades

232

LEGACY-BACKTEST-EVIDENCE

macd cross

+ adx strength filter · standard

XAUUSD · 4h

Profit Factor

1.30

Return

+47.08%

Max Drawdown

-12.40%

Trades

486

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.66

Return

+11.31%

Max Drawdown

-4.03%

Trades

77

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ adx strength filter · standard

XAUUSD · 1h

Profit Factor

1.79

Return

+10.56%

Max Drawdown

-4.10%

Trades

59

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ rsi midline filter · standard

EURUSD · 1h

Profit Factor

1.53

Return

+3.28%

Max Drawdown

-2.08%

Trades

23

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · standard

EURUSD · 1h

Profit Factor

1.40

Return

+7.67%

Max Drawdown

-5.32%

Trades

57

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.28

Return

+29.76%

Max Drawdown

-6.92%

Trades

330

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · aggressive

EURUSD · 1h

Profit Factor

1.39

Return

+14.05%

Max Drawdown

-6.04%

Trades

73

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · aggressive

XAUUSD · 1h

Profit Factor

1.40

Return

+12.57%

Max Drawdown

-6.25%

Trades

62

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · aggressive

XAUUSD · 1h

Profit Factor

1.24

Return

+17.36%

Max Drawdown

-10.38%

Trades

123

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · aggressive

XAUUSD · 1h

Profit Factor

1.33

Return

+24.45%

Max Drawdown

-6.80%

Trades

125

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · conservative

XAUUSD · 1h

Profit Factor

1.39

Return

+7.15%

Max Drawdown

-3.98%

Trades

82

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.34

Return

+25.74%

Max Drawdown

-8.47%

Trades

236

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.36

Return

+26.15%

Max Drawdown

-7.45%

Trades

248

LEGACY-BACKTEST-EVIDENCE

bb breakout

No filter · conservative

XAUUSD · 4h

Profit Factor

1.35

Return

+26.14%

Max Drawdown

-7.42%

Trades

253

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.35

Return

+26.14%

Max Drawdown

-7.42%

Trades

253

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ rsi midline filter · conservative

XAUUSD · 4h

Profit Factor

1.35

Return

+26.14%

Max Drawdown

-7.42%

Trades

253

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ adx strength filter · conservative

XAUUSD · 4h

Profit Factor

1.22

Return

+4.98%

Max Drawdown

-11.12%

Trades

77

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.36

Return

+17.59%

Max Drawdown

-7.57%

Trades

179

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · conservative

XAUUSD · 1h

Profit Factor

1.20

Return

+12.71%

Max Drawdown

-7.73%

Trades

248

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.34

Return

+24.78%

Max Drawdown

-7.43%

Trades

248

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.18

Return

+21.26%

Max Drawdown

-7.99%

Trades

389

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.18

Return

+7.74%

Max Drawdown

-8.05%

Trades

152

LEGACY-BACKTEST-EVIDENCE

ema cross

+ rsi midline filter · standard

XAUUSD · 4h

Profit Factor

1.26

Return

+27.77%

Max Drawdown

-9.68%

Trades

305

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ adx strength filter · aggressive

XAUUSD · 4h

Profit Factor

1.18

Return

+6.92%

Max Drawdown

-15.24%

Trades

70

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ rsi midline filter · conservative

XAUUSD · 4h

Profit Factor

1.28

Return

+23.43%

Max Drawdown

-6.20%

Trades

277

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.27

Return

+23.41%

Max Drawdown

-6.19%

Trades

284

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · conservative

XAUUSD · 1h

Profit Factor

1.30

Return

+10.42%

Max Drawdown

-6.36%

Trades

154

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · aggressive

EURUSD · 1h

Profit Factor

1.41

Return

+10.57%

Max Drawdown

-5.98%

Trades

47

LEGACY-BACKTEST-EVIDENCE

rsi extreme

No filter · aggressive

XAUUSD · 4h

Profit Factor

1.19

Return

+7.91%

Max Drawdown

-15.52%

Trades

72

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ adx strength filter · aggressive

XAUUSD · 4h

Profit Factor

1.19

Return

+7.91%

Max Drawdown

-15.52%

Trades

72

LEGACY-BACKTEST-EVIDENCE

ema cross

No filter · standard

XAUUSD · 4h

Profit Factor

1.26

Return

+27.41%

Max Drawdown

-9.54%

Trades

307

LEGACY-BACKTEST-EVIDENCE

ema cross

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.26

Return

+27.41%

Max Drawdown

-9.54%

Trades

307

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · aggressive

XAUUSD · 4h

Profit Factor

1.20

Return

+3.47%

Max Drawdown

-6.89%

Trades

32

LEGACY-BACKTEST-EVIDENCE

ema cross

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.21

Return

+16.60%

Max Drawdown

-8.73%

Trades

246

LEGACY-BACKTEST-EVIDENCE

ema cross

+ adx strength filter · standard

XAUUSD · 4h

Profit Factor

1.14

Return

+2.21%

Max Drawdown

-8.28%

Trades

57

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · aggressive

XAUUSD · 4h

Profit Factor

1.28

Return

+61.32%

Max Drawdown

-12.37%

Trades

365

LEGACY-BACKTEST-EVIDENCE

macd cross

+ rsi midline filter · aggressive

XAUUSD · 4h

Profit Factor

1.27

Return

+63.47%

Max Drawdown

-13.45%

Trades

392

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.26

Return

+26.62%

Max Drawdown

-8.46%

Trades

320

LEGACY-BACKTEST-EVIDENCE

rsi extreme

No filter · conservative

XAUUSD · 1h

Profit Factor

1.62

Return

+10.78%

Max Drawdown

-3.96%

Trades

63

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ adx strength filter · conservative

XAUUSD · 1h

Profit Factor

1.62

Return

+10.78%

Max Drawdown

-3.96%

Trades

63

LEGACY-BACKTEST-EVIDENCE

ema cross

+ ema trend filter · standard

XAUUSD · 4h

Profit Factor

1.22

Return

+19.82%

Max Drawdown

-9.18%

Trades

266

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · conservative

EURUSD · 1h

Profit Factor

1.16

Return

+3.01%

Max Drawdown

-5.44%

Trades

58

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ adx strength filter · conservative

XAUUSD · 4h

Profit Factor

1.25

Return

+12.96%

Max Drawdown

-8.38%

Trades

169

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.37

Return

+2.98%

Max Drawdown

-3.17%

Trades

40

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.01

Return

+0.25%

Max Drawdown

-7.51%

Trades

72

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · aggressive

XAUUSD · 4h

Profit Factor

1.22

Return

+54.41%

Max Drawdown

-19.15%

Trades

424

LEGACY-BACKTEST-EVIDENCE

ema cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.23

Return

+61.56%

Max Drawdown

-15.94%

Trades

717

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · aggressive

XAUUSD · 1h

Profit Factor

1.15

Return

+1.94%

Max Drawdown

-7.76%

Trades

23

LEGACY-BACKTEST-EVIDENCE

rsi extreme

No filter · conservative

XAUUSD · 4h

Profit Factor

1.15

Return

+3.81%

Max Drawdown

-11.01%

Trades

80

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

3.68

Return

+8.35%

Max Drawdown

-1.67%

Trades

23

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ adx strength filter · conservative

XAUUSD · 4h

Profit Factor

1.37

Return

+10.70%

Max Drawdown

-6.03%

Trades

105

LEGACY-BACKTEST-EVIDENCE

ema cross

No filter · standard

XAUUSD · 1h

Profit Factor

1.13

Return

+50.07%

Max Drawdown

-23.38%

Trades

996

LEGACY-BACKTEST-EVIDENCE

ema cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.13

Return

+50.07%

Max Drawdown

-23.38%

Trades

996

LEGACY-BACKTEST-EVIDENCE

ema cross

+ rsi midline filter · standard

XAUUSD · 1h

Profit Factor

1.13

Return

+48.15%

Max Drawdown

-23.61%

Trades

995

LEGACY-BACKTEST-EVIDENCE

ema cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.14

Return

+47.00%

Max Drawdown

-20.76%

Trades

940

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · conservative

EURUSD · 1h

Profit Factor

1.02

Return

+0.65%

Max Drawdown

-8.58%

Trades

112

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · aggressive

EURUSD · 1h

Profit Factor

1.16

Return

+7.89%

Max Drawdown

-7.66%

Trades

91

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · aggressive

EURUSD · 1h

Profit Factor

1.18

Return

+12.29%

Max Drawdown

-11.95%

Trades

115

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · conservative

EURUSD · 1h

Profit Factor

1.05

Return

+7.52%

Max Drawdown

-10.72%

Trades

547

LEGACY-BACKTEST-EVIDENCE

bb breakout

No filter · standard

XAUUSD · 1h

Profit Factor

1.02

Return

+14.16%

Max Drawdown

-29.75%

Trades

1657

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.02

Return

+14.16%

Max Drawdown

-29.75%

Trades

1657

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · aggressive

EURUSD · 1h

Profit Factor

1.14

Return

+37.10%

Max Drawdown

-22.22%

Trades

388

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · aggressive

XAUUSD · 1h

Profit Factor

1.13

Return

+15.41%

Max Drawdown

-16.62%

Trades

200

LEGACY-BACKTEST-EVIDENCE

bb reversion

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.05

Return

+2.39%

Max Drawdown

-8.82%

Trades

146

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · standard

EURUSD · 1h

Profit Factor

1.03

Return

+0.47%

Max Drawdown

-5.25%

Trades

49

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ adx strength filter · standard

XAUUSD · 1h

Profit Factor

1.09

Return

+13.81%

Max Drawdown

-18.61%

Trades

445

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · aggressive

XAUUSD · 1h

Profit Factor

1.63

Return

+6.58%

Max Drawdown

-3.53%

Trades

21

LEGACY-BACKTEST-EVIDENCE

rsi extreme

+ ema trend filter · conservative

EURUSD · 1h

Profit Factor

1.07

Return

+8.75%

Max Drawdown

-12.64%

Trades

433

LEGACY-BACKTEST-EVIDENCE

donchian breakout

No filter · conservative

XAUUSD · 4h

Profit Factor

1.07

Return

+8.13%

Max Drawdown

-8.90%

Trades

399

LEGACY-BACKTEST-EVIDENCE

donchian breakout

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.07

Return

+8.13%

Max Drawdown

-8.90%

Trades

399

LEGACY-BACKTEST-EVIDENCE

donchian breakout

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.07

Return

+8.13%

Max Drawdown

-8.90%

Trades

399

LEGACY-BACKTEST-EVIDENCE

donchian breakout

+ rsi midline filter · conservative

XAUUSD · 4h

Profit Factor

1.07

Return

+8.13%

Max Drawdown

-8.90%

Trades

399

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.07

Return

+23.65%

Max Drawdown

-17.45%

Trades

908

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.07

Return

+26.70%

Max Drawdown

-15.29%

Trades

1054

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · standard

EURUSD · 1h

Profit Factor

1.05

Return

+24.84%

Max Drawdown

-25.33%

Trades

1185

LEGACY-BACKTEST-EVIDENCE

donchian breakout

+ ema trend filter · conservative

XAUUSD · 4h

Profit Factor

1.06

Return

+7.68%

Max Drawdown

-9.37%

Trades

398

LEGACY-BACKTEST-EVIDENCE

ema cross

+ adx strength filter · standard

XAUUSD · 1h

Profit Factor

1.05

Return

+10.74%

Max Drawdown

-32.96%

Trades

815

LEGACY-BACKTEST-EVIDENCE

ema cross

+ adx strength filter · standard

XAUUSD · 1h

Profit Factor

1.06

Return

+9.77%

Max Drawdown

-14.18%

Trades

501

LEGACY-BACKTEST-EVIDENCE

donchian breakout

+ adx strength filter · aggressive

XAUUSD · 4h

Profit Factor

1.06

Return

+7.06%

Max Drawdown

-12.63%

Trades

225

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.06

Return

+19.40%

Max Drawdown

-29.17%

Trades

1134

LEGACY-BACKTEST-EVIDENCE

donchian breakout

+ adx strength filter · aggressive

XAUUSD · 4h

Profit Factor

1.05

Return

+8.53%

Max Drawdown

-15.21%

Trades

302

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ rsi midline filter · standard

XAUUSD · 1h

Profit Factor

1.04

Return

+21.08%

Max Drawdown

-20.96%

Trades

1298

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · standard

EURUSD · 1h

Profit Factor

1.03

Return

+17.33%

Max Drawdown

-31.82%

Trades

1599

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · conservative

XAUUSD · 1h

Profit Factor

1.03

Return

+12.19%

Max Drawdown

-17.05%

Trades

1102

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ adx strength filter · aggressive

XAUUSD · 1h

Profit Factor

1.02

Return

+6.83%

Max Drawdown

-34.34%

Trades

687

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.02

Return

+14.28%

Max Drawdown

-34.00%

Trades

1607

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · conservative

XAUUSD · 1h

Profit Factor

1.02

Return

+9.38%

Max Drawdown

-28.87%

Trades

1373

LEGACY-BACKTEST-EVIDENCE

supertrend flip

+ ema trend filter · conservative

EURUSD · 1h

Profit Factor

1.01

Return

+6.47%

Max Drawdown

-29.47%

Trades

1543

LEGACY-BACKTEST-EVIDENCE

bb breakout

+ rsi midline filter · standard

XAUUSD · 1h

Profit Factor

1.02

Return

+9.41%

Max Drawdown

-31.11%

Trades

1654

LEGACY-BACKTEST-EVIDENCE

macd cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.01

Return

+4.69%

Max Drawdown

-35.17%

Trades

1160

LEGACY-BACKTEST-EVIDENCE

macd cross

+ rsi midline filter · standard

XAUUSD · 1h

Profit Factor

1.01

Return

+3.08%

Max Drawdown

-34.69%

Trades

1214

LEGACY-BACKTEST-EVIDENCE

stoch cross

+ ema trend filter · standard

XAUUSD · 1h

Profit Factor

1.01

Return

+0.42%

Max Drawdown

-7.91%

Trades

199