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Monday, July 26, 2021

SuperTrend STRATEGY (by KivancOzbilgic) - INDICES/ME Backtesting

SuperTrend STRATEGY (by KivancOzbilgic) - INDICES/ME Backtesting

Silver/SGD OANDA:XAGSGD

The pair and the time frame you see is the winner in the INDICES/METALS category with profit factor criteria

From 4032 results we have for this strategy :
* 1893 results with Profit Factor > 1
* 206 results with Profit Factor>1 and Sharpe Ratio>0
* 2 results with Profit Factor>1 and Sharpe Ratio>0 and Percent Profitable>50
* Best timeframe : 12m with 13 pairs
* Best pair for all categories : OANDA:BTCUSD with 24 / BINANCE:BTCUSDT with 20 timeframes
* My rating for this strategy is : 0.0496%

Check my posts for all instrument categories
1st (FOREX), 2nd(CRYPTOs) and 3rd(INDICES/METALS)
I will split each strategy backtesting in this manner

I'm talking for strategy
SuperTrend STRATEGY (by KivancOzbilgic) Sep 10, 2020

SuperTrend STRATEGY

I test 29 Forex pairs from FXCM, 51 Crypto Pairs from Binance and 46 CFDs Indices and Metals from OANDA
In total 126 pairs using 32 !!! timeframes
1,2,3,4,5,6,7,8,10,12,15,17,20,24,25,30,45 minutes
1,1-1/2,2,3,4,5,6,7,8,10,12,16,20 hours
1 and 2 Days
In total 4032 results per strategy

I like profit factor and Sharpe ratio as my main guides but also percent profitable does matter
The results of forex were with 1000 contracts, default currency USD and 0.07 USD per order commission
At Cryptos i use 1 contract, default currency USD and no commission because most cryptos are spread based.
At Indices i use the same details as Crypto.
I didn't touch any settings at the strategy for all three ideas (only the backtesting starting day where i maxed out the available data)

I can't post direct links according to house rules, since i love TradingView and i play with their rules.
However my profile links and my signature may help for extensive information.

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