| Asset | Return | CAGR | Sharpe | Max DD | Win Rate | PF | Trades |
|---|---|---|---|---|---|---|---|
| 🟢 AAPL | +71.3% | 11.4% | 0.64 | 23.2% | 43.8% | 1.53 | 89 |
| 🟡 BTC | -12.2% | -2.6% | 0.07 | 56.4% | 25.6% | 0.95 | 164 |
| 🔴 QQQ | -3.8% | -0.8% | -0.04 | 35.1% | 37.5% | 0.96 | 104 |
| 🔴 SPY | -2.3% | -0.5% | -0.21 | 22.5% | 36.4% | 1.00 | 107 |
| 🔴 ETH | -42.1% | -10.3% | -0.28 | 52.7% | 20.5% | 0.87 | 171 |
| 🔴 EURUSD | -26.1% | -5.9% | -2.28 | 26.5% | 29.9% | 0.45 | 107 |
🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative
← Back to all indicator backtests
Last refreshed: October 31, 2026