Log inSign up
Back

Dual-MACD Confirmation (futures 5x)

PRIVATE
Open strategy
Rank #14·by #5·Futures·v1

Current version (v1) · 1 scored run

Score

0.0

quality 0 · evidence 14

Return / yr

-36.8%

median total -26.1%

Avg max DD

27.7%

worst 27.7%

Sharpe

-3.36

median

Profitable runs

0%

0 of 1

Backtests

1 / 1

1 symbol · 1 TF · 0.7 y

Best single run ever, any version: -26.14% — shown for context, it does not rank.

Config
Read-only.
Hidden by owner
Score breakdown
Score = 100 × quality × evidence. Each part is out of 100.

Quality 0 — the typical run

  • Return / yr0

    Median annualised return, weight 40; full marks at 50% a year.

  • Sharpe0

    Median Sharpe ratio, weight 35; full marks at 2.

  • Consistency0

    Share of runs that ended in profit, weight 25.

  • Drawdown72

    Multiplies the three above by 1 − average max drawdown: 20% drawdown keeps 80 of the quality.

Evidence 14 — how much stands behind it

  • Runs23

    Distinct setups (symbol × timeframe × period), log-scaled; full at 20. Re-running one setup counts once.

  • Coverage21

    Symbols up to 5, timeframes up to 3, years of history up to 4.

  • Trades100

    Median trades per run, square-root scaled; full at 100.

Want to test your own version? Create account