Over the last year. I have been doing a lot of backtesting, learning about backtesting, etc. I'll keep this short. This is just something fun I did. I didn't put nearly as much effort into it as I do for my own personal strategies. On top of that there are a lot of variables. With that said. Take the results for what they are. If you have any questions ask. I'll post more as I finish them. Enjoy.
Data: Polygon 1 minute.
Direction: Long only.
Ticker: QQQ.
Time: 9:30am to 1pm.
Rules: 1 open share at a time. Close trade by 1pm.
Year: 2025 skipping high impact news days.
Perfect SuperTrend For ThinkOrSwim
GHLA SuperTrend CCI High-Low Activator Oscillator
PDF-MA Supertrend [BackQuant] for ThinkOrSwim
SuperTrend Volume [BigBeluga] for ThinkOrSwim
Data: Polygon 1 minute.
Direction: Long only.
Ticker: QQQ.
Time: 9:30am to 1pm.
Rules: 1 open share at a time. Close trade by 1pm.
Year: 2025 skipping high impact news days.
Perfect SuperTrend For ThinkOrSwim
| Metric | Value |
|---|---|
| Total profit and loss | -10.30 |
| Average winner | 1.72 |
| Average loser | -0.97 |
| Average trades per day | 2.09 |
| Win rate | 35% |
| Sharpe ratio | -0.31 |
| Total trades | 480 |
GHLA SuperTrend CCI High-Low Activator Oscillator
| Metric | Value |
|---|---|
| Total profit and loss | 142.80 |
| Average winner | 3.28 |
| Average loser | -2.41 |
| Average trades per day | 1.76 |
| Win rate | 46.8% |
| Sharpe ratio | 0.72 |
| Total trades | 398 |
PDF-MA Supertrend [BackQuant] for ThinkOrSwim
| Metric | Value |
|---|---|
| Total profit and loss | 268.40 |
| Average winner | 4.12 |
| Average loser | -2.68 |
| Average trades per day | 1.42 |
| Win rate | 52.3% |
| Sharpe ratio | 0.94 |
| Total trades | 326 |
SuperTrend Volume [BigBeluga] for ThinkOrSwim
| Metric | Value |
|---|---|
| Total profit and loss | 348.70 |
| Average winner | 5.21 |
| Average loser | -2.74 |
| Average trades per day | 1.05 |
| Win rate | 61.4% |
| Sharpe ratio | 1.28 |
| Total trades | 241 |
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