Strategy Comparison

Strategies

Backtest Windows

Best CAGR

+40.7%

d4ca3f00

Best Sharpe

2.27

d4ca3f00

Lowest Max DD

3.5%

04a159e7

Backtest Window Analysis

Window	Start	End	Days	Strategies
EUR 2024-01-01 → 2024-12-31	2024-01-01	2024-12-31	365	12
EUR 2024-03-31 → 2025-03-31	2024-03-31	2025-03-31	365	12
EUR 2024-06-29 → 2025-06-29	2024-06-29	2025-06-29	365	12

Strategy Ranking

	Strategy	Windows ▲	CAGR ▲	Sharpe ▲	Sortino ▲	Calmar ▲	Max DD ▲	Profit Factor ▲	Win Rate ▲	Trades/yr ▲
04a159e7	3	+35.7%	2.18	2.25	10.08	3.5%	12.50	50.0%	10.01	+35.7%
0a62671a	3	+27.9%	1.62	2.12	3.12	8.9%	4.67	40.0%	10.01	+27.9%
1a9ecb38	3	+27.9%	1.62	2.12	3.12	8.9%	4.67	40.0%	10.01	+27.9%
2be63681	3	+33.6%	1.76	2.39	3.46	9.7%	4.62	41.7%	12.01	+33.6%
33821079	3	+35.7%	2.18	2.25	10.08	3.5%	12.50	50.0%	10.01	+35.7%
36830683	3	+39.5%	2.19	2.66	9.05	4.4%	9.39	53.8%	13.01	+39.5%
38736ffb	3	+40.4%	2.26	2.65	8.62	4.7%	9.17	45.5%	11.01	+40.4%
5780250a	3	+33.1%	1.76	2.40	3.30	10.0%	4.58	36.4%	11.01	+33.1%
78ea55f3	3	+27.9%	1.62	2.12	3.12	8.9%	4.67	40.0%	10.01	+27.9%
c2f1f705	3	+34.6%	2.12	2.21	9.76	3.5%	12.20	54.5%	11.01	+34.6%
d4ca3f00	3	+40.7%	2.27	2.69	8.69	4.7%	9.64	45.5%	11.01	+40.7%
ecb5b023	3	+32.8%	1.74	2.36	3.27	10.0%	4.46	36.4%	11.01	+32.8%

Equity Curves (Normalized %)

CAGR

Sharpe Ratio

Max Drawdown

Win Rate

04a159e7

Summary

Runs

Performance

CAGR

+35.7%

Sharpe

2.18

Sortino

2.25

Max DD

3.5%

Profit Factor

12.50

Win Rate

50.0%

Calmar

10.08

Trades/yr

10.01

Volatility

25.2%

Win/Loss

12.50

DD Duration

205d

Exposure

25.2%

Windows

Profitable

Total Net Gain

+35.7%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.5%	2.68	3.5%	12
EUR 2024-03-31 → 2025-03-31	+0.4%	2.18	3.5%	10
EUR 2024-06-29 → 2025-06-29	+0.4%	2.18	3.5%	10

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

0a62671a

Summary

Runs

Performance

CAGR

+27.9%

Sharpe

1.62

Sortino

2.12

Max DD

8.9%

Profit Factor

4.67

Win Rate

40.0%

Calmar

3.12

Trades/yr

10.01

Volatility

19.5%

Win/Loss

7.01

DD Duration

205d

Exposure

51.0%

Windows

Profitable

Total Net Gain

+27.9%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.4%	2.30	5.3%	12
EUR 2024-03-31 → 2025-03-31	+0.3%	1.62	8.9%	10
EUR 2024-06-29 → 2025-06-29	+0.3%	1.62	8.9%	10

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

1a9ecb38

Summary

Runs

Performance

CAGR

+27.9%

Sharpe

1.62

Sortino

2.12

Max DD

8.9%

Profit Factor

4.67

Win Rate

40.0%

Calmar

3.12

Trades/yr

10.01

Volatility

19.5%

Win/Loss

7.01

DD Duration

205d

Exposure

51.0%

Windows

Profitable

Total Net Gain

+27.9%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.4%	2.30	5.3%	12
EUR 2024-03-31 → 2025-03-31	+0.3%	1.62	8.9%	10
EUR 2024-06-29 → 2025-06-29	+0.3%	1.62	8.9%	10

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

2be63681

Summary

Runs

Performance

CAGR

+33.6%

Sharpe

1.76

Sortino

2.39

Max DD

9.7%

Profit Factor

4.62

Win Rate

41.7%

Calmar

3.46

Trades/yr

12.01

Volatility

20.1%

Win/Loss

6.47

DD Duration

205d

Exposure

58.9%

Windows

Profitable

Total Net Gain

+33.6%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.6%	2.73	7.1%	14
EUR 2024-03-31 → 2025-03-31	+0.3%	1.77	9.6%	13
EUR 2024-06-29 → 2025-06-29	+0.3%	1.76	9.7%	12

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

33821079

Summary

Runs

Performance

CAGR

+35.7%

Sharpe

2.18

Sortino

2.25

Max DD

3.5%

Profit Factor

12.50

Win Rate

50.0%

Calmar

10.08

Trades/yr

10.01

Volatility

25.2%

Win/Loss

12.50

DD Duration

205d

Exposure

25.2%

Windows

Profitable

Total Net Gain

+35.7%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.5%	2.68	3.5%	12
EUR 2024-03-31 → 2025-03-31	+0.4%	2.18	3.5%	10
EUR 2024-06-29 → 2025-06-29	+0.4%	2.18	3.5%	10

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

36830683

Summary

Runs

Performance

CAGR

+39.5%

Sharpe

2.19

Sortino

2.66

Max DD

4.4%

Profit Factor

9.39

Win Rate

53.8%

Calmar

9.05

Trades/yr

13.01

Volatility

23.2%

Win/Loss

8.05

DD Duration

205d

Exposure

37.0%

Windows

Profitable

Total Net Gain

+39.5%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.7%	3.06	4.0%	16
EUR 2024-03-31 → 2025-03-31	+0.4%	2.20	4.4%	14
EUR 2024-06-29 → 2025-06-29	+0.4%	2.19	4.4%	13

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

38736ffb

Summary

Runs

Performance

CAGR

+40.4%

Sharpe

2.26

Sortino

2.65

Max DD

4.7%

Profit Factor

9.17

Win Rate

45.5%

Calmar

8.62

Trades/yr

11.01

Volatility

23.7%

Win/Loss

11.00

DD Duration

205d

Exposure

34.8%

Windows

Profitable

Total Net Gain

+40.4%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.7%	3.08	3.9%	15
EUR 2024-03-31 → 2025-03-31	+0.4%	2.26	4.7%	12
EUR 2024-06-29 → 2025-06-29	+0.4%	2.26	4.7%	11

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

5780250a

Summary

Runs

Performance

CAGR

+33.1%

Sharpe

1.76

Sortino

2.40

Max DD

10.0%

Profit Factor

4.58

Win Rate

36.4%

Calmar

3.30

Trades/yr

11.01

Volatility

19.8%

Win/Loss

8.01

DD Duration

205d

Exposure

58.9%

Windows

Profitable

Total Net Gain

+33.1%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.6%	2.73	7.1%	14
EUR 2024-03-31 → 2025-03-31	+0.3%	1.77	10.0%	12
EUR 2024-06-29 → 2025-06-29	+0.3%	1.76	10.0%	11

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

78ea55f3

Summary

Runs

Performance

CAGR

+27.9%

Sharpe

1.62

Sortino

2.12

Max DD

8.9%

Profit Factor

4.67

Win Rate

40.0%

Calmar

3.12

Trades/yr

10.01

Volatility

19.5%

Win/Loss

7.01

DD Duration

205d

Exposure

51.0%

Windows

Profitable

Total Net Gain

+27.9%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.4%	2.30	5.3%	12
EUR 2024-03-31 → 2025-03-31	+0.3%	1.62	8.9%	10
EUR 2024-06-29 → 2025-06-29	+0.3%	1.62	8.9%	10

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

c2f1f705

Summary

Runs

Performance

CAGR

+34.6%

Sharpe

2.12

Sortino

2.21

Max DD

3.5%

Profit Factor

12.20

Win Rate

54.5%

Calmar

9.76

Trades/yr

11.01

Volatility

25.2%

Win/Loss

10.17

DD Duration

205d

Exposure

25.2%

Windows

Profitable

Total Net Gain

+34.6%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.5%	2.62	3.5%	13
EUR 2024-03-31 → 2025-03-31	+0.3%	2.12	3.5%	11
EUR 2024-06-29 → 2025-06-29	+0.3%	2.12	3.5%	11

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

d4ca3f00

Summary

Runs

Performance

CAGR

+40.7%

Sharpe

2.27

Sortino

2.69

Max DD

4.7%

Profit Factor

9.64

Win Rate

45.5%

Calmar

8.69

Trades/yr

11.01

Volatility

23.4%

Win/Loss

11.57

DD Duration

205d

Exposure

35.6%

Windows

Profitable

Total Net Gain

+40.7%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.7%	3.10	3.7%	15
EUR 2024-03-31 → 2025-03-31	+0.4%	2.28	4.7%	12
EUR 2024-06-29 → 2025-06-29	+0.4%	2.27	4.7%	11

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

ecb5b023

Summary

Runs

Performance

CAGR

+32.8%

Sharpe

1.74

Sortino

2.36

Max DD

10.0%

Profit Factor

4.46

Win Rate

36.4%

Calmar

3.27

Trades/yr

11.01

Volatility

19.9%

Win/Loss

7.81

DD Duration

205d

Exposure

58.1%

Windows

Profitable

Total Net Gain

+32.8%

Runs

End-of-Backtest (Last Run)

Backtest Runs

Run	Return	Sharpe	Max DD	Trades
EUR 2024-01-01 → 2024-12-31	+0.6%	2.71	7.3%	14
EUR 2024-03-31 → 2025-03-31	+0.3%	1.75	10.0%	12
EUR 2024-06-29 → 2025-06-29	+0.3%	1.74	10.0%	11

Equity Overlay (Runs)

Monthly Returns (Best Run)

Yearly Returns (Best Run)

Strategy Comparison

Equity Curves (Normalized %)

CAGR

Sharpe Ratio

Max Drawdown

Win Rate

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Generated by BacktestDashboard · 04a159e7 · 0a62671a · 1a9ecb38 · 2be63681 · 33821079 · 36830683 · 38736ffb · 5780250a · 78ea55f3 · c2f1f705 · d4ca3f00 · ecb5b023 · Sponsored by Finterion

Strategy Comparison All Windows

04a159e7

0a62671a

1a9ecb38

2be63681

33821079

36830683

38736ffb

5780250a

78ea55f3

c2f1f705

d4ca3f00

ecb5b023

Strategy Comparison

Publish Your Bot on Finterion

What is Finterion?

How to Publish

Install the Plugin

Get Your API Key

Register Components

Deploy & Earn

Strategy Comparison