Performance matrix
Every strategy here was run across 3 timeframes × 5 postures — fifteen configurations — on 30 days of BTCUSDT after fees and slippage, and then run again with one thing changed: a break-even guard that refuses any exit below average entry plus fees. Same window, same fees, same capital, same data. That makes the two runs a controlled comparison rather than two separate results, and the comparison is more informative than either column alone.
What the guard is, and what a better number under it means. The break-even guard refuses any exit below average entry plus fees. It cannot improve a strategy's judgement — it can only stop it selling at a loss, which means holding the position instead. Across the pack that turns a strategy that churned into one that buys and waits: trade counts collapse and time in market rises towards 100%. In a window where the asset itself rose, that reads as a much better return while being strictly less of a strategy.
So read the return next to round trips, time in market and edge vs buy and hold. The last of those is the one that matters: not one strategy in this matrix beat simply holding the asset, in either run.
Ignore the win rate and the profit factor under the guard. Both count closed trades only, and the guard closes nothing at a loss — in all 101 guarded runs the number of losing closed trades is exactly zero. So the win rate goes to 100% and the profit factor becomes undefined for arithmetic reasons, while the losses sit in the position that is still open. The unrealised row is where they went.
The pack-wide result, and what moved the returns, is on the comparison page. Below is every strategy, in name order. Each links to its own fifteen-cell grid, its metrics, which of its settings measurably do anything, and its changelog.
Every strategy, both ways
Return and the rest are the shipped configuration — medium posture at 1m, no overrides. Arrows read unguarded → guarded.
| Strategy | Return | Guarded | Difference | Edge vs hold | Round trips | In market | Verdict |
|---|---|---|---|---|---|---|---|
| Accelerator_Oscillator | -62.33% | 2.81% | +65.13% | -19.08% | 2,578 → 65 | 36% → 98% | PASSPASS |
| ADX_DI_Cross | -15.27% | 6.69% | +21.97% | -15.19% | 395 → 24 | 7% → 91% | PASSFAIL |
| ADXTrend_MM | -30.95% | 5.79% | +36.74% | -16.09% | 814 → 80 | 27% → 99% | PASSWARN |
| Aroon_Cross | -27.50% | 10.84% | +38.33% | -11.05% | 839 → 21 | 34% → 97% | WARNWARN |
| ASkewMM_Heavy | -9.23% | 5.20% | +14.43% | -16.68% | 6,154 → 1,176 | 100% → 100% | PASSPASS |
| ASkewMM_Light | 11.09% | 12.27% | +1.18% | -9.61% | 1,709 → 802 | 100% → 100% | WARNWARN |
| ASkewMM_Medium | 10.65% | 13.31% | +2.65% | -8.58% | 96 → 45 | 100% → 100% | WARNWARN |
| ASkewMM_VWAP | 3.11% | 4.78% | +1.66% | -17.11% | 30 → 29 | 100% → 100% | PASSPASS |
| ATRChannel_MM | -42.64% | 1.20% | +43.84% | -20.68% | 1,025 → 130 | 31% → 89% | PASSWARN |
| Awesome_Oscillator | -14.78% | 7.34% | +22.12% | -14.54% | 486 → 30 | 24% → 99% | PASSPASS |
| Balance_Of_Power | -23.62% | 9.55% | +33.18% | -12.33% | 714 → 32 | 10% → 98% | PASSFAIL |
| Bandwidth_Expansion | -30.94% | 5.36% | +36.30% | -16.52% | 893 → 27 | 21% → 98% | WARNWARN |
| BB_Reversion | -26.17% | 0.85% | +27.02% | -21.03% | 616 → 54 | 23% → 89% | PASSPASS |
| BBSqueeze_MM | -40.03% | 1.28% | +41.31% | -20.60% | 994 → 125 | 28% → 89% | PASSWARN |
| Bollinger_Band_Ride | -39.45% | 5.16% | +44.61% | -16.72% | 1,255 → 30 | 29% → 99% | PASSFAIL |
| Bollinger_MR_Regime | -54.99% | 1.48% | +56.47% | -20.40% | 1,884 → 45 | 41% → 91% | PASSFAIL |
| CCI_MeanRev_MM | -57.47% | 3.28% | +60.75% | -18.60% | 1,153 → 135 | 37% → 92% | WARNWARN |
| Chaikin_Vol_Expansion | -17.15% | 12.39% | +29.54% | -9.49% | 508 → 21 | 29% → 97% | PASSPASS |
| Choppiness_Regime | -33.07% | 10.91% | +43.98% | -10.97% | 951 → 23 | 27% → 94% | PASSFAIL |
| CMF_Accumulation | -47.22% | 4.35% | +51.58% | -17.53% | 1,832 → 53 | 24% → 99% | PASSFAIL |
| CMO_Reversion | -10.70% | 0.26% | +10.96% | -21.62% | 285 → 50 | 5% → 84% | WARNWARN |
| Confluence_Vote | -77.22% | 2.35% | +79.57% | -19.53% | 5,400 → 79 | 23% → 100% | WARNWARN |
| Connors_RSI2 | -21.98% | -0.16% | +21.82% | -22.04% | 1,028 → 100 | 7% → 94% | PASSPASS |
| ConnorsRSI_Composite | -1.77% | 1.01% | +2.78% | -20.87% | 93 → 55 | 1% → 35% | WARNFAIL |
| Coppock_Curve | -16.83% | 10.39% | +27.22% | -11.49% | 387 → 23 | 40% → 98% | PASSPASS |
| Donchian_Breakout | -43.23% | 8.31% | +51.54% | -13.58% | 1,327 → 29 | 29% → 98% | PASSFAIL |
| Donchian_Chandelier | -47.03% | 7.52% | +54.55% | -14.36% | 1,605 → 28 | 47% → 99% | PASSPASS |
| Donchian_Midline_Trend | -73.07% | 9.39% | +82.46% | -12.49% | 3,316 → 38 | 50% → 100% | PASSPASS |
| Donchian_Reversion_MM | -39.54% | 1.23% | +40.77% | -20.65% | 973 → 131 | 29% → 88% | PASSWARN |
| DPO_Reversion | -25.63% | 0.46% | +26.09% | -21.42% | 873 → 85 | 14% → 95% | PASSPASS |
| DualMomentum_Absolute | -37.39% | 10.98% | +48.37% | -10.90% | 1,343 → 31 | 41% → 98% | PASSPASS |
| Ehlers_iTrend | -54.84% | 6.20% | +61.04% | -15.69% | 1,958 → 37 | 43% → 99% | PASSPASS |
| Ehlers_Roofing_Momentum | -22.73% | 9.91% | +32.64% | -11.97% | 753 → 26 | 35% → 99% | PASSFAIL |
| Ehlers_SuperSmoother | -64.14% | 10.50% | +74.64% | -11.38% | 2,720 → 37 | 39% → 99% | PASSWARN |
| Elder_Triple_Screen | 0.90% | 1.58% | +0.68% | -20.30% | 6 → 5 | 1% → 7% | WARNWARN |
| ElderRay_Bull | -42.05% | 10.80% | +52.85% | -11.08% | 1,451 → 28 | 26% → 99% | PASSFAIL |
| EMABounce_MM | -68.79% | -0.33% | +68.46% | -22.21% | 1,733 → 145 | 49% → 94% | PASSWARN |
| EMACross | -20.56% | 14.15% | +34.71% | -7.74% | 596 → 27 | 24% → 98% | PASSFAIL |
| Faber_TAA | -44.67% | 9.78% | +54.44% | -12.11% | 1,505 → 25 | 51% → 99% | PASSPASS |
| FILGrid_Arithmetic | 0.14% | 0.92% | +0.78% | -20.96% | 455 → 255 | 100% → 100% | WARNWARN |
| FILGrid_ATRBands | 0.15% | 0.82% | +0.67% | -21.06% | 394 → 225 | 100% → 100% | WARNWARN |
| FILGrid_ATRBands_Arith | 0.16% | 0.81% | +0.65% | -21.08% | 396 → 225 | 100% → 100% | WARNWARN |
| FILGrid_Bollinger | 0.74% | 0.60% | -0.14% | -21.28% | 436 → 183 | 100% → 100% | WARNWARN |
| FILGrid_Bollinger_Log | 2.52% | 1.43% | -1.10% | -20.46% | 285 → 227 | 100% → 100% | WARNWARN |
| FILGrid_Cubic | 12.34% | 12.34% | 0.00% | -9.54% | 70 → 70 | 24% → 24% | WARNWARN |
| FILGrid_Donchian | 19.50% | 19.50% | 0.00% | -2.39% | 140 → 140 | 100% → 100% | FAILFAIL |
| FILGrid_Fibonacci | 1.58% | 7.45% | +5.87% | -14.43% | 44 → 44 | 100% → 100% | PASSWARN |
| FILGrid_Geometric | 0.14% | 0.99% | +0.84% | -20.90% | 453 → 257 | 100% → 100% | WARNWARN |
| FILGrid_Logarithmic | 0.53% | 0.86% | +0.33% | -21.02% | 1,255 → 646 | 20% → 20% | WARNWARN |
| FILGrid_PercentBand | 3.97% | 3.97% | 0.00% | -17.91% | 3 → 3 | 22% → 22% | PASSPASS |
| FILGrid_Power | 8.32% | 8.32% | 0.00% | -13.56% | 74 → 74 | 25% → 25% | PASSPASS |
| FILGrid_Quadratic | 3.59% | 3.59% | 0.00% | -18.29% | 47 → 47 | 100% → 100% | PASSPASS |
| FILGrid_Sigmoid | 1.03% | 1.09% | +0.06% | -20.79% | 299 → 220 | 19% → 19% | WARNWARN |
| Fisher_Transform | -31.02% | 9.38% | +40.40% | -12.50% | 891 → 27 | 47% → 98% | PASSPASS |
| Force_Index_Elder | -27.13% | 8.73% | +35.85% | -13.15% | 815 → 39 | 11% → 96% | PASSFAIL |
| Gann_HiLo | -34.13% | 9.69% | +43.81% | -12.19% | 952 → 24 | 49% → 99% | PASSPASS |
| Gap_Fade | 0.00% | 0.00% | 0.00% | -21.88% | 0 → 0 | 0% → 0% | FAILFAIL |
| GQ_Indicator_Engine | -40.81% | 3.20% | +44.01% | -18.68% | 591 → 34 | 39% → 87% | FAILFAIL |
| Grid_Strategy | 0.15% | 0.15% | 0.00% | -21.73% | 2 → 2 | 10% → 10% | WARNWARN |
| Guppy_GMMA | -30.70% | 10.95% | +41.65% | -10.93% | 867 → 29 | 27% → 99% | PASSFAIL |
| Heikin_Ashi_Trend | -84.61% | 6.47% | +91.08% | -15.41% | 5,000 → 46 | 50% → 100% | PASSFAIL |
| HeikinAshi_EMA | -62.12% | 6.55% | +68.67% | -15.33% | 2,678 → 46 | 25% → 99% | PASSFAIL |
| Hurst_Regime_Switch | -45.32% | 10.03% | +55.35% | -11.85% | 1,531 → 28 | 42% → 99% | PASSPASS |
| Ichimoku_Kumo_Breakout | -30.49% | 8.51% | +39.01% | -13.37% | 905 → 26 | 31% → 98% | PASSPASS |
| Ichimoku_MM | -43.57% | -0.13% | +43.45% | -22.01% | 1,115 → 128 | 47% → 91% | PASSWARN |
| KAMA_Cross | -0.52% | 14.00% | +14.52% | -7.88% | 240 → 20 | 28% → 96% | PASSPASS |
| KAMA_Trend | -50.46% | 8.73% | +59.19% | -13.16% | 1,654 → 24 | 43% → 99% | PASSPASS |
| Keltner_MM | -40.61% | 0.80% | +41.41% | -21.08% | 970 → 125 | 29% → 86% | PASSPASS |
| Keltner_Pullback | -12.03% | 0.66% | +12.69% | -21.22% | 363 → 71 | 7% → 81% | WARNWARN |
| Keltner_Squeeze_Breakout | -3.77% | 0.88% | +4.65% | -21.00% | 73 → 16 | 2% → 85% | WARNWARN |
| KST_Signal | -42.82% | 3.08% | +45.91% | -18.80% | 1,207 → 41 | 44% → 98% | PASSPASS |
| MACD_ADX_Confluence | -7.03% | -0.15% | +6.89% | -22.03% | 173 → 19 | 4% → 90% | PASSPASS |
| MACD_Cross | -52.01% | 4.00% | +56.00% | -17.88% | 1,750 → 41 | 44% → 98% | PASSPASS |
| MACD_Momentum_MM | -18.81% | 3.50% | +22.31% | -18.38% | 430 → 128 | 10% → 75% | PASSPASS |
| MFI_Reversion | -16.74% | 4.93% | +21.66% | -16.95% | 338 → 39 | 23% → 94% | PASSFAIL |
| NR7_Breakout | 16.38% | 18.47% | +2.09% | -3.41% | 26 → 0 | 99% → 100% | PASSFAIL |
| OBV_Momentum_MM | -73.43% | 1.24% | +74.67% | -20.64% | 1,602 → 77 | 21% → 94% | WARNWARN |
| OU_Bracket | -24.84% | 0.06% | +24.90% | -21.82% | 750 → 65 | 12% → 87% | WARNWARN |
| OU_MeanReversion | -58.40% | 0.12% | +58.52% | -21.76% | 3,358 → 109 | 35% → 96% | PASSPASS |
| ParabolicSAR_MM | -73.42% | 6.52% | +79.94% | -15.36% | 1,695 → 128 | 39% → 99% | WARNWARN |
| PPO_Trend | -9.64% | 2.55% | +12.19% | -19.33% | 307 → 30 | 11% → 94% | PASSPASS |
| PSAR_EMA_Trend | -32.67% | 7.35% | +40.02% | -14.53% | 967 → 45 | 23% → 98% | PASSFAIL |
| QGrid_DONCHIAN_ATR | -2.18% | -0.37% | +1.81% | -22.25% | 985 → 415 | 92% → 93% | PASSPASS |
| QGrid_DONCHIAN_ATR_ADX | -2.54% | -0.16% | +2.38% | -22.04% | 1,148 → 477 | 88% → 90% | PASSPASS |
| QGrid_DONCHIAN_ATR_ADX_Anti | 9.78% | 9.78% | 0.00% | -12.10% | 82 → 82 | 99% → 99% | WARNWARN |
| QGrid_DONCHIAN_ATR_ADX_Mart | -8.71% | -0.92% | +7.79% | -22.80% | 1,101 → 571 | 88% → 89% | PASSWARN |
| QGrid_DONCHIAN_ATR_Anti | -0.41% | -0.28% | +0.13% | -22.16% | 70 → 55 | 85% → 84% | PASSPASS |
| QGrid_DONCHIAN_ATR_CHOP | -2.39% | 0.04% | +2.43% | -21.84% | 1,195 → 487 | 93% → 93% | PASSPASS |
| QGrid_DONCHIAN_ATR_Mart | -8.89% | -0.92% | +7.97% | -22.81% | 1,210 → 550 | 93% → 93% | PASSWARN |
| QGrid_DONCHIAN_PCT | 0.10% | 0.10% | 0.00% | -21.79% | 4 → 4 | 5% → 5% | WARNWARN |
| QGrid_DONCHIAN_PCT_ADX | 0.04% | 0.04% | 0.00% | -21.85% | 2 → 2 | 10% → 10% | WARNWARN |
| QGrid_DONCHIAN_PCT_ADX_Anti | 0.04% | 0.04% | 0.00% | -21.85% | 2 → 2 | 10% → 10% | WARNWARN |
| QGrid_DONCHIAN_PCT_ADX_Mart | 0.04% | 0.04% | 0.00% | -21.85% | 2 → 2 | 10% → 10% | WARNWARN |
| QGrid_DONCHIAN_PCT_Anti | 0.14% | 0.14% | 0.00% | -21.74% | 6 → 6 | 19% → 19% | WARNWARN |
| QGrid_DONCHIAN_PCT_CHOP | 0.11% | 0.11% | 0.00% | -21.77% | 5 → 5 | 15% → 15% | WARNWARN |
| QGrid_DONCHIAN_PCT_CHOP_Anti | 0.11% | 0.11% | 0.00% | -21.77% | 5 → 5 | 15% → 15% | WARNWARN |
| QGrid_DONCHIAN_PCT_CHOP_Mart | — | 0.11% | — | -21.77% | — | — | WARN |
| QGrid_DONCHIAN_PCT_Mart | — | 0.14% | — | -21.74% | — | — | WARN |
| QGrid_EMA_ATR | — | 1.36% | — | -20.52% | — | — | PASS |
| QGrid_EMA_ATR_ADX | — | 0.00% | — | -21.88% | — | — | FAIL |
| QGrid_EMA_ATR_ADX_Anti | — | 0.04% | — | -21.84% | — | — | PASS |
What this measurement cannot tell you
One month, one pair, spot and long-only, one price per bar and no order book. A strategy whose edge is the spread cannot be measured here at all, and those are set aside rather than reported badly. A verdict of PASS means the run was correct — each configuration produced distinct trades, the books balanced, re-running a cell reproduced it — not that the strategy was profitable. Several strategies pass every check and lose most of the capital.
Nothing here was measured on a live exchange, and a result on one window of one market is not a forecast. The 101 strategies on this page have not had the line-by-line hand audit that the audited builds have — passing the matrix invariants is not the same thing, and each report says so on its own status page.