Strategy Designer

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How to read this

Each row is one backtested strategy setup. Pick a preset or narrow the filters, then sort by the metric you care about.

Config describes how it trades. Lookback is the number of completed range bars checked. Signal count is how many indicators must agree to enter.

Tap an indicator basket to copy it into Strategy Setup. Results describe this historical sample; they do not predict future returns.

Filter results
Scope
Structure
Performance
Risk (daily P&L history)
Contracts: $ columns and loss-day counts recalculated at this size (max 10)
Presets:
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#ConfigType Net $/Trade $/Day Trades/Day Trades Trade Win% Day Win% PF MaxDD -1k -2k -3k -4k Worst Days
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Historical backtest results. Loss-day counts describe observed days in this sample, not probabilities.
Method notes
Exact counts from a DuckDB snapshot of basket_optimization_results. Filters persist across reloads. $/Trade is net P&L divided by trades. Daily P&L uses the CME trading day ending at 17:00 CT. Day Win Rate excludes flat days. Confluence rows with signal count 1 use lookback 1.