Which Strategy Actually Works?
📊 How are the numbers calculated?
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Avg CAGR (overall value in the matrix): The overall CAGR is calculated in two stages: First, a time-weighted average per asset (longer backtests count more). Then, a time-weighted average across all assets. This prevents a short, accidentally good run from skewing the overall result.
Deduplication: Identical backtests (same asset, same period, same parameters) are counted only once — even if 100 users ran the same backtest.
Effective time span: Overlapping periods are merged (union). Two runs covering 2018–2024 and 2020–2023 result in 6 effective years, not 9.
Parameter variants: Different settings (e.g., RSI 14 vs. RSI 7) are broken down separately. The overall CAGR is calculated from all variants combined, weighted by time period.
Buy & Hold comparison: The B&H CAGR shows what would have happened if you simply bought and held the asset — no active trading. The strategy is only "better" if it beats B&H.
Arena Score (Robustness): Composite 0–100 score combining CAGR, win rate, max drawdown, and consistency across multiple assets + market phases. Higher = more robust (less vulnerable to a single lucky parameter choice or a single pump-asset). Color-coding: ≥80 green, ≥60 amber, <60 red. Details + honest comparison to Sharpe on the Arena Score page ↗.
🔒 All data is based on anonymized, aggregated backtest results from our users.
Strategy Insights — Aggregate Snapshot
Data as of 2026-07-23 · updated daily
Aggregated results from 46,039 backtests (27,711 unique configurations) across 546 assets, benchmarked against average buy & hold.
- Backtests
- 46,039
- Unique configurations
- 27,711
- Assets covered
- 546
- Strategy × interval cells
- 117
Strongest average outperformance vs. buy & hold right now: stoch_rsi_sma on 3d (+44.9% avg CAGR delta, 5 runs) · sha_smooth on 2d (+39.9% avg CAGR delta, 52 runs) · keltner_breakout on 1d (+38.5% avg CAGR delta, 78 runs).
Full matrix with win rates, drawdowns, Sharpe ratios and per-asset breakdowns is available in the interactive dashboard.