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 2026-08-21 · updated daily
Aggregated results from 86,855 backtests (53,899 unique configurations) across 590 tested assets, 570 of which recorded at least one trade, benchmarked against average buy & hold.
- Backtests
- 86,855
- Unique configurations
- 53,899
- Assets tested
- 590
- Assets with trades
- 570
- Strategy × interval cells
- 138
Strongest average outperformance vs. buy & hold right now: capitulation_v1 on 1M (+54.4% avg CAGR delta, 7 runs) · wuguan_master_crypto on 1d (+52.4% avg CAGR delta, 123 runs) · keltner_breakout on 1d (+50.5% avg CAGR delta, 83 runs).
Full matrix with win rates, drawdowns, Sharpe ratios and per-asset breakdowns is available in the interactive dashboard.