Minimum : 10 IsOos : 2 LongShort : 3 SortType : 2 Block Name : LaguerreRSIFalling Total Strategies : 11 ProfitFactor : 1.902 NetProfit : 4324.136 SharpeRatio : 0.975 UlcerIndex : 2.297 SortinoRatio : 2.565 WinningPct : 46.669 ReturnDDRatio : 2.852 RExpectancy : 0.542 AnnualPctReturnDDRatio : 3.114 Drawdown : 2119.636 Block Name : HighestInRange Total Strategies : 37 ProfitFactor : 2.376 NetProfit : 3391.351 SharpeRatio : 1.859 UlcerIndex : 1.734 SortinoRatio : 5.837 WinningPct : 53.181 ReturnDDRatio : 2.816 RExpectancy : 0.500 AnnualPctReturnDDRatio : 3.088 Drawdown : 1774.581 Block Name : TradersDynamicIndex Total Strategies : 16 ProfitFactor : 3.441 NetProfit : 2886.719 SharpeRatio : 1.284 UlcerIndex : 1.153 SortinoRatio : 4.394 WinningPct : 55.631 ReturnDDRatio : 3.695 RExpectancy : 0.727 AnnualPctReturnDDRatio : 3.999 Drawdown : 1491.469 Block Name : TEMA Total Strategies : 35 ProfitFactor : 1.307 NetProfit : 2208.943 SharpeRatio : 0.897 UlcerIndex : 2.060 SortinoRatio : 2.220 WinningPct : 47.753 ReturnDDRatio : 1.202 RExpectancy : 0.133 AnnualPctReturnDDRatio : 1.627 Drawdown : 2728.900 Block Name : SessionOpen Total Strategies : 15 ProfitFactor : 1.724 NetProfit : 2113.400 SharpeRatio : 0.571 UlcerIndex : 1.879 SortinoRatio : 2.018 WinningPct : 37.927 ReturnDDRatio : 1.597 RExpectancy : 0.372 AnnualPctReturnDDRatio : 2.005 Drawdown : 2013.767 Block Name : HighM Total Strategies : 27 ProfitFactor : 1.843 NetProfit : 1781.000 SharpeRatio : 2.331 UlcerIndex : 1.167 SortinoRatio : 7.544 WinningPct : 48.749 ReturnDDRatio : 2.318 RExpectancy : 3704.015 AnnualPctReturnDDRatio : 2.474 Drawdown : 948.556 Block Name : Lowest Total Strategies : 19 ProfitFactor : 1.025 NetProfit : 1714.868 SharpeRatio : -0.173 UlcerIndex : 2.497 SortinoRatio : 0.233 WinningPct : 37.681 ReturnDDRatio : 0.250 RExpectancy : -0.021 AnnualPctReturnDDRatio : 0.712 Drawdown : 4238.895 Block Name : DEMA Total Strategies : 13 ProfitFactor : 1.637 NetProfit : 1626.769 SharpeRatio : 0.430 UlcerIndex : 2.024 SortinoRatio : 1.865 WinningPct : 38.189 ReturnDDRatio : 1.202 RExpectancy : 0.344 AnnualPctReturnDDRatio : 1.848 Drawdown : 1727.346 Block Name : CBlock_SO_CanPatt_10 Total Strategies : 15 ProfitFactor : 1.516 NetProfit : 1574.500 SharpeRatio : 0.625 UlcerIndex : 3.479 SortinoRatio : 1.503 WinningPct : 49.217 ReturnDDRatio : 1.121 RExpectancy : 0.197 AnnualPctReturnDDRatio : 1.268 Drawdown : 3499.867 Block Name : GannHiLo Total Strategies : 33 ProfitFactor : 1.119 NetProfit : 1571.894 SharpeRatio : 0.238 UlcerIndex : 3.578 SortinoRatio : 0.934 WinningPct : 41.729 ReturnDDRatio : 1.031 RExpectancy : 0.011 AnnualPctReturnDDRatio : 1.490 Drawdown : 2945.227 Block Name : MACDMainLowerZero Total Strategies : 15 ProfitFactor : 1.363 NetProfit : 1568.767 SharpeRatio : 0.129 UlcerIndex : 2.227 SortinoRatio : 1.265 WinningPct : 28.657 ReturnDDRatio : 0.755 RExpectancy : 0.195 AnnualPctReturnDDRatio : 1.154 Drawdown : 2843.433 Block Name : Reflex Total Strategies : 13 ProfitFactor : 1.825 NetProfit : 1565.731 SharpeRatio : 0.691 UlcerIndex : 1.884 SortinoRatio : 2.370 WinningPct : 47.127 ReturnDDRatio : 2.159 RExpectancy : 0.315 AnnualPctReturnDDRatio : 2.919 Drawdown : 2155.577 Block Name : LWMA Total Strategies : 19 ProfitFactor : 2.485 NetProfit : 1478.026 SharpeRatio : 0.745 UlcerIndex : 2.868 SortinoRatio : 2.514 WinningPct : 49.222 ReturnDDRatio : 1.961 RExpectancy : 0.366 AnnualPctReturnDDRatio : 2.154 Drawdown : 1536.842 Block Name : ADXRising Total Strategies : 10 ProfitFactor : 1.173 NetProfit : 1443.850 SharpeRatio : -0.128 UlcerIndex : 3.693 SortinoRatio : 0.868 WinningPct : 29.608 ReturnDDRatio : 0.705 RExpectancy : 0.120 AnnualPctReturnDDRatio : 0.783 Drawdown : 3432.000 Block Name : HeikenAshiOpen Total Strategies : 27 ProfitFactor : 1.767 NetProfit : 1220.056 SharpeRatio : 2.222 UlcerIndex : 2.230 SortinoRatio : 6.990 WinningPct : 48.164 ReturnDDRatio : 1.911 RExpectancy : 3703.927 AnnualPctReturnDDRatio : 1.778 Drawdown : 1947.741 Block Name : MTKeltnerChannel Total Strategies : 20 ProfitFactor : 1.797 NetProfit : 1154.025 SharpeRatio : 0.503 UlcerIndex : 2.581 SortinoRatio : 0.462 WinningPct : 55.514 ReturnDDRatio : 2.007 RExpectancy : 14999.857 AnnualPctReturnDDRatio : 0.819 Drawdown : 1688.500 Block Name : VWAP Total Strategies : 25 ProfitFactor : 3.590 NetProfit : 1132.700 SharpeRatio : 0.133 UlcerIndex : 2.589 SortinoRatio : 4.996 WinningPct : 43.855 ReturnDDRatio : 3.227 RExpectancy : 4000.174 AnnualPctReturnDDRatio : 3.602 Drawdown : 2126.180 Block Name : Bid Total Strategies : 35 ProfitFactor : 1.531 NetProfit : 1038.471 SharpeRatio : 0.309 UlcerIndex : 2.665 SortinoRatio : 1.605 WinningPct : 41.151 ReturnDDRatio : 1.112 RExpectancy : 0.291 AnnualPctReturnDDRatio : 1.617 Drawdown : 2504.800 Block Name : HeikenAshiHigh Total Strategies : 17 ProfitFactor : 1.424 NetProfit : 1029.824 SharpeRatio : 0.355 UlcerIndex : 3.099 SortinoRatio : 0.918 WinningPct : 45.966 ReturnDDRatio : 0.658 RExpectancy : 0.181 AnnualPctReturnDDRatio : 0.731 Drawdown : 2093.235 Block Name : OpenD Total Strategies : 41 ProfitFactor : 1.280 NetProfit : 951.354 SharpeRatio : 0.174 UlcerIndex : 2.522 SortinoRatio : 0.738 WinningPct : 36.168 ReturnDDRatio : 1.031 RExpectancy : 4878.081 AnnualPctReturnDDRatio : 0.736 Drawdown : 2295.049 Block Name : CloseD Total Strategies : 23 ProfitFactor : 1.975 NetProfit : 951.326 SharpeRatio : 0.076 UlcerIndex : 2.869 SortinoRatio : 1.293 WinningPct : 44.885 ReturnDDRatio : 2.055 RExpectancy : 4348.007 AnnualPctReturnDDRatio : 1.877 Drawdown : 2081.674 Block Name : Envelopes Total Strategies : 25 ProfitFactor : 0.869 NetProfit : 912.840 SharpeRatio : 0.160 UlcerIndex : 2.223 SortinoRatio : 0.404 WinningPct : 28.698 ReturnDDRatio : 0.294 RExpectancy : 0.062 AnnualPctReturnDDRatio : 0.355 Drawdown : 2202.540 Block Name : KAMA Total Strategies : 26 ProfitFactor : 1.278 NetProfit : 897.115 SharpeRatio : 0.353 UlcerIndex : 1.472 SortinoRatio : 1.207 WinningPct : 33.698 ReturnDDRatio : 1.233 RExpectancy : 0.216 AnnualPctReturnDDRatio : 1.569 Drawdown : 2032.096 Block Name : null Total Strategies : 465 ProfitFactor : 1.600 NetProfit : 869.972 SharpeRatio : -0.573 UlcerIndex : 2.288 SortinoRatio : 1.318 WinningPct : 45.938 ReturnDDRatio : 1.245 RExpectancy : 2365.717 AnnualPctReturnDDRatio : 1.289 Drawdown : 2175.115 Block Name : WPRFalling Total Strategies : 10 ProfitFactor : 2.244 NetProfit : 794.350 SharpeRatio : 0.817 UlcerIndex : 1.295 SortinoRatio : 0.816 WinningPct : 58.227 ReturnDDRatio : 2.723 RExpectancy : 20000.016 AnnualPctReturnDDRatio : 0.823 Drawdown : 836.350 Block Name : HeikenAshiLow Total Strategies : 24 ProfitFactor : 1.559 NetProfit : 778.583 SharpeRatio : -0.053 UlcerIndex : 2.666 SortinoRatio : 0.700 WinningPct : 39.098 ReturnDDRatio : 1.389 RExpectancy : 4166.735 AnnualPctReturnDDRatio : 1.347 Drawdown : 2436.979 Block Name : SMA Total Strategies : 25 ProfitFactor : 1.228 NetProfit : 771.440 SharpeRatio : 0.191 UlcerIndex : 2.773 SortinoRatio : 0.896 WinningPct : 49.994 ReturnDDRatio : 0.718 RExpectancy : 0.051 AnnualPctReturnDDRatio : 0.924 Drawdown : 2033.420 Block Name : HullMovingAverage Total Strategies : 21 ProfitFactor : 1.149 NetProfit : 685.048 SharpeRatio : 0.254 UlcerIndex : 2.368 SortinoRatio : 0.966 WinningPct : 43.196 ReturnDDRatio : 0.654 RExpectancy : 0.090 AnnualPctReturnDDRatio : 0.790 Drawdown : 2581.476 Block Name : IsRising Total Strategies : 81 ProfitFactor : 1.415 NetProfit : 675.241 SharpeRatio : 0.165 UlcerIndex : 2.684 SortinoRatio : 0.729 WinningPct : 45.239 ReturnDDRatio : 0.819 RExpectancy : 1234.684 AnnualPctReturnDDRatio : 0.904 Drawdown : 2056.093 Block Name : IsLower Total Strategies : 25 ProfitFactor : 1.306 NetProfit : 625.740 SharpeRatio : 0.068 UlcerIndex : 2.726 SortinoRatio : 0.656 WinningPct : 34.666 ReturnDDRatio : 0.584 RExpectancy : 0.071 AnnualPctReturnDDRatio : 0.954 Drawdown : 2443.140 Block Name : KeltnerChannel Total Strategies : 26 ProfitFactor : 1.153 NetProfit : 582.192 SharpeRatio : -0.298 UlcerIndex : 2.773 SortinoRatio : 0.600 WinningPct : 42.399 ReturnDDRatio : 0.634 RExpectancy : 0.130 AnnualPctReturnDDRatio : 0.746 Drawdown : 2471.923 Block Name : CloseM Total Strategies : 60 ProfitFactor : 1.075 NetProfit : 535.992 SharpeRatio : 0.303 UlcerIndex : 2.897 SortinoRatio : 2.742 WinningPct : 38.856 ReturnDDRatio : 0.494 RExpectancy : 0.010 AnnualPctReturnDDRatio : 0.676 Drawdown : 2871.458 Block Name : IsFalling Total Strategies : 89 ProfitFactor : 1.345 NetProfit : 521.253 SharpeRatio : 0.118 UlcerIndex : 3.474 SortinoRatio : 0.429 WinningPct : 47.459 ReturnDDRatio : 1.048 RExpectancy : 4494.378 AnnualPctReturnDDRatio : 0.741 Drawdown : 2847.933 Block Name : OSMA Total Strategies : 14 ProfitFactor : 1.613 NetProfit : 516.071 SharpeRatio : 0.365 UlcerIndex : 1.600 SortinoRatio : 0.698 WinningPct : 48.226 ReturnDDRatio : 1.319 RExpectancy : 7142.947 AnnualPctReturnDDRatio : 0.681 Drawdown : 972.107 Block Name : CSSAMarketRegime Total Strategies : 80 ProfitFactor : 1.103 NetProfit : 500.281 SharpeRatio : 0.020 UlcerIndex : 3.257 SortinoRatio : 0.412 WinningPct : 36.663 ReturnDDRatio : 0.320 RExpectancy : 0.030 AnnualPctReturnDDRatio : 0.428 Drawdown : 3566.869 Block Name : MoneyFlowIndex Total Strategies : 11 ProfitFactor : 1.588 NetProfit : 473.227 SharpeRatio : 0.317 UlcerIndex : 2.885 SortinoRatio : 1.180 WinningPct : 54.593 ReturnDDRatio : 1.003 RExpectancy : 0.165 AnnualPctReturnDDRatio : 1.365 Drawdown : 1973.000 Block Name : MTATR Total Strategies : 20 ProfitFactor : 1.149 NetProfit : 472.325 SharpeRatio : -0.081 UlcerIndex : 3.212 SortinoRatio : 0.479 WinningPct : 41.125 ReturnDDRatio : 0.920 RExpectancy : -0.017 AnnualPctReturnDDRatio : 0.998 Drawdown : 1731.075 Block Name : CrossesBelow Total Strategies : 41 ProfitFactor : 1.613 NetProfit : 442.634 SharpeRatio : 1.216 UlcerIndex : 2.672 SortinoRatio : 4.424 WinningPct : 50.055 ReturnDDRatio : 1.652 RExpectancy : 7317.130 AnnualPctReturnDDRatio : 1.030 Drawdown : 1895.220 Block Name : Ichimoku Total Strategies : 14 ProfitFactor : 1.684 NetProfit : 439.321 SharpeRatio : 0.209 UlcerIndex : 2.787 SortinoRatio : 3.412 WinningPct : 47.764 ReturnDDRatio : 1.384 RExpectancy : 0.180 AnnualPctReturnDDRatio : 1.700 Drawdown : 1717.214 Block Name : LinearRegression Total Strategies : 19 ProfitFactor : 1.363 NetProfit : 420.132 SharpeRatio : -0.055 UlcerIndex : 2.684 SortinoRatio : 0.339 WinningPct : 41.822 ReturnDDRatio : 0.914 RExpectancy : 5263.128 AnnualPctReturnDDRatio : 0.529 Drawdown : 3300.316 Block Name : LowW Total Strategies : 30 ProfitFactor : 1.309 NetProfit : 413.417 SharpeRatio : 0.004 UlcerIndex : 2.518 SortinoRatio : 0.641 WinningPct : 45.727 ReturnDDRatio : 0.657 RExpectancy : 0.088 AnnualPctReturnDDRatio : 0.863 Drawdown : 2300.883 Block Name : Stochastic Total Strategies : 45 ProfitFactor : 1.009 NetProfit : 376.611 SharpeRatio : -0.088 UlcerIndex : 4.110 SortinoRatio : 0.367 WinningPct : 30.200 ReturnDDRatio : 0.249 RExpectancy : -0.028 AnnualPctReturnDDRatio : 0.351 Drawdown : 4788.044 Block Name : Low Total Strategies : 22 ProfitFactor : 1.728 NetProfit : 361.659 SharpeRatio : 0.425 UlcerIndex : 3.021 SortinoRatio : 96.075 WinningPct : 51.053 ReturnDDRatio : 1.474 RExpectancy : 9090.935 AnnualPctReturnDDRatio : 0.661 Drawdown : 2012.250 Block Name : IsGreater Total Strategies : 42 ProfitFactor : 1.400 NetProfit : 346.226 SharpeRatio : -0.154 UlcerIndex : 2.841 SortinoRatio : 0.565 WinningPct : 41.001 ReturnDDRatio : 0.893 RExpectancy : 2381.022 AnnualPctReturnDDRatio : 0.923 Drawdown : 2002.607 Block Name : ForceIndex Total Strategies : 25 ProfitFactor : 1.065 NetProfit : 343.040 SharpeRatio : 0.008 UlcerIndex : 3.213 SortinoRatio : 0.337 WinningPct : 43.486 ReturnDDRatio : 0.621 RExpectancy : -0.012 AnnualPctReturnDDRatio : 0.890 Drawdown : 3218.440 Block Name : IsGreaterCount Total Strategies : 68 ProfitFactor : 1.227 NetProfit : 270.706 SharpeRatio : 0.822 UlcerIndex : 2.830 SortinoRatio : 3.224 WinningPct : 42.455 ReturnDDRatio : 0.884 RExpectancy : 0.065 AnnualPctReturnDDRatio : 1.066 Drawdown : 2227.309 Block Name : OpenW Total Strategies : 11 ProfitFactor : 1.915 NetProfit : 260.455 SharpeRatio : -33.814 UlcerIndex : 3.197 SortinoRatio : 1.043 WinningPct : 35.345 ReturnDDRatio : 1.225 RExpectancy : 0.294 AnnualPctReturnDDRatio : 1.489 Drawdown : 2045.636 Block Name : ParabolicSAR Total Strategies : 28 ProfitFactor : 1.516 NetProfit : 230.232 SharpeRatio : -0.136 UlcerIndex : 2.752 SortinoRatio : 0.152 WinningPct : 49.607 ReturnDDRatio : 1.471 RExpectancy : 10714.191 AnnualPctReturnDDRatio : 0.474 Drawdown : 2001.089 Block Name : EMA Total Strategies : 68 ProfitFactor : 1.360 NetProfit : 218.154 SharpeRatio : 0.105 UlcerIndex : 2.303 SortinoRatio : 0.522 WinningPct : 50.128 ReturnDDRatio : 0.610 RExpectancy : 1470.650 AnnualPctReturnDDRatio : 0.576 Drawdown : 2047.603 Block Name : CCILower Total Strategies : 15 ProfitFactor : 0.926 NetProfit : 194.167 SharpeRatio : -0.403 UlcerIndex : 2.873 SortinoRatio : -0.234 WinningPct : 33.005 ReturnDDRatio : 0.067 RExpectancy : -0.070 AnnualPctReturnDDRatio : 0.063 Drawdown : 3315.700 Block Name : Pivots Total Strategies : 57 ProfitFactor : 1.036 NetProfit : 144.447 SharpeRatio : -0.227 UlcerIndex : 2.505 SortinoRatio : 0.137 WinningPct : 42.879 ReturnDDRatio : 0.313 RExpectancy : -0.028 AnnualPctReturnDDRatio : 0.406 Drawdown : 1926.430 Block Name : IsLowerCount Total Strategies : 58 ProfitFactor : 1.303 NetProfit : 119.586 SharpeRatio : 0.108 UlcerIndex : 2.820 SortinoRatio : 0.646 WinningPct : 44.301 ReturnDDRatio : 0.638 RExpectancy : 0.087 AnnualPctReturnDDRatio : 0.848 Drawdown : 2223.078 Block Name : DSSBressert Total Strategies : 20 ProfitFactor : 1.692 NetProfit : 95.725 SharpeRatio : 0.426 UlcerIndex : 2.893 SortinoRatio : 0.681 WinningPct : 49.853 ReturnDDRatio : 1.572 RExpectancy : 9999.930 AnnualPctReturnDDRatio : 0.668 Drawdown : 2241.575 Block Name : HighD Total Strategies : 21 ProfitFactor : 1.747 NetProfit : 64.476 SharpeRatio : 0.007 UlcerIndex : 3.081 SortinoRatio : 1.275 WinningPct : 38.223 ReturnDDRatio : 1.124 RExpectancy : 0.289 AnnualPctReturnDDRatio : 1.631 Drawdown : 1945.881 Block Name : MACD Total Strategies : 20 ProfitFactor : 0.983 NetProfit : 50.850 SharpeRatio : -0.335 UlcerIndex : 2.808 SortinoRatio : 0.099 WinningPct : 41.296 ReturnDDRatio : 0.182 RExpectancy : -0.081 AnnualPctReturnDDRatio : 0.369 Drawdown : 1904.225 Block Name : ATR Total Strategies : 12 ProfitFactor : 1.616 NetProfit : 46.833 SharpeRatio : -0.197 UlcerIndex : 1.961 SortinoRatio : -0.642 WinningPct : 39.693 ReturnDDRatio : 2.288 RExpectancy : 24999.547 AnnualPctReturnDDRatio : -0.215 Drawdown : 1858.917 Block Name : BollingerBands Total Strategies : 45 ProfitFactor : 1.086 NetProfit : -19.600 SharpeRatio : -0.167 UlcerIndex : 4.152 SortinoRatio : 0.332 WinningPct : 41.321 ReturnDDRatio : 0.310 RExpectancy : -0.030 AnnualPctReturnDDRatio : 0.367 Drawdown : 3073.533 Block Name : TrueRange Total Strategies : 17 ProfitFactor : 1.479 NetProfit : -29.853 SharpeRatio : -0.262 UlcerIndex : 3.385 SortinoRatio : -0.448 WinningPct : 46.684 ReturnDDRatio : 1.611 RExpectancy : 17646.727 AnnualPctReturnDDRatio : -0.120 Drawdown : 2379.382 Block Name : LinRegBarOpensAboveAfterOpenBelow Total Strategies : 13 ProfitFactor : 1.188 NetProfit : -91.538 SharpeRatio : 0.318 UlcerIndex : 4.602 SortinoRatio : 0.625 WinningPct : 52.560 ReturnDDRatio : 0.267 RExpectancy : 0.082 AnnualPctReturnDDRatio : 0.288 Drawdown : 4525.000 Block Name : HeikenAshiClose Total Strategies : 26 ProfitFactor : 1.253 NetProfit : -136.269 SharpeRatio : -0.011 UlcerIndex : 3.052 SortinoRatio : 0.432 WinningPct : 45.610 ReturnDDRatio : 0.303 RExpectancy : 0.038 AnnualPctReturnDDRatio : 0.335 Drawdown : 2160.115 Block Name : SessionHigh Total Strategies : 26 ProfitFactor : 1.432 NetProfit : -138.192 SharpeRatio : 0.172 UlcerIndex : 3.210 SortinoRatio : 0.870 WinningPct : 50.373 ReturnDDRatio : 0.678 RExpectancy : 0.053 AnnualPctReturnDDRatio : 0.807 Drawdown : 3222.000 Block Name : LowD Total Strategies : 33 ProfitFactor : 0.940 NetProfit : -176.303 SharpeRatio : -0.775 UlcerIndex : 3.004 SortinoRatio : -0.720 WinningPct : 38.673 ReturnDDRatio : 0.039 RExpectancy : -0.096 AnnualPctReturnDDRatio : 0.086 Drawdown : 2445.879 Block Name : CCICrossDown Total Strategies : 12 ProfitFactor : 1.443 NetProfit : -194.500 SharpeRatio : 0.186 UlcerIndex : 3.150 SortinoRatio : 0.602 WinningPct : 41.202 ReturnDDRatio : 0.756 RExpectancy : 0.050 AnnualPctReturnDDRatio : 0.774 Drawdown : 3137.625 Block Name : ATRHigher Total Strategies : 19 ProfitFactor : 0.968 NetProfit : -288.026 SharpeRatio : -0.207 UlcerIndex : 2.457 SortinoRatio : -0.192 WinningPct : 41.738 ReturnDDRatio : 0.035 RExpectancy : -0.047 AnnualPctReturnDDRatio : 0.039 Drawdown : 3434.658 Block Name : Number Total Strategies : 23 ProfitFactor : 1.022 NetProfit : -389.739 SharpeRatio : -0.171 UlcerIndex : 3.968 SortinoRatio : 0.112 WinningPct : 37.542 ReturnDDRatio : 0.134 RExpectancy : -0.017 AnnualPctReturnDDRatio : 0.284 Drawdown : 3774.065 Block Name : LowestInRange Total Strategies : 29 ProfitFactor : 1.744 NetProfit : -403.448 SharpeRatio : -0.091 UlcerIndex : 2.885 SortinoRatio : 2.015 WinningPct : 47.827 ReturnDDRatio : 0.951 RExpectancy : 0.235 AnnualPctReturnDDRatio : 1.143 Drawdown : 2477.483 Block Name : ADX Total Strategies : 12 ProfitFactor : 1.024 NetProfit : -479.292 SharpeRatio : 0.016 UlcerIndex : 3.563 SortinoRatio : 0.166 WinningPct : 36.445 ReturnDDRatio : 0.203 RExpectancy : -0.007 AnnualPctReturnDDRatio : 0.238 Drawdown : 3961.458 Block Name : SuperTrend Total Strategies : 10 ProfitFactor : 0.966 NetProfit : -485.650 SharpeRatio : -0.365 UlcerIndex : 3.548 SortinoRatio : -0.007 WinningPct : 44.952 ReturnDDRatio : 0.082 RExpectancy : -0.041 AnnualPctReturnDDRatio : 0.092 Drawdown : 2265.550 Block Name : SchaffTrendCycle Total Strategies : 12 ProfitFactor : 0.889 NetProfit : -496.833 SharpeRatio : -0.279 UlcerIndex : 3.234 SortinoRatio : -0.257 WinningPct : 42.364 ReturnDDRatio : -0.097 RExpectancy : -0.075 AnnualPctReturnDDRatio : -0.042 Drawdown : 2207.500 Block Name : OpenM Total Strategies : 32 ProfitFactor : 0.922 NetProfit : -556.547 SharpeRatio : -0.707 UlcerIndex : 2.768 SortinoRatio : -0.777 WinningPct : 37.870 ReturnDDRatio : 0.166 RExpectancy : 3124.857 AnnualPctReturnDDRatio : -0.129 Drawdown : 2167.094 Block Name : CloseW Total Strategies : 28 ProfitFactor : 1.536 NetProfit : -580.768 SharpeRatio : -0.113 UlcerIndex : 3.015 SortinoRatio : 0.756 WinningPct : 41.561 ReturnDDRatio : 0.596 RExpectancy : 0.106 AnnualPctReturnDDRatio : 0.681 Drawdown : 2664.804 Block Name : RSI Total Strategies : 21 ProfitFactor : 1.058 NetProfit : -620.214 SharpeRatio : -0.037 UlcerIndex : 4.080 SortinoRatio : 0.427 WinningPct : 45.096 ReturnDDRatio : 0.445 RExpectancy : 0.013 AnnualPctReturnDDRatio : 0.678 Drawdown : 4344.143 Block Name : LowM Total Strategies : 13 ProfitFactor : 1.065 NetProfit : -629.769 SharpeRatio : -28.903 UlcerIndex : 3.200 SortinoRatio : -0.552 WinningPct : 36.912 ReturnDDRatio : 0.232 RExpectancy : -0.065 AnnualPctReturnDDRatio : 0.293 Drawdown : 2157.846 Block Name : High Total Strategies : 97 ProfitFactor : 1.046 NetProfit : -724.753 SharpeRatio : -0.103 UlcerIndex : 4.189 SortinoRatio : 0.077 WinningPct : 40.748 ReturnDDRatio : 0.151 RExpectancy : -0.007 AnnualPctReturnDDRatio : 0.303 Drawdown : 5650.598 Block Name : IsLowerOrEqual Total Strategies : 16 ProfitFactor : 0.316 NetProfit : -810.656 SharpeRatio : -0.734 UlcerIndex : 2.228 SortinoRatio : -0.747 WinningPct : 23.601 ReturnDDRatio : -0.294 RExpectancy : -0.183 AnnualPctReturnDDRatio : -0.302 Drawdown : 1199.063 Block Name : Fractal Total Strategies : 13 ProfitFactor : 1.205 NetProfit : -811.808 SharpeRatio : -0.225 UlcerIndex : 3.388 SortinoRatio : 0.353 WinningPct : 43.122 ReturnDDRatio : 0.265 RExpectancy : 0.035 AnnualPctReturnDDRatio : 0.295 Drawdown : 2021.615 Block Name : BarDayOfMonth Total Strategies : 13 ProfitFactor : 1.381 NetProfit : -853.885 SharpeRatio : -0.501 UlcerIndex : 4.498 SortinoRatio : 0.241 WinningPct : 38.449 ReturnDDRatio : 0.618 RExpectancy : -0.031 AnnualPctReturnDDRatio : 1.124 Drawdown : 2741.731 Block Name : NotEquals Total Strategies : 65 ProfitFactor : 0.971 NetProfit : -897.654 SharpeRatio : -0.266 UlcerIndex : 3.810 SortinoRatio : -0.107 WinningPct : 37.113 ReturnDDRatio : 0.011 RExpectancy : -0.054 AnnualPctReturnDDRatio : 0.018 Drawdown : 3600.238 Block Name : HighW Total Strategies : 18 ProfitFactor : 1.374 NetProfit : -950.639 SharpeRatio : -0.488 UlcerIndex : 4.162 SortinoRatio : -0.817 WinningPct : 43.772 ReturnDDRatio : 1.373 RExpectancy : 16666.341 AnnualPctReturnDDRatio : -0.307 Drawdown : 2281.167 Block Name : CrossesAbove Total Strategies : 40 ProfitFactor : 1.014 NetProfit : -958.250 SharpeRatio : -0.185 UlcerIndex : 4.253 SortinoRatio : -0.223 WinningPct : 42.022 ReturnDDRatio : 0.405 RExpectancy : 4999.844 AnnualPctReturnDDRatio : -0.026 Drawdown : 2769.313 Block Name : SessionClose Total Strategies : 52 ProfitFactor : 1.215 NetProfit : -961.981 SharpeRatio : -0.415 UlcerIndex : 4.142 SortinoRatio : 0.010 WinningPct : 46.145 ReturnDDRatio : 0.272 RExpectancy : 0.026 AnnualPctReturnDDRatio : 0.323 Drawdown : 3027.337 Block Name : KCBarOpensBelowLower Total Strategies : 22 ProfitFactor : 0.876 NetProfit : -976.205 SharpeRatio : -0.492 UlcerIndex : 2.768 SortinoRatio : -0.594 WinningPct : 37.335 ReturnDDRatio : -0.168 RExpectancy : -0.095 AnnualPctReturnDDRatio : -0.185 Drawdown : 4412.227 Block Name : Open Total Strategies : 16 ProfitFactor : 0.723 NetProfit : -1004.219 SharpeRatio : -0.565 UlcerIndex : 3.326 SortinoRatio : -0.381 WinningPct : 26.830 ReturnDDRatio : -0.156 RExpectancy : -0.144 AnnualPctReturnDDRatio : -0.133 Drawdown : 2590.500 Block Name : ChoppinessIndex Total Strategies : 13 ProfitFactor : 0.934 NetProfit : -1014.308 SharpeRatio : -0.156 UlcerIndex : 3.611 SortinoRatio : -0.038 WinningPct : 36.678 ReturnDDRatio : -0.036 RExpectancy : -0.077 AnnualPctReturnDDRatio : -0.025 Drawdown : 3784.308 Block Name : SessionLow Total Strategies : 120 ProfitFactor : 0.976 NetProfit : -1126.775 SharpeRatio : -0.235 UlcerIndex : 4.267 SortinoRatio : -0.087 WinningPct : 38.866 ReturnDDRatio : 0.053 RExpectancy : -0.035 AnnualPctReturnDDRatio : 0.163 Drawdown : 5521.867 Block Name : BBBarOpensBelowDownAfterOpenAbove Total Strategies : 12 ProfitFactor : 0.990 NetProfit : -1222.458 SharpeRatio : -0.114 UlcerIndex : 3.789 SortinoRatio : 0.113 WinningPct : 36.105 ReturnDDRatio : 0.027 RExpectancy : -0.003 AnnualPctReturnDDRatio : 0.037 Drawdown : 4170.458 Block Name : Fibo Total Strategies : 13 ProfitFactor : 1.154 NetProfit : -1228.808 SharpeRatio : -0.932 UlcerIndex : 4.081 SortinoRatio : -0.864 WinningPct : 38.109 ReturnDDRatio : 0.775 RExpectancy : 7692.030 AnnualPctReturnDDRatio : 0.168 Drawdown : 2741.846 Block Name : SMMA Total Strategies : 44 ProfitFactor : 0.915 NetProfit : -1732.477 SharpeRatio : -0.221 UlcerIndex : 2.922 SortinoRatio : -0.179 WinningPct : 32.119 ReturnDDRatio : -0.106 RExpectancy : -0.068 AnnualPctReturnDDRatio : -0.130 Drawdown : 4161.375 Block Name : IsGreaterOrEqual Total Strategies : 54 ProfitFactor : 1.245 NetProfit : -1872.213 SharpeRatio : -0.620 UlcerIndex : 4.941 SortinoRatio : 0.106 WinningPct : 38.508 ReturnDDRatio : 0.251 RExpectancy : -0.030 AnnualPctReturnDDRatio : 0.505 Drawdown : 3594.333 Block Name : CBlock_SO_CanPatt_02 Total Strategies : 24 ProfitFactor : 1.220 NetProfit : -1933.271 SharpeRatio : -0.395 UlcerIndex : 4.096 SortinoRatio : -0.440 WinningPct : 47.662 ReturnDDRatio : 0.610 RExpectancy : 8333.185 AnnualPctReturnDDRatio : -0.217 Drawdown : 4495.917 Block Name : Aroon Total Strategies : 33 ProfitFactor : 0.884 NetProfit : -1969.682 SharpeRatio : -0.382 UlcerIndex : 4.477 SortinoRatio : -0.384 WinningPct : 44.983 ReturnDDRatio : -0.224 RExpectancy : -0.057 AnnualPctReturnDDRatio : -0.222 Drawdown : 4503.636 Block Name : Close Total Strategies : 40 ProfitFactor : 0.981 NetProfit : -2584.938 SharpeRatio : -0.683 UlcerIndex : 5.542 SortinoRatio : -0.388 WinningPct : 35.453 ReturnDDRatio : 0.035 RExpectancy : -0.152 AnnualPctReturnDDRatio : 0.090 Drawdown : 4289.163 Block Name : QQEValue1ChangesDown Total Strategies : 32 ProfitFactor : 0.858 NetProfit : -2866.531 SharpeRatio : -0.315 UlcerIndex : 3.458 SortinoRatio : -0.390 WinningPct : 32.311 ReturnDDRatio : -0.418 RExpectancy : -0.118 AnnualPctReturnDDRatio : -0.448 Drawdown : 5618.875 Block Name : CBlock_BearishEngulfing Total Strategies : 75 ProfitFactor : 0.559 NetProfit : -4947.060 SharpeRatio : -1.180 UlcerIndex : 7.456 SortinoRatio : -1.385 WinningPct : 31.011 ReturnDDRatio : -0.699 RExpectancy : -0.332 AnnualPctReturnDDRatio : -0.723 Drawdown : 5885.527 Block Name : LaguerreRSIRising Total Strategies : 69 ProfitFactor : 0.458 NetProfit : -4995.022 SharpeRatio : -1.337 UlcerIndex : 7.876 SortinoRatio : -1.572 WinningPct : 29.391 ReturnDDRatio : -0.845 RExpectancy : -0.396 AnnualPctReturnDDRatio : -0.878 Drawdown : 5661.833 Details Full, Long, Short : Block Name : LaguerreRSIFalling Total Strategies : 11 ProfitFactor : 1.902 1.806 0.467 NetProfit : 4324.136 5200.000 76.550 SharpeRatio : 0.975 1.047 0.131 UlcerIndex : 2.297 2.773 0.031 SortinoRatio : 2.565 2.247 0.800 WinningPct : 46.669 52.596 4.000 ReturnDDRatio : 2.852 2.683 0.722 RExpectancy : 0.542 0.418 0.220 AnnualPctReturnDDRatio : 3.114 2.971 0.751 Drawdown : 2119.636 2578.889 10.600 Block Name : HighestInRange Total Strategies : 37 ProfitFactor : 2.376 1.841 1.530 NetProfit : 3391.351 5270.706 969.676 SharpeRatio : 1.859 1.251 1.285 UlcerIndex : 1.734 2.074 0.782 SortinoRatio : 5.837 2.426 4.722 WinningPct : 53.181 51.103 29.701 ReturnDDRatio : 2.816 2.777 1.540 RExpectancy : 0.500 0.444 0.296 AnnualPctReturnDDRatio : 3.088 3.089 1.669 Drawdown : 1774.581 2252.088 739.838 Block Name : TradersDynamicIndex Total Strategies : 16 ProfitFactor : 3.441 0.000 3.441 NetProfit : 2886.719 0.000 2886.719 SharpeRatio : 1.284 0.000 1.284 UlcerIndex : 1.153 0.000 1.153 SortinoRatio : 4.394 0.000 4.394 WinningPct : 55.631 0.000 55.631 ReturnDDRatio : 3.695 0.000 3.695 RExpectancy : 0.727 0.000 0.727 AnnualPctReturnDDRatio : 3.999 0.000 3.999 Drawdown : 1491.469 0.000 1491.469 Block Name : TEMA Total Strategies : 35 ProfitFactor : 1.307 1.147 0.914 NetProfit : 2208.943 302.333 2105.286 SharpeRatio : 0.897 0.247 0.812 UlcerIndex : 2.060 2.424 1.229 SortinoRatio : 2.220 0.568 2.025 WinningPct : 47.753 43.777 32.743 ReturnDDRatio : 1.202 0.253 1.115 RExpectancy : 0.133 0.046 0.117 AnnualPctReturnDDRatio : 1.627 0.280 1.531 Drawdown : 2728.900 2793.875 1771.000 Block Name : SessionOpen Total Strategies : 15 ProfitFactor : 1.724 1.948 1.205 NetProfit : 2113.400 800.875 1899.833 SharpeRatio : 0.571 0.225 0.511 UlcerIndex : 1.879 3.018 1.075 SortinoRatio : 2.018 2.155 1.443 WinningPct : 37.927 40.643 27.089 ReturnDDRatio : 1.597 1.297 1.251 RExpectancy : 0.372 0.388 0.269 AnnualPctReturnDDRatio : 2.005 1.292 1.660 Drawdown : 2013.767 2639.375 1309.933 Block Name : HighM Total Strategies : 27 ProfitFactor : 1.843 1.260 1.968 NetProfit : 1781.000 297.000 1978.875 SharpeRatio : 2.331 0.305 2.597 UlcerIndex : 1.167 1.350 1.201 SortinoRatio : 7.544 0.530 8.442 WinningPct : 48.749 44.440 51.139 ReturnDDRatio : 2.318 0.510 2.565 RExpectancy : 3704.015 0.140 4167.005 AnnualPctReturnDDRatio : 2.474 0.540 2.738 Drawdown : 948.556 774.500 1002.583 Block Name : Lowest Total Strategies : 19 ProfitFactor : 1.025 0.380 0.985 NetProfit : 1714.868 -1651.500 1888.711 SharpeRatio : -0.173 -0.920 -0.076 UlcerIndex : 2.497 3.880 2.089 SortinoRatio : 0.233 -1.005 0.339 WinningPct : 37.681 18.000 35.786 ReturnDDRatio : 0.250 -0.755 0.329 RExpectancy : -0.021 -0.580 0.041 AnnualPctReturnDDRatio : 0.712 -0.780 0.794 Drawdown : 4238.895 2398.000 3986.474 Block Name : DEMA Total Strategies : 13 ProfitFactor : 1.637 0.000 1.637 NetProfit : 1626.769 0.000 1626.769 SharpeRatio : 0.430 0.000 0.430 UlcerIndex : 2.024 0.000 2.024 SortinoRatio : 1.865 0.000 1.865 WinningPct : 38.189 0.000 38.189 ReturnDDRatio : 1.202 0.000 1.202 RExpectancy : 0.344 0.000 0.344 AnnualPctReturnDDRatio : 1.848 0.000 1.848 Drawdown : 1727.346 0.000 1727.346 Block Name : CBlock_SO_CanPatt_10 Total Strategies : 15 ProfitFactor : 1.516 1.516 0.000 NetProfit : 1574.500 1574.500 0.000 SharpeRatio : 0.625 0.625 0.000 UlcerIndex : 3.479 3.479 0.000 SortinoRatio : 1.503 1.503 0.000 WinningPct : 49.217 49.217 0.000 ReturnDDRatio : 1.121 1.121 0.000 RExpectancy : 0.197 0.197 0.000 AnnualPctReturnDDRatio : 1.268 1.268 0.000 Drawdown : 3499.867 3499.867 0.000 Block Name : GannHiLo Total Strategies : 33 ProfitFactor : 1.119 0.860 0.754 NetProfit : 1571.894 -1715.286 2299.591 SharpeRatio : 0.238 -0.509 0.453 UlcerIndex : 3.578 5.944 1.056 SortinoRatio : 0.934 -0.434 1.118 WinningPct : 41.729 38.884 25.233 ReturnDDRatio : 1.031 -0.116 1.080 RExpectancy : 0.011 -0.166 0.082 AnnualPctReturnDDRatio : 1.490 -0.159 1.558 Drawdown : 2945.227 3524.143 1450.136 Block Name : MACDMainLowerZero Total Strategies : 15 ProfitFactor : 1.363 1.272 0.175 NetProfit : 1568.767 1284.679 369.733 SharpeRatio : 0.129 0.064 0.070 UlcerIndex : 2.227 2.226 0.149 SortinoRatio : 1.265 0.986 0.345 WinningPct : 28.657 28.153 2.381 ReturnDDRatio : 0.755 0.641 0.156 RExpectancy : 0.195 0.134 0.070 AnnualPctReturnDDRatio : 1.154 0.989 0.231 Drawdown : 2843.433 2877.179 158.067 Block Name : Reflex Total Strategies : 13 ProfitFactor : 1.825 0.937 1.393 NetProfit : 1565.731 -298.500 1703.500 SharpeRatio : 0.691 -0.002 0.692 UlcerIndex : 1.884 2.865 0.562 SortinoRatio : 2.370 0.088 2.329 WinningPct : 47.127 38.975 29.138 ReturnDDRatio : 2.159 -0.088 2.200 RExpectancy : 0.315 -0.032 0.329 AnnualPctReturnDDRatio : 2.919 -0.107 2.968 Drawdown : 2155.577 3325.500 620.731 Block Name : LWMA Total Strategies : 19 ProfitFactor : 2.485 1.394 1.849 NetProfit : 1478.026 1666.050 634.556 SharpeRatio : 0.745 0.470 0.526 UlcerIndex : 2.868 4.545 0.503 SortinoRatio : 2.514 1.186 1.995 WinningPct : 49.222 44.399 27.290 ReturnDDRatio : 1.961 0.916 1.561 RExpectancy : 0.366 0.140 0.309 AnnualPctReturnDDRatio : 2.154 0.920 1.762 Drawdown : 1536.842 2132.350 437.583 Block Name : HeikenAshiOpen Total Strategies : 27 ProfitFactor : 1.767 1.715 0.941 NetProfit : 1220.056 314.769 1068.500 SharpeRatio : 2.222 0.459 2.001 UlcerIndex : 2.230 3.382 0.602 SortinoRatio : 6.990 0.886 6.563 WinningPct : 48.164 42.765 27.574 ReturnDDRatio : 1.911 1.384 1.244 RExpectancy : 3703.927 7692.388 0.185 AnnualPctReturnDDRatio : 1.778 0.762 1.411 Drawdown : 1947.741 2950.192 527.278 Block Name : MTKeltnerChannel Total Strategies : 20 ProfitFactor : 1.797 1.151 1.394 NetProfit : 1154.025 887.143 843.525 SharpeRatio : 0.503 0.004 0.502 UlcerIndex : 2.581 3.537 1.342 SortinoRatio : 0.462 0.347 0.341 WinningPct : 55.514 38.709 41.966 ReturnDDRatio : 2.007 0.386 1.872 RExpectancy : 14999.857 -0.034 14999.869 AnnualPctReturnDDRatio : 0.819 0.759 0.553 Drawdown : 1688.500 2025.429 979.600 Block Name : VWAP Total Strategies : 25 ProfitFactor : 3.590 6.045 0.688 NetProfit : 1132.700 449.542 916.920 SharpeRatio : 0.133 0.498 -0.106 UlcerIndex : 2.589 2.829 1.231 SortinoRatio : 4.996 9.752 0.315 WinningPct : 43.855 50.573 19.580 ReturnDDRatio : 3.227 5.665 0.508 RExpectancy : 4000.174 8333.699 -0.001 AnnualPctReturnDDRatio : 3.602 5.899 0.771 Drawdown : 2126.180 1955.708 1187.440 Block Name : Bid Total Strategies : 35 ProfitFactor : 1.531 1.409 1.209 NetProfit : 1038.471 -526.813 1158.886 SharpeRatio : 0.309 -0.166 0.347 UlcerIndex : 2.665 3.900 1.774 SortinoRatio : 1.605 1.272 1.314 WinningPct : 41.151 26.909 35.001 ReturnDDRatio : 1.112 0.596 0.976 RExpectancy : 0.291 0.245 0.235 AnnualPctReturnDDRatio : 1.617 1.452 1.285 Drawdown : 2504.800 3335.813 1742.329 Block Name : HeikenAshiHigh Total Strategies : 17 ProfitFactor : 1.424 1.255 0.390 NetProfit : 1029.824 966.536 233.853 SharpeRatio : 0.355 0.256 0.144 UlcerIndex : 3.099 3.506 0.212 SortinoRatio : 0.918 0.725 0.321 WinningPct : 45.966 44.391 9.409 ReturnDDRatio : 0.658 0.454 0.284 RExpectancy : 0.181 0.109 0.091 AnnualPctReturnDDRatio : 0.731 0.534 0.291 Drawdown : 2093.235 2360.357 149.412 Block Name : OpenD Total Strategies : 41 ProfitFactor : 1.280 1.424 0.372 NetProfit : 951.354 830.518 463.265 SharpeRatio : 0.174 0.181 0.061 UlcerIndex : 2.522 2.908 0.647 SortinoRatio : 0.738 0.708 0.307 WinningPct : 36.168 38.453 11.947 ReturnDDRatio : 1.031 1.134 0.309 RExpectancy : 4878.081 7142.855 0.040 AnnualPctReturnDDRatio : 0.736 0.574 0.415 Drawdown : 2295.049 2524.446 688.603 Block Name : CloseD Total Strategies : 23 ProfitFactor : 1.975 0.918 1.616 NetProfit : 951.326 -662.056 1210.391 SharpeRatio : 0.076 -0.354 0.214 UlcerIndex : 2.869 4.109 1.261 SortinoRatio : 1.293 -0.162 1.357 WinningPct : 44.885 45.424 27.110 ReturnDDRatio : 2.055 -0.108 2.097 RExpectancy : 4348.007 -0.060 4348.030 AnnualPctReturnDDRatio : 1.877 -0.082 1.909 Drawdown : 2081.674 2265.944 1195.000 Block Name : Envelopes Total Strategies : 25 ProfitFactor : 0.869 1.238 0.244 NetProfit : 912.840 1217.000 321.278 SharpeRatio : 0.160 0.234 0.039 UlcerIndex : 2.223 3.394 0.447 SortinoRatio : 0.404 0.640 0.064 WinningPct : 28.698 37.873 10.402 ReturnDDRatio : 0.294 0.446 0.061 RExpectancy : 0.062 0.096 0.011 AnnualPctReturnDDRatio : 0.355 0.516 0.092 Drawdown : 2202.540 2904.143 800.306 Block Name : KAMA Total Strategies : 26 ProfitFactor : 1.278 1.470 1.695 NetProfit : 897.115 2684.000 898.412 SharpeRatio : 0.353 0.687 0.419 UlcerIndex : 1.472 3.713 1.596 SortinoRatio : 1.207 1.543 1.573 WinningPct : 33.698 40.400 44.409 ReturnDDRatio : 1.233 1.013 1.707 RExpectancy : 0.216 0.277 0.281 AnnualPctReturnDDRatio : 1.569 1.523 2.131 Drawdown : 2032.096 2807.333 2612.500 Block Name : null Total Strategies : 465 ProfitFactor : 1.600 0.000 1.621 NetProfit : 869.972 0.000 881.344 SharpeRatio : -0.573 0.000 -0.581 UlcerIndex : 2.288 0.000 2.317 SortinoRatio : 1.318 0.000 1.335 WinningPct : 45.938 0.000 46.538 ReturnDDRatio : 1.245 0.000 1.261 RExpectancy : 2365.717 0.000 2396.641 AnnualPctReturnDDRatio : 1.289 0.000 1.306 Drawdown : 2175.115 0.000 2203.548 Block Name : HeikenAshiLow Total Strategies : 24 ProfitFactor : 1.559 0.936 1.247 NetProfit : 778.583 -693.625 1009.792 SharpeRatio : -0.053 -0.295 0.045 UlcerIndex : 2.666 3.854 1.381 SortinoRatio : 0.700 -0.130 0.744 WinningPct : 39.098 33.190 28.034 ReturnDDRatio : 1.389 -0.091 1.419 RExpectancy : 4166.735 -0.066 4166.757 AnnualPctReturnDDRatio : 1.347 -0.097 1.379 Drawdown : 2436.979 3928.750 1127.396 Block Name : SMA Total Strategies : 25 ProfitFactor : 1.228 1.097 0.350 NetProfit : 771.440 445.900 414.720 SharpeRatio : 0.191 0.004 0.188 UlcerIndex : 2.773 2.939 0.421 SortinoRatio : 0.896 0.642 0.382 WinningPct : 49.994 47.581 11.928 ReturnDDRatio : 0.718 0.459 0.351 RExpectancy : 0.051 -0.008 0.057 AnnualPctReturnDDRatio : 0.924 0.672 0.386 Drawdown : 2033.420 2045.675 396.880 Block Name : HullMovingAverage Total Strategies : 21 ProfitFactor : 1.149 1.050 1.101 NetProfit : 685.048 262.750 693.025 SharpeRatio : 0.254 -0.470 0.314 UlcerIndex : 2.368 3.890 2.097 SortinoRatio : 0.966 0.075 1.007 WinningPct : 43.196 28.430 42.513 ReturnDDRatio : 0.654 0.065 0.680 RExpectancy : 0.090 0.000 0.094 AnnualPctReturnDDRatio : 0.790 0.150 0.814 Drawdown : 2581.476 2377.500 2472.800 Block Name : IsRising Total Strategies : 81 ProfitFactor : 1.415 1.602 0.968 NetProfit : 675.241 1312.660 284.130 SharpeRatio : 0.165 0.320 0.070 UlcerIndex : 2.684 3.404 1.718 SortinoRatio : 0.729 1.224 0.369 WinningPct : 45.239 48.634 31.799 ReturnDDRatio : 0.819 0.929 0.560 RExpectancy : 1234.684 0.200 1298.758 AnnualPctReturnDDRatio : 0.904 1.056 0.608 Drawdown : 2056.093 2380.980 1389.857 Block Name : IsLower Total Strategies : 25 ProfitFactor : 1.306 1.238 0.415 NetProfit : 625.740 773.917 68.520 SharpeRatio : 0.068 -0.025 0.086 UlcerIndex : 2.726 2.826 0.691 SortinoRatio : 0.656 0.619 0.210 WinningPct : 34.666 31.073 12.294 ReturnDDRatio : 0.584 0.548 0.189 RExpectancy : 0.071 0.020 0.056 AnnualPctReturnDDRatio : 0.954 1.021 0.219 Drawdown : 2443.140 2762.972 453.800 Block Name : KeltnerChannel Total Strategies : 26 ProfitFactor : 1.153 1.031 0.777 NetProfit : 582.192 -328.591 781.313 SharpeRatio : -0.298 0.077 -0.358 UlcerIndex : 2.773 4.290 1.038 SortinoRatio : 0.600 0.447 0.445 WinningPct : 42.399 47.563 24.133 ReturnDDRatio : 0.634 0.170 0.609 RExpectancy : 0.130 0.006 0.138 AnnualPctReturnDDRatio : 0.746 0.263 0.688 Drawdown : 2471.923 3439.864 1101.313 Block Name : CloseM Total Strategies : 60 ProfitFactor : 1.075 0.979 0.719 NetProfit : 535.992 -888.042 938.114 SharpeRatio : 0.303 -1.083 0.775 UlcerIndex : 2.897 4.067 1.337 SortinoRatio : 2.742 -0.821 3.232 WinningPct : 38.856 34.721 26.282 ReturnDDRatio : 0.494 -0.032 0.534 RExpectancy : 0.010 -0.087 0.048 AnnualPctReturnDDRatio : 0.676 -0.023 0.721 Drawdown : 2871.458 2812.750 1838.272 Block Name : IsFalling Total Strategies : 89 ProfitFactor : 1.345 1.418 0.358 NetProfit : 521.253 886.048 -95.994 SharpeRatio : 0.118 0.265 -0.067 UlcerIndex : 3.474 3.640 0.939 SortinoRatio : 0.429 0.766 -0.104 WinningPct : 47.459 46.989 14.725 ReturnDDRatio : 1.048 1.217 0.200 RExpectancy : 4494.378 3225.874 2247.140 AnnualPctReturnDDRatio : 0.741 1.093 -0.020 Drawdown : 2847.933 3009.218 751.624 Block Name : OSMA Total Strategies : 14 ProfitFactor : 1.613 0.000 1.613 NetProfit : 516.071 0.000 516.071 SharpeRatio : 0.365 0.000 0.365 UlcerIndex : 1.600 0.000 1.600 SortinoRatio : 0.698 0.000 0.698 WinningPct : 48.226 0.000 48.226 ReturnDDRatio : 1.319 0.000 1.319 RExpectancy : 7142.947 0.000 7142.947 AnnualPctReturnDDRatio : 0.681 0.000 0.681 Drawdown : 972.107 0.000 972.107 Block Name : CSSAMarketRegime Total Strategies : 80 ProfitFactor : 1.103 1.016 0.569 NetProfit : 500.281 510.440 232.300 SharpeRatio : 0.020 -0.040 0.041 UlcerIndex : 3.257 3.934 1.191 SortinoRatio : 0.412 0.432 0.186 WinningPct : 36.663 31.076 20.348 ReturnDDRatio : 0.320 0.261 0.183 RExpectancy : 0.030 -0.013 0.037 AnnualPctReturnDDRatio : 0.428 0.373 0.232 Drawdown : 3566.869 4947.048 969.669 Block Name : MoneyFlowIndex Total Strategies : 11 ProfitFactor : 1.588 2.098 0.825 NetProfit : 473.227 -173.375 536.273 SharpeRatio : 0.317 0.202 0.244 UlcerIndex : 2.885 4.972 1.077 SortinoRatio : 1.180 1.710 0.558 WinningPct : 54.593 55.425 34.438 ReturnDDRatio : 1.003 1.657 0.400 RExpectancy : 0.165 0.280 0.064 AnnualPctReturnDDRatio : 1.365 2.487 0.460 Drawdown : 1973.000 3204.875 807.591 Block Name : MTATR Total Strategies : 20 ProfitFactor : 1.149 1.349 0.302 NetProfit : 472.325 1162.962 -315.111 SharpeRatio : -0.081 0.215 -0.245 UlcerIndex : 3.212 3.272 1.206 SortinoRatio : 0.479 0.918 -0.131 WinningPct : 41.125 48.845 10.417 ReturnDDRatio : 0.920 1.404 0.009 RExpectancy : -0.017 0.057 -0.060 AnnualPctReturnDDRatio : 0.998 1.526 0.007 Drawdown : 1731.075 1905.115 547.500 Block Name : CrossesBelow Total Strategies : 41 ProfitFactor : 1.613 1.746 0.776 NetProfit : 442.634 -408.286 703.211 SharpeRatio : 1.216 -0.160 1.400 UlcerIndex : 2.672 3.652 0.864 SortinoRatio : 4.424 0.083 4.727 WinningPct : 50.055 48.442 27.236 ReturnDDRatio : 1.652 1.660 0.866 RExpectancy : 7317.130 14285.608 0.120 AnnualPctReturnDDRatio : 1.030 0.236 0.981 Drawdown : 1895.220 2411.833 711.987 Block Name : Ichimoku Total Strategies : 14 ProfitFactor : 1.684 1.571 0.674 NetProfit : 439.321 601.722 52.500 SharpeRatio : 0.209 0.388 -0.040 UlcerIndex : 2.787 1.993 1.506 SortinoRatio : 3.412 1.319 2.564 WinningPct : 47.764 48.567 16.543 ReturnDDRatio : 1.384 1.183 0.623 RExpectancy : 0.180 0.192 0.056 AnnualPctReturnDDRatio : 1.700 1.339 0.839 Drawdown : 1717.214 1363.278 840.821 Block Name : LinearRegression Total Strategies : 19 ProfitFactor : 1.363 2.077 0.926 NetProfit : 420.132 2107.625 -23.579 SharpeRatio : -0.055 1.140 -0.295 UlcerIndex : 2.684 1.507 2.366 SortinoRatio : 0.339 2.872 -0.266 WinningPct : 41.822 49.502 31.401 ReturnDDRatio : 0.914 2.078 0.477 RExpectancy : 5263.128 0.485 5263.026 AnnualPctReturnDDRatio : 0.529 2.320 0.041 Drawdown : 3300.316 1088.625 3071.132 Block Name : LowW Total Strategies : 30 ProfitFactor : 1.309 1.102 0.905 NetProfit : 413.417 31.091 402.017 SharpeRatio : 0.004 0.066 -0.021 UlcerIndex : 2.518 2.905 1.453 SortinoRatio : 0.641 0.558 0.437 WinningPct : 45.727 38.424 31.639 ReturnDDRatio : 0.657 0.285 0.553 RExpectancy : 0.088 -0.034 0.100 AnnualPctReturnDDRatio : 0.863 0.375 0.725 Drawdown : 2300.883 2386.455 1425.850 Block Name : Stochastic Total Strategies : 45 ProfitFactor : 1.009 1.055 0.048 NetProfit : 376.611 563.817 -137.089 SharpeRatio : -0.088 0.017 -0.103 UlcerIndex : 4.110 3.935 0.525 SortinoRatio : 0.367 0.530 -0.116 WinningPct : 30.200 30.688 2.241 ReturnDDRatio : 0.249 0.321 -0.044 RExpectancy : -0.028 0.010 -0.037 AnnualPctReturnDDRatio : 0.351 0.434 -0.044 Drawdown : 4788.044 4971.195 258.733 Block Name : Low Total Strategies : 22 ProfitFactor : 1.728 2.012 0.630 NetProfit : 361.659 264.417 217.432 SharpeRatio : 0.425 0.585 0.105 UlcerIndex : 3.021 3.172 1.291 SortinoRatio : 96.075 175.412 0.396 WinningPct : 51.053 51.453 22.987 ReturnDDRatio : 1.474 2.066 0.347 RExpectancy : 9090.935 16666.614 0.054 AnnualPctReturnDDRatio : 0.661 0.424 0.430 Drawdown : 2012.250 1613.208 1132.318 Block Name : IsGreater Total Strategies : 42 ProfitFactor : 1.400 1.441 0.857 NetProfit : 346.226 727.971 54.150 SharpeRatio : -0.154 0.225 -0.257 UlcerIndex : 2.841 3.279 1.589 SortinoRatio : 0.565 1.025 0.158 WinningPct : 41.001 42.922 24.810 ReturnDDRatio : 0.893 0.676 0.650 RExpectancy : 2381.022 0.152 2500.008 AnnualPctReturnDDRatio : 0.923 0.720 0.664 Drawdown : 2002.607 1653.235 1400.113 Block Name : ForceIndex Total Strategies : 25 ProfitFactor : 1.065 0.600 0.921 NetProfit : 343.040 -3510.500 1185.560 SharpeRatio : 0.008 -1.120 0.277 UlcerIndex : 3.213 7.470 1.420 SortinoRatio : 0.337 -1.405 0.674 WinningPct : 43.486 36.543 34.716 ReturnDDRatio : 0.621 -0.563 0.756 RExpectancy : -0.012 -0.333 0.068 AnnualPctReturnDDRatio : 0.890 -0.560 1.024 Drawdown : 3218.440 5244.417 1959.780 Block Name : IsGreaterCount Total Strategies : 68 ProfitFactor : 1.227 1.039 0.852 NetProfit : 270.706 -685.296 567.862 SharpeRatio : 0.822 -0.185 0.937 UlcerIndex : 2.830 4.450 1.112 SortinoRatio : 3.224 0.154 3.309 WinningPct : 42.455 38.131 28.576 ReturnDDRatio : 0.884 0.231 0.829 RExpectancy : 0.065 -0.053 0.090 AnnualPctReturnDDRatio : 1.066 0.277 1.000 Drawdown : 2227.309 2975.759 1094.023 Block Name : OpenW Total Strategies : 11 ProfitFactor : 1.915 2.674 0.214 NetProfit : 260.455 862.786 -288.591 SharpeRatio : -33.814 0.443 -34.095 UlcerIndex : 3.197 3.591 0.912 SortinoRatio : 1.043 3.563 -1.225 WinningPct : 35.345 38.383 10.919 ReturnDDRatio : 1.225 2.171 -0.156 RExpectancy : 0.294 0.684 -0.142 AnnualPctReturnDDRatio : 1.489 2.577 -0.151 Drawdown : 2045.636 2190.786 651.500 Block Name : ParabolicSAR Total Strategies : 28 ProfitFactor : 1.516 1.585 1.023 NetProfit : 230.232 -1034.500 645.827 SharpeRatio : -0.136 -0.401 0.008 UlcerIndex : 2.752 3.977 1.435 SortinoRatio : 0.152 -0.569 0.383 WinningPct : 49.607 52.886 33.082 ReturnDDRatio : 1.471 1.704 0.929 RExpectancy : 10714.191 19999.669 3846.179 AnnualPctReturnDDRatio : 0.474 -0.317 0.633 Drawdown : 2001.089 2604.850 1153.154 Block Name : EMA Total Strategies : 68 ProfitFactor : 1.360 1.379 1.157 NetProfit : 218.154 1580.500 -14.272 SharpeRatio : 0.105 0.481 0.034 UlcerIndex : 2.303 2.568 1.925 SortinoRatio : 0.522 1.232 0.340 WinningPct : 50.128 46.436 43.299 ReturnDDRatio : 0.610 0.696 0.507 RExpectancy : 1470.650 0.134 1470.630 AnnualPctReturnDDRatio : 0.576 0.900 0.444 Drawdown : 2047.603 2170.650 1728.390 Block Name : CCILower Total Strategies : 15 ProfitFactor : 0.926 1.054 0.223 NetProfit : 194.167 998.850 -471.733 SharpeRatio : -0.403 -0.026 -0.386 UlcerIndex : 2.873 2.282 1.351 SortinoRatio : -0.234 0.299 -0.433 WinningPct : 33.005 31.987 11.681 ReturnDDRatio : 0.067 0.325 -0.150 RExpectancy : -0.070 0.015 -0.080 AnnualPctReturnDDRatio : 0.063 0.322 -0.152 Drawdown : 3315.700 2899.000 1383.033 Block Name : Pivots Total Strategies : 57 ProfitFactor : 1.036 0.994 0.914 NetProfit : 144.447 483.071 85.123 SharpeRatio : -0.227 -0.227 -0.199 UlcerIndex : 2.505 2.859 2.154 SortinoRatio : 0.137 -0.006 0.138 WinningPct : 42.879 45.259 37.321 ReturnDDRatio : 0.313 0.093 0.302 RExpectancy : -0.028 -0.043 -0.023 AnnualPctReturnDDRatio : 0.406 0.143 0.388 Drawdown : 1926.430 2797.143 1582.921 Block Name : IsLowerCount Total Strategies : 58 ProfitFactor : 1.303 1.164 0.747 NetProfit : 119.586 -286.431 272.188 SharpeRatio : 0.108 0.025 0.099 UlcerIndex : 2.820 3.764 0.971 SortinoRatio : 0.646 0.430 0.446 WinningPct : 44.301 46.459 21.824 ReturnDDRatio : 0.638 0.345 0.482 RExpectancy : 0.087 0.008 0.086 AnnualPctReturnDDRatio : 0.848 0.462 0.639 Drawdown : 2223.078 3017.121 740.036 Block Name : DSSBressert Total Strategies : 20 ProfitFactor : 1.692 2.200 0.592 NetProfit : 95.725 662.850 -235.700 SharpeRatio : 0.426 0.985 -0.067 UlcerIndex : 2.893 3.064 1.361 SortinoRatio : 0.681 1.352 0.005 WinningPct : 49.853 61.392 19.158 ReturnDDRatio : 1.572 2.898 0.123 RExpectancy : 9999.930 19999.848 0.006 AnnualPctReturnDDRatio : 0.668 1.068 0.134 Drawdown : 2241.575 2005.900 1238.625 Block Name : HighD Total Strategies : 21 ProfitFactor : 1.747 1.326 0.737 NetProfit : 64.476 -326.281 313.071 SharpeRatio : 0.007 -0.266 0.210 UlcerIndex : 3.081 3.713 0.252 SortinoRatio : 1.275 0.692 0.747 WinningPct : 38.223 32.807 13.227 ReturnDDRatio : 1.124 0.473 0.764 RExpectancy : 0.289 0.151 0.174 AnnualPctReturnDDRatio : 1.631 0.887 0.955 Drawdown : 1945.881 2355.125 151.500 Block Name : MACD Total Strategies : 20 ProfitFactor : 0.983 0.445 0.938 NetProfit : 50.850 -2263.250 277.175 SharpeRatio : -0.335 -1.600 -0.175 UlcerIndex : 2.808 5.105 2.298 SortinoRatio : 0.099 -1.760 0.275 WinningPct : 41.296 27.600 38.536 ReturnDDRatio : 0.182 -0.740 0.256 RExpectancy : -0.081 -0.445 -0.037 AnnualPctReturnDDRatio : 0.369 -0.780 0.447 Drawdown : 1904.225 3556.500 1548.575 Block Name : ATR Total Strategies : 12 ProfitFactor : 1.616 2.890 1.361 NetProfit : 46.833 1372.500 -218.300 SharpeRatio : -0.197 0.595 -0.356 UlcerIndex : 1.961 0.905 2.172 SortinoRatio : -0.642 -0.290 -0.712 WinningPct : 39.693 65.000 34.632 ReturnDDRatio : 2.288 4.770 1.792 RExpectancy : 24999.547 49999.425 19999.572 AnnualPctReturnDDRatio : -0.215 -0.240 -0.210 Drawdown : 1858.917 492.500 2132.200 Block Name : BollingerBands Total Strategies : 45 ProfitFactor : 1.086 1.167 0.464 NetProfit : -19.600 -379.917 183.022 SharpeRatio : -0.167 -0.122 -0.102 UlcerIndex : 4.152 5.179 1.390 SortinoRatio : 0.332 0.478 0.076 WinningPct : 41.321 43.783 17.970 ReturnDDRatio : 0.310 0.350 0.124 RExpectancy : -0.030 -0.034 -0.012 AnnualPctReturnDDRatio : 0.367 0.367 0.171 Drawdown : 3073.533 3163.896 1386.122 Block Name : TrueRange Total Strategies : 17 ProfitFactor : 1.479 1.166 0.794 NetProfit : -29.853 78.650 -76.118 SharpeRatio : -0.262 -0.343 -0.060 UlcerIndex : 3.385 3.883 1.101 SortinoRatio : -0.448 -0.291 -0.276 WinningPct : 46.684 46.813 19.146 ReturnDDRatio : 1.611 0.863 1.104 RExpectancy : 17646.727 9999.786 11764.500 AnnualPctReturnDDRatio : -0.120 -0.082 -0.072 Drawdown : 2379.382 2021.550 1190.235 Block Name : LinRegBarOpensAboveAfterOpenBelow Total Strategies : 13 ProfitFactor : 1.188 1.108 0.165 NetProfit : -91.538 -180.500 75.077 SharpeRatio : 0.318 0.245 0.092 UlcerIndex : 4.602 4.933 0.048 SortinoRatio : 0.625 0.430 0.228 WinningPct : 52.560 52.773 3.846 ReturnDDRatio : 0.267 0.150 0.128 RExpectancy : 0.082 0.040 0.045 AnnualPctReturnDDRatio : 0.288 0.172 0.129 Drawdown : 4525.000 4853.500 44.846 Block Name : HeikenAshiClose Total Strategies : 26 ProfitFactor : 1.253 1.137 0.465 NetProfit : -136.269 46.556 -168.500 SharpeRatio : -0.011 0.081 -0.067 UlcerIndex : 3.052 2.908 1.038 SortinoRatio : 0.432 0.409 0.148 WinningPct : 45.610 43.669 15.378 ReturnDDRatio : 0.303 0.187 0.174 RExpectancy : 0.038 0.043 0.008 AnnualPctReturnDDRatio : 0.335 0.201 0.196 Drawdown : 2160.115 2072.389 725.385 Block Name : SessionHigh Total Strategies : 26 ProfitFactor : 1.432 1.553 0.835 NetProfit : -138.192 -167.950 -73.596 SharpeRatio : 0.172 0.392 0.022 UlcerIndex : 3.210 3.669 1.798 SortinoRatio : 0.870 1.468 0.305 WinningPct : 50.373 52.611 30.138 ReturnDDRatio : 0.678 0.987 0.299 RExpectancy : 0.053 0.166 -0.011 AnnualPctReturnDDRatio : 0.807 1.098 0.385 Drawdown : 3222.000 2848.900 2126.269 Block Name : LowD Total Strategies : 33 ProfitFactor : 0.940 0.638 0.688 NetProfit : -176.303 -1007.308 220.515 SharpeRatio : -0.775 -1.318 -0.255 UlcerIndex : 3.004 3.226 1.733 SortinoRatio : -0.720 -1.412 -0.164 WinningPct : 38.673 33.384 25.522 ReturnDDRatio : 0.039 -0.491 0.232 RExpectancy : -0.096 -0.263 0.008 AnnualPctReturnDDRatio : 0.086 -0.501 0.284 Drawdown : 2445.879 1887.115 1702.470 Block Name : CCICrossDown Total Strategies : 12 ProfitFactor : 1.443 1.443 0.000 NetProfit : -194.500 -194.500 0.000 SharpeRatio : 0.186 0.186 0.000 UlcerIndex : 3.150 3.150 0.000 SortinoRatio : 0.602 0.602 0.000 WinningPct : 41.202 41.202 0.000 ReturnDDRatio : 0.756 0.756 0.000 RExpectancy : 0.050 0.050 0.000 AnnualPctReturnDDRatio : 0.774 0.774 0.000 Drawdown : 3137.625 3137.625 0.000 Block Name : ATRHigher Total Strategies : 19 ProfitFactor : 0.968 0.000 0.968 NetProfit : -288.026 0.000 -288.026 SharpeRatio : -0.207 0.000 -0.207 UlcerIndex : 2.457 0.000 2.457 SortinoRatio : -0.192 0.000 -0.192 WinningPct : 41.738 0.000 41.738 ReturnDDRatio : 0.035 0.000 0.035 RExpectancy : -0.047 0.000 -0.047 AnnualPctReturnDDRatio : 0.039 0.000 0.039 Drawdown : 3434.658 0.000 3434.658 Block Name : Number Total Strategies : 23 ProfitFactor : 1.022 1.078 0.040 NetProfit : -389.739 -382.857 -42.000 SharpeRatio : -0.171 -0.150 -0.036 UlcerIndex : 3.968 4.229 0.112 SortinoRatio : 0.112 0.172 -0.047 WinningPct : 37.542 39.133 1.894 ReturnDDRatio : 0.134 0.166 -0.018 RExpectancy : -0.017 -0.015 -0.004 AnnualPctReturnDDRatio : 0.284 0.330 -0.018 Drawdown : 3774.065 4020.381 107.977 Block Name : LowestInRange Total Strategies : 29 ProfitFactor : 1.744 1.584 0.816 NetProfit : -403.448 -904.618 126.845 SharpeRatio : -0.091 -0.212 0.033 UlcerIndex : 2.885 3.589 0.781 SortinoRatio : 2.015 1.156 1.337 WinningPct : 47.827 43.849 22.122 ReturnDDRatio : 0.951 0.769 0.500 RExpectancy : 0.235 0.228 0.101 AnnualPctReturnDDRatio : 1.143 0.992 0.561 Drawdown : 2477.483 2785.324 844.707 Block Name : ADX Total Strategies : 12 ProfitFactor : 1.024 0.916 0.261 NetProfit : -479.292 -1064.300 407.625 SharpeRatio : 0.016 -0.144 0.136 UlcerIndex : 3.563 3.907 0.307 SortinoRatio : 0.166 -0.060 0.216 WinningPct : 36.445 33.307 8.689 ReturnDDRatio : 0.203 -0.027 0.226 RExpectancy : -0.007 -0.064 0.047 AnnualPctReturnDDRatio : 0.238 -0.007 0.244 Drawdown : 3961.458 4393.750 300.000 Block Name : SchaffTrendCycle Total Strategies : 12 ProfitFactor : 0.889 0.905 0.135 NetProfit : -496.833 -445.550 -125.542 SharpeRatio : -0.279 -0.239 -0.080 UlcerIndex : 3.234 3.325 0.463 SortinoRatio : -0.257 -0.197 -0.093 WinningPct : 42.364 42.219 7.182 ReturnDDRatio : -0.097 -0.048 -0.057 RExpectancy : -0.075 -0.069 -0.017 AnnualPctReturnDDRatio : -0.042 0.023 -0.061 Drawdown : 2207.500 2189.900 382.583 Block Name : OpenM Total Strategies : 32 ProfitFactor : 0.922 1.033 0.092 NetProfit : -556.547 -593.135 -82.345 SharpeRatio : -0.707 -0.814 -0.050 UlcerIndex : 2.768 3.098 0.277 SortinoRatio : -0.777 -0.902 -0.049 WinningPct : 37.870 41.934 4.192 ReturnDDRatio : 0.166 0.231 -0.024 RExpectancy : 3124.857 3845.984 -0.006 AnnualPctReturnDDRatio : -0.129 -0.135 -0.022 Drawdown : 2167.094 2410.327 230.293 Block Name : CloseW Total Strategies : 28 ProfitFactor : 1.536 0.917 0.983 NetProfit : -580.768 -1057.947 147.673 SharpeRatio : -0.113 -0.162 -0.003 UlcerIndex : 3.015 3.806 0.466 SortinoRatio : 0.756 -0.044 0.846 WinningPct : 41.561 40.350 15.272 ReturnDDRatio : 0.596 -0.144 0.747 RExpectancy : 0.106 -0.053 0.153 AnnualPctReturnDDRatio : 0.681 -0.132 0.829 Drawdown : 2664.804 3461.895 339.942 Block Name : RSI Total Strategies : 21 ProfitFactor : 1.058 0.902 0.299 NetProfit : -620.214 -1165.778 397.975 SharpeRatio : -0.037 -0.218 0.158 UlcerIndex : 4.080 4.667 0.083 SortinoRatio : 0.427 -0.116 0.552 WinningPct : 45.096 46.135 5.829 ReturnDDRatio : 0.445 -0.024 0.489 RExpectancy : 0.013 -0.071 0.078 AnnualPctReturnDDRatio : 0.678 -0.007 0.718 Drawdown : 4344.143 4959.667 97.650 Block Name : LowM Total Strategies : 13 ProfitFactor : 1.065 1.430 0.405 NetProfit : -629.769 -47.417 -607.885 SharpeRatio : -28.903 0.207 -28.998 UlcerIndex : 3.200 3.225 1.712 SortinoRatio : -0.552 1.290 -1.148 WinningPct : 36.912 40.033 18.435 ReturnDDRatio : 0.232 0.755 -0.116 RExpectancy : -0.065 0.180 -0.148 AnnualPctReturnDDRatio : 0.293 0.877 -0.112 Drawdown : 2157.846 2115.750 1181.346 Block Name : High Total Strategies : 97 ProfitFactor : 1.046 1.029 0.060 NetProfit : -724.753 -786.108 29.240 SharpeRatio : -0.103 -0.115 0.007 UlcerIndex : 4.189 4.251 0.115 SortinoRatio : 0.077 0.024 0.054 WinningPct : 40.748 40.917 1.534 ReturnDDRatio : 0.151 0.094 0.061 RExpectancy : -0.007 -0.018 0.010 AnnualPctReturnDDRatio : 0.303 0.237 0.077 Drawdown : 5650.598 5827.973 63.609 Block Name : IsLowerOrEqual Total Strategies : 16 ProfitFactor : 0.316 0.425 0.467 NetProfit : -810.656 -2407.000 -906.278 SharpeRatio : -0.734 -1.750 -0.916 UlcerIndex : 2.228 3.020 3.290 SortinoRatio : -0.747 -1.910 -0.903 WinningPct : 23.601 49.245 31.013 ReturnDDRatio : -0.294 -0.815 -0.342 RExpectancy : -0.183 -0.295 -0.259 AnnualPctReturnDDRatio : -0.302 -0.840 -0.350 Drawdown : 1199.063 2848.250 1498.722 Block Name : Fractal Total Strategies : 13 ProfitFactor : 1.205 2.147 0.710 NetProfit : -811.808 1157.833 -1079.000 SharpeRatio : -0.225 0.870 -0.425 UlcerIndex : 3.388 1.630 3.012 SortinoRatio : 0.353 2.373 -0.195 WinningPct : 43.122 55.557 30.302 ReturnDDRatio : 0.265 1.400 -0.058 RExpectancy : 0.035 0.503 -0.081 AnnualPctReturnDDRatio : 0.295 1.440 -0.037 Drawdown : 2021.615 864.167 1822.192 Block Name : BarDayOfMonth Total Strategies : 13 ProfitFactor : 1.381 1.330 0.869 NetProfit : -853.885 -2586.900 141.077 SharpeRatio : -0.501 -0.906 -0.152 UlcerIndex : 4.498 8.136 1.369 SortinoRatio : 0.241 -0.398 0.394 WinningPct : 38.449 32.652 25.891 ReturnDDRatio : 0.618 0.582 0.394 RExpectancy : -0.031 -0.132 0.020 AnnualPctReturnDDRatio : 1.124 1.596 0.510 Drawdown : 2741.731 5323.900 694.077 Block Name : NotEquals Total Strategies : 65 ProfitFactor : 0.971 0.990 0.072 NetProfit : -897.654 -794.737 -176.277 SharpeRatio : -0.266 -0.154 -0.126 UlcerIndex : 3.810 3.812 0.350 SortinoRatio : -0.107 0.011 -0.116 WinningPct : 37.113 35.701 4.707 ReturnDDRatio : 0.011 0.052 -0.036 RExpectancy : -0.054 -0.045 -0.013 AnnualPctReturnDDRatio : 0.018 0.062 -0.038 Drawdown : 3600.238 3644.864 291.823 Block Name : HighW Total Strategies : 18 ProfitFactor : 1.374 1.448 0.641 NetProfit : -950.639 -1132.100 -361.906 SharpeRatio : -0.488 -0.221 -0.411 UlcerIndex : 4.162 5.813 1.049 SortinoRatio : -0.817 -0.926 -0.340 WinningPct : 43.772 44.492 21.436 ReturnDDRatio : 1.373 1.501 0.606 RExpectancy : 16666.341 19999.525 6249.930 AnnualPctReturnDDRatio : -0.307 -0.513 -0.024 Drawdown : 2281.167 2693.150 883.094 Block Name : CrossesAbove Total Strategies : 40 ProfitFactor : 1.014 1.064 0.205 NetProfit : -958.250 -1518.194 236.054 SharpeRatio : -0.185 -0.296 0.048 UlcerIndex : 4.253 5.127 0.302 SortinoRatio : -0.223 -0.423 0.113 WinningPct : 42.022 44.005 8.559 ReturnDDRatio : 0.405 0.361 0.136 RExpectancy : 4999.844 6451.398 0.011 AnnualPctReturnDDRatio : -0.026 -0.282 0.208 Drawdown : 2769.313 3157.194 348.635 Block Name : SessionClose Total Strategies : 52 ProfitFactor : 1.215 0.963 0.492 NetProfit : -961.981 -1475.436 144.596 SharpeRatio : -0.415 -0.673 0.090 UlcerIndex : 4.142 4.955 0.426 SortinoRatio : 0.010 -0.428 0.331 WinningPct : 46.145 43.367 13.619 ReturnDDRatio : 0.272 -0.077 0.330 RExpectancy : 0.026 -0.054 0.067 AnnualPctReturnDDRatio : 0.323 -0.050 0.361 Drawdown : 3027.337 3656.808 284.731 Block Name : KCBarOpensBelowLower Total Strategies : 22 ProfitFactor : 0.876 0.000 0.876 NetProfit : -976.205 0.000 -976.205 SharpeRatio : -0.492 0.000 -0.492 UlcerIndex : 2.768 0.000 2.768 SortinoRatio : -0.594 0.000 -0.594 WinningPct : 37.335 0.000 37.335 ReturnDDRatio : -0.168 0.000 -0.168 RExpectancy : -0.095 0.000 -0.095 AnnualPctReturnDDRatio : -0.185 0.000 -0.185 Drawdown : 4412.227 0.000 4412.227 Block Name : Open Total Strategies : 16 ProfitFactor : 0.723 0.986 0.474 NetProfit : -1004.219 -720.500 -890.357 SharpeRatio : -0.565 -0.098 -0.611 UlcerIndex : 3.326 3.896 2.409 SortinoRatio : -0.381 0.348 -0.559 WinningPct : 26.830 28.580 20.456 ReturnDDRatio : -0.156 0.086 -0.209 RExpectancy : -0.144 -0.026 -0.155 AnnualPctReturnDDRatio : -0.133 0.090 -0.184 Drawdown : 2590.500 2359.600 2117.857 Block Name : ChoppinessIndex Total Strategies : 13 ProfitFactor : 0.934 0.911 0.163 NetProfit : -1014.308 -1007.636 -161.692 SharpeRatio : -0.156 -0.120 -0.055 UlcerIndex : 3.611 3.795 0.400 SortinoRatio : -0.038 -0.036 -0.008 WinningPct : 36.678 33.688 8.173 ReturnDDRatio : -0.036 -0.045 0.002 RExpectancy : -0.077 -0.065 -0.022 AnnualPctReturnDDRatio : -0.025 -0.029 0.000 Drawdown : 3784.308 4175.227 251.423 Block Name : SessionLow Total Strategies : 120 ProfitFactor : 0.976 0.951 0.096 NetProfit : -1126.775 -1296.640 72.617 SharpeRatio : -0.235 -0.271 0.016 UlcerIndex : 4.267 4.421 0.177 SortinoRatio : -0.087 -0.166 0.067 WinningPct : 38.866 38.450 3.300 ReturnDDRatio : 0.053 -0.020 0.072 RExpectancy : -0.035 -0.052 0.013 AnnualPctReturnDDRatio : 0.163 0.096 0.075 Drawdown : 5521.867 5817.698 140.496 Block Name : BBBarOpensBelowDownAfterOpenAbove Total Strategies : 12 ProfitFactor : 0.990 0.990 0.000 NetProfit : -1222.458 -1222.458 0.000 SharpeRatio : -0.114 -0.114 0.000 UlcerIndex : 3.789 3.789 0.000 SortinoRatio : 0.113 0.113 0.000 WinningPct : 36.105 36.105 0.000 ReturnDDRatio : 0.027 0.027 0.000 RExpectancy : -0.003 -0.003 0.000 AnnualPctReturnDDRatio : 0.037 0.037 0.000 Drawdown : 4170.458 4170.458 0.000 Block Name : Fibo Total Strategies : 13 ProfitFactor : 1.154 1.154 0.000 NetProfit : -1228.808 -1228.808 0.000 SharpeRatio : -0.932 -0.932 0.000 UlcerIndex : 4.081 4.081 0.000 SortinoRatio : -0.864 -0.864 0.000 WinningPct : 38.109 38.109 0.000 ReturnDDRatio : 0.775 0.775 0.000 RExpectancy : 7692.030 7692.030 0.000 AnnualPctReturnDDRatio : 0.168 0.168 0.000 Drawdown : 2741.846 2741.846 0.000 Block Name : SMMA Total Strategies : 44 ProfitFactor : 0.915 0.895 0.233 NetProfit : -1732.477 -2173.853 -55.190 SharpeRatio : -0.221 -0.259 -0.022 UlcerIndex : 2.922 3.133 0.525 SortinoRatio : -0.179 -0.278 0.038 WinningPct : 32.119 29.433 9.822 ReturnDDRatio : -0.106 -0.234 0.078 RExpectancy : -0.068 -0.095 0.005 AnnualPctReturnDDRatio : -0.130 -0.274 0.085 Drawdown : 4161.375 4983.647 325.155 Block Name : IsGreaterOrEqual Total Strategies : 54 ProfitFactor : 1.245 0.865 0.621 NetProfit : -1872.213 -2706.731 82.648 SharpeRatio : -0.620 -0.808 -0.037 UlcerIndex : 4.941 5.814 0.742 SortinoRatio : 0.106 -0.458 0.437 WinningPct : 38.508 34.545 13.559 ReturnDDRatio : 0.251 -0.233 0.419 RExpectancy : -0.030 -0.130 0.064 AnnualPctReturnDDRatio : 0.505 0.013 0.496 Drawdown : 3594.333 4214.910 550.231 Block Name : CBlock_SO_CanPatt_02 Total Strategies : 24 ProfitFactor : 1.220 1.220 0.000 NetProfit : -1933.271 -1933.271 0.000 SharpeRatio : -0.395 -0.395 0.000 UlcerIndex : 4.096 4.096 0.000 SortinoRatio : -0.440 -0.440 0.000 WinningPct : 47.662 47.662 0.000 ReturnDDRatio : 0.610 0.610 0.000 RExpectancy : 8333.185 8333.185 0.000 AnnualPctReturnDDRatio : -0.217 -0.217 0.000 Drawdown : 4495.917 4495.917 0.000 Block Name : Aroon Total Strategies : 33 ProfitFactor : 0.884 0.884 0.000 NetProfit : -1969.682 -1969.682 0.000 SharpeRatio : -0.382 -0.382 0.000 UlcerIndex : 4.477 4.477 0.000 SortinoRatio : -0.384 -0.384 0.000 WinningPct : 44.983 44.983 0.000 ReturnDDRatio : -0.224 -0.224 0.000 RExpectancy : -0.057 -0.057 0.000 AnnualPctReturnDDRatio : -0.222 -0.222 0.000 Drawdown : 4503.636 4503.636 0.000 Block Name : Close Total Strategies : 40 ProfitFactor : 0.981 0.586 0.512 NetProfit : -2584.938 -3945.156 571.188 SharpeRatio : -0.683 -1.081 0.182 UlcerIndex : 5.542 6.616 0.250 SortinoRatio : -0.388 -1.241 0.604 WinningPct : 35.453 32.035 9.825 ReturnDDRatio : 0.035 -0.659 0.562 RExpectancy : -0.152 -0.310 0.097 AnnualPctReturnDDRatio : 0.090 -0.675 0.630 Drawdown : 4289.163 4784.438 461.613 Block Name : QQEValue1ChangesDown Total Strategies : 32 ProfitFactor : 0.858 0.858 0.000 NetProfit : -2866.531 -2866.531 0.000 SharpeRatio : -0.315 -0.315 0.000 UlcerIndex : 3.458 3.458 0.000 SortinoRatio : -0.390 -0.390 0.000 WinningPct : 32.311 32.311 0.000 ReturnDDRatio : -0.418 -0.418 0.000 RExpectancy : -0.118 -0.118 0.000 AnnualPctReturnDDRatio : -0.448 -0.448 0.000 Drawdown : 5618.875 5618.875 0.000 Block Name : CBlock_BearishEngulfing Total Strategies : 75 ProfitFactor : 0.559 0.559 0.000 NetProfit : -4947.060 -4947.060 0.000 SharpeRatio : -1.180 -1.180 0.000 UlcerIndex : 7.456 7.456 0.000 SortinoRatio : -1.385 -1.385 0.000 WinningPct : 31.011 31.011 0.000 ReturnDDRatio : -0.699 -0.699 0.000 RExpectancy : -0.332 -0.332 0.000 AnnualPctReturnDDRatio : -0.723 -0.723 0.000 Drawdown : 5885.527 5885.527 0.000 Block Name : LaguerreRSIRising Total Strategies : 69 ProfitFactor : 0.458 0.458 0.000 NetProfit : -4995.022 -4995.022 0.000 SharpeRatio : -1.337 -1.337 0.000 UlcerIndex : 7.876 7.876 0.000 SortinoRatio : -1.572 -1.572 0.000 WinningPct : 29.391 29.391 0.000 ReturnDDRatio : -0.845 -0.845 0.000 RExpectancy : -0.396 -0.396 0.000 AnnualPctReturnDDRatio : -0.878 -0.878 0.000 Drawdown : 5661.833 5661.833 0.000