Buy/Sell Strat

Script from: TradingViewSwing

Top 43 Backtests of Buy/Sell Strat

Explore the most profitable cryptocurrency and stock backtests with Buy/Sell Strat Strategy (on TradingView).

Filters

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

3.64

Risk Reward

119.00 %

Total ROI

Bloom Energy Corporation (BE)

+ Buy/Sell Strat

@ Daily

2.80

Risk Reward

727.48 %

Total ROI

Robinhood Markets, Inc. (HOOD)

+ Buy/Sell Strat

@ Daily

2.60

Risk Reward

117.86 %

Total ROI

AST SpaceMobile, Inc. (ASTS)

+ Buy/Sell Strat

@ Daily

2.35

Risk Reward

225.56 %

Total ROI

Tezos / TetherUS (XTZUSDT)

+ Buy/Sell Strat

@ Daily

1.75

Risk Reward

116.88 %

Total ROI

Rent the Runway, Inc. (RENT)

+ Buy/Sell Strat

@ 1 h

1.63

Risk Reward

2,955.03 %

Total ROI

159

Bank of America Corporation (BAC)

+ Buy/Sell Strat

@ 2 h

1.62

Risk Reward

996.73 %

Total ROI

351

IREN LIMITED (IREN)

+ Buy/Sell Strat

@ 2 h

1.55

Risk Reward

630.09 %

Total ROI

Citigroup, Inc. (C)

+ Buy/Sell Strat

@ 4 h

1.40

Risk Reward

146.81 %

Total ROI

233

SUI / TetherUS (SUIUSDT)

+ Buy/Sell Strat

@ 4 h

1.37

Risk Reward

242.13 %

Total ROI

143

PSQ Holdings, Inc. (PSQH)

+ Buy/Sell Strat

@ 2 h

1.35

Risk Reward

30.97 %

Total ROI

Algorand / TetherUS (ALGOUSDT)

+ Buy/Sell Strat

@ Daily

1.35

Risk Reward

88.59 %

Total ROI

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Buy/Sell Strat backtest statistics

Aggregated across every validated backtest TradeSearcher has run on this strategy. Figures update automatically as new backtests are added — they are not edited by hand. Classified as swing by holding period.

Backtests run

1.4

Avg profit factor

+197%

Avg net profit

+16%

Avg annualized return

43%

Avg max drawdown

0.12

Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 194% over the same window.

Performance by asset class

Market	Backtests	Avg profit factor	Avg net profit	Avg max drawdown	Avg Sharpe
Crypto	60	1.2	+83%	—	0.14
Stocks	717	1.5	+279%	39%	0.11

Backtests use the validated-universe filter: non-repainting scripts, over 15 trades, non-excluded. Per-market rows appear only when at least one backtest exists for that asset class.

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