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Monthly Returns with Benchmark

Script from: TradingViewSwingPrice actionTrend followingCandlestick

Enhance your TradingView strategies' visuals with this advanced Monthly Returns feature in Pine Script. Display and customize monthly returns, benchmark comparisons, and alpha with options for date selection, benchmark instrument choice, and gradient color customization for gain/loss. Compatible with any strategy and replay function, this tool focuses on optimizing data presentation over chart performance critique.

TAO/USDT (TAOUSDT.PS)

+ Monthly Returns with Benchmark

@ Daily

1.74

Profit Factor

104.17 %

Total ROI

17

ALT/USDT (ALTUSDT.PS)

+ Monthly Returns with Benchmark

@ Daily

1.60

Profit Factor

78.85 %

Total ROI

18

CrowdStrike Holdings, Inc. (CRWD)

+ Monthly Returns with Benchmark

@ 2 h

1.35

Profit Factor

2,255.49 %

Total ROI

639

Super Micro Computer, Inc. (SMCI)

+ Monthly Returns with Benchmark

@ 1 h

1.27

Profit Factor

32,240.07 %

Total ROI

1404

QNT / TetherUS (QNTUSDT)

+ Monthly Returns with Benchmark

@ Daily

1.27

Profit Factor

522.31 %

Total ROI

149

Robinhood Markets, Inc. (HOOD)

+ Monthly Returns with Benchmark

@ Daily

1.27

Profit Factor

369.99 %

Total ROI

98

Gold (XAUUSD)

+ Monthly Returns with Benchmark

@ 4 h

1.26

Profit Factor

648.31 %

Total ROI

1804

NIFTY 50 (NIFTY)

+ Monthly Returns with Benchmark

@ 1 h

1.25

Profit Factor

230.34 %

Total ROI

1701

CrowdStrike Holdings, Inc. (CRWD)

+ Monthly Returns with Benchmark

@ 1 h

1.24

Profit Factor

2,578.59 %

Total ROI

1065

Gold Futures (GC1!)

+ Monthly Returns with Benchmark

@ 4 hTradeSearcher backtest

1.24

Profit Factor

358.03 %

Total ROI

1740

Stellantis NV (STLAP)

+ Monthly Returns with Benchmark

@ 2 h

1.21

Profit Factor

1,949.90 %

Total ROI

1366

E-MINI NASDAQ-100 FUTURES (CONTINUOUS: CURRENT CONTR...)

+ Monthly Returns with Benchmark

@ 1 hTradeSearcher backtest

1.19

Profit Factor

369.24 %

Total ROI

1771

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Active Trades

Create your account to see on which symbols Monthly Returns with Benchmark is currently trading on.

Monthly Returns with Benchmark 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.

84
Backtests run
1.1
Avg profit factor
>1,000%
Avg net profit
+34%
Avg annualized return
60%
Avg max drawdown
0.18
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by >1,000% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto501.1+282%81%0.22
Stocks7261.1>1,000%60%0.16
Forex671.1+210%44%0.07

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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