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Systematic Deviation Harvester

Script from: TradingViewLongTerm

Premium users only

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

@ Daily

1,027,066,926.00

Risk Reward

513.53 %

Total ROI

37

Premium users only

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

@ Daily

246.78

Risk Reward

30.49 %

Total ROI

47

Premium users only

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

@ Daily

47.90

Risk Reward

14.90 %

Total ROI

50

Premium users only

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

@ Daily

16.95

Risk Reward

24.21 %

Total ROI

79

Premium users only

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

@ Daily

13.86

Risk Reward

63.13 %

Total ROI

195

Premium users only

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

@ Daily

9.32

Risk Reward

28.69 %

Total ROI

96

Premium users only

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

@ Daily

7.68

Risk Reward

964.89 %

Total ROI

495

Premium users only

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

@ Daily

7.61

Risk Reward

121.74 %

Total ROI

74

Premium users only

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

@ Daily

7.53

Risk Reward

20.61 %

Total ROI

44

Premium users only

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

@ Daily

7.33

Risk Reward

85.32 %

Total ROI

202

Premium users only

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

@ Daily

6.67

Risk Reward

17.30 %

Total ROI

41

Premium users only

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

@ Daily

6.43

Risk Reward

63.23 %

Total ROI

155

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Active Trades

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Systematic Deviation Harvester 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 long-term by holding period.

56
Backtests run
>10
Avg profit factor
+166%
Avg net profit
+6%
Avg annualized return
19%
Avg max drawdown
0.15
Avg Sharpe ratio

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

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto503.2+47%17%0.12
Stocks345>10+218%18%0.16

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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