Trend-Following Backtester · Guide · backtest 한국어
equity · CN
Accelink Technologies Co., Ltd. Class A backtest
10 trend-following strategies were compared on the full daily history of Accelink Technologies Co., Ltd. Class A. 0 beat buy-and-hold CAGR; SMA 크로스오버 ranks first by Sharpe, matching the main backtester.
Results by strategy
0 of 10 beat buy and hold (CAGR 17.9%, drawdown -71.5%).
Sharpe leader (same as main): SMA 크로스오버 — CAGR 12.6%, MDD -52.0%, Sharpe 0.51, 55% exposure.
CAGR reference leader: Donchian 채널 돌파 — CAGR 12.7%, MDD -72.3%, exposure 74%.
No strategy retained at least 75% of buy-and-hold CAGR while reducing drawdown by both 20% relatively and 5 percentage points absolutely.
The alternative must retain 75% of buy-and-hold CAGR, improve drawdown by at least 20% and 5 percentage points, and stay below 95% exposure; the ranking weights return retention 60% and drawdown improvement 40%.
| Strategy · parameters | CAGR | MDD | Sharpe | Calmar | Total | Trades | Exposure |
|---|---|---|---|---|---|---|---|
| SMA 크로스오버 fast=56, slow=102 |
12.6% | -52.0% | 0.51 | 0.24 | 7.5x | 43 | 55% |
| Donchian 채널 돌파 entryN=26, exitN=62 |
12.7% | -72.3% | 0.50 | 0.18 | 7.5x | 41 | 74% |
| MACD fast=18, slow=50, signal=18 |
10.7% | -56.9% | 0.47 | 0.19 | 5.6x | 166 | 51% |
| EMA 크로스오버 fast=39, slow=265 |
10.1% | -59.3% | 0.45 | 0.17 | 5.1x | 19 | 61% |
| Supertrend period=9, mult=4.7 |
9.9% | -70.2% | 0.44 | 0.14 | 5.0x | 56 | 65% |
| Parabolic SAR step=0.015, maxStep=0.14 |
9.3% | -61.6% | 0.43 | 0.15 | 4.5x | 280 | 50% |
| 볼린저 밴드 돌파 n=39, k=1.2 |
8.0% | -54.2% | 0.40 | 0.15 | 3.7x | 128 | 41% |
| ROC 모멘텀 n=71, threshold=-0.02 |
7.8% | -76.0% | 0.39 | 0.10 | 3.5x | 199 | 61% |
| Keltner 채널 돌파 emaPeriod=45, atrPeriod=23, mult=1.6 |
5.9% | -73.8% | 0.34 | 0.08 | 2.6x | 122 | 38% |
| ADX / DI 방향성 period=29, threshold=15 |
4.4% | -60.8% | 0.30 | 0.07 | 2.1x | 98 | 31% |
| Buy and hold | 17.9% | -71.5% | 0.59 | 0.25 | 16.2x | 1 | 100% |
Rules of the top strategy
When the short average rises above the long average, it reads that as an uptrend starting.
- Buy — Buy when the 56-day average price crosses above the 102-day average
- Sell — Sell (to cash) when the 56-day average falls below the 102-day average