SleepWell Trade · Asset reports · Indonesia
52 Indonesia backtest reports
Backtest reports for Indonesia listings, recomputed monthly across the same ten trend-following strategies.
PT NexAI Digital Infrastruktur Tbk.
Supertrend · CAGR 206.8% · MDD -65.8% · Sharpe 2.30
Stocks · IndonesiaPT Singaraja Putra Tbk
Supertrend · CAGR 174.6% · MDD -63.9% · Sharpe 1.99
Stocks · IndonesiaPT Pantai Indah Kapuk Dua Tbk
SMA crossover · CAGR 153.5% · MDD -62.9% · Sharpe 1.76
Stocks · IndonesiaPT Bayan Resources Tbk
Bollinger breakout · CAGR 32.2% · MDD -32.6% · Sharpe 1.30
Stocks · IndonesiaPT Dian Swastatika Sentosa Tbk
Parabolic SAR · CAGR 51.3% · MDD -49.9% · Sharpe 1.24
Stocks · IndonesiaPT Impack Pratama Industri Tbk
Supertrend · CAGR 33.2% · MDD -33.3% · Sharpe 1.21
Stocks · IndonesiaPT Barito Pacific Tbk
Parabolic SAR · CAGR 51.1% · MDD -66.0% · Sharpe 1.10
Stocks · IndonesiaPT Archi Indonesia Tbk
SMA crossover · CAGR 40.1% · MDD -32.5% · Sharpe 1.02
Stocks · IndonesiaPT Bank Syariah Indonesia (Persero) Tbk
ADX / DI trend · CAGR 31.2% · MDD -35.3% · Sharpe 1.01
Stocks · IndonesiaPT Triputra Agro Persada Tbk
Parabolic SAR · CAGR 29.3% · MDD -32.5% · Sharpe 0.93
Stocks · IndonesiaPT TIMAH (Persero) Tbk
Bollinger breakout · CAGR 32.2% · MDD -60.1% · Sharpe 0.93
Stocks · IndonesiaPT Petrosea Tbk
Donchian breakout · CAGR 35.0% · MDD -44.5% · Sharpe 0.92
Stocks · IndonesiaPT Energi Mega Persada Tbk
Bollinger breakout · CAGR 29.6% · MDD -60.0% · Sharpe 0.90
Stocks · IndonesiaPT Charoen Pokphand Indonesia Tbk
ADX / DI trend · CAGR 18.8% · MDD -32.0% · Sharpe 0.89
Stocks · IndonesiaPT Bumi Resources Tbk Class A
Keltner breakout · CAGR 33.3% · MDD -53.9% · Sharpe 0.89
Stocks · IndonesiaPT Merdeka Copper Gold Tbk
EMA crossover · CAGR 24.8% · MDD -44.8% · Sharpe 0.76
Stocks · IndonesiaPT United Tractors Tbk
Keltner breakout · CAGR 18.3% · MDD -41.2% · Sharpe 0.73
Stocks · IndonesiaPT Indo Tambangraya Megah Tbk
Donchian breakout · CAGR 16.0% · MDD -41.7% · Sharpe 0.73
Stocks · IndonesiaPT Perusahaan Gas Negara (Persero) Tbk Class B
SMA crossover · CAGR 17.9% · MDD -49.5% · Sharpe 0.70
Stocks · IndonesiaPT Chandra Asri Pacific Tbk
SMA crossover · CAGR 17.5% · MDD -60.9% · Sharpe 0.70
Stocks · IndonesiaPT Astra International Tbk
Donchian breakout · CAGR 18.3% · MDD -50.7% · Sharpe 0.70
Stocks · IndonesiaPT Kalbe Farma Tbk
Donchian breakout · CAGR 14.8% · MDD -34.5% · Sharpe 0.67
Stocks · IndonesiaPT Sumber Alfaria Trijaya
EMA crossover · CAGR 20.4% · MDD -56.8% · Sharpe 0.67
Stocks · IndonesiaPT ANTAM (Persero) Tbk
ADX / DI trend · CAGR 12.3% · MDD -34.4% · Sharpe 0.66
Stocks · IndonesiaPT Bukit Asam (Persero) Tbk
EMA crossover · CAGR 17.4% · MDD -51.4% · Sharpe 0.66
Stocks · IndonesiaPT Japfa Comfeed Indonesia Tbk Class A
Bollinger breakout · CAGR 17.7% · MDD -48.0% · Sharpe 0.66
Stocks · IndonesiaPT Bumi Resources Minerals Tbk Class A
ADX / DI trend · CAGR 18.8% · MDD -41.4% · Sharpe 0.62
Stocks · IndonesiaPT Darma Henwa Tbk
ADX / DI trend · CAGR 17.5% · MDD -53.0% · Sharpe 0.60
Stocks · IndonesiaPT Bank Negara Indonesia (Persero) Tbk Class B
Bollinger breakout · CAGR 10.2% · MDD -35.0% · Sharpe 0.59
Stocks · IndonesiaPT Vale Indonesia Tbk
Donchian breakout · CAGR 15.1% · MDD -57.5% · Sharpe 0.57
Stocks · IndonesiaPT Hanjaya Mandala Sampoerna Tbk
Donchian breakout · CAGR 8.6% · MDD -33.9% · Sharpe 0.57
Stocks · IndonesiaPT Bank Rakyat Indonesia (Persero) Tbk Class B
Donchian breakout · CAGR 13.6% · MDD -54.7% · Sharpe 0.56
Stocks · IndonesiaPT Indofood CBP Sukses Makmur Tbk
SMA crossover · CAGR 11.5% · MDD -41.7% · Sharpe 0.55
Stocks · IndonesiaPT Gudang Garam Tbk
SMA crossover · CAGR 10.5% · MDD -47.6% · Sharpe 0.55
Stocks · IndonesiaPT Bank Central Asia Tbk
Supertrend · CAGR 9.7% · MDD -36.1% · Sharpe 0.54
Stocks · IndonesiaPT Bank Mandiri (Persero) Tbk
EMA crossover · CAGR 10.8% · MDD -44.5% · Sharpe 0.53
Stocks · IndonesiaPT Alamtri Resources Indonesia Tbk
SMA crossover · CAGR 11.5% · MDD -65.4% · Sharpe 0.51
Stocks · IndonesiaPT Indofood Sukses Makmur Tbk
SMA crossover · CAGR 10.1% · MDD -49.4% · Sharpe 0.50
Stocks · IndonesiaPT Ultrajaya Milk Industry & Trading Co. Tbk
ADX / DI trend · CAGR 5.5% · MDD -22.2% · Sharpe 0.49
Stocks · IndonesiaPT Medco Energi Internasional Tbk
SMA crossover · CAGR 11.2% · MDD -59.5% · Sharpe 0.47
Stocks · IndonesiaPT Indosat Tbk Class B
Supertrend · CAGR 9.2% · MDD -76.8% · Sharpe 0.43
ETFs · IndonesiaReksa Dana Indeks Premier ETF IDX High Dividend 20
MACD · CAGR 4.6% · MDD -30.8% · Sharpe 0.42
ETFs · IndonesiaReksa Dana Premier ETF IDX30
ADX / DI trend · CAGR 2.1% · MDD -10.4% · Sharpe 0.41
Stocks · IndonesiaPT Bank Danamon Indonesia Tbk Class A
ROC momentum · CAGR 8.2% · MDD -70.7% · Sharpe 0.40
Stocks · IndonesiaPT AKR Corporindo Tbk
Donchian breakout · CAGR 17.8% · MDD -83.4% · Sharpe 0.40
Stocks · IndonesiaPT Unilever Indonesia Tbk
EMA crossover · CAGR 6.5% · MDD -43.0% · Sharpe 0.38
Stocks · IndonesiaPT Telkom Indonesia (Persero) Tbk Class B
SMA crossover · CAGR 5.9% · MDD -34.7% · Sharpe 0.37
ETFs · IndonesiaPremier ETF LQ-45
ROC momentum · CAGR 5.3% · MDD -36.9% · Sharpe 0.36
Stocks · IndonesiaPT XLSMART Telecom Sejahtera Tbk
SMA crossover · CAGR 5.5% · MDD -53.9% · Sharpe 0.33
ETFs · IndonesiaReksa Dana Syariah Premier ETF JII
Keltner breakout · CAGR 2.4% · MDD -14.9% · Sharpe 0.33
ETFs · IndonesiaReksa Dana Pinnacle Enhanced Liquid ETF
ADX / DI trend · CAGR 4.3% · MDD -51.8% · Sharpe 0.29
ETFs · IndonesiaBatavia IDX30 ETF
ADX / DI trend · CAGR -1.5% · MDD -38.8% · Sharpe 0.14