CrowdStrike ATR-Regime Trend
VolatilityAn EMA cross gated on a healthy volatility band (ATR 1.0-2.5% of price), so it only trades live markets.
Strategy
Backtest
CRWD
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+278.07%
Realized +246.26% / Unrealized +31.81%
Sharpe Ratio
1.85
Max Drawdown
28.06%
Win Rate
35.00%
Profit Factor
2.17
Condition Status
Hover or select a bar to inspect its conditions.
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $152.581 | $156.139 | 622.9100 | +$2197.24 | +2.31% | $19.23 | Market | cross | 8d | 42 | 2.71% | 9.44% | Signal | 100% |
buy | $149.97 | $148.43 | 647.8971 | $-1016.82 | -1.05% | $19.33 | Market | cross | 2d 5h | 19 | 1.47% | 1.72% | Signal | 100% |
buy | $152.205 | $147.947 | 631.5466 | $-2708.48 | -2.82% | $18.96 | Market | cross | 3d 2h | 23 | 3.64% | 2.20% | Signal | 100% |
buy | $149.65 | $165.277 | 625.2396 | +$9750.94 | +10.42% | $19.69 | Market | cross | 15d 22h | 75 | 0.68% | 15.36% | Signal | 100% |
buy | $163.943 | $162.248 | 627.1303 | $-1083.59 | -1.05% | $20.46 | Market | cross | 5d 22h | 26 | 1.88% | 4.92% | Signal | 100% |
buy | $170.454 | $184.533 | 597.4368 | +$8390.11 | +8.24% | $21.21 | Market | cross | 13d 5h | 68 | 0.06% | 12.63% | Signal | 100% |
buy | $177.06 | $253.949 | 619.7579 | +$47625.72 | +43.40% | $26.71 | Market | cross | 50d 20h | 244 | 1.27% | 47.86% | Signal | 100% |
buy | $281.006 | $292.771 | 551.8866 | +$6461.41 | +4.17% | $31.67 | Market | cross | 7d 23h | 41 | 0.41% | 9.45% | Signal | 100% |
buy | $296.149 | $294.961 | 544.1935 | $-678.79 | -0.42% | $32.17 | Market | cross | 2d 2h | 16 | 1.78% | 2.18% | Signal | 100% |
buy | $299.62 | $316.357 | 535.8592 | +$8935.56 | +5.57% | $33.01 | Market | cross | 18d 19h | 79 | 1.44% | 12.96% | Signal | 100% |
Showing 1–10 of 61 trades
Past performance does not guarantee future results. Hypothetical.