Backtest

UT Bot

For the UT Bot strategy, we conducted backtests on four distinct timeframes: 1 minute, 1 hour, 1 day, and 1 week. Each timeframe was tested under different trading hours—regular(9:30-4:00pm est) and all hours—to study the strategy under varying market conditions. We evaluated 2,394 different parameter combinations to identify the most effective settings across the various timeframes.

*UT Bot 1 Hour Backtest of the SPDR S&P 500 ETF (SPY)

Backtesting Period and Parameters

Ticker and historical data used:

  • SPY 1 Minute – 1/1/2023 – 8/19/2024
  • SPY 1 Hour/Day/Week – 1/1/2005 – 8/19/2024

In our parameter optimization process, we explored numerous combinations, focusing on the following settings:

  • Sensitivity (‘keyvalue’)
  • ATR period 

These parameters play a significant role in determining how responsive the trailing stop is to price movements, which in turn impacts trade frequency and profitability.

Risk Settings

$100,000 account trading 10% of equity per trade, 1 trade at a time. Backtest is not accounting for commissions, fees or any trading cost.

Backtest Results

Trading HoursStepSymbolTimeframeNet Profit USDNet Profit (long) USDNet Profit (short) USD% ProfitableProfit FactorMax Drawdown USDInputs 1Inputs 2Inputs 3Inputs 4Net Profit Composite ScoreLong Profit Composite ScoreShort Profit Composite Score
Regular1BATS:SPY1-4517.43-405.14-4112.2934.060.9344953.37Key Value: 1ATR Period: 5Long Trades: trueShort Trades: true0.390.320.48
Regular2BATS:SPY1-3356.26189.37-3545.6334.740.9393824.14Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: true0.420.340.50
Regular3BATS:SPY1-3106.81310.75-3417.5634.860.9343670.54Key Value: 2ATR Period: 5Long Trades: trueShort Trades: true0.420.350.51
Regular4BATS:SPY1-1758.311033.14-2791.4535.030.9561993.37Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
Regular5BATS:SPY1-1670.341075.43-2745.7735.20.9542276.42Key Value: 3ATR Period: 5Long Trades: trueShort Trades: true0.450.370.54
Regular6BATS:SPY1-2654.35554.44-3208.7935.150.922895.53Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: true0.430.360.52
Regular7BATS:SPY1-645.771588.26-2234.0335.730.9781628.92Key Value: 4ATR Period: 5Long Trades: trueShort Trades: true0.460.390.55
Regular8BATS:SPY1-1640.711080.31-2721.0235.310.942127.58Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
Regular9BATS:SPY1-2792.4486.47-3278.8734.450.8943073.9Key Value: 5ATR Period: 5Long Trades: trueShort Trades: true0.430.360.52
Regular10BATS:SPY1-1405.821222.55-2628.3735.610.9421731.92Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: true0.460.380.54
Regular11BATS:SPY1-2254.89794.69-3049.5835.70.9032499.66Key Value: 6ATR Period: 5Long Trades: trueShort Trades: true0.440.370.53
Regular12BATS:SPY1-1282.661283.6-2566.2636.160.9411765.5Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: true0.460.390.55
Regular13BATS:SPY1-974.81435.08-2409.8836.190.9521596.17Key Value: 7ATR Period: 5Long Trades: trueShort Trades: true0.460.390.55
Regular14BATS:SPY1-1493.191191.23-2684.4234.370.9261844.41Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
Regular15BATS:SPY1-470.441693.61-2164.0535.390.9751449.47Key Value: 8ATR Period: 5Long Trades: trueShort Trades: true0.470.390.55
Regular16BATS:SPY134.411951.18-1916.7735.321.0021192.46Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: true0.470.400.56
Regular17BATS:SPY1511.22197.29-1686.0935.741.031217.8Key Value: 9ATR Period: 5Long Trades: trueShort Trades: true0.480.400.56
Regular18BATS:SPY172.761985.09-1912.3335.161.0041580.13Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: true0.470.390.55
Regular19BATS:SPY1300.82107.06-1806.2635.481.0191585.11Key Value: 10ATR Period: 5Long Trades: trueShort Trades: true0.470.400.56
Regular20BATS:SPY1-3968.06-130.71-3837.3534.20.9434887.04Key Value: 1ATR Period: 10Long Trades: trueShort Trades: true0.400.330.49
Regular21BATS:SPY1-3422.71151.1-3573.8135.10.9384104.41Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: true0.410.340.50
Regular22BATS:SPY1-2846.62443.74-3290.3635.070.9393244.31Key Value: 2ATR Period: 10Long Trades: trueShort Trades: true0.430.360.52
Regular23BATS:SPY1-1350.921249.94-2600.8635.230.9661807.83Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: true0.460.380.54
Regular24BATS:SPY1-2175.85807.87-2983.7235.350.942594.27Key Value: 3ATR Period: 10Long Trades: trueShort Trades: true0.440.370.53
Regular25BATS:SPY1-1324.351251.04-2575.3935.620.9591966.29Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular26BATS:SPY1-1420.821185.93-2606.7535.880.9511971.49Key Value: 4ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular27BATS:SPY1-951.411407.05-2358.4635.680.9642148.68Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular28BATS:SPY1-2464.89666.85-3131.7435.20.9042709.08Key Value: 5ATR Period: 10Long Trades: trueShort Trades: true0.440.360.52
Regular29BATS:SPY1-2828.89478.12-3307.0134.920.8843150.56Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: true0.430.360.52
Regular30BATS:SPY1-2020.62906.26-2926.8835.110.9112321.04Key Value: 6ATR Period: 10Long Trades: trueShort Trades: true0.440.370.53
Regular31BATS:SPY1-1403.621223.49-2627.1135.050.9341757.64Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular32BATS:SPY1-1671.921093.06-2764.9834.250.9181948.15Key Value: 7ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular33BATS:SPY1-1566.161152.55-2718.7134.190.921955.39Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular34BATS:SPY1-1128.311360.18-2488.4933.40.942104.18Key Value: 8ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular35BATS:SPY1-638.431631.69-2270.1234.020.9642024.08Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
Regular36BATS:SPY1181.492052.98-1871.4934.851.0111587.46Key Value: 9ATR Period: 10Long Trades: trueShort Trades: true0.470.390.55
Regular37BATS:SPY1577.122243.1-1665.9835.891.0371271.9Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: true0.480.400.56
Regular38BATS:SPY1-52.581938.46-1991.0436.230.9971852.19Key Value: 10ATR Period: 10Long Trades: trueShort Trades: true0.470.390.55
Regular39BATS:SPY1-3718.2416.82-3735.0634.290.9464487.13Key Value: 1ATR Period: 15Long Trades: trueShort Trades: true0.410.330.49
Regular40BATS:SPY1-3849.8-55.56-3794.2435.150.9314500.22Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: true0.410.330.49
Regular41BATS:SPY1-2924.05425.7-3349.7534.990.9383458.58Key Value: 2ATR Period: 15Long Trades: trueShort Trades: true0.420.350.51
Regular42BATS:SPY1-1933.16958.59-2891.7535.190.9522387.6Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: true0.440.370.53
Regular43BATS:SPY1-1329.751263.96-2593.7135.240.9631967.03Key Value: 3ATR Period: 15Long Trades: trueShort Trades: true0.450.380.54
Regular44BATS:SPY1-1430.011212.91-2642.9235.730.9562042.36Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: true0.450.380.54
Regular45BATS:SPY1-1169.511318.63-2488.1435.970.961493.59Key Value: 4ATR Period: 15Long Trades: trueShort Trades: true0.460.390.55
Regular46BATS:SPY1-1046.951376.95-2423.935.360.9611965.29Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: true0.460.380.54
Regular47BATS:SPY1-2903.04432.04-3335.0834.820.8883120.89Key Value: 5ATR Period: 15Long Trades: trueShort Trades: true0.430.360.52
Regular48BATS:SPY1-3803.29-31.6-3771.6934.290.8474286.64Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: true0.410.330.49
Regular49BATS:SPY1-2780.92529.13-3310.0534.560.8793116.35Key Value: 6ATR Period: 15Long Trades: trueShort Trades: true0.430.360.52
Regular50BATS:SPY1-2528.04646.52-3174.5633.760.8832785.42Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: true0.430.360.52
Regular51BATS:SPY1-1709.271080.14-2789.4133.740.9171942.13Key Value: 7ATR Period: 15Long Trades: trueShort Trades: true0.450.370.53
Regular52BATS:SPY1-2080.14889.45-2969.5933.330.8952448.7Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: true0.440.370.53
Regular53BATS:SPY1-1854.351020.91-2875.2633.570.9022573Key Value: 8ATR Period: 15Long Trades: trueShort Trades: true0.440.370.53
Regular54BATS:SPY1-886.181502.28-2388.4633.520.952029.85Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: true0.450.380.54
Regular55BATS:SPY1586.692275.47-1688.7835.091.0361665.36Key Value: 9ATR Period: 15Long Trades: trueShort Trades: true0.470.400.56
Regular56BATS:SPY1662.52309.45-1646.9535.741.0431422.13Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: true0.470.400.56
Regular57BATS:SPY1-380.291794.74-2175.0335.370.9762179.92Key Value: 10ATR Period: 15Long Trades: trueShort Trades: true0.460.380.54
Regular58BATS:SPY1-4065.75-134.05-3931.734.280.9414844.19Key Value: 1ATR Period: 20Long Trades: trueShort Trades: true0.400.330.49
Regular59BATS:SPY1-3739.1523.58-3762.7334.980.9334667.09Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: true0.400.330.49
Regular60BATS:SPY1-2777.01523.13-3300.1434.910.9413384.46Key Value: 2ATR Period: 20Long Trades: trueShort Trades: true0.430.350.51
Regular61BATS:SPY1-2257.46812.32-3069.7835.110.9442694.37Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: true0.440.370.53
Regular62BATS:SPY1-1125.331380.24-2505.5735.540.9691669.74Key Value: 3ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
Regular63BATS:SPY1-1184.211347.66-2531.8735.870.9631731.88Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
Regular64BATS:SPY1-1258.731300.05-2558.7835.70.9571576.6Key Value: 4ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
Regular65BATS:SPY1-1973.01931-2904.0135.50.9282262.25Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: true0.450.370.53
Regular66BATS:SPY1-2955.32434.38-3389.734.990.8873257.11Key Value: 5ATR Period: 20Long Trades: trueShort Trades: true0.430.350.51
Regular67BATS:SPY1-3351.37218.53-3569.934.810.8633712.38Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: true0.420.350.51
Regular68BATS:SPY1-3148.6347.1-3495.734.510.8643540.99Key Value: 6ATR Period: 20Long Trades: trueShort Trades: true0.420.350.51
Regular69BATS:SPY1-1824.41041.67-2866.0734.150.9142029.08Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: true0.450.370.53
Regular70BATS:SPY1-2069.59918.29-2987.8833.680.92363.71Key Value: 7ATR Period: 20Long Trades: trueShort Trades: true0.440.370.53
Regular71BATS:SPY1-2256.8835.16-3091.9633.510.8872675.53Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: true0.430.360.52
Regular72BATS:SPY1-2644.62618.64-3263.26320.8643069.95Key Value: 8ATR Period: 20Long Trades: trueShort Trades: true0.420.350.51
Regular73BATS:SPY1-1578.511168.76-2747.2733.410.9132247.28Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: true0.440.370.53
Regular74BATS:SPY1-629.441646.44-2275.8834.470.9631745.93Key Value: 9ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
Regular75BATS:SPY1179.722086.8-1907.0834.871.0121824.55Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
Regular76BATS:SPY1-1014.261475.9-2490.1634.380.9372615.95Key Value: 10ATR Period: 20Long Trades: trueShort Trades: true0.450.370.53
Regular77BATS:SPY1-3898.13-41.13-385734.30.9444618.41Key Value: 1ATR Period: 25Long Trades: trueShort Trades: true0.400.330.49
Regular78BATS:SPY1-4116.54-171.8-3944.7435.010.9274962.31Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: true0.400.330.49
Regular79BATS:SPY1-2742.81549.05-3291.8634.870.9423388.01Key Value: 2ATR Period: 25Long Trades: trueShort Trades: true0.430.350.51
Regular80BATS:SPY1-1880.711014.7-2895.4135.10.9542298.4Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: true0.450.370.53
Regular81BATS:SPY1-1926.631006.72-2933.3535.20.9472393.68Key Value: 3ATR Period: 25Long Trades: trueShort Trades: true0.440.370.53
Regular82BATS:SPY1-804.091549.21-2353.335.910.9751466.4Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: true0.460.390.55
Regular83BATS:SPY1-1362.621270.26-2632.8835.430.9541642.93Key Value: 4ATR Period: 25Long Trades: trueShort Trades: true0.460.380.54
Regular84BATS:SPY1-3074.02373.97-3447.9935.330.8913338.88Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: true0.430.350.51
Regular85BATS:SPY1-2333.62758.93-3092.5535.420.912878.45Key Value: 5ATR Period: 25Long Trades: trueShort Trades: true0.440.360.52
Regular86BATS:SPY1-3121.27342.31-3463.5834.710.8723726.64Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: true0.420.350.51
Regular87BATS:SPY1-3056.19391.14-3447.3334.370.8673430.92Key Value: 6ATR Period: 25Long Trades: trueShort Trades: true0.420.350.51
Regular88BATS:SPY1-1794.831054.28-2849.1134.530.9172032.67Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: true0.450.380.53
Regular89BATS:SPY1-2395.52748.82-3144.3433.570.8852572.66Key Value: 7ATR Period: 25Long Trades: trueShort Trades: true0.430.360.52
Regular90BATS:SPY1-1813.871052.19-2866.0633.240.9082410Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: true0.440.370.53
Regular91BATS:SPY1-2858.29508.07-3366.3632.240.8553469.05Key Value: 8ATR Period: 25Long Trades: trueShort Trades: true0.420.350.50
Regular92BATS:SPY1-2178.56864.55-3043.1132.890.8822586.19Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: true0.430.360.52
Regular93BATS:SPY1-1118.181397.82-251634.30.9352338.67Key Value: 9ATR Period: 25Long Trades: trueShort Trades: true0.450.380.54
Regular94BATS:SPY1-434.071758.4-2192.4734.310.9731974.53Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: true0.460.380.54
Regular95BATS:SPY1-1573.381177.9-2751.2834.650.9042736.54Key Value: 10ATR Period: 25Long Trades: trueShort Trades: true0.440.370.53
Regular96BATS:SPY1-4111.16-134.28-3976.8834.370.9414776.62Key Value: 1ATR Period: 30Long Trades: trueShort Trades: true0.400.330.49
Regular97BATS:SPY1-4022.59-120.64-3901.9535.110.9294846.5Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: true0.400.330.49
Regular98BATS:SPY1-2444.27707.16-3151.4334.760.9483036.12Key Value: 2ATR Period: 30Long Trades: trueShort Trades: true0.430.360.52
Regular99BATS:SPY1-2234.46819.14-3053.635.230.9452609.13Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: true0.440.370.53
Regular100BATS:SPY1-1258.831347.4-2606.2335.710.9651867.51Key Value: 3ATR Period: 30Long Trades: trueShort Trades: true0.460.380.54
Regular101BATS:SPY1-1151.871376.09-2527.9636.140.9641960.59Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: true0.460.380.54
Regular102BATS:SPY1-1013.481441.08-2454.5635.360.9661426.15Key Value: 4ATR Period: 30Long Trades: trueShort Trades: true0.460.390.55
Regular103BATS:SPY1-2530.26641.82-3172.0835.480.9092911.12Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: true0.430.360.52
Regular104BATS:SPY1-1926.19947.85-2874.0435.330.9242889.56Key Value: 5ATR Period: 30Long Trades: trueShort Trades: true0.440.370.53
Regular105BATS:SPY1-3261.69269.74-3531.4334.830.8683943.89Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: true0.420.340.50
Regular106BATS:SPY1-2796.58531.9-3328.4833.930.8783200.31Key Value: 6ATR Period: 30Long Trades: trueShort Trades: true0.430.350.51
Regular107BATS:SPY1-2552.1664.88-3216.9834.420.8842851.14Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: true0.430.360.52
Regular108BATS:SPY1-2355.28768.99-3124.2733.310.8872699.74Key Value: 7ATR Period: 30Long Trades: trueShort Trades: true0.430.360.52
Regular109BATS:SPY1-2153.18883.69-3036.8732.940.8922604.81Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: true0.430.360.52
Regular110BATS:SPY1-2651.29621.58-3272.8733.30.8633278.71Key Value: 8ATR Period: 30Long Trades: trueShort Trades: true0.420.350.51
Regular111BATS:SPY1-2339.09778.48-3117.5733.850.8732927.7Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: true0.430.360.52
Regular112BATS:SPY1-1158.191389.53-2547.7234.30.9331922.52Key Value: 9ATR Period: 30Long Trades: trueShort Trades: true0.450.380.54
Regular113BATS:SPY1-1285.481325.39-2610.8734.120.9232491.92Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: true0.440.370.53
Regular114BATS:SPY1-1178.461379.01-2557.4733.190.9282299.35Key Value: 10ATR Period: 30Long Trades: trueShort Trades: true0.450.370.53
Regular115BATS:SPY1-4213.14-186.64-4026.534.340.944911.63Key Value: 1ATR Period: 35Long Trades: trueShort Trades: true0.400.330.48
Regular116BATS:SPY1-4224.69-218.32-4006.3734.980.9254984.34Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: true0.400.330.49
Regular117BATS:SPY1-2766.68538.01-3304.6934.710.9413420.27Key Value: 2ATR Period: 35Long Trades: trueShort Trades: true0.430.350.51
Regular118BATS:SPY1-1912.28989.61-2901.8935.190.9532404.8Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: true0.440.370.53
Regular119BATS:SPY1-1726.791108.84-2835.6335.510.9522268.99Key Value: 3ATR Period: 35Long Trades: trueShort Trades: true0.450.380.53
Regular120BATS:SPY1-1192.111350.88-2542.9936.070.9631969.56Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: true0.460.380.54
Regular121BATS:SPY1-786.221563.83-2350.0535.520.9731523.36Key Value: 4ATR Period: 35Long Trades: trueShort Trades: true0.460.390.55
Regular122BATS:SPY1-2076.14906.66-2982.835.540.9252591.44Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: true0.440.370.53
Regular123BATS:SPY1-2163.44834.06-2997.534.950.9163058.63Key Value: 5ATR Period: 35Long Trades: trueShort Trades: true0.430.360.52
Regular124BATS:SPY1-3254.33279.37-3533.7350.8693836.65Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: true0.420.350.51
Regular125BATS:SPY1-2683.69585.41-3269.134.120.8843177.59Key Value: 6ATR Period: 35Long Trades: trueShort Trades: true0.430.350.51
Regular126BATS:SPY1-2167.09862.7-3029.7934.090.9012448.73Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: true0.440.370.53
Regular127BATS:SPY1-2132.67879.48-3012.1532.90.8972511.74Key Value: 7ATR Period: 35Long Trades: trueShort Trades: true0.440.360.52
Regular128BATS:SPY1-2194.35859.93-3054.2833.090.892891.03Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: true0.430.360.52
Regular129BATS:SPY1-1639.421149.91-2789.3334.040.9132145.18Key Value: 8ATR Period: 35Long Trades: trueShort Trades: true0.450.370.53
Regular130BATS:SPY1-2511.16691.85-3203.0133.550.8642941.39Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: true0.430.360.52
Regular131BATS:SPY1-1459.971239.32-2699.2934.260.9162227.26Key Value: 9ATR Period: 35Long Trades: trueShort Trades: true0.450.370.53
Regular132BATS:SPY1-2032.98936.61-2969.5932.990.8822795.55Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: true0.430.360.52
Regular133BATS:SPY1-1516.531211.21-2727.7432.870.9072331.81Key Value: 10ATR Period: 35Long Trades: trueShort Trades: true0.440.370.53
Regular134BATS:SPY1-4129.790-4129.7932.340.8824308.67Key Value: 1ATR Period: 5Long Trades: falseShort Trades: true0.400.330.48
Regular135BATS:SPY1-3548.160-3548.1632.770.8733643.56Key Value: 1.5ATR Period: 5Long Trades: falseShort Trades: true0.410.340.50
Regular136BATS:SPY1-3424.540-3424.5432.520.8583619.46Key Value: 2ATR Period: 5Long Trades: falseShort Trades: true0.410.340.50
Regular137BATS:SPY1-2772.970-2772.9732.050.8672923.62Key Value: 2.5ATR Period: 5Long Trades: falseShort Trades: true0.420.350.52
Regular138BATS:SPY1-2703.940-2703.9431.980.8562927.23Key Value: 3ATR Period: 5Long Trades: falseShort Trades: true0.420.350.52
Regular139BATS:SPY1-3214.480-3214.4831.260.8163389.34Key Value: 3.5ATR Period: 5Long Trades: falseShort Trades: true0.410.340.51
Regular140BATS:SPY1-2237.770-2237.7731.910.8552604.26Key Value: 4ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
Regular141BATS:SPY1-2710.70-2710.731.190.8192925.41Key Value: 4.5ATR Period: 5Long Trades: falseShort Trades: true0.420.340.52
Regular142BATS:SPY1-3268.90-3268.930.340.7753466.17Key Value: 5ATR Period: 5Long Trades: falseShort Trades: true0.410.330.50
Regular143BATS:SPY1-2632.950-2632.95320.8022784.49Key Value: 5.5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.52
Regular144BATS:SPY1-3037.690-3037.6932.390.7623219.62Key Value: 6ATR Period: 5Long Trades: falseShort Trades: true0.420.340.51
Regular145BATS:SPY1-2555.060-2555.0633.070.7842770.14Key Value: 6.5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
Regular146BATS:SPY1-2415.340-2415.3433.480.7822613.03Key Value: 7ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
Regular147BATS:SPY1-2650.960-2650.9632.460.7542838.28Key Value: 7.5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.52
Regular148BATS:SPY1-2146.340-2146.3433.330.7822321.54Key Value: 8ATR Period: 5Long Trades: falseShort Trades: true0.440.360.54
Regular149BATS:SPY1-1917.340-1917.3433.470.7932263.2Key Value: 8.5ATR Period: 5Long Trades: falseShort Trades: true0.440.360.54
Regular150BATS:SPY1-1681.20-1681.234.370.812176.36Key Value: 9ATR Period: 5Long Trades: falseShort Trades: true0.450.360.55
Regular151BATS:SPY1-1895.120-1895.1233.570.7822459.09Key Value: 9.5ATR Period: 5Long Trades: falseShort Trades: true0.440.350.54
Regular152BATS:SPY1-1785.350-1785.3531.960.7862592.85Key Value: 10ATR Period: 5Long Trades: falseShort Trades: true0.430.350.54
Regular153BATS:SPY1-3854.880-3854.8832.740.8894145.83Key Value: 1ATR Period: 10Long Trades: falseShort Trades: true0.400.330.49
Regular154BATS:SPY1-3592.960-3592.9633.540.8713726.4Key Value: 1.5ATR Period: 10Long Trades: falseShort Trades: true0.410.340.50
Regular155BATS:SPY1-3294.970-3294.9733.020.8623446.48Key Value: 2ATR Period: 10Long Trades: falseShort Trades: true0.420.340.51
Regular156BATS:SPY1-2574.480-2574.4832.10.8742793.33Key Value: 2.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.52
Regular157BATS:SPY1-2975.820-2975.8231.890.843198.4Key Value: 3ATR Period: 10Long Trades: falseShort Trades: true0.420.340.51
Regular158BATS:SPY1-2550.220-2550.2232.390.8472745.54Key Value: 3.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.52
Regular159BATS:SPY1-2595.290-2595.2932.030.832811.75Key Value: 4ATR Period: 10Long Trades: falseShort Trades: true0.430.350.52
Regular160BATS:SPY1-2355.350-2355.3532.220.8352731.64Key Value: 4.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
Regular161BATS:SPY1-3109.180-3109.1831.810.7763286.64Key Value: 5ATR Period: 10Long Trades: falseShort Trades: true0.420.340.51
Regular162BATS:SPY1-3287.670-3287.6730.730.7513510.74Key Value: 5.5ATR Period: 10Long Trades: falseShort Trades: true0.410.330.50
Regular163BATS:SPY1-2919.90-2919.931.180.7613140.08Key Value: 6ATR Period: 10Long Trades: falseShort Trades: true0.420.340.51
Regular164BATS:SPY1-2632.20-2632.231.240.7692834.14Key Value: 6.5ATR Period: 10Long Trades: falseShort Trades: true0.420.340.52
Regular165BATS:SPY1-2723.970-2723.9732.210.7492917.58Key Value: 7ATR Period: 10Long Trades: falseShort Trades: true0.420.350.52
Regular166BATS:SPY1-2683.670-2683.6732.740.7382859.94Key Value: 7.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.52
Regular167BATS:SPY1-2483.730-2483.7331.090.7432743.83Key Value: 8ATR Period: 10Long Trades: falseShort Trades: true0.420.340.52
Regular168BATS:SPY1-2249.430-2249.4332.240.7592721.75Key Value: 8.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
Regular169BATS:SPY1-1845.360-1845.3632.060.7862516.23Key Value: 9ATR Period: 10Long Trades: falseShort Trades: true0.430.350.54
Regular170BATS:SPY1-1645.750-1645.7532.280.7942327.14Key Value: 9.5ATR Period: 10Long Trades: falseShort Trades: true0.440.350.54
Regular171BATS:SPY1-1969.990-1969.9932.480.7552700.12Key Value: 10ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
Regular172BATS:SPY1-3763.360-3763.3632.970.8923955.79Key Value: 1ATR Period: 15Long Trades: falseShort Trades: true0.410.340.50
Regular173BATS:SPY1-3821.740-3821.7433.80.8643921.42Key Value: 1.5ATR Period: 15Long Trades: falseShort Trades: true0.410.340.50
Regular174BATS:SPY1-3349.380-3349.3832.920.863504.11Key Value: 2ATR Period: 15Long Trades: falseShort Trades: true0.420.340.51
Regular175BATS:SPY1-2870.140-2870.1432.450.8593064.23Key Value: 2.5ATR Period: 15Long Trades: falseShort Trades: true0.420.340.52
Regular176BATS:SPY1-2562.60-2562.632.310.8592783.66Key Value: 3ATR Period: 15Long Trades: falseShort Trades: true0.430.350.52
Regular177BATS:SPY1-2607.340-2607.3432.610.8432752.17Key Value: 3.5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.52
Regular178BATS:SPY1-2499.040-2499.0432.50.8352662.41Key Value: 4ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
Regular179BATS:SPY1-2421.070-2421.0731.930.8282720.57Key Value: 4.5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
Regular180BATS:SPY1-3325.890-3325.8930.670.7583486.39Key Value: 5ATR Period: 15Long Trades: falseShort Trades: true0.410.330.50
Regular181BATS:SPY1-3788.280-3788.2830.290.7143992.14Key Value: 5.5ATR Period: 15Long Trades: falseShort Trades: true0.400.330.49
Regular182BATS:SPY1-3288.480-3288.4830.810.7333449.47Key Value: 6ATR Period: 15Long Trades: falseShort Trades: true0.410.340.50
Regular183BATS:SPY1-3143.760-3143.7629.690.7263318.52Key Value: 6.5ATR Period: 15Long Trades: falseShort Trades: true0.410.330.50
Regular184BATS:SPY1-2779.870-2779.8731.450.7412936.91Key Value: 7ATR Period: 15Long Trades: falseShort Trades: true0.420.340.52
Regular185BATS:SPY1-2939.50-2939.531.410.7163082.64Key Value: 7.5ATR Period: 15Long Trades: falseShort Trades: true0.420.340.51
Regular186BATS:SPY1-2850.480-2850.4830.920.7123072.15Key Value: 8ATR Period: 15Long Trades: falseShort Trades: true0.420.340.51
Regular187BATS:SPY1-2366.190-2366.1932.150.7442574.68Key Value: 8.5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
Regular188BATS:SPY1-1673.930-1673.9332.350.7972264.07Key Value: 9ATR Period: 15Long Trades: falseShort Trades: true0.440.350.54
Regular189BATS:SPY1-1628.020-1628.0232.090.7922339.67Key Value: 9.5ATR Period: 15Long Trades: falseShort Trades: true0.440.350.54
Regular190BATS:SPY1-2134.310-2134.3131.690.7292755.21Key Value: 10ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
Regular191BATS:SPY1-3944.070-3944.0733.010.8874094.51Key Value: 1ATR Period: 20Long Trades: falseShort Trades: true0.410.330.49
Regular192BATS:SPY1-3780.830-3780.8333.670.8663868Key Value: 1.5ATR Period: 20Long Trades: falseShort Trades: true0.410.340.50
Regular193BATS:SPY1-3293.10-3293.133.060.8613479.01Key Value: 2ATR Period: 20Long Trades: falseShort Trades: true0.420.340.51
Regular194BATS:SPY1-3040.60-3040.632.360.8523195.63Key Value: 2.5ATR Period: 20Long Trades: falseShort Trades: true0.420.340.51
Regular195BATS:SPY1-2487.810-2487.8132.70.8622684.53Key Value: 3ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
Regular196BATS:SPY1-2507.070-2507.0732.840.8482640.28Key Value: 3.5ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
Regular197BATS:SPY1-2562.350-2562.3532.50.8312672.2Key Value: 4ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
Regular198BATS:SPY1-2898.920-2898.9231.850.7973007.38Key Value: 4.5ATR Period: 20Long Trades: falseShort Trades: true0.420.340.52
Regular199BATS:SPY1-3379.890-3379.8931.230.7543525.99Key Value: 5ATR Period: 20Long Trades: falseShort Trades: true0.410.340.50
Regular200BATS:SPY1-3590.70-3590.729.790.7233739.69Key Value: 5.5ATR Period: 20Long Trades: falseShort Trades: true0.400.330.49
Regular201BATS:SPY1-3484.270-3484.2730.520.7183610.58Key Value: 6ATR Period: 20Long Trades: falseShort Trades: true0.410.330.50
Regular202BATS:SPY1-2843.580-2843.5830.320.7462969.89Key Value: 6.5ATR Period: 20Long Trades: falseShort Trades: true0.420.340.51
Regular203BATS:SPY1-2966.430-2966.4330.920.7233077.1Key Value: 7ATR Period: 20Long Trades: falseShort Trades: true0.420.340.51
Regular204BATS:SPY1-3057.210-3057.2131.050.7093151.56Key Value: 7.5ATR Period: 20Long Trades: falseShort Trades: true0.420.340.51
Regular205BATS:SPY1-3231.250-3231.2529.480.683321.52Key Value: 8ATR Period: 20Long Trades: falseShort Trades: true0.410.330.50
Regular206BATS:SPY1-2721.090-2721.0931.040.7122789.43Key Value: 8.5ATR Period: 20Long Trades: falseShort Trades: true0.420.340.52
Regular207BATS:SPY1-2254.330-2254.3331.630.7382380.72Key Value: 9ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
Regular208BATS:SPY1-1875.820-1875.8231.710.7632371.77Key Value: 9.5ATR Period: 20Long Trades: falseShort Trades: true0.440.350.54
Regular209BATS:SPY1-2458.220-2458.2231.340.6962965.89Key Value: 10ATR Period: 20Long Trades: falseShort Trades: true0.420.340.52
Regular210BATS:SPY1-3876.30-3876.333.010.8894047.93Key Value: 1ATR Period: 25Long Trades: falseShort Trades: true0.410.330.49
Regular211BATS:SPY1-3987.510-3987.5133.740.864107.15Key Value: 1.5ATR Period: 25Long Trades: falseShort Trades: true0.410.340.49
Regular212BATS:SPY1-3293.350-3293.3533.030.8613469.82Key Value: 2ATR Period: 25Long Trades: falseShort Trades: true0.420.340.51
Regular213BATS:SPY1-2873.460-2873.4632.570.8593002.36Key Value: 2.5ATR Period: 25Long Trades: falseShort Trades: true0.420.350.52
Regular214BATS:SPY1-2922.440-2922.4432.190.8413078.4Key Value: 3ATR Period: 25Long Trades: falseShort Trades: true0.420.340.52
Regular215BATS:SPY1-2343.20-2343.233.250.8562437.72Key Value: 3.5ATR Period: 25Long Trades: falseShort Trades: true0.440.350.53
Regular216BATS:SPY1-2623.070-2623.0732.40.8292733.57Key Value: 4ATR Period: 25Long Trades: falseShort Trades: true0.430.350.52
Regular217BATS:SPY1-3446.170-3446.1732.10.7633532.36Key Value: 4.5ATR Period: 25Long Trades: falseShort Trades: true0.410.340.50
Regular218BATS:SPY1-3071.460-3071.4631.840.773260.56Key Value: 5ATR Period: 25Long Trades: falseShort Trades: true0.420.340.51
Regular219BATS:SPY1-3463.180-3463.1829.760.7313606.04Key Value: 5.5ATR Period: 25Long Trades: falseShort Trades: true0.410.330.49
Regular220BATS:SPY1-3435.490-3435.4931.30.7173547.34Key Value: 6ATR Period: 25Long Trades: falseShort Trades: true0.410.340.50
Regular221BATS:SPY1-2823.510-2823.5131.280.7452922.83Key Value: 6.5ATR Period: 25Long Trades: falseShort Trades: true0.420.340.52
Regular222BATS:SPY1-3111.890-3111.8930.020.7123217.8Key Value: 7ATR Period: 25Long Trades: falseShort Trades: true0.410.340.50
Regular223BATS:SPY1-2843.80-2843.830.140.7252946.31Key Value: 7.5ATR Period: 25Long Trades: falseShort Trades: true0.420.340.51
Regular224BATS:SPY1-3340.450-3340.4529.820.6753425.96Key Value: 8ATR Period: 25Long Trades: falseShort Trades: true0.410.330.50
Regular225BATS:SPY1-3015.390-3015.3930.310.6823108.38Key Value: 8.5ATR Period: 25Long Trades: falseShort Trades: true0.410.340.51
Regular226BATS:SPY1-2499.620-2499.6231.230.7132635.59Key Value: 9ATR Period: 25Long Trades: falseShort Trades: true0.430.350.52
Regular227BATS:SPY1-2159.110-2159.1130.930.7352502.07Key Value: 9.5ATR Period: 25Long Trades: falseShort Trades: true0.430.350.53
Regular228BATS:SPY1-2701.080-2701.0831.920.6742989.7Key Value: 10ATR Period: 25Long Trades: falseShort Trades: true0.420.340.52
Regular229BATS:SPY1-3988.370-3988.3733.110.8864174.87Key Value: 1ATR Period: 30Long Trades: falseShort Trades: true0.400.330.49
Regular230BATS:SPY1-3945.160-3945.1633.870.8624020.17Key Value: 1.5ATR Period: 30Long Trades: falseShort Trades: true0.410.340.49
Regular231BATS:SPY1-3140.620-3140.6233.180.8673315.02Key Value: 2ATR Period: 30Long Trades: falseShort Trades: true0.420.340.51
Regular232BATS:SPY1-3040.990-3040.9932.730.8523118.24Key Value: 2.5ATR Period: 30Long Trades: falseShort Trades: true0.420.340.51
Regular233BATS:SPY1-2569.920-2569.9232.590.8592712.48Key Value: 3ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
Regular234BATS:SPY1-2501.450-2501.4533.610.8482615.69Key Value: 3.5ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
Regular235BATS:SPY1-2455.230-2455.2332.760.8372559.78Key Value: 4ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
Regular236BATS:SPY1-3181.870-3181.8731.880.7793324.68Key Value: 4.5ATR Period: 30Long Trades: falseShort Trades: true0.420.340.51
Regular237BATS:SPY1-2865.250-2865.2532.070.7843307.29Key Value: 5ATR Period: 30Long Trades: falseShort Trades: true0.420.340.51
Regular238BATS:SPY1-3524.030-3524.0330.280.7273668.93Key Value: 5.5ATR Period: 30Long Trades: falseShort Trades: true0.410.330.49
Regular239BATS:SPY1-3304.760-3304.7630.680.7243426.13Key Value: 6ATR Period: 30Long Trades: falseShort Trades: true0.410.340.50
Regular240BATS:SPY1-3203.850-3203.8531.630.7163291.57Key Value: 6.5ATR Period: 30Long Trades: falseShort Trades: true0.410.340.51
Regular241BATS:SPY1-3091.930-3091.9329.580.7113197.84Key Value: 7ATR Period: 30Long Trades: falseShort Trades: true0.410.340.50
Regular242BATS:SPY1-2994.770-2994.7729.860.7113092.18Key Value: 7.5ATR Period: 30Long Trades: falseShort Trades: true0.410.340.51
Regular243BATS:SPY1-3243.880-3243.8830.680.683329.73Key Value: 8ATR Period: 30Long Trades: falseShort Trades: true0.410.340.50
Regular244BATS:SPY1-3082.030-3082.0330.620.6743180.12Key Value: 8.5ATR Period: 30Long Trades: falseShort Trades: true0.410.340.51
Regular245BATS:SPY1-2532.110-2532.1130.990.7132622.04Key Value: 9ATR Period: 30Long Trades: falseShort Trades: true0.430.350.52
Regular246BATS:SPY1-2575.670-2575.6731.590.6892874.82Key Value: 9.5ATR Period: 30Long Trades: falseShort Trades: true0.420.340.52
Regular247BATS:SPY1-2504.140-2504.1429.810.7012684.66Key Value: 10ATR Period: 30Long Trades: falseShort Trades: true0.420.340.52
Regular248BATS:SPY1-4035.10-4035.133.020.8854233.45Key Value: 1ATR Period: 35Long Trades: falseShort Trades: true0.400.330.49
Regular249BATS:SPY1-4054.870-4054.8733.80.8594136.4Key Value: 1.5ATR Period: 35Long Trades: falseShort Trades: true0.410.340.49
Regular250BATS:SPY1-3314.020-3314.0232.980.863424.5Key Value: 2ATR Period: 35Long Trades: falseShort Trades: true0.420.340.51
Regular251BATS:SPY1-2884.780-2884.7832.840.8592960.95Key Value: 2.5ATR Period: 35Long Trades: falseShort Trades: true0.420.350.52
Regular252BATS:SPY1-2810.440-2810.4432.680.8482949.26Key Value: 3ATR Period: 35Long Trades: falseShort Trades: true0.430.350.52
Regular253BATS:SPY1-2520.880-2520.8833.540.8472644.98Key Value: 3.5ATR Period: 35Long Trades: falseShort Trades: true0.430.350.53
Regular254BATS:SPY1-2343.110-2343.1132.950.8442437.63Key Value: 4ATR Period: 35Long Trades: falseShort Trades: true0.430.350.53
Regular255BATS:SPY1-2951.930-2951.9332.090.7923128.28Key Value: 4.5ATR Period: 35Long Trades: falseShort Trades: true0.420.340.51
Regular256BATS:SPY1-3002.010-3002.0131.660.7743422.69Key Value: 5ATR Period: 35Long Trades: falseShort Trades: true0.420.340.51
Regular257BATS:SPY1-3533.730-3533.7330.890.7263691.99Key Value: 5.5ATR Period: 35Long Trades: falseShort Trades: true0.410.330.50
Regular258BATS:SPY1-3247.70-3247.730.810.7293366.87Key Value: 6ATR Period: 35Long Trades: falseShort Trades: true0.410.340.50
Regular259BATS:SPY1-2994.90-2994.931.720.7293073.44Key Value: 6.5ATR Period: 35Long Trades: falseShort Trades: true0.420.340.51
Regular260BATS:SPY1-2973.460-2973.4629.740.723078.18Key Value: 7ATR Period: 35Long Trades: falseShort Trades: true0.410.340.51
Regular261BATS:SPY1-3011.620-3011.6229.570.7073109.03Key Value: 7.5ATR Period: 35Long Trades: falseShort Trades: true0.410.340.51
Regular262BATS:SPY1-2764.830-2764.8331.390.7162855.27Key Value: 8ATR Period: 35Long Trades: falseShort Trades: true0.420.340.52
Regular263BATS:SPY1-3175.560-3175.5630.110.6673276.54Key Value: 8.5ATR Period: 35Long Trades: falseShort Trades: true0.410.340.50
Regular264BATS:SPY1-2668.660-2668.6631.310.6972752.47Key Value: 9ATR Period: 35Long Trades: falseShort Trades: true0.420.340.52
Regular265BATS:SPY1-29240-292430.260.6632984.35Key Value: 9.5ATR Period: 35Long Trades: falseShort Trades: true0.420.340.51
Regular266BATS:SPY1-2672.210-2672.2129.360.6752842.95Key Value: 10ATR Period: 35Long Trades: falseShort Trades: true0.420.340.51
Regular267BATS:SPY1-411.42-411.42035.780.9881710.13Key Value: 1ATR Period: 5Long Trades: trueShort Trades: false0.460.360.58
Regular268BATS:SPY1235.75235.75036.71.0081104.16Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: false0.480.380.59
Regular269BATS:SPY1367.74367.74037.211.0161275.18Key Value: 2ATR Period: 5Long Trades: trueShort Trades: false0.480.380.59
Regular270BATS:SPY11035.761035.76038.021.053734.52Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
Regular271BATS:SPY11084.191084.19038.421.062887.07Key Value: 3ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
Regular272BATS:SPY1560.63560.63039.051.0351059.65Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: false0.490.390.60
Regular273BATS:SPY11555.731555.73039.551.114686.27Key Value: 4ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
Regular274BATS:SPY11082.221082.22039.431.087675.75Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: false0.500.400.60
Regular275BATS:SPY1532.67532.67038.571.045831.76Key Value: 5ATR Period: 5Long Trades: trueShort Trades: false0.490.390.60
Regular276BATS:SPY11181.321181.32039.221.107776.69Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
Regular277BATS:SPY1770.96770.96039.011.072790.79Key Value: 6ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
Regular278BATS:SPY112671267039.251.128815.28Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: false0.490.410.60
Regular279BATS:SPY11408.381408.38038.91.149981.44Key Value: 7ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
Regular280BATS:SPY11178.781178.78036.291.1241002.64Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: false0.480.390.59
Regular281BATS:SPY11681.111681.11037.451.189912.12Key Value: 8ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
Regular282BATS:SPY11923.551923.55037.171.227939.67Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: false0.490.410.59
Regular283BATS:SPY12182.32182.3037.111.277935.03Key Value: 9ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
Regular284BATS:SPY11952.161952.16036.751.245862.76Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: false0.490.410.59
Regular285BATS:SPY12071.132071.13039.021.271812.53Key Value: 10ATR Period: 5Long Trades: trueShort Trades: false0.500.420.60
Regular286BATS:SPY1-103.28-103.28035.660.9971507.95Key Value: 1ATR Period: 10Long Trades: trueShort Trades: false0.470.370.58
Regular287BATS:SPY1194.25194.25036.661.0071111.63Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: false0.480.380.59
Regular288BATS:SPY1518.04518.04037.131.0221120.49Key Value: 2ATR Period: 10Long Trades: trueShort Trades: false0.480.390.59
Regular289BATS:SPY11238.441238.44038.351.063747.1Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
Regular290BATS:SPY1831.39831.39038.811.047831.67Key Value: 3ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
Regular291BATS:SPY11224.31224.3038.851.077801.02Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
Regular292BATS:SPY11145.941145.94039.731.082709.52Key Value: 4ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
Regular293BATS:SPY11448.31448.3039.151.117798.31Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
Regular294BATS:SPY1711.29711.29038.591.0591048.04Key Value: 5ATR Period: 10Long Trades: trueShort Trades: false0.490.390.60
Regular295BATS:SPY1505.75505.75039.121.0441111.94Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: false0.490.390.60
Regular296BATS:SPY1886.45886.45039.051.084834.85Key Value: 6ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
Regular297BATS:SPY11199.971199.97038.861.122847.24Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
Regular298BATS:SPY11098.491098.49036.291.1151001.48Key Value: 7ATR Period: 10Long Trades: trueShort Trades: false0.480.390.59
Regular299BATS:SPY11143.81143.8035.651.121993.62Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: false0.480.390.59
Regular300BATS:SPY11350.181350.18035.711.148941.79Key Value: 8ATR Period: 10Long Trades: trueShort Trades: false0.490.400.59
Regular301BATS:SPY11590.711590.71035.811.188948.47Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: false0.490.400.59
Regular302BATS:SPY12015.262015.26037.651.252902.34Key Value: 9ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
Regular303BATS:SPY12233.372233.37039.521.291710.96Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: false0.500.420.60
Regular304BATS:SPY11916.771916.770401.255764.2Key Value: 10ATR Period: 10Long Trades: trueShort Trades: false0.500.420.60
Regular305BATS:SPY165.1565.15035.611.0021401.55Key Value: 1ATR Period: 15Long Trades: trueShort Trades: false0.470.370.58
Regular306BATS:SPY1-14.89-14.89036.50.9991221.07Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: false0.470.380.59
Regular307BATS:SPY1475.94475.94037.051.021056.59Key Value: 2ATR Period: 15Long Trades: trueShort Trades: false0.480.390.59
Regular308BATS:SPY1991.91991.91037.941.049859.01Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: false0.490.400.60
Regular309BATS:SPY11260.931260.93038.181.07756.02Key Value: 3ATR Period: 15Long Trades: trueShort Trades: false0.490.400.60
Regular310BATS:SPY11190.391190.39038.851.075907.65Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: false0.490.400.60
Regular311BATS:SPY11293.761293.76039.451.091710.73Key Value: 4ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
Regular312BATS:SPY11400.661400.66038.791.11725.93Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
Regular313BATS:SPY1504.99504.99038.971.041979.31Key Value: 5ATR Period: 15Long Trades: trueShort Trades: false0.490.390.60
Regular314BATS:SPY1-12.55-12.55038.30.9991177.71Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: false0.480.380.59
Regular315BATS:SPY1561.54561.54038.311.052868.96Key Value: 6ATR Period: 15Long Trades: trueShort Trades: false0.490.390.60
Regular316BATS:SPY1704.97704.97037.841.069851.86Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: false0.490.390.60
Regular317BATS:SPY11079.551079.55036.031.109914.93Key Value: 7ATR Period: 15Long Trades: trueShort Trades: false0.480.390.59
Regular318BATS:SPY1911.71911.71035.261.0961039.63Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: false0.480.390.59
Regular319BATS:SPY11004.551004.55036.221.111077.65Key Value: 8ATR Period: 15Long Trades: trueShort Trades: false0.480.390.59
Regular320BATS:SPY11511.011511.01034.891.177944.41Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: false0.480.400.59
Regular321BATS:SPY12230.612230.61037.841.282909.44Key Value: 9ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
Regular322BATS:SPY12300.012300.01039.411.304817.98Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: false0.500.420.60
Regular323BATS:SPY11760.681760.68039.071.227928.22Key Value: 10ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
Regular324BATS:SPY1-82.76-82.76035.540.9981486.17Key Value: 1ATR Period: 20Long Trades: trueShort Trades: false0.470.370.58
Regular325BATS:SPY151.0651.06036.31.0021531.99Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: false0.470.370.58
Regular326BATS:SPY1559.96559.96036.761.024986.43Key Value: 2ATR Period: 20Long Trades: trueShort Trades: false0.480.390.59
Regular327BATS:SPY1848.18848.18037.871.042874.31Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: false0.490.400.60
Regular328BATS:SPY11355.811355.81038.391.075764.29Key Value: 3ATR Period: 20Long Trades: trueShort Trades: false0.490.400.60
Regular329BATS:SPY11339.871339.87038.91.084715.37Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
Regular330BATS:SPY11274.771274.77038.91.088833.21Key Value: 4ATR Period: 20Long Trades: trueShort Trades: false0.490.400.60
Regular331BATS:SPY1974.26974.26039.161.074833.33Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: false0.490.400.60
Regular332BATS:SPY1483.86483.86038.761.038945.92Key Value: 5ATR Period: 20Long Trades: trueShort Trades: false0.490.390.60
Regular333BATS:SPY1236.29236.29039.831.021116.47Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: false0.490.390.60
Regular334BATS:SPY1398.86398.86038.511.0361042.8Key Value: 6ATR Period: 20Long Trades: trueShort Trades: false0.480.390.60
Regular335BATS:SPY11040.911040.91037.991.102824.82Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: false0.490.400.60
Regular336BATS:SPY1939.95939.95036.451.094988.04Key Value: 7ATR Period: 20Long Trades: trueShort Trades: false0.480.390.59
Regular337BATS:SPY1848.3848.3035.991.0891069.28Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: false0.480.390.59
Regular338BATS:SPY1660.93660.93034.531.071240.73Key Value: 8ATR Period: 20Long Trades: trueShort Trades: false0.470.380.58
Regular339BATS:SPY11163.741163.74035.781.133966.07Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: false0.480.390.59
Regular340BATS:SPY11656.661656.66037.321.21041Key Value: 9ATR Period: 20Long Trades: trueShort Trades: false0.490.400.59
Regular341BATS:SPY12056.582056.58038.041.2691042.79Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
Regular342BATS:SPY11460.381460.38037.431.1811122.45Key Value: 10ATR Period: 20Long Trades: trueShort Trades: false0.490.400.59
Regular343BATS:SPY1-1.22-1.22035.5911340.75Key Value: 1ATR Period: 25Long Trades: trueShort Trades: false0.470.370.58
Regular344BATS:SPY1-140.4-140.4036.280.9951670.96Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: false0.470.370.58
Regular345BATS:SPY1590.79590.79036.721.0251089.72Key Value: 2ATR Period: 25Long Trades: trueShort Trades: false0.480.390.59
Regular346BATS:SPY11053.271053.27037.631.052847.19Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
Regular347BATS:SPY11018.721018.72038.211.056740.39Key Value: 3ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
Regular348BATS:SPY11533.561533.56038.571.097697.71Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
Regular349BATS:SPY11240.371240.37038.471.085722.26Key Value: 4ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
Regular350BATS:SPY1417.28417.28038.561.03874.76Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: false0.490.390.60
Regular351BATS:SPY1802.4802.4039.011.064941.77Key Value: 5ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
Regular352BATS:SPY1401.03401.03039.661.0341070.67Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: false0.490.390.60
Regular353BATS:SPY1448.15448.15037.441.0411037.12Key Value: 6ATR Period: 25Long Trades: trueShort Trades: false0.480.390.59
Regular354BATS:SPY11055.91055.9037.791.1938.53Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
Regular355BATS:SPY1795.28795.28037.141.079858.97Key Value: 7ATR Period: 25Long Trades: trueShort Trades: false0.490.390.59
Regular356BATS:SPY11064.441064.44036.351.1131000.2Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: false0.480.390.59
Regular357BATS:SPY1549.33549.33034.661.0581150.6Key Value: 8ATR Period: 25Long Trades: trueShort Trades: false0.470.380.59
Regular358BATS:SPY1872.2872.2035.481.0971184.84Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: false0.480.390.59
Regular359BATS:SPY11408.461408.46037.381.1661180.96Key Value: 9ATR Period: 25Long Trades: trueShort Trades: false0.490.400.59
Regular360BATS:SPY11747.381747.38037.71.2191040.99Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: false0.490.410.60
Regular361BATS:SPY11187.091187.09037.391.1461139.66Key Value: 10ATR Period: 25Long Trades: trueShort Trades: false0.490.400.59
Regular362BATS:SPY1-98.17-98.17035.630.9971459.75Key Value: 1ATR Period: 30Long Trades: trueShort Trades: false0.470.370.58
Regular363BATS:SPY1-91.71-91.71036.350.9971581.1Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: false0.470.370.58
Regular364BATS:SPY1752.76752.76036.341.0321048.5Key Value: 2ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
Regular365BATS:SPY1892.28892.28037.731.044792.63Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
Regular366BATS:SPY11331.071331.07038.831.075792.58Key Value: 3ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
Regular367BATS:SPY11356.561356.56038.681.085799.73Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
Regular368BATS:SPY11401.781401.78037.961.096733.57Key Value: 4ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
Regular369BATS:SPY1683.98683.98039.081.05833.14Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
Regular370BATS:SPY1998.17998.17038.591.081011.85Key Value: 5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
Regular371BATS:SPY1322.55322.55039.381.0271206.29Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: false0.480.390.60
Regular372BATS:SPY1575.23575.23037.191.052911.71Key Value: 6ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
Regular373BATS:SPY1704.34704.34037.221.0651105.94Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
Regular374BATS:SPY1811.48811.48037.041.0791019.1Key Value: 7ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
Regular375BATS:SPY1928.41928.41036.041.097926.44Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
Regular376BATS:SPY1650.4650.4035.931.071106.15Key Value: 8ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
Regular377BATS:SPY1803.74803.74037.091.0891207.8Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
Regular378BATS:SPY11383.161383.16037.621.1641089.28Key Value: 9ATR Period: 30Long Trades: trueShort Trades: false0.490.400.59
Regular379BATS:SPY11315.751315.75036.651.1571088.58Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.59
Regular380BATS:SPY11405.481405.48036.591.1781136.14Key Value: 10ATR Period: 30Long Trades: trueShort Trades: false0.490.400.59
Regular381BATS:SPY1-158.03-158.03035.660.9961542.84Key Value: 1ATR Period: 35Long Trades: trueShort Trades: false0.470.370.58
Regular382BATS:SPY1-216.76-216.76036.170.9921772.12Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: false0.470.370.58
Regular383BATS:SPY1574.52574.52036.451.0241098.88Key Value: 2ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
Regular384BATS:SPY11053.741053.74037.551.052773.94Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: false0.490.400.60
Regular385BATS:SPY11134.531134.53038.351.063730.31Key Value: 3ATR Period: 35Long Trades: trueShort Trades: false0.490.400.60
Regular386BATS:SPY11319.741319.74038.611.082811.8Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: false0.490.400.60
Regular387BATS:SPY11511.741511.74038.081.105771.17Key Value: 4ATR Period: 35Long Trades: trueShort Trades: false0.490.410.60
Regular388BATS:SPY1945.42945.42038.991.069812.2Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: false0.490.400.60
Regular389BATS:SPY1848.67848.67038.241.0671010.49Key Value: 5ATR Period: 35Long Trades: trueShort Trades: false0.490.400.60
Regular390BATS:SPY1322.95322.95039.111.0271243.4Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: false0.480.390.60
Regular391BATS:SPY1631.26631.26037.441.0561022.28Key Value: 6ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
Regular392BATS:SPY1908.93908.93036.471.0841034.76Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
Regular393BATS:SPY1941.27941.27036.071.092959.19Key Value: 7ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
Regular394BATS:SPY1909.79909.79036.621.0931006.38Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
Regular395BATS:SPY11128.661128.66036.691.124977.88Key Value: 8ATR Period: 35Long Trades: trueShort Trades: false0.490.400.59
Regular396BATS:SPY1714.22714.220371.0791210.26Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
Regular397BATS:SPY11246.891246.89037.231.1451178.83Key Value: 9ATR Period: 35Long Trades: trueShort Trades: false0.490.400.59
Regular398BATS:SPY1974.74974.74035.731.1141216.11Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
Regular399BATS:SPY11221.341221.34036.391.151177.71Key Value: 10ATR Period: 35Long Trades: trueShort Trades: false0.480.390.59
All400BATS:SPY1-1016.181410.32-2426.537.020.992618.04Key Value: 1ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
All401BATS:SPY1-1683.221083.16-2766.3836.810.982751.74Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: true0.450.370.53
All402BATS:SPY1-2243.82778.28-3022.136.370.9683437.31Key Value: 2ATR Period: 5Long Trades: trueShort Trades: true0.430.360.52
All403BATS:SPY1-915.31475.46-2390.7636.210.9852552.1Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
All404BATS:SPY1-214.391826.85-2041.2436.230.9962268.73Key Value: 3ATR Period: 5Long Trades: trueShort Trades: true0.460.390.55
All405BATS:SPY1-595.261644.37-2239.6336.120.9882044.58Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: true0.460.390.55
All406BATS:SPY11137.882530.81-1392.9336.331.0261018.5Key Value: 4ATR Period: 5Long Trades: trueShort Trades: true0.480.410.57
All407BATS:SPY1373.32133.84-1760.5435.851.0091365.02Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: true0.470.400.56
All408BATS:SPY1-1065.121405.51-2470.6335.520.9731891.38Key Value: 5ATR Period: 5Long Trades: trueShort Trades: true0.460.380.54
All409BATS:SPY1-1031.51436.66-2468.1635.320.9721414.48Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: true0.460.390.55
All410BATS:SPY1-1068.351421.27-2489.6235.750.9691383.92Key Value: 6ATR Period: 5Long Trades: trueShort Trades: true0.460.390.55
All411BATS:SPY1-240.221841.29-2081.5135.20.9931119.74Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: true0.470.400.56
All412BATS:SPY1-1236.11332.4-2568.535.230.9621985.89Key Value: 7ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
All413BATS:SPY1-2010.96923.94-2934.934.650.9362552.85Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: true0.440.370.53
All414BATS:SPY1-1342.661282.25-2624.9134.850.9552245.71Key Value: 8ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
All415BATS:SPY1-1351.991277.23-2629.2234.660.9531892.2Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: true0.450.380.54
All416BATS:SPY1-258.131820-2078.1335.450.9911506.36Key Value: 9ATR Period: 5Long Trades: trueShort Trades: true0.470.390.55
All417BATS:SPY1-193.761843.7-2037.4634.940.9931249.75Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: true0.470.400.56
All418BATS:SPY1523.162204.83-1681.6735.261.021139.24Key Value: 10ATR Period: 5Long Trades: trueShort Trades: true0.480.400.56
All419BATS:SPY1-1082.811371.14-2453.9536.990.992629.76Key Value: 1ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
All420BATS:SPY1-1659.251097.79-2757.0436.840.982581.93Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
All421BATS:SPY1-822.91530.48-2353.3836.560.9882331.79Key Value: 2ATR Period: 10Long Trades: trueShort Trades: true0.460.380.54
All422BATS:SPY134.131975.37-1941.2436.671.0011804.89Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: true0.470.390.56
All423BATS:SPY1-341.551788.45-213036.630.9941760.57Key Value: 3ATR Period: 10Long Trades: trueShort Trades: true0.470.390.55
All424BATS:SPY1912.412411.04-1498.6336.911.019967.64Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: true0.480.410.57
All425BATS:SPY1680.752293.85-1613.136.771.0161252.87Key Value: 4ATR Period: 10Long Trades: trueShort Trades: true0.480.410.57
All426BATS:SPY1-170.731860.96-2031.6935.790.9961314.98Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: true0.470.400.56
All427BATS:SPY1-674.881608.17-2283.0535.610.9821716.08Key Value: 5ATR Period: 10Long Trades: trueShort Trades: true0.460.390.55
All428BATS:SPY1-1527.191179.96-2707.1534.930.9581839.73Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
All429BATS:SPY1-527.561649.53-2177.0935.20.9841195.77Key Value: 6ATR Period: 10Long Trades: trueShort Trades: true0.470.390.56
All430BATS:SPY1-802.631521.98-2324.6135.110.9751687.25Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: true0.460.390.55
All431BATS:SPY1-171.31851.84-2023.1435.640.9942345.36Key Value: 7ATR Period: 10Long Trades: trueShort Trades: true0.460.380.55
All432BATS:SPY1-833.651519.14-2352.7934.850.9722351.22Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: true0.450.380.54
All433BATS:SPY1-732.251567.6-2299.8534.830.9741806.76Key Value: 8ATR Period: 10Long Trades: trueShort Trades: true0.460.390.55
All434BATS:SPY1-1102.561365.98-2468.5434.910.961641.5Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: true0.460.380.55
All435BATS:SPY1443.642141.71-1698.0735.781.017849.19Key Value: 9ATR Period: 10Long Trades: trueShort Trades: true0.480.410.57
All436BATS:SPY1630.932237.37-1606.4435.621.0261000.6Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: true0.480.410.57
All437BATS:SPY1396.792108.94-1712.1535.451.0171361.2Key Value: 10ATR Period: 10Long Trades: trueShort Trades: true0.470.400.56
All438BATS:SPY1-1090.541378.47-2469.0137.080.992284.91Key Value: 1ATR Period: 15Long Trades: trueShort Trades: true0.460.380.54
All439BATS:SPY1-1134.71351.92-2486.6236.920.9872059.66Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: true0.460.380.55
All440BATS:SPY1-924.611475.59-2400.236.730.9872341.78Key Value: 2ATR Period: 15Long Trades: trueShort Trades: true0.460.380.54
All441BATS:SPY1104.152002.85-1898.736.511.0021397.91Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: true0.470.400.56
All442BATS:SPY1-113.241898.16-2011.436.360.9981857.24Key Value: 3ATR Period: 15Long Trades: trueShort Trades: true0.470.390.55
All443BATS:SPY1447.12164.4-1717.336.521.0091299.19Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: true0.480.400.56
All444BATS:SPY1702.652268.35-1565.736.581.016940.73Key Value: 4ATR Period: 15Long Trades: trueShort Trades: true0.480.410.57
All445BATS:SPY1-751.821508.74-2260.5635.840.9821781.2Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: true0.460.390.55
All446BATS:SPY1-976.281419.12-2395.435.630.9741999.24Key Value: 5ATR Period: 15Long Trades: trueShort Trades: true0.460.380.54
All447BATS:SPY1-1166.911327.81-2494.7235.590.9671760.03Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: true0.460.380.55
All448BATS:SPY1-471.641678.67-2150.3135.330.9861415.11Key Value: 6ATR Period: 15Long Trades: trueShort Trades: true0.470.390.55
All449BATS:SPY1-610.881614.81-2225.6934.470.9811763.72Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: true0.460.390.55
All450BATS:SPY195.941975.75-1879.8135.761.0031515.85Key Value: 7ATR Period: 15Long Trades: trueShort Trades: true0.470.400.56
All451BATS:SPY1367.342114.74-1747.434.941.0131305.29Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: true0.470.400.56
All452BATS:SPY1-922.581478.13-2400.7134.880.9671861.78Key Value: 8ATR Period: 15Long Trades: trueShort Trades: true0.460.380.54
All453BATS:SPY1-401.951747.04-2148.9935.650.9851576.39Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: true0.470.390.55
All454BATS:SPY18.021930.61-1922.5935.2811332.15Key Value: 9ATR Period: 15Long Trades: trueShort Trades: true0.470.400.56
All455BATS:SPY1825.782332.64-1506.8635.811.034918.66Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: true0.480.410.57
All456BATS:SPY1-186.81811.33-1998.1335.340.9921490.86Key Value: 10ATR Period: 15Long Trades: trueShort Trades: true0.470.390.56
All457BATS:SPY1-906.921475.1-2382.0237.040.9912237.83Key Value: 1ATR Period: 20Long Trades: trueShort Trades: true0.460.380.55
All458BATS:SPY1-1070.721385.7-2456.4236.880.9872300.4Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: true0.460.380.54
All459BATS:SPY1-854.161497.45-2351.6136.450.9882258.68Key Value: 2ATR Period: 20Long Trades: trueShort Trades: true0.460.380.54
All460BATS:SPY1-315.431779.33-2094.7636.310.9951684.66Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: true0.470.390.55
All461BATS:SPY1643.12222.78-1579.6836.431.0121217.32Key Value: 3ATR Period: 20Long Trades: trueShort Trades: true0.480.400.57
All462BATS:SPY1400.962102.26-1701.336.691.0081035.31Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: true0.480.410.57
All463BATS:SPY1379.012101.04-1722.0336.541.009976.74Key Value: 4ATR Period: 20Long Trades: trueShort Trades: true0.480.410.57
All464BATS:SPY1-693.341542.78-2236.1235.820.9831943.95Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
All465BATS:SPY1-1020.531390.17-2410.735.830.9732064.43Key Value: 5ATR Period: 20Long Trades: trueShort Trades: true0.460.380.54
All466BATS:SPY1-747.721537.69-2285.4135.390.9791855.36Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
All467BATS:SPY1-285.731770.06-2055.7935.410.9911394.25Key Value: 6ATR Period: 20Long Trades: trueShort Trades: true0.470.390.56
All468BATS:SPY1-459.831697.71-2157.5434.740.9861484.02Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
All469BATS:SPY1-288.271785.59-2073.8635.30.991906.22Key Value: 7ATR Period: 20Long Trades: trueShort Trades: true0.460.390.55
All470BATS:SPY113.131924.56-1911.4334.7211319.69Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: true0.470.400.56
All471BATS:SPY1-122.061860.23-1982.2935.620.9961309.6Key Value: 8ATR Period: 20Long Trades: trueShort Trades: true0.470.400.56
All472BATS:SPY1315.192086.01-1770.8235.971.0121044.13Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: true0.480.400.57
All473BATS:SPY1842.422350.08-1507.6635.871.034966.93Key Value: 9ATR Period: 20Long Trades: trueShort Trades: true0.480.410.57
All474BATS:SPY1519.672177.29-1657.6235.911.022985.25Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: true0.480.410.57
All475BATS:SPY1253.192037.72-1784.5335.551.0111228.1Key Value: 10ATR Period: 20Long Trades: trueShort Trades: true0.470.400.56
All476BATS:SPY1-552.171648.78-2200.9536.980.9952028.5Key Value: 1ATR Period: 25Long Trades: trueShort Trades: true0.460.390.55
All477BATS:SPY1-425.811728.26-2154.0736.880.9951855.06Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: true0.460.390.55
All478BATS:SPY1-1524.651155.15-2679.836.280.9792702.11Key Value: 2ATR Period: 25Long Trades: trueShort Trades: true0.450.370.53
All479BATS:SPY1-361.091761.03-2122.1236.060.9941904.88Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: true0.460.390.55
All480BATS:SPY1743.872304.14-1560.2736.241.0141083.42Key Value: 3ATR Period: 25Long Trades: trueShort Trades: true0.480.410.57
All481BATS:SPY1488.312145.7-1657.3936.51.011004.1Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: true0.480.410.57
All482BATS:SPY178.831944.39-1865.5636.51.0021093.45Key Value: 4ATR Period: 25Long Trades: trueShort Trades: true0.480.400.56
All483BATS:SPY1-750.671519.69-2270.3635.940.9821630.97Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: true0.460.390.55
All484BATS:SPY1-994.991388.52-2383.5135.960.9741861.5Key Value: 5ATR Period: 25Long Trades: trueShort Trades: true0.460.390.55
All485BATS:SPY1-794.221509.01-2303.2335.790.9782251.69Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: true0.450.380.54
All486BATS:SPY1-444.241695.85-2140.0935.550.9871855.15Key Value: 6ATR Period: 25Long Trades: trueShort Trades: true0.460.390.55
All487BATS:SPY1-24.71896.6-1921.335.260.9991573.68Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: true0.470.390.56
All488BATS:SPY1-1321.751254.12-2575.8734.50.9572309.36Key Value: 7ATR Period: 25Long Trades: trueShort Trades: true0.450.370.54
All489BATS:SPY1-104.871874.86-1979.7334.910.9961549.89Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: true0.470.390.55
All490BATS:SPY1345.082081.93-1736.8535.731.0131106.11Key Value: 8ATR Period: 25Long Trades: trueShort Trades: true0.480.400.56
All491BATS:SPY1763.992306.61-1542.6236.591.031096.93Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: true0.480.410.57
All492BATS:SPY11121.442489.58-1368.1436.461.0461025.71Key Value: 9ATR Period: 25Long Trades: trueShort Trades: true0.480.410.57
All493BATS:SPY1-410.281723.5-2133.7835.610.9831359.46Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: true0.470.390.56
All494BATS:SPY1-1090.941371.91-2462.8534.590.9541772.12Key Value: 10ATR Period: 25Long Trades: trueShort Trades: true0.460.380.54
All495BATS:SPY1-672.431577.17-2249.636.980.9942243.47Key Value: 1ATR Period: 30Long Trades: trueShort Trades: true0.460.390.55
All496BATS:SPY1-132.831866.2-1999.0336.950.9981564.15Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: true0.470.400.56
All497BATS:SPY1-2111.53857.31-2968.8436.190.9713033.16Key Value: 2ATR Period: 30Long Trades: trueShort Trades: true0.440.370.53
All498BATS:SPY1-556.411651.02-2207.4336.060.9911907.26Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: true0.460.390.55
All499BATS:SPY11195.962548.95-1352.9936.461.0221121.74Key Value: 3ATR Period: 30Long Trades: trueShort Trades: true0.480.410.57
All500BATS:SPY1124.921970.64-1845.7236.361.0031109.04Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: true0.480.400.56
All501BATS:SPY1-604.051593.35-2197.436.170.9871450.74Key Value: 4ATR Period: 30Long Trades: trueShort Trades: true0.470.390.56
All502BATS:SPY131.81922.97-1891.1736.241.0011350.35Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: true0.470.400.56
All503BATS:SPY1-941.981420.5-2362.4836.060.9751530.01Key Value: 5ATR Period: 30Long Trades: trueShort Trades: true0.460.390.55
All504BATS:SPY1-1038.161373.27-2411.4335.770.9712351.9Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: true0.450.380.54
All505BATS:SPY1-590.061612.82-2202.8835.20.9821870.86Key Value: 6ATR Period: 30Long Trades: trueShort Trades: true0.460.390.55
All506BATS:SPY1-552.011631.71-2183.7235.170.9831854.5Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: true0.460.390.55
All507BATS:SPY1-1097.51352.24-2449.7434.690.9642014.66Key Value: 7ATR Period: 30Long Trades: trueShort Trades: true0.450.380.54
All508BATS:SPY15.791928.16-1922.3735.411636.96Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: true0.470.390.55
All509BATS:SPY1532.112179-1646.8935.911.021160.88Key Value: 8ATR Period: 30Long Trades: trueShort Trades: true0.480.400.57
All510BATS:SPY1-78.491895.9-1974.3936.180.9971342.74Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: true0.470.400.56
All511BATS:SPY11027.712443.29-1415.5836.541.042852.55Key Value: 9ATR Period: 30Long Trades: trueShort Trades: true0.490.410.57
All512BATS:SPY1-485.121680.83-2165.9535.630.981273.63Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: true0.470.390.56
All513BATS:SPY1-1159.561333.58-2493.1434.860.9511620.37Key Value: 10ATR Period: 30Long Trades: trueShort Trades: true0.460.380.55
All514BATS:SPY1-1259.821276.86-2536.6836.880.9882564.39Key Value: 1ATR Period: 35Long Trades: trueShort Trades: true0.450.380.54
All515BATS:SPY1-821.241504.37-2325.6136.920.992150.19Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: true0.460.390.55
All516BATS:SPY1-1467.581172.88-2640.4636.180.982896.64Key Value: 2ATR Period: 35Long Trades: trueShort Trades: true0.440.370.53
All517BATS:SPY1-216.921834.48-2051.436.110.9971632.94Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: true0.470.390.55
All518BATS:SPY1442.592159.97-1717.3836.131.0081426.14Key Value: 3ATR Period: 35Long Trades: trueShort Trades: true0.470.400.56
All519BATS:SPY1654.032230.81-1576.7836.261.0131089.2Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: true0.480.410.57
All520BATS:SPY1-318.621738.18-2056.836.220.9931698.39Key Value: 4ATR Period: 35Long Trades: trueShort Trades: true0.470.390.55
All521BATS:SPY1-5.431908.36-1913.7936.0411256.35Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: true0.470.400.56
All522BATS:SPY1-572.971614.36-2187.3336.150.9851253.57Key Value: 5ATR Period: 35Long Trades: trueShort Trades: true0.470.400.56
All523BATS:SPY1-1596.361100.83-2697.1935.650.9562746.8Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: true0.440.370.53
All524BATS:SPY1-617.851593.51-2211.3635.330.9812114.55Key Value: 6ATR Period: 35Long Trades: trueShort Trades: true0.460.380.54
All525BATS:SPY1-42.081890.07-1932.1535.160.9991509.97Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: true0.470.390.56
All526BATS:SPY1-1248.81292.79-2541.5934.690.9592263.39Key Value: 7ATR Period: 35Long Trades: trueShort Trades: true0.450.380.54
All527BATS:SPY1-51.31887.68-1938.9835.050.9981782.51Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: true0.460.390.55
All528BATS:SPY1-210.531816.77-2027.335.810.9921624.65Key Value: 8ATR Period: 35Long Trades: trueShort Trades: true0.470.390.55
All529BATS:SPY110.731943.5-1932.7735.8611431.3Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: true0.470.400.56
All530BATS:SPY1420.132121.47-1701.3436.431.017849.77Key Value: 9ATR Period: 35Long Trades: trueShort Trades: true0.480.410.57
All531BATS:SPY1213.082030.04-1816.96361.0091086.32Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: true0.480.400.56
All532BATS:SPY1-447.31696.3-2143.635.610.9811417.18Key Value: 10ATR Period: 35Long Trades: trueShort Trades: true0.470.390.55
All533BATS:SPY1-2438.560-2438.5636.040.9532690.03Key Value: 1ATR Period: 5Long Trades: falseShort Trades: true0.440.360.54
All534BATS:SPY1-2756.950-2756.9535.670.9353155.8Key Value: 1.5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
All535BATS:SPY1-3056.70-3056.735.110.9153551.96Key Value: 2ATR Period: 5Long Trades: falseShort Trades: true0.420.350.52
All536BATS:SPY1-2399.970-2399.9734.530.9232833.61Key Value: 2.5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
All537BATS:SPY1-2052.340-2052.3434.170.9272631.66Key Value: 3ATR Period: 5Long Trades: falseShort Trades: true0.440.350.54
All538BATS:SPY1-2231.390-2231.3934.10.9142531.62Key Value: 3.5ATR Period: 5Long Trades: falseShort Trades: true0.440.360.54
All539BATS:SPY1-1377.780-1377.7834.420.9411950.98Key Value: 4ATR Period: 5Long Trades: falseShort Trades: true0.450.360.56
All540BATS:SPY1-1755.290-1755.2933.210.9212048.76Key Value: 4.5ATR Period: 5Long Trades: falseShort Trades: true0.440.360.55
All541BATS:SPY1-2472.180-2472.1832.470.8862629.42Key Value: 5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
All542BATS:SPY1-2452.590-2452.5932.630.882535.92Key Value: 5.5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
All543BATS:SPY1-2490.360-2490.3633.160.8722620.24Key Value: 6ATR Period: 5Long Trades: falseShort Trades: true0.430.350.53
All544BATS:SPY1-2053.430-2053.4332.130.8882178.2Key Value: 6.5ATR Period: 5Long Trades: falseShort Trades: true0.440.350.54
All545BATS:SPY1-2558.820-2558.8232.290.8562721.21Key Value: 7ATR Period: 5Long Trades: falseShort Trades: true0.430.350.52
All546BATS:SPY1-2942.110-2942.1131.790.8313140.68Key Value: 7.5ATR Period: 5Long Trades: falseShort Trades: true0.420.340.51
All547BATS:SPY1-2595.430-2595.4331.930.8422665.11Key Value: 8ATR Period: 5Long Trades: falseShort Trades: true0.430.350.52
All548BATS:SPY1-2587.910-2587.9131.530.8372602.7Key Value: 8.5ATR Period: 5Long Trades: falseShort Trades: true0.430.350.52
All549BATS:SPY1-2079.560-2079.5632.310.8632264.55Key Value: 9ATR Period: 5Long Trades: falseShort Trades: true0.440.350.54
All550BATS:SPY1-2023.250-2023.2531.80.8622062.2Key Value: 9.5ATR Period: 5Long Trades: falseShort Trades: true0.440.360.54
All551BATS:SPY1-1664.620-1664.6231.290.8812086.43Key Value: 10ATR Period: 5Long Trades: falseShort Trades: true0.440.350.54
All552BATS:SPY1-2462.30-2462.336.210.9533014.76Key Value: 1ATR Period: 10Long Trades: falseShort Trades: true0.440.360.53
All553BATS:SPY1-2739.430-2739.4336.080.9353103.92Key Value: 1.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All554BATS:SPY1-2336.770-2336.7735.380.9343008.92Key Value: 2ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All555BATS:SPY1-1927.810-1927.8134.790.9372371.75Key Value: 2.5ATR Period: 10Long Trades: falseShort Trades: true0.440.360.54
All556BATS:SPY1-2137.970-2137.9734.570.9242579.29Key Value: 3ATR Period: 10Long Trades: falseShort Trades: true0.440.360.54
All557BATS:SPY1-1490.550-1490.5534.970.9411951.69Key Value: 3.5ATR Period: 10Long Trades: falseShort Trades: true0.450.360.56
All558BATS:SPY1-1593.650-1593.6534.530.9312024.27Key Value: 4ATR Period: 10Long Trades: falseShort Trades: true0.450.360.55
All559BATS:SPY1-2021.380-2021.3833.060.9082285.13Key Value: 4.5ATR Period: 10Long Trades: falseShort Trades: true0.440.360.54
All560BATS:SPY1-2284.210-2284.2132.220.892470.88Key Value: 5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All561BATS:SPY1-2698.40-2698.431.870.8642852.62Key Value: 5.5ATR Period: 10Long Trades: falseShort Trades: true0.420.350.52
All562BATS:SPY1-2182.550-2182.5531.290.8822336.91Key Value: 6ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All563BATS:SPY1-2311.710-2311.7131.650.8692478.17Key Value: 6.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All564BATS:SPY1-2005.190-2005.1932.60.882461.31Key Value: 7ATR Period: 10Long Trades: falseShort Trades: true0.440.350.54
All565BATS:SPY1-2336.290-2336.2931.890.8562617.39Key Value: 7.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All566BATS:SPY1-2283.910-2283.9131.890.8522523.54Key Value: 8ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All567BATS:SPY1-2443.80-2443.831.250.842531.12Key Value: 8.5ATR Period: 10Long Trades: falseShort Trades: true0.430.350.53
All568BATS:SPY1-1685.250-1685.2531.620.8812024.97Key Value: 9ATR Period: 10Long Trades: falseShort Trades: true0.440.360.54
All569BATS:SPY1-1589.540-1589.5431.240.8821899.6Key Value: 9.5ATR Period: 10Long Trades: falseShort Trades: true0.440.360.55
All570BATS:SPY1-1693.290-1693.2931.480.8712191.82Key Value: 10ATR Period: 10Long Trades: falseShort Trades: true0.440.350.54
All571BATS:SPY1-2472.280-2472.2836.410.9532964.23Key Value: 1ATR Period: 15Long Trades: falseShort Trades: true0.440.360.53
All572BATS:SPY1-2489.920-2489.9236.230.9412823.55Key Value: 1.5ATR Period: 15Long Trades: falseShort Trades: true0.440.360.53
All573BATS:SPY1-2386.380-2386.3835.370.9332976.93Key Value: 2ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All574BATS:SPY1-1891.410-1891.4134.890.9392362.45Key Value: 2.5ATR Period: 15Long Trades: falseShort Trades: true0.440.360.54
All575BATS:SPY1-1997.350-1997.3534.40.9282422.56Key Value: 3ATR Period: 15Long Trades: falseShort Trades: true0.440.360.54
All576BATS:SPY1-1721.350-1721.3534.290.9322215.83Key Value: 3.5ATR Period: 15Long Trades: falseShort Trades: true0.450.360.55
All577BATS:SPY1-1526.940-1526.9434.070.9331940.11Key Value: 4ATR Period: 15Long Trades: falseShort Trades: true0.450.360.55
All578BATS:SPY1-2271.990-2271.9932.950.8952526.9Key Value: 4.5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All579BATS:SPY1-2391.960-2391.9632.560.8822593.12Key Value: 5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All580BATS:SPY1-2479.610-2479.6132.110.8712598.93Key Value: 5.5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All581BATS:SPY1-2149.680-2149.6832.260.8822249.41Key Value: 6ATR Period: 15Long Trades: falseShort Trades: true0.440.350.54
All582BATS:SPY1-2208.360-2208.3630.930.8732456.97Key Value: 6.5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All583BATS:SPY1-1886.390-1886.3932.650.8842190.15Key Value: 7ATR Period: 15Long Trades: falseShort Trades: true0.440.360.54
All584BATS:SPY1-1736.620-1736.6231.850.8872046.42Key Value: 7.5ATR Period: 15Long Trades: falseShort Trades: true0.440.360.54
All585BATS:SPY1-2390.090-2390.0931.640.8442630.69Key Value: 8ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All586BATS:SPY1-2125.710-2125.71320.8542417.74Key Value: 8.5ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All587BATS:SPY1-1912.660-1912.6631.470.8622176.12Key Value: 9ATR Period: 15Long Trades: falseShort Trades: true0.440.350.54
All588BATS:SPY1-1500.980-1500.9831.980.8861792.88Key Value: 9.5ATR Period: 15Long Trades: falseShort Trades: true0.450.360.55
All589BATS:SPY1-1989.680-1989.6831.830.8492444.57Key Value: 10ATR Period: 15Long Trades: falseShort Trades: true0.430.350.53
All590BATS:SPY1-2388.860-2388.8636.350.9542878.68Key Value: 1ATR Period: 20Long Trades: falseShort Trades: true0.440.360.54
All591BATS:SPY1-2458.620-2458.6236.160.9422693.85Key Value: 1.5ATR Period: 20Long Trades: falseShort Trades: true0.440.360.54
All592BATS:SPY1-2347.170-2347.1735.180.9352943.22Key Value: 2ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
All593BATS:SPY1-2087.50-2087.534.640.9332641.73Key Value: 2.5ATR Period: 20Long Trades: falseShort Trades: true0.440.360.54
All594BATS:SPY1-1575.270-1575.2734.440.9432132.01Key Value: 3ATR Period: 20Long Trades: falseShort Trades: true0.450.360.55
All595BATS:SPY1-1705.380-1705.3834.260.9322119.66Key Value: 3.5ATR Period: 20Long Trades: falseShort Trades: true0.450.360.55
All596BATS:SPY1-1677.390-1677.3934.310.9272017.28Key Value: 4ATR Period: 20Long Trades: falseShort Trades: true0.450.360.55
All597BATS:SPY1-2230.230-2230.2333.230.8972547.28Key Value: 4.5ATR Period: 20Long Trades: falseShort Trades: true0.440.350.53
All598BATS:SPY1-2401.880-2401.8832.790.8812574.04Key Value: 5ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
All599BATS:SPY1-2264.990-2264.9931.720.882405.81Key Value: 5.5ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
All600BATS:SPY1-2032.060-2032.0631.820.8882234.72Key Value: 6ATR Period: 20Long Trades: falseShort Trades: true0.440.350.54
All601BATS:SPY1-2129.460-2129.4631.370.8762352.62Key Value: 6.5ATR Period: 20Long Trades: falseShort Trades: true0.430.350.53
All602BATS:SPY1-2058.230-2058.2332.520.8722346.63Key Value: 7ATR Period: 20Long Trades: falseShort Trades: true0.440.350.54
All603BATS:SPY1-1912.440-1912.4431.650.8742160.85Key Value: 7.5ATR Period: 20Long Trades: falseShort Trades: true0.440.350.54
All604BATS:SPY1-1989.980-1989.9832.420.8632204.47Key Value: 8ATR Period: 20Long Trades: falseShort Trades: true0.440.350.54
All605BATS:SPY1-1743.630-1743.6332.90.8762113.49Key Value: 8.5ATR Period: 20Long Trades: falseShort Trades: true0.440.360.54
All606BATS:SPY1-1499.510-1499.5131.720.8881898.65Key Value: 9ATR Period: 20Long Trades: falseShort Trades: true0.440.360.55
All607BATS:SPY1-1649.180-1649.1832.150.8731957.39Key Value: 9.5ATR Period: 20Long Trades: falseShort Trades: true0.440.360.55
All608BATS:SPY1-1789.160-1789.1632.420.8592059.38Key Value: 10ATR Period: 20Long Trades: falseShort Trades: true0.440.360.54
All609BATS:SPY1-2199.060-2199.0636.180.9582617.85Key Value: 1ATR Period: 25Long Trades: falseShort Trades: true0.440.360.54
All610BATS:SPY1-2135.010-2135.0136.30.952417.23Key Value: 1.5ATR Period: 25Long Trades: falseShort Trades: true0.450.360.54
All611BATS:SPY1-2665.980-2665.9835.030.9273153.4Key Value: 2ATR Period: 25Long Trades: falseShort Trades: true0.430.350.53
All612BATS:SPY1-2106.810-2106.8134.40.9332728.81Key Value: 2.5ATR Period: 25Long Trades: falseShort Trades: true0.440.350.54
All613BATS:SPY1-1543.340-1543.3434.080.9442090.97Key Value: 3ATR Period: 25Long Trades: falseShort Trades: true0.450.360.55
All614BATS:SPY1-1652.670-1652.6734.390.9342062.5Key Value: 3.5ATR Period: 25Long Trades: falseShort Trades: true0.450.360.55
All615BATS:SPY1-1841.310-1841.3134.240.922015.98Key Value: 4ATR Period: 25Long Trades: falseShort Trades: true0.450.360.55
All616BATS:SPY1-2267.380-2267.3833.580.8962500.68Key Value: 4.5ATR Period: 25Long Trades: falseShort Trades: true0.440.350.53
All617BATS:SPY1-2379.960-2379.9633.320.8822551.16Key Value: 5ATR Period: 25Long Trades: falseShort Trades: true0.430.350.53
All618BATS:SPY1-2286.30-2286.332.270.8782417.65Key Value: 5.5ATR Period: 25Long Trades: falseShort Trades: true0.430.350.53
All619BATS:SPY1-2128.910-2128.9132.530.8812357.52Key Value: 6ATR Period: 25Long Trades: falseShort Trades: true0.440.350.54
All620BATS:SPY1-1931.470-1931.4732.150.8852120.14Key Value: 6.5ATR Period: 25Long Trades: falseShort Trades: true0.440.360.54
All621BATS:SPY1-2571.250-2571.2531.490.842818.78Key Value: 7ATR Period: 25Long Trades: falseShort Trades: true0.430.350.52
All622BATS:SPY1-1953.730-1953.7332.280.8712401.84Key Value: 7.5ATR Period: 25Long Trades: falseShort Trades: true0.440.350.54
All623BATS:SPY1-1728.020-1728.0232.530.881939.37Key Value: 8ATR Period: 25Long Trades: falseShort Trades: true0.440.360.55
All624BATS:SPY1-1521.410-1521.4133.550.8881682.04Key Value: 8.5ATR Period: 25Long Trades: falseShort Trades: true0.450.360.55
All625BATS:SPY1-1365.490-1365.4932.510.8951674.9Key Value: 9ATR Period: 25Long Trades: falseShort Trades: true0.450.360.55
All626BATS:SPY1-2125.050-2125.0532.570.8372351.62Key Value: 9.5ATR Period: 25Long Trades: falseShort Trades: true0.440.350.54
All627BATS:SPY1-2437.350-2437.3531.920.812653.88Key Value: 10ATR Period: 25Long Trades: falseShort Trades: true0.430.350.53
All628BATS:SPY1-2243.190-2243.1936.160.9572682.15Key Value: 1ATR Period: 30Long Trades: falseShort Trades: true0.440.360.54
All629BATS:SPY1-1990.130-1990.1336.430.9532293.37Key Value: 1.5ATR Period: 30Long Trades: falseShort Trades: true0.450.360.55
All630BATS:SPY1-2958.980-2958.9835.050.9193426.47Key Value: 2ATR Period: 30Long Trades: falseShort Trades: true0.420.350.52
All631BATS:SPY1-2207.030-2207.0334.340.932825.96Key Value: 2.5ATR Period: 30Long Trades: falseShort Trades: true0.440.350.53
All632BATS:SPY1-1326.670-1326.6734.370.9522036.41Key Value: 3ATR Period: 30Long Trades: falseShort Trades: true0.450.360.56
All633BATS:SPY1-1854.020-1854.0234.530.9272183.56Key Value: 3.5ATR Period: 30Long Trades: falseShort Trades: true0.450.360.55
All634BATS:SPY1-2180.480-2180.4833.770.9072349.38Key Value: 4ATR Period: 30Long Trades: falseShort Trades: true0.440.360.54
All635BATS:SPY1-1904.60-1904.633.710.9112151.96Key Value: 4.5ATR Period: 30Long Trades: falseShort Trades: true0.440.360.54
All636BATS:SPY1-2361.840-2361.8433.390.8832499.55Key Value: 5ATR Period: 30Long Trades: falseShort Trades: true0.440.350.53
All637BATS:SPY1-2419.910-2419.9133.060.8722605.11Key Value: 5.5ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
All638BATS:SPY1-2206.240-2206.2432.430.8742402.1Key Value: 6ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
All639BATS:SPY1-2186.770-2186.7731.910.8692295.66Key Value: 6.5ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
All640BATS:SPY1-2427.850-2427.8531.420.8492640.38Key Value: 7ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
All641BATS:SPY1-1911.210-1911.2132.830.8722348.5Key Value: 7.5ATR Period: 30Long Trades: falseShort Trades: true0.440.350.54
All642BATS:SPY1-1643.680-1643.6832.70.8841871.38Key Value: 8ATR Period: 30Long Trades: falseShort Trades: true0.450.360.55
All643BATS:SPY1-1961.50-1961.532.920.8562129.01Key Value: 8.5ATR Period: 30Long Trades: falseShort Trades: true0.440.360.54
All644BATS:SPY1-1403.920-1403.9233.090.891620.78Key Value: 9ATR Period: 30Long Trades: falseShort Trades: true0.450.360.56
All645BATS:SPY1-2150.390-2150.3932.440.8332275.37Key Value: 9.5ATR Period: 30Long Trades: falseShort Trades: true0.440.350.54
All646BATS:SPY1-2467.20-2467.231.480.8062550.93Key Value: 10ATR Period: 30Long Trades: falseShort Trades: true0.430.350.53
All647BATS:SPY1-2539.80-2539.836.070.9522980.56Key Value: 1ATR Period: 35Long Trades: falseShort Trades: true0.440.360.53
All648BATS:SPY1-2330.060-2330.0636.380.9462593.02Key Value: 1.5ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All649BATS:SPY1-2635.020-2635.0234.990.9283290.45Key Value: 2ATR Period: 35Long Trades: falseShort Trades: true0.430.350.52
All650BATS:SPY1-2046.490-2046.4934.380.9352716.66Key Value: 2.5ATR Period: 35Long Trades: falseShort Trades: true0.440.350.54
All651BATS:SPY1-1710.980-1710.9834.160.9392373.27Key Value: 3ATR Period: 35Long Trades: falseShort Trades: true0.440.360.55
All652BATS:SPY1-1553.290-1553.2934.490.9392095.96Key Value: 3.5ATR Period: 35Long Trades: falseShort Trades: true0.450.360.55
All653BATS:SPY1-2045.450-2045.4533.990.9122526.6Key Value: 4ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All654BATS:SPY1-1925.730-1925.7333.520.912136.77Key Value: 4.5ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All655BATS:SPY1-2175.370-2175.3733.690.8922298.11Key Value: 5ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All656BATS:SPY1-2676.880-2676.8833.170.8592880.77Key Value: 5.5ATR Period: 35Long Trades: falseShort Trades: true0.430.350.52
All657BATS:SPY1-2211.270-2211.2732.320.8732413.31Key Value: 6ATR Period: 35Long Trades: falseShort Trades: true0.430.350.53
All658BATS:SPY1-1945.480-1945.4832.160.882077.17Key Value: 6.5ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All659BATS:SPY1-2525.380-2525.3831.60.8412740.45Key Value: 7ATR Period: 35Long Trades: falseShort Trades: true0.430.350.52
All660BATS:SPY1-1939.860-1939.8632.190.8682300.92Key Value: 7.5ATR Period: 35Long Trades: falseShort Trades: true0.440.350.54
All661BATS:SPY1-2012.650-2012.6532.80.8592204.1Key Value: 8ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All662BATS:SPY1-1902.460-1902.4632.330.8612035.76Key Value: 8.5ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All663BATS:SPY1-1701.270-1701.2733.120.8681882.01Key Value: 9ATR Period: 35Long Trades: falseShort Trades: true0.450.360.55
All664BATS:SPY1-1809.250-1809.2532.60.8562029.48Key Value: 9.5ATR Period: 35Long Trades: falseShort Trades: true0.440.360.54
All665BATS:SPY1-2114.140-2114.1432.940.8282346.34Key Value: 10ATR Period: 35Long Trades: falseShort Trades: true0.440.350.54
All666BATS:SPY11445.061445.06038.011.0281178.49Key Value: 1ATR Period: 5Long Trades: trueShort Trades: false0.490.400.59
All667BATS:SPY11123.651123.65037.951.0271032.29Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: false0.490.400.59
All668BATS:SPY1814.35814.35037.641.0231691.12Key Value: 2ATR Period: 5Long Trades: trueShort Trades: false0.480.380.59
All669BATS:SPY11486.341486.34037.881.05920.32Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
All670BATS:SPY11863.761863.76038.281.072679.74Key Value: 3ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
All671BATS:SPY11676.111676.11038.151.073643.2Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
All672BATS:SPY12531.362531.36038.231.123543.67Key Value: 4ATR Period: 5Long Trades: trueShort Trades: false0.500.420.60
All673BATS:SPY12143.732143.73038.491.115831.95Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
All674BATS:SPY11424.891424.89038.581.08883.95Key Value: 5ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
All675BATS:SPY11455.651455.65038.021.087691.75Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: false0.490.410.60
All676BATS:SPY11419.451419.45038.341.091681.93Key Value: 6ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
All677BATS:SPY11851.021851.02038.281.125729.3Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
All678BATS:SPY11349.21349.2038.171.093702.96Key Value: 7ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
All679BATS:SPY1929.86929.86037.521.065927.29Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
All680BATS:SPY11278.011278.01037.771.094811.35Key Value: 8ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
All681BATS:SPY11282.011282.01037.791.098677.84Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: false0.490.400.60
All682BATS:SPY11819.581819.58038.591.149552.29Key Value: 9ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
All683BATS:SPY11860.121860.12038.081.155576.24Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: false0.500.410.60
All684BATS:SPY12190.952190.95039.241.19527.84Key Value: 10ATR Period: 5Long Trades: trueShort Trades: false0.500.420.60
All685BATS:SPY11427.341427.34037.761.0271138.74Key Value: 1ATR Period: 10Long Trades: trueShort Trades: false0.490.400.59
All686BATS:SPY11144.481144.48037.611.0271018.96Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: false0.490.400.59
All687BATS:SPY11560.751560.75037.741.045818.11Key Value: 2ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
All688BATS:SPY11961.421961.42038.551.066674.91Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
All689BATS:SPY11791.521791.52038.71.069543.07Key Value: 3ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
All690BATS:SPY12420.612420.61038.841.106574.59Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: false0.500.420.60
All691BATS:SPY12291.152291.15039.011.112736.81Key Value: 4ATR Period: 10Long Trades: trueShort Trades: false0.500.420.60
All692BATS:SPY11896.851896.85038.531.101773.65Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
All693BATS:SPY11634.411634.410391.0931072.55Key Value: 5ATR Period: 10Long Trades: trueShort Trades: false0.490.410.60
All694BATS:SPY11191.561191.56037.981.071791Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
All695BATS:SPY11661.271661.27039.121.108733.75Key Value: 6ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
All696BATS:SPY11542.851542.85038.571.106760.88Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
All697BATS:SPY11843.931843.93038.681.132932.64Key Value: 7ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
All698BATS:SPY11496.871496.87037.811.109869.66Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: false0.490.400.60
All699BATS:SPY11571.151571.15037.781.12761.65Key Value: 8ATR Period: 10Long Trades: trueShort Trades: false0.490.410.60
All700BATS:SPY11372.721372.72038.571.109704.26Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: false0.500.410.60
All701BATS:SPY12145.582145.58039.931.186650.79Key Value: 9ATR Period: 10Long Trades: trueShort Trades: false0.500.420.61
All702BATS:SPY12227.632227.630401.203516.32Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: false0.510.420.61
All703BATS:SPY12117.662117.66039.431.197531.68Key Value: 10ATR Period: 10Long Trades: trueShort Trades: false0.500.420.61
All704BATS:SPY11421.311421.31037.761.0271007.11Key Value: 1ATR Period: 15Long Trades: trueShort Trades: false0.490.400.59
All705BATS:SPY11413.871413.87037.61.0331131.75Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: false0.490.400.59
All706BATS:SPY11502.711502.71038.091.043805.21Key Value: 2ATR Period: 15Long Trades: trueShort Trades: false0.490.400.60
All707BATS:SPY12002.52002.5038.131.066598.34Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All708BATS:SPY11900.81900.8038.321.072522.48Key Value: 3ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All709BATS:SPY12192.382192.38038.741.094495.31Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: false0.500.420.60
All710BATS:SPY12259.962259.96039.091.109684.88Key Value: 4ATR Period: 15Long Trades: trueShort Trades: false0.500.420.60
All711BATS:SPY11534.251534.25038.741.079921.38Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: false0.490.410.60
All712BATS:SPY11434.661434.66038.691.081001.88Key Value: 5ATR Period: 15Long Trades: trueShort Trades: false0.490.400.60
All713BATS:SPY11329.691329.69039.061.08891.98Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: false0.490.400.60
All714BATS:SPY11690.141690.14038.411.109780.15Key Value: 6ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All715BATS:SPY11614.571614.57038.011.109778.71Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: false0.490.410.60
All716BATS:SPY11978.771978.77038.881.141775.15Key Value: 7ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All717BATS:SPY12120.492120.49038.021.161784.1Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All718BATS:SPY11437.511437.51038.121.111827.01Key Value: 8ATR Period: 15Long Trades: trueShort Trades: false0.490.400.60
All719BATS:SPY11718.751718.75039.31.14837.92Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All720BATS:SPY11941.531941.53039.091.168691.6Key Value: 9ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All721BATS:SPY12349.492349.49039.651.219588.37Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: false0.510.420.61
All722BATS:SPY11839.041839.04038.851.172558.9Key Value: 10ATR Period: 15Long Trades: trueShort Trades: false0.500.410.60
All723BATS:SPY11515.951515.95037.741.029982.29Key Value: 1ATR Period: 20Long Trades: trueShort Trades: false0.490.400.59
All724BATS:SPY11440.121440.12037.61.0341140.71Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: false0.490.400.59
All725BATS:SPY11536.281536.28037.721.043645.78Key Value: 2ATR Period: 20Long Trades: trueShort Trades: false0.490.410.60
All726BATS:SPY11788.671788.67037.971.059668.44Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
All727BATS:SPY12233.242233.24038.411.084551.25Key Value: 3ATR Period: 20Long Trades: trueShort Trades: false0.500.420.60
All728BATS:SPY12133.192133.19039.121.09561.42Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: false0.500.420.60
All729BATS:SPY12102.472102.47038.781.1763.46Key Value: 4ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
All730BATS:SPY11557.331557.33038.411.081116.24Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: false0.490.400.60
All731BATS:SPY11422.431422.43038.861.078987.26Key Value: 5ATR Period: 20Long Trades: trueShort Trades: false0.490.400.60
All732BATS:SPY11551.511551.51039.061.093819.89Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
All733BATS:SPY11796.151796.150391.115875.83Key Value: 6ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
All734BATS:SPY11690.771690.77038.111.113759.96Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
All735BATS:SPY11778.041778.04038.071.125849.77Key Value: 7ATR Period: 20Long Trades: trueShort Trades: false0.490.410.60
All736BATS:SPY11941.681941.68037.791.145814.33Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
All737BATS:SPY11859.61859.6038.811.146854.74Key Value: 8ATR Period: 20Long Trades: trueShort Trades: false0.500.410.60
All738BATS:SPY12105.42105.4039.041.174803.2Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: false0.500.420.60
All739BATS:SPY12357.272357.27040.021.207655.75Key Value: 9ATR Period: 20Long Trades: trueShort Trades: false0.510.420.61
All740BATS:SPY12213.782213.78039.671.204577.28Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: false0.510.420.61
All741BATS:SPY12061.032061.03038.691.191665.35Key Value: 10ATR Period: 20Long Trades: trueShort Trades: false0.500.420.60
All742BATS:SPY11681.891681.89037.781.032930.59Key Value: 1ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
All743BATS:SPY11739.261739.26037.461.0411107.68Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: false0.490.400.59
All744BATS:SPY11169.131169.13037.531.033927.74Key Value: 2ATR Period: 25Long Trades: trueShort Trades: false0.490.400.59
All745BATS:SPY11768.31768.3037.721.057699.65Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
All746BATS:SPY12300.152300.15038.391.086564.57Key Value: 3ATR Period: 25Long Trades: trueShort Trades: false0.500.420.60
All747BATS:SPY12164.22164.2038.611.092577.02Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: false0.500.420.60
All748BATS:SPY11938.081938.08038.771.091743.48Key Value: 4ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
All749BATS:SPY11518.581518.58038.311.077956.08Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
All750BATS:SPY11437.281437.28038.591.078997.51Key Value: 5ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
All751BATS:SPY11522.991522.99039.321.089847.55Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
All752BATS:SPY11700.471700.47038.581.108850.09Key Value: 6ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
All753BATS:SPY11898.571898.57038.361.126962.23Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
All754BATS:SPY11243.821243.82037.511.085855.42Key Value: 7ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
All755BATS:SPY11874.441874.44037.551.139770.13Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
All756BATS:SPY12109.652109.65038.931.165753.76Key Value: 8ATR Period: 25Long Trades: trueShort Trades: false0.500.420.60
All757BATS:SPY12330.342330.34039.621.193739.97Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: false0.500.420.60
All758BATS:SPY12489.762489.76040.41.218667.34Key Value: 9ATR Period: 25Long Trades: trueShort Trades: false0.510.430.61
All759BATS:SPY11717.721717.72038.651.153761.96Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: false0.500.410.60
All760BATS:SPY11369.141369.14037.261.123756.22Key Value: 10ATR Period: 25Long Trades: trueShort Trades: false0.490.400.60
All761BATS:SPY11615.891615.89037.81.0311010.98Key Value: 1ATR Period: 30Long Trades: trueShort Trades: false0.490.400.59
All762BATS:SPY11893.811893.81037.481.0441088.66Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.59
All763BATS:SPY1866.17866.17037.331.0241062.43Key Value: 2ATR Period: 30Long Trades: trueShort Trades: false0.480.390.59
All764BATS:SPY11674.641674.64037.791.054706.51Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: false0.490.410.60
All765BATS:SPY12542.72542.7038.551.095537.2Key Value: 3ATR Period: 30Long Trades: trueShort Trades: false0.500.420.60
All766BATS:SPY11977.231977.23038.181.082637.34Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: false0.500.410.60
All767BATS:SPY11595.721595.72038.581.073747.73Key Value: 4ATR Period: 30Long Trades: trueShort Trades: false0.500.410.60
All768BATS:SPY11923.121923.12038.771.098770.22Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: false0.500.410.60
All769BATS:SPY11451.611451.61038.741.079967.38Key Value: 5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
All770BATS:SPY11381.411381.41038.481.08961.5Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
All771BATS:SPY11613.321613.32037.961.101852.38Key Value: 6ATR Period: 30Long Trades: trueShort Trades: false0.490.410.60
All772BATS:SPY11636.581636.58038.431.107950.73Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: false0.490.410.60
All773BATS:SPY11376.851376.85037.961.094972.04Key Value: 7ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
All774BATS:SPY11918.681918.68037.981.142889.73Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: false0.500.410.60
All775BATS:SPY12193.692193.69039.121.173853.61Key Value: 8ATR Period: 30Long Trades: trueShort Trades: false0.500.420.60
All776BATS:SPY11889.811889.81039.451.152915.18Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: false0.500.410.60
All777BATS:SPY12442.262442.260401.214734.8Key Value: 9ATR Period: 30Long Trades: trueShort Trades: false0.510.420.60
All778BATS:SPY11681.81681.8038.811.146735.49Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: false0.500.410.60
All779BATS:SPY11339.481339.48038.251.119804.88Key Value: 10ATR Period: 30Long Trades: trueShort Trades: false0.490.400.60
All780BATS:SPY11324.931324.93037.71.0251194.25Key Value: 1ATR Period: 35Long Trades: trueShort Trades: false0.490.400.59
All781BATS:SPY11554.651554.65037.471.0361185.34Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: false0.490.400.59
All782BATS:SPY11208.851208.85037.371.0341046.46Key Value: 2ATR Period: 35Long Trades: trueShort Trades: false0.490.400.59
All783BATS:SPY11850.791850.79037.851.06623.68Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
All784BATS:SPY12170.592170.59038.11.08521.5Key Value: 3ATR Period: 35Long Trades: trueShort Trades: false0.500.420.60
All785BATS:SPY12236.162236.16038.041.093666.01Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: false0.500.420.60
All786BATS:SPY11749.261749.26038.451.08754.09Key Value: 4ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
All787BATS:SPY11909.841909.84038.551.097772.83Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
All788BATS:SPY11625.421625.42038.61.088820.01Key Value: 5ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
All789BATS:SPY11126.311126.31038.121.0641132.16Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: false0.490.400.59
All790BATS:SPY11603.661603.66038.341.1805.97Key Value: 6ATR Period: 35Long Trades: trueShort Trades: false0.490.410.60
All791BATS:SPY11901.321901.32038.171.125797.36Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
All792BATS:SPY11309.181309.18037.781.0891030.51Key Value: 7ATR Period: 35Long Trades: trueShort Trades: false0.490.400.59
All793BATS:SPY11905.241905.24037.921.1391035.14Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: false0.490.410.60
All794BATS:SPY11828.141828.14038.831.142944.6Key Value: 8ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
All795BATS:SPY11952.741952.74039.41.16802.12Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
All796BATS:SPY12149.362149.36039.741.184706.84Key Value: 9ATR Period: 35Long Trades: trueShort Trades: false0.500.420.60
All797BATS:SPY12041.842041.84039.41.181782.19Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: false0.500.420.60
All798BATS:SPY11695.921695.92038.291.154754.34Key Value: 10ATR Period: 35Long Trades: trueShort Trades: false0.500.410.60
Regular799BATS:SPY602804.4111280-8475.5936.391.0236762.1Key Value: 1ATR Period: 5Long Trades: trueShort Trades: true0.430.450.41
Regular800BATS:SPY607507.3814087.71-6580.3338.331.0764863.51Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: true0.490.510.46
Regular801BATS:SPY60-267.969783.97-10051.9336.270.9976782Key Value: 2ATR Period: 5Long Trades: trueShort Trades: true0.410.430.39
Regular802BATS:SPY607407.4414114.66-6707.2236.841.1033215.76Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: true0.500.530.48
Regular803BATS:SPY60-129.3510022.31-10151.6634.70.9984176.13Key Value: 3ATR Period: 5Long Trades: trueShort Trades: true0.430.460.41
Regular804BATS:SPY60897.7810598.21-9700.4335.531.0154099.24Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: true0.440.470.42
Regular805BATS:SPY6016.7610129.87-10113.1136.6414646.06Key Value: 4ATR Period: 5Long Trades: trueShort Trades: true0.430.460.41
Regular806BATS:SPY602392.5311533.45-9140.9237.891.0485263.23Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: true0.450.470.42
Regular807BATS:SPY604331.2112431.87-8100.6638.851.15030.37Key Value: 5ATR Period: 5Long Trades: trueShort Trades: true0.460.490.44
Regular808BATS:SPY601226.2510714.45-9488.239.281.035102.28Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: true0.440.470.42
Regular809BATS:SPY60-2943.038384.84-11327.8739.350.9265200.96Key Value: 6ATR Period: 5Long Trades: trueShort Trades: true0.410.440.39
Regular810BATS:SPY60-4018.947988.2-12007.1435.520.8975609.07Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: true0.390.420.37
Regular811BATS:SPY60-3876.628174.71-12051.3336.950.8947377.39Key Value: 7ATR Period: 5Long Trades: trueShort Trades: true0.380.400.35
Regular812BATS:SPY60-1495.429643.11-11138.5338.40.9566502.35Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: true0.410.440.38
Regular813BATS:SPY603449.8112351.27-8901.4640.341.1194901.69Key Value: 8ATR Period: 5Long Trades: trueShort Trades: true0.460.490.43
Regular814BATS:SPY602383.6711772.55-9388.88401.0863885.87Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: true0.470.500.44
Regular815BATS:SPY60-1581.859635.16-11217.0134.780.9465329.12Key Value: 9ATR Period: 5Long Trades: trueShort Trades: true0.410.440.38
Regular816BATS:SPY60-1560.249643-11203.2437.430.9447455.67Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: true0.390.420.36
Regular817BATS:SPY60-4245.288222.57-12467.8534.250.8537956.92Key Value: 10ATR Period: 5Long Trades: trueShort Trades: true0.360.390.33
Regular818BATS:SPY607747.2914044.21-6296.9236.921.0624143.16Key Value: 1ATR Period: 10Long Trades: trueShort Trades: true0.490.510.47
Regular819BATS:SPY602968.2711716.67-8748.437.331.0295584.2Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: true0.440.470.42
Regular820BATS:SPY602.859755.31-9752.4635.9417617.18Key Value: 2ATR Period: 10Long Trades: trueShort Trades: true0.400.420.38
Regular821BATS:SPY60939.7910462.56-9522.7735.441.0133716.74Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: true0.450.470.43
Regular822BATS:SPY602923.7311656.82-8733.0935.531.0453430.51Key Value: 3ATR Period: 10Long Trades: trueShort Trades: true0.470.490.44
Regular823BATS:SPY607416.3214412.31-6995.9936.891.1313507.06Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: true0.500.530.47
Regular824BATS:SPY606841.2813625.8-6784.5237.441.1342614.33Key Value: 4ATR Period: 10Long Trades: trueShort Trades: true0.510.530.48
Regular825BATS:SPY605227.7312750.39-7522.6638.671.1113749.04Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: true0.480.510.46
Regular826BATS:SPY60-1878.249003.14-10881.3836.580.965781.1Key Value: 5ATR Period: 10Long Trades: trueShort Trades: true0.410.430.39
Regular827BATS:SPY60-4684.977508.87-12193.8437.650.8947035.42Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: true0.380.400.36
Regular828BATS:SPY60789.7210632.28-9842.5638.781.0216172.84Key Value: 6ATR Period: 10Long Trades: trueShort Trades: true0.430.450.40
Regular829BATS:SPY601385.5311041.89-9656.3638.131.046906.12Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: true0.420.450.39
Regular830BATS:SPY60287.5510472.1-10184.5538.11.0096790.01Key Value: 7ATR Period: 10Long Trades: trueShort Trades: true0.410.440.39
Regular831BATS:SPY602732.1911996.46-9264.2737.451.0935481.49Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: true0.440.480.41
Regular832BATS:SPY601319.1511149.17-9830.0237.791.0455340.72Key Value: 8ATR Period: 10Long Trades: trueShort Trades: true0.440.470.41
Regular833BATS:SPY60164.3510765.59-10601.2435.61.0066019.08Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: true0.420.450.39
Regular834BATS:SPY60692.0110857.34-10165.3337.711.0265096.05Key Value: 9ATR Period: 10Long Trades: trueShort Trades: true0.440.470.41
Regular835BATS:SPY60-935.4410001.89-10937.3336.970.9644992.56Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: true0.420.460.40
Regular836BATS:SPY60-684.5110171.3-10855.8137.090.9725892.17Key Value: 10ATR Period: 10Long Trades: trueShort Trades: true0.420.450.39
Regular837BATS:SPY609962.3315311.78-5349.4537.121.083876.91Key Value: 1ATR Period: 15Long Trades: trueShort Trades: true0.510.530.49
Regular838BATS:SPY602063.3711167.14-9103.7737.321.026577.4Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: true0.430.450.40
Regular839BATS:SPY601163.9910431.45-9267.46361.0147612.42Key Value: 2ATR Period: 15Long Trades: trueShort Trades: true0.410.430.39
Regular840BATS:SPY602645.4911399.42-8753.9336.591.0353932.42Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: true0.460.480.44
Regular841BATS:SPY606191.7913377.73-7185.9437.31.0973756.98Key Value: 3ATR Period: 15Long Trades: trueShort Trades: true0.490.510.46
Regular842BATS:SPY608502.4414608.68-6106.2437.451.1533120.6Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: true0.510.540.49
Regular843BATS:SPY604929.9112484.92-7555.0137.61.0954091.94Key Value: 4ATR Period: 15Long Trades: trueShort Trades: true0.480.500.46
Regular844BATS:SPY60247.729871.6-9623.8837.941.0056023.62Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: true0.420.440.40
Regular845BATS:SPY60-2269.258652.52-10921.7737.040.9515785.9Key Value: 5ATR Period: 15Long Trades: trueShort Trades: true0.410.430.39
Regular846BATS:SPY60-4279.337724.1-12003.4336.690.9059346.34Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: true0.350.380.33
Regular847BATS:SPY60-1632.79213.72-10846.4237.320.9597741.98Key Value: 6ATR Period: 15Long Trades: trueShort Trades: true0.390.410.37
Regular848BATS:SPY602574.1911736.48-9162.2939.321.0746417.26Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: true0.440.470.41
Regular849BATS:SPY602928.9911996.25-9067.2641.21.0896178.18Key Value: 7ATR Period: 15Long Trades: trueShort Trades: true0.450.480.42
Regular850BATS:SPY604261.3612774.43-8513.0740.611.1495315.83Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: true0.470.500.44
Regular851BATS:SPY60644.8910699.82-10054.9336.971.0235020.31Key Value: 8ATR Period: 15Long Trades: trueShort Trades: true0.440.460.41
Regular852BATS:SPY602256.6911641.26-9384.5737.431.0844965.64Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: true0.450.480.42
Regular853BATS:SPY602999.712175.29-9175.5939.051.123625.29Key Value: 9ATR Period: 15Long Trades: trueShort Trades: true0.470.500.44
Regular854BATS:SPY602374.9411771.59-9396.6537.581.0974741.14Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: true0.450.480.42
Regular855BATS:SPY60-948.3110064.35-11012.6637.750.9626182.03Key Value: 10ATR Period: 15Long Trades: trueShort Trades: true0.410.440.38
Regular856BATS:SPY6012211.3716770.51-4559.1437.561.0984385.49Key Value: 1ATR Period: 20Long Trades: trueShort Trades: true0.520.550.49
Regular857BATS:SPY606245.9413626.64-7380.737.641.0614947Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: true0.470.500.45
Regular858BATS:SPY60858.7610358.83-9500.0736.351.017348.46Key Value: 2ATR Period: 20Long Trades: trueShort Trades: true0.410.430.39
Regular859BATS:SPY60700.7610424.66-9723.936.561.0095363.61Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: true0.430.460.41
Regular860BATS:SPY606643.313833.46-7190.1636.731.1032935.23Key Value: 3ATR Period: 20Long Trades: trueShort Trades: true0.500.530.47
Regular861BATS:SPY606079.2213456.25-7377.0337.091.1053567.05Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: true0.490.510.46
Regular862BATS:SPY605036.1912689.56-7653.3737.681.0954088.41Key Value: 4ATR Period: 20Long Trades: trueShort Trades: true0.480.500.45
Regular863BATS:SPY60427.9210144.47-9716.5537.71.0085771.77Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: true0.430.450.41
Regular864BATS:SPY60-549.439597.61-10147.0438.130.9885950.85Key Value: 5ATR Period: 20Long Trades: trueShort Trades: true0.420.440.40
Regular865BATS:SPY60-2284.948770.79-11055.7338.020.9497719.24Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: true0.390.410.36
Regular866BATS:SPY60-4358.517764.69-12123.237.180.8979049.27Key Value: 6ATR Period: 20Long Trades: trueShort Trades: true0.350.380.33
Regular867BATS:SPY605200.8613483.21-8282.3540.771.157543.11Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: true0.450.480.41
Regular868BATS:SPY602893.7212110.27-9216.5542.151.0885718.06Key Value: 7ATR Period: 20Long Trades: trueShort Trades: true0.450.490.42
Regular869BATS:SPY60-585.2810192.29-10777.5737.870.9826781.51Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: true0.410.440.38
Regular870BATS:SPY60-30.6810339.95-10370.6338.030.9995654.18Key Value: 8ATR Period: 20Long Trades: trueShort Trades: true0.430.450.40
Regular871BATS:SPY603592.8912405.8-8812.9139.041.1374897.83Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: true0.460.490.43
Regular872BATS:SPY604540.8113095.09-8554.2837.871.1853817.46Key Value: 9ATR Period: 20Long Trades: trueShort Trades: true0.480.510.45
Regular873BATS:SPY602539.2211908.15-9368.9339.351.1064278.05Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: true0.460.490.43
Regular874BATS:SPY60-1794.539615.26-11409.7938.410.9316561.05Key Value: 10ATR Period: 20Long Trades: trueShort Trades: true0.400.440.37
Regular875BATS:SPY6012282.3616963.23-4680.8737.611.0974572.81Key Value: 1ATR Period: 25Long Trades: trueShort Trades: true0.520.550.49
Regular876BATS:SPY607126.5514121.73-6995.1838.161.074793.57Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: true0.480.510.46
Regular877BATS:SPY601225.4210638.58-9413.1636.491.0146566.42Key Value: 2ATR Period: 25Long Trades: trueShort Trades: true0.420.440.40
Regular878BATS:SPY60708.0410468.94-9760.936.61.0093370.49Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: true0.450.480.43
Regular879BATS:SPY6010862.9516244.29-5381.3436.751.172641.48Key Value: 3ATR Period: 25Long Trades: trueShort Trades: true0.530.560.50
Regular880BATS:SPY607915.2114439.65-6524.4437.381.1392700.48Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: true0.510.540.49
Regular881BATS:SPY605683.1413118.7-7435.5637.61.1073120.54Key Value: 4ATR Period: 25Long Trades: trueShort Trades: true0.490.520.47
Regular882BATS:SPY60-364.849731.51-10096.3537.20.9935781.3Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: true0.420.440.40
Regular883BATS:SPY60-2102.698890.03-10992.7238.170.9566675.74Key Value: 5ATR Period: 25Long Trades: trueShort Trades: true0.400.420.38
Regular884BATS:SPY60-3402.228158.3-11560.5238.270.9248167.5Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: true0.370.400.35
Regular885BATS:SPY60-3424.858427.12-11851.9736.130.9198079.2Key Value: 6ATR Period: 25Long Trades: trueShort Trades: true0.370.400.34
Regular886BATS:SPY603690.0112635.01-894540.611.1027976.04Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: true0.430.460.40
Regular887BATS:SPY603521.7512374.71-8852.9641.181.1094925.73Key Value: 7ATR Period: 25Long Trades: trueShort Trades: true0.470.500.44
Regular888BATS:SPY60-1083.249892.11-10975.3539.150.9667051.11Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: true0.400.440.38
Regular889BATS:SPY60-485.7710123.66-10609.4338.030.9845933.45Key Value: 8ATR Period: 25Long Trades: trueShort Trades: true0.420.450.39
Regular890BATS:SPY602666.7512033.45-9366.740.211.0983971.42Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: true0.470.500.44
Regular891BATS:SPY605398.4213541.07-8142.6541.421.2253206.86Key Value: 9ATR Period: 25Long Trades: trueShort Trades: true0.500.530.47
Regular892BATS:SPY60259.0410806.21-10547.1737.891.015458.88Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: true0.430.460.40
Regular893BATS:SPY60-1431.539770.34-11201.8736.730.9435590.94Key Value: 10ATR Period: 25Long Trades: trueShort Trades: true0.410.440.38
Regular894BATS:SPY609276.2115460.2-6183.9937.371.0734389.08Key Value: 1ATR Period: 30Long Trades: trueShort Trades: true0.500.530.47
Regular895BATS:SPY606877.314130.44-7253.1437.821.0684978.33Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: true0.480.510.45
Regular896BATS:SPY6053.1310169.8-10116.6736.311.0016502.33Key Value: 2ATR Period: 30Long Trades: trueShort Trades: true0.410.440.39
Regular897BATS:SPY602314.5311594.77-9280.2436.31.033507.92Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: true0.460.490.43
Regular898BATS:SPY6010117.6415912.5-5794.8636.621.1552624.2Key Value: 3ATR Period: 30Long Trades: trueShort Trades: true0.530.550.49
Regular899BATS:SPY6010055.315612.44-5557.1437.551.1773165.38Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: true0.520.550.49
Regular900BATS:SPY603614.0512040.82-8426.7736.791.0673320.76Key Value: 4ATR Period: 30Long Trades: trueShort Trades: true0.470.500.45
Regular901BATS:SPY60-1833.938972.16-10806.0936.790.9646067.77Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: true0.410.430.38
Regular902BATS:SPY601502.0610886.38-9384.3238.661.0326435.48Key Value: 5ATR Period: 30Long Trades: trueShort Trades: true0.430.450.40
Regular903BATS:SPY60-1967.569154.3-11121.8638.10.9566344.68Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: true0.400.430.38
Regular904BATS:SPY60-4837.437663.38-12500.8136.210.8888320.04Key Value: 6ATR Period: 30Long Trades: trueShort Trades: true0.360.390.33
Regular905BATS:SPY602350.6411864.54-9513.939.321.0646833.99Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: true0.430.460.40
Regular906BATS:SPY602505.1911813.02-9307.8340.861.0755775.71Key Value: 7ATR Period: 30Long Trades: trueShort Trades: true0.450.480.42
Regular907BATS:SPY60343.1910598.39-10255.240.261.0116356.36Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: true0.430.450.40
Regular908BATS:SPY60-985.3710086.87-11072.2438.60.9686963.32Key Value: 8ATR Period: 30Long Trades: trueShort Trades: true0.410.440.37
Regular909BATS:SPY601274.0211273.75-9999.7339.791.0463850.39Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: true0.460.490.43
Regular910BATS:SPY604219.9712899.06-8679.0941.521.1713573.22Key Value: 9ATR Period: 30Long Trades: trueShort Trades: true0.490.520.46
Regular911BATS:SPY603468.9411992.66-8523.7238.991.1435306.17Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: true0.460.480.43
Regular912BATS:SPY602007.2511240.29-9233.0437.411.0865809.05Key Value: 10ATR Period: 30Long Trades: trueShort Trades: true0.440.460.41
Regular913BATS:SPY607423.1814459.82-7036.6437.041.0584342.85Key Value: 1ATR Period: 35Long Trades: trueShort Trades: true0.490.520.46
Regular914BATS:SPY604182.8512646.47-8463.6237.841.0414630.09Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: true0.470.490.44
Regular915BATS:SPY601934.9110966.28-9031.3736.691.0236308.39Key Value: 2ATR Period: 35Long Trades: trueShort Trades: true0.430.450.41
Regular916BATS:SPY602219.2211545.23-9326.0136.051.0293469.5Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: true0.460.490.43
Regular917BATS:SPY608376.5914869.7-6493.1136.991.1292713.16Key Value: 3ATR Period: 35Long Trades: trueShort Trades: true0.510.540.48
Regular918BATS:SPY609902.0715498.26-5596.1937.351.1752828.48Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: true0.520.550.50
Regular919BATS:SPY604511.7412531.48-8019.7437.211.0843315.9Key Value: 4ATR Period: 35Long Trades: trueShort Trades: true0.480.510.46
Regular920BATS:SPY60-1199.789308.79-10508.5737.290.9775201.28Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: true0.420.450.40
Regular921BATS:SPY602979.7111672.83-8693.12391.0656094.89Key Value: 5ATR Period: 35Long Trades: trueShort Trades: true0.440.470.42
Regular922BATS:SPY60-2254.019031.91-11285.9237.160.956594.72Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: true0.400.420.37
Regular923BATS:SPY60-3441.538360.58-11802.1136.770.927982.08Key Value: 6ATR Period: 35Long Trades: trueShort Trades: true0.370.400.35
Regular924BATS:SPY60109.5210417.04-10307.5239.731.0035823.8Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: true0.430.460.40
Regular925BATS:SPY604996.9413168.69-8171.7541.181.1564212.51Key Value: 7ATR Period: 35Long Trades: trueShort Trades: true0.480.510.45
Regular926BATS:SPY601334.6211169.96-9835.3440.691.0434801.87Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: true0.450.480.42
Regular927BATS:SPY601599.4811449.39-9849.9139.711.0535762.62Key Value: 8ATR Period: 35Long Trades: trueShort Trades: true0.440.470.41
Regular928BATS:SPY603044.4412339.89-9295.4540.111.1133690.2Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: true0.470.510.44
Regular929BATS:SPY602882.3812221.39-9339.0141.041.1124233.59Key Value: 9ATR Period: 35Long Trades: trueShort Trades: true0.470.500.44
Regular930BATS:SPY605022.9312869.69-7846.7641.291.2214682.15Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: true0.480.510.45
Regular931BATS:SPY602229.8111267.62-9037.8138.11.0975470.16Key Value: 10ATR Period: 35Long Trades: trueShort Trades: true0.440.470.42
Regular932BATS:SPY60-8212.940-8212.9432.50.8649707.49Key Value: 1ATR Period: 5Long Trades: falseShort Trades: true0.310.270.37
Regular933BATS:SPY60-6181.420-6181.4232.320.8749091.56Key Value: 1.5ATR Period: 5Long Trades: falseShort Trades: true0.330.270.40
Regular934BATS:SPY60-9700.530-9700.5329.640.78111556Key Value: 2ATR Period: 5Long Trades: falseShort Trades: true0.270.240.32
Regular935BATS:SPY60-6319.990-6319.9930.620.8337781.53Key Value: 2.5ATR Period: 5Long Trades: falseShort Trades: true0.340.280.41
Regular936BATS:SPY60-9654.820-9654.8228.090.72910876.91Key Value: 3ATR Period: 5Long Trades: falseShort Trades: true0.270.240.32
Regular937BATS:SPY60-9213.780-9213.7827.30.7119763.84Key Value: 3.5ATR Period: 5Long Trades: falseShort Trades: true0.290.250.34
Regular938BATS:SPY60-9590.950-9590.9527.630.67810205.65Key Value: 4ATR Period: 5Long Trades: falseShort Trades: true0.280.250.33
Regular939BATS:SPY60-8563.970-8563.9727.370.6979703.82Key Value: 4.5ATR Period: 5Long Trades: falseShort Trades: true0.290.250.35
Regular940BATS:SPY60-7640.770-7640.7727.120.6958247.94Key Value: 5ATR Period: 5Long Trades: falseShort Trades: true0.320.270.38
Regular941BATS:SPY60-9105.30-9105.327.880.6319322.1Key Value: 5.5ATR Period: 5Long Trades: falseShort Trades: true0.300.260.35
Regular942BATS:SPY60-10959.450-10959.4530.110.55311060.89Key Value: 6ATR Period: 5Long Trades: falseShort Trades: true0.270.240.30
Regular943BATS:SPY60-11554.950-11554.9524.40.5211677.07Key Value: 6.5ATR Period: 5Long Trades: falseShort Trades: true0.240.220.27
Regular944BATS:SPY60-11430.490-11430.4926.350.49311694.49Key Value: 7ATR Period: 5Long Trades: falseShort Trades: true0.250.230.28
Regular945BATS:SPY60-10520.290-10520.29250.51210862.43Key Value: 7.5ATR Period: 5Long Trades: falseShort Trades: true0.260.230.30
Regular946BATS:SPY60-8331.310-8331.3123.080.5698416.91Key Value: 8ATR Period: 5Long Trades: falseShort Trades: true0.300.260.35
Regular947BATS:SPY60-8729.240-8729.2423.150.5358974.12Key Value: 8.5ATR Period: 5Long Trades: falseShort Trades: true0.290.250.34
Regular948BATS:SPY60-10652.090-10652.0922.120.4610710.97Key Value: 9ATR Period: 5Long Trades: falseShort Trades: true0.250.230.29
Regular949BATS:SPY60-10615.760-10615.7623.40.45510697.41Key Value: 9.5ATR Period: 5Long Trades: falseShort Trades: true0.260.230.30
Regular950BATS:SPY60-11850.050-11850.0518.680.41411872.13Key Value: 10ATR Period: 5Long Trades: falseShort Trades: true0.220.200.25
Regular951BATS:SPY60-6129.180-6129.1833.180.8987278.32Key Value: 1ATR Period: 10Long Trades: falseShort Trades: true0.350.300.42
Regular952BATS:SPY60-8180.440-8180.4431.850.83410759.03Key Value: 1.5ATR Period: 10Long Trades: falseShort Trades: true0.300.250.35
Regular953BATS:SPY60-9517.550-9517.5530.420.78211318.6Key Value: 2ATR Period: 10Long Trades: falseShort Trades: true0.280.240.32
Regular954BATS:SPY60-91120-911230.40.7649910.62Key Value: 2.5ATR Period: 10Long Trades: falseShort Trades: true0.300.260.35
Regular955BATS:SPY60-8328.230-8328.2328.810.7559060.93Key Value: 3ATR Period: 10Long Trades: falseShort Trades: true0.310.260.36
Regular956BATS:SPY60-6412.170-6412.1728.950.7858225.29Key Value: 3.5ATR Period: 10Long Trades: falseShort Trades: true0.330.270.40
Regular957BATS:SPY60-6389.270-6389.2728.430.7637128.09Key Value: 4ATR Period: 10Long Trades: falseShort Trades: true0.340.290.41
Regular958BATS:SPY60-7147.990-7147.9928.90.7267921.28Key Value: 4.5ATR Period: 10Long Trades: falseShort Trades: true0.330.280.39
Regular959BATS:SPY60-10381.10-10381.126.580.60510631.78Key Value: 5ATR Period: 10Long Trades: falseShort Trades: true0.270.240.31
Regular960BATS:SPY60-11733.540-11733.5427.80.53311829.41Key Value: 5.5ATR Period: 10Long Trades: falseShort Trades: true0.250.230.28
Regular961BATS:SPY60-9252.720-9252.7227.910.57610144.34Key Value: 6ATR Period: 10Long Trades: falseShort Trades: true0.280.250.33
Regular962BATS:SPY60-9026.990-9026.9925.330.56210206.53Key Value: 6.5ATR Period: 10Long Trades: falseShort Trades: true0.280.240.33
Regular963BATS:SPY60-9500.390-9500.3924.090.53310593.19Key Value: 7ATR Period: 10Long Trades: falseShort Trades: true0.270.230.31
Regular964BATS:SPY60-8601.610-8601.6121.190.5448813.83Key Value: 7.5ATR Period: 10Long Trades: falseShort Trades: true0.290.250.34
Regular965BATS:SPY60-9237.540-9237.5422.020.5179259.62Key Value: 8ATR Period: 10Long Trades: falseShort Trades: true0.280.240.33
Regular966BATS:SPY60-9830.930-9830.9320.830.489834.77Key Value: 8.5ATR Period: 10Long Trades: falseShort Trades: true0.270.230.31
Regular967BATS:SPY60-9526.590-9526.5923.860.4759541.13Key Value: 9ATR Period: 10Long Trades: falseShort Trades: true0.280.240.33
Regular968BATS:SPY60-10392.570-10392.5722.890.44410399.45Key Value: 9.5ATR Period: 10Long Trades: falseShort Trades: true0.260.230.30
Regular969BATS:SPY60-10270.380-10270.3823.680.42910531.35Key Value: 10ATR Period: 10Long Trades: falseShort Trades: true0.260.230.30
Regular970BATS:SPY60-5121.530-5121.5333.450.9146510.32Key Value: 1ATR Period: 15Long Trades: falseShort Trades: true0.370.310.45
Regular971BATS:SPY60-8617.440-8617.4432.540.82510935.3Key Value: 1.5ATR Period: 15Long Trades: falseShort Trades: true0.290.250.35
Regular972BATS:SPY60-8946.690-8946.6930.440.79411252.79Key Value: 2ATR Period: 15Long Trades: falseShort Trades: true0.280.240.33
Regular973BATS:SPY60-8318.050-8318.0531.90.7839027.31Key Value: 2.5ATR Period: 15Long Trades: falseShort Trades: true0.320.270.37
Regular974BATS:SPY60-6902.370-6902.3731.940.7917543Key Value: 3ATR Period: 15Long Trades: falseShort Trades: true0.340.290.41
Regular975BATS:SPY60-5558.010-5558.0130.030.8087526.31Key Value: 3.5ATR Period: 15Long Trades: falseShort Trades: true0.350.290.42
Regular976BATS:SPY60-7190.160-7190.1629.340.7398077.03Key Value: 4ATR Period: 15Long Trades: falseShort Trades: true0.330.280.39
Regular977BATS:SPY60-9393.920-9393.9229.780.6549410.92Key Value: 4.5ATR Period: 15Long Trades: falseShort Trades: true0.300.260.35
Regular978BATS:SPY60-10473.570-10473.5726.070.58910762.37Key Value: 5ATR Period: 15Long Trades: falseShort Trades: true0.260.240.30
Regular979BATS:SPY60-11472.920-11472.9226.320.5312886.69Key Value: 5.5ATR Period: 15Long Trades: falseShort Trades: true0.230.210.27
Regular980BATS:SPY60-10253.590-10253.59250.53611786.79Key Value: 6ATR Period: 15Long Trades: falseShort Trades: true0.250.220.29
Regular981BATS:SPY60-84470-844726.350.5799605.97Key Value: 6.5ATR Period: 15Long Trades: falseShort Trades: true0.290.250.35
Regular982BATS:SPY60-8451.090-8451.0927.610.5599517.01Key Value: 7ATR Period: 15Long Trades: falseShort Trades: true0.300.260.35
Regular983BATS:SPY60-7973.130-7973.1325.220.5528241.35Key Value: 7.5ATR Period: 15Long Trades: falseShort Trades: true0.310.260.37
Regular984BATS:SPY60-9466.110-9466.1123.580.4799532.51Key Value: 8ATR Period: 15Long Trades: falseShort Trades: true0.280.240.33
Regular985BATS:SPY60-8815.50-8815.521.280.5048860.94Key Value: 8.5ATR Period: 15Long Trades: falseShort Trades: true0.290.250.34
Regular986BATS:SPY60-8503.650-8503.6524.710.5138641.4Key Value: 9ATR Period: 15Long Trades: falseShort Trades: true0.300.260.35
Regular987BATS:SPY60-8857.680-8857.6825.320.4789382.55Key Value: 9.5ATR Period: 15Long Trades: falseShort Trades: true0.290.250.34
Regular988BATS:SPY60-10376.260-10376.26250.41510878.76Key Value: 10ATR Period: 15Long Trades: falseShort Trades: true0.260.230.30
Regular989BATS:SPY60-4309.410-4309.4134.150.9285488.62Key Value: 1ATR Period: 20Long Trades: falseShort Trades: true0.390.320.47
Regular990BATS:SPY60-6862.480-6862.4832.740.8599004.19Key Value: 1.5ATR Period: 20Long Trades: falseShort Trades: true0.330.280.39
Regular991BATS:SPY60-9171.450-9171.4531.210.78910981.21Key Value: 2ATR Period: 20Long Trades: falseShort Trades: true0.280.250.33
Regular992BATS:SPY60-9345.360-9345.3631.450.769816.54Key Value: 2.5ATR Period: 20Long Trades: falseShort Trades: true0.300.260.35
Regular993BATS:SPY60-6700.350-6700.3531.030.7966833.27Key Value: 3ATR Period: 20Long Trades: falseShort Trades: true0.350.300.42
Regular994BATS:SPY60-6717.150-6717.1530.950.7768101.52Key Value: 3.5ATR Period: 20Long Trades: falseShort Trades: true0.330.280.40
Regular995BATS:SPY60-7299.160-7299.1630.160.7387550.07Key Value: 4ATR Period: 20Long Trades: falseShort Trades: true0.330.290.40
Regular996BATS:SPY60-9437.480-9437.4829.450.6579755.73Key Value: 4.5ATR Period: 20Long Trades: falseShort Trades: true0.290.260.34
Regular997BATS:SPY60-9726.880-9726.8828.260.59910760.29Key Value: 5ATR Period: 20Long Trades: falseShort Trades: true0.280.240.32
Regular998BATS:SPY60-10565.680-10565.6828.080.55311995.21Key Value: 5.5ATR Period: 20Long Trades: falseShort Trades: true0.250.230.29
Regular999BATS:SPY60-11645.750-11645.7525.280.4912677.18Key Value: 6ATR Period: 20Long Trades: falseShort Trades: true0.230.210.26
Regular1000BATS:SPY60-7530.130-7530.1327.080.6138332.81Key Value: 6.5ATR Period: 20Long Trades: falseShort Trades: true0.320.270.38
Regular1001BATS:SPY60-8547.660-8547.6627.480.5459224.24Key Value: 7ATR Period: 20Long Trades: falseShort Trades: true0.300.260.35
Regular1002BATS:SPY60-10152.710-10152.7124.580.47510254.63Key Value: 7.5ATR Period: 20Long Trades: falseShort Trades: true0.270.240.31
Regular1003BATS:SPY60-9823.360-9823.3624.30.469924.8Key Value: 8ATR Period: 20Long Trades: falseShort Trades: true0.270.240.32
Regular1004BATS:SPY60-8233.960-8233.9623.40.5198335.4Key Value: 8.5ATR Period: 20Long Trades: falseShort Trades: true0.300.260.36
Regular1005BATS:SPY60-7943.550-7943.5524.710.5248009.95Key Value: 9ATR Period: 20Long Trades: falseShort Trades: true0.310.270.37
Regular1006BATS:SPY60-8808.70-8808.725.640.4659295.09Key Value: 9.5ATR Period: 20Long Trades: falseShort Trades: true0.290.250.34
Regular1007BATS:SPY60-10815.760-10815.7626.320.39811412.32Key Value: 10ATR Period: 20Long Trades: falseShort Trades: true0.250.230.29
Regular1008BATS:SPY60-4404.660-4404.6634.370.9275680.17Key Value: 1ATR Period: 25Long Trades: falseShort Trades: true0.390.320.47
Regular1009BATS:SPY60-6562.030-6562.0333.210.8658142.61Key Value: 1.5ATR Period: 25Long Trades: falseShort Trades: true0.340.290.41
Regular1010BATS:SPY60-9052.530-9052.5331.910.79110682Key Value: 2ATR Period: 25Long Trades: falseShort Trades: true0.290.250.34
Regular1011BATS:SPY60-9317.740-9317.7431.660.769873.48Key Value: 2.5ATR Period: 25Long Trades: falseShort Trades: true0.300.260.35
Regular1012BATS:SPY60-5016.780-5016.7831.380.8446312.89Key Value: 3ATR Period: 25Long Trades: falseShort Trades: true0.370.300.45
Regular1013BATS:SPY60-5993.770-5993.7731.130.7986850.35Key Value: 3.5ATR Period: 25Long Trades: falseShort Trades: true0.350.300.43
Regular1014BATS:SPY60-7039.60-7039.630.910.7447354.43Key Value: 4ATR Period: 25Long Trades: falseShort Trades: true0.340.290.40
Regular1015BATS:SPY60-9809.970-9809.9729.780.6419897.13Key Value: 4.5ATR Period: 25Long Trades: falseShort Trades: true0.290.260.33
Regular1016BATS:SPY60-10569.940-10569.9428.940.5811186.03Key Value: 5ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
Regular1017BATS:SPY60-11203.270-11203.2728.570.52412533.1Key Value: 5.5ATR Period: 25Long Trades: falseShort Trades: true0.240.220.28
Regular1018BATS:SPY60-11362.80-11362.823.460.49812038.45Key Value: 6ATR Period: 25Long Trades: falseShort Trades: true0.240.210.27
Regular1019BATS:SPY60-8179.070-8179.0725.850.5849087.35Key Value: 6.5ATR Period: 25Long Trades: falseShort Trades: true0.300.260.36
Regular1020BATS:SPY60-8271.580-8271.5828.130.5478925.86Key Value: 7ATR Period: 25Long Trades: falseShort Trades: true0.310.260.36
Regular1021BATS:SPY60-10328.180-10328.1825.420.44710430.1Key Value: 7.5ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
Regular1022BATS:SPY60-10038.480-10038.4823.360.43510139.92Key Value: 8ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
Regular1023BATS:SPY60-8765.620-8765.6226.320.4958867.06Key Value: 8.5ATR Period: 25Long Trades: falseShort Trades: true0.300.260.35
Regular1024BATS:SPY60-7582.970-7582.9725.880.5257766.53Key Value: 9ATR Period: 25Long Trades: falseShort Trades: true0.320.270.38
Regular1025BATS:SPY60-9906.080-9906.0823.460.4179973.05Key Value: 9.5ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
Regular1026BATS:SPY60-10658.770-10658.7724.320.39111325.78Key Value: 10ATR Period: 25Long Trades: falseShort Trades: true0.250.220.29
Regular1027BATS:SPY60-5727.90-5727.934.210.9066548.83Key Value: 1ATR Period: 30Long Trades: falseShort Trades: true0.370.310.44
Regular1028BATS:SPY60-6856.590-6856.5933.130.8597963.61Key Value: 1.5ATR Period: 30Long Trades: falseShort Trades: true0.340.290.41
Regular1029BATS:SPY60-9865.770-9865.7731.910.77210707.63Key Value: 2ATR Period: 30Long Trades: falseShort Trades: true0.290.250.33
Regular1030BATS:SPY60-8755.710-8755.7132.060.7719285.96Key Value: 2.5ATR Period: 30Long Trades: falseShort Trades: true0.310.270.36
Regular1031BATS:SPY60-5436.990-5436.9931.870.8346769.18Key Value: 3ATR Period: 30Long Trades: falseShort Trades: true0.360.300.44
Regular1032BATS:SPY60-5157.150-5157.1531.320.8245988.03Key Value: 3.5ATR Period: 30Long Trades: falseShort Trades: true0.370.310.45
Regular1033BATS:SPY60-7960.60-7960.630.250.7148825.7Key Value: 4ATR Period: 30Long Trades: falseShort Trades: true0.320.270.37
Regular1034BATS:SPY60-10464.080-10464.0829.090.61810572.89Key Value: 4.5ATR Period: 30Long Trades: falseShort Trades: true0.270.250.31
Regular1035BATS:SPY60-9021.760-9021.7629.310.6289616.55Key Value: 5ATR Period: 30Long Trades: falseShort Trades: true0.300.260.35
Regular1036BATS:SPY60-10671.530-10671.53290.5411646.62Key Value: 5.5ATR Period: 30Long Trades: falseShort Trades: true0.260.230.30
Regular1037BATS:SPY60-12043.940-12043.9423.330.47312582.72Key Value: 6ATR Period: 30Long Trades: falseShort Trades: true0.230.210.25
Regular1038BATS:SPY60-8808.550-8808.5525.680.5549511.43Key Value: 6.5ATR Period: 30Long Trades: falseShort Trades: true0.290.250.34
Regular1039BATS:SPY60-8714.530-8714.5328.680.549195.77Key Value: 7ATR Period: 30Long Trades: falseShort Trades: true0.300.260.35
Regular1040BATS:SPY60-9750.010-9750.0125.860.47210244.98Key Value: 7.5ATR Period: 30Long Trades: falseShort Trades: true0.270.240.32
Regular1041BATS:SPY60-10406.280-10406.2824.070.43710507.72Key Value: 8ATR Period: 30Long Trades: falseShort Trades: true0.260.230.30
Regular1042BATS:SPY60-9338.270-9338.2726.040.4579439.71Key Value: 8.5ATR Period: 30Long Trades: falseShort Trades: true0.290.250.34
Regular1043BATS:SPY60-8069.210-8069.2124.420.4978170.65Key Value: 9ATR Period: 30Long Trades: falseShort Trades: true0.310.260.36
Regular1044BATS:SPY60-7858.160-7858.16250.4889000.97Key Value: 9.5ATR Period: 30Long Trades: falseShort Trades: true0.300.250.36
Regular1045BATS:SPY60-8520.350-8520.3522.970.4359872.22Key Value: 10ATR Period: 30Long Trades: falseShort Trades: true0.280.240.33
Regular1046BATS:SPY60-6641.110-6641.1133.720.8927403.43Key Value: 1ATR Period: 35Long Trades: falseShort Trades: true0.350.300.42
Regular1047BATS:SPY60-7985.240-7985.2433.040.8389003.14Key Value: 1.5ATR Period: 35Long Trades: falseShort Trades: true0.320.280.38
Regular1048BATS:SPY60-8794.470-8794.4732.020.79610246.78Key Value: 2ATR Period: 35Long Trades: falseShort Trades: true0.300.260.35
Regular1049BATS:SPY60-8876.660-8876.6631.470.779128.84Key Value: 2.5ATR Period: 35Long Trades: falseShort Trades: true0.310.270.36
Regular1050BATS:SPY60-6169.060-6169.0632.360.8117403.69Key Value: 3ATR Period: 35Long Trades: falseShort Trades: true0.350.290.42
Regular1051BATS:SPY60-5193.360-5193.3631.870.8235648.45Key Value: 3.5ATR Period: 35Long Trades: falseShort Trades: true0.380.310.45
Regular1052BATS:SPY60-7614.50-7614.530.030.7258540.6Key Value: 4ATR Period: 35Long Trades: falseShort Trades: true0.320.270.38
Regular1053BATS:SPY60-10150.440-10150.4430.660.62710540.2Key Value: 4.5ATR Period: 35Long Trades: falseShort Trades: true0.280.250.32
Regular1054BATS:SPY60-8311.450-8311.4530.430.6528980.28Key Value: 5ATR Period: 35Long Trades: falseShort Trades: true0.310.270.37
Regular1055BATS:SPY60-10787.980-10787.9827.860.5411833.13Key Value: 5.5ATR Period: 35Long Trades: falseShort Trades: true0.250.230.29
Regular1056BATS:SPY60-11362.70-11362.723.890.49412041.71Key Value: 6ATR Period: 35Long Trades: falseShort Trades: true0.240.220.27
Regular1057BATS:SPY60-9728.260-9728.2626.170.49610054.17Key Value: 6.5ATR Period: 35Long Trades: falseShort Trades: true0.280.240.32
Regular1058BATS:SPY60-7544.040-7544.0428.130.5778113.62Key Value: 7ATR Period: 35Long Trades: falseShort Trades: true0.320.270.38
Regular1059BATS:SPY60-9262.610-9262.61250.4879511.25Key Value: 7.5ATR Period: 35Long Trades: falseShort Trades: true0.280.250.33
Regular1060BATS:SPY60-9173.550-9173.5524.760.4849476.48Key Value: 8ATR Period: 35Long Trades: falseShort Trades: true0.280.250.33
Regular1061BATS:SPY60-8591.240-8591.2425.530.4718692.68Key Value: 8.5ATR Period: 35Long Trades: falseShort Trades: true0.300.260.35
Regular1062BATS:SPY60-8621.060-8621.0625.290.4658722.5Key Value: 9ATR Period: 35Long Trades: falseShort Trades: true0.300.260.35
Regular1063BATS:SPY60-7174.460-7174.4625.640.4948900.33Key Value: 9.5ATR Period: 35Long Trades: falseShort Trades: true0.310.260.37
Regular1064BATS:SPY60-8390.870-8390.8724.320.4299805.27Key Value: 10ATR Period: 35Long Trades: falseShort Trades: true0.280.240.34
Regular1065BATS:SPY6012112.2912112.29040.281.1912398.05Key Value: 1ATR Period: 5Long Trades: trueShort Trades: false0.550.520.59
Regular1066BATS:SPY6014576.8214576.82044.341.3061705.61Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: false0.590.570.60
Regular1067BATS:SPY6010397.410397.4042.891.2541489.68Key Value: 2ATR Period: 5Long Trades: trueShort Trades: false0.560.520.60
Regular1068BATS:SPY6014745.1914745.19043.071.4491343.12Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: false0.590.570.61
Regular1069BATS:SPY6010544.310544.3041.321.3471595.23Key Value: 3ATR Period: 5Long Trades: trueShort Trades: false0.550.510.60
Regular1070BATS:SPY6011167.7911167.79043.781.4341556.38Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: false0.560.530.61
Regular1071BATS:SPY6010545.610545.6045.651.4452346.27Key Value: 4ATR Period: 5Long Trades: trueShort Trades: false0.560.520.60
Regular1072BATS:SPY6012022.1912022.19048.421.5852756.64Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: false0.570.540.60
Regular1073BATS:SPY6012995.1712995.17050.641.7532104.88Key Value: 5ATR Period: 5Long Trades: trueShort Trades: false0.590.560.62
Regular1074BATS:SPY6011316.2411316.24050.721.7041942.65Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: false0.580.550.62
Regular1075BATS:SPY609103.39103.3048.651.5861789.48Key Value: 6ATR Period: 5Long Trades: trueShort Trades: false0.560.510.62
Regular1076BATS:SPY608609.148609.14046.711.5831763.07Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: false0.550.500.61
Regular1077BATS:SPY608552.568552.56047.621.6243060.69Key Value: 7ATR Period: 5Long Trades: trueShort Trades: false0.540.490.60
Regular1078BATS:SPY6010078.7410078.74051.911.882927.98Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: false0.560.520.61
Regular1079BATS:SPY6012828.4912828.49057.762.4761158.02Key Value: 8ATR Period: 5Long Trades: trueShort Trades: false0.620.600.65
Regular1080BATS:SPY6012211.0912211.09057.012.529920.84Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: false0.620.590.65
Regular1081BATS:SPY6010148.2310148.23047.572.1191245.32Key Value: 9ATR Period: 5Long Trades: trueShort Trades: false0.570.530.62
Regular1082BATS:SPY6010080.3210080.32051.612.2911553.4Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: false0.580.540.63
Regular1083BATS:SPY608537.198537.190502.0451302.96Key Value: 10ATR Period: 5Long Trades: trueShort Trades: false0.570.520.63
Regular1084BATS:SPY6014641.4214641.42040.671.2321920.05Key Value: 1ATR Period: 10Long Trades: trueShort Trades: false0.570.560.59
Regular1085BATS:SPY6012205.8412205.84042.811.2393146.75Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: false0.550.520.58
Regular1086BATS:SPY6010509.4610509.46041.451.2481557.48Key Value: 2ATR Period: 10Long Trades: trueShort Trades: false0.550.510.60
Regular1087BATS:SPY6011028.2111028.21040.481.3071620.62Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: false0.550.520.60
Regular1088BATS:SPY6012229.1112229.11042.271.3991550.82Key Value: 3ATR Period: 10Long Trades: trueShort Trades: false0.570.540.60
Regular1089BATS:SPY6014744.7314744.73044.851.5862029.16Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: false0.590.570.60
Regular1090BATS:SPY6014135.0314135.03046.471.6111608.99Key Value: 4ATR Period: 10Long Trades: trueShort Trades: false0.590.570.61
Regular1091BATS:SPY6013343.9913343.99048.471.6592051.12Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: false0.590.560.61
Regular1092BATS:SPY609559.99559.9046.611.462931.62Key Value: 5ATR Period: 10Long Trades: trueShort Trades: false0.540.500.60
Regular1093BATS:SPY608000.768000.76047.551.4133014.43Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: false0.540.480.60
Regular1094BATS:SPY6011121.3711121.37049.711.7092612.32Key Value: 6ATR Period: 10Long Trades: trueShort Trades: false0.570.530.61
Regular1095BATS:SPY6011336.9411336.94051.011.8443194.85Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: false0.570.530.61
Regular1096BATS:SPY6010863.8410863.84052.211.9062741.85Key Value: 7ATR Period: 10Long Trades: trueShort Trades: false0.570.540.62
Regular1097BATS:SPY6012517.6512517.65053.852.3121683.11Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: false0.600.570.63
Regular1098BATS:SPY6011685.7111685.71053.72.2661456.73Key Value: 8ATR Period: 10Long Trades: trueShort Trades: false0.600.570.64
Regular1099BATS:SPY6011117.3511117.35050.532.1672380.09Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: false0.580.540.62
Regular1100BATS:SPY6011260.8211260.82051.722.5251755.06Key Value: 9ATR Period: 10Long Trades: trueShort Trades: false0.590.550.63
Regular1101BATS:SPY6010549.4610549.46051.222.4941022.96Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: false0.590.550.64
Regular1102BATS:SPY6010720.8910720.89050.672.75891.1Key Value: 10ATR Period: 10Long Trades: trueShort Trades: false0.590.560.64
Regular1103BATS:SPY6015973.4115973.41040.81.2562026.04Key Value: 1ATR Period: 15Long Trades: trueShort Trades: false0.580.570.59
Regular1104BATS:SPY6011659.0211659.02042.11.2222445.14Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: false0.550.520.59
Regular1105BATS:SPY6011088.1411088.14041.561.2611650.63Key Value: 2ATR Period: 15Long Trades: trueShort Trades: false0.560.520.60
Regular1106BATS:SPY6012017.112017.1041.271.3311727.99Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: false0.560.530.60
Regular1107BATS:SPY6014093.7814093.78042.681.4622303.91Key Value: 3ATR Period: 15Long Trades: trueShort Trades: false0.570.550.59
Regular1108BATS:SPY6014914.6814914.68044.891.5941928.8Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: false0.590.570.60
Regular1109BATS:SPY6013129.5513129.55045.891.5421656.29Key Value: 4ATR Period: 15Long Trades: trueShort Trades: false0.580.560.61
Regular1110BATS:SPY6010563.4410563.44046.131.4622333.5Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: false0.560.520.60
Regular1111BATS:SPY609209.349209.34048.071.4362573.95Key Value: 5ATR Period: 15Long Trades: trueShort Trades: false0.550.500.60
Regular1112BATS:SPY608213.88213.8047.121.3922922.74Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: false0.540.490.60
Regular1113BATS:SPY609661.189661.18049.711.5573372.61Key Value: 6ATR Period: 15Long Trades: trueShort Trades: false0.550.510.60
Regular1114BATS:SPY6012061.9712061.97052.381.8782622.07Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: false0.580.550.62
Regular1115BATS:SPY6012367.0512367.05054.891.9612344.46Key Value: 7ATR Period: 15Long Trades: trueShort Trades: false0.590.570.63
Regular1116BATS:SPY6013213.5113213.51056.142.3271761.58Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: false0.610.590.64
Regular1117BATS:SPY6011133.9111133.91050.482.1281670.46Key Value: 8ATR Period: 15Long Trades: trueShort Trades: false0.580.550.62
Regular1118BATS:SPY6012113.1912113.19053.762.4321430.28Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: false0.600.570.64
Regular1119BATS:SPY6012638.6912638.69053.572.931460.25Key Value: 9ATR Period: 15Long Trades: trueShort Trades: false0.610.580.64
Regular1120BATS:SPY6012224.8112224.810502.8091741.02Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: false0.590.560.63
Regular1121BATS:SPY6010614.0110614.01050.672.584977.79Key Value: 10ATR Period: 15Long Trades: trueShort Trades: false0.590.550.64
Regular1122BATS:SPY6017269.3517269.35040.971.2792385.03Key Value: 1ATR Period: 20Long Trades: trueShort Trades: false0.590.590.59
Regular1123BATS:SPY6013996.2113996.21042.541.2712240.49Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: false0.570.550.59
Regular1124BATS:SPY6011049.1111049.11041.491.2611728.94Key Value: 2ATR Period: 20Long Trades: trueShort Trades: false0.550.520.60
Regular1125BATS:SPY6011088.8111088.81041.671.31767.23Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: false0.560.520.60
Regular1126BATS:SPY6014470.3614470.36042.441.4651998.89Key Value: 3ATR Period: 20Long Trades: trueShort Trades: false0.580.560.60
Regular1127BATS:SPY6013795.1613795.16043.241.5181880.43Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: false0.580.560.60
Regular1128BATS:SPY6013301.7713301.77045.221.5431714Key Value: 4ATR Period: 20Long Trades: trueShort Trades: false0.580.560.61
Regular1129BATS:SPY6010861.5310861.53045.991.4552305.16Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: false0.560.520.60
Regular1130BATS:SPY6010220.1310220.13048.031.4792699.46Key Value: 5ATR Period: 20Long Trades: trueShort Trades: false0.560.520.60
Regular1131BATS:SPY609398.679398.67048.021.4513061.6Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: false0.550.500.60
Regular1132BATS:SPY608132.228132.22049.151.4173787.99Key Value: 6ATR Period: 20Long Trades: trueShort Trades: false0.530.480.59
Regular1133BATS:SPY6013783.9113783.91054.551.9833033.02Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: false0.590.570.62
Regular1134BATS:SPY6012470.2412470.24056.921.9392034.15Key Value: 7ATR Period: 20Long Trades: trueShort Trades: false0.600.580.64
Regular1135BATS:SPY6010673.3510673.35051.281.8392114.74Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: false0.580.540.62
Regular1136BATS:SPY6010843.5610843.56051.892.0481609.56Key Value: 8ATR Period: 20Long Trades: trueShort Trades: false0.590.550.63
Regular1137BATS:SPY6012867.6812867.68054.842.5451341.68Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: false0.610.590.64
Regular1138BATS:SPY6013476.3513476.35051.192.9441756.95Key Value: 9ATR Period: 20Long Trades: trueShort Trades: false0.600.580.63
Regular1139BATS:SPY6012409.5412409.54053.252.8111668.59Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: false0.600.580.64
Regular1140BATS:SPY6010090.2110090.21050.672.3541573.25Key Value: 10ATR Period: 20Long Trades: trueShort Trades: false0.580.540.63
Regular1141BATS:SPY6017440.9517440.95040.851.282460.74Key Value: 1ATR Period: 25Long Trades: trueShort Trades: false0.590.590.59
Regular1142BATS:SPY6014545.6114545.61043.111.2842301.78Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: false0.580.560.59
Regular1143BATS:SPY6011282.7311282.73041.081.2671685.68Key Value: 2ATR Period: 25Long Trades: trueShort Trades: false0.560.520.60
Regular1144BATS:SPY6011072.8411072.84041.541.2921735.04Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: false0.560.520.60
Regular1145BATS:SPY6016642.3916642.39042.141.551793.56Key Value: 3ATR Period: 25Long Trades: trueShort Trades: false0.590.590.60
Regular1146BATS:SPY6014890.1814890.18043.651.5681473.7Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: false0.590.580.61
Regular1147BATS:SPY6013777.2613777.26044.31.5491647.73Key Value: 4ATR Period: 25Long Trades: trueShort Trades: false0.580.560.61
Regular1148BATS:SPY6010473.5910473.59044.651.4322374.19Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
Regular1149BATS:SPY609455.999455.99047.441.4142643.84Key Value: 5ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
Regular1150BATS:SPY608713.978713.97048.021.3973375.64Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: false0.540.490.59
Regular1151BATS:SPY608902.878902.87048.881.453146.21Key Value: 6ATR Period: 25Long Trades: trueShort Trades: false0.540.500.60
Regular1152BATS:SPY6012924.9812924.98055.481.8333344Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: false0.590.560.62
Regular1153BATS:SPY6012794.7612794.76054.331.9741921.26Key Value: 7ATR Period: 25Long Trades: trueShort Trades: false0.600.570.63
Regular1154BATS:SPY6010304.3510304.35052.991.7692110.98Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: false0.580.540.62
Regular1155BATS:SPY6010606.2110606.21052.831.9011788.76Key Value: 8ATR Period: 25Long Trades: trueShort Trades: false0.580.550.63
Regular1156BATS:SPY6012466.8512466.85054.262.3641531.7Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: false0.600.580.64
Regular1157BATS:SPY6014055.1414055.14057.142.9461522.25Key Value: 9ATR Period: 25Long Trades: trueShort Trades: false0.630.610.65
Regular1158BATS:SPY6011205.9211205.92052.52.3432424.61Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: false0.580.550.62
Regular1159BATS:SPY6010298.7310298.73049.322.3851556.36Key Value: 10ATR Period: 25Long Trades: trueShort Trades: false0.580.540.62
Regular1160BATS:SPY6015995.315995.3040.541.2532448.48Key Value: 1ATR Period: 30Long Trades: trueShort Trades: false0.580.570.59
Regular1161BATS:SPY601462514625042.511.2892044.01Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: false0.580.560.60
Regular1162BATS:SPY6010978.9910978.99040.711.2541702.76Key Value: 2ATR Period: 30Long Trades: trueShort Trades: false0.550.520.59
Regular1163BATS:SPY6012250.3212250.32040.541.3221586.26Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: false0.560.530.60
Regular1164BATS:SPY6016370.6316370.63041.391.5281797.89Key Value: 3ATR Period: 30Long Trades: trueShort Trades: false0.590.580.60
Regular1165BATS:SPY6016047.5516047.55043.81.621469.79Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: false0.600.590.61
Regular1166BATS:SPY6012672.4512672.45043.341.4851570.02Key Value: 4ATR Period: 30Long Trades: trueShort Trades: false0.570.550.60
Regular1167BATS:SPY609672.569672.56044.531.3912297.95Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: false0.550.500.60
Regular1168BATS:SPY6011536.611536.6048.051.5122533.48Key Value: 5ATR Period: 30Long Trades: trueShort Trades: false0.570.530.61
Regular1169BATS:SPY609834.699834.69047.241.4563276.02Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: false0.540.500.59
Regular1170BATS:SPY608202.918202.91049.161.3943205.92Key Value: 6ATR Period: 30Long Trades: trueShort Trades: false0.540.490.60
Regular1171BATS:SPY6012262.2612262.26053.061.7523098.83Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: false0.580.550.61
Regular1172BATS:SPY6012257.6512257.65053.131.9072374.8Key Value: 7ATR Period: 30Long Trades: trueShort Trades: false0.590.560.62
Regular1173BATS:SPY6011094.6211094.62054.781.8392314.6Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: false0.580.550.63
Regular1174BATS:SPY6010454.7110454.71053.271.8452251.69Key Value: 8ATR Period: 30Long Trades: trueShort Trades: false0.580.540.62
Regular1175BATS:SPY6011732.6511732.65053.682.1781545.84Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: false0.600.570.63
Regular1176BATS:SPY6013417.2713417.27058.822.6991714.07Key Value: 9ATR Period: 30Long Trades: trueShort Trades: false0.620.600.65
Regular1177BATS:SPY6012211.4512211.45053.162.4912346.05Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: false0.590.560.63
Regular1178BATS:SPY6011539.8411539.84052.052.5162091.31Key Value: 10ATR Period: 30Long Trades: trueShort Trades: false0.590.550.63
Regular1179BATS:SPY6015168.8615168.86040.361.2392447.53Key Value: 1ATR Period: 35Long Trades: trueShort Trades: false0.570.560.59
Regular1180BATS:SPY6013324.0313324.03042.641.2592329.48Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: false0.570.540.59
Regular1181BATS:SPY6011710.6111710.61041.351.2721810.49Key Value: 2ATR Period: 35Long Trades: trueShort Trades: false0.560.530.60
Regular1182BATS:SPY6012134.1112134.11040.641.3181789.67Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: false0.560.530.59
Regular1183BATS:SPY6015380.8615380.86041.631.4921545.97Key Value: 3ATR Period: 35Long Trades: trueShort Trades: false0.590.580.60
Regular1184BATS:SPY6015907.5715907.57042.861.6091618.37Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: false0.590.580.60
Regular1185BATS:SPY6013055.5313055.53044.411.5091680.22Key Value: 4ATR Period: 35Long Trades: trueShort Trades: false0.580.550.61
Regular1186BATS:SPY6010035.8910035.89043.961.4072276.52Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: false0.550.510.60
Regular1187BATS:SPY6012393.8312393.83047.61.5622551.72Key Value: 5ATR Period: 35Long Trades: trueShort Trades: false0.570.540.60
Regular1188BATS:SPY609604.039604.03046.51.4363241.59Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: false0.540.500.59
Regular1189BATS:SPY608976.998976.99049.721.4323157.9Key Value: 6ATR Period: 35Long Trades: trueShort Trades: false0.550.500.60
Regular1190BATS:SPY6010961.2210961.22053.381.623140.31Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: false0.570.530.61
Regular1191BATS:SPY6013603.413603.4054.332.0212007.42Key Value: 7ATR Period: 35Long Trades: trueShort Trades: false0.600.580.63
Regular1192BATS:SPY6011683.9911683.99056.521.9161861.16Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: false0.600.570.64
Regular1193BATS:SPY6011789.1211789.12054.811.9912319.61Key Value: 8ATR Period: 35Long Trades: trueShort Trades: false0.590.560.63
Regular1194BATS:SPY6012687.6212687.62054.842.2751758.47Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: false0.600.580.64
Regular1195BATS:SPY6012653.8212653.82056.982.4251777.9Key Value: 9ATR Period: 35Long Trades: trueShort Trades: false0.610.580.64
Regular1196BATS:SPY6013175.313175.3057.142.6941769.39Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: false0.620.590.64
Regular1197BATS:SPY6011632.6511632.65052.052.5041850.4Key Value: 10ATR Period: 35Long Trades: trueShort Trades: false0.590.560.63
All1198BATS:SPY60-2002.628988.95-10991.5736.110.98810775.92Key Value: 1ATR Period: 5Long Trades: trueShort Trades: true0.350.370.33
All1199BATS:SPY605209.613007.27-7797.6737.681.047899.25Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: true0.430.460.41
All1200BATS:SPY604748.8412723.88-7975.0437.731.0446224.03Key Value: 2ATR Period: 5Long Trades: trueShort Trades: true0.450.480.42
All1201BATS:SPY60-1451.729124.78-10576.536.270.9848362.56Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: true0.380.400.36
All1202BATS:SPY60-6356.66314.76-12671.3636.610.92410317.41Key Value: 3ATR Period: 5Long Trades: trueShort Trades: true0.330.350.31
All1203BATS:SPY60-1944.758854.48-10799.2337.710.9745642.12Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: true0.410.440.39
All1204BATS:SPY60-702.659638.04-10340.6938.030.994214.74Key Value: 4ATR Period: 5Long Trades: trueShort Trades: true0.440.460.42
All1205BATS:SPY602385.2111126.89-8741.6839.871.045849.79Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: true0.440.470.42
All1206BATS:SPY602559.3411321.23-8761.8938.671.0475339.08Key Value: 5ATR Period: 5Long Trades: trueShort Trades: true0.450.470.43
All1207BATS:SPY60-2060.618736.66-10797.2737.650.968543.61Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: true0.380.400.36
All1208BATS:SPY60-2385.38694.41-11079.7137.290.9516979.68Key Value: 6ATR Period: 5Long Trades: trueShort Trades: true0.390.420.37
All1209BATS:SPY603869.5312524.78-8655.2537.991.0894102.9Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: true0.470.500.44
All1210BATS:SPY601467.5811055.82-9588.2437.661.0364184.65Key Value: 7ATR Period: 5Long Trades: trueShort Trades: true0.450.480.43
All1211BATS:SPY602597.3711797.95-9200.5838.221.0664080.1Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: true0.460.490.43
All1212BATS:SPY604788.513028.81-8240.3138.831.1283875.43Key Value: 8ATR Period: 5Long Trades: trueShort Trades: true0.480.510.45
All1213BATS:SPY605226.9713429.93-8202.9638.821.1454410.62Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: true0.480.510.45
All1214BATS:SPY602188.0911814.59-9626.539.11.0624290.59Key Value: 9ATR Period: 5Long Trades: trueShort Trades: true0.460.490.43
All1215BATS:SPY601117.4211217.49-10100.0739.861.0326029.2Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: true0.430.470.40
All1216BATS:SPY60-1550.029709.17-11259.1938.890.9555374.52Key Value: 10ATR Period: 5Long Trades: trueShort Trades: true0.420.450.39
All1217BATS:SPY601753.4610918.24-9164.7836.561.0118208.52Key Value: 1ATR Period: 10Long Trades: trueShort Trades: true0.400.430.38
All1218BATS:SPY607350.8714165.7-6814.8337.51.0567202.23Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: true0.450.480.43
All1219BATS:SPY604480.1412461.91-7981.7737.741.0417482.91Key Value: 2ATR Period: 10Long Trades: trueShort Trades: true0.430.460.41
All1220BATS:SPY60-1358.779110.11-10468.8836.740.9856782.05Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: true0.400.420.38
All1221BATS:SPY60-3063.248244.98-11308.2236.550.9637284.52Key Value: 3ATR Period: 10Long Trades: trueShort Trades: true0.380.410.36
All1222BATS:SPY60-1303.959154.63-10458.5838.120.9826602.09Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: true0.410.430.39
All1223BATS:SPY602351.2411065.45-8714.2139.031.0373181.97Key Value: 4ATR Period: 10Long Trades: trueShort Trades: true0.470.490.45
All1224BATS:SPY60-925.639405.88-10331.5138.710.9855710.65Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: true0.420.440.40
All1225BATS:SPY60-5371.627072.1-12443.7237.030.9067091.23Key Value: 5ATR Period: 10Long Trades: trueShort Trades: true0.370.390.35
All1226BATS:SPY60-1634.358947.69-10582.0436.760.9677784.37Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: true0.390.410.37
All1227BATS:SPY60-1098.259376.85-10475.136.770.9766505.46Key Value: 6ATR Period: 10Long Trades: trueShort Trades: true0.410.430.38
All1228BATS:SPY60-5442.886816.04-12258.9235.930.889423.42Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: true0.340.360.32
All1229BATS:SPY601824.4711465.69-9641.2236.11.0454467.29Key Value: 7ATR Period: 10Long Trades: trueShort Trades: true0.450.480.42
All1230BATS:SPY603021.4212297.43-9276.0137.571.0785347.63Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: true0.450.480.42
All1231BATS:SPY602285.0511853.28-9568.2339.261.0625575.92Key Value: 8ATR Period: 10Long Trades: trueShort Trades: true0.450.480.41
All1232BATS:SPY603687.712484.68-8796.9840.971.115652.34Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: true0.460.490.43
All1233BATS:SPY602745.3211957.82-9212.538.931.0865840.52Key Value: 9ATR Period: 10Long Trades: trueShort Trades: true0.440.470.42
All1234BATS:SPY60-2903.468889.6-11793.0635.970.9157816.48Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: true0.380.410.35
All1235BATS:SPY60-6107.197032.78-13139.9736.290.827977.35Key Value: 10ATR Period: 10Long Trades: trueShort Trades: true0.350.380.33
All1236BATS:SPY60976.6110409.32-9432.7136.641.0068676.16Key Value: 1ATR Period: 15Long Trades: trueShort Trades: true0.390.420.37
All1237BATS:SPY604177.5312478.99-8301.4637.091.0328048.6Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: true0.420.450.40
All1238BATS:SPY602603.7711535.49-8931.7237.521.0247807.85Key Value: 2ATR Period: 15Long Trades: trueShort Trades: true0.420.440.39
All1239BATS:SPY60-3522.297887.66-11409.9537.610.9638226.62Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: true0.370.390.35
All1240BATS:SPY60-2625.48571.67-11197.0736.70.9696377.26Key Value: 3ATR Period: 15Long Trades: trueShort Trades: true0.400.420.38
All1241BATS:SPY60233211124.16-8792.1638.061.0335540.25Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: true0.440.470.42
All1242BATS:SPY601090.5310407.07-9316.54381.0173584.4Key Value: 4ATR Period: 15Long Trades: trueShort Trades: true0.460.480.44
All1243BATS:SPY60-3795.497791.1-11586.5938.070.947027.25Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: true0.380.410.37
All1244BATS:SPY60-1078.119450.72-10528.8337.450.9814898.22Key Value: 5ATR Period: 15Long Trades: trueShort Trades: true0.430.450.40
All1245BATS:SPY60-1897.048828.27-10725.3136.30.9637762.74Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: true0.380.410.36
All1246BATS:SPY60-822.239481.86-10304.0936.450.9836960.93Key Value: 6ATR Period: 15Long Trades: trueShort Trades: true0.400.420.38
All1247BATS:SPY60-7511.985661.7-13173.6835.680.84211801.87Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: true0.300.320.28
All1248BATS:SPY60-946.939880.54-10827.4736.630.9775372.26Key Value: 7ATR Period: 15Long Trades: trueShort Trades: true0.420.450.39
All1249BATS:SPY60-389.910255.49-10645.3937.290.995611.34Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: true0.420.450.39
All1250BATS:SPY602731.3712085.22-9353.8538.581.0746436.52Key Value: 8ATR Period: 15Long Trades: trueShort Trades: true0.440.470.41
All1251BATS:SPY602762.1112194.88-9432.7738.541.0787564.62Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: true0.420.460.39
All1252BATS:SPY60-3971.358305.24-12276.5936.10.8898535.84Key Value: 9ATR Period: 15Long Trades: trueShort Trades: true0.360.390.33
All1253BATS:SPY60-2163.439159.16-11322.59390.9347588.64Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: true0.390.420.36
All1254BATS:SPY60-1273.329726.88-11000.238.010.9596857.13Key Value: 10ATR Period: 15Long Trades: trueShort Trades: true0.400.430.38
All1255BATS:SPY604034.6312231.93-8197.336.831.0256277.02Key Value: 1ATR Period: 20Long Trades: trueShort Trades: true0.440.470.42
All1256BATS:SPY604954.4112890.65-7936.2437.521.0388575.12Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: true0.420.450.40
All1257BATS:SPY603386.9512057.52-8670.5737.831.0318537.6Key Value: 2ATR Period: 20Long Trades: trueShort Trades: true0.410.440.39
All1258BATS:SPY60-1244.929212.95-10457.8736.970.9876419.09Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: true0.410.430.39
All1259BATS:SPY60-875.829567.38-10443.237.460.994913.98Key Value: 3ATR Period: 20Long Trades: trueShort Trades: true0.430.450.40
All1260BATS:SPY60-486.859674.26-10161.1138.170.9936740.73Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: true0.410.430.39
All1261BATS:SPY60587.2710222.26-9634.9938.51.0094634.33Key Value: 4ATR Period: 20Long Trades: trueShort Trades: true0.440.470.42
All1262BATS:SPY60-286.249832.01-10118.2537.140.9954468.47Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: true0.440.460.41
All1263BATS:SPY60-432.49775-10207.437.810.9926685.96Key Value: 5ATR Period: 20Long Trades: trueShort Trades: true0.410.430.39
All1264BATS:SPY60264.2810132.06-9867.7836.381.0056410.38Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: true0.410.440.39
All1265BATS:SPY60-828.749625.16-10453.937.090.9838711.2Key Value: 6ATR Period: 20Long Trades: trueShort Trades: true0.380.410.36
All1266BATS:SPY60-5434.427002.76-12437.1836.680.88410569.29Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: true0.330.350.31
All1267BATS:SPY603201.5312080.08-8878.5537.631.085204.32Key Value: 7ATR Period: 20Long Trades: trueShort Trades: true0.450.480.42
All1268BATS:SPY601033.3111052.53-10019.2237.431.0264830.34Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: true0.440.470.41
All1269BATS:SPY602548.5712037.82-9489.2538.891.0676413.68Key Value: 8ATR Period: 20Long Trades: trueShort Trades: true0.440.470.40
All1270BATS:SPY60-1634.719679.17-11313.8836.70.9568913.53Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: true0.370.400.34
All1271BATS:SPY60-4077.738284.27-1236235.740.8888544.62Key Value: 9ATR Period: 20Long Trades: trueShort Trades: true0.360.390.33
All1272BATS:SPY60-4138.398132.41-12270.837.050.887314.7Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: true0.380.400.35
All1273BATS:SPY601181.3111118.86-9937.55401.046184.63Key Value: 10ATR Period: 20Long Trades: trueShort Trades: true0.430.460.40
All1274BATS:SPY605679.9513287.99-7608.0436.851.0356580.32Key Value: 1ATR Period: 25Long Trades: trueShort Trades: true0.450.480.42
All1275BATS:SPY605076.7612985.37-7908.6137.481.0399282.05Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: true0.420.440.39
All1276BATS:SPY60626.4110495.31-9868.937.91.0069124.4Key Value: 2ATR Period: 25Long Trades: trueShort Trades: true0.390.420.36
All1277BATS:SPY60-1711.299068.96-10780.2536.670.9826291.83Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: true0.400.430.38
All1278BATS:SPY60-15249248.97-10772.9737.220.9826110.96Key Value: 3ATR Period: 25Long Trades: trueShort Trades: true0.410.430.39
All1279BATS:SPY60-664.729857.88-10522.637.720.9916658.3Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: true0.410.440.38
All1280BATS:SPY60-431.239904.43-10335.6638.370.9944219.09Key Value: 4ATR Period: 25Long Trades: trueShort Trades: true0.440.470.42
All1281BATS:SPY60-2257.098818.07-11075.1636.870.9635030.96Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: true0.420.440.39
All1282BATS:SPY60-2975.698413.8-11389.4937.520.9487642.22Key Value: 5ATR Period: 25Long Trades: trueShort Trades: true0.380.410.36
All1283BATS:SPY60-2254.838914.06-11168.8936.440.9579120.59Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: true0.370.390.34
All1284BATS:SPY60-2851.018645.93-11496.9436.660.9438581.82Key Value: 6ATR Period: 25Long Trades: trueShort Trades: true0.370.400.35
All1285BATS:SPY60-5867.516835.18-12702.6937.440.87711070.16Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: true0.320.350.30
All1286BATS:SPY602350.8311629.12-9278.2937.121.0584970.19Key Value: 7ATR Period: 25Long Trades: trueShort Trades: true0.450.480.42
All1287BATS:SPY601856.4111610.69-9754.2837.641.0475076.15Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: true0.440.480.41
All1288BATS:SPY60-1403.629856.84-11260.4637.390.9647220.99Key Value: 8ATR Period: 25Long Trades: trueShort Trades: true0.400.430.37
All1289BATS:SPY60-3529.878635.61-12165.4835.970.9087762.1Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: true0.370.400.34
All1290BATS:SPY60-3112.198862.61-11974.836.10.9157201.81Key Value: 9ATR Period: 25Long Trades: trueShort Trades: true0.380.410.35
All1291BATS:SPY60-2488.699193.85-11682.5438.370.9267640.33Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: true0.390.420.36
All1292BATS:SPY60-37.8810664.71-10702.5939.370.9996823.72Key Value: 10ATR Period: 25Long Trades: trueShort Trades: true0.420.450.38
All1293BATS:SPY605817.3513372.15-7554.836.831.0366827.83Key Value: 1ATR Period: 30Long Trades: trueShort Trades: true0.450.470.42
All1294BATS:SPY606241.7713873.84-7632.0737.411.0479893.13Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: true0.420.450.38
All1295BATS:SPY60-142.2110121.41-10263.6237.50.9999294.03Key Value: 2ATR Period: 30Long Trades: trueShort Trades: true0.380.410.36
All1296BATS:SPY60-883.089667.25-10550.3336.650.9916071.15Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: true0.410.440.39
All1297BATS:SPY60-1215.129408.9-10624.0237.190.9855946.18Key Value: 3ATR Period: 30Long Trades: trueShort Trades: true0.410.440.39
All1298BATS:SPY60-770.919850.39-10621.337.640.996309.83Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: true0.410.440.39
All1299BATS:SPY601294.9211086.1-9791.1838.141.0194851.99Key Value: 4ATR Period: 30Long Trades: trueShort Trades: true0.440.470.42
All1300BATS:SPY60-3142.088545.89-11687.9736.650.9495596.01Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: true0.400.430.38
All1301BATS:SPY60-3319.548392.65-11712.1936.40.9427472.8Key Value: 5ATR Period: 30Long Trades: trueShort Trades: true0.380.400.35
All1302BATS:SPY60-1593.519295.92-10889.4337.060.979027.34Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: true0.370.400.35
All1303BATS:SPY60-3624.118264.93-11889.0436.90.9289668.42Key Value: 6ATR Period: 30Long Trades: trueShort Trades: true0.350.380.33
All1304BATS:SPY60-865.079731.89-10596.9637.890.9818285.97Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: true0.390.420.36
All1305BATS:SPY60-794.3810040.06-10834.4436.250.9828316.55Key Value: 7ATR Period: 30Long Trades: trueShort Trades: true0.380.410.36
All1306BATS:SPY603194.1812399.85-9205.6737.851.085113.97Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: true0.450.490.42
All1307BATS:SPY60-1481.489787.13-11268.6136.780.9626415.74Key Value: 8ATR Period: 30Long Trades: trueShort Trades: true0.400.440.37
All1308BATS:SPY60-2303.559531.13-11834.6836.790.9396573.66Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: true0.400.430.36
All1309BATS:SPY60-7304.736729.61-14034.3434.630.81310069.95Key Value: 9ATR Period: 30Long Trades: trueShort Trades: true0.320.350.29
All1310BATS:SPY60-3730.348663.97-12394.3136.950.8947134.34Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: true0.380.410.35
All1311BATS:SPY60-1344.029977.81-11321.8339.820.9597909.66Key Value: 10ATR Period: 30Long Trades: trueShort Trades: true0.390.430.36
All1312BATS:SPY605152.4113071.09-7918.6836.751.0326954.89Key Value: 1ATR Period: 35Long Trades: trueShort Trades: true0.440.470.41
All1313BATS:SPY605904.3213690.69-7786.3737.491.04510820.42Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: true0.400.430.37
All1314BATS:SPY60-898.549735.74-10634.2837.430.9929654.87Key Value: 2ATR Period: 35Long Trades: trueShort Trades: true0.370.400.35
All1315BATS:SPY60-651.899833.74-10485.6336.970.9936616.27Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: true0.410.430.38
All1316BATS:SPY60-3329.758294.29-11624.0437.370.9617352.55Key Value: 3ATR Period: 35Long Trades: trueShort Trades: true0.380.410.36
All1317BATS:SPY60-2471.798890.2-11361.9937.150.9677081.8Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: true0.390.420.37
All1318BATS:SPY601263.0111171.21-9908.237.771.0194779.35Key Value: 4ATR Period: 35Long Trades: trueShort Trades: true0.440.470.41
All1319BATS:SPY60-2657.898789.42-11447.3136.650.9576243.89Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: true0.400.420.37
All1320BATS:SPY60-1189.189666.41-10855.5936.590.9795870.17Key Value: 5ATR Period: 35Long Trades: trueShort Trades: true0.410.440.39
All1321BATS:SPY60-1200.199518.01-10718.238.060.9778235.22Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: true0.390.410.36
All1322BATS:SPY60-5147.637338.84-12486.4736.430.89810908.22Key Value: 6ATR Period: 35Long Trades: trueShort Trades: true0.330.350.30
All1323BATS:SPY60-2583.478837.17-11420.6437.170.9459056.71Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: true0.370.390.34
All1324BATS:SPY60366.1610657.64-10291.48371.0088540.54Key Value: 7ATR Period: 35Long Trades: trueShort Trades: true0.390.420.36
All1325BATS:SPY605138.5113275.41-8136.939.191.1314487.97Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: true0.480.510.45
All1326BATS:SPY60-425.6910364.72-10790.41370.9896128.65Key Value: 8ATR Period: 35Long Trades: trueShort Trades: true0.410.450.38
All1327BATS:SPY601331.2611472.97-10141.7138.061.0375516.92Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: true0.440.470.40
All1328BATS:SPY60-4869.048095-12964.0436.360.8729002.25Key Value: 9ATR Period: 35Long Trades: trueShort Trades: true0.350.380.32
All1329BATS:SPY60-3071.669067.15-12138.8138.060.9127794.02Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: true0.380.410.35
All1330BATS:SPY60-1559.859905.25-11465.139.460.9527499.25Key Value: 10ATR Period: 35Long Trades: trueShort Trades: true0.400.430.37
All1331BATS:SPY60-10422.040-10422.0432.640.86811446.7Key Value: 1ATR Period: 5Long Trades: falseShort Trades: true0.280.250.32
All1332BATS:SPY60-7263.60-7263.633.540.8849716.07Key Value: 1.5ATR Period: 5Long Trades: falseShort Trades: true0.320.270.38
All1333BATS:SPY60-7442.190-7442.1931.850.86410679.59Key Value: 2ATR Period: 5Long Trades: falseShort Trades: true0.300.250.36
All1334BATS:SPY60-10222.550-10222.5530.030.79212353.32Key Value: 2.5ATR Period: 5Long Trades: falseShort Trades: true0.260.230.30
All1335BATS:SPY60-12565.880-12565.8829.820.72513697.26Key Value: 3ATR Period: 5Long Trades: falseShort Trades: true0.230.210.25
All1336BATS:SPY60-10530.610-10530.6130.610.74111214.35Key Value: 3.5ATR Period: 5Long Trades: falseShort Trades: true0.270.240.31
All1337BATS:SPY60-9901.540-9901.5430.390.7310311.3Key Value: 4ATR Period: 5Long Trades: falseShort Trades: true0.290.250.33
All1338BATS:SPY60-8581.830-8581.8330.430.7439232.81Key Value: 4.5ATR Period: 5Long Trades: falseShort Trades: true0.310.270.36
All1339BATS:SPY60-8564.440-8564.4429.430.739129.06Key Value: 5ATR Period: 5Long Trades: falseShort Trades: true0.310.270.36
All1340BATS:SPY60-10812.380-10812.3829.460.65111218.15Key Value: 5.5ATR Period: 5Long Trades: falseShort Trades: true0.270.240.30
All1341BATS:SPY60-10833.150-10833.1528.870.6311036.05Key Value: 6ATR Period: 5Long Trades: falseShort Trades: true0.270.240.30
All1342BATS:SPY60-8276.770-8276.7727.170.6798426.53Key Value: 6.5ATR Period: 5Long Trades: falseShort Trades: true0.310.270.37
All1343BATS:SPY60-9205.620-9205.6226.840.6299424.66Key Value: 7ATR Period: 5Long Trades: falseShort Trades: true0.290.250.34
All1344BATS:SPY60-8793.610-8793.6127.880.6348951.69Key Value: 7.5ATR Period: 5Long Trades: falseShort Trades: true0.300.260.35
All1345BATS:SPY60-7757.260-7757.2628.720.6478168.32Key Value: 8ATR Period: 5Long Trades: falseShort Trades: true0.320.270.38
All1346BATS:SPY60-7581.090-7581.0928.240.6498123.24Key Value: 8.5ATR Period: 5Long Trades: falseShort Trades: true0.320.270.38
All1347BATS:SPY60-8847.280-8847.2827.560.5899283.63Key Value: 9ATR Period: 5Long Trades: falseShort Trades: true0.300.260.35
All1348BATS:SPY60-9366.860-9366.8627.970.5549708.18Key Value: 9.5ATR Period: 5Long Trades: falseShort Trades: true0.290.250.34
All1349BATS:SPY60-10681.30-10681.326.670.50810826.74Key Value: 10ATR Period: 5Long Trades: falseShort Trades: true0.260.240.30
All1350BATS:SPY60-8719.530-8719.5333.370.8889735.87Key Value: 1ATR Period: 10Long Trades: falseShort Trades: true0.310.270.36
All1351BATS:SPY60-6383.030-6383.0333.930.8978954.09Key Value: 1.5ATR Period: 10Long Trades: falseShort Trades: true0.330.280.40
All1352BATS:SPY60-7604.10-7604.132.10.85911403.43Key Value: 2ATR Period: 10Long Trades: falseShort Trades: true0.290.250.35
All1353BATS:SPY60-10171.80-10171.831.510.78811372.51Key Value: 2.5ATR Period: 10Long Trades: falseShort Trades: true0.270.240.32
All1354BATS:SPY60-10933.160-10933.1629.990.74512312.13Key Value: 3ATR Period: 10Long Trades: falseShort Trades: true0.250.230.29
All1355BATS:SPY60-10100.790-10100.7931.170.73311250.7Key Value: 3.5ATR Period: 10Long Trades: falseShort Trades: true0.280.240.32
All1356BATS:SPY60-8449.10-8449.131.280.7519234.52Key Value: 4ATR Period: 10Long Trades: falseShort Trades: true0.310.270.36
All1357BATS:SPY60-10069.90-10069.929.590.70510081.42Key Value: 4.5ATR Period: 10Long Trades: falseShort Trades: true0.280.250.33
All1358BATS:SPY60-12138.60-12138.628.250.62312151.05Key Value: 5ATR Period: 10Long Trades: falseShort Trades: true0.240.230.27
All1359BATS:SPY60-10514.20-10514.227.610.6410732.38Key Value: 5.5ATR Period: 10Long Trades: falseShort Trades: true0.270.240.31
All1360BATS:SPY60-10228.660-10228.6627.240.62410547.86Key Value: 6ATR Period: 10Long Trades: falseShort Trades: true0.270.240.31
All1361BATS:SPY60-12256.530-12256.5325.970.54112593.63Key Value: 6.5ATR Period: 10Long Trades: falseShort Trades: true0.230.210.26
All1362BATS:SPY60-9123.890-9123.8925.850.6129322.13Key Value: 7ATR Period: 10Long Trades: falseShort Trades: true0.290.250.34
All1363BATS:SPY60-8507.130-8507.1325.410.6259216.45Key Value: 7.5ATR Period: 10Long Trades: falseShort Trades: true0.290.250.35
All1364BATS:SPY60-8818.430-8818.4325.150.6039240.9Key Value: 8ATR Period: 10Long Trades: falseShort Trades: true0.290.250.34
All1365BATS:SPY60-8191.690-8191.6926.390.6098453Key Value: 8.5ATR Period: 10Long Trades: falseShort Trades: true0.310.260.36
All1366BATS:SPY60-8603.850-8603.8526.720.5718899.13Key Value: 9ATR Period: 10Long Trades: falseShort Trades: true0.300.260.35
All1367BATS:SPY60-11078.170-11078.1725.20.48111097.69Key Value: 9.5ATR Period: 10Long Trades: falseShort Trades: true0.250.230.29
All1368BATS:SPY60-12608.220-12608.2225.210.41512781.02Key Value: 10ATR Period: 10Long Trades: falseShort Trades: true0.220.210.25
All1369BATS:SPY60-9045.730-9045.7333.460.88410306.72Key Value: 1ATR Period: 15Long Trades: falseShort Trades: true0.300.260.35
All1370BATS:SPY60-7747.920-7747.9233.920.87610503.15Key Value: 1.5ATR Period: 15Long Trades: falseShort Trades: true0.310.260.37
All1371BATS:SPY60-8380.670-8380.6732.650.84411905.68Key Value: 2ATR Period: 15Long Trades: falseShort Trades: true0.280.240.34
All1372BATS:SPY60-11020.590-11020.5932.780.7712723.58Key Value: 2.5ATR Period: 15Long Trades: falseShort Trades: true0.260.230.29
All1373BATS:SPY60-10798.280-10798.2830.740.74712386.66Key Value: 3ATR Period: 15Long Trades: falseShort Trades: true0.260.230.29
All1374BATS:SPY60-8518.510-8518.5130.730.76810204.73Key Value: 3.5ATR Period: 15Long Trades: falseShort Trades: true0.300.260.35
All1375BATS:SPY60-8995.160-8995.1630.250.7349774.71Key Value: 4ATR Period: 15Long Trades: falseShort Trades: true0.300.260.35
All1376BATS:SPY60-11430.540-11430.5429.830.66411441.34Key Value: 4.5ATR Period: 15Long Trades: falseShort Trades: true0.260.240.29
All1377BATS:SPY60-10165.030-10165.0329.280.66510176.55Key Value: 5ATR Period: 15Long Trades: falseShort Trades: true0.280.250.32
All1378BATS:SPY60-10595.430-10595.4326.850.63410839.55Key Value: 5.5ATR Period: 15Long Trades: falseShort Trades: true0.270.240.30
All1379BATS:SPY60-10120.970-10120.9727.240.6210315.21Key Value: 6ATR Period: 15Long Trades: falseShort Trades: true0.280.250.32
All1380BATS:SPY60-13184.30-13184.325.640.52313405.41Key Value: 6.5ATR Period: 15Long Trades: falseShort Trades: true0.210.200.24
All1381BATS:SPY60-10222.840-10222.8425.250.56410421.08Key Value: 7ATR Period: 15Long Trades: falseShort Trades: true0.270.240.31
All1382BATS:SPY60-9976.580-9976.5824.860.55610719.39Key Value: 7.5ATR Period: 15Long Trades: falseShort Trades: true0.270.230.31
All1383BATS:SPY60-8643.460-8643.4624.690.6059110.48Key Value: 8ATR Period: 15Long Trades: falseShort Trades: true0.290.250.35
All1384BATS:SPY60-8609.80-8609.825.690.5958933.83Key Value: 8.5ATR Period: 15Long Trades: falseShort Trades: true0.300.260.35
All1385BATS:SPY60-11454.410-11454.4125.180.47711515.12Key Value: 9ATR Period: 15Long Trades: falseShort Trades: true0.250.220.28
All1386BATS:SPY60-10673.660-10673.6626.450.47610675.42Key Value: 9.5ATR Period: 15Long Trades: falseShort Trades: true0.260.240.30
All1387BATS:SPY60-10402.110-10402.1126.130.47910524.03Key Value: 10ATR Period: 15Long Trades: falseShort Trades: true0.270.240.31
All1388BATS:SPY60-7850.260-7850.2633.890.8988836.93Key Value: 1ATR Period: 20Long Trades: falseShort Trades: true0.330.280.38
All1389BATS:SPY60-7481.20-7481.234.350.87910442.21Key Value: 1.5ATR Period: 20Long Trades: falseShort Trades: true0.310.260.37
All1390BATS:SPY60-8187.30-8187.333.20.84811251.59Key Value: 2ATR Period: 20Long Trades: falseShort Trades: true0.290.250.35
All1391BATS:SPY60-10211.370-10211.3731.810.78211516.71Key Value: 2.5ATR Period: 20Long Trades: falseShort Trades: true0.270.240.32
All1392BATS:SPY60-10019.130-10019.1331.550.7611478.96Key Value: 3ATR Period: 20Long Trades: falseShort Trades: true0.270.240.32
All1393BATS:SPY60-9882.750-9882.7531.360.73810781.16Key Value: 3.5ATR Period: 20Long Trades: falseShort Trades: true0.280.250.33
All1394BATS:SPY60-9352.660-9352.6631.810.7259397.01Key Value: 4ATR Period: 20Long Trades: falseShort Trades: true0.300.270.35
All1395BATS:SPY60-9912.660-9912.6629.780.69310028.29Key Value: 4.5ATR Period: 20Long Trades: falseShort Trades: true0.290.260.33
All1396BATS:SPY60-9901.360-9901.3630.030.67210236.13Key Value: 5ATR Period: 20Long Trades: falseShort Trades: true0.290.250.33
All1397BATS:SPY60-9591.570-9591.5728.040.6599717.81Key Value: 5.5ATR Period: 20Long Trades: falseShort Trades: true0.290.250.33
All1398BATS:SPY60-10339.160-10339.1627.910.6210750.62Key Value: 6ATR Period: 20Long Trades: falseShort Trades: true0.270.240.31
All1399BATS:SPY60-12377.410-12377.4126.640.53612621.72Key Value: 6.5ATR Period: 20Long Trades: falseShort Trades: true0.230.220.26
All1400BATS:SPY60-8352.50-8352.525.760.6238806.62Key Value: 7ATR Period: 20Long Trades: falseShort Trades: true0.300.260.36
All1401BATS:SPY60-9296.390-9296.3925.140.58110054.08Key Value: 7.5ATR Period: 20Long Trades: falseShort Trades: true0.280.240.33
All1402BATS:SPY60-8737.720-8737.7225.930.5879447.49Key Value: 8ATR Period: 20Long Trades: falseShort Trades: true0.290.250.34
All1403BATS:SPY60-10439.950-10439.9524.160.52610459.86Key Value: 8.5ATR Period: 20Long Trades: falseShort Trades: true0.260.240.30
All1404BATS:SPY60-11650.50-11650.524.460.46911651.62Key Value: 9ATR Period: 20Long Trades: falseShort Trades: true0.240.220.27
All1405BATS:SPY60-11707.370-11707.3726.190.45211718.41Key Value: 9.5ATR Period: 20Long Trades: falseShort Trades: true0.240.220.28
All1406BATS:SPY60-9310.140-9310.1426.850.5089546Key Value: 10ATR Period: 20Long Trades: falseShort Trades: true0.290.250.34
All1407BATS:SPY60-7182.390-7182.3934.010.9078221.41Key Value: 1ATR Period: 25Long Trades: falseShort Trades: true0.340.290.40
All1408BATS:SPY60-7487.330-7487.3334.20.87910742.08Key Value: 1.5ATR Period: 25Long Trades: falseShort Trades: true0.310.260.37
All1409BATS:SPY60-9415.170-9415.1733.540.82711501.77Key Value: 2ATR Period: 25Long Trades: falseShort Trades: true0.280.250.33
All1410BATS:SPY60-10411.80-10411.832.040.77911629.71Key Value: 2.5ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
All1411BATS:SPY60-10429.620-10429.6231.270.75111653.88Key Value: 3ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
All1412BATS:SPY60-9984.690-9984.6931.20.73510458.61Key Value: 3.5ATR Period: 25Long Trades: falseShort Trades: true0.290.250.33
All1413BATS:SPY60-10016.460-10016.4631.870.71210019.34Key Value: 4ATR Period: 25Long Trades: falseShort Trades: true0.290.260.34
All1414BATS:SPY60-10809.920-10809.9229.310.6710821.44Key Value: 4.5ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
All1415BATS:SPY60-11206.60-11206.630.260.6311568.16Key Value: 5ATR Period: 25Long Trades: falseShort Trades: true0.260.240.30
All1416BATS:SPY60-11058.030-11058.0328.570.61811212.87Key Value: 5.5ATR Period: 25Long Trades: falseShort Trades: true0.260.240.30
All1417BATS:SPY60-11261.020-11261.0226.440.59511485.03Key Value: 6ATR Period: 25Long Trades: falseShort Trades: true0.250.230.29
All1418BATS:SPY60-12592.970-12592.9728.190.52813130.24Key Value: 6.5ATR Period: 25Long Trades: falseShort Trades: true0.230.210.25
All1419BATS:SPY60-8687.250-8687.2525.250.619177.67Key Value: 7ATR Period: 25Long Trades: falseShort Trades: true0.290.250.35
All1420BATS:SPY60-9029.660-9029.6626.40.5889681.05Key Value: 7.5ATR Period: 25Long Trades: falseShort Trades: true0.290.250.34
All1421BATS:SPY60-10437.250-10437.2525.450.51910614.5Key Value: 8ATR Period: 25Long Trades: falseShort Trades: true0.260.240.31
All1422BATS:SPY60-11356.480-11356.48250.48311425.28Key Value: 8.5ATR Period: 25Long Trades: falseShort Trades: true0.250.230.28
All1423BATS:SPY60-11251.990-11251.9923.740.48411253.27Key Value: 9ATR Period: 25Long Trades: falseShort Trades: true0.250.220.28
All1424BATS:SPY60-10993.290-10993.2926.830.47411015.53Key Value: 9.5ATR Period: 25Long Trades: falseShort Trades: true0.260.230.30
All1425BATS:SPY60-10083.520-10083.5227.030.48610331.8Key Value: 10ATR Period: 25Long Trades: falseShort Trades: true0.270.240.32
All1426BATS:SPY60-7171.350-7171.3534.130.9078307.93Key Value: 1ATR Period: 30Long Trades: falseShort Trades: true0.340.290.40
All1427BATS:SPY60-71110-711134.280.88410038.39Key Value: 1.5ATR Period: 30Long Trades: falseShort Trades: true0.320.270.38
All1428BATS:SPY60-9804.130-9804.1333.150.8211777.83Key Value: 2ATR Period: 30Long Trades: falseShort Trades: true0.280.240.32
All1429BATS:SPY60-10158.030-10158.0332.210.78311199.39Key Value: 2.5ATR Period: 30Long Trades: falseShort Trades: true0.280.250.32
All1430BATS:SPY60-10341.090-10341.0931.590.75511089.95Key Value: 3ATR Period: 30Long Trades: falseShort Trades: true0.280.250.32
All1431BATS:SPY60-10081.150-10081.1531.70.7310462.89Key Value: 3.5ATR Period: 30Long Trades: falseShort Trades: true0.290.260.33
All1432BATS:SPY60-9472.550-9472.5531.730.739484.75Key Value: 4ATR Period: 30Long Trades: falseShort Trades: true0.300.270.35
All1433BATS:SPY60-11421.240-11421.2429.530.65511423.94Key Value: 4.5ATR Period: 30Long Trades: falseShort Trades: true0.260.240.29
All1434BATS:SPY60-11533.240-11533.2429.60.62211847.04Key Value: 5ATR Period: 30Long Trades: falseShort Trades: true0.250.230.29
All1435BATS:SPY60-10710.030-10710.03290.62510878.31Key Value: 5.5ATR Period: 30Long Trades: falseShort Trades: true0.270.240.31
All1436BATS:SPY60-11578.110-11578.1126.340.58411802.12Key Value: 6ATR Period: 30Long Trades: falseShort Trades: true0.250.230.28
All1437BATS:SPY60-10371.410-10371.4128.250.58310997.01Key Value: 6.5ATR Period: 30Long Trades: falseShort Trades: true0.270.240.31
All1438BATS:SPY60-10356.540-10356.54250.55910609.82Key Value: 7ATR Period: 30Long Trades: falseShort Trades: true0.260.240.31
All1439BATS:SPY60-8535.410-8535.4125.990.6049005.04Key Value: 7.5ATR Period: 30Long Trades: falseShort Trades: true0.300.260.35
All1440BATS:SPY60-10459.590-10459.5924.850.51510569.35Key Value: 8ATR Period: 30Long Trades: falseShort Trades: true0.260.240.30
All1441BATS:SPY60-11073.390-11073.39260.4911162.35Key Value: 8.5ATR Period: 30Long Trades: falseShort Trades: true0.260.230.29
All1442BATS:SPY60-13344.580-13344.5823.240.41513467.12Key Value: 9ATR Period: 30Long Trades: falseShort Trades: true0.210.200.23
All1443BATS:SPY60-11686.730-11686.73240.45211706.42Key Value: 9.5ATR Period: 30Long Trades: falseShort Trades: true0.240.220.27
All1444BATS:SPY60-10694.640-10694.6427.930.46910978.32Key Value: 10ATR Period: 30Long Trades: falseShort Trades: true0.260.240.30
All1445BATS:SPY60-7505.220-7505.2233.840.9038639.42Key Value: 1ATR Period: 35Long Trades: falseShort Trades: true0.330.280.39
All1446BATS:SPY60-7240.40-7240.434.410.88410423.2Key Value: 1.5ATR Period: 35Long Trades: falseShort Trades: true0.310.260.38
All1447BATS:SPY60-10185.680-10185.6833.310.81312359.75Key Value: 2ATR Period: 35Long Trades: falseShort Trades: true0.270.240.31
All1448BATS:SPY60-10126.570-10126.5732.840.78411060.29Key Value: 2.5ATR Period: 35Long Trades: falseShort Trades: true0.280.250.32
All1449BATS:SPY60-11259.30-11259.332.260.73712065.99Key Value: 3ATR Period: 35Long Trades: falseShort Trades: true0.260.240.30
All1450BATS:SPY60-10900.460-10900.4631.360.71111250.18Key Value: 3.5ATR Period: 35Long Trades: falseShort Trades: true0.270.240.31
All1451BATS:SPY60-9493.40-9493.432.020.739529.28Key Value: 4ATR Period: 35Long Trades: falseShort Trades: true0.300.270.35
All1452BATS:SPY60-11283.350-11283.3529.730.66111429.51Key Value: 4.5ATR Period: 35Long Trades: falseShort Trades: true0.260.240.30
All1453BATS:SPY60-10423.920-10423.9230.370.64610622.43Key Value: 5ATR Period: 35Long Trades: falseShort Trades: true0.280.250.32
All1454BATS:SPY60-10592.140-10592.1430.670.62910770.02Key Value: 5.5ATR Period: 35Long Trades: falseShort Trades: true0.280.250.31
All1455BATS:SPY60-12395.550-12395.5526.520.55312658.92Key Value: 6ATR Period: 35Long Trades: falseShort Trades: true0.230.220.26
All1456BATS:SPY60-11107.740-11107.7427.880.56511384.53Key Value: 6.5ATR Period: 35Long Trades: falseShort Trades: true0.260.230.29
All1457BATS:SPY60-9839.780-9839.78260.57710117.54Key Value: 7ATR Period: 35Long Trades: falseShort Trades: true0.280.240.32
All1458BATS:SPY60-7509.990-7509.9927.010.6428114.68Key Value: 7.5ATR Period: 35Long Trades: falseShort Trades: true0.320.270.38
All1459BATS:SPY60-10067.610-10067.6125.610.5310217.9Key Value: 8ATR Period: 35Long Trades: falseShort Trades: true0.270.240.32
All1460BATS:SPY60-9388.580-9388.5826.90.549477.54Key Value: 8.5ATR Period: 35Long Trades: falseShort Trades: true0.290.250.34
All1461BATS:SPY60-12305.180-12305.1825.360.4412436.68Key Value: 9ATR Period: 35Long Trades: falseShort Trades: true0.230.210.26
All1462BATS:SPY60-11315.550-11315.5525.810.4511385.26Key Value: 9.5ATR Period: 35Long Trades: falseShort Trades: true0.250.230.28
All1463BATS:SPY60-10739.490-10739.4926.790.46711040.13Key Value: 10ATR Period: 35Long Trades: falseShort Trades: true0.260.230.30
All1464BATS:SPY609482.989482.98039.571.1136215.01Key Value: 1ATR Period: 5Long Trades: trueShort Trades: false0.490.440.54
All1465BATS:SPY6013416.2513416.25041.831.2065192.25Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: false0.530.510.56
All1466BATS:SPY6013189.1613189.16043.61.2523351.41Key Value: 2ATR Period: 5Long Trades: trueShort Trades: false0.550.530.58
All1467BATS:SPY609785.479785.47042.511.2223036.76Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: false0.530.490.58
All1468BATS:SPY607019.157019.15043.411.1733437.16Key Value: 3ATR Period: 5Long Trades: trueShort Trades: false0.510.450.58
All1469BATS:SPY609520.059520.05044.811.282265.56Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: false0.550.500.60
All1470BATS:SPY6010215.2710215.27045.681.3321651.32Key Value: 4ATR Period: 5Long Trades: trueShort Trades: false0.560.520.61
All1471BATS:SPY6011931.2111931.21049.331.462822.04Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: false0.570.540.60
All1472BATS:SPY6012087.9812087.98047.921.5262033.58Key Value: 5ATR Period: 5Long Trades: trueShort Trades: false0.580.550.61
All1473BATS:SPY609629.969629.96045.831.4423129.34Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: false0.540.500.59
All1474BATS:SPY609534.999534.99045.71.4783117.84Key Value: 6ATR Period: 5Long Trades: trueShort Trades: false0.540.500.59
All1475BATS:SPY6013148.6513148.65048.821.7842033.7Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: false0.590.560.61
All1476BATS:SPY6011747.1411747.14048.481.7322136.37Key Value: 7ATR Period: 5Long Trades: trueShort Trades: false0.570.540.61
All1477BATS:SPY6012398.7712398.77048.561.8381819.81Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: false0.580.560.62
All1478BATS:SPY6013664.6313664.63048.941.951294.99Key Value: 8ATR Period: 5Long Trades: trueShort Trades: false0.600.580.62
All1479BATS:SPY6013822.6913822.69049.412.0331579.13Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: false0.600.580.62
All1480BATS:SPY6012286.7912286.79050.641.9551663.37Key Value: 9ATR Period: 5Long Trades: trueShort Trades: false0.590.560.62
All1481BATS:SPY6011694.2911694.29051.751.912334.14Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: false0.580.550.62
All1482BATS:SPY6010187.2710187.27051.111.8222181.71Key Value: 10ATR Period: 5Long Trades: trueShort Trades: false0.570.530.62
All1483BATS:SPY6011589.4211589.42039.761.1375242.72Key Value: 1ATR Period: 10Long Trades: trueShort Trades: false0.510.480.55
All1484BATS:SPY6014571.6214571.62041.081.2184710.18Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: false0.540.530.56
All1485BATS:SPY6013038.4913038.49043.391.2423537.63Key Value: 2ATR Period: 10Long Trades: trueShort Trades: false0.550.530.58
All1486BATS:SPY609744.359744.35041.991.2112198.43Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: false0.540.500.59
All1487BATS:SPY608833.018833.01043.121.2132480.88Key Value: 3ATR Period: 10Long Trades: trueShort Trades: false0.540.490.59
All1488BATS:SPY609837.79837.7045.081.2831828.03Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: false0.550.510.60
All1489BATS:SPY6011818.0211818.02046.81.4012022.16Key Value: 4ATR Period: 10Long Trades: trueShort Trades: false0.570.540.61
All1490BATS:SPY6010111.4310111.43047.851.3792320.05Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: false0.560.520.61
All1491BATS:SPY607756.827756.82045.831.32972.32Key Value: 5ATR Period: 10Long Trades: trueShort Trades: false0.530.480.59
All1492BATS:SPY609840.439840.43045.951.4522982.12Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: false0.540.500.59
All1493BATS:SPY6010114.7310114.73046.31.5073354.81Key Value: 6ATR Period: 10Long Trades: trueShort Trades: false0.540.500.59
All1494BATS:SPY607677.897677.89045.891.3853870.48Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: false0.520.470.58
All1495BATS:SPY6012068.8712068.87046.341.7311715.49Key Value: 7ATR Period: 10Long Trades: trueShort Trades: false0.580.550.61
All1496BATS:SPY6012622.6312622.63049.721.8542133.01Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: false0.580.560.62
All1497BATS:SPY6012259.3712259.37053.371.8932142.88Key Value: 8ATR Period: 10Long Trades: trueShort Trades: false0.590.560.63
All1498BATS:SPY6012935.2112935.21055.562.1072408.61Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: false0.600.570.63
All1499BATS:SPY6012484.6612484.66051.152.1542397.36Key Value: 9ATR Period: 10Long Trades: trueShort Trades: false0.590.560.62
All1500BATS:SPY609318.619318.61046.831.763222.96Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: false0.540.500.60
All1501BATS:SPY607416.977416.97047.461.5983763.62Key Value: 10ATR Period: 10Long Trades: trueShort Trades: false0.520.470.59
All1502BATS:SPY6011163.0311163.03039.811.1335364.4Key Value: 1ATR Period: 15Long Trades: trueShort Trades: false0.510.470.55
All1503BATS:SPY6012834.2212834.22040.251.1895641.84Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: false0.520.490.55
All1504BATS:SPY6011987.4911987.49042.411.2233546.75Key Value: 2ATR Period: 15Long Trades: trueShort Trades: false0.540.510.58
All1505BATS:SPY608610.488610.48042.441.1812574.5Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: false0.530.480.59
All1506BATS:SPY609022.139022.13042.671.2092025.5Key Value: 3ATR Period: 15Long Trades: trueShort Trades: false0.540.490.60
All1507BATS:SPY6011856.9711856.97045.411.341958.76Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: false0.570.540.60
All1508BATS:SPY6011004.6611004.66045.771.3651889.42Key Value: 4ATR Period: 15Long Trades: trueShort Trades: false0.560.530.61
All1509BATS:SPY608594.678594.67046.321.2882522.41Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: false0.540.490.60
All1510BATS:SPY6010084.210084.2045.641.3982250.26Key Value: 5ATR Period: 15Long Trades: trueShort Trades: false0.550.510.60
All1511BATS:SPY609687.489687.48045.791.4242854.72Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: false0.540.500.60
All1512BATS:SPY6010256.7710256.77045.71.4892213.69Key Value: 6ATR Period: 15Long Trades: trueShort Trades: false0.560.520.60
All1513BATS:SPY606530.346530.34045.731.3032736.65Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: false0.520.460.60
All1514BATS:SPY6010328.7410328.74048.021.561817.69Key Value: 7ATR Period: 15Long Trades: trueShort Trades: false0.570.530.61
All1515BATS:SPY6010686.710686.7049.721.6392401.34Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: false0.570.530.61
All1516BATS:SPY6012478.9512478.95052.471.9012498.55Key Value: 8ATR Period: 15Long Trades: trueShort Trades: false0.590.560.62
All1517BATS:SPY6012464.3512464.35051.391.9772960.48Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: false0.580.550.61
All1518BATS:SPY608579.518579.51047.11.6483615.92Key Value: 9ATR Period: 15Long Trades: trueShort Trades: false0.530.480.59
All1519BATS:SPY609509.649509.64051.671.7973606.84Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: false0.550.510.60
All1520BATS:SPY6010088.5410088.540501.9763000.1Key Value: 10ATR Period: 15Long Trades: trueShort Trades: false0.560.520.61
All1521BATS:SPY6012908.7412908.74039.771.1544781.26Key Value: 1ATR Period: 20Long Trades: trueShort Trades: false0.530.500.56
All1522BATS:SPY6013439.8413439.84040.71.25230.58Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: false0.530.500.55
All1523BATS:SPY6012586.7312586.73042.461.2354165.64Key Value: 2ATR Period: 20Long Trades: trueShort Trades: false0.540.510.57
All1524BATS:SPY6099779977042.141.2091947.92Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: false0.550.510.60
All1525BATS:SPY6010119.9910119.99043.371.2371692.91Key Value: 3ATR Period: 20Long Trades: trueShort Trades: false0.550.510.60
All1526BATS:SPY6010402.8510402.85044.991.2852618.53Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: false0.550.510.60
All1527BATS:SPY6010906.610906.6045.211.3532011.61Key Value: 4ATR Period: 20Long Trades: trueShort Trades: false0.560.520.60
All1528BATS:SPY6010646.5410646.54044.531.3622377.02Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: false0.550.510.60
All1529BATS:SPY6010680.110680.1045.611.4112281.71Key Value: 5ATR Period: 20Long Trades: trueShort Trades: false0.560.520.60
All1530BATS:SPY6011009.0511009.05044.751.4761801.6Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: false0.560.530.61
All1531BATS:SPY6010534.0210534.02046.31.4942285.42Key Value: 6ATR Period: 20Long Trades: trueShort Trades: false0.560.520.60
All1532BATS:SPY607847.957847.95046.721.3672762.48Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: false0.540.480.60
All1533BATS:SPY6012650.3412650.34049.491.731754.02Key Value: 7ATR Period: 20Long Trades: trueShort Trades: false0.590.560.62
All1534BATS:SPY6011502.8911502.89049.721.692463.65Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: false0.570.540.61
All1535BATS:SPY6012303.2312303.23051.851.7862643.85Key Value: 8ATR Period: 20Long Trades: trueShort Trades: false0.580.550.61
All1536BATS:SPY609882.229882.22049.321.6923557.51Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: false0.550.510.60
All1537BATS:SPY608582.278582.27047.11.6053361.5Key Value: 9ATR Period: 20Long Trades: trueShort Trades: false0.540.490.59
All1538BATS:SPY608508.248508.240481.6683099.75Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: false0.540.490.60
All1539BATS:SPY6011532.9111532.91053.272.152952.92Key Value: 10ATR Period: 20Long Trades: trueShort Trades: false0.580.550.62
All1540BATS:SPY6013856.613856.6039.71.1654812.11Key Value: 1ATR Period: 25Long Trades: trueShort Trades: false0.530.510.56
All1541BATS:SPY6013600.6113600.61040.771.2015623.24Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: false0.520.500.55
All1542BATS:SPY6011130.5811130.58042.261.2044154.25Key Value: 2ATR Period: 25Long Trades: trueShort Trades: false0.530.490.57
All1543BATS:SPY609780.639780.63041.31.2041798.76Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: false0.540.500.60
All1544BATS:SPY609918.699918.69043.181.232188.7Key Value: 3ATR Period: 25Long Trades: trueShort Trades: false0.550.500.60
All1545BATS:SPY6010335.9110335.91044.261.2832355.24Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
All1546BATS:SPY6010553.9810553.98044.891.3292042.54Key Value: 4ATR Period: 25Long Trades: trueShort Trades: false0.560.520.60
All1547BATS:SPY609649.679649.67044.441.3252392.84Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: false0.550.500.60
All1548BATS:SPY609262.949262.94044.81.3332319.14Key Value: 5ATR Period: 25Long Trades: trueShort Trades: false0.540.500.60
All1549BATS:SPY609820.439820.43044.331.3942290.3Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
All1550BATS:SPY609463.699463.69046.921.4142471.33Key Value: 6ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
All1551BATS:SPY607694.357694.35046.71.3452683.45Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: false0.540.480.60
All1552BATS:SPY6012206.3412206.34048.991.6841945.05Key Value: 7ATR Period: 25Long Trades: trueShort Trades: false0.580.550.62
All1553BATS:SPY6012014.4212014.42048.881.72517.52Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: false0.570.540.61
All1554BATS:SPY6010013.4210013.42049.391.5873149.24Key Value: 8ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
All1555BATS:SPY608818.988818.98047.021.562994.89Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: false0.540.490.60
All1556BATS:SPY609203.379203.37048.551.6462843.09Key Value: 9ATR Period: 25Long Trades: trueShort Trades: false0.550.500.60
All1557BATS:SPY609558.139558.130501.7653247.25Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
All1558BATS:SPY6011094.5811094.58051.822.022847.64Key Value: 10ATR Period: 25Long Trades: trueShort Trades: false0.570.540.61
All1559BATS:SPY6014003.514003.5039.541.1674881.94Key Value: 1ATR Period: 30Long Trades: trueShort Trades: false0.530.510.55
All1560BATS:SPY6014396.5814396.58040.551.2145774.52Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: false0.530.510.55
All1561BATS:SPY6010810.2710810.27041.861.1984154.25Key Value: 2ATR Period: 30Long Trades: trueShort Trades: false0.530.490.57
All1562BATS:SPY6010300.610300.6041.11.2151921.14Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: false0.550.510.59
All1563BATS:SPY6010298.7410298.74042.81.2411970.02Key Value: 3ATR Period: 30Long Trades: trueShort Trades: false0.550.510.60
All1564BATS:SPY6010369.1710369.17043.581.2812334.34Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: false0.550.510.59
All1565BATS:SPY6011921.6411921.64044.561.3722349.09Key Value: 4ATR Period: 30Long Trades: trueShort Trades: false0.560.530.60
All1566BATS:SPY609344.579344.57043.781.3142442.32Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: false0.540.500.59
All1567BATS:SPY609296.129296.12043.231.3372329.04Key Value: 5ATR Period: 30Long Trades: trueShort Trades: false0.540.500.59
All1568BATS:SPY6010142.610142.6045.151.4092345.87Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: false0.550.510.60
All1569BATS:SPY609075.949075.94047.511.3863242.56Key Value: 6ATR Period: 30Long Trades: trueShort Trades: false0.540.490.59
All1570BATS:SPY6010518.3410518.34047.531.4992733.48Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: false0.560.520.60
All1571BATS:SPY6010580.8510580.85047.51.5222660.43Key Value: 7ATR Period: 30Long Trades: trueShort Trades: false0.560.520.60
All1572BATS:SPY6012861.9112861.91049.721.742549.8Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: false0.580.550.61
All1573BATS:SPY6010031.1510031.15048.781.5943100.53Key Value: 8ATR Period: 30Long Trades: trueShort Trades: false0.550.510.60
All1574BATS:SPY609763.349763.34047.651.6372480.6Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: false0.560.510.61
All1575BATS:SPY607033.217033.21046.11.4283080.29Key Value: 9ATR Period: 30Long Trades: trueShort Trades: false0.530.470.59
All1576BATS:SPY609142.849142.840501.6793019.96Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: false0.550.500.61
All1577BATS:SPY6010402.0910402.09051.821.8783444.67Key Value: 10ATR Period: 30Long Trades: trueShort Trades: false0.560.520.61
All1578BATS:SPY6013671.5313671.53039.671.1624980.42Key Value: 1ATR Period: 35Long Trades: trueShort Trades: false0.530.510.55
All1579BATS:SPY6014252.2114252.21040.571.2125794.22Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: false0.530.510.55
All1580BATS:SPY6010415.1510415.15041.551.1913963.54Key Value: 2ATR Period: 35Long Trades: trueShort Trades: false0.520.490.57
All1581BATS:SPY6010520.8110520.81041.11.2172570.11Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: false0.540.500.59
All1582BATS:SPY609053.059053.05042.491.212324.63Key Value: 3ATR Period: 35Long Trades: trueShort Trades: false0.540.490.59
All1583BATS:SPY609467.19467.1042.951.2532596.09Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: false0.540.490.59
All1584BATS:SPY6011950.3311950.33043.541.3672308.76Key Value: 4ATR Period: 35Long Trades: trueShort Trades: false0.560.530.60
All1585BATS:SPY609575.659575.65043.61.3232266.52Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: false0.540.500.60
All1586BATS:SPY6010459.110459.1042.821.3772020.36Key Value: 5ATR Period: 35Long Trades: trueShort Trades: false0.550.510.60
All1587BATS:SPY6010477.5510477.55045.481.4082294.14Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: false0.560.520.60
All1588BATS:SPY608273.868273.86046.391.3413231.06Key Value: 6ATR Period: 35Long Trades: trueShort Trades: false0.530.480.59
All1589BATS:SPY609639.439639.43046.461.4342827.38Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: false0.550.500.60
All1590BATS:SPY6011237.1211237.120481.5542704.25Key Value: 7ATR Period: 35Long Trades: trueShort Trades: false0.560.530.60
All1591BATS:SPY6013729.2913729.29051.451.7912556.59Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: false0.590.570.61
All1592BATS:SPY6010597.3410597.34048.471.6253149.19Key Value: 8ATR Period: 35Long Trades: trueShort Trades: false0.550.520.60
All1593BATS:SPY6011880.1611880.16049.311.8172250.32Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: false0.580.550.61
All1594BATS:SPY608469.148469.14047.451.5262672.36Key Value: 9ATR Period: 35Long Trades: trueShort Trades: false0.540.490.60
All1595BATS:SPY609484.939484.93050.411.6853209.68Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: false0.550.510.60
All1596BATS:SPY6010300.0110300.01052.251.8573229.06Key Value: 10ATR Period: 35Long Trades: trueShort Trades: false0.560.520.61
All1597BATS:SPY1D-20672.42-3211.56-17460.8633.690.69821740.38Key Value: 1ATR Period: 5Long Trades: trueShort Trades: true0.090.090.10
All1598BATS:SPY1D-14256.86598.9-14855.7633.050.74815262.73Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: true0.210.210.21
All1599BATS:SPY1D3584.4910718.71-7134.2239.61.0936873.36Key Value: 2ATR Period: 5Long Trades: trueShort Trades: true0.440.450.43
All1600BATS:SPY1D10250.7414534.97-4284.2341.461.3653030.34Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: true0.530.550.52
All1601BATS:SPY1D6979.3812541.2-5561.8237.581.273952.46Key Value: 3ATR Period: 5Long Trades: trueShort Trades: true0.490.500.48
All1602BATS:SPY1D4220.711130.26-6909.5635.711.1813893.92Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: true0.470.480.46
All1603BATS:SPY1D53.369165.35-9111.9937.961.0028703.95Key Value: 4ATR Period: 5Long Trades: trueShort Trades: true0.390.400.38
All1604BATS:SPY1D-1715.68086.14-9801.7434.440.9299692.65Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: true0.360.370.35
All1605BATS:SPY1D3831.3611057.9-7226.5438.571.2126559.18Key Value: 5ATR Period: 5Long Trades: trueShort Trades: true0.440.450.43
All1606BATS:SPY1D2225.4510176.29-7950.8438.331.1335090.83Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: true0.450.460.44
All1607BATS:SPY1D-5.898852.97-8858.8635.1916914.32Key Value: 6ATR Period: 5Long Trades: trueShort Trades: true0.400.410.40
All1608BATS:SPY1D-5331.096014.56-11345.6529.630.74510252.33Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: true0.310.330.31
All1609BATS:SPY1D-10253.443113.66-13367.123.080.54612906.15Key Value: 7ATR Period: 5Long Trades: trueShort Trades: true0.230.240.23
All1610BATS:SPY1D-12334.852157.28-14492.1327.080.48915738.64Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: true0.200.210.19
All1611BATS:SPY1D-14382.561005.98-15388.5421.740.43516494.1Key Value: 8ATR Period: 5Long Trades: trueShort Trades: true0.160.170.16
All1612BATS:SPY1D-10201.953031.72-13233.6728.950.52313802.66Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: true0.240.240.24
All1613BATS:SPY1D-8275.783781.66-12057.4431.250.56214112.1Key Value: 9ATR Period: 5Long Trades: trueShort Trades: true0.250.260.26
All1614BATS:SPY1D-6264.115064.63-11328.7433.330.64311867.95Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: true0.300.300.30
All1615BATS:SPY1D-5225.385504.55-10729.9334.620.68410153.7Key Value: 10ATR Period: 5Long Trades: trueShort Trades: true0.330.330.33
All1616BATS:SPY1D-18287.85-1730.06-16557.7934.790.73819792.23Key Value: 1ATR Period: 10Long Trades: trueShort Trades: true0.130.130.14
All1617BATS:SPY1D-10566.982553.06-13120.0433.620.80612601.51Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: true0.260.270.27
All1618BATS:SPY1D-5857.945052.91-10910.8538.560.86511612.06Key Value: 2ATR Period: 10Long Trades: trueShort Trades: true0.320.320.32
All1619BATS:SPY1D9548.6814098.42-4549.7444.981.3253090.18Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: true0.540.550.53
All1620BATS:SPY1D7593.1912802.39-5209.239.881.3053900.87Key Value: 3ATR Period: 10Long Trades: trueShort Trades: true0.500.510.50
All1621BATS:SPY1D1720.429879.89-8159.4734.811.0665300.29Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: true0.430.450.43
All1622BATS:SPY1D-1097.968781.19-9879.1536.040.9610420.94Key Value: 4ATR Period: 10Long Trades: trueShort Trades: true0.360.370.34
All1623BATS:SPY1D1110.949829.4-8718.4634.781.0487553.3Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: true0.400.420.39
All1624BATS:SPY1D9769.7914282.89-4513.136.361.6865208.04Key Value: 5ATR Period: 10Long Trades: trueShort Trades: true0.500.510.48
All1625BATS:SPY1D1608.479805.61-8197.1434.381.0896752.14Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: true0.410.430.41
All1626BATS:SPY1D-3828.836764.16-10592.9931.030.8169837.11Key Value: 6ATR Period: 10Long Trades: trueShort Trades: true0.330.340.33
All1627BATS:SPY1D-7596.294764.92-12361.2130.360.66111915.08Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: true0.280.290.28
All1628BATS:SPY1D-9420.643532.29-12952.93280.56712014.02Key Value: 7ATR Period: 10Long Trades: trueShort Trades: true0.260.270.26
All1629BATS:SPY1D-10445.83013.12-13458.9223.910.54312828.87Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: true0.230.240.23
All1630BATS:SPY1D-10129.043156.09-13285.1323.810.53613256.18Key Value: 8ATR Period: 10Long Trades: trueShort Trades: true0.230.240.23
All1631BATS:SPY1D-5139.035674.06-10813.0931.250.7212892.37Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: true0.290.290.29
All1632BATS:SPY1D-8361.533827.5-12189.0328.130.58414283.62Key Value: 9ATR Period: 10Long Trades: trueShort Trades: true0.240.250.25
All1633BATS:SPY1D-5080.84870.45-9951.2536.360.68510257.84Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: true0.330.330.34
All1634BATS:SPY1D-4297.665419.31-9716.97300.7159249.31Key Value: 10ATR Period: 10Long Trades: trueShort Trades: true0.330.330.34
All1635BATS:SPY1D-19375.94-2422.11-16953.8335.150.72320914.33Key Value: 1ATR Period: 15Long Trades: trueShort Trades: true0.110.110.12
All1636BATS:SPY1D-7619.194286.54-11905.7334.480.85811222.66Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: true0.300.310.30
All1637BATS:SPY1D-9441.053079.55-12520.637.220.79513680.88Key Value: 2ATR Period: 15Long Trades: trueShort Trades: true0.270.270.27
All1638BATS:SPY1D9445.6114068.7-4623.0942.111.2963447.76Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: true0.530.540.52
All1639BATS:SPY1D4852.8711321.4-6468.5339.881.1715223.98Key Value: 3ATR Period: 15Long Trades: trueShort Trades: true0.470.480.46
All1640BATS:SPY1D85.029003.45-8918.4336.51.0037036.62Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: true0.410.420.40
All1641BATS:SPY1D1933.4210370.7-8437.2834.861.0756757.37Key Value: 4ATR Period: 15Long Trades: trueShort Trades: true0.420.430.40
All1642BATS:SPY1D8303.8314020.55-5716.7241.181.4414090.96Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: true0.510.530.49
All1643BATS:SPY1D6345.1712654.31-6309.1430.141.3515523.91Key Value: 5ATR Period: 15Long Trades: trueShort Trades: true0.450.470.44
All1644BATS:SPY1D5257.1511951.41-6694.26351.3127000.24Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: true0.440.450.43
All1645BATS:SPY1D-2116.127664.86-9780.9832.760.8958173.93Key Value: 6ATR Period: 15Long Trades: trueShort Trades: true0.370.380.36
All1646BATS:SPY1D-7379.14685.49-12064.5932.140.66211525.41Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: true0.290.300.29
All1647BATS:SPY1D-7727.894305.66-12033.55300.62911786.15Key Value: 7ATR Period: 15Long Trades: trueShort Trades: true0.280.290.28
All1648BATS:SPY1D-4435.56419.01-10854.5128.570.76310489.3Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: true0.310.320.31
All1649BATS:SPY1D-5568.355778.01-11346.3628.950.7110032.51Key Value: 8ATR Period: 15Long Trades: trueShort Trades: true0.310.320.31
All1650BATS:SPY1D-5161.465553.1-10714.5628.130.70812208.33Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: true0.290.290.29
All1651BATS:SPY1D-5533.465400.26-10933.7232.140.68911165Key Value: 9ATR Period: 15Long Trades: trueShort Trades: true0.310.310.31
All1652BATS:SPY1D-6605.964148.95-10754.9126.920.62612005.63Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: true0.280.270.29
All1653BATS:SPY1D-3637.485682.73-9320.21300.7569714.31Key Value: 10ATR Period: 15Long Trades: trueShort Trades: true0.330.330.34
All1654BATS:SPY1D-19732.01-2679.39-17052.6234.970.72121119.93Key Value: 1ATR Period: 20Long Trades: trueShort Trades: true0.110.110.12
All1655BATS:SPY1D-3505.956554.44-10060.3935.640.9338779.23Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: true0.360.370.36
All1656BATS:SPY1D-1745.397400.87-9146.2637.780.968539.86Key Value: 2ATR Period: 20Long Trades: trueShort Trades: true0.380.380.38
All1657BATS:SPY1D-632.518332.37-8964.8838.460.9836593.95Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: true0.410.420.41
All1658BATS:SPY1D5479.9411584.48-6104.5441.821.1865066.5Key Value: 3ATR Period: 20Long Trades: trueShort Trades: true0.480.490.47
All1659BATS:SPY1D-2346.787632.71-9979.4935.970.928926.97Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: true0.370.380.36
All1660BATS:SPY1D3098.7910971.3-7872.5136.941.1234434.6Key Value: 4ATR Period: 20Long Trades: trueShort Trades: true0.460.470.45
All1661BATS:SPY1D10249.4414926.71-4677.27401.5554111.21Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: true0.520.540.50
All1662BATS:SPY1D7506.0613304.95-5798.8932.881.4164302Key Value: 5ATR Period: 20Long Trades: trueShort Trades: true0.480.500.47
All1663BATS:SPY1D3190.811018.97-7828.1732.311.1637270.38Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: true0.410.430.40
All1664BATS:SPY1D319.088979.04-8659.9632.761.0177516.54Key Value: 6ATR Period: 20Long Trades: trueShort Trades: true0.390.400.39
All1665BATS:SPY1D-4073.336458.19-10531.5235.190.7928172.87Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: true0.360.370.36
All1666BATS:SPY1D-6543.414934.63-11478.0434.620.6810887.88Key Value: 7ATR Period: 20Long Trades: trueShort Trades: true0.310.320.31
All1667BATS:SPY1D-597.098540.7-9137.7937.50.9636724.3Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: true0.410.420.40
All1668BATS:SPY1D-1473.947825.04-9298.9833.330.9067380.37Key Value: 8ATR Period: 20Long Trades: trueShort Trades: true0.380.390.38
All1669BATS:SPY1D-1321.017673.64-8994.65300.9158960.16Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: true0.360.360.36
All1670BATS:SPY1D276.977822.53-7545.5633.331.0216284.15Key Value: 9ATR Period: 20Long Trades: trueShort Trades: true0.410.400.42
All1671BATS:SPY1D-350.247417.4-7767.6436.360.9737523.25Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: true0.400.390.41
All1672BATS:SPY1D-3907.785513.16-9420.9427.270.7429890.23Key Value: 10ATR Period: 20Long Trades: trueShort Trades: true0.320.320.33
All1673BATS:SPY1D-18957.48-2238.65-16718.8334.740.73220163.73Key Value: 1ATR Period: 25Long Trades: trueShort Trades: true0.120.120.13
All1674BATS:SPY1D-8062.223947.19-12009.4134.620.85112640.55Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: true0.280.290.28
All1675BATS:SPY1D-4059.346133.33-10192.6736.140.9119179.13Key Value: 2ATR Period: 25Long Trades: trueShort Trades: true0.350.360.35
All1676BATS:SPY1D-5275.115609.72-10884.8339.460.8699339.08Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: true0.350.360.35
All1677BATS:SPY1D3107.510316.3-7208.840.351.14487.7Key Value: 3ATR Period: 25Long Trades: trueShort Trades: true0.470.470.46
All1678BATS:SPY1D609.859236.81-8626.9637.781.0217937.7Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: true0.400.410.40
All1679BATS:SPY1D3028.4410873.7-7845.2637.841.1185750.74Key Value: 4ATR Period: 25Long Trades: trueShort Trades: true0.440.460.43
All1680BATS:SPY1D6887.4213215.97-6328.5538.21.3324533.09Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: true0.490.500.47
All1681BATS:SPY1D7992.0913563.81-5571.7232.881.4533777.03Key Value: 5ATR Period: 25Long Trades: trueShort Trades: true0.490.510.48
All1682BATS:SPY1D3868.9911463.07-7594.0831.341.196583.61Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: true0.420.440.41
All1683BATS:SPY1D-1805.168295.54-10100.731.150.9167493.01Key Value: 6ATR Period: 25Long Trades: trueShort Trades: true0.370.390.36
All1684BATS:SPY1D-2049.767376.64-9426.435.190.8887028.97Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: true0.390.390.39
All1685BATS:SPY1D-331.538549.66-8881.1939.130.9816917.53Key Value: 7ATR Period: 25Long Trades: trueShort Trades: true0.410.420.41
All1686BATS:SPY1D734.649122.58-8387.94451.0476032.25Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: true0.440.450.44
All1687BATS:SPY1D-573.78359.9-8933.636.110.9616539.21Key Value: 8ATR Period: 25Long Trades: trueShort Trades: true0.410.410.40
All1688BATS:SPY1D3352.5910123.15-6770.5638.461.2874654.26Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: true0.460.470.46
All1689BATS:SPY1D5141.4710339.64-5198.1736.361.5094948.87Key Value: 9ATR Period: 25Long Trades: trueShort Trades: true0.470.460.48
All1690BATS:SPY1D1650.098480.59-6830.531.821.1385839.34Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: true0.420.410.43
All1691BATS:SPY1D-2161.386285.81-8447.1931.820.8428152.96Key Value: 10ATR Period: 25Long Trades: trueShort Trades: true0.370.360.38
All1692BATS:SPY1D-19290.81-2403.33-16887.4834.530.72720498.73Key Value: 1ATR Period: 30Long Trades: trueShort Trades: true0.110.120.12
All1693BATS:SPY1D-9092.493287.69-12380.1834.190.83413245.43Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: true0.270.270.27
All1694BATS:SPY1D-2551.277085.33-9636.636.360.9437243.08Key Value: 2ATR Period: 30Long Trades: trueShort Trades: true0.390.390.39
All1695BATS:SPY1D-4158.716175.96-10334.6739.820.8958874.46Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: true0.360.370.37
All1696BATS:SPY1D-1189.388039.82-9229.238.290.9655997.61Key Value: 3ATR Period: 30Long Trades: trueShort Trades: true0.410.420.41
All1697BATS:SPY1D5026.6811727.18-6700.538.931.1835067.03Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: true0.470.480.46
All1698BATS:SPY1D6277.0612804.88-6527.8238.321.2624691.52Key Value: 4ATR Period: 30Long Trades: trueShort Trades: true0.480.500.46
All1699BATS:SPY1D8256.313923.22-5666.9238.21.4074382.66Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: true0.500.520.48
All1700BATS:SPY1D8690.4713980-5289.5334.251.4825188.53Key Value: 5ATR Period: 30Long Trades: trueShort Trades: true0.480.500.47
All1701BATS:SPY1D5301.6412206.63-6904.9934.331.2756211.39Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: true0.450.460.43
All1702BATS:SPY1D-1366.58410.68-9777.1831.150.9356750.46Key Value: 6ATR Period: 30Long Trades: trueShort Trades: true0.390.400.38
All1703BATS:SPY1D-2666.247203.21-9869.4535.190.8617667.87Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: true0.380.380.37
All1704BATS:SPY1D3618.6410746.99-7128.3543.181.2435939.96Key Value: 7ATR Period: 30Long Trades: trueShort Trades: true0.460.470.45
All1705BATS:SPY1D3099.7510329.76-7230.0147.371.2235632.92Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: true0.470.480.47
All1706BATS:SPY1D2164.739784.65-7619.9241.181.1525721.18Key Value: 8ATR Period: 30Long Trades: trueShort Trades: true0.450.460.44
All1707BATS:SPY1D8606.6213021.54-4414.9241.671.9424271.06Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: true0.510.520.51
All1708BATS:SPY1D5994.8110767.64-4772.8336.361.6284957.66Key Value: 9ATR Period: 30Long Trades: trueShort Trades: true0.470.470.48
All1709BATS:SPY1D2768.769002.26-6233.531.821.2515613.4Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: true0.430.420.44
All1710BATS:SPY1D2109.778757.72-6647.95351.1874275.16Key Value: 10ATR Period: 30Long Trades: trueShort Trades: true0.450.440.46
All1711BATS:SPY1D-17247.61-1377.11-15870.535.070.75318618.24Key Value: 1ATR Period: 35Long Trades: trueShort Trades: true0.150.150.16
All1712BATS:SPY1D-10630.92408.67-13039.5733.970.81112454.63Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: true0.260.270.27
All1713BATS:SPY1D-695.837997.78-8693.6136.450.9846988.74Key Value: 2ATR Period: 35Long Trades: trueShort Trades: true0.400.410.40
All1714BATS:SPY1D-1621.997603.88-9225.8740.270.9587815.99Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: true0.400.400.39
All1715BATS:SPY1D-9116.753731.24-12847.9935.680.77211773.57Key Value: 3ATR Period: 35Long Trades: trueShort Trades: true0.290.300.29
All1716BATS:SPY1D5443.511988.79-6545.2939.691.1994880.55Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: true0.480.490.47
All1717BATS:SPY1D6501.0212769.97-6268.9539.451.2614617.79Key Value: 4ATR Period: 35Long Trades: trueShort Trades: true0.490.500.47
All1718BATS:SPY1D8864.6114189.68-5325.0740.231.4544610.32Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: true0.500.520.49
All1719BATS:SPY1D7541.3113271.04-5729.7334.671.4084720.93Key Value: 5ATR Period: 35Long Trades: trueShort Trades: true0.480.490.47
All1720BATS:SPY1D4835.3411805.14-6969.835.821.2565899.23Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: true0.450.470.44
All1721BATS:SPY1D-1979.888094.59-10074.4731.750.9116160.6Key Value: 6ATR Period: 35Long Trades: trueShort Trades: true0.390.400.38
All1722BATS:SPY1D-740.038857.12-9597.1533.960.9636562.57Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: true0.400.420.39
All1723BATS:SPY1D3072.4410324.5-7252.0643.181.2055917.4Key Value: 7ATR Period: 35Long Trades: trueShort Trades: true0.460.470.45
All1724BATS:SPY1D5275.9111529.74-6253.8347.371.3945567.99Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: true0.490.500.48
All1725BATS:SPY1D7653.1612905.15-5251.9946.431.684959.24Key Value: 8ATR Period: 35Long Trades: trueShort Trades: true0.510.520.50
All1726BATS:SPY1D6863.3512109.42-5246.0742.311.6255588.18Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: true0.490.490.48
All1727BATS:SPY1D7418.5311648.92-4230.3940.911.8294804.69Key Value: 9ATR Period: 35Long Trades: trueShort Trades: true0.500.490.50
All1728BATS:SPY1D6344.0411089.71-4745.67351.7063448.36Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: true0.490.490.50
All1729BATS:SPY1D3144.499343.87-6199.38351.2964088.78Key Value: 10ATR Period: 35Long Trades: trueShort Trades: true0.460.450.47
All1730BATS:SPY1D-18312.930-18312.9325.530.51418667.76Key Value: 1ATR Period: 5Long Trades: falseShort Trades: true0.120.140.10
All1731BATS:SPY1D-15143.350-15143.3523.40.49915217.92Key Value: 1.5ATR Period: 5Long Trades: falseShort Trades: true0.170.180.18
All1732BATS:SPY1D-6755.850-6755.8528.290.6829117.26Key Value: 2ATR Period: 5Long Trades: falseShort Trades: true0.310.260.38
All1733BATS:SPY1D-3743.660-3743.6627.180.787347.74Key Value: 2.5ATR Period: 5Long Trades: falseShort Trades: true0.350.280.44
All1734BATS:SPY1D-5152.780-5152.7826.510.6838671.18Key Value: 3ATR Period: 5Long Trades: falseShort Trades: true0.330.260.40
All1735BATS:SPY1D-6457.30-6457.320.630.5869618.42Key Value: 3.5ATR Period: 5Long Trades: falseShort Trades: true0.290.240.36
All1736BATS:SPY1D-8458.550-8458.5524.070.48411634.35Key Value: 4ATR Period: 5Long Trades: falseShort Trades: true0.260.220.32
All1737BATS:SPY1D-9370.160-9370.1624.440.39412284.58Key Value: 4.5ATR Period: 5Long Trades: falseShort Trades: true0.250.210.30
All1738BATS:SPY1D-6782.190-6782.1925.710.4669875.62Key Value: 5ATR Period: 5Long Trades: falseShort Trades: true0.300.250.36
All1739BATS:SPY1D-7403.270-7403.27200.3969662.2Key Value: 5.5ATR Period: 5Long Trades: falseShort Trades: true0.280.230.34
All1740BATS:SPY1D-8331.80-8331.814.810.36211341.3Key Value: 6ATR Period: 5Long Trades: falseShort Trades: true0.240.200.30
All1741BATS:SPY1D-10810.70-10810.77.410.29213105.2Key Value: 6.5ATR Period: 5Long Trades: falseShort Trades: true0.190.160.22
All1742BATS:SPY1D-13150.90-13150.97.690.23314486.74Key Value: 7ATR Period: 5Long Trades: falseShort Trades: true0.160.140.18
All1743BATS:SPY1D-14178.70-14178.78.330.22415969.73Key Value: 7.5ATR Period: 5Long Trades: falseShort Trades: true0.130.130.15
All1744BATS:SPY1D-15222.50-15222.58.70.19416380.73Key Value: 8ATR Period: 5Long Trades: falseShort Trades: true0.120.120.13
All1745BATS:SPY1D-13188.590-13188.5910.530.21714437.89Key Value: 8.5ATR Period: 5Long Trades: falseShort Trades: true0.160.150.18
All1746BATS:SPY1D-11772.740-11772.7412.50.22314881.08Key Value: 9ATR Period: 5Long Trades: falseShort Trades: true0.170.150.20
All1747BATS:SPY1D-10828.120-10828.1213.330.22613651.96Key Value: 9.5ATR Period: 5Long Trades: falseShort Trades: true0.190.170.23
All1748BATS:SPY1D-10308.610-10308.617.690.22412884.93Key Value: 10ATR Period: 5Long Trades: falseShort Trades: true0.190.160.23
All1749BATS:SPY1D-17158.610-17158.6127.850.54917679.93Key Value: 1ATR Period: 10Long Trades: falseShort Trades: true0.140.160.14
All1750BATS:SPY1D-13306.760-13306.7625.740.53813404.83Key Value: 1.5ATR Period: 10Long Trades: falseShort Trades: true0.210.200.23
All1751BATS:SPY1D-11007.770-11007.77300.51711230.01Key Value: 2ATR Period: 10Long Trades: falseShort Trades: true0.270.240.30
All1752BATS:SPY1D-3993.870-3993.8733.330.7596739.05Key Value: 2.5ATR Period: 10Long Trades: falseShort Trades: true0.370.300.46
All1753BATS:SPY1D-4802.620-4802.6230.490.6767998.86Key Value: 3ATR Period: 10Long Trades: falseShort Trades: true0.350.280.43
All1754BATS:SPY1D-7638.460-7638.4622.060.5029375.03Key Value: 3.5ATR Period: 10Long Trades: falseShort Trades: true0.290.240.35
All1755BATS:SPY1D-9162.640-9162.6421.430.45712499.22Key Value: 4ATR Period: 10Long Trades: falseShort Trades: true0.240.200.29
All1756BATS:SPY1D-8071.550-8071.5523.910.42211025.69Key Value: 4.5ATR Period: 10Long Trades: falseShort Trades: true0.270.230.33
All1757BATS:SPY1D-4206.60-4206.618.180.5757534Key Value: 5ATR Period: 10Long Trades: falseShort Trades: true0.320.250.41
All1758BATS:SPY1D-7649.250-7649.2518.750.38210094.37Key Value: 5.5ATR Period: 10Long Trades: falseShort Trades: true0.270.230.33
All1759BATS:SPY1D-10104.820-10104.8210.340.31512892.54Key Value: 6ATR Period: 10Long Trades: falseShort Trades: true0.200.170.24
All1760BATS:SPY1D-11947.80-11947.810.710.26713929.89Key Value: 6.5ATR Period: 10Long Trades: falseShort Trades: true0.180.160.21
All1761BATS:SPY1D-12642.580-12642.5880.24314013.71Key Value: 7ATR Period: 10Long Trades: falseShort Trades: true0.170.150.19
All1762BATS:SPY1D-13213.730-13213.738.70.22413963.64Key Value: 7.5ATR Period: 10Long Trades: falseShort Trades: true0.160.150.18
All1763BATS:SPY1D-13063.930-13063.939.520.2214452.83Key Value: 8ATR Period: 10Long Trades: falseShort Trades: true0.160.150.18
All1764BATS:SPY1D-10391.070-10391.0712.50.25513704.11Key Value: 8.5ATR Period: 10Long Trades: falseShort Trades: true0.190.170.24
All1765BATS:SPY1D-11909.460-11909.466.250.21114772.5Key Value: 9ATR Period: 10Long Trades: falseShort Trades: true0.160.140.19
All1766BATS:SPY1D-9687.890-9687.8918.180.2413433.85Key Value: 9.5ATR Period: 10Long Trades: falseShort Trades: true0.220.180.26
All1767BATS:SPY1D-9419.960-9419.96100.2413165.92Key Value: 10ATR Period: 10Long Trades: falseShort Trades: true0.200.170.25
All1768BATS:SPY1D-17729.40-17729.428.720.53518188.56Key Value: 1ATR Period: 15Long Trades: falseShort Trades: true0.140.160.12
All1769BATS:SPY1D-11781.870-11781.8727.350.56512372.68Key Value: 1.5ATR Period: 15Long Trades: falseShort Trades: true0.240.220.27
All1770BATS:SPY1D-12728.550-12728.5528.30.46512728.55Key Value: 2ATR Period: 15Long Trades: falseShort Trades: true0.230.220.26
All1771BATS:SPY1D-4153.30-4153.332.380.7567106.3Key Value: 2.5ATR Period: 15Long Trades: falseShort Trades: true0.370.300.45
All1772BATS:SPY1D-6055.810-6055.8129.270.6248816.06Key Value: 3ATR Period: 15Long Trades: falseShort Trades: true0.320.270.40
All1773BATS:SPY1D-8458.360-8458.3624.640.48210288.61Key Value: 3.5ATR Period: 15Long Trades: falseShort Trades: true0.280.240.33
All1774BATS:SPY1D-7837.50-7837.521.820.510761.36Key Value: 4ATR Period: 15Long Trades: falseShort Trades: true0.270.230.33
All1775BATS:SPY1D-5023.280-5023.2827.910.5527758.88Key Value: 4.5ATR Period: 15Long Trades: falseShort Trades: true0.340.280.42
All1776BATS:SPY1D-5832.590-5832.5913.510.4987940.47Key Value: 5ATR Period: 15Long Trades: falseShort Trades: true0.300.240.37
All1777BATS:SPY1D-6162.860-6162.8613.330.4678952.83Key Value: 5.5ATR Period: 15Long Trades: falseShort Trades: true0.280.230.35
All1778BATS:SPY1D-9270.60-9270.613.790.33912156.89Key Value: 6ATR Period: 15Long Trades: falseShort Trades: true0.220.190.27
All1779BATS:SPY1D-11740.260-11740.2610.710.26713577.1Key Value: 6.5ATR Period: 15Long Trades: falseShort Trades: true0.180.160.21
All1780BATS:SPY1D-11847.070-11847.07120.25613255.52Key Value: 7ATR Period: 15Long Trades: falseShort Trades: true0.190.170.22
All1781BATS:SPY1D-10363.540-10363.549.520.2712133.46Key Value: 7.5ATR Period: 15Long Trades: falseShort Trades: true0.210.180.25
All1782BATS:SPY1D-10945.10-10945.110.530.25312477.72Key Value: 8ATR Period: 15Long Trades: falseShort Trades: true0.200.180.24
All1783BATS:SPY1D-10311.980-10311.9812.50.24813331.8Key Value: 8.5ATR Period: 15Long Trades: falseShort Trades: true0.200.170.24
All1784BATS:SPY1D-10605.140-10605.1414.290.24113468.18Key Value: 9ATR Period: 15Long Trades: falseShort Trades: true0.200.170.24
All1785BATS:SPY1D-10470.390-10470.3915.380.22614216.35Key Value: 9.5ATR Period: 15Long Trades: falseShort Trades: true0.200.170.24
All1786BATS:SPY1D-9084.950-9084.95100.24712830.91Key Value: 10ATR Period: 15Long Trades: falseShort Trades: true0.210.170.26
All1787BATS:SPY1D-17868.770-17868.7728.040.5418327.93Key Value: 1ATR Period: 20Long Trades: falseShort Trades: true0.130.150.12
All1788BATS:SPY1D-9865.170-9865.1729.740.61710746.14Key Value: 1.5ATR Period: 20Long Trades: falseShort Trades: true0.280.250.32
All1789BATS:SPY1D-9088.950-9088.9528.480.5869714.4Key Value: 2ATR Period: 20Long Trades: falseShort Trades: true0.290.260.34
All1790BATS:SPY1D-8672.80-8672.829.730.55910198.85Key Value: 2.5ATR Period: 20Long Trades: falseShort Trades: true0.290.250.35
All1791BATS:SPY1D-5666.20-5666.231.330.6518417.2Key Value: 3ATR Period: 20Long Trades: falseShort Trades: true0.340.280.41
All1792BATS:SPY1D-9611.240-9611.2422.860.4611209.1Key Value: 3.5ATR Period: 20Long Trades: falseShort Trades: true0.260.220.30
All1793BATS:SPY1D-7252.850-7252.8523.210.5139570.23Key Value: 4ATR Period: 20Long Trades: falseShort Trades: true0.290.240.36
All1794BATS:SPY1D-4068.980-4068.9827.910.6296815.76Key Value: 4.5ATR Period: 20Long Trades: falseShort Trades: true0.360.290.44
All1795BATS:SPY1D-5349.320-5349.3216.220.5277331.67Key Value: 5ATR Period: 20Long Trades: falseShort Trades: true0.310.250.39
All1796BATS:SPY1D-7346.140-7346.1415.150.4469011.13Key Value: 5.5ATR Period: 20Long Trades: falseShort Trades: true0.280.230.34
All1797BATS:SPY1D-8164.320-8164.3213.790.37811069.66Key Value: 6ATR Period: 20Long Trades: falseShort Trades: true0.240.200.30
All1798BATS:SPY1D-10104.110-10104.1114.810.31112060.1Key Value: 6.5ATR Period: 20Long Trades: falseShort Trades: true0.220.190.26
All1799BATS:SPY1D-11311.990-11311.9915.380.27112866.08Key Value: 7ATR Period: 20Long Trades: falseShort Trades: true0.210.180.24
All1800BATS:SPY1D-8605.220-8605.22150.30910515.06Key Value: 7.5ATR Period: 20Long Trades: falseShort Trades: true0.250.210.30
All1801BATS:SPY1D-8935.060-8935.0611.110.29110562.28Key Value: 8ATR Period: 20Long Trades: falseShort Trades: true0.240.200.29
All1802BATS:SPY1D-8514.870-8514.8713.330.29711534.69Key Value: 8.5ATR Period: 20Long Trades: falseShort Trades: true0.230.190.29
All1803BATS:SPY1D-7162.850-7162.8516.670.3211065.61Key Value: 9ATR Period: 20Long Trades: falseShort Trades: true0.260.210.32
All1804BATS:SPY1D-7469.150-7469.1518.180.28911215.11Key Value: 9.5ATR Period: 20Long Trades: falseShort Trades: true0.260.210.32
All1805BATS:SPY1D-9184.170-9184.179.090.24312897.93Key Value: 10ATR Period: 20Long Trades: falseShort Trades: true0.200.170.25
All1806BATS:SPY1D-17464.880-17464.8827.970.55417952.6Key Value: 1ATR Period: 25Long Trades: falseShort Trades: true0.140.160.13
All1807BATS:SPY1D-12134.220-12134.2228.760.55712423.42Key Value: 1.5ATR Period: 25Long Trades: falseShort Trades: true0.240.220.27
All1808BATS:SPY1D-10087.520-10087.5226.710.55310650.04Key Value: 2ATR Period: 25Long Trades: falseShort Trades: true0.270.240.31
All1809BATS:SPY1D-10927.290-10927.2931.250.46811331.11Key Value: 2.5ATR Period: 25Long Trades: falseShort Trades: true0.270.240.30
All1810BATS:SPY1D-6811.790-6811.7929.070.5898948.92Key Value: 3ATR Period: 25Long Trades: falseShort Trades: true0.320.270.38
All1811BATS:SPY1D-8275.310-8275.3126.470.4929961.75Key Value: 3.5ATR Period: 25Long Trades: falseShort Trades: true0.290.250.34
All1812BATS:SPY1D-7359.620-7359.62250.5089686.93Key Value: 4ATR Period: 25Long Trades: falseShort Trades: true0.290.250.36
All1813BATS:SPY1D-56500-565024.440.5268421.64Key Value: 4.5ATR Period: 25Long Trades: falseShort Trades: true0.320.260.39
All1814BATS:SPY1D-5132.740-5132.7413.510.5217104.71Key Value: 5ATR Period: 25Long Trades: falseShort Trades: true0.310.250.39
All1815BATS:SPY1D-7053.180-7053.1814.710.4768815.44Key Value: 5.5ATR Period: 25Long Trades: falseShort Trades: true0.280.230.35
All1816BATS:SPY1D-9674.620-9674.6212.90.34610991.74Key Value: 6ATR Period: 25Long Trades: falseShort Trades: true0.230.200.28
All1817BATS:SPY1D-9113.730-9113.7314.810.34411110.84Key Value: 6.5ATR Period: 25Long Trades: falseShort Trades: true0.240.200.29
All1818BATS:SPY1D-8458.80-8458.817.390.3449876.71Key Value: 7ATR Period: 25Long Trades: falseShort Trades: true0.270.220.32
All1819BATS:SPY1D-7937.460-7937.46200.349751.16Key Value: 7.5ATR Period: 25Long Trades: falseShort Trades: true0.280.230.33
All1820BATS:SPY1D-8507.770-8507.7716.670.30210224.45Key Value: 8ATR Period: 25Long Trades: falseShort Trades: true0.260.220.31
All1821BATS:SPY1D-6415.950-6415.9515.380.3599480.75Key Value: 8.5ATR Period: 25Long Trades: falseShort Trades: true0.280.220.35
All1822BATS:SPY1D-4980.610-4980.6118.180.3928771.55Key Value: 9ATR Period: 25Long Trades: falseShort Trades: true0.300.240.38
All1823BATS:SPY1D-6542.520-6542.529.090.31310333.46Key Value: 9.5ATR Period: 25Long Trades: falseShort Trades: true0.250.200.32
All1824BATS:SPY1D-8248.080-8248.089.090.25211798.74Key Value: 10ATR Period: 25Long Trades: falseShort Trades: true0.220.180.28
All1825BATS:SPY1D-17654.040-17654.0428.650.54618141.76Key Value: 1ATR Period: 30Long Trades: falseShort Trades: true0.140.160.13
All1826BATS:SPY1D-12558.570-12558.5729.180.5512847.77Key Value: 1.5ATR Period: 30Long Trades: falseShort Trades: true0.230.220.26
All1827BATS:SPY1D-9453.70-9453.727.50.56510191.65Key Value: 2ATR Period: 30Long Trades: falseShort Trades: true0.280.250.33
All1828BATS:SPY1D-10344.080-10344.0832.430.4910747.9Key Value: 2.5ATR Period: 30Long Trades: falseShort Trades: true0.280.250.32
All1829BATS:SPY1D-8941.530-8941.5327.270.5069744.1Key Value: 3ATR Period: 30Long Trades: falseShort Trades: true0.290.250.34
All1830BATS:SPY1D-6275.730-6275.7327.270.5918317.13Key Value: 3.5ATR Period: 30Long Trades: falseShort Trades: true0.320.270.39
All1831BATS:SPY1D-5985.780-5985.7825.930.578381.53Key Value: 4ATR Period: 30Long Trades: falseShort Trades: true0.320.260.39
All1832BATS:SPY1D-4925.570-4925.5722.220.5767677.42Key Value: 4.5ATR Period: 30Long Trades: falseShort Trades: true0.330.260.41
All1833BATS:SPY1D-4848.540-4848.5418.920.5527167.81Key Value: 5ATR Period: 30Long Trades: falseShort Trades: true0.330.260.41
All1834BATS:SPY1D-6391.060-6391.0614.710.518304.29Key Value: 5.5ATR Period: 30Long Trades: falseShort Trades: true0.290.240.36
All1835BATS:SPY1D-9349.470-9349.4712.90.36110583.44Key Value: 6ATR Period: 30Long Trades: falseShort Trades: true0.240.200.29
All1836BATS:SPY1D-9443.760-9443.7614.810.33311498.55Key Value: 6.5ATR Period: 30Long Trades: falseShort Trades: true0.230.200.28
All1837BATS:SPY1D-6634.880-6634.8818.180.4219009.28Key Value: 7ATR Period: 30Long Trades: falseShort Trades: true0.290.240.36
All1838BATS:SPY1D-6865.590-6865.5921.050.3848724.27Key Value: 7.5ATR Period: 30Long Trades: falseShort Trades: true0.300.250.36
All1839BATS:SPY1D-7273.220-7273.2223.530.3448796.43Key Value: 8ATR Period: 30Long Trades: falseShort Trades: true0.300.250.36
All1840BATS:SPY1D-4142.260-4142.26250.4697168.42Key Value: 8.5ATR Period: 30Long Trades: falseShort Trades: true0.350.280.43
All1841BATS:SPY1D-4535.790-4535.7918.180.4158326.73Key Value: 9ATR Period: 30Long Trades: falseShort Trades: true0.310.240.39
All1842BATS:SPY1D-5976.180-5976.189.090.3259665.62Key Value: 9.5ATR Period: 30Long Trades: falseShort Trades: true0.260.210.34
All1843BATS:SPY1D-6304.890-6304.89100.3069900.53Key Value: 10ATR Period: 30Long Trades: falseShort Trades: true0.260.210.33
All1844BATS:SPY1D-16511.580-16511.5829.680.56717111.86Key Value: 1ATR Period: 35Long Trades: falseShort Trades: true0.160.170.16
All1845BATS:SPY1D-13263.620-13263.6229.240.55113665.38Key Value: 1.5ATR Period: 35Long Trades: falseShort Trades: true0.220.210.24
All1846BATS:SPY1D-8512.610-8512.6129.190.69392.77Key Value: 2ATR Period: 35Long Trades: falseShort Trades: true0.300.260.36
All1847BATS:SPY1D-9163.140-9163.1433.330.5269540.95Key Value: 2.5ATR Period: 35Long Trades: falseShort Trades: true0.310.270.35
All1848BATS:SPY1D-12855.20-12855.225.810.39513199.67Key Value: 3ATR Period: 35Long Trades: falseShort Trades: true0.220.210.24
All1849BATS:SPY1D-6130.50-6130.528.790.5978200.76Key Value: 3.5ATR Period: 35Long Trades: falseShort Trades: true0.330.270.40
All1850BATS:SPY1D-5767.370-5767.3729.090.5677531.92Key Value: 4ATR Period: 35Long Trades: falseShort Trades: true0.340.280.41
All1851BATS:SPY1D-4692.510-4692.5122.730.5857442.94Key Value: 4.5ATR Period: 35Long Trades: falseShort Trades: true0.330.270.41
All1852BATS:SPY1D-5299.720-5299.7218.420.5037478.57Key Value: 5ATR Period: 35Long Trades: falseShort Trades: true0.320.260.39
All1853BATS:SPY1D-6444.620-6444.6217.650.5058381.08Key Value: 5.5ATR Period: 35Long Trades: falseShort Trades: true0.300.240.37
All1854BATS:SPY1D-9632.650-9632.6515.630.3710590.53Key Value: 6ATR Period: 35Long Trades: falseShort Trades: true0.240.210.29
All1855BATS:SPY1D-9153.440-9153.4414.810.3529445.1Key Value: 6.5ATR Period: 35Long Trades: falseShort Trades: true0.260.220.31
All1856BATS:SPY1D-6814.780-6814.7818.180.4149003.18Key Value: 7ATR Period: 35Long Trades: falseShort Trades: true0.290.240.35
All1857BATS:SPY1D-5892.980-5892.9821.050.4468058.72Key Value: 7.5ATR Period: 35Long Trades: falseShort Trades: true0.310.260.39
All1858BATS:SPY1D-5075.870-5075.8728.570.447404.47Key Value: 8ATR Period: 35Long Trades: falseShort Trades: true0.350.280.42
All1859BATS:SPY1D-5019.650-5019.6530.770.4247989.26Key Value: 8.5ATR Period: 35Long Trades: falseShort Trades: true0.340.280.42
All1860BATS:SPY1D-4042.80-4042.827.270.4477786.14Key Value: 9ATR Period: 35Long Trades: falseShort Trades: true0.340.270.43
All1861BATS:SPY1D-4474.910-4474.91100.3848070.55Key Value: 9.5ATR Period: 35Long Trades: falseShort Trades: true0.290.230.38
All1862BATS:SPY1D-5837.560-5837.56100.3199380.7Key Value: 10ATR Period: 35Long Trades: falseShort Trades: true0.270.210.34
All1863BATS:SPY1D-2838.53-2838.53041.870.928718.69Key Value: 1ATR Period: 5Long Trades: trueShort Trades: false0.380.270.51
All1864BATS:SPY1D1082.651082.65042.741.0376510.37Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: false0.430.340.54
All1865BATS:SPY1D11124.4911124.49050.991.6522472.65Key Value: 2ATR Period: 5Long Trades: trueShort Trades: false0.570.540.61
All1866BATS:SPY1D14551.4614551.46055.882.4561580.7Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: false0.620.610.64
All1867BATS:SPY1D12733.112733.1048.782.4082609.34Key Value: 3ATR Period: 5Long Trades: trueShort Trades: false0.580.550.61
All1868BATS:SPY1D11580.611580.6050.792.5931846.82Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: false0.590.560.63
All1869BATS:SPY1D9319.219319.21051.852.2251891.79Key Value: 4ATR Period: 5Long Trades: trueShort Trades: false0.570.530.63
All1870BATS:SPY1D8383.418383.41044.441.9932539.48Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: false0.540.490.60
All1871BATS:SPY1D11273.2711273.27051.433.3311944.82Key Value: 5ATR Period: 5Long Trades: trueShort Trades: false0.590.560.63
All1872BATS:SPY1D10387.4410387.44056.673.6392154.01Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: false0.600.560.64
All1873BATS:SPY1D9042.389042.38055.563.291837.05Key Value: 6ATR Period: 5Long Trades: trueShort Trades: false0.590.540.64
All1874BATS:SPY1D6200.886200.88051.852.1652140.44Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: false0.550.490.62
All1875BATS:SPY1D3243.283243.28038.461.5772193.3Key Value: 7ATR Period: 5Long Trades: trueShort Trades: false0.490.410.59
All1876BATS:SPY1D2208.082208.08045.831.3691766.82Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: false0.510.420.61
All1877BATS:SPY1D1015.721015.72034.781.1451978.65Key Value: 8ATR Period: 5Long Trades: trueShort Trades: false0.470.380.58
All1878BATS:SPY1D3462.223462.22047.371.7312103.63Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: false0.520.440.61
All1879BATS:SPY1D3991.213991.210502.0941950.18Key Value: 9ATR Period: 5Long Trades: trueShort Trades: false0.530.460.62
All1880BATS:SPY1D5157.595157.59053.332.5862112.17Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: false0.550.480.63
All1881BATS:SPY1D5665.685665.68061.542.8951454.33Key Value: 10ATR Period: 5Long Trades: trueShort Trades: false0.580.520.66
All1882BATS:SPY1D-1404.54-1404.54041.760.9618216.32Key Value: 1ATR Period: 10Long Trades: trueShort Trades: false0.400.290.52
All1883BATS:SPY1D3247.523247.52041.531.1175421.71Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: false0.460.380.55
All1884BATS:SPY1D5763.975763.97047.171.2624622.98Key Value: 2ATR Period: 10Long Trades: trueShort Trades: false0.500.440.58
All1885BATS:SPY1D14234.4914234.49056.732.1831936.62Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: false0.620.600.64
All1886BATS:SPY1D13018.7313018.73049.382.3662809.29Key Value: 3ATR Period: 10Long Trades: trueShort Trades: false0.580.560.61
All1887BATS:SPY1D10164.3410164.34047.761.9653028.03Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: false0.550.510.60
All1888BATS:SPY1D8940.148940.14050.911.9082611.65Key Value: 4ATR Period: 10Long Trades: trueShort Trades: false0.560.510.61
All1889BATS:SPY1D10034.4110034.41045.652.172726.95Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: false0.550.510.60
All1890BATS:SPY1D14505.6714505.67054.554.7541584.89Key Value: 5ATR Period: 10Long Trades: trueShort Trades: false0.630.620.65
All1891BATS:SPY1D10069.910069.90502.932011.92Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: false0.580.540.62
All1892BATS:SPY1D6917.416917.41051.722.1772785.6Key Value: 6ATR Period: 10Long Trades: trueShort Trades: false0.550.490.62
All1893BATS:SPY1D5038.415038.410501.8332337.01Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: false0.530.460.61
All1894BATS:SPY1D3676.113676.110481.7161562.06Key Value: 7ATR Period: 10Long Trades: trueShort Trades: false0.530.450.62
All1895BATS:SPY1D3288.543288.54039.131.5481567.5Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: false0.500.420.59
All1896BATS:SPY1D3345.53345.5038.11.6431489.2Key Value: 8ATR Period: 10Long Trades: trueShort Trades: false0.500.420.59
All1897BATS:SPY1D5947.395947.390502.4591768.95Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: false0.550.490.62
All1898BATS:SPY1D4030.214030.210501.8112003.12Key Value: 9ATR Period: 10Long Trades: trueShort Trades: false0.530.460.62
All1899BATS:SPY1D5147.15147.1054.552.5881699.05Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: false0.560.490.64
All1900BATS:SPY1D5559.045559.040503.2481486.96Key Value: 10ATR Period: 10Long Trades: trueShort Trades: false0.550.490.63
All1901BATS:SPY1D-2048.76-2048.76041.60.9449051.36Key Value: 1ATR Period: 15Long Trades: trueShort Trades: false0.380.270.51
All1902BATS:SPY1D4750.254750.25041.631.1694412.78Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: false0.480.410.56
All1903BATS:SPY1D3808.513808.51046.21.1586389.52Key Value: 2ATR Period: 15Long Trades: trueShort Trades: false0.460.390.55
All1904BATS:SPY1D14318.314318.3051.922.0042374.81Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: false0.600.580.62
All1905BATS:SPY1D11588.9811588.98050.621.9773022.01Key Value: 3ATR Period: 15Long Trades: trueShort Trades: false0.570.540.61
All1906BATS:SPY1D9278.259278.25048.531.8613029.4Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: false0.550.500.60
All1907BATS:SPY1D10477.1410477.14048.152.0792775.01Key Value: 4ATR Period: 15Long Trades: trueShort Trades: false0.560.520.61
All1908BATS:SPY1D14071.7214071.72054.763.0572482.31Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: false0.610.590.63
All1909BATS:SPY1D12967.5712967.57047.223.1761988.6Key Value: 5ATR Period: 15Long Trades: trueShort Trades: false0.590.570.62
All1910BATS:SPY1D12264.412264.4056.673.6132764.99Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: false0.600.570.64
All1911BATS:SPY1D7925.677925.67051.722.3662694.81Key Value: 6ATR Period: 15Long Trades: trueShort Trades: false0.560.500.62
All1912BATS:SPY1D4996.914996.91053.571.8632980.7Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: false0.530.470.62
All1913BATS:SPY1D4623.844623.840481.931750.49Key Value: 7ATR Period: 15Long Trades: trueShort Trades: false0.530.460.62
All1914BATS:SPY1D6742.616742.61047.622.6041601.28Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: false0.550.490.62
All1915BATS:SPY1D5951.835951.83047.372.3561456.56Key Value: 8ATR Period: 15Long Trades: trueShort Trades: false0.550.480.62
All1916BATS:SPY1D5812.045812.04043.752.5651574.87Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: false0.540.470.61
All1917BATS:SPY1D5609.455609.450502.5161773.55Key Value: 9ATR Period: 15Long Trades: trueShort Trades: false0.550.480.62
All1918BATS:SPY1D4360.64360.6038.462.0892230.43Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: false0.500.430.59
All1919BATS:SPY1D5958.245958.240503.2431826.95Key Value: 10ATR Period: 15Long Trades: trueShort Trades: false0.550.490.63
All1920BATS:SPY1D-2255.98-2255.98041.910.9399409.75Key Value: 1ATR Period: 20Long Trades: trueShort Trades: false0.380.270.51
All1921BATS:SPY1D7088.687088.68041.561.264167.78Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: false0.500.440.57
All1922BATS:SPY1D8083.748083.74047.131.3674511.78Key Value: 2ATR Period: 20Long Trades: trueShort Trades: false0.520.470.58
All1923BATS:SPY1D8788.098788.09047.271.4643871.89Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: false0.530.480.59
All1924BATS:SPY1D11877.3211877.32052.441.933022.01Key Value: 3ATR Period: 20Long Trades: trueShort Trades: false0.580.550.61
All1925BATS:SPY1D8020.888020.88049.281.6933202.02Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: false0.540.490.60
All1926BATS:SPY1D11323.9111323.91050.912.1612573.51Key Value: 4ATR Period: 20Long Trades: trueShort Trades: false0.580.540.62
All1927BATS:SPY1D15028.315028.3052.383.2212475.38Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: false0.610.600.63
All1928BATS:SPY1D13589.213589.20503.1782138.27Key Value: 5ATR Period: 20Long Trades: trueShort Trades: false0.600.580.62
All1929BATS:SPY1D11470.411470.40502.9492597.1Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: false0.580.550.62
All1930BATS:SPY1D9284.939284.93051.722.7782475.72Key Value: 6ATR Period: 20Long Trades: trueShort Trades: false0.570.520.62
All1931BATS:SPY1D6690.376690.37055.562.4162135.72Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: false0.560.500.63
All1932BATS:SPY1D5362.835362.83053.852.0732247.26Key Value: 7ATR Period: 20Long Trades: trueShort Trades: false0.550.480.63
All1933BATS:SPY1D8769.168769.160603.6691495.57Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: false0.600.550.66
All1934BATS:SPY1D8263.058263.05055.564.0311226.7Key Value: 8ATR Period: 20Long Trades: trueShort Trades: false0.590.540.65
All1935BATS:SPY1D8009.638009.63046.673.581322.88Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: false0.570.510.63
All1936BATS:SPY1D8042.168042.160504.721231.86Key Value: 9ATR Period: 20Long Trades: trueShort Trades: false0.580.530.64
All1937BATS:SPY1D7669.177669.17054.554.7161432.79Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: false0.590.530.65
All1938BATS:SPY1D5799.95799.9045.453.011852.43Key Value: 10ATR Period: 20Long Trades: trueShort Trades: false0.540.470.62
All1939BATS:SPY1D-1769.21-1769.21041.530.9519418.32Key Value: 1ATR Period: 25Long Trades: trueShort Trades: false0.380.270.50
All1940BATS:SPY1D4533.74533.7040.521.1585090.96Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: false0.470.400.55
All1941BATS:SPY1D6681.216681.21045.631.2834534.53Key Value: 2ATR Period: 25Long Trades: trueShort Trades: false0.500.440.57
All1942BATS:SPY1D6267.496267.49047.751.3036710.86Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: false0.480.420.55
All1943BATS:SPY1D10779.2110779.21051.761.7583562.19Key Value: 3ATR Period: 25Long Trades: trueShort Trades: false0.560.520.60
All1944BATS:SPY1D9825.139825.13049.251.8173202.02Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: false0.550.510.60
All1945BATS:SPY1D11344.8811344.88050.912.1032388.77Key Value: 4ATR Period: 25Long Trades: trueShort Trades: false0.580.540.62
All1946BATS:SPY1D13284.8713284.87052.272.6242728.41Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: false0.590.570.62
All1947BATS:SPY1D13760.6413760.64052.783.132550.83Key Value: 5ATR Period: 25Long Trades: trueShort Trades: false0.600.580.63
All1948BATS:SPY1D11878.1511878.15048.482.8282512.36Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: false0.580.550.61
All1949BATS:SPY1D8660.038660.030502.3632508.41Key Value: 6ATR Period: 25Long Trades: trueShort Trades: false0.560.510.62
All1950BATS:SPY1D7707.817707.81055.562.8461936.56Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: false0.570.520.64
All1951BATS:SPY1D8973.398973.39060.873.3551948.15Key Value: 7ATR Period: 25Long Trades: trueShort Trades: false0.600.550.65
All1952BATS:SPY1D9509.719509.710703.922118.2Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: false0.630.580.68
All1953BATS:SPY1D8662.338662.33055.564.7541548.87Key Value: 8ATR Period: 25Long Trades: trueShort Trades: false0.600.550.65
All1954BATS:SPY1D10329.9610329.96061.548.8961145.5Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: false0.650.610.70
All1955BATS:SPY1D10585.5410585.54054.557.2981238.5Key Value: 9ATR Period: 25Long Trades: trueShort Trades: false0.630.590.67
All1956BATS:SPY1D8785.388785.38054.554.9411526.73Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: false0.600.550.65
All1957BATS:SPY1D6654.056654.05054.553.6511700.26Key Value: 10ATR Period: 25Long Trades: trueShort Trades: false0.570.510.64
All1958BATS:SPY1D-1969.91-1969.91040.430.9469543.84Key Value: 1ATR Period: 30Long Trades: trueShort Trades: false0.370.270.50
All1959BATS:SPY1D4023.184023.18039.221.1385387.93Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: false0.460.380.55
All1960BATS:SPY1D7685.677685.67045.281.3234322.43Key Value: 2ATR Period: 30Long Trades: trueShort Trades: false0.510.460.58
All1961BATS:SPY1D6826.556826.55047.271.3346670.61Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: false0.480.420.55
All1962BATS:SPY1D8535.168535.16049.431.5165206.87Key Value: 3ATR Period: 30Long Trades: trueShort Trades: false0.520.470.58
All1963BATS:SPY1D12075.312075.3050.772.0253202.02Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: false0.570.540.61
All1964BATS:SPY1D13082.6513082.65050.942.3812242.73Key Value: 4ATR Period: 30Long Trades: trueShort Trades: false0.590.570.62
All1965BATS:SPY1D13975.0713975.07054.552.7782633.37Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: false0.600.590.63
All1966BATS:SPY1D14113.714113.70503.1012326.71Key Value: 5ATR Period: 30Long Trades: trueShort Trades: false0.600.580.62
All1967BATS:SPY1D12581.4412581.44054.553.1972228.85Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: false0.600.580.63
All1968BATS:SPY1D8760.528760.520502.4622429.41Key Value: 6ATR Period: 30Long Trades: trueShort Trades: false0.560.510.62
All1969BATS:SPY1D7570.557570.55055.562.5922587.49Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: false0.560.510.63
All1970BATS:SPY1D11050.5111050.51068.184.7251817.44Key Value: 7ATR Period: 30Long Trades: trueShort Trades: false0.640.610.68
All1971BATS:SPY1D10784.8310784.83073.685.4562105.04Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: false0.650.620.70
All1972BATS:SPY1D10171.510171.5058.824.5022294.35Key Value: 8ATR Period: 30Long Trades: trueShort Trades: false0.600.560.65
All1973BATS:SPY1D13391.4313391.43058.3313.8091145.5Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: false0.690.670.72
All1974BATS:SPY1D11219.7111219.71054.558.221238.5Key Value: 9ATR Period: 30Long Trades: trueShort Trades: false0.640.600.68
All1975BATS:SPY1D9385.089385.08054.555.7261420.91Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: false0.610.560.66
All1976BATS:SPY1D9079.79079.70605.8481265.18Key Value: 10ATR Period: 30Long Trades: trueShort Trades: false0.620.570.68
All1977BATS:SPY1D-1007.91-1007.91040.480.9729312.49Key Value: 1ATR Period: 35Long Trades: trueShort Trades: false0.380.280.50
All1978BATS:SPY1D3085.73085.7038.721.1075597.59Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: false0.450.370.54
All1979BATS:SPY1D8566.158566.15043.751.3664463.8Key Value: 2ATR Period: 35Long Trades: trueShort Trades: false0.510.460.57
All1980BATS:SPY1D8190.668190.66047.271.4145974.44Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: false0.500.450.56
All1981BATS:SPY1D4325.44325.4045.651.2187166.29Key Value: 3ATR Period: 35Long Trades: trueShort Trades: false0.460.380.54
All1982BATS:SPY1D12256.912256.9050.772.0393202.02Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: false0.570.540.61
All1983BATS:SPY1D13044.1513044.150502.1693215.46Key Value: 4ATR Period: 35Long Trades: trueShort Trades: false0.580.550.61
All1984BATS:SPY1D14346.1914346.19058.142.9362717.87Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: false0.620.600.64
All1985BATS:SPY1D13560.4813560.48051.352.8252381.55Key Value: 5ATR Period: 35Long Trades: trueShort Trades: false0.600.580.62
All1986BATS:SPY1D12270.5112270.51054.553.2952077.72Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: false0.600.570.64
All1987BATS:SPY1D8394.28394.2048.392.2712429.41Key Value: 6ATR Period: 35Long Trades: trueShort Trades: false0.550.500.61
All1988BATS:SPY1D9288.699288.69053.852.5842716.53Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: false0.570.530.62
All1989BATS:SPY1D10665.710665.7068.184.6811817.44Key Value: 7ATR Period: 35Long Trades: trueShort Trades: false0.640.600.68
All1990BATS:SPY1D11857.811857.8073.686.0382069.87Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: false0.660.630.70
All1991BATS:SPY1D13275.6713275.67064.297.8272187.52Key Value: 8ATR Period: 35Long Trades: trueShort Trades: false0.660.640.69
All1992BATS:SPY1D12524.3612524.36053.857.0752089.4Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: false0.630.600.66
All1993BATS:SPY1D11876.1911876.19054.559.2421145.5Key Value: 9ATR Period: 35Long Trades: trueShort Trades: false0.650.620.68
All1994BATS:SPY1D11290.3511290.350608.6511238.5Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: false0.650.620.69
All1995BATS:SPY1D9604.539604.530606.571254.5Key Value: 10ATR Period: 35Long Trades: trueShort Trades: false0.630.590.68
All1996BATS:SPY1W-153.579027.89-9181.4636.050.9956471Key Value: 1ATR Period: 5Long Trades: trueShort Trades: true0.410.420.40
All1997BATS:SPY1W-537.539211.25-9748.7836.260.9799874.61Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: true0.370.390.35
All1998BATS:SPY1W-1564.087803.65-9367.7335.940.9299380.09Key Value: 2ATR Period: 5Long Trades: trueShort Trades: true0.370.370.36
All1999BATS:SPY1W2321.4510459.08-8137.6327.271.145370.8Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: true0.420.430.41
All2000BATS:SPY1W2647.089627.43-6980.3534.481.1927035.55Key Value: 3ATR Period: 5Long Trades: trueShort Trades: true0.420.420.42
All2001BATS:SPY1W-545.347535.4-8080.74280.9647921.74Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: true0.370.370.38
All2002BATS:SPY1W-608.646847.09-7455.7335.290.9515407.56Key Value: 4ATR Period: 5Long Trades: trueShort Trades: true0.420.410.43
All2003BATS:SPY1W-3113.415868.18-8981.59400.7515924.74Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: true0.410.400.42
All2004BATS:SPY1W-4003.35111.65-9114.9538.460.6647087.29Key Value: 5ATR Period: 5Long Trades: trueShort Trades: true0.380.370.40
All2005BATS:SPY1W-9083.652571.16-11654.8130.770.39410530.6Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: true0.290.280.30
All2006BATS:SPY1W-11432.091409.18-12841.2730.770.28712618.53Key Value: 6ATR Period: 5Long Trades: trueShort Trades: true0.250.240.26
All2007BATS:SPY1W-14105.551244.91-15350.4618.180.33915022.71Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: true0.170.180.17
All2008BATS:SPY1W-11032.72891.46-13924.1622.220.3813845.52Key Value: 7ATR Period: 5Long Trades: trueShort Trades: true0.210.220.21
All2009BATS:SPY1W-14006.911214.63-15221.5422.220.27714963.14Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: true0.180.190.18
All2010BATS:SPY1W-15222.74889.85-16112.5922.220.24915861.06Key Value: 8ATR Period: 5Long Trades: trueShort Trades: true0.160.180.16
All2011BATS:SPY1W-9498.555050.55-14549.128.570.49419000.69Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: true0.180.210.16
All2012BATS:SPY1W1444.319891.99-8447.68601.1717839.34Key Value: 9ATR Period: 5Long Trades: trueShort Trades: true0.470.480.46
All2013BATS:SPY1W-51.289083.88-9135.16400.9948542.13Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: true0.400.410.39
All2014BATS:SPY1W-1349.788694.66-10044.44400.8668881.38Key Value: 10ATR Period: 5Long Trades: trueShort Trades: true0.380.400.37
All2015BATS:SPY1W1937.479977.22-8039.7540.431.0665475.89Key Value: 1ATR Period: 10Long Trades: trueShort Trades: true0.450.460.44
All2016BATS:SPY1W3024.7211272.6-8247.8840.451.1287141Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: true0.440.450.42
All2017BATS:SPY1W1336.6710287.71-8951.0434.921.0617620.18Key Value: 2ATR Period: 10Long Trades: trueShort Trades: true0.400.420.39
All2018BATS:SPY1W7112.1313202.18-6090.0537.211.4424778.93Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: true0.480.500.47
All2019BATS:SPY1W13090.0614998.21-1908.1543.482.6663172.17Key Value: 3ATR Period: 10Long Trades: trueShort Trades: true0.560.560.57
All2020BATS:SPY1W6064.7911073.59-5008.838.11.5983721.44Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: true0.490.490.50
All2021BATS:SPY1W4656.399555.64-4899.2535.291.4784603.51Key Value: 4ATR Period: 10Long Trades: trueShort Trades: true0.460.450.48
All2022BATS:SPY1W1079.157759.82-6680.67401.1095431.78Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: true0.440.430.46
All2023BATS:SPY1W-2110.666016.17-8126.8338.460.8076458.86Key Value: 5ATR Period: 10Long Trades: trueShort Trades: true0.400.390.42
All2024BATS:SPY1W-5055.394583-9638.3938.460.5977704.16Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: true0.370.360.38
All2025BATS:SPY1W-3792.85969.54-9762.3427.270.7098104.73Key Value: 6ATR Period: 10Long Trades: trueShort Trades: true0.340.340.35
All2026BATS:SPY1W-5447.735487.16-10934.8933.330.6179345.33Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: true0.330.340.33
All2027BATS:SPY1W-79934133.87-12126.8733.330.49110613.79Key Value: 7ATR Period: 10Long Trades: trueShort Trades: true0.300.310.30
All2028BATS:SPY1W-12026.822051.09-14077.9133.330.3212624.87Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: true0.250.260.25
All2029BATS:SPY1W-7308.875528.9-12837.7714.290.53615927.39Key Value: 8ATR Period: 10Long Trades: trueShort Trades: true0.190.210.18
All2030BATS:SPY1W-8845.884792.98-13638.8614.290.47716857.42Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: true0.170.190.16
All2031BATS:SPY1W-1311.18356.82-9667.92400.8648881.38Key Value: 9ATR Period: 10Long Trades: trueShort Trades: true0.380.400.37
All2032BATS:SPY1W-2154.847944.96-10099.8400.7878899.28Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: true0.380.390.37
All2033BATS:SPY1W-3344.47521.22-10865.62400.6928950.42Key Value: 10ATR Period: 10Long Trades: trueShort Trades: true0.370.380.36
All2034BATS:SPY1W-325.418505.45-8830.8638.30.9894977.24Key Value: 1ATR Period: 15Long Trades: trueShort Trades: true0.430.440.43
All2035BATS:SPY1W5248.7812426.24-7177.4639.331.227139.76Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: true0.450.470.43
All2036BATS:SPY1W3056.7211209.11-8152.3937.71.1427727.57Key Value: 2ATR Period: 15Long Trades: trueShort Trades: true0.420.440.40
All2037BATS:SPY1W9776.8114619.24-4842.4343.91.6724204.46Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: true0.530.540.51
All2038BATS:SPY1W8255.8212583.89-4328.0741.381.6473627.71Key Value: 3ATR Period: 15Long Trades: trueShort Trades: true0.520.520.52
All2039BATS:SPY1W9258.8212845.93-3587.1142.862.0343337.47Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: true0.530.530.54
All2040BATS:SPY1W8542.9911329.88-2786.8946.672.2563839.48Key Value: 4ATR Period: 15Long Trades: trueShort Trades: true0.530.520.55
All2041BATS:SPY1W2685.558557.55-587233.331.2975289.26Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: true0.440.430.45
All2042BATS:SPY1W-1338.316516.37-7854.6833.330.886485.33Key Value: 5ATR Period: 15Long Trades: trueShort Trades: true0.390.390.41
All2043BATS:SPY1W-6414.193952.2-10366.3933.330.5589198.25Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: true0.330.320.34
All2044BATS:SPY1W4442.7510348.4-5905.6544.441.653451.39Key Value: 6ATR Period: 15Long Trades: trueShort Trades: true0.500.500.51
All2045BATS:SPY1W-1714.157301.67-9015.8233.330.8566759.16Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: true0.390.390.39
All2046BATS:SPY1W-5018.325737.28-10755.633.330.648520.61Key Value: 7ATR Period: 15Long Trades: trueShort Trades: true0.350.350.35
All2047BATS:SPY1W-3404.646902.03-10306.6728.570.73311655.28Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: true0.310.320.30
All2048BATS:SPY1W-5885.475740.62-11626.0928.570.58613469.61Key Value: 8ATR Period: 15Long Trades: trueShort Trades: true0.270.280.26
All2049BATS:SPY1W-7651.694983.99-12635.6828.570.49914604.55Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: true0.240.260.24
All2050BATS:SPY1W-8891.784453-13344.7828.570.44615054.86Key Value: 9ATR Period: 15Long Trades: trueShort Trades: true0.230.250.22
All2051BATS:SPY1W-10452.423847.07-14299.4914.290.39116120.76Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: true0.170.190.16
All2052BATS:SPY1W-4121.666941.93-11063.59400.6278313.41Key Value: 10ATR Period: 15Long Trades: trueShort Trades: true0.370.380.36
All2053BATS:SPY1W-2742.487283.92-10026.437.060.9146889.38Key Value: 1ATR Period: 20Long Trades: trueShort Trades: true0.390.400.39
All2054BATS:SPY1W5901.8912851.95-6950.0637.081.2438734.31Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: true0.430.450.41
All2055BATS:SPY1W4190.1911780.8-7590.6137.71.2028724.62Key Value: 2ATR Period: 20Long Trades: trueShort Trades: true0.420.440.40
All2056BATS:SPY1W9651.0713733.15-4082.0843.591.7044013.73Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: true0.530.530.52
All2057BATS:SPY1W8933.8113176.81-424333.331.6944023.18Key Value: 3ATR Period: 20Long Trades: trueShort Trades: true0.500.500.49
All2058BATS:SPY1W9878.0513233.97-3355.9242.862.1143463.41Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: true0.540.530.54
All2059BATS:SPY1W10246.5812317.1-2070.5246.672.5793844.91Key Value: 4ATR Period: 20Long Trades: trueShort Trades: true0.550.530.56
All2060BATS:SPY1W6071.679990.9-3919.23401.7464894.55Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: true0.480.470.51
All2061BATS:SPY1W737.237647.7-6910.4733.331.0735439.59Key Value: 5ATR Period: 20Long Trades: trueShort Trades: true0.420.410.44
All2062BATS:SPY1W919.957752.49-6832.5446.151.1054146.31Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: true0.470.460.49
All2063BATS:SPY1W-3159.296691.61-9850.927.270.78210889.21Key Value: 6ATR Period: 20Long Trades: trueShort Trades: true0.320.320.32
All2064BATS:SPY1W-540.778042.46-8583.2333.330.9536956.82Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: true0.390.400.40
All2065BATS:SPY1W3156.8710774.35-7617.4842.861.3127891.53Key Value: 7ATR Period: 20Long Trades: trueShort Trades: true0.430.450.42
All2066BATS:SPY1W1320.029651.85-8331.8342.861.1239174.64Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: true0.410.420.40
All2067BATS:SPY1W-4332.376490.28-10822.6528.570.67312189.09Key Value: 8ATR Period: 20Long Trades: trueShort Trades: true0.290.310.29
All2068BATS:SPY1W-6545.275501.74-12047.0128.570.5513769.55Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: true0.260.270.25
All2069BATS:SPY1W-7949.244743.85-12693.0928.570.47813887.35Key Value: 9ATR Period: 20Long Trades: trueShort Trades: true0.250.260.24
All2070BATS:SPY1W-10268.523670.66-13939.1828.570.38314921.52Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: true0.220.240.21
All2071BATS:SPY1W-13016.132918.85-15934.9828.570.31216511.67Key Value: 10ATR Period: 20Long Trades: trueShort Trades: true0.190.210.17
All2072BATS:SPY1W-3376.276799.01-10175.2838.460.8956349Key Value: 1ATR Period: 25Long Trades: trueShort Trades: true0.400.400.39
All2073BATS:SPY1W1511.2110096.57-8585.3635.161.0588507.33Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: true0.400.410.38
All2074BATS:SPY1W9515.0715211.02-5695.9538.61.4997165.76Key Value: 2ATR Period: 25Long Trades: trueShort Trades: true0.470.500.45
All2075BATS:SPY1W9287.2813450.62-4163.3443.591.6824002.27Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: true0.520.530.52
All2076BATS:SPY1W7794.0412475.2-4681.1637.931.5494611.04Key Value: 3ATR Period: 25Long Trades: trueShort Trades: true0.490.500.49
All2077BATS:SPY1W5810.6911475.51-5664.82361.435089.57Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: true0.470.470.47
All2078BATS:SPY1W10748.6312581.8-1833.1746.672.693870.16Key Value: 4ATR Period: 25Long Trades: trueShort Trades: true0.550.530.57
All2079BATS:SPY1W7431.810723.73-3291.93401.9684732.34Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: true0.500.480.52
All2080BATS:SPY1W1709.358095.56-6386.21401.1735432.42Key Value: 5ATR Period: 25Long Trades: trueShort Trades: true0.450.440.46
All2081BATS:SPY1W967.767792.58-6824.8246.151.1084009.38Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: true0.470.460.49
All2082BATS:SPY1W-829.948051.48-8881.4227.270.9389595.55Key Value: 6ATR Period: 25Long Trades: trueShort Trades: true0.350.350.35
All2083BATS:SPY1W-517.587887.48-8405.0633.330.9546750.15Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: true0.400.400.40
All2084BATS:SPY1W3931.8211131.72-7199.942.861.4137709.16Key Value: 7ATR Period: 25Long Trades: trueShort Trades: true0.440.450.43
All2085BATS:SPY1W2650.3110227.22-7576.9142.861.2668087.61Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: true0.430.440.42
All2086BATS:SPY1W-3285.136965.92-10251.0528.570.73611156.29Key Value: 8ATR Period: 25Long Trades: trueShort Trades: true0.310.320.31
All2087BATS:SPY1W-5096.656060.79-11157.4428.570.62312049.51Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: true0.290.300.29
All2088BATS:SPY1W-6914.165254.38-12168.5428.570.52913213.06Key Value: 9ATR Period: 25Long Trades: trueShort Trades: true0.270.280.26
All2089BATS:SPY1W-8664.354538.67-13203.0228.570.44813927.85Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: true0.240.260.24
All2090BATS:SPY1W-11734.593411.58-15146.1728.570.35116587.75Key Value: 10ATR Period: 25Long Trades: trueShort Trades: true0.190.210.18
All2091BATS:SPY1W155.658842.16-8686.5139.861.0054555.38Key Value: 1ATR Period: 30Long Trades: trueShort Trades: true0.440.450.44
All2092BATS:SPY1W-970.628504.01-9474.6333.330.9638173.42Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: true0.380.390.37
All2093BATS:SPY1W10425.0715810.42-5385.3538.981.5646401.83Key Value: 2ATR Period: 30Long Trades: trueShort Trades: true0.490.520.46
All2094BATS:SPY1W10963.5214430.91-3467.3946.151.8453829.66Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: true0.540.550.54
All2095BATS:SPY1W8205.6412811.97-4606.3337.931.5834624.86Key Value: 3ATR Period: 30Long Trades: trueShort Trades: true0.500.500.49
All2096BATS:SPY1W8605.7912472.34-3866.5539.131.7553804.94Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: true0.510.510.52
All2097BATS:SPY1W11292.4412906.85-1614.4146.672.8383870.16Key Value: 4ATR Period: 30Long Trades: trueShort Trades: true0.550.540.57
All2098BATS:SPY1W8669.2111463.39-2794.1846.672.2244352.21Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: true0.530.510.55
All2099BATS:SPY1W8180.4511696.53-3516.0853.852.3122501.63Key Value: 5ATR Period: 30Long Trades: trueShort Trades: true0.560.560.58
All2100BATS:SPY1W3162.669036.05-5873.3953.851.3773608.21Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: true0.510.500.53
All2101BATS:SPY1W-447.158198.94-8646.0936.360.9669318.34Key Value: 6ATR Period: 30Long Trades: trueShort Trades: true0.380.380.37
All2102BATS:SPY1W-2464.387061.07-9525.4527.270.8259521.42Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: true0.340.340.34
All2103BATS:SPY1W4878.5811636.63-6758.0542.861.5347422.68Key Value: 7ATR Period: 30Long Trades: trueShort Trades: true0.450.460.44
All2104BATS:SPY1W2106.5710068.14-7961.5742.861.2038784.44Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: true0.420.430.41
All2105BATS:SPY1W-2134.647512.59-9647.2328.570.82110385.28Key Value: 8ATR Period: 30Long Trades: trueShort Trades: true0.330.340.33
All2106BATS:SPY1W-3557.716853.34-10411.0528.570.71811141.85Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: true0.310.320.31
All2107BATS:SPY1W-5467.236026.23-11493.4628.570.60512391.39Key Value: 9ATR Period: 30Long Trades: trueShort Trades: true0.280.300.28
All2108BATS:SPY1W-7314.685150.46-12465.1428.570.51113002.32Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: true0.260.280.26
All2109BATS:SPY1W-11427.193462.18-14889.3728.570.35716137.95Key Value: 10ATR Period: 30Long Trades: trueShort Trades: true0.200.220.19
All2110BATS:SPY1W1123.549332.66-8209.1241.131.0374066.57Key Value: 1ATR Period: 35Long Trades: trueShort Trades: true0.460.470.45
All2111BATS:SPY1W-544.48755.79-9300.1933.330.9798305.93Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: true0.380.390.37
All2112BATS:SPY1W10872.4116036.13-5163.7238.981.6015934.86Key Value: 2ATR Period: 35Long Trades: trueShort Trades: true0.500.530.47
All2113BATS:SPY1W8844.5313016.33-4171.846.341.6313732.89Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: true0.530.530.53
All2114BATS:SPY1W8186.6412799.45-4612.8137.931.5814624.86Key Value: 3ATR Period: 35Long Trades: trueShort Trades: true0.490.500.49
All2115BATS:SPY1W7449.5611851.19-4401.63361.5854009.93Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: true0.490.490.50
All2116BATS:SPY1W1145613008.11-1552.1146.672.8653870.16Key Value: 4ATR Period: 35Long Trades: trueShort Trades: true0.550.540.57
All2117BATS:SPY1W8984.1711681.35-2697.1846.672.2664352.21Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: true0.530.510.55
All2118BATS:SPY1W7850.0511480-3629.9553.852.2132641.2Key Value: 5ATR Period: 35Long Trades: trueShort Trades: true0.560.550.57
All2119BATS:SPY1W3563.679207.15-5643.4853.851.4343636.91Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: true0.520.510.53
All2120BATS:SPY1W216.688425.97-8209.2936.361.0179040Key Value: 6ATR Period: 35Long Trades: trueShort Trades: true0.380.390.38
All2121BATS:SPY1W3939.6611446.95-7507.2933.331.32710167.56Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: true0.390.400.37
All2122BATS:SPY1W6468.9212526.22-6057.342.861.7646241.24Key Value: 7ATR Period: 35Long Trades: trueShort Trades: true0.480.490.47
All2123BATS:SPY1W-5.818766.92-8772.7342.860.9999384.41Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: true0.390.400.39
All2124BATS:SPY1W-1074.497997.19-9071.6842.860.9049651.62Key Value: 8ATR Period: 35Long Trades: trueShort Trades: true0.380.390.38
All2125BATS:SPY1W-3069.377091.76-10161.1328.570.75310787.55Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: true0.320.330.32
All2126BATS:SPY1W-4586.176327.39-10913.5628.570.65311539.03Key Value: 9ATR Period: 35Long Trades: trueShort Trades: true0.300.310.30
All2127BATS:SPY1W-6163.655600.22-11763.8728.570.56312326.73Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: true0.280.290.27
All2128BATS:SPY1W-9900.514161.62-14062.1328.570.41715164.01Key Value: 10ATR Period: 35Long Trades: trueShort Trades: true0.220.240.21
All2129BATS:SPY1W-8673.770-8673.7724.320.50510782.87Key Value: 1ATR Period: 5Long Trades: falseShort Trades: true0.270.230.32
All2130BATS:SPY1W-9050.190-9050.1919.570.40511725.77Key Value: 1.5ATR Period: 5Long Trades: falseShort Trades: true0.250.210.30
All2131BATS:SPY1W-9026.970-9026.9718.750.3511244.42Key Value: 2ATR Period: 5Long Trades: falseShort Trades: true0.250.210.30
All2132BATS:SPY1W-7498.170-7498.179.090.3569580.05Key Value: 2.5ATR Period: 5Long Trades: falseShort Trades: true0.250.210.32
All2133BATS:SPY1W-6594.30-6594.313.330.3699020.12Key Value: 3ATR Period: 5Long Trades: falseShort Trades: true0.280.220.35
All2134BATS:SPY1W-7675.030-7675.0315.380.30910080.43Key Value: 3.5ATR Period: 5Long Trades: falseShort Trades: true0.260.220.32
All2135BATS:SPY1W-7060.10-7060.111.110.30310195.7Key Value: 4ATR Period: 5Long Trades: falseShort Trades: true0.250.200.32
All2136BATS:SPY1W-8696.980-8696.9812.50.18610742.73Key Value: 4.5ATR Period: 5Long Trades: falseShort Trades: true0.240.200.29
All2137BATS:SPY1W-8903.340-8903.3414.290.16410750.95Key Value: 5ATR Period: 5Long Trades: falseShort Trades: true0.240.200.29
All2138BATS:SPY1W-11578.520-11578.5214.290.10512996.77Key Value: 5.5ATR Period: 5Long Trades: falseShort Trades: true0.200.180.23
All2139BATS:SPY1W-12847.260-12847.2614.290.07714033.7Key Value: 6ATR Period: 5Long Trades: falseShort Trades: true0.180.170.20
All2140BATS:SPY1W-15345.510-15345.5116.670.05516241.76Key Value: 6.5ATR Period: 5Long Trades: falseShort Trades: true0.140.150.15
All2141BATS:SPY1W-13484.650-13484.65200.04714187.23Key Value: 7ATR Period: 5Long Trades: falseShort Trades: true0.190.180.21
All2142BATS:SPY1W-15006.330-15006.33200.04915836.5Key Value: 7.5ATR Period: 5Long Trades: falseShort Trades: true0.160.160.16
All2143BATS:SPY1W-15886.360-15886.36200.02916368.04Key Value: 8ATR Period: 5Long Trades: falseShort Trades: true0.140.150.15
All2144BATS:SPY1W-13478.850-13478.85250.0113660.23Key Value: 8.5ATR Period: 5Long Trades: falseShort Trades: true0.200.200.22
All2145BATS:SPY1W-7762.540-7762.5433.330.0017820.52Key Value: 9ATR Period: 5Long Trades: falseShort Trades: true0.330.290.39
All2146BATS:SPY1W-8380.810-8380.81008412.31Key Value: 9.5ATR Period: 5Long Trades: falseShort Trades: true0.240.200.29
All2147BATS:SPY1W-9266.780-9266.78009374.53Key Value: 10ATR Period: 5Long Trades: falseShort Trades: true0.220.180.27
All2148BATS:SPY1W-7529.610-7529.6126.760.5519725.85Key Value: 1ATR Period: 10Long Trades: falseShort Trades: true0.300.250.36
All2149BATS:SPY1W-7529.460-7529.4622.220.4589844.99Key Value: 1.5ATR Period: 10Long Trades: falseShort Trades: true0.280.240.35
All2150BATS:SPY1W-8440.510-8440.5118.750.3829735.81Key Value: 2ATR Period: 10Long Trades: falseShort Trades: true0.270.230.33
All2151BATS:SPY1W-5617.230-5617.2322.730.456781.6Key Value: 2.5ATR Period: 10Long Trades: falseShort Trades: true0.330.270.41
All2152BATS:SPY1W-1618.780-1618.78250.7365274.52Key Value: 3ATR Period: 10Long Trades: falseShort Trades: true0.390.300.49
All2153BATS:SPY1W-4679.220-4679.2218.180.4026886.11Key Value: 3.5ATR Period: 10Long Trades: falseShort Trades: true0.330.260.41
All2154BATS:SPY1W-4595.950-4595.9511.110.3857564Key Value: 4ATR Period: 10Long Trades: falseShort Trades: true0.300.240.38
All2155BATS:SPY1W-6473.050-6473.0512.50.2138507.48Key Value: 4.5ATR Period: 10Long Trades: falseShort Trades: true0.280.230.35
All2156BATS:SPY1W-7993.920-7993.9214.290.1459399.08Key Value: 5ATR Period: 10Long Trades: falseShort Trades: true0.260.220.32
All2157BATS:SPY1W-9594.340-9594.3414.290.10110728.09Key Value: 5.5ATR Period: 10Long Trades: falseShort Trades: true0.240.200.28
All2158BATS:SPY1W-9534.90-9534.916.670.07310406.48Key Value: 6ATR Period: 10Long Trades: falseShort Trades: true0.250.210.30
All2159BATS:SPY1W-10418.820-10418.82200.03710851.4Key Value: 6.5ATR Period: 10Long Trades: falseShort Trades: true0.250.220.29
All2160BATS:SPY1W-11832.170-11832.17200.0312252.74Key Value: 7ATR Period: 10Long Trades: falseShort Trades: true0.220.200.25
All2161BATS:SPY1W-13754.380-13754.38200.01714003.64Key Value: 7.5ATR Period: 10Long Trades: falseShort Trades: true0.190.180.20
All2162BATS:SPY1W-11924.170-11924.170011968.09Key Value: 8ATR Period: 10Long Trades: falseShort Trades: true0.170.150.20
All2163BATS:SPY1W-12910.130-12910.130012940.37Key Value: 8.5ATR Period: 10Long Trades: falseShort Trades: true0.150.140.18
All2164BATS:SPY1W-8890.260-8890.26008998.01Key Value: 9ATR Period: 10Long Trades: falseShort Trades: true0.230.190.28
All2165BATS:SPY1W-9450.510-9450.51009499.26Key Value: 9.5ATR Period: 10Long Trades: falseShort Trades: true0.220.180.27
All2166BATS:SPY1W-10209.110-10209.110010301.86Key Value: 10ATR Period: 10Long Trades: falseShort Trades: true0.200.170.25
All2167BATS:SPY1W-8488.030-8488.0325.350.499934.57Key Value: 1ATR Period: 15Long Trades: falseShort Trades: true0.290.240.34
All2168BATS:SPY1W-6403.450-6403.4522.220.5299503.66Key Value: 1.5ATR Period: 15Long Trades: falseShort Trades: true0.300.240.37
All2169BATS:SPY1W-7499.680-7499.6822.580.3939587.1Key Value: 2ATR Period: 15Long Trades: falseShort Trades: true0.290.240.35
All2170BATS:SPY1W-4402.030-4402.0328.570.5265731.69Key Value: 2.5ATR Period: 15Long Trades: falseShort Trades: true0.370.300.45
All2171BATS:SPY1W-3935.460-3935.4626.670.5225842.35Key Value: 3ATR Period: 15Long Trades: falseShort Trades: true0.370.300.45
All2172BATS:SPY1W-3321.880-3321.8827.270.5235615.21Key Value: 3.5ATR Period: 15Long Trades: falseShort Trades: true0.370.300.47
All2173BATS:SPY1W-2613.670-2613.67250.5295869.33Key Value: 4ATR Period: 15Long Trades: falseShort Trades: true0.370.290.47
All2174BATS:SPY1W-5701.410-5701.4112.50.2197721.71Key Value: 4.5ATR Period: 15Long Trades: falseShort Trades: true0.300.240.37
All2175BATS:SPY1W-7721.260-7721.2612.50.1419028.17Key Value: 5ATR Period: 15Long Trades: falseShort Trades: true0.270.220.33
All2176BATS:SPY1W-10301.770-10301.7712.50.08111272.02Key Value: 5.5ATR Period: 15Long Trades: falseShort Trades: true0.220.190.26
All2177BATS:SPY1W-5546.830-5546.83200.1086260.92Key Value: 6ATR Period: 15Long Trades: falseShort Trades: true0.330.270.41
All2178BATS:SPY1W-8635.780-8635.78200.0449037.78Key Value: 6.5ATR Period: 15Long Trades: falseShort Trades: true0.280.240.33
All2179BATS:SPY1W-10368.170-10368.17200.01510578.22Key Value: 7ATR Period: 15Long Trades: falseShort Trades: true0.250.220.29
All2180BATS:SPY1W-9535.830-9535.83009546.87Key Value: 7.5ATR Period: 15Long Trades: falseShort Trades: true0.220.180.26
All2181BATS:SPY1W-11023.690-11023.690011069.44Key Value: 8ATR Period: 15Long Trades: falseShort Trades: true0.190.160.23
All2182BATS:SPY1W-11993.890-11993.890012025.39Key Value: 8.5ATR Period: 15Long Trades: falseShort Trades: true0.170.150.20
All2183BATS:SPY1W-12769.850-12769.850012873.29Key Value: 9ATR Period: 15Long Trades: falseShort Trades: true0.160.140.18
All2184BATS:SPY1W-13715.270-13715.270013762.07Key Value: 9.5ATR Period: 15Long Trades: falseShort Trades: true0.140.130.16
All2185BATS:SPY1W-10431.770-10431.770010524.52Key Value: 10ATR Period: 15Long Trades: falseShort Trades: true0.200.170.24
All2186BATS:SPY1W-9558.370-9558.37250.45211004.91Key Value: 1ATR Period: 20Long Trades: falseShort Trades: true0.260.230.31
All2187BATS:SPY1W-6260.170-6260.1722.220.559718.24Key Value: 1.5ATR Period: 20Long Trades: falseShort Trades: true0.290.240.36
All2188BATS:SPY1W-7057.520-7057.5222.580.4279262.86Key Value: 2ATR Period: 20Long Trades: falseShort Trades: true0.300.240.36
All2189BATS:SPY1W-3715.460-3715.46300.5875080.8Key Value: 2.5ATR Period: 20Long Trades: falseShort Trades: true0.390.310.47
All2190BATS:SPY1W-3773.950-3773.9521.430.5325829.39Key Value: 3ATR Period: 20Long Trades: falseShort Trades: true0.350.280.44
All2191BATS:SPY1W-3089.10-3089.127.270.5535557.47Key Value: 3.5ATR Period: 20Long Trades: falseShort Trades: true0.380.300.47
All2192BATS:SPY1W-1917.160-1917.16250.6395441.77Key Value: 4ATR Period: 20Long Trades: falseShort Trades: true0.380.300.48
All2193BATS:SPY1W-3795.360-3795.36250.4216739.98Key Value: 4.5ATR Period: 20Long Trades: falseShort Trades: true0.350.280.44
All2194BATS:SPY1W-6725.420-6725.4212.50.1588054.99Key Value: 5ATR Period: 20Long Trades: falseShort Trades: true0.280.230.35
All2195BATS:SPY1W-6537.520-6537.5214.290.1227470.59Key Value: 5.5ATR Period: 20Long Trades: falseShort Trades: true0.300.240.37
All2196BATS:SPY1W-9379.160-9379.1616.670.06710111.66Key Value: 6ATR Period: 20Long Trades: falseShort Trades: true0.250.220.30
All2197BATS:SPY1W-8107.530-8107.53200.0478509.53Key Value: 6.5ATR Period: 20Long Trades: falseShort Trades: true0.290.240.35
All2198BATS:SPY1W-6891.240-6891.24250.0227103.64Key Value: 7ATR Period: 20Long Trades: falseShort Trades: true0.330.270.39
All2199BATS:SPY1W-7652.350-7652.35250.0067712.38Key Value: 7.5ATR Period: 20Long Trades: falseShort Trades: true0.310.270.37
All2200BATS:SPY1W-10041.540-10041.540010087.29Key Value: 8ATR Period: 20Long Trades: falseShort Trades: true0.210.180.25
All2201BATS:SPY1W-11440.220-11440.220011547.97Key Value: 8.5ATR Period: 20Long Trades: falseShort Trades: true0.180.160.21
All2202BATS:SPY1W-12159.020-12159.020012266.77Key Value: 9ATR Period: 20Long Trades: falseShort Trades: true0.170.150.20
All2203BATS:SPY1W-13386.120-13386.120013432.92Key Value: 9.5ATR Period: 20Long Trades: falseShort Trades: true0.150.140.17
All2204BATS:SPY1W-15481.980-15481.980015571.02Key Value: 10ATR Period: 20Long Trades: falseShort Trades: true0.110.110.11
All2205BATS:SPY1W-9790.350-9790.3526.390.45511289.13Key Value: 1ATR Period: 25Long Trades: falseShort Trades: true0.260.230.31
All2206BATS:SPY1W-8011.990-8011.9921.740.43810507.81Key Value: 1.5ATR Period: 25Long Trades: falseShort Trades: true0.270.230.33
All2207BATS:SPY1W-5141.580-5141.5824.140.5447532.07Key Value: 2ATR Period: 25Long Trades: falseShort Trades: true0.330.270.41
All2208BATS:SPY1W-3809.180-3809.18250.5785116.85Key Value: 2.5ATR Period: 25Long Trades: falseShort Trades: true0.370.300.46
All2209BATS:SPY1W-4255.150-4255.1526.670.516438.73Key Value: 3ATR Period: 25Long Trades: falseShort Trades: true0.360.290.44
All2210BATS:SPY1W-5211.150-5211.1523.080.4287418.04Key Value: 3.5ATR Period: 25Long Trades: falseShort Trades: true0.330.270.41
All2211BATS:SPY1W-1709.050-1709.05250.6765564.36Key Value: 4ATR Period: 25Long Trades: falseShort Trades: true0.380.300.48
All2212BATS:SPY1W-3178.550-3178.55250.4976443.91Key Value: 4.5ATR Period: 25Long Trades: falseShort Trades: true0.360.280.45
All2213BATS:SPY1W-6233.530-6233.53250.2057643.09Key Value: 5ATR Period: 25Long Trades: falseShort Trades: true0.320.270.39
All2214BATS:SPY1W-6547.570-6547.5714.290.1417667.51Key Value: 5.5ATR Period: 25Long Trades: falseShort Trades: true0.290.240.36
All2215BATS:SPY1W-8370.160-8370.1616.670.0969325.91Key Value: 6ATR Period: 25Long Trades: falseShort Trades: true0.270.230.32
All2216BATS:SPY1W-7949.260-7949.26200.0488480.62Key Value: 6.5ATR Period: 25Long Trades: falseShort Trades: true0.290.250.35
All2217BATS:SPY1W-6443.040-6443.04250.0256638.4Key Value: 7ATR Period: 25Long Trades: falseShort Trades: true0.330.280.40
All2218BATS:SPY1W-6955.170-6955.17250.0077060.08Key Value: 7.5ATR Period: 25Long Trades: falseShort Trades: true0.330.270.39
All2219BATS:SPY1W-9511.670-9511.67009557.42Key Value: 8ATR Period: 25Long Trades: falseShort Trades: true0.220.180.26
All2220BATS:SPY1W-10602.890-10602.890010634.39Key Value: 8.5ATR Period: 25Long Trades: falseShort Trades: true0.200.170.24
All2221BATS:SPY1W-11578.210-11578.210011685.96Key Value: 9ATR Period: 25Long Trades: falseShort Trades: true0.180.160.21
All2222BATS:SPY1W-12421.670-12421.670012468.47Key Value: 9.5ATR Period: 25Long Trades: falseShort Trades: true0.160.150.19
All2223BATS:SPY1W-14761.960-14761.960014812.96Key Value: 10ATR Period: 25Long Trades: falseShort Trades: true0.120.120.13
All2224BATS:SPY1W-8302.940-8302.9429.170.5159873.86Key Value: 1ATR Period: 30Long Trades: falseShort Trades: true0.300.250.35
All2225BATS:SPY1W-9109.080-9109.0821.280.38410243.62Key Value: 1.5ATR Period: 30Long Trades: falseShort Trades: true0.270.230.32
All2226BATS:SPY1W-4841.020-4841.0223.330.5517348.43Key Value: 2ATR Period: 30Long Trades: falseShort Trades: true0.330.270.41
All2227BATS:SPY1W-3110.680-3110.68300.6355001.3Key Value: 2.5ATR Period: 30Long Trades: falseShort Trades: true0.390.310.48
All2228BATS:SPY1W-4127.10-4127.126.670.5256438.73Key Value: 3ATR Period: 30Long Trades: falseShort Trades: true0.360.290.44
All2229BATS:SPY1W-3532.210-3532.21250.5255804.11Key Value: 3.5ATR Period: 30Long Trades: falseShort Trades: true0.370.290.45
All2230BATS:SPY1W-1514.230-1514.23250.7025430.26Key Value: 4ATR Period: 30Long Trades: falseShort Trades: true0.380.300.49
All2231BATS:SPY1W-2706.150-2706.15250.5466078.72Key Value: 4.5ATR Period: 30Long Trades: falseShort Trades: true0.370.290.46
All2232BATS:SPY1W-3280.520-3280.5228.570.3744886.25Key Value: 5ATR Period: 30Long Trades: falseShort Trades: true0.390.310.48
All2233BATS:SPY1W-5543.050-5543.0528.570.216812.24Key Value: 5.5ATR Period: 30Long Trades: falseShort Trades: true0.350.290.42
All2234BATS:SPY1W-8147.580-8147.5816.670.19120.58Key Value: 6ATR Period: 30Long Trades: falseShort Trades: true0.270.230.33
All2235BATS:SPY1W-9073.430-9073.4316.670.0589678.77Key Value: 6.5ATR Period: 30Long Trades: falseShort Trades: true0.260.220.31
All2236BATS:SPY1W-5993.950-5993.95250.0576359.2Key Value: 7ATR Period: 30Long Trades: falseShort Trades: true0.340.280.41
All2237BATS:SPY1W-7245.790-7245.79250.0337555.6Key Value: 7.5ATR Period: 30Long Trades: falseShort Trades: true0.320.270.38
All2238BATS:SPY1W-9024.160-9024.16009036.16Key Value: 8ATR Period: 30Long Trades: falseShort Trades: true0.230.190.28
All2239BATS:SPY1W-9671.670-9671.67009717.42Key Value: 8.5ATR Period: 30Long Trades: falseShort Trades: true0.210.180.26
All2240BATS:SPY1W-10931.140-10931.140011038.89Key Value: 9ATR Period: 30Long Trades: falseShort Trades: true0.190.160.23
All2241BATS:SPY1W-11873.40-11873.40011922.15Key Value: 9.5ATR Period: 30Long Trades: falseShort Trades: true0.170.150.20
All2242BATS:SPY1W-14347.460-14347.460014440.21Key Value: 10ATR Period: 30Long Trades: falseShort Trades: true0.130.120.14
All2243BATS:SPY1W-7693.740-7693.7429.580.5439604.84Key Value: 1ATR Period: 35Long Trades: falseShort Trades: true0.310.260.36
All2244BATS:SPY1W-8971.050-8971.0519.150.39310105.59Key Value: 1.5ATR Period: 35Long Trades: falseShort Trades: true0.260.230.31
All2245BATS:SPY1W-4605.820-4605.8223.330.5647113.23Key Value: 2ATR Period: 35Long Trades: falseShort Trades: true0.340.270.42
All2246BATS:SPY1W-3877.390-3877.3933.330.5625084.4Key Value: 2.5ATR Period: 35Long Trades: falseShort Trades: true0.390.320.48
All2247BATS:SPY1W-4130.940-4130.9426.670.5256582.57Key Value: 3ATR Period: 35Long Trades: falseShort Trades: true0.360.290.44
All2248BATS:SPY1W-4131.580-4131.5823.080.55923.87Key Value: 3.5ATR Period: 35Long Trades: falseShort Trades: true0.360.290.44
All2249BATS:SPY1W-1451.930-1451.93250.7145430.26Key Value: 4ATR Period: 35Long Trades: falseShort Trades: true0.380.300.49
All2250BATS:SPY1W-2603.530-2603.53250.5636078.72Key Value: 4.5ATR Period: 35Long Trades: falseShort Trades: true0.370.290.46
All2251BATS:SPY1W-3401.650-3401.6528.570.3825290.46Key Value: 5ATR Period: 35Long Trades: falseShort Trades: true0.380.310.47
All2252BATS:SPY1W-5276.060-5276.0628.570.2236608.69Key Value: 5.5ATR Period: 35Long Trades: falseShort Trades: true0.350.290.43
All2253BATS:SPY1W-7743.160-7743.1616.670.1058677.29Key Value: 6ATR Period: 35Long Trades: falseShort Trades: true0.280.230.34
All2254BATS:SPY1W-6730.090-6730.09200.0917468.09Key Value: 6.5ATR Period: 35Long Trades: falseShort Trades: true0.310.260.38
All2255BATS:SPY1W-5359.60-5359.6250.075761.6Key Value: 7ATR Period: 35Long Trades: falseShort Trades: true0.350.290.43
All2256BATS:SPY1W-7956.210-7956.21250.028152.96Key Value: 7.5ATR Period: 35Long Trades: falseShort Trades: true0.310.260.36
All2257BATS:SPY1W-8418.620-8418.62250.0068525.88Key Value: 8ATR Period: 35Long Trades: falseShort Trades: true0.300.260.35
All2258BATS:SPY1W-9441.130-9441.13009486.88Key Value: 8.5ATR Period: 35Long Trades: falseShort Trades: true0.220.180.27
All2259BATS:SPY1W-10241.530-10241.530010273.03Key Value: 9ATR Period: 35Long Trades: falseShort Trades: true0.200.170.25
All2260BATS:SPY1W-11277.10-11277.10011384.85Key Value: 9.5ATR Period: 35Long Trades: falseShort Trades: true0.180.160.22
All2261BATS:SPY1W-13433.60-13433.60013482.35Key Value: 10ATR Period: 35Long Trades: falseShort Trades: true0.140.140.16
All2262BATS:SPY1W9403.159403.15047.951.7542718.37Key Value: 1ATR Period: 5Long Trades: trueShort Trades: false0.550.510.60
All2263BATS:SPY1W9412.919412.91053.331.9582564.25Key Value: 1.5ATR Period: 5Long Trades: trueShort Trades: false0.570.520.62
All2264BATS:SPY1W8194.068194.06053.132.0052825.5Key Value: 2ATR Period: 5Long Trades: trueShort Trades: false0.560.510.62
All2265BATS:SPY1W10636.910636.9045.453.4052217.68Key Value: 2.5ATR Period: 5Long Trades: trueShort Trades: false0.570.530.61
All2266BATS:SPY1W9931.149931.14057.144.3791594.71Key Value: 3ATR Period: 5Long Trades: trueShort Trades: false0.610.560.66
All2267BATS:SPY1W7856.117856.11041.673.2151838.59Key Value: 3.5ATR Period: 5Long Trades: trueShort Trades: false0.540.490.61
All2268BATS:SPY1W6967.456967.45062.54.5711369.92Key Value: 4ATR Period: 5Long Trades: trueShort Trades: false0.600.550.67
All2269BATS:SPY1W6076.256076.25071.434.8411584.01Key Value: 4.5ATR Period: 5Long Trades: trueShort Trades: false0.620.560.69
All2270BATS:SPY1W5420.945420.94066.676.1921108.6Key Value: 5ATR Period: 5Long Trades: trueShort Trades: false0.620.550.70
All2271BATS:SPY1W2823.732823.730502.4081919.97Key Value: 5.5ATR Period: 5Long Trades: trueShort Trades: false0.530.450.62
All2272BATS:SPY1W1603.081603.080501.7462482.93Key Value: 6ATR Period: 5Long Trades: trueShort Trades: false0.510.420.61
All2273BATS:SPY1W1465.151465.150201.2763099.26Key Value: 6.5ATR Period: 5Long Trades: trueShort Trades: false0.420.330.53
All2274BATS:SPY1W2975.012975.010251.8983423.82Key Value: 7ATR Period: 5Long Trades: trueShort Trades: false0.440.360.54
All2275BATS:SPY1W1140.761140.760251.3183508.76Key Value: 7.5ATR Period: 5Long Trades: trueShort Trades: false0.430.340.53
All2276BATS:SPY1W760.57760.570251.1923717.18Key Value: 8ATR Period: 5Long Trades: trueShort Trades: false0.420.330.53
All2277BATS:SPY1W4803.394803.39033.332.1134604.61Key Value: 8.5ATR Period: 5Long Trades: trueShort Trades: false0.460.390.55
All2278BATS:SPY1W9951.539951.5301001398.3Key Value: 9ATR Period: 5Long Trades: trueShort Trades: false0.690.650.74
All2279BATS:SPY1W9105.429105.4201001674.75Key Value: 9.5ATR Period: 5Long Trades: trueShort Trades: false0.680.640.74
All2280BATS:SPY1W8823.88823.801001824.76Key Value: 10ATR Period: 5Long Trades: trueShort Trades: false0.680.630.73
All2281BATS:SPY1W10137.4110137.41054.291.8333124.53Key Value: 1ATR Period: 10Long Trades: trueShort Trades: false0.570.530.62
All2282BATS:SPY1W11465.911465.9059.092.2542608.22Key Value: 1.5ATR Period: 10Long Trades: trueShort Trades: false0.600.560.64
All2283BATS:SPY1W10839.1310839.13051.612.3612825.5Key Value: 2ATR Period: 10Long Trades: trueShort Trades: false0.570.540.62
All2284BATS:SPY1W13472.5213472.52052.383.4692305.22Key Value: 2.5ATR Period: 10Long Trades: trueShort Trades: false0.600.580.63
All2285BATS:SPY1W15096.8815096.88063.6412.1661306.78Key Value: 3ATR Period: 10Long Trades: trueShort Trades: false0.710.690.72
All2286BATS:SPY1W11413.8511413.850606.6791238.5Key Value: 3.5ATR Period: 10Long Trades: trueShort Trades: false0.640.610.68
All2287BATS:SPY1W9677.869677.86062.55.8251352Key Value: 4ATR Period: 10Long Trades: trueShort Trades: false0.630.590.68
All2288BATS:SPY1W8018.288018.28071.436.1831669.86Key Value: 4.5ATR Period: 10Long Trades: trueShort Trades: false0.640.590.70
All2289BATS:SPY1W6472.176472.17066.675.5371928.97Key Value: 5ATR Period: 10Long Trades: trueShort Trades: false0.610.550.68
All2290BATS:SPY1W4975.864975.86066.673.7062646.88Key Value: 5.5ATR Period: 10Long Trades: trueShort Trades: false0.580.510.66
All2291BATS:SPY1W6387.096387.090403.4952818.1Key Value: 6ATR Period: 10Long Trades: trueShort Trades: false0.520.460.59
All2292BATS:SPY1W5736.635736.630502.9313308.48Key Value: 6.5ATR Period: 10Long Trades: trueShort Trades: false0.530.470.61
All2293BATS:SPY1W4255.114255.110502.2642766.56Key Value: 7ATR Period: 10Long Trades: trueShort Trades: false0.530.450.61
All2294BATS:SPY1W2114.182114.180501.5952830.24Key Value: 7.5ATR Period: 10Long Trades: trueShort Trades: false0.510.420.61
All2295BATS:SPY1W5427.265427.26033.332.793320.76Key Value: 8ATR Period: 10Long Trades: trueShort Trades: false0.490.420.57
All2296BATS:SPY1W4657.784657.78033.332.3233883.22Key Value: 8.5ATR Period: 10Long Trades: trueShort Trades: false0.470.400.56
All2297BATS:SPY1W8484.288484.2801001901.06Key Value: 9ATR Period: 10Long Trades: trueShort Trades: false0.670.630.73
All2298BATS:SPY1W8090.018090.0101002163.72Key Value: 9.5ATR Period: 10Long Trades: trueShort Trades: false0.670.620.73
All2299BATS:SPY1W7663.137663.130100928.68Key Value: 10ATR Period: 10Long Trades: trueShort Trades: false0.680.630.74
All2300BATS:SPY1W8896.48896.4051.431.6713635.4Key Value: 1ATR Period: 15Long Trades: trueShort Trades: false0.550.500.60
All2301BATS:SPY1W12551.4812551.48056.822.3312608.22Key Value: 1.5ATR Period: 15Long Trades: trueShort Trades: false0.600.570.63
All2302BATS:SPY1W11617.1811617.18053.332.3312928.41Key Value: 2ATR Period: 15Long Trades: trueShort Trades: false0.580.550.62
All2303BATS:SPY1W14859.8214859.820604.1272305.22Key Value: 2.5ATR Period: 15Long Trades: trueShort Trades: false0.640.620.65
All2304BATS:SPY1W12585.6512585.65057.144.0821834.07Key Value: 3ATR Period: 15Long Trades: trueShort Trades: false0.620.590.65
All2305BATS:SPY1W13030.9213030.920608.7091069.98Key Value: 3.5ATR Period: 15Long Trades: trueShort Trades: false0.670.640.69
All2306BATS:SPY1W11505.9411505.94071.4311.851960.15Key Value: 4ATR Period: 15Long Trades: trueShort Trades: false0.700.670.74
All2307BATS:SPY1W8934.698934.69057.146.6521549.83Key Value: 4.5ATR Period: 15Long Trades: trueShort Trades: false0.610.570.67
All2308BATS:SPY1W6915.676915.67057.144.2792288.18Key Value: 5ATR Period: 15Long Trades: trueShort Trades: false0.580.520.65
All2309BATS:SPY1W4383.364383.36057.142.3152710.57Key Value: 5.5ATR Period: 15Long Trades: trueShort Trades: false0.540.470.63
All2310BATS:SPY1W10671.7210671.7207542.2481438.08Key Value: 6ATR Period: 15Long Trades: trueShort Trades: false0.880.840.93
All2311BATS:SPY1W7622.947622.940504.0472226.69Key Value: 6.5ATR Period: 15Long Trades: trueShort Trades: false0.560.510.63
All2312BATS:SPY1W5993.575993.570502.8862864.96Key Value: 7ATR Period: 15Long Trades: trueShort Trades: false0.540.480.61
All2313BATS:SPY1W6956.066956.06066.673.7873412.44Key Value: 7.5ATR Period: 15Long Trades: trueShort Trades: false0.590.530.65
All2314BATS:SPY1W5830.755830.75066.673.1973570.03Key Value: 8ATR Period: 15Long Trades: trueShort Trades: false0.570.510.65
All2315BATS:SPY1W5033.485033.48066.672.8462924.79Key Value: 8.5ATR Period: 15Long Trades: trueShort Trades: false0.570.500.65
All2316BATS:SPY1W4399.574399.57066.672.5323136.16Key Value: 9ATR Period: 15Long Trades: trueShort Trades: false0.570.490.65
All2317BATS:SPY1W3746.633746.63033.332.2293414.27Key Value: 9.5ATR Period: 15Long Trades: trueShort Trades: false0.470.400.56
All2318BATS:SPY1W7093.577093.570100820.08Key Value: 10ATR Period: 15Long Trades: trueShort Trades: false0.680.620.75
All2319BATS:SPY1W7638.397638.39049.31.5223635.4Key Value: 1ATR Period: 20Long Trades: trueShort Trades: false0.530.480.60
All2320BATS:SPY1W13103.6613103.66052.272.3732607.16Key Value: 1.5ATR Period: 20Long Trades: trueShort Trades: false0.590.570.62
All2321BATS:SPY1W1220712207053.332.5192477.24Key Value: 2ATR Period: 20Long Trades: trueShort Trades: false0.590.560.62
All2322BATS:SPY1W13881.6113881.61057.894.2811941.84Key Value: 2.5ATR Period: 20Long Trades: trueShort Trades: false0.630.610.65
All2323BATS:SPY1W13341.7913341.79046.154.1091834.07Key Value: 3ATR Period: 20Long Trades: trueShort Trades: false0.600.570.62
All2324BATS:SPY1W13446.1513446.150609.3031069.98Key Value: 3.5ATR Period: 20Long Trades: trueShort Trades: false0.670.650.70
All2325BATS:SPY1W12468.5912468.59071.4313.608946.73Key Value: 4ATR Period: 20Long Trades: trueShort Trades: false0.720.690.75
All2326BATS:SPY1W10345.4810345.48057.147.9861360.5Key Value: 4.5ATR Period: 20Long Trades: trueShort Trades: false0.630.590.68
All2327BATS:SPY1W8034.618034.61057.144.9761885.52Key Value: 5ATR Period: 20Long Trades: trueShort Trades: false0.590.540.66
All2328BATS:SPY1W8010.358010.35083.338.311696.09Key Value: 5.5ATR Period: 20Long Trades: trueShort Trades: false0.680.630.74
All2329BATS:SPY1W6933.956933.950402.6724640.51Key Value: 6ATR Period: 20Long Trades: trueShort Trades: false0.500.440.57
All2330BATS:SPY1W8209.968209.960504.212784.72Key Value: 6.5ATR Period: 20Long Trades: trueShort Trades: false0.560.510.62
All2331BATS:SPY1W10779.0810779.08066.675.4912472.06Key Value: 7ATR Period: 20Long Trades: trueShort Trades: false0.630.600.68
All2332BATS:SPY1W9767.399767.39066.675.2132806.72Key Value: 7.5ATR Period: 20Long Trades: trueShort Trades: false0.620.580.67
All2333BATS:SPY1W6596.546596.54066.673.6432969Key Value: 8ATR Period: 20Long Trades: trueShort Trades: false0.590.530.66
All2334BATS:SPY1W5569.85569.8066.673.1633461.27Key Value: 8.5ATR Period: 20Long Trades: trueShort Trades: false0.570.510.65
All2335BATS:SPY1W4720.454720.45066.672.7493584.36Key Value: 9ATR Period: 20Long Trades: trueShort Trades: false0.560.490.65
All2336BATS:SPY1W3694.863694.86066.672.3282972.56Key Value: 9.5ATR Period: 20Long Trades: trueShort Trades: false0.560.480.65
All2337BATS:SPY1W2927.172927.17066.671.9193365.62Key Value: 10ATR Period: 20Long Trades: trueShort Trades: false0.550.470.64
All2338BATS:SPY1W7309.977309.97050.71.5113635.4Key Value: 1ATR Period: 25Long Trades: trueShort Trades: false0.530.480.60
All2339BATS:SPY1W10364.0910364.09048.891.9122747.25Key Value: 1.5ATR Period: 25Long Trades: trueShort Trades: false0.560.520.61
All2340BATS:SPY1W15417.6915417.69053.573.1442338.7Key Value: 2ATR Period: 25Long Trades: trueShort Trades: false0.620.610.63
All2341BATS:SPY1W13635.9813635.98063.164.321941.84Key Value: 2.5ATR Period: 25Long Trades: trueShort Trades: false0.640.620.67
All2342BATS:SPY1W12668.2412668.240503.5142304.14Key Value: 3ATR Period: 25Long Trades: trueShort Trades: false0.590.570.62
All2343BATS:SPY1W11583.0511583.050503.8992151.76Key Value: 3.5ATR Period: 25Long Trades: trueShort Trades: false0.590.560.63
All2344BATS:SPY1W12779.1612779.16071.4314.848768.33Key Value: 4ATR Period: 25Long Trades: trueShort Trades: false0.730.710.76
All2345BATS:SPY1W10911.9610911.96057.149.9221174.05Key Value: 4.5ATR Period: 25Long Trades: trueShort Trades: false0.650.610.69
All2346BATS:SPY1W8518.468518.46057.145.481766.31Key Value: 5ATR Period: 25Long Trades: trueShort Trades: false0.600.550.66
All2347BATS:SPY1W8031.748031.74083.338.3291636.2Key Value: 5.5ATR Period: 25Long Trades: trueShort Trades: false0.680.630.74
All2348BATS:SPY1W8210.958210.950403.1544033.66Key Value: 6ATR Period: 25Long Trades: trueShort Trades: false0.520.470.58
All2349BATS:SPY1W8100.018100.010504.3312658.72Key Value: 6.5ATR Period: 25Long Trades: trueShort Trades: false0.560.510.63
All2350BATS:SPY1W11276.9411276.94066.676.2252956.52Key Value: 7ATR Period: 25Long Trades: trueShort Trades: false0.630.600.67
All2351BATS:SPY1W10233.1610233.16066.675.2643174.96Key Value: 7.5ATR Period: 25Long Trades: trueShort Trades: false0.620.580.67
All2352BATS:SPY1W7092.837092.83066.674.1492524.8Key Value: 8ATR Period: 25Long Trades: trueShort Trades: false0.600.540.67
All2353BATS:SPY1W6089.66089.6066.673.442969Key Value: 8.5ATR Period: 25Long Trades: trueShort Trades: false0.580.520.66
All2354BATS:SPY1W5334.715334.71066.673.0713244.92Key Value: 9ATR Period: 25Long Trades: trueShort Trades: false0.570.510.65
All2355BATS:SPY1W4515.784515.78066.672.7023539.48Key Value: 9.5ATR Period: 25Long Trades: trueShort Trades: false0.560.490.65
All2356BATS:SPY1W3339.473339.47066.672.0634028.35Key Value: 10ATR Period: 25Long Trades: trueShort Trades: false0.540.470.64
All2357BATS:SPY1W9257.479257.47050.71.6923255.81Key Value: 1ATR Period: 30Long Trades: trueShort Trades: false0.550.510.60
All2358BATS:SPY1W8995.828995.82045.651.7823756.62Key Value: 1.5ATR Period: 30Long Trades: trueShort Trades: false0.530.480.59
All2359BATS:SPY1W16010.816010.8055.173.2382045.21Key Value: 2ATR Period: 30Long Trades: trueShort Trades: false0.630.620.64
All2360BATS:SPY1W14509.0214509.02063.164.661834.94Key Value: 2.5ATR Period: 30Long Trades: trueShort Trades: false0.650.630.67
All2361BATS:SPY1W12835.9212835.920503.6352304.14Key Value: 3ATR Period: 30Long Trades: trueShort Trades: false0.600.570.63
All2362BATS:SPY1W12524.5212524.52054.554.5291989.26Key Value: 3.5ATR Period: 30Long Trades: trueShort Trades: false0.610.590.65
All2363BATS:SPY1W12963.2412963.24071.4315.048768.33Key Value: 4ATR Period: 30Long Trades: trueShort Trades: false0.740.710.76
All2364BATS:SPY1W11711.6411711.64071.4312.5061182.4Key Value: 4.5ATR Period: 30Long Trades: trueShort Trades: false0.710.680.74
All2365BATS:SPY1W11856.8611856.86083.3317.1931045.25Key Value: 5ATR Period: 30Long Trades: trueShort Trades: false0.770.740.80
All2366BATS:SPY1W9284.59284.5083.339.7541600.92Key Value: 5.5ATR Period: 30Long Trades: trueShort Trades: false0.700.650.75
All2367BATS:SPY1W8415.338415.330603.3083879.68Key Value: 6ATR Period: 30Long Trades: trueShort Trades: false0.570.520.63
All2368BATS:SPY1W7367.677367.670402.7564052.9Key Value: 6.5ATR Period: 30Long Trades: trueShort Trades: false0.510.450.57
All2369BATS:SPY1W11726.0211726.02066.676.6772864.03Key Value: 7ATR Period: 30Long Trades: trueShort Trades: false0.640.610.68
All2370BATS:SPY1W10119.8110119.81066.675.6892933.04Key Value: 7.5ATR Period: 30Long Trades: trueShort Trades: false0.620.580.67
All2371BATS:SPY1W7549.267549.26066.674.2353108.29Key Value: 8ATR Period: 30Long Trades: trueShort Trades: false0.600.540.66
All2372BATS:SPY1W6980.166980.16066.674.0992524.8Key Value: 8.5ATR Period: 30Long Trades: trueShort Trades: false0.600.540.67
All2373BATS:SPY1W5953.075953.07066.673.3852969Key Value: 9ATR Period: 30Long Trades: trueShort Trades: false0.580.520.66
All2374BATS:SPY1W5237.385237.38066.673.0343119.52Key Value: 9.5ATR Period: 30Long Trades: trueShort Trades: false0.570.510.65
All2375BATS:SPY1W3399.673399.67066.672.1033968.15Key Value: 10ATR Period: 30Long Trades: trueShort Trades: false0.550.470.64
All2376BATS:SPY1W97309730052.861.7393257.24Key Value: 1ATR Period: 35Long Trades: trueShort Trades: false0.560.520.61
All2377BATS:SPY1W9172.249172.24047.831.7973756.62Key Value: 1.5ATR Period: 35Long Trades: trueShort Trades: false0.540.490.59
All2378BATS:SPY1W16241.3116241.31055.173.3462045.21Key Value: 2ATR Period: 35Long Trades: trueShort Trades: false0.630.620.64
All2379BATS:SPY1W13193.0113193.010603.7341861.83Key Value: 2.5ATR Period: 35Long Trades: trueShort Trades: false0.630.600.66
All2380BATS:SPY1W12838.3212838.320503.6362304.14Key Value: 3ATR Period: 35Long Trades: trueShort Trades: false0.600.570.63
All2381BATS:SPY1W12090.3812090.380503.8611762.54Key Value: 3.5ATR Period: 35Long Trades: trueShort Trades: false0.600.570.63
All2382BATS:SPY1W13061.8313061.83071.4315.154768.33Key Value: 4ATR Period: 35Long Trades: trueShort Trades: false0.740.710.77
All2383BATS:SPY1W11901.0811901.08071.4312.6921182.4Key Value: 4.5ATR Period: 35Long Trades: trueShort Trades: false0.710.680.75
All2384BATS:SPY1W11651.511651.5083.3316.9121048.01Key Value: 5ATR Period: 35Long Trades: trueShort Trades: false0.760.730.80
All2385BATS:SPY1W9550.69550.6083.3310.0051600.92Key Value: 5.5ATR Period: 35Long Trades: trueShort Trades: false0.700.660.75
All2386BATS:SPY1W8600.968600.960603.3793797.29Key Value: 6ATR Period: 35Long Trades: trueShort Trades: false0.570.520.63
All2387BATS:SPY1W11427.4611427.460503.9124164.41Key Value: 6.5ATR Period: 35Long Trades: trueShort Trades: false0.570.530.60
All2388BATS:SPY1W12559.612559.6066.677.082306.51Key Value: 7ATR Period: 35Long Trades: trueShort Trades: false0.660.630.69
All2389BATS:SPY1W8814.438814.43066.675.3862784.72Key Value: 7.5ATR Period: 35Long Trades: trueShort Trades: false0.620.570.67
All2390BATS:SPY1W8039.838039.83066.674.7842899.34Key Value: 8ATR Period: 35Long Trades: trueShort Trades: false0.610.550.67
All2391BATS:SPY1W7232.027232.02066.674.0992403.21Key Value: 8.5ATR Period: 35Long Trades: trueShort Trades: false0.600.540.67
All2392BATS:SPY1W6446.156446.15066.673.6952664.54Key Value: 9ATR Period: 35Long Trades: trueShort Trades: false0.590.530.66
All2393BATS:SPY1W5662.725662.72066.673.2692969Key Value: 9.5ATR Period: 35Long Trades: trueShort Trades: false0.580.510.66
All2394BATS:SPY1W4234.864234.86066.672.413548.19Key Value: 10ATR Period: 35Long Trades: trueShort Trades: false0.560.490.65

This csv contains the performance data for each parameter/timeframe combination. Including:

  • Timeframe
  • Net Profit USD
  • Net Profit (long) USD
  • Net Profit (short) USD
  • % Profitable
  • Profit Factor
  • Max Drawdown USD

There are also some additional metrics we’ve created by normalizing the data, then using averages to have a system for comparing the performance, we call this a Composite Score:

  • Net Profit Composite Score
  • Long Profit Composite Score
  • Short Profit Composite Score
Please note:
  • Each ‘step’ represents a unique parameter combination and timeframe.
  • Composite Scores analyze profit, % profitable, profit factor and max drawdown.
  • Composite Scores are only a strategy comparison tool & not indicative of performance.
  • Historical performance does not predict future outcomes.

Results Analysis

Below you will find the best performing steps in terms of ‘Net Profit Composite Score’, timeframe and trading hour specific:

1 Minute - Regular Trading Hours

Performance Details:

Step:303
Net Profit:$2233.37
Net Profit (Long):$2233.37
Net Profit (Short):$0
Percentage Profitable:39.52%
Profit Factor:1.291
Max Drawdown:$710.96
Parameter Settings:

Key Value (This changes the sensitivity): 9,ATR Period: 25,Long Trades: true,Short Trades: false

Net Profit Composite Score:50.5

1 Minute - All Trading Hours

Performance Details:

Step: 758
Net Profit:$2489.76
Net Profit (Long):$2489.76
Net Profit (Short):$0
Percentage Profitable: 40.4%
Profit Factor: 1.218
Max Drawdown:$667.34
Parameter Settings:

Key Value (This changes the sensitivity): 9,ATR Period: 25,Long Trades: true,Short Trades: false

Net Profit Composite Score: 50.75

1 Hour - Regular Trading Hours

Performance Details:

Step: 1157
Net Profit:$14055.14
Net Profit (Long):$14055.14
Net Profit (Short):$0
Percentage Profitable: 57.14%
Profit Factor: 2.946
Max Drawdown:$1522.25
Parameter Settings:

Key Value (This changes the sensitivity): 9,ATR Period: 25,Long Trades: true,Short Trades: false

Net Profit Composite Score: 62.5

1 Hour - All Trading Hours

Performance Details:

Step: 1478
Net Profit:$13664.63
Net Profit (Long):$13664.63
Net Profit (Short):$0
Percentage Profitable: 48.94%
Profit Factor: 1.95
Max Drawdown:$1294.99
Parameter Settings:

Key Value (This changes the sensitivity): 8,ATR Period: 5,Long Trades: true,Short Trades: false

Net Profit Composite Score: 60

1 Day  - All Trading Hours

Performance Details:

Step: 1973
Net Profit:$13391.43
Net Profit (Long):$13391.43
Net Profit (Short):$0
Percentage Profitable: 58.33%
Profit Factor: 13.809
Max Drawdown:$1145.5
Parameter Settings:

Key Value (This changes the sensitivity): 8.5,ATR Period: 30,Long Trades: true,Short Trades: false

Net Profit Composite Score: 69.25

1 Week - All Trading Hours

Performance Details:

Step: 2310
Net Profit:$10671.72
Net Profit (Long):$10671.72
Net Profit (Short):$0
Percentage Profitable: 75%
Profit Factor: 42.248
Max Drawdown:$1438.08
Parameter Settings:

Key Value (This changes the sensitivity): 6,ATR Period: 15,Long Trades: true,Short Trades: false

Net Profit Composite Score: 88.25

Analysis and Considerations

The strategy’s success across different timeframes and trading hours demonstrates its flexibility, but each timeframe requires a unique approach to risk management and trade execution. While the UT Bot Strategy shows promise across multiple timeframes, it’s crucial to consider the risk of overfitting especially when dealing with historical data. Backtesting results are not indicative of future performance, and traders should always remain cautious.

Our extensive testing, encompassing over 2,000 parameter combinations, provides a comprehensive look into its potential as a versatile trading tool. The strategy’s adaptability across different market conditions and timeframes makes it a valuable asset for traders, whether they’re scalping on a minute chart or holding positions for weeks. 

See our resources below so you can add this strategy to your own charts. As with any trading strategy, continuous evaluation and optimization are key to finding an edge in the markets.

Resources

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Strategy & Indicator

We coded this indicator into a custom strategy and then we backtest it to get an idea of performance.

Strategy | UT Bot

The UT Bot is a trend-following trading indicator, our the team at algoHunt modified the code into a strategy in order to backtest it and ...
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Indicator | UT Bot

The UT Bot indicator is a powerful tool that aids traders in identifying potential buy and sell signals based on the Average True Range (ATR) ...
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