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.

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 Hours | Step | Symbol | Timeframe | Net Profit USD | Net Profit (long) USD | Net Profit (short) USD | % Profitable | Profit Factor | Max Drawdown USD | Inputs 1 | Inputs 2 | Inputs 3 | Inputs 4 | Net Profit Composite Score | Long Profit Composite Score | Short Profit Composite Score |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Regular | 1 | BATS:SPY | 1 | -4517.43 | -405.14 | -4112.29 | 34.06 | 0.934 | 4953.37 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.39 | 0.32 | 0.48 |
Regular | 2 | BATS:SPY | 1 | -3356.26 | 189.37 | -3545.63 | 34.74 | 0.939 | 3824.14 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.42 | 0.34 | 0.50 |
Regular | 3 | BATS:SPY | 1 | -3106.81 | 310.75 | -3417.56 | 34.86 | 0.934 | 3670.54 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 4 | BATS:SPY | 1 | -1758.31 | 1033.14 | -2791.45 | 35.03 | 0.956 | 1993.37 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 5 | BATS:SPY | 1 | -1670.34 | 1075.43 | -2745.77 | 35.2 | 0.954 | 2276.42 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.54 |
Regular | 6 | BATS:SPY | 1 | -2654.35 | 554.44 | -3208.79 | 35.15 | 0.92 | 2895.53 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 7 | BATS:SPY | 1 | -645.77 | 1588.26 | -2234.03 | 35.73 | 0.978 | 1628.92 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 8 | BATS:SPY | 1 | -1640.71 | 1080.31 | -2721.02 | 35.31 | 0.94 | 2127.58 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 9 | BATS:SPY | 1 | -2792.4 | 486.47 | -3278.87 | 34.45 | 0.894 | 3073.9 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 10 | BATS:SPY | 1 | -1405.82 | 1222.55 | -2628.37 | 35.61 | 0.942 | 1731.92 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 11 | BATS:SPY | 1 | -2254.89 | 794.69 | -3049.58 | 35.7 | 0.903 | 2499.66 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 12 | BATS:SPY | 1 | -1282.66 | 1283.6 | -2566.26 | 36.16 | 0.941 | 1765.5 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 13 | BATS:SPY | 1 | -974.8 | 1435.08 | -2409.88 | 36.19 | 0.952 | 1596.17 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 14 | BATS:SPY | 1 | -1493.19 | 1191.23 | -2684.42 | 34.37 | 0.926 | 1844.41 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 15 | BATS:SPY | 1 | -470.44 | 1693.61 | -2164.05 | 35.39 | 0.975 | 1449.47 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
Regular | 16 | BATS:SPY | 1 | 34.41 | 1951.18 | -1916.77 | 35.32 | 1.002 | 1192.46 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
Regular | 17 | BATS:SPY | 1 | 511.2 | 2197.29 | -1686.09 | 35.74 | 1.03 | 1217.8 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
Regular | 18 | BATS:SPY | 1 | 72.76 | 1985.09 | -1912.33 | 35.16 | 1.004 | 1580.13 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
Regular | 19 | BATS:SPY | 1 | 300.8 | 2107.06 | -1806.26 | 35.48 | 1.019 | 1585.11 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
Regular | 20 | BATS:SPY | 1 | -3968.06 | -130.71 | -3837.35 | 34.2 | 0.943 | 4887.04 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 21 | BATS:SPY | 1 | -3422.71 | 151.1 | -3573.81 | 35.1 | 0.938 | 4104.41 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 22 | BATS:SPY | 1 | -2846.62 | 443.74 | -3290.36 | 35.07 | 0.939 | 3244.31 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 23 | BATS:SPY | 1 | -1350.92 | 1249.94 | -2600.86 | 35.23 | 0.966 | 1807.83 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 24 | BATS:SPY | 1 | -2175.85 | 807.87 | -2983.72 | 35.35 | 0.94 | 2594.27 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 25 | BATS:SPY | 1 | -1324.35 | 1251.04 | -2575.39 | 35.62 | 0.959 | 1966.29 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 26 | BATS:SPY | 1 | -1420.82 | 1185.93 | -2606.75 | 35.88 | 0.951 | 1971.49 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 27 | BATS:SPY | 1 | -951.41 | 1407.05 | -2358.46 | 35.68 | 0.964 | 2148.68 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 28 | BATS:SPY | 1 | -2464.89 | 666.85 | -3131.74 | 35.2 | 0.904 | 2709.08 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.36 | 0.52 |
Regular | 29 | BATS:SPY | 1 | -2828.89 | 478.12 | -3307.01 | 34.92 | 0.884 | 3150.56 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 30 | BATS:SPY | 1 | -2020.62 | 906.26 | -2926.88 | 35.11 | 0.911 | 2321.04 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 31 | BATS:SPY | 1 | -1403.62 | 1223.49 | -2627.11 | 35.05 | 0.934 | 1757.64 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 32 | BATS:SPY | 1 | -1671.92 | 1093.06 | -2764.98 | 34.25 | 0.918 | 1948.15 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 33 | BATS:SPY | 1 | -1566.16 | 1152.55 | -2718.71 | 34.19 | 0.92 | 1955.39 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 34 | BATS:SPY | 1 | -1128.31 | 1360.18 | -2488.49 | 33.4 | 0.94 | 2104.18 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 35 | BATS:SPY | 1 | -638.43 | 1631.69 | -2270.12 | 34.02 | 0.964 | 2024.08 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 36 | BATS:SPY | 1 | 181.49 | 2052.98 | -1871.49 | 34.85 | 1.011 | 1587.46 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
Regular | 37 | BATS:SPY | 1 | 577.12 | 2243.1 | -1665.98 | 35.89 | 1.037 | 1271.9 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
Regular | 38 | BATS:SPY | 1 | -52.58 | 1938.46 | -1991.04 | 36.23 | 0.997 | 1852.19 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
Regular | 39 | BATS:SPY | 1 | -3718.24 | 16.82 | -3735.06 | 34.29 | 0.946 | 4487.13 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.41 | 0.33 | 0.49 |
Regular | 40 | BATS:SPY | 1 | -3849.8 | -55.56 | -3794.24 | 35.15 | 0.931 | 4500.22 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.41 | 0.33 | 0.49 |
Regular | 41 | BATS:SPY | 1 | -2924.05 | 425.7 | -3349.75 | 34.99 | 0.938 | 3458.58 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 42 | BATS:SPY | 1 | -1933.16 | 958.59 | -2891.75 | 35.19 | 0.952 | 2387.6 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 43 | BATS:SPY | 1 | -1329.75 | 1263.96 | -2593.71 | 35.24 | 0.963 | 1967.03 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 44 | BATS:SPY | 1 | -1430.01 | 1212.91 | -2642.92 | 35.73 | 0.956 | 2042.36 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 45 | BATS:SPY | 1 | -1169.51 | 1318.63 | -2488.14 | 35.97 | 0.96 | 1493.59 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 46 | BATS:SPY | 1 | -1046.95 | 1376.95 | -2423.9 | 35.36 | 0.961 | 1965.29 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 47 | BATS:SPY | 1 | -2903.04 | 432.04 | -3335.08 | 34.82 | 0.888 | 3120.89 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 48 | BATS:SPY | 1 | -3803.29 | -31.6 | -3771.69 | 34.29 | 0.847 | 4286.64 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.41 | 0.33 | 0.49 |
Regular | 49 | BATS:SPY | 1 | -2780.92 | 529.13 | -3310.05 | 34.56 | 0.879 | 3116.35 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 50 | BATS:SPY | 1 | -2528.04 | 646.52 | -3174.56 | 33.76 | 0.883 | 2785.42 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 51 | BATS:SPY | 1 | -1709.27 | 1080.14 | -2789.41 | 33.74 | 0.917 | 1942.13 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 52 | BATS:SPY | 1 | -2080.14 | 889.45 | -2969.59 | 33.33 | 0.895 | 2448.7 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 53 | BATS:SPY | 1 | -1854.35 | 1020.91 | -2875.26 | 33.57 | 0.902 | 2573 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 54 | BATS:SPY | 1 | -886.18 | 1502.28 | -2388.46 | 33.52 | 0.95 | 2029.85 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 55 | BATS:SPY | 1 | 586.69 | 2275.47 | -1688.78 | 35.09 | 1.036 | 1665.36 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
Regular | 56 | BATS:SPY | 1 | 662.5 | 2309.45 | -1646.95 | 35.74 | 1.043 | 1422.13 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
Regular | 57 | BATS:SPY | 1 | -380.29 | 1794.74 | -2175.03 | 35.37 | 0.976 | 2179.92 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 58 | BATS:SPY | 1 | -4065.75 | -134.05 | -3931.7 | 34.28 | 0.941 | 4844.19 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 59 | BATS:SPY | 1 | -3739.15 | 23.58 | -3762.73 | 34.98 | 0.933 | 4667.09 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 60 | BATS:SPY | 1 | -2777.01 | 523.13 | -3300.14 | 34.91 | 0.941 | 3384.46 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.35 | 0.51 |
Regular | 61 | BATS:SPY | 1 | -2257.46 | 812.32 | -3069.78 | 35.11 | 0.944 | 2694.37 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 62 | BATS:SPY | 1 | -1125.33 | 1380.24 | -2505.57 | 35.54 | 0.969 | 1669.74 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 63 | BATS:SPY | 1 | -1184.21 | 1347.66 | -2531.87 | 35.87 | 0.963 | 1731.88 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 64 | BATS:SPY | 1 | -1258.73 | 1300.05 | -2558.78 | 35.7 | 0.957 | 1576.6 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 65 | BATS:SPY | 1 | -1973.01 | 931 | -2904.01 | 35.5 | 0.928 | 2262.25 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 66 | BATS:SPY | 1 | -2955.32 | 434.38 | -3389.7 | 34.99 | 0.887 | 3257.11 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.35 | 0.51 |
Regular | 67 | BATS:SPY | 1 | -3351.37 | 218.53 | -3569.9 | 34.81 | 0.863 | 3712.38 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 68 | BATS:SPY | 1 | -3148.6 | 347.1 | -3495.7 | 34.51 | 0.864 | 3540.99 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 69 | BATS:SPY | 1 | -1824.4 | 1041.67 | -2866.07 | 34.15 | 0.914 | 2029.08 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 70 | BATS:SPY | 1 | -2069.59 | 918.29 | -2987.88 | 33.68 | 0.9 | 2363.71 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 71 | BATS:SPY | 1 | -2256.8 | 835.16 | -3091.96 | 33.51 | 0.887 | 2675.53 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 72 | BATS:SPY | 1 | -2644.62 | 618.64 | -3263.26 | 32 | 0.864 | 3069.95 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 73 | BATS:SPY | 1 | -1578.51 | 1168.76 | -2747.27 | 33.41 | 0.913 | 2247.28 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 74 | BATS:SPY | 1 | -629.44 | 1646.44 | -2275.88 | 34.47 | 0.963 | 1745.93 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 75 | BATS:SPY | 1 | 179.72 | 2086.8 | -1907.08 | 34.87 | 1.012 | 1824.55 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 76 | BATS:SPY | 1 | -1014.26 | 1475.9 | -2490.16 | 34.38 | 0.937 | 2615.95 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 77 | BATS:SPY | 1 | -3898.13 | -41.13 | -3857 | 34.3 | 0.944 | 4618.41 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 78 | BATS:SPY | 1 | -4116.54 | -171.8 | -3944.74 | 35.01 | 0.927 | 4962.31 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 79 | BATS:SPY | 1 | -2742.81 | 549.05 | -3291.86 | 34.87 | 0.942 | 3388.01 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.43 | 0.35 | 0.51 |
Regular | 80 | BATS:SPY | 1 | -1880.71 | 1014.7 | -2895.41 | 35.1 | 0.954 | 2298.4 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 81 | BATS:SPY | 1 | -1926.63 | 1006.72 | -2933.35 | 35.2 | 0.947 | 2393.68 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 82 | BATS:SPY | 1 | -804.09 | 1549.21 | -2353.3 | 35.91 | 0.975 | 1466.4 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 83 | BATS:SPY | 1 | -1362.62 | 1270.26 | -2632.88 | 35.43 | 0.954 | 1642.93 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 84 | BATS:SPY | 1 | -3074.02 | 373.97 | -3447.99 | 35.33 | 0.891 | 3338.88 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.43 | 0.35 | 0.51 |
Regular | 85 | BATS:SPY | 1 | -2333.62 | 758.93 | -3092.55 | 35.42 | 0.91 | 2878.45 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.36 | 0.52 |
Regular | 86 | BATS:SPY | 1 | -3121.27 | 342.31 | -3463.58 | 34.71 | 0.872 | 3726.64 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 87 | BATS:SPY | 1 | -3056.19 | 391.14 | -3447.33 | 34.37 | 0.867 | 3430.92 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 88 | BATS:SPY | 1 | -1794.83 | 1054.28 | -2849.11 | 34.53 | 0.917 | 2032.67 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.53 |
Regular | 89 | BATS:SPY | 1 | -2395.52 | 748.82 | -3144.34 | 33.57 | 0.885 | 2572.66 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 90 | BATS:SPY | 1 | -1813.87 | 1052.19 | -2866.06 | 33.24 | 0.908 | 2410 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 91 | BATS:SPY | 1 | -2858.29 | 508.07 | -3366.36 | 32.24 | 0.855 | 3469.05 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.50 |
Regular | 92 | BATS:SPY | 1 | -2178.56 | 864.55 | -3043.11 | 32.89 | 0.882 | 2586.19 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 93 | BATS:SPY | 1 | -1118.18 | 1397.82 | -2516 | 34.3 | 0.935 | 2338.67 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 94 | BATS:SPY | 1 | -434.07 | 1758.4 | -2192.47 | 34.31 | 0.973 | 1974.53 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 95 | BATS:SPY | 1 | -1573.38 | 1177.9 | -2751.28 | 34.65 | 0.904 | 2736.54 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 96 | BATS:SPY | 1 | -4111.16 | -134.28 | -3976.88 | 34.37 | 0.941 | 4776.62 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 97 | BATS:SPY | 1 | -4022.59 | -120.64 | -3901.95 | 35.11 | 0.929 | 4846.5 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 98 | BATS:SPY | 1 | -2444.27 | 707.16 | -3151.43 | 34.76 | 0.948 | 3036.12 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 99 | BATS:SPY | 1 | -2234.46 | 819.14 | -3053.6 | 35.23 | 0.945 | 2609.13 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 100 | BATS:SPY | 1 | -1258.83 | 1347.4 | -2606.23 | 35.71 | 0.965 | 1867.51 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 101 | BATS:SPY | 1 | -1151.87 | 1376.09 | -2527.96 | 36.14 | 0.964 | 1960.59 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 102 | BATS:SPY | 1 | -1013.48 | 1441.08 | -2454.56 | 35.36 | 0.966 | 1426.15 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 103 | BATS:SPY | 1 | -2530.26 | 641.82 | -3172.08 | 35.48 | 0.909 | 2911.12 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 104 | BATS:SPY | 1 | -1926.19 | 947.85 | -2874.04 | 35.33 | 0.924 | 2889.56 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 105 | BATS:SPY | 1 | -3261.69 | 269.74 | -3531.43 | 34.83 | 0.868 | 3943.89 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.42 | 0.34 | 0.50 |
Regular | 106 | BATS:SPY | 1 | -2796.58 | 531.9 | -3328.48 | 33.93 | 0.878 | 3200.31 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.35 | 0.51 |
Regular | 107 | BATS:SPY | 1 | -2552.1 | 664.88 | -3216.98 | 34.42 | 0.884 | 2851.14 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 108 | BATS:SPY | 1 | -2355.28 | 768.99 | -3124.27 | 33.31 | 0.887 | 2699.74 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 109 | BATS:SPY | 1 | -2153.18 | 883.69 | -3036.87 | 32.94 | 0.892 | 2604.81 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 110 | BATS:SPY | 1 | -2651.29 | 621.58 | -3272.87 | 33.3 | 0.863 | 3278.71 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 111 | BATS:SPY | 1 | -2339.09 | 778.48 | -3117.57 | 33.85 | 0.873 | 2927.7 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 112 | BATS:SPY | 1 | -1158.19 | 1389.53 | -2547.72 | 34.3 | 0.933 | 1922.52 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
Regular | 113 | BATS:SPY | 1 | -1285.48 | 1325.39 | -2610.87 | 34.12 | 0.923 | 2491.92 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 114 | BATS:SPY | 1 | -1178.46 | 1379.01 | -2557.47 | 33.19 | 0.928 | 2299.35 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 115 | BATS:SPY | 1 | -4213.14 | -186.64 | -4026.5 | 34.34 | 0.94 | 4911.63 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.48 |
Regular | 116 | BATS:SPY | 1 | -4224.69 | -218.32 | -4006.37 | 34.98 | 0.925 | 4984.34 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 117 | BATS:SPY | 1 | -2766.68 | 538.01 | -3304.69 | 34.71 | 0.941 | 3420.27 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.35 | 0.51 |
Regular | 118 | BATS:SPY | 1 | -1912.28 | 989.61 | -2901.89 | 35.19 | 0.953 | 2404.8 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 119 | BATS:SPY | 1 | -1726.79 | 1108.84 | -2835.63 | 35.51 | 0.952 | 2268.99 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.53 |
Regular | 120 | BATS:SPY | 1 | -1192.11 | 1350.88 | -2542.99 | 36.07 | 0.963 | 1969.56 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
Regular | 121 | BATS:SPY | 1 | -786.22 | 1563.83 | -2350.05 | 35.52 | 0.973 | 1523.36 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
Regular | 122 | BATS:SPY | 1 | -2076.14 | 906.66 | -2982.8 | 35.54 | 0.925 | 2591.44 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 123 | BATS:SPY | 1 | -2163.44 | 834.06 | -2997.5 | 34.95 | 0.916 | 3058.63 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 124 | BATS:SPY | 1 | -3254.33 | 279.37 | -3533.7 | 35 | 0.869 | 3836.65 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.42 | 0.35 | 0.51 |
Regular | 125 | BATS:SPY | 1 | -2683.69 | 585.41 | -3269.1 | 34.12 | 0.884 | 3177.59 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.35 | 0.51 |
Regular | 126 | BATS:SPY | 1 | -2167.09 | 862.7 | -3029.79 | 34.09 | 0.901 | 2448.73 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 127 | BATS:SPY | 1 | -2132.67 | 879.48 | -3012.15 | 32.9 | 0.897 | 2511.74 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.36 | 0.52 |
Regular | 128 | BATS:SPY | 1 | -2194.35 | 859.93 | -3054.28 | 33.09 | 0.89 | 2891.03 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 129 | BATS:SPY | 1 | -1639.42 | 1149.91 | -2789.33 | 34.04 | 0.913 | 2145.18 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 130 | BATS:SPY | 1 | -2511.16 | 691.85 | -3203.01 | 33.55 | 0.864 | 2941.39 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 131 | BATS:SPY | 1 | -1459.97 | 1239.32 | -2699.29 | 34.26 | 0.916 | 2227.26 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
Regular | 132 | BATS:SPY | 1 | -2032.98 | 936.61 | -2969.59 | 32.99 | 0.882 | 2795.55 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
Regular | 133 | BATS:SPY | 1 | -1516.53 | 1211.21 | -2727.74 | 32.87 | 0.907 | 2331.81 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
Regular | 134 | BATS:SPY | 1 | -4129.79 | 0 | -4129.79 | 32.34 | 0.882 | 4308.67 | Key Value: 1 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.40 | 0.33 | 0.48 |
Regular | 135 | BATS:SPY | 1 | -3548.16 | 0 | -3548.16 | 32.77 | 0.873 | 3643.56 | Key Value: 1.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 136 | BATS:SPY | 1 | -3424.54 | 0 | -3424.54 | 32.52 | 0.858 | 3619.46 | Key Value: 2 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 137 | BATS:SPY | 1 | -2772.97 | 0 | -2772.97 | 32.05 | 0.867 | 2923.62 | Key Value: 2.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
Regular | 138 | BATS:SPY | 1 | -2703.94 | 0 | -2703.94 | 31.98 | 0.856 | 2927.23 | Key Value: 3 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
Regular | 139 | BATS:SPY | 1 | -3214.48 | 0 | -3214.48 | 31.26 | 0.816 | 3389.34 | Key Value: 3.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.51 |
Regular | 140 | BATS:SPY | 1 | -2237.77 | 0 | -2237.77 | 31.91 | 0.855 | 2604.26 | Key Value: 4 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 141 | BATS:SPY | 1 | -2710.7 | 0 | -2710.7 | 31.19 | 0.819 | 2925.41 | Key Value: 4.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 142 | BATS:SPY | 1 | -3268.9 | 0 | -3268.9 | 30.34 | 0.775 | 3466.17 | Key Value: 5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 143 | BATS:SPY | 1 | -2632.95 | 0 | -2632.95 | 32 | 0.802 | 2784.49 | Key Value: 5.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 144 | BATS:SPY | 1 | -3037.69 | 0 | -3037.69 | 32.39 | 0.762 | 3219.62 | Key Value: 6 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 145 | BATS:SPY | 1 | -2555.06 | 0 | -2555.06 | 33.07 | 0.784 | 2770.14 | Key Value: 6.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 146 | BATS:SPY | 1 | -2415.34 | 0 | -2415.34 | 33.48 | 0.782 | 2613.03 | Key Value: 7 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 147 | BATS:SPY | 1 | -2650.96 | 0 | -2650.96 | 32.46 | 0.754 | 2838.28 | Key Value: 7.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 148 | BATS:SPY | 1 | -2146.34 | 0 | -2146.34 | 33.33 | 0.782 | 2321.54 | Key Value: 8 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
Regular | 149 | BATS:SPY | 1 | -1917.34 | 0 | -1917.34 | 33.47 | 0.793 | 2263.2 | Key Value: 8.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
Regular | 150 | BATS:SPY | 1 | -1681.2 | 0 | -1681.2 | 34.37 | 0.81 | 2176.36 | Key Value: 9 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
Regular | 151 | BATS:SPY | 1 | -1895.12 | 0 | -1895.12 | 33.57 | 0.782 | 2459.09 | Key Value: 9.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
Regular | 152 | BATS:SPY | 1 | -1785.35 | 0 | -1785.35 | 31.96 | 0.786 | 2592.85 | Key Value: 10 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.54 |
Regular | 153 | BATS:SPY | 1 | -3854.88 | 0 | -3854.88 | 32.74 | 0.889 | 4145.83 | Key Value: 1 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 154 | BATS:SPY | 1 | -3592.96 | 0 | -3592.96 | 33.54 | 0.871 | 3726.4 | Key Value: 1.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 155 | BATS:SPY | 1 | -3294.97 | 0 | -3294.97 | 33.02 | 0.862 | 3446.48 | Key Value: 2 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 156 | BATS:SPY | 1 | -2574.48 | 0 | -2574.48 | 32.1 | 0.874 | 2793.33 | Key Value: 2.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 157 | BATS:SPY | 1 | -2975.82 | 0 | -2975.82 | 31.89 | 0.84 | 3198.4 | Key Value: 3 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 158 | BATS:SPY | 1 | -2550.22 | 0 | -2550.22 | 32.39 | 0.847 | 2745.54 | Key Value: 3.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 159 | BATS:SPY | 1 | -2595.29 | 0 | -2595.29 | 32.03 | 0.83 | 2811.75 | Key Value: 4 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 160 | BATS:SPY | 1 | -2355.35 | 0 | -2355.35 | 32.22 | 0.835 | 2731.64 | Key Value: 4.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 161 | BATS:SPY | 1 | -3109.18 | 0 | -3109.18 | 31.81 | 0.776 | 3286.64 | Key Value: 5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 162 | BATS:SPY | 1 | -3287.67 | 0 | -3287.67 | 30.73 | 0.751 | 3510.74 | Key Value: 5.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 163 | BATS:SPY | 1 | -2919.9 | 0 | -2919.9 | 31.18 | 0.761 | 3140.08 | Key Value: 6 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 164 | BATS:SPY | 1 | -2632.2 | 0 | -2632.2 | 31.24 | 0.769 | 2834.14 | Key Value: 6.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 165 | BATS:SPY | 1 | -2723.97 | 0 | -2723.97 | 32.21 | 0.749 | 2917.58 | Key Value: 7 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
Regular | 166 | BATS:SPY | 1 | -2683.67 | 0 | -2683.67 | 32.74 | 0.738 | 2859.94 | Key Value: 7.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 167 | BATS:SPY | 1 | -2483.73 | 0 | -2483.73 | 31.09 | 0.743 | 2743.83 | Key Value: 8 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 168 | BATS:SPY | 1 | -2249.43 | 0 | -2249.43 | 32.24 | 0.759 | 2721.75 | Key Value: 8.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 169 | BATS:SPY | 1 | -1845.36 | 0 | -1845.36 | 32.06 | 0.786 | 2516.23 | Key Value: 9 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.54 |
Regular | 170 | BATS:SPY | 1 | -1645.75 | 0 | -1645.75 | 32.28 | 0.794 | 2327.14 | Key Value: 9.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
Regular | 171 | BATS:SPY | 1 | -1969.99 | 0 | -1969.99 | 32.48 | 0.755 | 2700.12 | Key Value: 10 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 172 | BATS:SPY | 1 | -3763.36 | 0 | -3763.36 | 32.97 | 0.892 | 3955.79 | Key Value: 1 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 173 | BATS:SPY | 1 | -3821.74 | 0 | -3821.74 | 33.8 | 0.864 | 3921.42 | Key Value: 1.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 174 | BATS:SPY | 1 | -3349.38 | 0 | -3349.38 | 32.92 | 0.86 | 3504.11 | Key Value: 2 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 175 | BATS:SPY | 1 | -2870.14 | 0 | -2870.14 | 32.45 | 0.859 | 3064.23 | Key Value: 2.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 176 | BATS:SPY | 1 | -2562.6 | 0 | -2562.6 | 32.31 | 0.859 | 2783.66 | Key Value: 3 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 177 | BATS:SPY | 1 | -2607.34 | 0 | -2607.34 | 32.61 | 0.843 | 2752.17 | Key Value: 3.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 178 | BATS:SPY | 1 | -2499.04 | 0 | -2499.04 | 32.5 | 0.835 | 2662.41 | Key Value: 4 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 179 | BATS:SPY | 1 | -2421.07 | 0 | -2421.07 | 31.93 | 0.828 | 2720.57 | Key Value: 4.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 180 | BATS:SPY | 1 | -3325.89 | 0 | -3325.89 | 30.67 | 0.758 | 3486.39 | Key Value: 5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 181 | BATS:SPY | 1 | -3788.28 | 0 | -3788.28 | 30.29 | 0.714 | 3992.14 | Key Value: 5.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 182 | BATS:SPY | 1 | -3288.48 | 0 | -3288.48 | 30.81 | 0.733 | 3449.47 | Key Value: 6 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 183 | BATS:SPY | 1 | -3143.76 | 0 | -3143.76 | 29.69 | 0.726 | 3318.52 | Key Value: 6.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 184 | BATS:SPY | 1 | -2779.87 | 0 | -2779.87 | 31.45 | 0.741 | 2936.91 | Key Value: 7 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 185 | BATS:SPY | 1 | -2939.5 | 0 | -2939.5 | 31.41 | 0.716 | 3082.64 | Key Value: 7.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 186 | BATS:SPY | 1 | -2850.48 | 0 | -2850.48 | 30.92 | 0.712 | 3072.15 | Key Value: 8 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 187 | BATS:SPY | 1 | -2366.19 | 0 | -2366.19 | 32.15 | 0.744 | 2574.68 | Key Value: 8.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 188 | BATS:SPY | 1 | -1673.93 | 0 | -1673.93 | 32.35 | 0.797 | 2264.07 | Key Value: 9 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
Regular | 189 | BATS:SPY | 1 | -1628.02 | 0 | -1628.02 | 32.09 | 0.792 | 2339.67 | Key Value: 9.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
Regular | 190 | BATS:SPY | 1 | -2134.31 | 0 | -2134.31 | 31.69 | 0.729 | 2755.21 | Key Value: 10 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 191 | BATS:SPY | 1 | -3944.07 | 0 | -3944.07 | 33.01 | 0.887 | 4094.51 | Key Value: 1 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.49 |
Regular | 192 | BATS:SPY | 1 | -3780.83 | 0 | -3780.83 | 33.67 | 0.866 | 3868 | Key Value: 1.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 193 | BATS:SPY | 1 | -3293.1 | 0 | -3293.1 | 33.06 | 0.861 | 3479.01 | Key Value: 2 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 194 | BATS:SPY | 1 | -3040.6 | 0 | -3040.6 | 32.36 | 0.852 | 3195.63 | Key Value: 2.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 195 | BATS:SPY | 1 | -2487.81 | 0 | -2487.81 | 32.7 | 0.862 | 2684.53 | Key Value: 3 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 196 | BATS:SPY | 1 | -2507.07 | 0 | -2507.07 | 32.84 | 0.848 | 2640.28 | Key Value: 3.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 197 | BATS:SPY | 1 | -2562.35 | 0 | -2562.35 | 32.5 | 0.831 | 2672.2 | Key Value: 4 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 198 | BATS:SPY | 1 | -2898.92 | 0 | -2898.92 | 31.85 | 0.797 | 3007.38 | Key Value: 4.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 199 | BATS:SPY | 1 | -3379.89 | 0 | -3379.89 | 31.23 | 0.754 | 3525.99 | Key Value: 5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 200 | BATS:SPY | 1 | -3590.7 | 0 | -3590.7 | 29.79 | 0.723 | 3739.69 | Key Value: 5.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 201 | BATS:SPY | 1 | -3484.27 | 0 | -3484.27 | 30.52 | 0.718 | 3610.58 | Key Value: 6 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 202 | BATS:SPY | 1 | -2843.58 | 0 | -2843.58 | 30.32 | 0.746 | 2969.89 | Key Value: 6.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 203 | BATS:SPY | 1 | -2966.43 | 0 | -2966.43 | 30.92 | 0.723 | 3077.1 | Key Value: 7 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 204 | BATS:SPY | 1 | -3057.21 | 0 | -3057.21 | 31.05 | 0.709 | 3151.56 | Key Value: 7.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 205 | BATS:SPY | 1 | -3231.25 | 0 | -3231.25 | 29.48 | 0.68 | 3321.52 | Key Value: 8 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 206 | BATS:SPY | 1 | -2721.09 | 0 | -2721.09 | 31.04 | 0.712 | 2789.43 | Key Value: 8.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 207 | BATS:SPY | 1 | -2254.33 | 0 | -2254.33 | 31.63 | 0.738 | 2380.72 | Key Value: 9 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 208 | BATS:SPY | 1 | -1875.82 | 0 | -1875.82 | 31.71 | 0.763 | 2371.77 | Key Value: 9.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
Regular | 209 | BATS:SPY | 1 | -2458.22 | 0 | -2458.22 | 31.34 | 0.696 | 2965.89 | Key Value: 10 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 210 | BATS:SPY | 1 | -3876.3 | 0 | -3876.3 | 33.01 | 0.889 | 4047.93 | Key Value: 1 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.49 |
Regular | 211 | BATS:SPY | 1 | -3987.51 | 0 | -3987.51 | 33.74 | 0.86 | 4107.15 | Key Value: 1.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.49 |
Regular | 212 | BATS:SPY | 1 | -3293.35 | 0 | -3293.35 | 33.03 | 0.861 | 3469.82 | Key Value: 2 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 213 | BATS:SPY | 1 | -2873.46 | 0 | -2873.46 | 32.57 | 0.859 | 3002.36 | Key Value: 2.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
Regular | 214 | BATS:SPY | 1 | -2922.44 | 0 | -2922.44 | 32.19 | 0.841 | 3078.4 | Key Value: 3 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 215 | BATS:SPY | 1 | -2343.2 | 0 | -2343.2 | 33.25 | 0.856 | 2437.72 | Key Value: 3.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.53 |
Regular | 216 | BATS:SPY | 1 | -2623.07 | 0 | -2623.07 | 32.4 | 0.829 | 2733.57 | Key Value: 4 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 217 | BATS:SPY | 1 | -3446.17 | 0 | -3446.17 | 32.1 | 0.763 | 3532.36 | Key Value: 4.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 218 | BATS:SPY | 1 | -3071.46 | 0 | -3071.46 | 31.84 | 0.77 | 3260.56 | Key Value: 5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 219 | BATS:SPY | 1 | -3463.18 | 0 | -3463.18 | 29.76 | 0.731 | 3606.04 | Key Value: 5.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.49 |
Regular | 220 | BATS:SPY | 1 | -3435.49 | 0 | -3435.49 | 31.3 | 0.717 | 3547.34 | Key Value: 6 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 221 | BATS:SPY | 1 | -2823.51 | 0 | -2823.51 | 31.28 | 0.745 | 2922.83 | Key Value: 6.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 222 | BATS:SPY | 1 | -3111.89 | 0 | -3111.89 | 30.02 | 0.712 | 3217.8 | Key Value: 7 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 223 | BATS:SPY | 1 | -2843.8 | 0 | -2843.8 | 30.14 | 0.725 | 2946.31 | Key Value: 7.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 224 | BATS:SPY | 1 | -3340.45 | 0 | -3340.45 | 29.82 | 0.675 | 3425.96 | Key Value: 8 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 225 | BATS:SPY | 1 | -3015.39 | 0 | -3015.39 | 30.31 | 0.682 | 3108.38 | Key Value: 8.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.51 |
Regular | 226 | BATS:SPY | 1 | -2499.62 | 0 | -2499.62 | 31.23 | 0.713 | 2635.59 | Key Value: 9 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 227 | BATS:SPY | 1 | -2159.11 | 0 | -2159.11 | 30.93 | 0.735 | 2502.07 | Key Value: 9.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 228 | BATS:SPY | 1 | -2701.08 | 0 | -2701.08 | 31.92 | 0.674 | 2989.7 | Key Value: 10 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 229 | BATS:SPY | 1 | -3988.37 | 0 | -3988.37 | 33.11 | 0.886 | 4174.87 | Key Value: 1 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 230 | BATS:SPY | 1 | -3945.16 | 0 | -3945.16 | 33.87 | 0.862 | 4020.17 | Key Value: 1.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.49 |
Regular | 231 | BATS:SPY | 1 | -3140.62 | 0 | -3140.62 | 33.18 | 0.867 | 3315.02 | Key Value: 2 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 232 | BATS:SPY | 1 | -3040.99 | 0 | -3040.99 | 32.73 | 0.852 | 3118.24 | Key Value: 2.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 233 | BATS:SPY | 1 | -2569.92 | 0 | -2569.92 | 32.59 | 0.859 | 2712.48 | Key Value: 3 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 234 | BATS:SPY | 1 | -2501.45 | 0 | -2501.45 | 33.61 | 0.848 | 2615.69 | Key Value: 3.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 235 | BATS:SPY | 1 | -2455.23 | 0 | -2455.23 | 32.76 | 0.837 | 2559.78 | Key Value: 4 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 236 | BATS:SPY | 1 | -3181.87 | 0 | -3181.87 | 31.88 | 0.779 | 3324.68 | Key Value: 4.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 237 | BATS:SPY | 1 | -2865.25 | 0 | -2865.25 | 32.07 | 0.784 | 3307.29 | Key Value: 5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 238 | BATS:SPY | 1 | -3524.03 | 0 | -3524.03 | 30.28 | 0.727 | 3668.93 | Key Value: 5.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.49 |
Regular | 239 | BATS:SPY | 1 | -3304.76 | 0 | -3304.76 | 30.68 | 0.724 | 3426.13 | Key Value: 6 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 240 | BATS:SPY | 1 | -3203.85 | 0 | -3203.85 | 31.63 | 0.716 | 3291.57 | Key Value: 6.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.51 |
Regular | 241 | BATS:SPY | 1 | -3091.93 | 0 | -3091.93 | 29.58 | 0.711 | 3197.84 | Key Value: 7 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 242 | BATS:SPY | 1 | -2994.77 | 0 | -2994.77 | 29.86 | 0.711 | 3092.18 | Key Value: 7.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.51 |
Regular | 243 | BATS:SPY | 1 | -3243.88 | 0 | -3243.88 | 30.68 | 0.68 | 3329.73 | Key Value: 8 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 244 | BATS:SPY | 1 | -3082.03 | 0 | -3082.03 | 30.62 | 0.674 | 3180.12 | Key Value: 8.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.51 |
Regular | 245 | BATS:SPY | 1 | -2532.11 | 0 | -2532.11 | 30.99 | 0.713 | 2622.04 | Key Value: 9 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 246 | BATS:SPY | 1 | -2575.67 | 0 | -2575.67 | 31.59 | 0.689 | 2874.82 | Key Value: 9.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 247 | BATS:SPY | 1 | -2504.14 | 0 | -2504.14 | 29.81 | 0.701 | 2684.66 | Key Value: 10 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 248 | BATS:SPY | 1 | -4035.1 | 0 | -4035.1 | 33.02 | 0.885 | 4233.45 | Key Value: 1 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.40 | 0.33 | 0.49 |
Regular | 249 | BATS:SPY | 1 | -4054.87 | 0 | -4054.87 | 33.8 | 0.859 | 4136.4 | Key Value: 1.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.49 |
Regular | 250 | BATS:SPY | 1 | -3314.02 | 0 | -3314.02 | 32.98 | 0.86 | 3424.5 | Key Value: 2 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 251 | BATS:SPY | 1 | -2884.78 | 0 | -2884.78 | 32.84 | 0.859 | 2960.95 | Key Value: 2.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
Regular | 252 | BATS:SPY | 1 | -2810.44 | 0 | -2810.44 | 32.68 | 0.848 | 2949.26 | Key Value: 3 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
Regular | 253 | BATS:SPY | 1 | -2520.88 | 0 | -2520.88 | 33.54 | 0.847 | 2644.98 | Key Value: 3.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 254 | BATS:SPY | 1 | -2343.11 | 0 | -2343.11 | 32.95 | 0.844 | 2437.63 | Key Value: 4 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
Regular | 255 | BATS:SPY | 1 | -2951.93 | 0 | -2951.93 | 32.09 | 0.792 | 3128.28 | Key Value: 4.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 256 | BATS:SPY | 1 | -3002.01 | 0 | -3002.01 | 31.66 | 0.774 | 3422.69 | Key Value: 5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 257 | BATS:SPY | 1 | -3533.73 | 0 | -3533.73 | 30.89 | 0.726 | 3691.99 | Key Value: 5.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.41 | 0.33 | 0.50 |
Regular | 258 | BATS:SPY | 1 | -3247.7 | 0 | -3247.7 | 30.81 | 0.729 | 3366.87 | Key Value: 6 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 259 | BATS:SPY | 1 | -2994.9 | 0 | -2994.9 | 31.72 | 0.729 | 3073.44 | Key Value: 6.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 260 | BATS:SPY | 1 | -2973.46 | 0 | -2973.46 | 29.74 | 0.72 | 3078.18 | Key Value: 7 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.51 |
Regular | 261 | BATS:SPY | 1 | -3011.62 | 0 | -3011.62 | 29.57 | 0.707 | 3109.03 | Key Value: 7.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.51 |
Regular | 262 | BATS:SPY | 1 | -2764.83 | 0 | -2764.83 | 31.39 | 0.716 | 2855.27 | Key Value: 8 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 263 | BATS:SPY | 1 | -3175.56 | 0 | -3175.56 | 30.11 | 0.667 | 3276.54 | Key Value: 8.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.41 | 0.34 | 0.50 |
Regular | 264 | BATS:SPY | 1 | -2668.66 | 0 | -2668.66 | 31.31 | 0.697 | 2752.47 | Key Value: 9 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.52 |
Regular | 265 | BATS:SPY | 1 | -2924 | 0 | -2924 | 30.26 | 0.663 | 2984.35 | Key Value: 9.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 266 | BATS:SPY | 1 | -2672.21 | 0 | -2672.21 | 29.36 | 0.675 | 2842.95 | Key Value: 10 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
Regular | 267 | BATS:SPY | 1 | -411.42 | -411.42 | 0 | 35.78 | 0.988 | 1710.13 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.46 | 0.36 | 0.58 |
Regular | 268 | BATS:SPY | 1 | 235.75 | 235.75 | 0 | 36.7 | 1.008 | 1104.16 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.48 | 0.38 | 0.59 |
Regular | 269 | BATS:SPY | 1 | 367.74 | 367.74 | 0 | 37.21 | 1.016 | 1275.18 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.48 | 0.38 | 0.59 |
Regular | 270 | BATS:SPY | 1 | 1035.76 | 1035.76 | 0 | 38.02 | 1.053 | 734.52 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 271 | BATS:SPY | 1 | 1084.19 | 1084.19 | 0 | 38.42 | 1.062 | 887.07 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 272 | BATS:SPY | 1 | 560.63 | 560.63 | 0 | 39.05 | 1.035 | 1059.65 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 273 | BATS:SPY | 1 | 1555.73 | 1555.73 | 0 | 39.55 | 1.114 | 686.27 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 274 | BATS:SPY | 1 | 1082.22 | 1082.22 | 0 | 39.43 | 1.087 | 675.75 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.40 | 0.60 |
Regular | 275 | BATS:SPY | 1 | 532.67 | 532.67 | 0 | 38.57 | 1.045 | 831.76 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 276 | BATS:SPY | 1 | 1181.32 | 1181.32 | 0 | 39.22 | 1.107 | 776.69 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 277 | BATS:SPY | 1 | 770.96 | 770.96 | 0 | 39.01 | 1.072 | 790.79 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 278 | BATS:SPY | 1 | 1267 | 1267 | 0 | 39.25 | 1.128 | 815.28 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
Regular | 279 | BATS:SPY | 1 | 1408.38 | 1408.38 | 0 | 38.9 | 1.149 | 981.44 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 280 | BATS:SPY | 1 | 1178.78 | 1178.78 | 0 | 36.29 | 1.124 | 1002.64 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 281 | BATS:SPY | 1 | 1681.11 | 1681.11 | 0 | 37.45 | 1.189 | 912.12 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 282 | BATS:SPY | 1 | 1923.55 | 1923.55 | 0 | 37.17 | 1.227 | 939.67 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.59 |
Regular | 283 | BATS:SPY | 1 | 2182.3 | 2182.3 | 0 | 37.11 | 1.277 | 935.03 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 284 | BATS:SPY | 1 | 1952.16 | 1952.16 | 0 | 36.75 | 1.245 | 862.76 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.59 |
Regular | 285 | BATS:SPY | 1 | 2071.13 | 2071.13 | 0 | 39.02 | 1.271 | 812.53 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
Regular | 286 | BATS:SPY | 1 | -103.28 | -103.28 | 0 | 35.66 | 0.997 | 1507.95 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 287 | BATS:SPY | 1 | 194.25 | 194.25 | 0 | 36.66 | 1.007 | 1111.63 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.48 | 0.38 | 0.59 |
Regular | 288 | BATS:SPY | 1 | 518.04 | 518.04 | 0 | 37.13 | 1.022 | 1120.49 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 289 | BATS:SPY | 1 | 1238.44 | 1238.44 | 0 | 38.35 | 1.063 | 747.1 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 290 | BATS:SPY | 1 | 831.39 | 831.39 | 0 | 38.81 | 1.047 | 831.67 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 291 | BATS:SPY | 1 | 1224.3 | 1224.3 | 0 | 38.85 | 1.077 | 801.02 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 292 | BATS:SPY | 1 | 1145.94 | 1145.94 | 0 | 39.73 | 1.082 | 709.52 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 293 | BATS:SPY | 1 | 1448.3 | 1448.3 | 0 | 39.15 | 1.117 | 798.31 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 294 | BATS:SPY | 1 | 711.29 | 711.29 | 0 | 38.59 | 1.059 | 1048.04 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 295 | BATS:SPY | 1 | 505.75 | 505.75 | 0 | 39.12 | 1.044 | 1111.94 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 296 | BATS:SPY | 1 | 886.45 | 886.45 | 0 | 39.05 | 1.084 | 834.85 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 297 | BATS:SPY | 1 | 1199.97 | 1199.97 | 0 | 38.86 | 1.122 | 847.24 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 298 | BATS:SPY | 1 | 1098.49 | 1098.49 | 0 | 36.29 | 1.115 | 1001.48 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 299 | BATS:SPY | 1 | 1143.8 | 1143.8 | 0 | 35.65 | 1.121 | 993.62 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 300 | BATS:SPY | 1 | 1350.18 | 1350.18 | 0 | 35.71 | 1.148 | 941.79 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 301 | BATS:SPY | 1 | 1590.71 | 1590.71 | 0 | 35.81 | 1.188 | 948.47 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 302 | BATS:SPY | 1 | 2015.26 | 2015.26 | 0 | 37.65 | 1.252 | 902.34 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 303 | BATS:SPY | 1 | 2233.37 | 2233.37 | 0 | 39.52 | 1.291 | 710.96 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
Regular | 304 | BATS:SPY | 1 | 1916.77 | 1916.77 | 0 | 40 | 1.255 | 764.2 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
Regular | 305 | BATS:SPY | 1 | 65.15 | 65.15 | 0 | 35.61 | 1.002 | 1401.55 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 306 | BATS:SPY | 1 | -14.89 | -14.89 | 0 | 36.5 | 0.999 | 1221.07 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.47 | 0.38 | 0.59 |
Regular | 307 | BATS:SPY | 1 | 475.94 | 475.94 | 0 | 37.05 | 1.02 | 1056.59 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 308 | BATS:SPY | 1 | 991.91 | 991.91 | 0 | 37.94 | 1.049 | 859.01 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 309 | BATS:SPY | 1 | 1260.93 | 1260.93 | 0 | 38.18 | 1.07 | 756.02 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 310 | BATS:SPY | 1 | 1190.39 | 1190.39 | 0 | 38.85 | 1.075 | 907.65 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 311 | BATS:SPY | 1 | 1293.76 | 1293.76 | 0 | 39.45 | 1.091 | 710.73 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 312 | BATS:SPY | 1 | 1400.66 | 1400.66 | 0 | 38.79 | 1.11 | 725.93 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 313 | BATS:SPY | 1 | 504.99 | 504.99 | 0 | 38.97 | 1.041 | 979.31 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 314 | BATS:SPY | 1 | -12.55 | -12.55 | 0 | 38.3 | 0.999 | 1177.71 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.48 | 0.38 | 0.59 |
Regular | 315 | BATS:SPY | 1 | 561.54 | 561.54 | 0 | 38.31 | 1.052 | 868.96 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 316 | BATS:SPY | 1 | 704.97 | 704.97 | 0 | 37.84 | 1.069 | 851.86 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 317 | BATS:SPY | 1 | 1079.55 | 1079.55 | 0 | 36.03 | 1.109 | 914.93 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 318 | BATS:SPY | 1 | 911.71 | 911.71 | 0 | 35.26 | 1.096 | 1039.63 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 319 | BATS:SPY | 1 | 1004.55 | 1004.55 | 0 | 36.22 | 1.11 | 1077.65 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 320 | BATS:SPY | 1 | 1511.01 | 1511.01 | 0 | 34.89 | 1.177 | 944.41 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.48 | 0.40 | 0.59 |
Regular | 321 | BATS:SPY | 1 | 2230.61 | 2230.61 | 0 | 37.84 | 1.282 | 909.44 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 322 | BATS:SPY | 1 | 2300.01 | 2300.01 | 0 | 39.41 | 1.304 | 817.98 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
Regular | 323 | BATS:SPY | 1 | 1760.68 | 1760.68 | 0 | 39.07 | 1.227 | 928.22 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 324 | BATS:SPY | 1 | -82.76 | -82.76 | 0 | 35.54 | 0.998 | 1486.17 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 325 | BATS:SPY | 1 | 51.06 | 51.06 | 0 | 36.3 | 1.002 | 1531.99 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 326 | BATS:SPY | 1 | 559.96 | 559.96 | 0 | 36.76 | 1.024 | 986.43 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 327 | BATS:SPY | 1 | 848.18 | 848.18 | 0 | 37.87 | 1.042 | 874.31 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 328 | BATS:SPY | 1 | 1355.81 | 1355.81 | 0 | 38.39 | 1.075 | 764.29 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 329 | BATS:SPY | 1 | 1339.87 | 1339.87 | 0 | 38.9 | 1.084 | 715.37 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 330 | BATS:SPY | 1 | 1274.77 | 1274.77 | 0 | 38.9 | 1.088 | 833.21 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 331 | BATS:SPY | 1 | 974.26 | 974.26 | 0 | 39.16 | 1.074 | 833.33 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 332 | BATS:SPY | 1 | 483.86 | 483.86 | 0 | 38.76 | 1.038 | 945.92 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 333 | BATS:SPY | 1 | 236.29 | 236.29 | 0 | 39.83 | 1.02 | 1116.47 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 334 | BATS:SPY | 1 | 398.86 | 398.86 | 0 | 38.51 | 1.036 | 1042.8 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.60 |
Regular | 335 | BATS:SPY | 1 | 1040.91 | 1040.91 | 0 | 37.99 | 1.102 | 824.82 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 336 | BATS:SPY | 1 | 939.95 | 939.95 | 0 | 36.45 | 1.094 | 988.04 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 337 | BATS:SPY | 1 | 848.3 | 848.3 | 0 | 35.99 | 1.089 | 1069.28 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 338 | BATS:SPY | 1 | 660.93 | 660.93 | 0 | 34.53 | 1.07 | 1240.73 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.47 | 0.38 | 0.58 |
Regular | 339 | BATS:SPY | 1 | 1163.74 | 1163.74 | 0 | 35.78 | 1.133 | 966.07 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 340 | BATS:SPY | 1 | 1656.66 | 1656.66 | 0 | 37.32 | 1.2 | 1041 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 341 | BATS:SPY | 1 | 2056.58 | 2056.58 | 0 | 38.04 | 1.269 | 1042.79 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 342 | BATS:SPY | 1 | 1460.38 | 1460.38 | 0 | 37.43 | 1.181 | 1122.45 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 343 | BATS:SPY | 1 | -1.22 | -1.22 | 0 | 35.59 | 1 | 1340.75 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 344 | BATS:SPY | 1 | -140.4 | -140.4 | 0 | 36.28 | 0.995 | 1670.96 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 345 | BATS:SPY | 1 | 590.79 | 590.79 | 0 | 36.72 | 1.025 | 1089.72 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 346 | BATS:SPY | 1 | 1053.27 | 1053.27 | 0 | 37.63 | 1.052 | 847.19 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 347 | BATS:SPY | 1 | 1018.72 | 1018.72 | 0 | 38.21 | 1.056 | 740.39 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 348 | BATS:SPY | 1 | 1533.56 | 1533.56 | 0 | 38.57 | 1.097 | 697.71 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 349 | BATS:SPY | 1 | 1240.37 | 1240.37 | 0 | 38.47 | 1.085 | 722.26 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 350 | BATS:SPY | 1 | 417.28 | 417.28 | 0 | 38.56 | 1.03 | 874.76 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 351 | BATS:SPY | 1 | 802.4 | 802.4 | 0 | 39.01 | 1.064 | 941.77 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 352 | BATS:SPY | 1 | 401.03 | 401.03 | 0 | 39.66 | 1.034 | 1070.67 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.60 |
Regular | 353 | BATS:SPY | 1 | 448.15 | 448.15 | 0 | 37.44 | 1.041 | 1037.12 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 354 | BATS:SPY | 1 | 1055.9 | 1055.9 | 0 | 37.79 | 1.1 | 938.53 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 355 | BATS:SPY | 1 | 795.28 | 795.28 | 0 | 37.14 | 1.079 | 858.97 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.39 | 0.59 |
Regular | 356 | BATS:SPY | 1 | 1064.44 | 1064.44 | 0 | 36.35 | 1.113 | 1000.2 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 357 | BATS:SPY | 1 | 549.33 | 549.33 | 0 | 34.66 | 1.058 | 1150.6 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.47 | 0.38 | 0.59 |
Regular | 358 | BATS:SPY | 1 | 872.2 | 872.2 | 0 | 35.48 | 1.097 | 1184.84 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 359 | BATS:SPY | 1 | 1408.46 | 1408.46 | 0 | 37.38 | 1.166 | 1180.96 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 360 | BATS:SPY | 1 | 1747.38 | 1747.38 | 0 | 37.7 | 1.219 | 1040.99 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
Regular | 361 | BATS:SPY | 1 | 1187.09 | 1187.09 | 0 | 37.39 | 1.146 | 1139.66 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 362 | BATS:SPY | 1 | -98.17 | -98.17 | 0 | 35.63 | 0.997 | 1459.75 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 363 | BATS:SPY | 1 | -91.71 | -91.71 | 0 | 36.35 | 0.997 | 1581.1 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 364 | BATS:SPY | 1 | 752.76 | 752.76 | 0 | 36.34 | 1.032 | 1048.5 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 365 | BATS:SPY | 1 | 892.28 | 892.28 | 0 | 37.73 | 1.044 | 792.63 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 366 | BATS:SPY | 1 | 1331.07 | 1331.07 | 0 | 38.83 | 1.075 | 792.58 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 367 | BATS:SPY | 1 | 1356.56 | 1356.56 | 0 | 38.68 | 1.085 | 799.73 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 368 | BATS:SPY | 1 | 1401.78 | 1401.78 | 0 | 37.96 | 1.096 | 733.57 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 369 | BATS:SPY | 1 | 683.98 | 683.98 | 0 | 39.08 | 1.05 | 833.14 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 370 | BATS:SPY | 1 | 998.17 | 998.17 | 0 | 38.59 | 1.08 | 1011.85 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 371 | BATS:SPY | 1 | 322.55 | 322.55 | 0 | 39.38 | 1.027 | 1206.29 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.60 |
Regular | 372 | BATS:SPY | 1 | 575.23 | 575.23 | 0 | 37.19 | 1.052 | 911.71 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 373 | BATS:SPY | 1 | 704.34 | 704.34 | 0 | 37.22 | 1.065 | 1105.94 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 374 | BATS:SPY | 1 | 811.48 | 811.48 | 0 | 37.04 | 1.079 | 1019.1 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 375 | BATS:SPY | 1 | 928.41 | 928.41 | 0 | 36.04 | 1.097 | 926.44 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 376 | BATS:SPY | 1 | 650.4 | 650.4 | 0 | 35.93 | 1.07 | 1106.15 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 377 | BATS:SPY | 1 | 803.74 | 803.74 | 0 | 37.09 | 1.089 | 1207.8 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 378 | BATS:SPY | 1 | 1383.16 | 1383.16 | 0 | 37.62 | 1.164 | 1089.28 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 379 | BATS:SPY | 1 | 1315.75 | 1315.75 | 0 | 36.65 | 1.157 | 1088.58 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 380 | BATS:SPY | 1 | 1405.48 | 1405.48 | 0 | 36.59 | 1.178 | 1136.14 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 381 | BATS:SPY | 1 | -158.03 | -158.03 | 0 | 35.66 | 0.996 | 1542.84 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 382 | BATS:SPY | 1 | -216.76 | -216.76 | 0 | 36.17 | 0.992 | 1772.12 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.47 | 0.37 | 0.58 |
Regular | 383 | BATS:SPY | 1 | 574.52 | 574.52 | 0 | 36.45 | 1.024 | 1098.88 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 384 | BATS:SPY | 1 | 1053.74 | 1053.74 | 0 | 37.55 | 1.052 | 773.94 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 385 | BATS:SPY | 1 | 1134.53 | 1134.53 | 0 | 38.35 | 1.063 | 730.31 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 386 | BATS:SPY | 1 | 1319.74 | 1319.74 | 0 | 38.61 | 1.082 | 811.8 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 387 | BATS:SPY | 1 | 1511.74 | 1511.74 | 0 | 38.08 | 1.105 | 771.17 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
Regular | 388 | BATS:SPY | 1 | 945.42 | 945.42 | 0 | 38.99 | 1.069 | 812.2 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 389 | BATS:SPY | 1 | 848.67 | 848.67 | 0 | 38.24 | 1.067 | 1010.49 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
Regular | 390 | BATS:SPY | 1 | 322.95 | 322.95 | 0 | 39.11 | 1.027 | 1243.4 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.60 |
Regular | 391 | BATS:SPY | 1 | 631.26 | 631.26 | 0 | 37.44 | 1.056 | 1022.28 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 392 | BATS:SPY | 1 | 908.93 | 908.93 | 0 | 36.47 | 1.084 | 1034.76 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 393 | BATS:SPY | 1 | 941.27 | 941.27 | 0 | 36.07 | 1.092 | 959.19 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 394 | BATS:SPY | 1 | 909.79 | 909.79 | 0 | 36.62 | 1.093 | 1006.38 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 395 | BATS:SPY | 1 | 1128.66 | 1128.66 | 0 | 36.69 | 1.124 | 977.88 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 396 | BATS:SPY | 1 | 714.22 | 714.22 | 0 | 37 | 1.079 | 1210.26 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 397 | BATS:SPY | 1 | 1246.89 | 1246.89 | 0 | 37.23 | 1.145 | 1178.83 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
Regular | 398 | BATS:SPY | 1 | 974.74 | 974.74 | 0 | 35.73 | 1.114 | 1216.11 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
Regular | 399 | BATS:SPY | 1 | 1221.34 | 1221.34 | 0 | 36.39 | 1.15 | 1177.71 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
All | 400 | BATS:SPY | 1 | -1016.18 | 1410.32 | -2426.5 | 37.02 | 0.99 | 2618.04 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 401 | BATS:SPY | 1 | -1683.22 | 1083.16 | -2766.38 | 36.81 | 0.98 | 2751.74 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
All | 402 | BATS:SPY | 1 | -2243.82 | 778.28 | -3022.1 | 36.37 | 0.968 | 3437.31 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.36 | 0.52 |
All | 403 | BATS:SPY | 1 | -915.3 | 1475.46 | -2390.76 | 36.21 | 0.985 | 2552.1 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 404 | BATS:SPY | 1 | -214.39 | 1826.85 | -2041.24 | 36.23 | 0.996 | 2268.73 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 405 | BATS:SPY | 1 | -595.26 | 1644.37 | -2239.63 | 36.12 | 0.988 | 2044.58 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 406 | BATS:SPY | 1 | 1137.88 | 2530.81 | -1392.93 | 36.33 | 1.026 | 1018.5 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 407 | BATS:SPY | 1 | 373.3 | 2133.84 | -1760.54 | 35.85 | 1.009 | 1365.02 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 408 | BATS:SPY | 1 | -1065.12 | 1405.51 | -2470.63 | 35.52 | 0.973 | 1891.38 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 409 | BATS:SPY | 1 | -1031.5 | 1436.66 | -2468.16 | 35.32 | 0.972 | 1414.48 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 410 | BATS:SPY | 1 | -1068.35 | 1421.27 | -2489.62 | 35.75 | 0.969 | 1383.92 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 411 | BATS:SPY | 1 | -240.22 | 1841.29 | -2081.51 | 35.2 | 0.993 | 1119.74 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 412 | BATS:SPY | 1 | -1236.1 | 1332.4 | -2568.5 | 35.23 | 0.962 | 1985.89 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 413 | BATS:SPY | 1 | -2010.96 | 923.94 | -2934.9 | 34.65 | 0.936 | 2552.85 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
All | 414 | BATS:SPY | 1 | -1342.66 | 1282.25 | -2624.91 | 34.85 | 0.955 | 2245.71 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 415 | BATS:SPY | 1 | -1351.99 | 1277.23 | -2629.22 | 34.66 | 0.953 | 1892.2 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 416 | BATS:SPY | 1 | -258.13 | 1820 | -2078.13 | 35.45 | 0.991 | 1506.36 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 417 | BATS:SPY | 1 | -193.76 | 1843.7 | -2037.46 | 34.94 | 0.993 | 1249.75 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 418 | BATS:SPY | 1 | 523.16 | 2204.83 | -1681.67 | 35.26 | 1.02 | 1139.24 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
All | 419 | BATS:SPY | 1 | -1082.81 | 1371.14 | -2453.95 | 36.99 | 0.99 | 2629.76 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 420 | BATS:SPY | 1 | -1659.25 | 1097.79 | -2757.04 | 36.84 | 0.98 | 2581.93 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 421 | BATS:SPY | 1 | -822.9 | 1530.48 | -2353.38 | 36.56 | 0.988 | 2331.79 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 422 | BATS:SPY | 1 | 34.13 | 1975.37 | -1941.24 | 36.67 | 1.001 | 1804.89 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 423 | BATS:SPY | 1 | -341.55 | 1788.45 | -2130 | 36.63 | 0.994 | 1760.57 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 424 | BATS:SPY | 1 | 912.41 | 2411.04 | -1498.63 | 36.91 | 1.019 | 967.64 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 425 | BATS:SPY | 1 | 680.75 | 2293.85 | -1613.1 | 36.77 | 1.016 | 1252.87 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 426 | BATS:SPY | 1 | -170.73 | 1860.96 | -2031.69 | 35.79 | 0.996 | 1314.98 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 427 | BATS:SPY | 1 | -674.88 | 1608.17 | -2283.05 | 35.61 | 0.982 | 1716.08 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 428 | BATS:SPY | 1 | -1527.19 | 1179.96 | -2707.15 | 34.93 | 0.958 | 1839.73 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 429 | BATS:SPY | 1 | -527.56 | 1649.53 | -2177.09 | 35.2 | 0.984 | 1195.77 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 430 | BATS:SPY | 1 | -802.63 | 1521.98 | -2324.61 | 35.11 | 0.975 | 1687.25 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 431 | BATS:SPY | 1 | -171.3 | 1851.84 | -2023.14 | 35.64 | 0.994 | 2345.36 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.55 |
All | 432 | BATS:SPY | 1 | -833.65 | 1519.14 | -2352.79 | 34.85 | 0.972 | 2351.22 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 433 | BATS:SPY | 1 | -732.25 | 1567.6 | -2299.85 | 34.83 | 0.974 | 1806.76 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 434 | BATS:SPY | 1 | -1102.56 | 1365.98 | -2468.54 | 34.91 | 0.96 | 1641.5 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.55 |
All | 435 | BATS:SPY | 1 | 443.64 | 2141.71 | -1698.07 | 35.78 | 1.017 | 849.19 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 436 | BATS:SPY | 1 | 630.93 | 2237.37 | -1606.44 | 35.62 | 1.026 | 1000.6 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 437 | BATS:SPY | 1 | 396.79 | 2108.94 | -1712.15 | 35.45 | 1.017 | 1361.2 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 438 | BATS:SPY | 1 | -1090.54 | 1378.47 | -2469.01 | 37.08 | 0.99 | 2284.91 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 439 | BATS:SPY | 1 | -1134.7 | 1351.92 | -2486.62 | 36.92 | 0.987 | 2059.66 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.55 |
All | 440 | BATS:SPY | 1 | -924.61 | 1475.59 | -2400.2 | 36.73 | 0.987 | 2341.78 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 441 | BATS:SPY | 1 | 104.15 | 2002.85 | -1898.7 | 36.51 | 1.002 | 1397.91 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 442 | BATS:SPY | 1 | -113.24 | 1898.16 | -2011.4 | 36.36 | 0.998 | 1857.24 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 443 | BATS:SPY | 1 | 447.1 | 2164.4 | -1717.3 | 36.52 | 1.009 | 1299.19 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
All | 444 | BATS:SPY | 1 | 702.65 | 2268.35 | -1565.7 | 36.58 | 1.016 | 940.73 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 445 | BATS:SPY | 1 | -751.82 | 1508.74 | -2260.56 | 35.84 | 0.982 | 1781.2 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 446 | BATS:SPY | 1 | -976.28 | 1419.12 | -2395.4 | 35.63 | 0.974 | 1999.24 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 447 | BATS:SPY | 1 | -1166.91 | 1327.81 | -2494.72 | 35.59 | 0.967 | 1760.03 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.55 |
All | 448 | BATS:SPY | 1 | -471.64 | 1678.67 | -2150.31 | 35.33 | 0.986 | 1415.11 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 449 | BATS:SPY | 1 | -610.88 | 1614.81 | -2225.69 | 34.47 | 0.981 | 1763.72 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 450 | BATS:SPY | 1 | 95.94 | 1975.75 | -1879.81 | 35.76 | 1.003 | 1515.85 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 451 | BATS:SPY | 1 | 367.34 | 2114.74 | -1747.4 | 34.94 | 1.013 | 1305.29 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 452 | BATS:SPY | 1 | -922.58 | 1478.13 | -2400.71 | 34.88 | 0.967 | 1861.78 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 453 | BATS:SPY | 1 | -401.95 | 1747.04 | -2148.99 | 35.65 | 0.985 | 1576.39 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 454 | BATS:SPY | 1 | 8.02 | 1930.61 | -1922.59 | 35.28 | 1 | 1332.15 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 455 | BATS:SPY | 1 | 825.78 | 2332.64 | -1506.86 | 35.81 | 1.034 | 918.66 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 456 | BATS:SPY | 1 | -186.8 | 1811.33 | -1998.13 | 35.34 | 0.992 | 1490.86 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 457 | BATS:SPY | 1 | -906.92 | 1475.1 | -2382.02 | 37.04 | 0.991 | 2237.83 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.55 |
All | 458 | BATS:SPY | 1 | -1070.72 | 1385.7 | -2456.42 | 36.88 | 0.987 | 2300.4 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 459 | BATS:SPY | 1 | -854.16 | 1497.45 | -2351.61 | 36.45 | 0.988 | 2258.68 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 460 | BATS:SPY | 1 | -315.43 | 1779.33 | -2094.76 | 36.31 | 0.995 | 1684.66 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 461 | BATS:SPY | 1 | 643.1 | 2222.78 | -1579.68 | 36.43 | 1.012 | 1217.32 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.57 |
All | 462 | BATS:SPY | 1 | 400.96 | 2102.26 | -1701.3 | 36.69 | 1.008 | 1035.31 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 463 | BATS:SPY | 1 | 379.01 | 2101.04 | -1722.03 | 36.54 | 1.009 | 976.74 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 464 | BATS:SPY | 1 | -693.34 | 1542.78 | -2236.12 | 35.82 | 0.983 | 1943.95 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 465 | BATS:SPY | 1 | -1020.53 | 1390.17 | -2410.7 | 35.83 | 0.973 | 2064.43 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 466 | BATS:SPY | 1 | -747.72 | 1537.69 | -2285.41 | 35.39 | 0.979 | 1855.36 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 467 | BATS:SPY | 1 | -285.73 | 1770.06 | -2055.79 | 35.41 | 0.991 | 1394.25 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 468 | BATS:SPY | 1 | -459.83 | 1697.71 | -2157.54 | 34.74 | 0.986 | 1484.02 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 469 | BATS:SPY | 1 | -288.27 | 1785.59 | -2073.86 | 35.3 | 0.99 | 1906.22 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 470 | BATS:SPY | 1 | 13.13 | 1924.56 | -1911.43 | 34.72 | 1 | 1319.69 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 471 | BATS:SPY | 1 | -122.06 | 1860.23 | -1982.29 | 35.62 | 0.996 | 1309.6 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 472 | BATS:SPY | 1 | 315.19 | 2086.01 | -1770.82 | 35.97 | 1.012 | 1044.13 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.57 |
All | 473 | BATS:SPY | 1 | 842.42 | 2350.08 | -1507.66 | 35.87 | 1.034 | 966.93 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 474 | BATS:SPY | 1 | 519.67 | 2177.29 | -1657.62 | 35.91 | 1.022 | 985.25 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 475 | BATS:SPY | 1 | 253.19 | 2037.72 | -1784.53 | 35.55 | 1.011 | 1228.1 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 476 | BATS:SPY | 1 | -552.17 | 1648.78 | -2200.95 | 36.98 | 0.995 | 2028.5 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 477 | BATS:SPY | 1 | -425.81 | 1728.26 | -2154.07 | 36.88 | 0.995 | 1855.06 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 478 | BATS:SPY | 1 | -1524.65 | 1155.15 | -2679.8 | 36.28 | 0.979 | 2702.11 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.53 |
All | 479 | BATS:SPY | 1 | -361.09 | 1761.03 | -2122.12 | 36.06 | 0.994 | 1904.88 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 480 | BATS:SPY | 1 | 743.87 | 2304.14 | -1560.27 | 36.24 | 1.014 | 1083.42 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 481 | BATS:SPY | 1 | 488.31 | 2145.7 | -1657.39 | 36.5 | 1.01 | 1004.1 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 482 | BATS:SPY | 1 | 78.83 | 1944.39 | -1865.56 | 36.5 | 1.002 | 1093.45 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
All | 483 | BATS:SPY | 1 | -750.67 | 1519.69 | -2270.36 | 35.94 | 0.982 | 1630.97 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 484 | BATS:SPY | 1 | -994.99 | 1388.52 | -2383.51 | 35.96 | 0.974 | 1861.5 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 485 | BATS:SPY | 1 | -794.22 | 1509.01 | -2303.23 | 35.79 | 0.978 | 2251.69 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 486 | BATS:SPY | 1 | -444.24 | 1695.85 | -2140.09 | 35.55 | 0.987 | 1855.15 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 487 | BATS:SPY | 1 | -24.7 | 1896.6 | -1921.3 | 35.26 | 0.999 | 1573.68 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 488 | BATS:SPY | 1 | -1321.75 | 1254.12 | -2575.87 | 34.5 | 0.957 | 2309.36 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.37 | 0.54 |
All | 489 | BATS:SPY | 1 | -104.87 | 1874.86 | -1979.73 | 34.91 | 0.996 | 1549.89 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 490 | BATS:SPY | 1 | 345.08 | 2081.93 | -1736.85 | 35.73 | 1.013 | 1106.11 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
All | 491 | BATS:SPY | 1 | 763.99 | 2306.61 | -1542.62 | 36.59 | 1.03 | 1096.93 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 492 | BATS:SPY | 1 | 1121.44 | 2489.58 | -1368.14 | 36.46 | 1.046 | 1025.71 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 493 | BATS:SPY | 1 | -410.28 | 1723.5 | -2133.78 | 35.61 | 0.983 | 1359.46 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 494 | BATS:SPY | 1 | -1090.94 | 1371.91 | -2462.85 | 34.59 | 0.954 | 1772.12 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 495 | BATS:SPY | 1 | -672.43 | 1577.17 | -2249.6 | 36.98 | 0.994 | 2243.47 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 496 | BATS:SPY | 1 | -132.83 | 1866.2 | -1999.03 | 36.95 | 0.998 | 1564.15 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 497 | BATS:SPY | 1 | -2111.53 | 857.31 | -2968.84 | 36.19 | 0.971 | 3033.16 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
All | 498 | BATS:SPY | 1 | -556.41 | 1651.02 | -2207.43 | 36.06 | 0.991 | 1907.26 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 499 | BATS:SPY | 1 | 1195.96 | 2548.95 | -1352.99 | 36.46 | 1.022 | 1121.74 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 500 | BATS:SPY | 1 | 124.92 | 1970.64 | -1845.72 | 36.36 | 1.003 | 1109.04 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
All | 501 | BATS:SPY | 1 | -604.05 | 1593.35 | -2197.4 | 36.17 | 0.987 | 1450.74 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 502 | BATS:SPY | 1 | 31.8 | 1922.97 | -1891.17 | 36.24 | 1.001 | 1350.35 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 503 | BATS:SPY | 1 | -941.98 | 1420.5 | -2362.48 | 36.06 | 0.975 | 1530.01 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 504 | BATS:SPY | 1 | -1038.16 | 1373.27 | -2411.43 | 35.77 | 0.971 | 2351.9 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 505 | BATS:SPY | 1 | -590.06 | 1612.82 | -2202.88 | 35.2 | 0.982 | 1870.86 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 506 | BATS:SPY | 1 | -552.01 | 1631.71 | -2183.72 | 35.17 | 0.983 | 1854.5 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 507 | BATS:SPY | 1 | -1097.5 | 1352.24 | -2449.74 | 34.69 | 0.964 | 2014.66 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 508 | BATS:SPY | 1 | 5.79 | 1928.16 | -1922.37 | 35.4 | 1 | 1636.96 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 509 | BATS:SPY | 1 | 532.11 | 2179 | -1646.89 | 35.91 | 1.02 | 1160.88 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.57 |
All | 510 | BATS:SPY | 1 | -78.49 | 1895.9 | -1974.39 | 36.18 | 0.997 | 1342.74 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 511 | BATS:SPY | 1 | 1027.71 | 2443.29 | -1415.58 | 36.54 | 1.042 | 852.55 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.49 | 0.41 | 0.57 |
All | 512 | BATS:SPY | 1 | -485.12 | 1680.83 | -2165.95 | 35.63 | 0.98 | 1273.63 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 513 | BATS:SPY | 1 | -1159.56 | 1333.58 | -2493.14 | 34.86 | 0.951 | 1620.37 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.55 |
All | 514 | BATS:SPY | 1 | -1259.82 | 1276.86 | -2536.68 | 36.88 | 0.988 | 2564.39 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 515 | BATS:SPY | 1 | -821.24 | 1504.37 | -2325.61 | 36.92 | 0.99 | 2150.19 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 516 | BATS:SPY | 1 | -1467.58 | 1172.88 | -2640.46 | 36.18 | 0.98 | 2896.64 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
All | 517 | BATS:SPY | 1 | -216.92 | 1834.48 | -2051.4 | 36.11 | 0.997 | 1632.94 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 518 | BATS:SPY | 1 | 442.59 | 2159.97 | -1717.38 | 36.13 | 1.008 | 1426.14 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 519 | BATS:SPY | 1 | 654.03 | 2230.81 | -1576.78 | 36.26 | 1.013 | 1089.2 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 520 | BATS:SPY | 1 | -318.62 | 1738.18 | -2056.8 | 36.22 | 0.993 | 1698.39 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 521 | BATS:SPY | 1 | -5.43 | 1908.36 | -1913.79 | 36.04 | 1 | 1256.35 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 522 | BATS:SPY | 1 | -572.97 | 1614.36 | -2187.33 | 36.15 | 0.985 | 1253.57 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 523 | BATS:SPY | 1 | -1596.36 | 1100.83 | -2697.19 | 35.65 | 0.956 | 2746.8 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.37 | 0.53 |
All | 524 | BATS:SPY | 1 | -617.85 | 1593.51 | -2211.36 | 35.33 | 0.981 | 2114.55 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.38 | 0.54 |
All | 525 | BATS:SPY | 1 | -42.08 | 1890.07 | -1932.15 | 35.16 | 0.999 | 1509.97 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.56 |
All | 526 | BATS:SPY | 1 | -1248.8 | 1292.79 | -2541.59 | 34.69 | 0.959 | 2263.39 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.45 | 0.38 | 0.54 |
All | 527 | BATS:SPY | 1 | -51.3 | 1887.68 | -1938.98 | 35.05 | 0.998 | 1782.51 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.39 | 0.55 |
All | 528 | BATS:SPY | 1 | -210.53 | 1816.77 | -2027.3 | 35.81 | 0.992 | 1624.65 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 529 | BATS:SPY | 1 | 10.73 | 1943.5 | -1932.77 | 35.86 | 1 | 1431.3 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.40 | 0.56 |
All | 530 | BATS:SPY | 1 | 420.13 | 2121.47 | -1701.34 | 36.43 | 1.017 | 849.77 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.41 | 0.57 |
All | 531 | BATS:SPY | 1 | 213.08 | 2030.04 | -1816.96 | 36 | 1.009 | 1086.32 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.40 | 0.56 |
All | 532 | BATS:SPY | 1 | -447.3 | 1696.3 | -2143.6 | 35.61 | 0.981 | 1417.18 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.39 | 0.55 |
All | 533 | BATS:SPY | 1 | -2438.56 | 0 | -2438.56 | 36.04 | 0.953 | 2690.03 | Key Value: 1 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 534 | BATS:SPY | 1 | -2756.95 | 0 | -2756.95 | 35.67 | 0.935 | 3155.8 | Key Value: 1.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 535 | BATS:SPY | 1 | -3056.7 | 0 | -3056.7 | 35.11 | 0.915 | 3551.96 | Key Value: 2 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
All | 536 | BATS:SPY | 1 | -2399.97 | 0 | -2399.97 | 34.53 | 0.923 | 2833.61 | Key Value: 2.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 537 | BATS:SPY | 1 | -2052.34 | 0 | -2052.34 | 34.17 | 0.927 | 2631.66 | Key Value: 3 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 538 | BATS:SPY | 1 | -2231.39 | 0 | -2231.39 | 34.1 | 0.914 | 2531.62 | Key Value: 3.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 539 | BATS:SPY | 1 | -1377.78 | 0 | -1377.78 | 34.42 | 0.941 | 1950.98 | Key Value: 4 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.56 |
All | 540 | BATS:SPY | 1 | -1755.29 | 0 | -1755.29 | 33.21 | 0.921 | 2048.76 | Key Value: 4.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.55 |
All | 541 | BATS:SPY | 1 | -2472.18 | 0 | -2472.18 | 32.47 | 0.886 | 2629.42 | Key Value: 5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 542 | BATS:SPY | 1 | -2452.59 | 0 | -2452.59 | 32.63 | 0.88 | 2535.92 | Key Value: 5.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 543 | BATS:SPY | 1 | -2490.36 | 0 | -2490.36 | 33.16 | 0.872 | 2620.24 | Key Value: 6 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 544 | BATS:SPY | 1 | -2053.43 | 0 | -2053.43 | 32.13 | 0.888 | 2178.2 | Key Value: 6.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 545 | BATS:SPY | 1 | -2558.82 | 0 | -2558.82 | 32.29 | 0.856 | 2721.21 | Key Value: 7 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
All | 546 | BATS:SPY | 1 | -2942.11 | 0 | -2942.11 | 31.79 | 0.831 | 3140.68 | Key Value: 7.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.42 | 0.34 | 0.51 |
All | 547 | BATS:SPY | 1 | -2595.43 | 0 | -2595.43 | 31.93 | 0.842 | 2665.11 | Key Value: 8 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
All | 548 | BATS:SPY | 1 | -2587.91 | 0 | -2587.91 | 31.53 | 0.837 | 2602.7 | Key Value: 8.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
All | 549 | BATS:SPY | 1 | -2079.56 | 0 | -2079.56 | 32.31 | 0.863 | 2264.55 | Key Value: 9 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 550 | BATS:SPY | 1 | -2023.25 | 0 | -2023.25 | 31.8 | 0.862 | 2062.2 | Key Value: 9.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 551 | BATS:SPY | 1 | -1664.62 | 0 | -1664.62 | 31.29 | 0.881 | 2086.43 | Key Value: 10 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 552 | BATS:SPY | 1 | -2462.3 | 0 | -2462.3 | 36.21 | 0.953 | 3014.76 | Key Value: 1 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.53 |
All | 553 | BATS:SPY | 1 | -2739.43 | 0 | -2739.43 | 36.08 | 0.935 | 3103.92 | Key Value: 1.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 554 | BATS:SPY | 1 | -2336.77 | 0 | -2336.77 | 35.38 | 0.934 | 3008.92 | Key Value: 2 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 555 | BATS:SPY | 1 | -1927.81 | 0 | -1927.81 | 34.79 | 0.937 | 2371.75 | Key Value: 2.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 556 | BATS:SPY | 1 | -2137.97 | 0 | -2137.97 | 34.57 | 0.924 | 2579.29 | Key Value: 3 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 557 | BATS:SPY | 1 | -1490.55 | 0 | -1490.55 | 34.97 | 0.941 | 1951.69 | Key Value: 3.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.56 |
All | 558 | BATS:SPY | 1 | -1593.65 | 0 | -1593.65 | 34.53 | 0.931 | 2024.27 | Key Value: 4 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 559 | BATS:SPY | 1 | -2021.38 | 0 | -2021.38 | 33.06 | 0.908 | 2285.13 | Key Value: 4.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 560 | BATS:SPY | 1 | -2284.21 | 0 | -2284.21 | 32.22 | 0.89 | 2470.88 | Key Value: 5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 561 | BATS:SPY | 1 | -2698.4 | 0 | -2698.4 | 31.87 | 0.864 | 2852.62 | Key Value: 5.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
All | 562 | BATS:SPY | 1 | -2182.55 | 0 | -2182.55 | 31.29 | 0.882 | 2336.91 | Key Value: 6 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 563 | BATS:SPY | 1 | -2311.71 | 0 | -2311.71 | 31.65 | 0.869 | 2478.17 | Key Value: 6.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 564 | BATS:SPY | 1 | -2005.19 | 0 | -2005.19 | 32.6 | 0.88 | 2461.31 | Key Value: 7 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 565 | BATS:SPY | 1 | -2336.29 | 0 | -2336.29 | 31.89 | 0.856 | 2617.39 | Key Value: 7.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 566 | BATS:SPY | 1 | -2283.91 | 0 | -2283.91 | 31.89 | 0.852 | 2523.54 | Key Value: 8 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 567 | BATS:SPY | 1 | -2443.8 | 0 | -2443.8 | 31.25 | 0.84 | 2531.12 | Key Value: 8.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 568 | BATS:SPY | 1 | -1685.25 | 0 | -1685.25 | 31.62 | 0.881 | 2024.97 | Key Value: 9 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 569 | BATS:SPY | 1 | -1589.54 | 0 | -1589.54 | 31.24 | 0.882 | 1899.6 | Key Value: 9.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.55 |
All | 570 | BATS:SPY | 1 | -1693.29 | 0 | -1693.29 | 31.48 | 0.871 | 2191.82 | Key Value: 10 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 571 | BATS:SPY | 1 | -2472.28 | 0 | -2472.28 | 36.41 | 0.953 | 2964.23 | Key Value: 1 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.53 |
All | 572 | BATS:SPY | 1 | -2489.92 | 0 | -2489.92 | 36.23 | 0.941 | 2823.55 | Key Value: 1.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.53 |
All | 573 | BATS:SPY | 1 | -2386.38 | 0 | -2386.38 | 35.37 | 0.933 | 2976.93 | Key Value: 2 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 574 | BATS:SPY | 1 | -1891.41 | 0 | -1891.41 | 34.89 | 0.939 | 2362.45 | Key Value: 2.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 575 | BATS:SPY | 1 | -1997.35 | 0 | -1997.35 | 34.4 | 0.928 | 2422.56 | Key Value: 3 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 576 | BATS:SPY | 1 | -1721.35 | 0 | -1721.35 | 34.29 | 0.932 | 2215.83 | Key Value: 3.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 577 | BATS:SPY | 1 | -1526.94 | 0 | -1526.94 | 34.07 | 0.933 | 1940.11 | Key Value: 4 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 578 | BATS:SPY | 1 | -2271.99 | 0 | -2271.99 | 32.95 | 0.895 | 2526.9 | Key Value: 4.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 579 | BATS:SPY | 1 | -2391.96 | 0 | -2391.96 | 32.56 | 0.882 | 2593.12 | Key Value: 5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 580 | BATS:SPY | 1 | -2479.61 | 0 | -2479.61 | 32.11 | 0.871 | 2598.93 | Key Value: 5.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 581 | BATS:SPY | 1 | -2149.68 | 0 | -2149.68 | 32.26 | 0.882 | 2249.41 | Key Value: 6 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 582 | BATS:SPY | 1 | -2208.36 | 0 | -2208.36 | 30.93 | 0.873 | 2456.97 | Key Value: 6.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 583 | BATS:SPY | 1 | -1886.39 | 0 | -1886.39 | 32.65 | 0.884 | 2190.15 | Key Value: 7 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 584 | BATS:SPY | 1 | -1736.62 | 0 | -1736.62 | 31.85 | 0.887 | 2046.42 | Key Value: 7.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 585 | BATS:SPY | 1 | -2390.09 | 0 | -2390.09 | 31.64 | 0.844 | 2630.69 | Key Value: 8 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 586 | BATS:SPY | 1 | -2125.71 | 0 | -2125.71 | 32 | 0.854 | 2417.74 | Key Value: 8.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 587 | BATS:SPY | 1 | -1912.66 | 0 | -1912.66 | 31.47 | 0.862 | 2176.12 | Key Value: 9 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 588 | BATS:SPY | 1 | -1500.98 | 0 | -1500.98 | 31.98 | 0.886 | 1792.88 | Key Value: 9.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 589 | BATS:SPY | 1 | -1989.68 | 0 | -1989.68 | 31.83 | 0.849 | 2444.57 | Key Value: 10 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 590 | BATS:SPY | 1 | -2388.86 | 0 | -2388.86 | 36.35 | 0.954 | 2878.68 | Key Value: 1 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 591 | BATS:SPY | 1 | -2458.62 | 0 | -2458.62 | 36.16 | 0.942 | 2693.85 | Key Value: 1.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 592 | BATS:SPY | 1 | -2347.17 | 0 | -2347.17 | 35.18 | 0.935 | 2943.22 | Key Value: 2 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 593 | BATS:SPY | 1 | -2087.5 | 0 | -2087.5 | 34.64 | 0.933 | 2641.73 | Key Value: 2.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 594 | BATS:SPY | 1 | -1575.27 | 0 | -1575.27 | 34.44 | 0.943 | 2132.01 | Key Value: 3 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 595 | BATS:SPY | 1 | -1705.38 | 0 | -1705.38 | 34.26 | 0.932 | 2119.66 | Key Value: 3.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 596 | BATS:SPY | 1 | -1677.39 | 0 | -1677.39 | 34.31 | 0.927 | 2017.28 | Key Value: 4 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 597 | BATS:SPY | 1 | -2230.23 | 0 | -2230.23 | 33.23 | 0.897 | 2547.28 | Key Value: 4.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.53 |
All | 598 | BATS:SPY | 1 | -2401.88 | 0 | -2401.88 | 32.79 | 0.881 | 2574.04 | Key Value: 5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 599 | BATS:SPY | 1 | -2264.99 | 0 | -2264.99 | 31.72 | 0.88 | 2405.81 | Key Value: 5.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 600 | BATS:SPY | 1 | -2032.06 | 0 | -2032.06 | 31.82 | 0.888 | 2234.72 | Key Value: 6 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 601 | BATS:SPY | 1 | -2129.46 | 0 | -2129.46 | 31.37 | 0.876 | 2352.62 | Key Value: 6.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 602 | BATS:SPY | 1 | -2058.23 | 0 | -2058.23 | 32.52 | 0.872 | 2346.63 | Key Value: 7 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 603 | BATS:SPY | 1 | -1912.44 | 0 | -1912.44 | 31.65 | 0.874 | 2160.85 | Key Value: 7.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 604 | BATS:SPY | 1 | -1989.98 | 0 | -1989.98 | 32.42 | 0.863 | 2204.47 | Key Value: 8 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 605 | BATS:SPY | 1 | -1743.63 | 0 | -1743.63 | 32.9 | 0.876 | 2113.49 | Key Value: 8.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 606 | BATS:SPY | 1 | -1499.51 | 0 | -1499.51 | 31.72 | 0.888 | 1898.65 | Key Value: 9 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.55 |
All | 607 | BATS:SPY | 1 | -1649.18 | 0 | -1649.18 | 32.15 | 0.873 | 1957.39 | Key Value: 9.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.55 |
All | 608 | BATS:SPY | 1 | -1789.16 | 0 | -1789.16 | 32.42 | 0.859 | 2059.38 | Key Value: 10 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 609 | BATS:SPY | 1 | -2199.06 | 0 | -2199.06 | 36.18 | 0.958 | 2617.85 | Key Value: 1 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 610 | BATS:SPY | 1 | -2135.01 | 0 | -2135.01 | 36.3 | 0.95 | 2417.23 | Key Value: 1.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.54 |
All | 611 | BATS:SPY | 1 | -2665.98 | 0 | -2665.98 | 35.03 | 0.927 | 3153.4 | Key Value: 2 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 612 | BATS:SPY | 1 | -2106.81 | 0 | -2106.81 | 34.4 | 0.933 | 2728.81 | Key Value: 2.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 613 | BATS:SPY | 1 | -1543.34 | 0 | -1543.34 | 34.08 | 0.944 | 2090.97 | Key Value: 3 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 614 | BATS:SPY | 1 | -1652.67 | 0 | -1652.67 | 34.39 | 0.934 | 2062.5 | Key Value: 3.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 615 | BATS:SPY | 1 | -1841.31 | 0 | -1841.31 | 34.24 | 0.92 | 2015.98 | Key Value: 4 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 616 | BATS:SPY | 1 | -2267.38 | 0 | -2267.38 | 33.58 | 0.896 | 2500.68 | Key Value: 4.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.53 |
All | 617 | BATS:SPY | 1 | -2379.96 | 0 | -2379.96 | 33.32 | 0.882 | 2551.16 | Key Value: 5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 618 | BATS:SPY | 1 | -2286.3 | 0 | -2286.3 | 32.27 | 0.878 | 2417.65 | Key Value: 5.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 619 | BATS:SPY | 1 | -2128.91 | 0 | -2128.91 | 32.53 | 0.881 | 2357.52 | Key Value: 6 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 620 | BATS:SPY | 1 | -1931.47 | 0 | -1931.47 | 32.15 | 0.885 | 2120.14 | Key Value: 6.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 621 | BATS:SPY | 1 | -2571.25 | 0 | -2571.25 | 31.49 | 0.84 | 2818.78 | Key Value: 7 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
All | 622 | BATS:SPY | 1 | -1953.73 | 0 | -1953.73 | 32.28 | 0.871 | 2401.84 | Key Value: 7.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 623 | BATS:SPY | 1 | -1728.02 | 0 | -1728.02 | 32.53 | 0.88 | 1939.37 | Key Value: 8 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.55 |
All | 624 | BATS:SPY | 1 | -1521.41 | 0 | -1521.41 | 33.55 | 0.888 | 1682.04 | Key Value: 8.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 625 | BATS:SPY | 1 | -1365.49 | 0 | -1365.49 | 32.51 | 0.895 | 1674.9 | Key Value: 9 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 626 | BATS:SPY | 1 | -2125.05 | 0 | -2125.05 | 32.57 | 0.837 | 2351.62 | Key Value: 9.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 627 | BATS:SPY | 1 | -2437.35 | 0 | -2437.35 | 31.92 | 0.81 | 2653.88 | Key Value: 10 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 628 | BATS:SPY | 1 | -2243.19 | 0 | -2243.19 | 36.16 | 0.957 | 2682.15 | Key Value: 1 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 629 | BATS:SPY | 1 | -1990.13 | 0 | -1990.13 | 36.43 | 0.953 | 2293.37 | Key Value: 1.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 630 | BATS:SPY | 1 | -2958.98 | 0 | -2958.98 | 35.05 | 0.919 | 3426.47 | Key Value: 2 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.42 | 0.35 | 0.52 |
All | 631 | BATS:SPY | 1 | -2207.03 | 0 | -2207.03 | 34.34 | 0.93 | 2825.96 | Key Value: 2.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.53 |
All | 632 | BATS:SPY | 1 | -1326.67 | 0 | -1326.67 | 34.37 | 0.952 | 2036.41 | Key Value: 3 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.56 |
All | 633 | BATS:SPY | 1 | -1854.02 | 0 | -1854.02 | 34.53 | 0.927 | 2183.56 | Key Value: 3.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 634 | BATS:SPY | 1 | -2180.48 | 0 | -2180.48 | 33.77 | 0.907 | 2349.38 | Key Value: 4 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 635 | BATS:SPY | 1 | -1904.6 | 0 | -1904.6 | 33.71 | 0.911 | 2151.96 | Key Value: 4.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 636 | BATS:SPY | 1 | -2361.84 | 0 | -2361.84 | 33.39 | 0.883 | 2499.55 | Key Value: 5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.53 |
All | 637 | BATS:SPY | 1 | -2419.91 | 0 | -2419.91 | 33.06 | 0.872 | 2605.11 | Key Value: 5.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 638 | BATS:SPY | 1 | -2206.24 | 0 | -2206.24 | 32.43 | 0.874 | 2402.1 | Key Value: 6 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 639 | BATS:SPY | 1 | -2186.77 | 0 | -2186.77 | 31.91 | 0.869 | 2295.66 | Key Value: 6.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 640 | BATS:SPY | 1 | -2427.85 | 0 | -2427.85 | 31.42 | 0.849 | 2640.38 | Key Value: 7 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 641 | BATS:SPY | 1 | -1911.21 | 0 | -1911.21 | 32.83 | 0.872 | 2348.5 | Key Value: 7.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 642 | BATS:SPY | 1 | -1643.68 | 0 | -1643.68 | 32.7 | 0.884 | 1871.38 | Key Value: 8 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 643 | BATS:SPY | 1 | -1961.5 | 0 | -1961.5 | 32.92 | 0.856 | 2129.01 | Key Value: 8.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 644 | BATS:SPY | 1 | -1403.92 | 0 | -1403.92 | 33.09 | 0.89 | 1620.78 | Key Value: 9 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.56 |
All | 645 | BATS:SPY | 1 | -2150.39 | 0 | -2150.39 | 32.44 | 0.833 | 2275.37 | Key Value: 9.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 646 | BATS:SPY | 1 | -2467.2 | 0 | -2467.2 | 31.48 | 0.806 | 2550.93 | Key Value: 10 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 647 | BATS:SPY | 1 | -2539.8 | 0 | -2539.8 | 36.07 | 0.952 | 2980.56 | Key Value: 1 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.53 |
All | 648 | BATS:SPY | 1 | -2330.06 | 0 | -2330.06 | 36.38 | 0.946 | 2593.02 | Key Value: 1.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 649 | BATS:SPY | 1 | -2635.02 | 0 | -2635.02 | 34.99 | 0.928 | 3290.45 | Key Value: 2 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
All | 650 | BATS:SPY | 1 | -2046.49 | 0 | -2046.49 | 34.38 | 0.935 | 2716.66 | Key Value: 2.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 651 | BATS:SPY | 1 | -1710.98 | 0 | -1710.98 | 34.16 | 0.939 | 2373.27 | Key Value: 3 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.55 |
All | 652 | BATS:SPY | 1 | -1553.29 | 0 | -1553.29 | 34.49 | 0.939 | 2095.96 | Key Value: 3.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 653 | BATS:SPY | 1 | -2045.45 | 0 | -2045.45 | 33.99 | 0.912 | 2526.6 | Key Value: 4 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 654 | BATS:SPY | 1 | -1925.73 | 0 | -1925.73 | 33.52 | 0.91 | 2136.77 | Key Value: 4.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 655 | BATS:SPY | 1 | -2175.37 | 0 | -2175.37 | 33.69 | 0.892 | 2298.11 | Key Value: 5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 656 | BATS:SPY | 1 | -2676.88 | 0 | -2676.88 | 33.17 | 0.859 | 2880.77 | Key Value: 5.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
All | 657 | BATS:SPY | 1 | -2211.27 | 0 | -2211.27 | 32.32 | 0.873 | 2413.31 | Key Value: 6 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.53 |
All | 658 | BATS:SPY | 1 | -1945.48 | 0 | -1945.48 | 32.16 | 0.88 | 2077.17 | Key Value: 6.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 659 | BATS:SPY | 1 | -2525.38 | 0 | -2525.38 | 31.6 | 0.841 | 2740.45 | Key Value: 7 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.43 | 0.35 | 0.52 |
All | 660 | BATS:SPY | 1 | -1939.86 | 0 | -1939.86 | 32.19 | 0.868 | 2300.92 | Key Value: 7.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 661 | BATS:SPY | 1 | -2012.65 | 0 | -2012.65 | 32.8 | 0.859 | 2204.1 | Key Value: 8 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 662 | BATS:SPY | 1 | -1902.46 | 0 | -1902.46 | 32.33 | 0.861 | 2035.76 | Key Value: 8.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 663 | BATS:SPY | 1 | -1701.27 | 0 | -1701.27 | 33.12 | 0.868 | 1882.01 | Key Value: 9 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.45 | 0.36 | 0.55 |
All | 664 | BATS:SPY | 1 | -1809.25 | 0 | -1809.25 | 32.6 | 0.856 | 2029.48 | Key Value: 9.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.36 | 0.54 |
All | 665 | BATS:SPY | 1 | -2114.14 | 0 | -2114.14 | 32.94 | 0.828 | 2346.34 | Key Value: 10 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.44 | 0.35 | 0.54 |
All | 666 | BATS:SPY | 1 | 1445.06 | 1445.06 | 0 | 38.01 | 1.028 | 1178.49 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 667 | BATS:SPY | 1 | 1123.65 | 1123.65 | 0 | 37.95 | 1.027 | 1032.29 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 668 | BATS:SPY | 1 | 814.35 | 814.35 | 0 | 37.64 | 1.023 | 1691.12 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.48 | 0.38 | 0.59 |
All | 669 | BATS:SPY | 1 | 1486.34 | 1486.34 | 0 | 37.88 | 1.05 | 920.32 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 670 | BATS:SPY | 1 | 1863.76 | 1863.76 | 0 | 38.28 | 1.072 | 679.74 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 671 | BATS:SPY | 1 | 1676.11 | 1676.11 | 0 | 38.15 | 1.073 | 643.2 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 672 | BATS:SPY | 1 | 2531.36 | 2531.36 | 0 | 38.23 | 1.123 | 543.67 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 673 | BATS:SPY | 1 | 2143.73 | 2143.73 | 0 | 38.49 | 1.115 | 831.95 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 674 | BATS:SPY | 1 | 1424.89 | 1424.89 | 0 | 38.58 | 1.08 | 883.95 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 675 | BATS:SPY | 1 | 1455.65 | 1455.65 | 0 | 38.02 | 1.087 | 691.75 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 676 | BATS:SPY | 1 | 1419.45 | 1419.45 | 0 | 38.34 | 1.091 | 681.93 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 677 | BATS:SPY | 1 | 1851.02 | 1851.02 | 0 | 38.28 | 1.125 | 729.3 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 678 | BATS:SPY | 1 | 1349.2 | 1349.2 | 0 | 38.17 | 1.093 | 702.96 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 679 | BATS:SPY | 1 | 929.86 | 929.86 | 0 | 37.52 | 1.065 | 927.29 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 680 | BATS:SPY | 1 | 1278.01 | 1278.01 | 0 | 37.77 | 1.094 | 811.35 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 681 | BATS:SPY | 1 | 1282.01 | 1282.01 | 0 | 37.79 | 1.098 | 677.84 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 682 | BATS:SPY | 1 | 1819.58 | 1819.58 | 0 | 38.59 | 1.149 | 552.29 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 683 | BATS:SPY | 1 | 1860.12 | 1860.12 | 0 | 38.08 | 1.155 | 576.24 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 684 | BATS:SPY | 1 | 2190.95 | 2190.95 | 0 | 39.24 | 1.19 | 527.84 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 685 | BATS:SPY | 1 | 1427.34 | 1427.34 | 0 | 37.76 | 1.027 | 1138.74 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 686 | BATS:SPY | 1 | 1144.48 | 1144.48 | 0 | 37.61 | 1.027 | 1018.96 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 687 | BATS:SPY | 1 | 1560.75 | 1560.75 | 0 | 37.74 | 1.045 | 818.11 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 688 | BATS:SPY | 1 | 1961.42 | 1961.42 | 0 | 38.55 | 1.066 | 674.91 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 689 | BATS:SPY | 1 | 1791.52 | 1791.52 | 0 | 38.7 | 1.069 | 543.07 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 690 | BATS:SPY | 1 | 2420.61 | 2420.61 | 0 | 38.84 | 1.106 | 574.59 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 691 | BATS:SPY | 1 | 2291.15 | 2291.15 | 0 | 39.01 | 1.112 | 736.81 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 692 | BATS:SPY | 1 | 1896.85 | 1896.85 | 0 | 38.53 | 1.101 | 773.65 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 693 | BATS:SPY | 1 | 1634.41 | 1634.41 | 0 | 39 | 1.093 | 1072.55 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 694 | BATS:SPY | 1 | 1191.56 | 1191.56 | 0 | 37.98 | 1.071 | 791 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 695 | BATS:SPY | 1 | 1661.27 | 1661.27 | 0 | 39.12 | 1.108 | 733.75 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 696 | BATS:SPY | 1 | 1542.85 | 1542.85 | 0 | 38.57 | 1.106 | 760.88 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 697 | BATS:SPY | 1 | 1843.93 | 1843.93 | 0 | 38.68 | 1.132 | 932.64 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 698 | BATS:SPY | 1 | 1496.87 | 1496.87 | 0 | 37.81 | 1.109 | 869.66 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 699 | BATS:SPY | 1 | 1571.15 | 1571.15 | 0 | 37.78 | 1.12 | 761.65 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 700 | BATS:SPY | 1 | 1372.72 | 1372.72 | 0 | 38.57 | 1.109 | 704.26 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 701 | BATS:SPY | 1 | 2145.58 | 2145.58 | 0 | 39.93 | 1.186 | 650.79 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.61 |
All | 702 | BATS:SPY | 1 | 2227.63 | 2227.63 | 0 | 40 | 1.203 | 516.32 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.61 |
All | 703 | BATS:SPY | 1 | 2117.66 | 2117.66 | 0 | 39.43 | 1.197 | 531.68 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.61 |
All | 704 | BATS:SPY | 1 | 1421.31 | 1421.31 | 0 | 37.76 | 1.027 | 1007.11 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 705 | BATS:SPY | 1 | 1413.87 | 1413.87 | 0 | 37.6 | 1.033 | 1131.75 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 706 | BATS:SPY | 1 | 1502.71 | 1502.71 | 0 | 38.09 | 1.043 | 805.21 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 707 | BATS:SPY | 1 | 2002.5 | 2002.5 | 0 | 38.13 | 1.066 | 598.34 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 708 | BATS:SPY | 1 | 1900.8 | 1900.8 | 0 | 38.32 | 1.072 | 522.48 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 709 | BATS:SPY | 1 | 2192.38 | 2192.38 | 0 | 38.74 | 1.094 | 495.31 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 710 | BATS:SPY | 1 | 2259.96 | 2259.96 | 0 | 39.09 | 1.109 | 684.88 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 711 | BATS:SPY | 1 | 1534.25 | 1534.25 | 0 | 38.74 | 1.079 | 921.38 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 712 | BATS:SPY | 1 | 1434.66 | 1434.66 | 0 | 38.69 | 1.08 | 1001.88 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 713 | BATS:SPY | 1 | 1329.69 | 1329.69 | 0 | 39.06 | 1.08 | 891.98 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 714 | BATS:SPY | 1 | 1690.14 | 1690.14 | 0 | 38.41 | 1.109 | 780.15 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 715 | BATS:SPY | 1 | 1614.57 | 1614.57 | 0 | 38.01 | 1.109 | 778.71 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 716 | BATS:SPY | 1 | 1978.77 | 1978.77 | 0 | 38.88 | 1.141 | 775.15 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 717 | BATS:SPY | 1 | 2120.49 | 2120.49 | 0 | 38.02 | 1.161 | 784.1 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 718 | BATS:SPY | 1 | 1437.51 | 1437.51 | 0 | 38.12 | 1.111 | 827.01 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 719 | BATS:SPY | 1 | 1718.75 | 1718.75 | 0 | 39.3 | 1.14 | 837.92 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 720 | BATS:SPY | 1 | 1941.53 | 1941.53 | 0 | 39.09 | 1.168 | 691.6 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 721 | BATS:SPY | 1 | 2349.49 | 2349.49 | 0 | 39.65 | 1.219 | 588.37 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.61 |
All | 722 | BATS:SPY | 1 | 1839.04 | 1839.04 | 0 | 38.85 | 1.172 | 558.9 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 723 | BATS:SPY | 1 | 1515.95 | 1515.95 | 0 | 37.74 | 1.029 | 982.29 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 724 | BATS:SPY | 1 | 1440.12 | 1440.12 | 0 | 37.6 | 1.034 | 1140.71 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 725 | BATS:SPY | 1 | 1536.28 | 1536.28 | 0 | 37.72 | 1.043 | 645.78 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 726 | BATS:SPY | 1 | 1788.67 | 1788.67 | 0 | 37.97 | 1.059 | 668.44 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 727 | BATS:SPY | 1 | 2233.24 | 2233.24 | 0 | 38.41 | 1.084 | 551.25 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 728 | BATS:SPY | 1 | 2133.19 | 2133.19 | 0 | 39.12 | 1.09 | 561.42 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 729 | BATS:SPY | 1 | 2102.47 | 2102.47 | 0 | 38.78 | 1.1 | 763.46 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 730 | BATS:SPY | 1 | 1557.33 | 1557.33 | 0 | 38.41 | 1.08 | 1116.24 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 731 | BATS:SPY | 1 | 1422.43 | 1422.43 | 0 | 38.86 | 1.078 | 987.26 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 732 | BATS:SPY | 1 | 1551.51 | 1551.51 | 0 | 39.06 | 1.093 | 819.89 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 733 | BATS:SPY | 1 | 1796.15 | 1796.15 | 0 | 39 | 1.115 | 875.83 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 734 | BATS:SPY | 1 | 1690.77 | 1690.77 | 0 | 38.11 | 1.113 | 759.96 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 735 | BATS:SPY | 1 | 1778.04 | 1778.04 | 0 | 38.07 | 1.125 | 849.77 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 736 | BATS:SPY | 1 | 1941.68 | 1941.68 | 0 | 37.79 | 1.145 | 814.33 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 737 | BATS:SPY | 1 | 1859.6 | 1859.6 | 0 | 38.81 | 1.146 | 854.74 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 738 | BATS:SPY | 1 | 2105.4 | 2105.4 | 0 | 39.04 | 1.174 | 803.2 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 739 | BATS:SPY | 1 | 2357.27 | 2357.27 | 0 | 40.02 | 1.207 | 655.75 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.61 |
All | 740 | BATS:SPY | 1 | 2213.78 | 2213.78 | 0 | 39.67 | 1.204 | 577.28 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.61 |
All | 741 | BATS:SPY | 1 | 2061.03 | 2061.03 | 0 | 38.69 | 1.191 | 665.35 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 742 | BATS:SPY | 1 | 1681.89 | 1681.89 | 0 | 37.78 | 1.032 | 930.59 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 743 | BATS:SPY | 1 | 1739.26 | 1739.26 | 0 | 37.46 | 1.041 | 1107.68 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 744 | BATS:SPY | 1 | 1169.13 | 1169.13 | 0 | 37.53 | 1.033 | 927.74 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 745 | BATS:SPY | 1 | 1768.3 | 1768.3 | 0 | 37.72 | 1.057 | 699.65 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 746 | BATS:SPY | 1 | 2300.15 | 2300.15 | 0 | 38.39 | 1.086 | 564.57 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 747 | BATS:SPY | 1 | 2164.2 | 2164.2 | 0 | 38.61 | 1.092 | 577.02 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 748 | BATS:SPY | 1 | 1938.08 | 1938.08 | 0 | 38.77 | 1.091 | 743.48 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 749 | BATS:SPY | 1 | 1518.58 | 1518.58 | 0 | 38.31 | 1.077 | 956.08 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 750 | BATS:SPY | 1 | 1437.28 | 1437.28 | 0 | 38.59 | 1.078 | 997.51 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 751 | BATS:SPY | 1 | 1522.99 | 1522.99 | 0 | 39.32 | 1.089 | 847.55 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 752 | BATS:SPY | 1 | 1700.47 | 1700.47 | 0 | 38.58 | 1.108 | 850.09 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 753 | BATS:SPY | 1 | 1898.57 | 1898.57 | 0 | 38.36 | 1.126 | 962.23 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 754 | BATS:SPY | 1 | 1243.82 | 1243.82 | 0 | 37.51 | 1.085 | 855.42 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 755 | BATS:SPY | 1 | 1874.44 | 1874.44 | 0 | 37.55 | 1.139 | 770.13 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 756 | BATS:SPY | 1 | 2109.65 | 2109.65 | 0 | 38.93 | 1.165 | 753.76 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 757 | BATS:SPY | 1 | 2330.34 | 2330.34 | 0 | 39.62 | 1.193 | 739.97 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 758 | BATS:SPY | 1 | 2489.76 | 2489.76 | 0 | 40.4 | 1.218 | 667.34 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.51 | 0.43 | 0.61 |
All | 759 | BATS:SPY | 1 | 1717.72 | 1717.72 | 0 | 38.65 | 1.153 | 761.96 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 760 | BATS:SPY | 1 | 1369.14 | 1369.14 | 0 | 37.26 | 1.123 | 756.22 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 761 | BATS:SPY | 1 | 1615.89 | 1615.89 | 0 | 37.8 | 1.031 | 1010.98 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 762 | BATS:SPY | 1 | 1893.81 | 1893.81 | 0 | 37.48 | 1.044 | 1088.66 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 763 | BATS:SPY | 1 | 866.17 | 866.17 | 0 | 37.33 | 1.024 | 1062.43 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.39 | 0.59 |
All | 764 | BATS:SPY | 1 | 1674.64 | 1674.64 | 0 | 37.79 | 1.054 | 706.51 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 765 | BATS:SPY | 1 | 2542.7 | 2542.7 | 0 | 38.55 | 1.095 | 537.2 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 766 | BATS:SPY | 1 | 1977.23 | 1977.23 | 0 | 38.18 | 1.082 | 637.34 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 767 | BATS:SPY | 1 | 1595.72 | 1595.72 | 0 | 38.58 | 1.073 | 747.73 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 768 | BATS:SPY | 1 | 1923.12 | 1923.12 | 0 | 38.77 | 1.098 | 770.22 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 769 | BATS:SPY | 1 | 1451.61 | 1451.61 | 0 | 38.74 | 1.079 | 967.38 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 770 | BATS:SPY | 1 | 1381.41 | 1381.41 | 0 | 38.48 | 1.08 | 961.5 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 771 | BATS:SPY | 1 | 1613.32 | 1613.32 | 0 | 37.96 | 1.101 | 852.38 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 772 | BATS:SPY | 1 | 1636.58 | 1636.58 | 0 | 38.43 | 1.107 | 950.73 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 773 | BATS:SPY | 1 | 1376.85 | 1376.85 | 0 | 37.96 | 1.094 | 972.04 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 774 | BATS:SPY | 1 | 1918.68 | 1918.68 | 0 | 37.98 | 1.142 | 889.73 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 775 | BATS:SPY | 1 | 2193.69 | 2193.69 | 0 | 39.12 | 1.173 | 853.61 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 776 | BATS:SPY | 1 | 1889.81 | 1889.81 | 0 | 39.45 | 1.152 | 915.18 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 777 | BATS:SPY | 1 | 2442.26 | 2442.26 | 0 | 40 | 1.214 | 734.8 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.60 |
All | 778 | BATS:SPY | 1 | 1681.8 | 1681.8 | 0 | 38.81 | 1.146 | 735.49 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 779 | BATS:SPY | 1 | 1339.48 | 1339.48 | 0 | 38.25 | 1.119 | 804.88 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.60 |
All | 780 | BATS:SPY | 1 | 1324.93 | 1324.93 | 0 | 37.7 | 1.025 | 1194.25 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 781 | BATS:SPY | 1 | 1554.65 | 1554.65 | 0 | 37.47 | 1.036 | 1185.34 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 782 | BATS:SPY | 1 | 1208.85 | 1208.85 | 0 | 37.37 | 1.034 | 1046.46 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 783 | BATS:SPY | 1 | 1850.79 | 1850.79 | 0 | 37.85 | 1.06 | 623.68 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 784 | BATS:SPY | 1 | 2170.59 | 2170.59 | 0 | 38.1 | 1.08 | 521.5 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 785 | BATS:SPY | 1 | 2236.16 | 2236.16 | 0 | 38.04 | 1.093 | 666.01 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 786 | BATS:SPY | 1 | 1749.26 | 1749.26 | 0 | 38.45 | 1.08 | 754.09 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 787 | BATS:SPY | 1 | 1909.84 | 1909.84 | 0 | 38.55 | 1.097 | 772.83 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 788 | BATS:SPY | 1 | 1625.42 | 1625.42 | 0 | 38.6 | 1.088 | 820.01 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 789 | BATS:SPY | 1 | 1126.31 | 1126.31 | 0 | 38.12 | 1.064 | 1132.16 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 790 | BATS:SPY | 1 | 1603.66 | 1603.66 | 0 | 38.34 | 1.1 | 805.97 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 791 | BATS:SPY | 1 | 1901.32 | 1901.32 | 0 | 38.17 | 1.125 | 797.36 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 792 | BATS:SPY | 1 | 1309.18 | 1309.18 | 0 | 37.78 | 1.089 | 1030.51 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.40 | 0.59 |
All | 793 | BATS:SPY | 1 | 1905.24 | 1905.24 | 0 | 37.92 | 1.139 | 1035.14 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.60 |
All | 794 | BATS:SPY | 1 | 1828.14 | 1828.14 | 0 | 38.83 | 1.142 | 944.6 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 795 | BATS:SPY | 1 | 1952.74 | 1952.74 | 0 | 39.4 | 1.16 | 802.12 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
All | 796 | BATS:SPY | 1 | 2149.36 | 2149.36 | 0 | 39.74 | 1.184 | 706.84 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 797 | BATS:SPY | 1 | 2041.84 | 2041.84 | 0 | 39.4 | 1.181 | 782.19 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.60 |
All | 798 | BATS:SPY | 1 | 1695.92 | 1695.92 | 0 | 38.29 | 1.154 | 754.34 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.41 | 0.60 |
Regular | 799 | BATS:SPY | 60 | 2804.41 | 11280 | -8475.59 | 36.39 | 1.023 | 6762.1 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.41 |
Regular | 800 | BATS:SPY | 60 | 7507.38 | 14087.71 | -6580.33 | 38.33 | 1.076 | 4863.51 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.49 | 0.51 | 0.46 |
Regular | 801 | BATS:SPY | 60 | -267.96 | 9783.97 | -10051.93 | 36.27 | 0.997 | 6782 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
Regular | 802 | BATS:SPY | 60 | 7407.44 | 14114.66 | -6707.22 | 36.84 | 1.103 | 3215.76 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.50 | 0.53 | 0.48 |
Regular | 803 | BATS:SPY | 60 | -129.35 | 10022.31 | -10151.66 | 34.7 | 0.998 | 4176.13 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.41 |
Regular | 804 | BATS:SPY | 60 | 897.78 | 10598.21 | -9700.43 | 35.53 | 1.015 | 4099.24 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
Regular | 805 | BATS:SPY | 60 | 16.76 | 10129.87 | -10113.11 | 36.64 | 1 | 4646.06 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.41 |
Regular | 806 | BATS:SPY | 60 | 2392.53 | 11533.45 | -9140.92 | 37.89 | 1.048 | 5263.23 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.47 | 0.42 |
Regular | 807 | BATS:SPY | 60 | 4331.21 | 12431.87 | -8100.66 | 38.85 | 1.1 | 5030.37 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.44 |
Regular | 808 | BATS:SPY | 60 | 1226.25 | 10714.45 | -9488.2 | 39.28 | 1.03 | 5102.28 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
Regular | 809 | BATS:SPY | 60 | -2943.03 | 8384.84 | -11327.87 | 39.35 | 0.926 | 5200.96 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
Regular | 810 | BATS:SPY | 60 | -4018.94 | 7988.2 | -12007.14 | 35.52 | 0.897 | 5609.07 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.37 |
Regular | 811 | BATS:SPY | 60 | -3876.62 | 8174.71 | -12051.33 | 36.95 | 0.894 | 7377.39 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.35 |
Regular | 812 | BATS:SPY | 60 | -1495.42 | 9643.11 | -11138.53 | 38.4 | 0.956 | 6502.35 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.38 |
Regular | 813 | BATS:SPY | 60 | 3449.81 | 12351.27 | -8901.46 | 40.34 | 1.119 | 4901.69 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
Regular | 814 | BATS:SPY | 60 | 2383.67 | 11772.55 | -9388.88 | 40 | 1.086 | 3885.87 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.44 |
Regular | 815 | BATS:SPY | 60 | -1581.85 | 9635.16 | -11217.01 | 34.78 | 0.946 | 5329.12 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.38 |
Regular | 816 | BATS:SPY | 60 | -1560.24 | 9643 | -11203.24 | 37.43 | 0.944 | 7455.67 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.36 |
Regular | 817 | BATS:SPY | 60 | -4245.28 | 8222.57 | -12467.85 | 34.25 | 0.853 | 7956.92 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.36 | 0.39 | 0.33 |
Regular | 818 | BATS:SPY | 60 | 7747.29 | 14044.21 | -6296.92 | 36.92 | 1.062 | 4143.16 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.49 | 0.51 | 0.47 |
Regular | 819 | BATS:SPY | 60 | 2968.27 | 11716.67 | -8748.4 | 37.33 | 1.029 | 5584.2 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
Regular | 820 | BATS:SPY | 60 | 2.85 | 9755.31 | -9752.46 | 35.94 | 1 | 7617.18 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.38 |
Regular | 821 | BATS:SPY | 60 | 939.79 | 10462.56 | -9522.77 | 35.44 | 1.013 | 3716.74 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.47 | 0.43 |
Regular | 822 | BATS:SPY | 60 | 2923.73 | 11656.82 | -8733.09 | 35.53 | 1.045 | 3430.51 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.49 | 0.44 |
Regular | 823 | BATS:SPY | 60 | 7416.32 | 14412.31 | -6995.99 | 36.89 | 1.131 | 3507.06 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.50 | 0.53 | 0.47 |
Regular | 824 | BATS:SPY | 60 | 6841.28 | 13625.8 | -6784.52 | 37.44 | 1.134 | 2614.33 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.51 | 0.53 | 0.48 |
Regular | 825 | BATS:SPY | 60 | 5227.73 | 12750.39 | -7522.66 | 38.67 | 1.111 | 3749.04 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.46 |
Regular | 826 | BATS:SPY | 60 | -1878.24 | 9003.14 | -10881.38 | 36.58 | 0.96 | 5781.1 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
Regular | 827 | BATS:SPY | 60 | -4684.97 | 7508.87 | -12193.84 | 37.65 | 0.894 | 7035.42 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.36 |
Regular | 828 | BATS:SPY | 60 | 789.72 | 10632.28 | -9842.56 | 38.78 | 1.021 | 6172.84 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.40 |
Regular | 829 | BATS:SPY | 60 | 1385.53 | 11041.89 | -9656.36 | 38.13 | 1.04 | 6906.12 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.39 |
Regular | 830 | BATS:SPY | 60 | 287.55 | 10472.1 | -10184.55 | 38.1 | 1.009 | 6790.01 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
Regular | 831 | BATS:SPY | 60 | 2732.19 | 11996.46 | -9264.27 | 37.45 | 1.093 | 5481.49 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.48 | 0.41 |
Regular | 832 | BATS:SPY | 60 | 1319.15 | 11149.17 | -9830.02 | 37.79 | 1.045 | 5340.72 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
Regular | 833 | BATS:SPY | 60 | 164.35 | 10765.59 | -10601.24 | 35.6 | 1.006 | 6019.08 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.39 |
Regular | 834 | BATS:SPY | 60 | 692.01 | 10857.34 | -10165.33 | 37.71 | 1.026 | 5096.05 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
Regular | 835 | BATS:SPY | 60 | -935.44 | 10001.89 | -10937.33 | 36.97 | 0.964 | 4992.56 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.42 | 0.46 | 0.40 |
Regular | 836 | BATS:SPY | 60 | -684.51 | 10171.3 | -10855.81 | 37.09 | 0.972 | 5892.17 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.39 |
Regular | 837 | BATS:SPY | 60 | 9962.33 | 15311.78 | -5349.45 | 37.12 | 1.08 | 3876.91 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.51 | 0.53 | 0.49 |
Regular | 838 | BATS:SPY | 60 | 2063.37 | 11167.14 | -9103.77 | 37.32 | 1.02 | 6577.4 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.40 |
Regular | 839 | BATS:SPY | 60 | 1163.99 | 10431.45 | -9267.46 | 36 | 1.014 | 7612.42 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
Regular | 840 | BATS:SPY | 60 | 2645.49 | 11399.42 | -8753.93 | 36.59 | 1.035 | 3932.42 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.48 | 0.44 |
Regular | 841 | BATS:SPY | 60 | 6191.79 | 13377.73 | -7185.94 | 37.3 | 1.097 | 3756.98 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.49 | 0.51 | 0.46 |
Regular | 842 | BATS:SPY | 60 | 8502.44 | 14608.68 | -6106.24 | 37.45 | 1.153 | 3120.6 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.51 | 0.54 | 0.49 |
Regular | 843 | BATS:SPY | 60 | 4929.91 | 12484.92 | -7555.01 | 37.6 | 1.095 | 4091.94 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.48 | 0.50 | 0.46 |
Regular | 844 | BATS:SPY | 60 | 247.72 | 9871.6 | -9623.88 | 37.94 | 1.005 | 6023.62 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.40 |
Regular | 845 | BATS:SPY | 60 | -2269.25 | 8652.52 | -10921.77 | 37.04 | 0.951 | 5785.9 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
Regular | 846 | BATS:SPY | 60 | -4279.33 | 7724.1 | -12003.43 | 36.69 | 0.905 | 9346.34 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.35 | 0.38 | 0.33 |
Regular | 847 | BATS:SPY | 60 | -1632.7 | 9213.72 | -10846.42 | 37.32 | 0.959 | 7741.98 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.39 | 0.41 | 0.37 |
Regular | 848 | BATS:SPY | 60 | 2574.19 | 11736.48 | -9162.29 | 39.32 | 1.074 | 6417.26 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
Regular | 849 | BATS:SPY | 60 | 2928.99 | 11996.25 | -9067.26 | 41.2 | 1.089 | 6178.18 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
Regular | 850 | BATS:SPY | 60 | 4261.36 | 12774.43 | -8513.07 | 40.61 | 1.149 | 5315.83 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.44 |
Regular | 851 | BATS:SPY | 60 | 644.89 | 10699.82 | -10054.93 | 36.97 | 1.023 | 5020.31 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.46 | 0.41 |
Regular | 852 | BATS:SPY | 60 | 2256.69 | 11641.26 | -9384.57 | 37.43 | 1.084 | 4965.64 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
Regular | 853 | BATS:SPY | 60 | 2999.7 | 12175.29 | -9175.59 | 39.05 | 1.12 | 3625.29 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.44 |
Regular | 854 | BATS:SPY | 60 | 2374.94 | 11771.59 | -9396.65 | 37.58 | 1.097 | 4741.14 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
Regular | 855 | BATS:SPY | 60 | -948.31 | 10064.35 | -11012.66 | 37.75 | 0.962 | 6182.03 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.38 |
Regular | 856 | BATS:SPY | 60 | 12211.37 | 16770.51 | -4559.14 | 37.56 | 1.098 | 4385.49 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.52 | 0.55 | 0.49 |
Regular | 857 | BATS:SPY | 60 | 6245.94 | 13626.64 | -7380.7 | 37.64 | 1.061 | 4947 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.45 |
Regular | 858 | BATS:SPY | 60 | 858.76 | 10358.83 | -9500.07 | 36.35 | 1.01 | 7348.46 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
Regular | 859 | BATS:SPY | 60 | 700.76 | 10424.66 | -9723.9 | 36.56 | 1.009 | 5363.61 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.41 |
Regular | 860 | BATS:SPY | 60 | 6643.3 | 13833.46 | -7190.16 | 36.73 | 1.103 | 2935.23 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.50 | 0.53 | 0.47 |
Regular | 861 | BATS:SPY | 60 | 6079.22 | 13456.25 | -7377.03 | 37.09 | 1.105 | 3567.05 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.49 | 0.51 | 0.46 |
Regular | 862 | BATS:SPY | 60 | 5036.19 | 12689.56 | -7653.37 | 37.68 | 1.095 | 4088.41 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.50 | 0.45 |
Regular | 863 | BATS:SPY | 60 | 427.92 | 10144.47 | -9716.55 | 37.7 | 1.008 | 5771.77 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.41 |
Regular | 864 | BATS:SPY | 60 | -549.43 | 9597.61 | -10147.04 | 38.13 | 0.988 | 5950.85 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.40 |
Regular | 865 | BATS:SPY | 60 | -2284.94 | 8770.79 | -11055.73 | 38.02 | 0.949 | 7719.24 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.39 | 0.41 | 0.36 |
Regular | 866 | BATS:SPY | 60 | -4358.51 | 7764.69 | -12123.2 | 37.18 | 0.897 | 9049.27 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.35 | 0.38 | 0.33 |
Regular | 867 | BATS:SPY | 60 | 5200.86 | 13483.21 | -8282.35 | 40.77 | 1.15 | 7543.11 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.41 |
Regular | 868 | BATS:SPY | 60 | 2893.72 | 12110.27 | -9216.55 | 42.15 | 1.088 | 5718.06 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.45 | 0.49 | 0.42 |
Regular | 869 | BATS:SPY | 60 | -585.28 | 10192.29 | -10777.57 | 37.87 | 0.982 | 6781.51 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.38 |
Regular | 870 | BATS:SPY | 60 | -30.68 | 10339.95 | -10370.63 | 38.03 | 0.999 | 5654.18 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.40 |
Regular | 871 | BATS:SPY | 60 | 3592.89 | 12405.8 | -8812.91 | 39.04 | 1.137 | 4897.83 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
Regular | 872 | BATS:SPY | 60 | 4540.81 | 13095.09 | -8554.28 | 37.87 | 1.185 | 3817.46 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.45 |
Regular | 873 | BATS:SPY | 60 | 2539.22 | 11908.15 | -9368.93 | 39.35 | 1.106 | 4278.05 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
Regular | 874 | BATS:SPY | 60 | -1794.53 | 9615.26 | -11409.79 | 38.41 | 0.931 | 6561.05 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.40 | 0.44 | 0.37 |
Regular | 875 | BATS:SPY | 60 | 12282.36 | 16963.23 | -4680.87 | 37.61 | 1.097 | 4572.81 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.52 | 0.55 | 0.49 |
Regular | 876 | BATS:SPY | 60 | 7126.55 | 14121.73 | -6995.18 | 38.16 | 1.07 | 4793.57 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.46 |
Regular | 877 | BATS:SPY | 60 | 1225.42 | 10638.58 | -9413.16 | 36.49 | 1.014 | 6566.42 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.40 |
Regular | 878 | BATS:SPY | 60 | 708.04 | 10468.94 | -9760.9 | 36.6 | 1.009 | 3370.49 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.43 |
Regular | 879 | BATS:SPY | 60 | 10862.95 | 16244.29 | -5381.34 | 36.75 | 1.17 | 2641.48 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.53 | 0.56 | 0.50 |
Regular | 880 | BATS:SPY | 60 | 7915.21 | 14439.65 | -6524.44 | 37.38 | 1.139 | 2700.48 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.51 | 0.54 | 0.49 |
Regular | 881 | BATS:SPY | 60 | 5683.14 | 13118.7 | -7435.56 | 37.6 | 1.107 | 3120.54 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.49 | 0.52 | 0.47 |
Regular | 882 | BATS:SPY | 60 | -364.84 | 9731.51 | -10096.35 | 37.2 | 0.993 | 5781.3 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.40 |
Regular | 883 | BATS:SPY | 60 | -2102.69 | 8890.03 | -10992.72 | 38.17 | 0.956 | 6675.74 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.38 |
Regular | 884 | BATS:SPY | 60 | -3402.22 | 8158.3 | -11560.52 | 38.27 | 0.924 | 8167.5 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.35 |
Regular | 885 | BATS:SPY | 60 | -3424.85 | 8427.12 | -11851.97 | 36.13 | 0.919 | 8079.2 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.34 |
Regular | 886 | BATS:SPY | 60 | 3690.01 | 12635.01 | -8945 | 40.61 | 1.102 | 7976.04 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.40 |
Regular | 887 | BATS:SPY | 60 | 3521.75 | 12374.71 | -8852.96 | 41.18 | 1.109 | 4925.73 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.44 |
Regular | 888 | BATS:SPY | 60 | -1083.24 | 9892.11 | -10975.35 | 39.15 | 0.966 | 7051.11 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.44 | 0.38 |
Regular | 889 | BATS:SPY | 60 | -485.77 | 10123.66 | -10609.43 | 38.03 | 0.984 | 5933.45 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.39 |
Regular | 890 | BATS:SPY | 60 | 2666.75 | 12033.45 | -9366.7 | 40.21 | 1.098 | 3971.42 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.44 |
Regular | 891 | BATS:SPY | 60 | 5398.42 | 13541.07 | -8142.65 | 41.42 | 1.225 | 3206.86 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.50 | 0.53 | 0.47 |
Regular | 892 | BATS:SPY | 60 | 259.04 | 10806.21 | -10547.17 | 37.89 | 1.01 | 5458.88 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.40 |
Regular | 893 | BATS:SPY | 60 | -1431.53 | 9770.34 | -11201.87 | 36.73 | 0.943 | 5590.94 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.38 |
Regular | 894 | BATS:SPY | 60 | 9276.21 | 15460.2 | -6183.99 | 37.37 | 1.073 | 4389.08 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.50 | 0.53 | 0.47 |
Regular | 895 | BATS:SPY | 60 | 6877.3 | 14130.44 | -7253.14 | 37.82 | 1.068 | 4978.33 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.45 |
Regular | 896 | BATS:SPY | 60 | 53.13 | 10169.8 | -10116.67 | 36.31 | 1.001 | 6502.33 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
Regular | 897 | BATS:SPY | 60 | 2314.53 | 11594.77 | -9280.24 | 36.3 | 1.03 | 3507.92 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
Regular | 898 | BATS:SPY | 60 | 10117.64 | 15912.5 | -5794.86 | 36.62 | 1.155 | 2624.2 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.53 | 0.55 | 0.49 |
Regular | 899 | BATS:SPY | 60 | 10055.3 | 15612.44 | -5557.14 | 37.55 | 1.177 | 3165.38 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.52 | 0.55 | 0.49 |
Regular | 900 | BATS:SPY | 60 | 3614.05 | 12040.82 | -8426.77 | 36.79 | 1.067 | 3320.76 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.45 |
Regular | 901 | BATS:SPY | 60 | -1833.93 | 8972.16 | -10806.09 | 36.79 | 0.964 | 6067.77 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.38 |
Regular | 902 | BATS:SPY | 60 | 1502.06 | 10886.38 | -9384.32 | 38.66 | 1.032 | 6435.48 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.40 |
Regular | 903 | BATS:SPY | 60 | -1967.56 | 9154.3 | -11121.86 | 38.1 | 0.956 | 6344.68 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.38 |
Regular | 904 | BATS:SPY | 60 | -4837.43 | 7663.38 | -12500.81 | 36.21 | 0.888 | 8320.04 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.36 | 0.39 | 0.33 |
Regular | 905 | BATS:SPY | 60 | 2350.64 | 11864.54 | -9513.9 | 39.32 | 1.064 | 6833.99 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.40 |
Regular | 906 | BATS:SPY | 60 | 2505.19 | 11813.02 | -9307.83 | 40.86 | 1.075 | 5775.71 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
Regular | 907 | BATS:SPY | 60 | 343.19 | 10598.39 | -10255.2 | 40.26 | 1.011 | 6356.36 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.40 |
Regular | 908 | BATS:SPY | 60 | -985.37 | 10086.87 | -11072.24 | 38.6 | 0.968 | 6963.32 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.37 |
Regular | 909 | BATS:SPY | 60 | 1274.02 | 11273.75 | -9999.73 | 39.79 | 1.046 | 3850.39 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
Regular | 910 | BATS:SPY | 60 | 4219.97 | 12899.06 | -8679.09 | 41.52 | 1.171 | 3573.22 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.49 | 0.52 | 0.46 |
Regular | 911 | BATS:SPY | 60 | 3468.94 | 11992.66 | -8523.72 | 38.99 | 1.143 | 5306.17 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.48 | 0.43 |
Regular | 912 | BATS:SPY | 60 | 2007.25 | 11240.29 | -9233.04 | 37.41 | 1.086 | 5809.05 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.44 | 0.46 | 0.41 |
Regular | 913 | BATS:SPY | 60 | 7423.18 | 14459.82 | -7036.64 | 37.04 | 1.058 | 4342.85 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.49 | 0.52 | 0.46 |
Regular | 914 | BATS:SPY | 60 | 4182.85 | 12646.47 | -8463.62 | 37.84 | 1.041 | 4630.09 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.49 | 0.44 |
Regular | 915 | BATS:SPY | 60 | 1934.91 | 10966.28 | -9031.37 | 36.69 | 1.023 | 6308.39 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.41 |
Regular | 916 | BATS:SPY | 60 | 2219.22 | 11545.23 | -9326.01 | 36.05 | 1.029 | 3469.5 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
Regular | 917 | BATS:SPY | 60 | 8376.59 | 14869.7 | -6493.11 | 36.99 | 1.129 | 2713.16 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.51 | 0.54 | 0.48 |
Regular | 918 | BATS:SPY | 60 | 9902.07 | 15498.26 | -5596.19 | 37.35 | 1.175 | 2828.48 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.52 | 0.55 | 0.50 |
Regular | 919 | BATS:SPY | 60 | 4511.74 | 12531.48 | -8019.74 | 37.21 | 1.084 | 3315.9 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.46 |
Regular | 920 | BATS:SPY | 60 | -1199.78 | 9308.79 | -10508.57 | 37.29 | 0.977 | 5201.28 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.40 |
Regular | 921 | BATS:SPY | 60 | 2979.71 | 11672.83 | -8693.12 | 39 | 1.065 | 6094.89 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
Regular | 922 | BATS:SPY | 60 | -2254.01 | 9031.91 | -11285.92 | 37.16 | 0.95 | 6594.72 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.37 |
Regular | 923 | BATS:SPY | 60 | -3441.53 | 8360.58 | -11802.11 | 36.77 | 0.92 | 7982.08 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.35 |
Regular | 924 | BATS:SPY | 60 | 109.52 | 10417.04 | -10307.52 | 39.73 | 1.003 | 5823.8 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.40 |
Regular | 925 | BATS:SPY | 60 | 4996.94 | 13168.69 | -8171.75 | 41.18 | 1.156 | 4212.51 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.45 |
Regular | 926 | BATS:SPY | 60 | 1334.62 | 11169.96 | -9835.34 | 40.69 | 1.043 | 4801.87 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
Regular | 927 | BATS:SPY | 60 | 1599.48 | 11449.39 | -9849.91 | 39.71 | 1.053 | 5762.62 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
Regular | 928 | BATS:SPY | 60 | 3044.44 | 12339.89 | -9295.45 | 40.11 | 1.113 | 3690.2 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.51 | 0.44 |
Regular | 929 | BATS:SPY | 60 | 2882.38 | 12221.39 | -9339.01 | 41.04 | 1.112 | 4233.59 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.44 |
Regular | 930 | BATS:SPY | 60 | 5022.93 | 12869.69 | -7846.76 | 41.29 | 1.221 | 4682.15 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.45 |
Regular | 931 | BATS:SPY | 60 | 2229.81 | 11267.62 | -9037.81 | 38.1 | 1.097 | 5470.16 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
Regular | 932 | BATS:SPY | 60 | -8212.94 | 0 | -8212.94 | 32.5 | 0.864 | 9707.49 | Key Value: 1 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.37 |
Regular | 933 | BATS:SPY | 60 | -6181.42 | 0 | -6181.42 | 32.32 | 0.874 | 9091.56 | Key Value: 1.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.40 |
Regular | 934 | BATS:SPY | 60 | -9700.53 | 0 | -9700.53 | 29.64 | 0.781 | 11556 | Key Value: 2 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
Regular | 935 | BATS:SPY | 60 | -6319.99 | 0 | -6319.99 | 30.62 | 0.833 | 7781.53 | Key Value: 2.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.34 | 0.28 | 0.41 |
Regular | 936 | BATS:SPY | 60 | -9654.82 | 0 | -9654.82 | 28.09 | 0.729 | 10876.91 | Key Value: 3 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
Regular | 937 | BATS:SPY | 60 | -9213.78 | 0 | -9213.78 | 27.3 | 0.711 | 9763.84 | Key Value: 3.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 938 | BATS:SPY | 60 | -9590.95 | 0 | -9590.95 | 27.63 | 0.678 | 10205.65 | Key Value: 4 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
Regular | 939 | BATS:SPY | 60 | -8563.97 | 0 | -8563.97 | 27.37 | 0.697 | 9703.82 | Key Value: 4.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
Regular | 940 | BATS:SPY | 60 | -7640.77 | 0 | -7640.77 | 27.12 | 0.695 | 8247.94 | Key Value: 5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
Regular | 941 | BATS:SPY | 60 | -9105.3 | 0 | -9105.3 | 27.88 | 0.631 | 9322.1 | Key Value: 5.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 942 | BATS:SPY | 60 | -10959.45 | 0 | -10959.45 | 30.11 | 0.553 | 11060.89 | Key Value: 6 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.30 |
Regular | 943 | BATS:SPY | 60 | -11554.95 | 0 | -11554.95 | 24.4 | 0.52 | 11677.07 | Key Value: 6.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.27 |
Regular | 944 | BATS:SPY | 60 | -11430.49 | 0 | -11430.49 | 26.35 | 0.493 | 11694.49 | Key Value: 7 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.28 |
Regular | 945 | BATS:SPY | 60 | -10520.29 | 0 | -10520.29 | 25 | 0.512 | 10862.43 | Key Value: 7.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
Regular | 946 | BATS:SPY | 60 | -8331.31 | 0 | -8331.31 | 23.08 | 0.569 | 8416.91 | Key Value: 8 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 947 | BATS:SPY | 60 | -8729.24 | 0 | -8729.24 | 23.15 | 0.535 | 8974.12 | Key Value: 8.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 948 | BATS:SPY | 60 | -10652.09 | 0 | -10652.09 | 22.12 | 0.46 | 10710.97 | Key Value: 9 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
Regular | 949 | BATS:SPY | 60 | -10615.76 | 0 | -10615.76 | 23.4 | 0.455 | 10697.41 | Key Value: 9.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
Regular | 950 | BATS:SPY | 60 | -11850.05 | 0 | -11850.05 | 18.68 | 0.414 | 11872.13 | Key Value: 10 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.22 | 0.20 | 0.25 |
Regular | 951 | BATS:SPY | 60 | -6129.18 | 0 | -6129.18 | 33.18 | 0.898 | 7278.32 | Key Value: 1 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.35 | 0.30 | 0.42 |
Regular | 952 | BATS:SPY | 60 | -8180.44 | 0 | -8180.44 | 31.85 | 0.834 | 10759.03 | Key Value: 1.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.35 |
Regular | 953 | BATS:SPY | 60 | -9517.55 | 0 | -9517.55 | 30.42 | 0.782 | 11318.6 | Key Value: 2 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.32 |
Regular | 954 | BATS:SPY | 60 | -9112 | 0 | -9112 | 30.4 | 0.764 | 9910.62 | Key Value: 2.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 955 | BATS:SPY | 60 | -8328.23 | 0 | -8328.23 | 28.81 | 0.755 | 9060.93 | Key Value: 3 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.36 |
Regular | 956 | BATS:SPY | 60 | -6412.17 | 0 | -6412.17 | 28.95 | 0.785 | 8225.29 | Key Value: 3.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.40 |
Regular | 957 | BATS:SPY | 60 | -6389.27 | 0 | -6389.27 | 28.43 | 0.763 | 7128.09 | Key Value: 4 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.34 | 0.29 | 0.41 |
Regular | 958 | BATS:SPY | 60 | -7147.99 | 0 | -7147.99 | 28.9 | 0.726 | 7921.28 | Key Value: 4.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.39 |
Regular | 959 | BATS:SPY | 60 | -10381.1 | 0 | -10381.1 | 26.58 | 0.605 | 10631.78 | Key Value: 5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
Regular | 960 | BATS:SPY | 60 | -11733.54 | 0 | -11733.54 | 27.8 | 0.533 | 11829.41 | Key Value: 5.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.28 |
Regular | 961 | BATS:SPY | 60 | -9252.72 | 0 | -9252.72 | 27.91 | 0.576 | 10144.34 | Key Value: 6 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
Regular | 962 | BATS:SPY | 60 | -9026.99 | 0 | -9026.99 | 25.33 | 0.562 | 10206.53 | Key Value: 6.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
Regular | 963 | BATS:SPY | 60 | -9500.39 | 0 | -9500.39 | 24.09 | 0.533 | 10593.19 | Key Value: 7 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.31 |
Regular | 964 | BATS:SPY | 60 | -8601.61 | 0 | -8601.61 | 21.19 | 0.544 | 8813.83 | Key Value: 7.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 965 | BATS:SPY | 60 | -9237.54 | 0 | -9237.54 | 22.02 | 0.517 | 9259.62 | Key Value: 8 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
Regular | 966 | BATS:SPY | 60 | -9830.93 | 0 | -9830.93 | 20.83 | 0.48 | 9834.77 | Key Value: 8.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.31 |
Regular | 967 | BATS:SPY | 60 | -9526.59 | 0 | -9526.59 | 23.86 | 0.475 | 9541.13 | Key Value: 9 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
Regular | 968 | BATS:SPY | 60 | -10392.57 | 0 | -10392.57 | 22.89 | 0.444 | 10399.45 | Key Value: 9.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
Regular | 969 | BATS:SPY | 60 | -10270.38 | 0 | -10270.38 | 23.68 | 0.429 | 10531.35 | Key Value: 10 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
Regular | 970 | BATS:SPY | 60 | -5121.53 | 0 | -5121.53 | 33.45 | 0.914 | 6510.32 | Key Value: 1 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.37 | 0.31 | 0.45 |
Regular | 971 | BATS:SPY | 60 | -8617.44 | 0 | -8617.44 | 32.54 | 0.825 | 10935.3 | Key Value: 1.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
Regular | 972 | BATS:SPY | 60 | -8946.69 | 0 | -8946.69 | 30.44 | 0.794 | 11252.79 | Key Value: 2 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
Regular | 973 | BATS:SPY | 60 | -8318.05 | 0 | -8318.05 | 31.9 | 0.783 | 9027.31 | Key Value: 2.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.37 |
Regular | 974 | BATS:SPY | 60 | -6902.37 | 0 | -6902.37 | 31.94 | 0.791 | 7543 | Key Value: 3 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.34 | 0.29 | 0.41 |
Regular | 975 | BATS:SPY | 60 | -5558.01 | 0 | -5558.01 | 30.03 | 0.808 | 7526.31 | Key Value: 3.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.35 | 0.29 | 0.42 |
Regular | 976 | BATS:SPY | 60 | -7190.16 | 0 | -7190.16 | 29.34 | 0.739 | 8077.03 | Key Value: 4 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.39 |
Regular | 977 | BATS:SPY | 60 | -9393.92 | 0 | -9393.92 | 29.78 | 0.654 | 9410.92 | Key Value: 4.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 978 | BATS:SPY | 60 | -10473.57 | 0 | -10473.57 | 26.07 | 0.589 | 10762.37 | Key Value: 5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
Regular | 979 | BATS:SPY | 60 | -11472.92 | 0 | -11472.92 | 26.32 | 0.53 | 12886.69 | Key Value: 5.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.23 | 0.21 | 0.27 |
Regular | 980 | BATS:SPY | 60 | -10253.59 | 0 | -10253.59 | 25 | 0.536 | 11786.79 | Key Value: 6 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.25 | 0.22 | 0.29 |
Regular | 981 | BATS:SPY | 60 | -8447 | 0 | -8447 | 26.35 | 0.579 | 9605.97 | Key Value: 6.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
Regular | 982 | BATS:SPY | 60 | -8451.09 | 0 | -8451.09 | 27.61 | 0.559 | 9517.01 | Key Value: 7 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 983 | BATS:SPY | 60 | -7973.13 | 0 | -7973.13 | 25.22 | 0.552 | 8241.35 | Key Value: 7.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.37 |
Regular | 984 | BATS:SPY | 60 | -9466.11 | 0 | -9466.11 | 23.58 | 0.479 | 9532.51 | Key Value: 8 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
Regular | 985 | BATS:SPY | 60 | -8815.5 | 0 | -8815.5 | 21.28 | 0.504 | 8860.94 | Key Value: 8.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 986 | BATS:SPY | 60 | -8503.65 | 0 | -8503.65 | 24.71 | 0.513 | 8641.4 | Key Value: 9 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 987 | BATS:SPY | 60 | -8857.68 | 0 | -8857.68 | 25.32 | 0.478 | 9382.55 | Key Value: 9.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 988 | BATS:SPY | 60 | -10376.26 | 0 | -10376.26 | 25 | 0.415 | 10878.76 | Key Value: 10 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
Regular | 989 | BATS:SPY | 60 | -4309.41 | 0 | -4309.41 | 34.15 | 0.928 | 5488.62 | Key Value: 1 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.39 | 0.32 | 0.47 |
Regular | 990 | BATS:SPY | 60 | -6862.48 | 0 | -6862.48 | 32.74 | 0.859 | 9004.19 | Key Value: 1.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.39 |
Regular | 991 | BATS:SPY | 60 | -9171.45 | 0 | -9171.45 | 31.21 | 0.789 | 10981.21 | Key Value: 2 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
Regular | 992 | BATS:SPY | 60 | -9345.36 | 0 | -9345.36 | 31.45 | 0.76 | 9816.54 | Key Value: 2.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 993 | BATS:SPY | 60 | -6700.35 | 0 | -6700.35 | 31.03 | 0.796 | 6833.27 | Key Value: 3 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.35 | 0.30 | 0.42 |
Regular | 994 | BATS:SPY | 60 | -6717.15 | 0 | -6717.15 | 30.95 | 0.776 | 8101.52 | Key Value: 3.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.40 |
Regular | 995 | BATS:SPY | 60 | -7299.16 | 0 | -7299.16 | 30.16 | 0.738 | 7550.07 | Key Value: 4 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.33 | 0.29 | 0.40 |
Regular | 996 | BATS:SPY | 60 | -9437.48 | 0 | -9437.48 | 29.45 | 0.657 | 9755.73 | Key Value: 4.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.26 | 0.34 |
Regular | 997 | BATS:SPY | 60 | -9726.88 | 0 | -9726.88 | 28.26 | 0.599 | 10760.29 | Key Value: 5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.32 |
Regular | 998 | BATS:SPY | 60 | -10565.68 | 0 | -10565.68 | 28.08 | 0.553 | 11995.21 | Key Value: 5.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
Regular | 999 | BATS:SPY | 60 | -11645.75 | 0 | -11645.75 | 25.28 | 0.49 | 12677.18 | Key Value: 6 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.23 | 0.21 | 0.26 |
Regular | 1000 | BATS:SPY | 60 | -7530.13 | 0 | -7530.13 | 27.08 | 0.613 | 8332.81 | Key Value: 6.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
Regular | 1001 | BATS:SPY | 60 | -8547.66 | 0 | -8547.66 | 27.48 | 0.545 | 9224.24 | Key Value: 7 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1002 | BATS:SPY | 60 | -10152.71 | 0 | -10152.71 | 24.58 | 0.475 | 10254.63 | Key Value: 7.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
Regular | 1003 | BATS:SPY | 60 | -9823.36 | 0 | -9823.36 | 24.3 | 0.46 | 9924.8 | Key Value: 8 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
Regular | 1004 | BATS:SPY | 60 | -8233.96 | 0 | -8233.96 | 23.4 | 0.519 | 8335.4 | Key Value: 8.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.36 |
Regular | 1005 | BATS:SPY | 60 | -7943.55 | 0 | -7943.55 | 24.71 | 0.524 | 8009.95 | Key Value: 9 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.37 |
Regular | 1006 | BATS:SPY | 60 | -8808.7 | 0 | -8808.7 | 25.64 | 0.465 | 9295.09 | Key Value: 9.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 1007 | BATS:SPY | 60 | -10815.76 | 0 | -10815.76 | 26.32 | 0.398 | 11412.32 | Key Value: 10 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
Regular | 1008 | BATS:SPY | 60 | -4404.66 | 0 | -4404.66 | 34.37 | 0.927 | 5680.17 | Key Value: 1 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.39 | 0.32 | 0.47 |
Regular | 1009 | BATS:SPY | 60 | -6562.03 | 0 | -6562.03 | 33.21 | 0.865 | 8142.61 | Key Value: 1.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.34 | 0.29 | 0.41 |
Regular | 1010 | BATS:SPY | 60 | -9052.53 | 0 | -9052.53 | 31.91 | 0.791 | 10682 | Key Value: 2 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 1011 | BATS:SPY | 60 | -9317.74 | 0 | -9317.74 | 31.66 | 0.76 | 9873.48 | Key Value: 2.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1012 | BATS:SPY | 60 | -5016.78 | 0 | -5016.78 | 31.38 | 0.844 | 6312.89 | Key Value: 3 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.37 | 0.30 | 0.45 |
Regular | 1013 | BATS:SPY | 60 | -5993.77 | 0 | -5993.77 | 31.13 | 0.798 | 6850.35 | Key Value: 3.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.35 | 0.30 | 0.43 |
Regular | 1014 | BATS:SPY | 60 | -7039.6 | 0 | -7039.6 | 30.91 | 0.744 | 7354.43 | Key Value: 4 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.34 | 0.29 | 0.40 |
Regular | 1015 | BATS:SPY | 60 | -9809.97 | 0 | -9809.97 | 29.78 | 0.641 | 9897.13 | Key Value: 4.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.26 | 0.33 |
Regular | 1016 | BATS:SPY | 60 | -10569.94 | 0 | -10569.94 | 28.94 | 0.58 | 11186.03 | Key Value: 5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
Regular | 1017 | BATS:SPY | 60 | -11203.27 | 0 | -11203.27 | 28.57 | 0.524 | 12533.1 | Key Value: 5.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.28 |
Regular | 1018 | BATS:SPY | 60 | -11362.8 | 0 | -11362.8 | 23.46 | 0.498 | 12038.45 | Key Value: 6 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.24 | 0.21 | 0.27 |
Regular | 1019 | BATS:SPY | 60 | -8179.07 | 0 | -8179.07 | 25.85 | 0.584 | 9087.35 | Key Value: 6.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.36 |
Regular | 1020 | BATS:SPY | 60 | -8271.58 | 0 | -8271.58 | 28.13 | 0.547 | 8925.86 | Key Value: 7 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.36 |
Regular | 1021 | BATS:SPY | 60 | -10328.18 | 0 | -10328.18 | 25.42 | 0.447 | 10430.1 | Key Value: 7.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
Regular | 1022 | BATS:SPY | 60 | -10038.48 | 0 | -10038.48 | 23.36 | 0.435 | 10139.92 | Key Value: 8 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
Regular | 1023 | BATS:SPY | 60 | -8765.62 | 0 | -8765.62 | 26.32 | 0.495 | 8867.06 | Key Value: 8.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1024 | BATS:SPY | 60 | -7582.97 | 0 | -7582.97 | 25.88 | 0.525 | 7766.53 | Key Value: 9 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
Regular | 1025 | BATS:SPY | 60 | -9906.08 | 0 | -9906.08 | 23.46 | 0.417 | 9973.05 | Key Value: 9.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
Regular | 1026 | BATS:SPY | 60 | -10658.77 | 0 | -10658.77 | 24.32 | 0.391 | 11325.78 | Key Value: 10 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.25 | 0.22 | 0.29 |
Regular | 1027 | BATS:SPY | 60 | -5727.9 | 0 | -5727.9 | 34.21 | 0.906 | 6548.83 | Key Value: 1 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.37 | 0.31 | 0.44 |
Regular | 1028 | BATS:SPY | 60 | -6856.59 | 0 | -6856.59 | 33.13 | 0.859 | 7963.61 | Key Value: 1.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.34 | 0.29 | 0.41 |
Regular | 1029 | BATS:SPY | 60 | -9865.77 | 0 | -9865.77 | 31.91 | 0.772 | 10707.63 | Key Value: 2 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.33 |
Regular | 1030 | BATS:SPY | 60 | -8755.71 | 0 | -8755.71 | 32.06 | 0.771 | 9285.96 | Key Value: 2.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.36 |
Regular | 1031 | BATS:SPY | 60 | -5436.99 | 0 | -5436.99 | 31.87 | 0.834 | 6769.18 | Key Value: 3 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.36 | 0.30 | 0.44 |
Regular | 1032 | BATS:SPY | 60 | -5157.15 | 0 | -5157.15 | 31.32 | 0.824 | 5988.03 | Key Value: 3.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.37 | 0.31 | 0.45 |
Regular | 1033 | BATS:SPY | 60 | -7960.6 | 0 | -7960.6 | 30.25 | 0.714 | 8825.7 | Key Value: 4 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.37 |
Regular | 1034 | BATS:SPY | 60 | -10464.08 | 0 | -10464.08 | 29.09 | 0.618 | 10572.89 | Key Value: 4.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.27 | 0.25 | 0.31 |
Regular | 1035 | BATS:SPY | 60 | -9021.76 | 0 | -9021.76 | 29.31 | 0.628 | 9616.55 | Key Value: 5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1036 | BATS:SPY | 60 | -10671.53 | 0 | -10671.53 | 29 | 0.54 | 11646.62 | Key Value: 5.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
Regular | 1037 | BATS:SPY | 60 | -12043.94 | 0 | -12043.94 | 23.33 | 0.473 | 12582.72 | Key Value: 6 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.23 | 0.21 | 0.25 |
Regular | 1038 | BATS:SPY | 60 | -8808.55 | 0 | -8808.55 | 25.68 | 0.554 | 9511.43 | Key Value: 6.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 1039 | BATS:SPY | 60 | -8714.53 | 0 | -8714.53 | 28.68 | 0.54 | 9195.77 | Key Value: 7 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1040 | BATS:SPY | 60 | -9750.01 | 0 | -9750.01 | 25.86 | 0.472 | 10244.98 | Key Value: 7.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
Regular | 1041 | BATS:SPY | 60 | -10406.28 | 0 | -10406.28 | 24.07 | 0.437 | 10507.72 | Key Value: 8 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
Regular | 1042 | BATS:SPY | 60 | -9338.27 | 0 | -9338.27 | 26.04 | 0.457 | 9439.71 | Key Value: 8.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
Regular | 1043 | BATS:SPY | 60 | -8069.21 | 0 | -8069.21 | 24.42 | 0.497 | 8170.65 | Key Value: 9 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.36 |
Regular | 1044 | BATS:SPY | 60 | -7858.16 | 0 | -7858.16 | 25 | 0.488 | 9000.97 | Key Value: 9.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.36 |
Regular | 1045 | BATS:SPY | 60 | -8520.35 | 0 | -8520.35 | 22.97 | 0.435 | 9872.22 | Key Value: 10 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
Regular | 1046 | BATS:SPY | 60 | -6641.11 | 0 | -6641.11 | 33.72 | 0.892 | 7403.43 | Key Value: 1 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.35 | 0.30 | 0.42 |
Regular | 1047 | BATS:SPY | 60 | -7985.24 | 0 | -7985.24 | 33.04 | 0.838 | 9003.14 | Key Value: 1.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.32 | 0.28 | 0.38 |
Regular | 1048 | BATS:SPY | 60 | -8794.47 | 0 | -8794.47 | 32.02 | 0.796 | 10246.78 | Key Value: 2 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1049 | BATS:SPY | 60 | -8876.66 | 0 | -8876.66 | 31.47 | 0.77 | 9128.84 | Key Value: 2.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.36 |
Regular | 1050 | BATS:SPY | 60 | -6169.06 | 0 | -6169.06 | 32.36 | 0.811 | 7403.69 | Key Value: 3 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.35 | 0.29 | 0.42 |
Regular | 1051 | BATS:SPY | 60 | -5193.36 | 0 | -5193.36 | 31.87 | 0.823 | 5648.45 | Key Value: 3.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.38 | 0.31 | 0.45 |
Regular | 1052 | BATS:SPY | 60 | -7614.5 | 0 | -7614.5 | 30.03 | 0.725 | 8540.6 | Key Value: 4 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
Regular | 1053 | BATS:SPY | 60 | -10150.44 | 0 | -10150.44 | 30.66 | 0.627 | 10540.2 | Key Value: 4.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
Regular | 1054 | BATS:SPY | 60 | -8311.45 | 0 | -8311.45 | 30.43 | 0.652 | 8980.28 | Key Value: 5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.37 |
Regular | 1055 | BATS:SPY | 60 | -10787.98 | 0 | -10787.98 | 27.86 | 0.54 | 11833.13 | Key Value: 5.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
Regular | 1056 | BATS:SPY | 60 | -11362.7 | 0 | -11362.7 | 23.89 | 0.494 | 12041.71 | Key Value: 6 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.27 |
Regular | 1057 | BATS:SPY | 60 | -9728.26 | 0 | -9728.26 | 26.17 | 0.496 | 10054.17 | Key Value: 6.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.32 |
Regular | 1058 | BATS:SPY | 60 | -7544.04 | 0 | -7544.04 | 28.13 | 0.577 | 8113.62 | Key Value: 7 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
Regular | 1059 | BATS:SPY | 60 | -9262.61 | 0 | -9262.61 | 25 | 0.487 | 9511.25 | Key Value: 7.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
Regular | 1060 | BATS:SPY | 60 | -9173.55 | 0 | -9173.55 | 24.76 | 0.484 | 9476.48 | Key Value: 8 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
Regular | 1061 | BATS:SPY | 60 | -8591.24 | 0 | -8591.24 | 25.53 | 0.471 | 8692.68 | Key Value: 8.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1062 | BATS:SPY | 60 | -8621.06 | 0 | -8621.06 | 25.29 | 0.465 | 8722.5 | Key Value: 9 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
Regular | 1063 | BATS:SPY | 60 | -7174.46 | 0 | -7174.46 | 25.64 | 0.494 | 8900.33 | Key Value: 9.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.37 |
Regular | 1064 | BATS:SPY | 60 | -8390.87 | 0 | -8390.87 | 24.32 | 0.429 | 9805.27 | Key Value: 10 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.34 |
Regular | 1065 | BATS:SPY | 60 | 12112.29 | 12112.29 | 0 | 40.28 | 1.191 | 2398.05 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.52 | 0.59 |
Regular | 1066 | BATS:SPY | 60 | 14576.82 | 14576.82 | 0 | 44.34 | 1.306 | 1705.61 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.60 |
Regular | 1067 | BATS:SPY | 60 | 10397.4 | 10397.4 | 0 | 42.89 | 1.254 | 1489.68 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1068 | BATS:SPY | 60 | 14745.19 | 14745.19 | 0 | 43.07 | 1.449 | 1343.12 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.61 |
Regular | 1069 | BATS:SPY | 60 | 10544.3 | 10544.3 | 0 | 41.32 | 1.347 | 1595.23 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
Regular | 1070 | BATS:SPY | 60 | 11167.79 | 11167.79 | 0 | 43.78 | 1.434 | 1556.38 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.61 |
Regular | 1071 | BATS:SPY | 60 | 10545.6 | 10545.6 | 0 | 45.65 | 1.445 | 2346.27 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1072 | BATS:SPY | 60 | 12022.19 | 12022.19 | 0 | 48.42 | 1.585 | 2756.64 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.60 |
Regular | 1073 | BATS:SPY | 60 | 12995.17 | 12995.17 | 0 | 50.64 | 1.753 | 2104.88 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
Regular | 1074 | BATS:SPY | 60 | 11316.24 | 11316.24 | 0 | 50.72 | 1.704 | 1942.65 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
Regular | 1075 | BATS:SPY | 60 | 9103.3 | 9103.3 | 0 | 48.65 | 1.586 | 1789.48 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.62 |
Regular | 1076 | BATS:SPY | 60 | 8609.14 | 8609.14 | 0 | 46.71 | 1.583 | 1763.07 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.61 |
Regular | 1077 | BATS:SPY | 60 | 8552.56 | 8552.56 | 0 | 47.62 | 1.624 | 3060.69 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
Regular | 1078 | BATS:SPY | 60 | 10078.74 | 10078.74 | 0 | 51.91 | 1.88 | 2927.98 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
Regular | 1079 | BATS:SPY | 60 | 12828.49 | 12828.49 | 0 | 57.76 | 2.476 | 1158.02 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.62 | 0.60 | 0.65 |
Regular | 1080 | BATS:SPY | 60 | 12211.09 | 12211.09 | 0 | 57.01 | 2.529 | 920.84 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.62 | 0.59 | 0.65 |
Regular | 1081 | BATS:SPY | 60 | 10148.23 | 10148.23 | 0 | 47.57 | 2.119 | 1245.32 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.62 |
Regular | 1082 | BATS:SPY | 60 | 10080.32 | 10080.32 | 0 | 51.61 | 2.291 | 1553.4 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.63 |
Regular | 1083 | BATS:SPY | 60 | 8537.19 | 8537.19 | 0 | 50 | 2.045 | 1302.96 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.52 | 0.63 |
Regular | 1084 | BATS:SPY | 60 | 14641.42 | 14641.42 | 0 | 40.67 | 1.232 | 1920.05 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.56 | 0.59 |
Regular | 1085 | BATS:SPY | 60 | 12205.84 | 12205.84 | 0 | 42.81 | 1.239 | 3146.75 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.52 | 0.58 |
Regular | 1086 | BATS:SPY | 60 | 10509.46 | 10509.46 | 0 | 41.45 | 1.248 | 1557.48 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
Regular | 1087 | BATS:SPY | 60 | 11028.21 | 11028.21 | 0 | 40.48 | 1.307 | 1620.62 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.52 | 0.60 |
Regular | 1088 | BATS:SPY | 60 | 12229.11 | 12229.11 | 0 | 42.27 | 1.399 | 1550.82 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.60 |
Regular | 1089 | BATS:SPY | 60 | 14744.73 | 14744.73 | 0 | 44.85 | 1.586 | 2029.16 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.60 |
Regular | 1090 | BATS:SPY | 60 | 14135.03 | 14135.03 | 0 | 46.47 | 1.611 | 1608.99 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.61 |
Regular | 1091 | BATS:SPY | 60 | 13343.99 | 13343.99 | 0 | 48.47 | 1.659 | 2051.12 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.61 |
Regular | 1092 | BATS:SPY | 60 | 9559.9 | 9559.9 | 0 | 46.61 | 1.46 | 2931.62 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.60 |
Regular | 1093 | BATS:SPY | 60 | 8000.76 | 8000.76 | 0 | 47.55 | 1.413 | 3014.43 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.48 | 0.60 |
Regular | 1094 | BATS:SPY | 60 | 11121.37 | 11121.37 | 0 | 49.71 | 1.709 | 2612.32 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.61 |
Regular | 1095 | BATS:SPY | 60 | 11336.94 | 11336.94 | 0 | 51.01 | 1.844 | 3194.85 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.61 |
Regular | 1096 | BATS:SPY | 60 | 10863.84 | 10863.84 | 0 | 52.21 | 1.906 | 2741.85 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.62 |
Regular | 1097 | BATS:SPY | 60 | 12517.65 | 12517.65 | 0 | 53.85 | 2.312 | 1683.11 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
Regular | 1098 | BATS:SPY | 60 | 11685.71 | 11685.71 | 0 | 53.7 | 2.266 | 1456.73 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.64 |
Regular | 1099 | BATS:SPY | 60 | 11117.35 | 11117.35 | 0 | 50.53 | 2.167 | 2380.09 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
Regular | 1100 | BATS:SPY | 60 | 11260.82 | 11260.82 | 0 | 51.72 | 2.525 | 1755.06 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.55 | 0.63 |
Regular | 1101 | BATS:SPY | 60 | 10549.46 | 10549.46 | 0 | 51.22 | 2.494 | 1022.96 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.55 | 0.64 |
Regular | 1102 | BATS:SPY | 60 | 10720.89 | 10720.89 | 0 | 50.67 | 2.75 | 891.1 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.64 |
Regular | 1103 | BATS:SPY | 60 | 15973.41 | 15973.41 | 0 | 40.8 | 1.256 | 2026.04 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.58 | 0.57 | 0.59 |
Regular | 1104 | BATS:SPY | 60 | 11659.02 | 11659.02 | 0 | 42.1 | 1.222 | 2445.14 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.52 | 0.59 |
Regular | 1105 | BATS:SPY | 60 | 11088.14 | 11088.14 | 0 | 41.56 | 1.261 | 1650.63 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1106 | BATS:SPY | 60 | 12017.1 | 12017.1 | 0 | 41.27 | 1.331 | 1727.99 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.60 |
Regular | 1107 | BATS:SPY | 60 | 14093.78 | 14093.78 | 0 | 42.68 | 1.462 | 2303.91 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.55 | 0.59 |
Regular | 1108 | BATS:SPY | 60 | 14914.68 | 14914.68 | 0 | 44.89 | 1.594 | 1928.8 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.60 |
Regular | 1109 | BATS:SPY | 60 | 13129.55 | 13129.55 | 0 | 45.89 | 1.542 | 1656.29 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.61 |
Regular | 1110 | BATS:SPY | 60 | 10563.44 | 10563.44 | 0 | 46.13 | 1.462 | 2333.5 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1111 | BATS:SPY | 60 | 9209.34 | 9209.34 | 0 | 48.07 | 1.436 | 2573.95 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
Regular | 1112 | BATS:SPY | 60 | 8213.8 | 8213.8 | 0 | 47.12 | 1.392 | 2922.74 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
Regular | 1113 | BATS:SPY | 60 | 9661.18 | 9661.18 | 0 | 49.71 | 1.557 | 3372.61 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
Regular | 1114 | BATS:SPY | 60 | 12061.97 | 12061.97 | 0 | 52.38 | 1.878 | 2622.07 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
Regular | 1115 | BATS:SPY | 60 | 12367.05 | 12367.05 | 0 | 54.89 | 1.961 | 2344.46 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.63 |
Regular | 1116 | BATS:SPY | 60 | 13213.51 | 13213.51 | 0 | 56.14 | 2.327 | 1761.58 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.61 | 0.59 | 0.64 |
Regular | 1117 | BATS:SPY | 60 | 11133.91 | 11133.91 | 0 | 50.48 | 2.128 | 1670.46 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
Regular | 1118 | BATS:SPY | 60 | 12113.19 | 12113.19 | 0 | 53.76 | 2.432 | 1430.28 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.64 |
Regular | 1119 | BATS:SPY | 60 | 12638.69 | 12638.69 | 0 | 53.57 | 2.93 | 1460.25 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.61 | 0.58 | 0.64 |
Regular | 1120 | BATS:SPY | 60 | 12224.81 | 12224.81 | 0 | 50 | 2.809 | 1741.02 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
Regular | 1121 | BATS:SPY | 60 | 10614.01 | 10614.01 | 0 | 50.67 | 2.584 | 977.79 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.59 | 0.55 | 0.64 |
Regular | 1122 | BATS:SPY | 60 | 17269.35 | 17269.35 | 0 | 40.97 | 1.279 | 2385.03 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.59 | 0.59 |
Regular | 1123 | BATS:SPY | 60 | 13996.21 | 13996.21 | 0 | 42.54 | 1.271 | 2240.49 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.57 | 0.55 | 0.59 |
Regular | 1124 | BATS:SPY | 60 | 11049.11 | 11049.11 | 0 | 41.49 | 1.261 | 1728.94 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.52 | 0.60 |
Regular | 1125 | BATS:SPY | 60 | 11088.81 | 11088.81 | 0 | 41.67 | 1.3 | 1767.23 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1126 | BATS:SPY | 60 | 14470.36 | 14470.36 | 0 | 42.44 | 1.465 | 1998.89 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.60 |
Regular | 1127 | BATS:SPY | 60 | 13795.16 | 13795.16 | 0 | 43.24 | 1.518 | 1880.43 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.60 |
Regular | 1128 | BATS:SPY | 60 | 13301.77 | 13301.77 | 0 | 45.22 | 1.543 | 1714 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.61 |
Regular | 1129 | BATS:SPY | 60 | 10861.53 | 10861.53 | 0 | 45.99 | 1.455 | 2305.16 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1130 | BATS:SPY | 60 | 10220.13 | 10220.13 | 0 | 48.03 | 1.479 | 2699.46 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1131 | BATS:SPY | 60 | 9398.67 | 9398.67 | 0 | 48.02 | 1.451 | 3061.6 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
Regular | 1132 | BATS:SPY | 60 | 8132.22 | 8132.22 | 0 | 49.15 | 1.417 | 3787.99 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.59 |
Regular | 1133 | BATS:SPY | 60 | 13783.91 | 13783.91 | 0 | 54.55 | 1.983 | 3033.02 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.62 |
Regular | 1134 | BATS:SPY | 60 | 12470.24 | 12470.24 | 0 | 56.92 | 1.939 | 2034.15 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.64 |
Regular | 1135 | BATS:SPY | 60 | 10673.35 | 10673.35 | 0 | 51.28 | 1.839 | 2114.74 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
Regular | 1136 | BATS:SPY | 60 | 10843.56 | 10843.56 | 0 | 51.89 | 2.048 | 1609.56 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.55 | 0.63 |
Regular | 1137 | BATS:SPY | 60 | 12867.68 | 12867.68 | 0 | 54.84 | 2.545 | 1341.68 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.61 | 0.59 | 0.64 |
Regular | 1138 | BATS:SPY | 60 | 13476.35 | 13476.35 | 0 | 51.19 | 2.944 | 1756.95 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.63 |
Regular | 1139 | BATS:SPY | 60 | 12409.54 | 12409.54 | 0 | 53.25 | 2.811 | 1668.59 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.64 |
Regular | 1140 | BATS:SPY | 60 | 10090.21 | 10090.21 | 0 | 50.67 | 2.354 | 1573.25 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.63 |
Regular | 1141 | BATS:SPY | 60 | 17440.95 | 17440.95 | 0 | 40.85 | 1.28 | 2460.74 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.59 | 0.59 | 0.59 |
Regular | 1142 | BATS:SPY | 60 | 14545.61 | 14545.61 | 0 | 43.11 | 1.284 | 2301.78 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.59 |
Regular | 1143 | BATS:SPY | 60 | 11282.73 | 11282.73 | 0 | 41.08 | 1.267 | 1685.68 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1144 | BATS:SPY | 60 | 11072.84 | 11072.84 | 0 | 41.54 | 1.292 | 1735.04 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
Regular | 1145 | BATS:SPY | 60 | 16642.39 | 16642.39 | 0 | 42.14 | 1.55 | 1793.56 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.59 | 0.59 | 0.60 |
Regular | 1146 | BATS:SPY | 60 | 14890.18 | 14890.18 | 0 | 43.65 | 1.568 | 1473.7 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.59 | 0.58 | 0.61 |
Regular | 1147 | BATS:SPY | 60 | 13777.26 | 13777.26 | 0 | 44.3 | 1.549 | 1647.73 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.61 |
Regular | 1148 | BATS:SPY | 60 | 10473.59 | 10473.59 | 0 | 44.65 | 1.432 | 2374.19 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
Regular | 1149 | BATS:SPY | 60 | 9455.99 | 9455.99 | 0 | 47.44 | 1.414 | 2643.84 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
Regular | 1150 | BATS:SPY | 60 | 8713.97 | 8713.97 | 0 | 48.02 | 1.397 | 3375.64 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.59 |
Regular | 1151 | BATS:SPY | 60 | 8902.87 | 8902.87 | 0 | 48.88 | 1.45 | 3146.21 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.60 |
Regular | 1152 | BATS:SPY | 60 | 12924.98 | 12924.98 | 0 | 55.48 | 1.833 | 3344 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
Regular | 1153 | BATS:SPY | 60 | 12794.76 | 12794.76 | 0 | 54.33 | 1.974 | 1921.26 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
Regular | 1154 | BATS:SPY | 60 | 10304.35 | 10304.35 | 0 | 52.99 | 1.769 | 2110.98 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
Regular | 1155 | BATS:SPY | 60 | 10606.21 | 10606.21 | 0 | 52.83 | 1.901 | 1788.76 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.63 |
Regular | 1156 | BATS:SPY | 60 | 12466.85 | 12466.85 | 0 | 54.26 | 2.364 | 1531.7 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.64 |
Regular | 1157 | BATS:SPY | 60 | 14055.14 | 14055.14 | 0 | 57.14 | 2.946 | 1522.25 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.63 | 0.61 | 0.65 |
Regular | 1158 | BATS:SPY | 60 | 11205.92 | 11205.92 | 0 | 52.5 | 2.343 | 2424.61 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
Regular | 1159 | BATS:SPY | 60 | 10298.73 | 10298.73 | 0 | 49.32 | 2.385 | 1556.36 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
Regular | 1160 | BATS:SPY | 60 | 15995.3 | 15995.3 | 0 | 40.54 | 1.253 | 2448.48 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.58 | 0.57 | 0.59 |
Regular | 1161 | BATS:SPY | 60 | 14625 | 14625 | 0 | 42.51 | 1.289 | 2044.01 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.60 |
Regular | 1162 | BATS:SPY | 60 | 10978.99 | 10978.99 | 0 | 40.71 | 1.254 | 1702.76 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.52 | 0.59 |
Regular | 1163 | BATS:SPY | 60 | 12250.32 | 12250.32 | 0 | 40.54 | 1.322 | 1586.26 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.60 |
Regular | 1164 | BATS:SPY | 60 | 16370.63 | 16370.63 | 0 | 41.39 | 1.528 | 1797.89 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.59 | 0.58 | 0.60 |
Regular | 1165 | BATS:SPY | 60 | 16047.55 | 16047.55 | 0 | 43.8 | 1.62 | 1469.79 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.59 | 0.61 |
Regular | 1166 | BATS:SPY | 60 | 12672.45 | 12672.45 | 0 | 43.34 | 1.485 | 1570.02 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.57 | 0.55 | 0.60 |
Regular | 1167 | BATS:SPY | 60 | 9672.56 | 9672.56 | 0 | 44.53 | 1.391 | 2297.95 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
Regular | 1168 | BATS:SPY | 60 | 11536.6 | 11536.6 | 0 | 48.05 | 1.512 | 2533.48 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.61 |
Regular | 1169 | BATS:SPY | 60 | 9834.69 | 9834.69 | 0 | 47.24 | 1.456 | 3276.02 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
Regular | 1170 | BATS:SPY | 60 | 8202.91 | 8202.91 | 0 | 49.16 | 1.394 | 3205.92 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
Regular | 1171 | BATS:SPY | 60 | 12262.26 | 12262.26 | 0 | 53.06 | 1.752 | 3098.83 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
Regular | 1172 | BATS:SPY | 60 | 12257.65 | 12257.65 | 0 | 53.13 | 1.907 | 2374.8 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
Regular | 1173 | BATS:SPY | 60 | 11094.62 | 11094.62 | 0 | 54.78 | 1.839 | 2314.6 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.63 |
Regular | 1174 | BATS:SPY | 60 | 10454.71 | 10454.71 | 0 | 53.27 | 1.845 | 2251.69 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
Regular | 1175 | BATS:SPY | 60 | 11732.65 | 11732.65 | 0 | 53.68 | 2.178 | 1545.84 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
Regular | 1176 | BATS:SPY | 60 | 13417.27 | 13417.27 | 0 | 58.82 | 2.699 | 1714.07 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.62 | 0.60 | 0.65 |
Regular | 1177 | BATS:SPY | 60 | 12211.45 | 12211.45 | 0 | 53.16 | 2.491 | 2346.05 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
Regular | 1178 | BATS:SPY | 60 | 11539.84 | 11539.84 | 0 | 52.05 | 2.516 | 2091.31 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.59 | 0.55 | 0.63 |
Regular | 1179 | BATS:SPY | 60 | 15168.86 | 15168.86 | 0 | 40.36 | 1.239 | 2447.53 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.56 | 0.59 |
Regular | 1180 | BATS:SPY | 60 | 13324.03 | 13324.03 | 0 | 42.64 | 1.259 | 2329.48 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.59 |
Regular | 1181 | BATS:SPY | 60 | 11710.61 | 11710.61 | 0 | 41.35 | 1.272 | 1810.49 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.60 |
Regular | 1182 | BATS:SPY | 60 | 12134.11 | 12134.11 | 0 | 40.64 | 1.318 | 1789.67 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.59 |
Regular | 1183 | BATS:SPY | 60 | 15380.86 | 15380.86 | 0 | 41.63 | 1.492 | 1545.97 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.59 | 0.58 | 0.60 |
Regular | 1184 | BATS:SPY | 60 | 15907.57 | 15907.57 | 0 | 42.86 | 1.609 | 1618.37 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.59 | 0.58 | 0.60 |
Regular | 1185 | BATS:SPY | 60 | 13055.53 | 13055.53 | 0 | 44.41 | 1.509 | 1680.22 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
Regular | 1186 | BATS:SPY | 60 | 10035.89 | 10035.89 | 0 | 43.96 | 1.407 | 2276.52 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
Regular | 1187 | BATS:SPY | 60 | 12393.83 | 12393.83 | 0 | 47.6 | 1.562 | 2551.72 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.60 |
Regular | 1188 | BATS:SPY | 60 | 9604.03 | 9604.03 | 0 | 46.5 | 1.436 | 3241.59 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
Regular | 1189 | BATS:SPY | 60 | 8976.99 | 8976.99 | 0 | 49.72 | 1.432 | 3157.9 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
Regular | 1190 | BATS:SPY | 60 | 10961.22 | 10961.22 | 0 | 53.38 | 1.62 | 3140.31 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.61 |
Regular | 1191 | BATS:SPY | 60 | 13603.4 | 13603.4 | 0 | 54.33 | 2.021 | 2007.42 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.63 |
Regular | 1192 | BATS:SPY | 60 | 11683.99 | 11683.99 | 0 | 56.52 | 1.916 | 1861.16 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.64 |
Regular | 1193 | BATS:SPY | 60 | 11789.12 | 11789.12 | 0 | 54.81 | 1.991 | 2319.61 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
Regular | 1194 | BATS:SPY | 60 | 12687.62 | 12687.62 | 0 | 54.84 | 2.275 | 1758.47 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.64 |
Regular | 1195 | BATS:SPY | 60 | 12653.82 | 12653.82 | 0 | 56.98 | 2.425 | 1777.9 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.61 | 0.58 | 0.64 |
Regular | 1196 | BATS:SPY | 60 | 13175.3 | 13175.3 | 0 | 57.14 | 2.694 | 1769.39 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.62 | 0.59 | 0.64 |
Regular | 1197 | BATS:SPY | 60 | 11632.65 | 11632.65 | 0 | 52.05 | 2.504 | 1850.4 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
All | 1198 | BATS:SPY | 60 | -2002.62 | 8988.95 | -10991.57 | 36.11 | 0.988 | 10775.92 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.35 | 0.37 | 0.33 |
All | 1199 | BATS:SPY | 60 | 5209.6 | 13007.27 | -7797.67 | 37.68 | 1.04 | 7899.25 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.41 |
All | 1200 | BATS:SPY | 60 | 4748.84 | 12723.88 | -7975.04 | 37.73 | 1.044 | 6224.03 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
All | 1201 | BATS:SPY | 60 | -1451.72 | 9124.78 | -10576.5 | 36.27 | 0.984 | 8362.56 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.36 |
All | 1202 | BATS:SPY | 60 | -6356.6 | 6314.76 | -12671.36 | 36.61 | 0.924 | 10317.41 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.33 | 0.35 | 0.31 |
All | 1203 | BATS:SPY | 60 | -1944.75 | 8854.48 | -10799.23 | 37.71 | 0.974 | 5642.12 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
All | 1204 | BATS:SPY | 60 | -702.65 | 9638.04 | -10340.69 | 38.03 | 0.99 | 4214.74 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.46 | 0.42 |
All | 1205 | BATS:SPY | 60 | 2385.21 | 11126.89 | -8741.68 | 39.87 | 1.04 | 5849.79 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
All | 1206 | BATS:SPY | 60 | 2559.34 | 11321.23 | -8761.89 | 38.67 | 1.047 | 5339.08 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.47 | 0.43 |
All | 1207 | BATS:SPY | 60 | -2060.61 | 8736.66 | -10797.27 | 37.65 | 0.96 | 8543.61 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.36 |
All | 1208 | BATS:SPY | 60 | -2385.3 | 8694.41 | -11079.71 | 37.29 | 0.951 | 6979.68 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.37 |
All | 1209 | BATS:SPY | 60 | 3869.53 | 12524.78 | -8655.25 | 37.99 | 1.089 | 4102.9 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.44 |
All | 1210 | BATS:SPY | 60 | 1467.58 | 11055.82 | -9588.24 | 37.66 | 1.036 | 4184.65 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.43 |
All | 1211 | BATS:SPY | 60 | 2597.37 | 11797.95 | -9200.58 | 38.22 | 1.066 | 4080.1 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
All | 1212 | BATS:SPY | 60 | 4788.5 | 13028.81 | -8240.31 | 38.83 | 1.128 | 3875.43 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.45 |
All | 1213 | BATS:SPY | 60 | 5226.97 | 13429.93 | -8202.96 | 38.82 | 1.145 | 4410.62 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.45 |
All | 1214 | BATS:SPY | 60 | 2188.09 | 11814.59 | -9626.5 | 39.1 | 1.062 | 4290.59 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
All | 1215 | BATS:SPY | 60 | 1117.42 | 11217.49 | -10100.07 | 39.86 | 1.032 | 6029.2 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.43 | 0.47 | 0.40 |
All | 1216 | BATS:SPY | 60 | -1550.02 | 9709.17 | -11259.19 | 38.89 | 0.955 | 5374.52 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.39 |
All | 1217 | BATS:SPY | 60 | 1753.46 | 10918.24 | -9164.78 | 36.56 | 1.011 | 8208.52 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.38 |
All | 1218 | BATS:SPY | 60 | 7350.87 | 14165.7 | -6814.83 | 37.5 | 1.056 | 7202.23 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.43 |
All | 1219 | BATS:SPY | 60 | 4480.14 | 12461.91 | -7981.77 | 37.74 | 1.041 | 7482.91 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.41 |
All | 1220 | BATS:SPY | 60 | -1358.77 | 9110.11 | -10468.88 | 36.74 | 0.985 | 6782.05 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.38 |
All | 1221 | BATS:SPY | 60 | -3063.24 | 8244.98 | -11308.22 | 36.55 | 0.963 | 7284.52 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.36 |
All | 1222 | BATS:SPY | 60 | -1303.95 | 9154.63 | -10458.58 | 38.12 | 0.982 | 6602.09 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
All | 1223 | BATS:SPY | 60 | 2351.24 | 11065.45 | -8714.21 | 39.03 | 1.037 | 3181.97 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.47 | 0.49 | 0.45 |
All | 1224 | BATS:SPY | 60 | -925.63 | 9405.88 | -10331.51 | 38.71 | 0.985 | 5710.65 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.40 |
All | 1225 | BATS:SPY | 60 | -5371.62 | 7072.1 | -12443.72 | 37.03 | 0.906 | 7091.23 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.37 | 0.39 | 0.35 |
All | 1226 | BATS:SPY | 60 | -1634.35 | 8947.69 | -10582.04 | 36.76 | 0.967 | 7784.37 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.39 | 0.41 | 0.37 |
All | 1227 | BATS:SPY | 60 | -1098.25 | 9376.85 | -10475.1 | 36.77 | 0.976 | 6505.46 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.38 |
All | 1228 | BATS:SPY | 60 | -5442.88 | 6816.04 | -12258.92 | 35.93 | 0.88 | 9423.42 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.34 | 0.36 | 0.32 |
All | 1229 | BATS:SPY | 60 | 1824.47 | 11465.69 | -9641.22 | 36.1 | 1.045 | 4467.29 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
All | 1230 | BATS:SPY | 60 | 3021.42 | 12297.43 | -9276.01 | 37.57 | 1.078 | 5347.63 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
All | 1231 | BATS:SPY | 60 | 2285.05 | 11853.28 | -9568.23 | 39.26 | 1.062 | 5575.92 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.41 |
All | 1232 | BATS:SPY | 60 | 3687.7 | 12484.68 | -8796.98 | 40.97 | 1.11 | 5652.34 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.49 | 0.43 |
All | 1233 | BATS:SPY | 60 | 2745.32 | 11957.82 | -9212.5 | 38.93 | 1.086 | 5840.52 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
All | 1234 | BATS:SPY | 60 | -2903.46 | 8889.6 | -11793.06 | 35.97 | 0.915 | 7816.48 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.35 |
All | 1235 | BATS:SPY | 60 | -6107.19 | 7032.78 | -13139.97 | 36.29 | 0.82 | 7977.35 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.35 | 0.38 | 0.33 |
All | 1236 | BATS:SPY | 60 | 976.61 | 10409.32 | -9432.71 | 36.64 | 1.006 | 8676.16 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.37 |
All | 1237 | BATS:SPY | 60 | 4177.53 | 12478.99 | -8301.46 | 37.09 | 1.032 | 8048.6 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.40 |
All | 1238 | BATS:SPY | 60 | 2603.77 | 11535.49 | -8931.72 | 37.52 | 1.024 | 7807.85 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.39 |
All | 1239 | BATS:SPY | 60 | -3522.29 | 7887.66 | -11409.95 | 37.61 | 0.963 | 8226.62 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.37 | 0.39 | 0.35 |
All | 1240 | BATS:SPY | 60 | -2625.4 | 8571.67 | -11197.07 | 36.7 | 0.969 | 6377.26 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.38 |
All | 1241 | BATS:SPY | 60 | 2332 | 11124.16 | -8792.16 | 38.06 | 1.033 | 5540.25 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
All | 1242 | BATS:SPY | 60 | 1090.53 | 10407.07 | -9316.54 | 38 | 1.017 | 3584.4 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.46 | 0.48 | 0.44 |
All | 1243 | BATS:SPY | 60 | -3795.49 | 7791.1 | -11586.59 | 38.07 | 0.94 | 7027.25 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.37 |
All | 1244 | BATS:SPY | 60 | -1078.11 | 9450.72 | -10528.83 | 37.45 | 0.981 | 4898.22 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.40 |
All | 1245 | BATS:SPY | 60 | -1897.04 | 8828.27 | -10725.31 | 36.3 | 0.963 | 7762.74 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.36 |
All | 1246 | BATS:SPY | 60 | -822.23 | 9481.86 | -10304.09 | 36.45 | 0.983 | 6960.93 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.38 |
All | 1247 | BATS:SPY | 60 | -7511.98 | 5661.7 | -13173.68 | 35.68 | 0.842 | 11801.87 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.30 | 0.32 | 0.28 |
All | 1248 | BATS:SPY | 60 | -946.93 | 9880.54 | -10827.47 | 36.63 | 0.977 | 5372.26 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.39 |
All | 1249 | BATS:SPY | 60 | -389.9 | 10255.49 | -10645.39 | 37.29 | 0.99 | 5611.34 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.39 |
All | 1250 | BATS:SPY | 60 | 2731.37 | 12085.22 | -9353.85 | 38.58 | 1.074 | 6436.52 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
All | 1251 | BATS:SPY | 60 | 2762.11 | 12194.88 | -9432.77 | 38.54 | 1.078 | 7564.62 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.46 | 0.39 |
All | 1252 | BATS:SPY | 60 | -3971.35 | 8305.24 | -12276.59 | 36.1 | 0.889 | 8535.84 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.36 | 0.39 | 0.33 |
All | 1253 | BATS:SPY | 60 | -2163.43 | 9159.16 | -11322.59 | 39 | 0.934 | 7588.64 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.36 |
All | 1254 | BATS:SPY | 60 | -1273.32 | 9726.88 | -11000.2 | 38.01 | 0.959 | 6857.13 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.38 |
All | 1255 | BATS:SPY | 60 | 4034.63 | 12231.93 | -8197.3 | 36.83 | 1.025 | 6277.02 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
All | 1256 | BATS:SPY | 60 | 4954.41 | 12890.65 | -7936.24 | 37.52 | 1.038 | 8575.12 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.40 |
All | 1257 | BATS:SPY | 60 | 3386.95 | 12057.52 | -8670.57 | 37.83 | 1.031 | 8537.6 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
All | 1258 | BATS:SPY | 60 | -1244.92 | 9212.95 | -10457.87 | 36.97 | 0.987 | 6419.09 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
All | 1259 | BATS:SPY | 60 | -875.82 | 9567.38 | -10443.2 | 37.46 | 0.99 | 4913.98 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.40 |
All | 1260 | BATS:SPY | 60 | -486.85 | 9674.26 | -10161.11 | 38.17 | 0.993 | 6740.73 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
All | 1261 | BATS:SPY | 60 | 587.27 | 10222.26 | -9634.99 | 38.5 | 1.009 | 4634.33 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
All | 1262 | BATS:SPY | 60 | -286.24 | 9832.01 | -10118.25 | 37.14 | 0.995 | 4468.47 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.46 | 0.41 |
All | 1263 | BATS:SPY | 60 | -432.4 | 9775 | -10207.4 | 37.81 | 0.992 | 6685.96 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
All | 1264 | BATS:SPY | 60 | 264.28 | 10132.06 | -9867.78 | 36.38 | 1.005 | 6410.38 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
All | 1265 | BATS:SPY | 60 | -828.74 | 9625.16 | -10453.9 | 37.09 | 0.983 | 8711.2 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.36 |
All | 1266 | BATS:SPY | 60 | -5434.42 | 7002.76 | -12437.18 | 36.68 | 0.884 | 10569.29 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.33 | 0.35 | 0.31 |
All | 1267 | BATS:SPY | 60 | 3201.53 | 12080.08 | -8878.55 | 37.63 | 1.08 | 5204.32 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
All | 1268 | BATS:SPY | 60 | 1033.31 | 11052.53 | -10019.22 | 37.43 | 1.026 | 4830.34 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
All | 1269 | BATS:SPY | 60 | 2548.57 | 12037.82 | -9489.25 | 38.89 | 1.067 | 6413.68 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.40 |
All | 1270 | BATS:SPY | 60 | -1634.71 | 9679.17 | -11313.88 | 36.7 | 0.956 | 8913.53 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.34 |
All | 1271 | BATS:SPY | 60 | -4077.73 | 8284.27 | -12362 | 35.74 | 0.888 | 8544.62 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.36 | 0.39 | 0.33 |
All | 1272 | BATS:SPY | 60 | -4138.39 | 8132.41 | -12270.8 | 37.05 | 0.88 | 7314.7 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.35 |
All | 1273 | BATS:SPY | 60 | 1181.31 | 11118.86 | -9937.55 | 40 | 1.04 | 6184.63 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.46 | 0.40 |
All | 1274 | BATS:SPY | 60 | 5679.95 | 13287.99 | -7608.04 | 36.85 | 1.035 | 6580.32 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
All | 1275 | BATS:SPY | 60 | 5076.76 | 12985.37 | -7908.61 | 37.48 | 1.039 | 9282.05 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.39 |
All | 1276 | BATS:SPY | 60 | 626.41 | 10495.31 | -9868.9 | 37.9 | 1.006 | 9124.4 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.36 |
All | 1277 | BATS:SPY | 60 | -1711.29 | 9068.96 | -10780.25 | 36.67 | 0.982 | 6291.83 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.38 |
All | 1278 | BATS:SPY | 60 | -1524 | 9248.97 | -10772.97 | 37.22 | 0.982 | 6110.96 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.39 |
All | 1279 | BATS:SPY | 60 | -664.72 | 9857.88 | -10522.6 | 37.72 | 0.991 | 6658.3 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.38 |
All | 1280 | BATS:SPY | 60 | -431.23 | 9904.43 | -10335.66 | 38.37 | 0.994 | 4219.09 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
All | 1281 | BATS:SPY | 60 | -2257.09 | 8818.07 | -11075.16 | 36.87 | 0.963 | 5030.96 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.39 |
All | 1282 | BATS:SPY | 60 | -2975.69 | 8413.8 | -11389.49 | 37.52 | 0.948 | 7642.22 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.36 |
All | 1283 | BATS:SPY | 60 | -2254.83 | 8914.06 | -11168.89 | 36.44 | 0.957 | 9120.59 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.37 | 0.39 | 0.34 |
All | 1284 | BATS:SPY | 60 | -2851.01 | 8645.93 | -11496.94 | 36.66 | 0.943 | 8581.82 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.35 |
All | 1285 | BATS:SPY | 60 | -5867.51 | 6835.18 | -12702.69 | 37.44 | 0.877 | 11070.16 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.32 | 0.35 | 0.30 |
All | 1286 | BATS:SPY | 60 | 2350.83 | 11629.12 | -9278.29 | 37.12 | 1.058 | 4970.19 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.48 | 0.42 |
All | 1287 | BATS:SPY | 60 | 1856.41 | 11610.69 | -9754.28 | 37.64 | 1.047 | 5076.15 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.48 | 0.41 |
All | 1288 | BATS:SPY | 60 | -1403.62 | 9856.84 | -11260.46 | 37.39 | 0.964 | 7220.99 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.37 |
All | 1289 | BATS:SPY | 60 | -3529.87 | 8635.61 | -12165.48 | 35.97 | 0.908 | 7762.1 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.34 |
All | 1290 | BATS:SPY | 60 | -3112.19 | 8862.61 | -11974.8 | 36.1 | 0.915 | 7201.81 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.35 |
All | 1291 | BATS:SPY | 60 | -2488.69 | 9193.85 | -11682.54 | 38.37 | 0.926 | 7640.33 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.36 |
All | 1292 | BATS:SPY | 60 | -37.88 | 10664.71 | -10702.59 | 39.37 | 0.999 | 6823.72 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.38 |
All | 1293 | BATS:SPY | 60 | 5817.35 | 13372.15 | -7554.8 | 36.83 | 1.036 | 6827.83 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.47 | 0.42 |
All | 1294 | BATS:SPY | 60 | 6241.77 | 13873.84 | -7632.07 | 37.41 | 1.047 | 9893.13 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.42 | 0.45 | 0.38 |
All | 1295 | BATS:SPY | 60 | -142.21 | 10121.41 | -10263.62 | 37.5 | 0.999 | 9294.03 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.36 |
All | 1296 | BATS:SPY | 60 | -883.08 | 9667.25 | -10550.33 | 36.65 | 0.991 | 6071.15 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
All | 1297 | BATS:SPY | 60 | -1215.12 | 9408.9 | -10624.02 | 37.19 | 0.985 | 5946.18 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
All | 1298 | BATS:SPY | 60 | -770.91 | 9850.39 | -10621.3 | 37.64 | 0.99 | 6309.83 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
All | 1299 | BATS:SPY | 60 | 1294.92 | 11086.1 | -9791.18 | 38.14 | 1.019 | 4851.99 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.42 |
All | 1300 | BATS:SPY | 60 | -3142.08 | 8545.89 | -11687.97 | 36.65 | 0.949 | 5596.01 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.38 |
All | 1301 | BATS:SPY | 60 | -3319.54 | 8392.65 | -11712.19 | 36.4 | 0.942 | 7472.8 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.35 |
All | 1302 | BATS:SPY | 60 | -1593.51 | 9295.92 | -10889.43 | 37.06 | 0.97 | 9027.34 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.35 |
All | 1303 | BATS:SPY | 60 | -3624.11 | 8264.93 | -11889.04 | 36.9 | 0.928 | 9668.42 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.35 | 0.38 | 0.33 |
All | 1304 | BATS:SPY | 60 | -865.07 | 9731.89 | -10596.96 | 37.89 | 0.981 | 8285.97 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.36 |
All | 1305 | BATS:SPY | 60 | -794.38 | 10040.06 | -10834.44 | 36.25 | 0.982 | 8316.55 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.36 |
All | 1306 | BATS:SPY | 60 | 3194.18 | 12399.85 | -9205.67 | 37.85 | 1.08 | 5113.97 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.49 | 0.42 |
All | 1307 | BATS:SPY | 60 | -1481.48 | 9787.13 | -11268.61 | 36.78 | 0.962 | 6415.74 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.40 | 0.44 | 0.37 |
All | 1308 | BATS:SPY | 60 | -2303.55 | 9531.13 | -11834.68 | 36.79 | 0.939 | 6573.66 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.36 |
All | 1309 | BATS:SPY | 60 | -7304.73 | 6729.61 | -14034.34 | 34.63 | 0.813 | 10069.95 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.32 | 0.35 | 0.29 |
All | 1310 | BATS:SPY | 60 | -3730.34 | 8663.97 | -12394.31 | 36.95 | 0.894 | 7134.34 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.35 |
All | 1311 | BATS:SPY | 60 | -1344.02 | 9977.81 | -11321.83 | 39.82 | 0.959 | 7909.66 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.39 | 0.43 | 0.36 |
All | 1312 | BATS:SPY | 60 | 5152.41 | 13071.09 | -7918.68 | 36.75 | 1.032 | 6954.89 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
All | 1313 | BATS:SPY | 60 | 5904.32 | 13690.69 | -7786.37 | 37.49 | 1.045 | 10820.42 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.37 |
All | 1314 | BATS:SPY | 60 | -898.54 | 9735.74 | -10634.28 | 37.43 | 0.992 | 9654.87 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.37 | 0.40 | 0.35 |
All | 1315 | BATS:SPY | 60 | -651.89 | 9833.74 | -10485.63 | 36.97 | 0.993 | 6616.27 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.38 |
All | 1316 | BATS:SPY | 60 | -3329.75 | 8294.29 | -11624.04 | 37.37 | 0.961 | 7352.55 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.36 |
All | 1317 | BATS:SPY | 60 | -2471.79 | 8890.2 | -11361.99 | 37.15 | 0.967 | 7081.8 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.37 |
All | 1318 | BATS:SPY | 60 | 1263.01 | 11171.21 | -9908.2 | 37.77 | 1.019 | 4779.35 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.41 |
All | 1319 | BATS:SPY | 60 | -2657.89 | 8789.42 | -11447.31 | 36.65 | 0.957 | 6243.89 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.37 |
All | 1320 | BATS:SPY | 60 | -1189.18 | 9666.41 | -10855.59 | 36.59 | 0.979 | 5870.17 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.41 | 0.44 | 0.39 |
All | 1321 | BATS:SPY | 60 | -1200.19 | 9518.01 | -10718.2 | 38.06 | 0.977 | 8235.22 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.39 | 0.41 | 0.36 |
All | 1322 | BATS:SPY | 60 | -5147.63 | 7338.84 | -12486.47 | 36.43 | 0.898 | 10908.22 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.33 | 0.35 | 0.30 |
All | 1323 | BATS:SPY | 60 | -2583.47 | 8837.17 | -11420.64 | 37.17 | 0.945 | 9056.71 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.37 | 0.39 | 0.34 |
All | 1324 | BATS:SPY | 60 | 366.16 | 10657.64 | -10291.48 | 37 | 1.008 | 8540.54 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.39 | 0.42 | 0.36 |
All | 1325 | BATS:SPY | 60 | 5138.51 | 13275.41 | -8136.9 | 39.19 | 1.131 | 4487.97 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.51 | 0.45 |
All | 1326 | BATS:SPY | 60 | -425.69 | 10364.72 | -10790.41 | 37 | 0.989 | 6128.65 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.41 | 0.45 | 0.38 |
All | 1327 | BATS:SPY | 60 | 1331.26 | 11472.97 | -10141.71 | 38.06 | 1.037 | 5516.92 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.44 | 0.47 | 0.40 |
All | 1328 | BATS:SPY | 60 | -4869.04 | 8095 | -12964.04 | 36.36 | 0.872 | 9002.25 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.35 | 0.38 | 0.32 |
All | 1329 | BATS:SPY | 60 | -3071.66 | 9067.15 | -12138.81 | 38.06 | 0.912 | 7794.02 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.38 | 0.41 | 0.35 |
All | 1330 | BATS:SPY | 60 | -1559.85 | 9905.25 | -11465.1 | 39.46 | 0.952 | 7499.25 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.43 | 0.37 |
All | 1331 | BATS:SPY | 60 | -10422.04 | 0 | -10422.04 | 32.64 | 0.868 | 11446.7 | Key Value: 1 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1332 | BATS:SPY | 60 | -7263.6 | 0 | -7263.6 | 33.54 | 0.884 | 9716.07 | Key Value: 1.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
All | 1333 | BATS:SPY | 60 | -7442.19 | 0 | -7442.19 | 31.85 | 0.864 | 10679.59 | Key Value: 2 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.36 |
All | 1334 | BATS:SPY | 60 | -10222.55 | 0 | -10222.55 | 30.03 | 0.792 | 12353.32 | Key Value: 2.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
All | 1335 | BATS:SPY | 60 | -12565.88 | 0 | -12565.88 | 29.82 | 0.725 | 13697.26 | Key Value: 3 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.23 | 0.21 | 0.25 |
All | 1336 | BATS:SPY | 60 | -10530.61 | 0 | -10530.61 | 30.61 | 0.741 | 11214.35 | Key Value: 3.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1337 | BATS:SPY | 60 | -9901.54 | 0 | -9901.54 | 30.39 | 0.73 | 10311.3 | Key Value: 4 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.33 |
All | 1338 | BATS:SPY | 60 | -8581.83 | 0 | -8581.83 | 30.43 | 0.743 | 9232.81 | Key Value: 4.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.36 |
All | 1339 | BATS:SPY | 60 | -8564.44 | 0 | -8564.44 | 29.43 | 0.73 | 9129.06 | Key Value: 5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.36 |
All | 1340 | BATS:SPY | 60 | -10812.38 | 0 | -10812.38 | 29.46 | 0.651 | 11218.15 | Key Value: 5.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.30 |
All | 1341 | BATS:SPY | 60 | -10833.15 | 0 | -10833.15 | 28.87 | 0.63 | 11036.05 | Key Value: 6 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.30 |
All | 1342 | BATS:SPY | 60 | -8276.77 | 0 | -8276.77 | 27.17 | 0.679 | 8426.53 | Key Value: 6.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.37 |
All | 1343 | BATS:SPY | 60 | -9205.62 | 0 | -9205.62 | 26.84 | 0.629 | 9424.66 | Key Value: 7 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1344 | BATS:SPY | 60 | -8793.61 | 0 | -8793.61 | 27.88 | 0.634 | 8951.69 | Key Value: 7.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1345 | BATS:SPY | 60 | -7757.26 | 0 | -7757.26 | 28.72 | 0.647 | 8168.32 | Key Value: 8 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
All | 1346 | BATS:SPY | 60 | -7581.09 | 0 | -7581.09 | 28.24 | 0.649 | 8123.24 | Key Value: 8.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
All | 1347 | BATS:SPY | 60 | -8847.28 | 0 | -8847.28 | 27.56 | 0.589 | 9283.63 | Key Value: 9 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1348 | BATS:SPY | 60 | -9366.86 | 0 | -9366.86 | 27.97 | 0.554 | 9708.18 | Key Value: 9.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1349 | BATS:SPY | 60 | -10681.3 | 0 | -10681.3 | 26.67 | 0.508 | 10826.74 | Key Value: 10 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1350 | BATS:SPY | 60 | -8719.53 | 0 | -8719.53 | 33.37 | 0.888 | 9735.87 | Key Value: 1 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.36 |
All | 1351 | BATS:SPY | 60 | -6383.03 | 0 | -6383.03 | 33.93 | 0.897 | 8954.09 | Key Value: 1.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.40 |
All | 1352 | BATS:SPY | 60 | -7604.1 | 0 | -7604.1 | 32.1 | 0.859 | 11403.43 | Key Value: 2 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
All | 1353 | BATS:SPY | 60 | -10171.8 | 0 | -10171.8 | 31.51 | 0.788 | 11372.51 | Key Value: 2.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
All | 1354 | BATS:SPY | 60 | -10933.16 | 0 | -10933.16 | 29.99 | 0.745 | 12312.13 | Key Value: 3 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
All | 1355 | BATS:SPY | 60 | -10100.79 | 0 | -10100.79 | 31.17 | 0.733 | 11250.7 | Key Value: 3.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.32 |
All | 1356 | BATS:SPY | 60 | -8449.1 | 0 | -8449.1 | 31.28 | 0.751 | 9234.52 | Key Value: 4 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.36 |
All | 1357 | BATS:SPY | 60 | -10069.9 | 0 | -10069.9 | 29.59 | 0.705 | 10081.42 | Key Value: 4.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
All | 1358 | BATS:SPY | 60 | -12138.6 | 0 | -12138.6 | 28.25 | 0.623 | 12151.05 | Key Value: 5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.24 | 0.23 | 0.27 |
All | 1359 | BATS:SPY | 60 | -10514.2 | 0 | -10514.2 | 27.61 | 0.64 | 10732.38 | Key Value: 5.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1360 | BATS:SPY | 60 | -10228.66 | 0 | -10228.66 | 27.24 | 0.624 | 10547.86 | Key Value: 6 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1361 | BATS:SPY | 60 | -12256.53 | 0 | -12256.53 | 25.97 | 0.541 | 12593.63 | Key Value: 6.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.23 | 0.21 | 0.26 |
All | 1362 | BATS:SPY | 60 | -9123.89 | 0 | -9123.89 | 25.85 | 0.612 | 9322.13 | Key Value: 7 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1363 | BATS:SPY | 60 | -8507.13 | 0 | -8507.13 | 25.41 | 0.625 | 9216.45 | Key Value: 7.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
All | 1364 | BATS:SPY | 60 | -8818.43 | 0 | -8818.43 | 25.15 | 0.603 | 9240.9 | Key Value: 8 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1365 | BATS:SPY | 60 | -8191.69 | 0 | -8191.69 | 26.39 | 0.609 | 8453 | Key Value: 8.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.36 |
All | 1366 | BATS:SPY | 60 | -8603.85 | 0 | -8603.85 | 26.72 | 0.571 | 8899.13 | Key Value: 9 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1367 | BATS:SPY | 60 | -11078.17 | 0 | -11078.17 | 25.2 | 0.481 | 11097.69 | Key Value: 9.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
All | 1368 | BATS:SPY | 60 | -12608.22 | 0 | -12608.22 | 25.21 | 0.415 | 12781.02 | Key Value: 10 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.22 | 0.21 | 0.25 |
All | 1369 | BATS:SPY | 60 | -9045.73 | 0 | -9045.73 | 33.46 | 0.884 | 10306.72 | Key Value: 1 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1370 | BATS:SPY | 60 | -7747.92 | 0 | -7747.92 | 33.92 | 0.876 | 10503.15 | Key Value: 1.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.37 |
All | 1371 | BATS:SPY | 60 | -8380.67 | 0 | -8380.67 | 32.65 | 0.844 | 11905.68 | Key Value: 2 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.34 |
All | 1372 | BATS:SPY | 60 | -11020.59 | 0 | -11020.59 | 32.78 | 0.77 | 12723.58 | Key Value: 2.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.29 |
All | 1373 | BATS:SPY | 60 | -10798.28 | 0 | -10798.28 | 30.74 | 0.747 | 12386.66 | Key Value: 3 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.29 |
All | 1374 | BATS:SPY | 60 | -8518.51 | 0 | -8518.51 | 30.73 | 0.768 | 10204.73 | Key Value: 3.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1375 | BATS:SPY | 60 | -8995.16 | 0 | -8995.16 | 30.25 | 0.734 | 9774.71 | Key Value: 4 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1376 | BATS:SPY | 60 | -11430.54 | 0 | -11430.54 | 29.83 | 0.664 | 11441.34 | Key Value: 4.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.29 |
All | 1377 | BATS:SPY | 60 | -10165.03 | 0 | -10165.03 | 29.28 | 0.665 | 10176.55 | Key Value: 5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1378 | BATS:SPY | 60 | -10595.43 | 0 | -10595.43 | 26.85 | 0.634 | 10839.55 | Key Value: 5.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.30 |
All | 1379 | BATS:SPY | 60 | -10120.97 | 0 | -10120.97 | 27.24 | 0.62 | 10315.21 | Key Value: 6 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1380 | BATS:SPY | 60 | -13184.3 | 0 | -13184.3 | 25.64 | 0.523 | 13405.41 | Key Value: 6.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.21 | 0.20 | 0.24 |
All | 1381 | BATS:SPY | 60 | -10222.84 | 0 | -10222.84 | 25.25 | 0.564 | 10421.08 | Key Value: 7 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1382 | BATS:SPY | 60 | -9976.58 | 0 | -9976.58 | 24.86 | 0.556 | 10719.39 | Key Value: 7.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.31 |
All | 1383 | BATS:SPY | 60 | -8643.46 | 0 | -8643.46 | 24.69 | 0.605 | 9110.48 | Key Value: 8 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
All | 1384 | BATS:SPY | 60 | -8609.8 | 0 | -8609.8 | 25.69 | 0.595 | 8933.83 | Key Value: 8.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1385 | BATS:SPY | 60 | -11454.41 | 0 | -11454.41 | 25.18 | 0.477 | 11515.12 | Key Value: 9 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.25 | 0.22 | 0.28 |
All | 1386 | BATS:SPY | 60 | -10673.66 | 0 | -10673.66 | 26.45 | 0.476 | 10675.42 | Key Value: 9.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1387 | BATS:SPY | 60 | -10402.11 | 0 | -10402.11 | 26.13 | 0.479 | 10524.03 | Key Value: 10 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1388 | BATS:SPY | 60 | -7850.26 | 0 | -7850.26 | 33.89 | 0.898 | 8836.93 | Key Value: 1 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.38 |
All | 1389 | BATS:SPY | 60 | -7481.2 | 0 | -7481.2 | 34.35 | 0.879 | 10442.21 | Key Value: 1.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.37 |
All | 1390 | BATS:SPY | 60 | -8187.3 | 0 | -8187.3 | 33.2 | 0.848 | 11251.59 | Key Value: 2 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
All | 1391 | BATS:SPY | 60 | -10211.37 | 0 | -10211.37 | 31.81 | 0.782 | 11516.71 | Key Value: 2.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
All | 1392 | BATS:SPY | 60 | -10019.13 | 0 | -10019.13 | 31.55 | 0.76 | 11478.96 | Key Value: 3 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
All | 1393 | BATS:SPY | 60 | -9882.75 | 0 | -9882.75 | 31.36 | 0.738 | 10781.16 | Key Value: 3.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
All | 1394 | BATS:SPY | 60 | -9352.66 | 0 | -9352.66 | 31.81 | 0.725 | 9397.01 | Key Value: 4 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.30 | 0.27 | 0.35 |
All | 1395 | BATS:SPY | 60 | -9912.66 | 0 | -9912.66 | 29.78 | 0.693 | 10028.29 | Key Value: 4.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.26 | 0.33 |
All | 1396 | BATS:SPY | 60 | -9901.36 | 0 | -9901.36 | 30.03 | 0.672 | 10236.13 | Key Value: 5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.33 |
All | 1397 | BATS:SPY | 60 | -9591.57 | 0 | -9591.57 | 28.04 | 0.659 | 9717.81 | Key Value: 5.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.33 |
All | 1398 | BATS:SPY | 60 | -10339.16 | 0 | -10339.16 | 27.91 | 0.62 | 10750.62 | Key Value: 6 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1399 | BATS:SPY | 60 | -12377.41 | 0 | -12377.41 | 26.64 | 0.536 | 12621.72 | Key Value: 6.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.23 | 0.22 | 0.26 |
All | 1400 | BATS:SPY | 60 | -8352.5 | 0 | -8352.5 | 25.76 | 0.623 | 8806.62 | Key Value: 7 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.36 |
All | 1401 | BATS:SPY | 60 | -9296.39 | 0 | -9296.39 | 25.14 | 0.581 | 10054.08 | Key Value: 7.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
All | 1402 | BATS:SPY | 60 | -8737.72 | 0 | -8737.72 | 25.93 | 0.587 | 9447.49 | Key Value: 8 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1403 | BATS:SPY | 60 | -10439.95 | 0 | -10439.95 | 24.16 | 0.526 | 10459.86 | Key Value: 8.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1404 | BATS:SPY | 60 | -11650.5 | 0 | -11650.5 | 24.46 | 0.469 | 11651.62 | Key Value: 9 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.27 |
All | 1405 | BATS:SPY | 60 | -11707.37 | 0 | -11707.37 | 26.19 | 0.452 | 11718.41 | Key Value: 9.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.28 |
All | 1406 | BATS:SPY | 60 | -9310.14 | 0 | -9310.14 | 26.85 | 0.508 | 9546 | Key Value: 10 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1407 | BATS:SPY | 60 | -7182.39 | 0 | -7182.39 | 34.01 | 0.907 | 8221.41 | Key Value: 1 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.34 | 0.29 | 0.40 |
All | 1408 | BATS:SPY | 60 | -7487.33 | 0 | -7487.33 | 34.2 | 0.879 | 10742.08 | Key Value: 1.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.37 |
All | 1409 | BATS:SPY | 60 | -9415.17 | 0 | -9415.17 | 33.54 | 0.827 | 11501.77 | Key Value: 2 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
All | 1410 | BATS:SPY | 60 | -10411.8 | 0 | -10411.8 | 32.04 | 0.779 | 11629.71 | Key Value: 2.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1411 | BATS:SPY | 60 | -10429.62 | 0 | -10429.62 | 31.27 | 0.751 | 11653.88 | Key Value: 3 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1412 | BATS:SPY | 60 | -9984.69 | 0 | -9984.69 | 31.2 | 0.735 | 10458.61 | Key Value: 3.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.33 |
All | 1413 | BATS:SPY | 60 | -10016.46 | 0 | -10016.46 | 31.87 | 0.712 | 10019.34 | Key Value: 4 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.26 | 0.34 |
All | 1414 | BATS:SPY | 60 | -10809.92 | 0 | -10809.92 | 29.31 | 0.67 | 10821.44 | Key Value: 4.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1415 | BATS:SPY | 60 | -11206.6 | 0 | -11206.6 | 30.26 | 0.63 | 11568.16 | Key Value: 5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1416 | BATS:SPY | 60 | -11058.03 | 0 | -11058.03 | 28.57 | 0.618 | 11212.87 | Key Value: 5.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1417 | BATS:SPY | 60 | -11261.02 | 0 | -11261.02 | 26.44 | 0.595 | 11485.03 | Key Value: 6 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
All | 1418 | BATS:SPY | 60 | -12592.97 | 0 | -12592.97 | 28.19 | 0.528 | 13130.24 | Key Value: 6.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.23 | 0.21 | 0.25 |
All | 1419 | BATS:SPY | 60 | -8687.25 | 0 | -8687.25 | 25.25 | 0.61 | 9177.67 | Key Value: 7 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
All | 1420 | BATS:SPY | 60 | -9029.66 | 0 | -9029.66 | 26.4 | 0.588 | 9681.05 | Key Value: 7.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1421 | BATS:SPY | 60 | -10437.25 | 0 | -10437.25 | 25.45 | 0.519 | 10614.5 | Key Value: 8 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.31 |
All | 1422 | BATS:SPY | 60 | -11356.48 | 0 | -11356.48 | 25 | 0.483 | 11425.28 | Key Value: 8.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.28 |
All | 1423 | BATS:SPY | 60 | -11251.99 | 0 | -11251.99 | 23.74 | 0.484 | 11253.27 | Key Value: 9 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.25 | 0.22 | 0.28 |
All | 1424 | BATS:SPY | 60 | -10993.29 | 0 | -10993.29 | 26.83 | 0.474 | 11015.53 | Key Value: 9.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
All | 1425 | BATS:SPY | 60 | -10083.52 | 0 | -10083.52 | 27.03 | 0.486 | 10331.8 | Key Value: 10 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
All | 1426 | BATS:SPY | 60 | -7171.35 | 0 | -7171.35 | 34.13 | 0.907 | 8307.93 | Key Value: 1 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.34 | 0.29 | 0.40 |
All | 1427 | BATS:SPY | 60 | -7111 | 0 | -7111 | 34.28 | 0.884 | 10038.39 | Key Value: 1.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
All | 1428 | BATS:SPY | 60 | -9804.13 | 0 | -9804.13 | 33.15 | 0.82 | 11777.83 | Key Value: 2 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.32 |
All | 1429 | BATS:SPY | 60 | -10158.03 | 0 | -10158.03 | 32.21 | 0.783 | 11199.39 | Key Value: 2.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1430 | BATS:SPY | 60 | -10341.09 | 0 | -10341.09 | 31.59 | 0.755 | 11089.95 | Key Value: 3 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1431 | BATS:SPY | 60 | -10081.15 | 0 | -10081.15 | 31.7 | 0.73 | 10462.89 | Key Value: 3.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.29 | 0.26 | 0.33 |
All | 1432 | BATS:SPY | 60 | -9472.55 | 0 | -9472.55 | 31.73 | 0.73 | 9484.75 | Key Value: 4 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.27 | 0.35 |
All | 1433 | BATS:SPY | 60 | -11421.24 | 0 | -11421.24 | 29.53 | 0.655 | 11423.94 | Key Value: 4.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.29 |
All | 1434 | BATS:SPY | 60 | -11533.24 | 0 | -11533.24 | 29.6 | 0.622 | 11847.04 | Key Value: 5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.29 |
All | 1435 | BATS:SPY | 60 | -10710.03 | 0 | -10710.03 | 29 | 0.625 | 10878.31 | Key Value: 5.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1436 | BATS:SPY | 60 | -11578.11 | 0 | -11578.11 | 26.34 | 0.584 | 11802.12 | Key Value: 6 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.28 |
All | 1437 | BATS:SPY | 60 | -10371.41 | 0 | -10371.41 | 28.25 | 0.583 | 10997.01 | Key Value: 6.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1438 | BATS:SPY | 60 | -10356.54 | 0 | -10356.54 | 25 | 0.559 | 10609.82 | Key Value: 7 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.31 |
All | 1439 | BATS:SPY | 60 | -8535.41 | 0 | -8535.41 | 25.99 | 0.604 | 9005.04 | Key Value: 7.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 1440 | BATS:SPY | 60 | -10459.59 | 0 | -10459.59 | 24.85 | 0.515 | 10569.35 | Key Value: 8 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1441 | BATS:SPY | 60 | -11073.39 | 0 | -11073.39 | 26 | 0.49 | 11162.35 | Key Value: 8.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.29 |
All | 1442 | BATS:SPY | 60 | -13344.58 | 0 | -13344.58 | 23.24 | 0.415 | 13467.12 | Key Value: 9 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.21 | 0.20 | 0.23 |
All | 1443 | BATS:SPY | 60 | -11686.73 | 0 | -11686.73 | 24 | 0.452 | 11706.42 | Key Value: 9.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.27 |
All | 1444 | BATS:SPY | 60 | -10694.64 | 0 | -10694.64 | 27.93 | 0.469 | 10978.32 | Key Value: 10 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1445 | BATS:SPY | 60 | -7505.22 | 0 | -7505.22 | 33.84 | 0.903 | 8639.42 | Key Value: 1 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.39 |
All | 1446 | BATS:SPY | 60 | -7240.4 | 0 | -7240.4 | 34.41 | 0.884 | 10423.2 | Key Value: 1.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.38 |
All | 1447 | BATS:SPY | 60 | -10185.68 | 0 | -10185.68 | 33.31 | 0.813 | 12359.75 | Key Value: 2 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1448 | BATS:SPY | 60 | -10126.57 | 0 | -10126.57 | 32.84 | 0.784 | 11060.29 | Key Value: 2.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1449 | BATS:SPY | 60 | -11259.3 | 0 | -11259.3 | 32.26 | 0.737 | 12065.99 | Key Value: 3 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1450 | BATS:SPY | 60 | -10900.46 | 0 | -10900.46 | 31.36 | 0.711 | 11250.18 | Key Value: 3.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1451 | BATS:SPY | 60 | -9493.4 | 0 | -9493.4 | 32.02 | 0.73 | 9529.28 | Key Value: 4 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.30 | 0.27 | 0.35 |
All | 1452 | BATS:SPY | 60 | -11283.35 | 0 | -11283.35 | 29.73 | 0.661 | 11429.51 | Key Value: 4.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.26 | 0.24 | 0.30 |
All | 1453 | BATS:SPY | 60 | -10423.92 | 0 | -10423.92 | 30.37 | 0.646 | 10622.43 | Key Value: 5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1454 | BATS:SPY | 60 | -10592.14 | 0 | -10592.14 | 30.67 | 0.629 | 10770.02 | Key Value: 5.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.31 |
All | 1455 | BATS:SPY | 60 | -12395.55 | 0 | -12395.55 | 26.52 | 0.553 | 12658.92 | Key Value: 6 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.23 | 0.22 | 0.26 |
All | 1456 | BATS:SPY | 60 | -11107.74 | 0 | -11107.74 | 27.88 | 0.565 | 11384.53 | Key Value: 6.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.29 |
All | 1457 | BATS:SPY | 60 | -9839.78 | 0 | -9839.78 | 26 | 0.577 | 10117.54 | Key Value: 7 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.32 |
All | 1458 | BATS:SPY | 60 | -7509.99 | 0 | -7509.99 | 27.01 | 0.642 | 8114.68 | Key Value: 7.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
All | 1459 | BATS:SPY | 60 | -10067.61 | 0 | -10067.61 | 25.61 | 0.53 | 10217.9 | Key Value: 8 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.32 |
All | 1460 | BATS:SPY | 60 | -9388.58 | 0 | -9388.58 | 26.9 | 0.54 | 9477.54 | Key Value: 8.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1461 | BATS:SPY | 60 | -12305.18 | 0 | -12305.18 | 25.36 | 0.44 | 12436.68 | Key Value: 9 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.23 | 0.21 | 0.26 |
All | 1462 | BATS:SPY | 60 | -11315.55 | 0 | -11315.55 | 25.81 | 0.45 | 11385.26 | Key Value: 9.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.25 | 0.23 | 0.28 |
All | 1463 | BATS:SPY | 60 | -10739.49 | 0 | -10739.49 | 26.79 | 0.467 | 11040.13 | Key Value: 10 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.30 |
All | 1464 | BATS:SPY | 60 | 9482.98 | 9482.98 | 0 | 39.57 | 1.113 | 6215.01 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.44 | 0.54 |
All | 1465 | BATS:SPY | 60 | 13416.25 | 13416.25 | 0 | 41.83 | 1.206 | 5192.25 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.53 | 0.51 | 0.56 |
All | 1466 | BATS:SPY | 60 | 13189.16 | 13189.16 | 0 | 43.6 | 1.252 | 3351.41 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.53 | 0.58 |
All | 1467 | BATS:SPY | 60 | 9785.47 | 9785.47 | 0 | 42.51 | 1.222 | 3036.76 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.53 | 0.49 | 0.58 |
All | 1468 | BATS:SPY | 60 | 7019.15 | 7019.15 | 0 | 43.41 | 1.173 | 3437.16 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.51 | 0.45 | 0.58 |
All | 1469 | BATS:SPY | 60 | 9520.05 | 9520.05 | 0 | 44.81 | 1.28 | 2265.56 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
All | 1470 | BATS:SPY | 60 | 10215.27 | 10215.27 | 0 | 45.68 | 1.332 | 1651.32 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 1471 | BATS:SPY | 60 | 11931.21 | 11931.21 | 0 | 49.33 | 1.46 | 2822.04 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.60 |
All | 1472 | BATS:SPY | 60 | 12087.98 | 12087.98 | 0 | 47.92 | 1.526 | 2033.58 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1473 | BATS:SPY | 60 | 9629.96 | 9629.96 | 0 | 45.83 | 1.442 | 3129.34 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1474 | BATS:SPY | 60 | 9534.99 | 9534.99 | 0 | 45.7 | 1.478 | 3117.84 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1475 | BATS:SPY | 60 | 13148.65 | 13148.65 | 0 | 48.82 | 1.784 | 2033.7 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.61 |
All | 1476 | BATS:SPY | 60 | 11747.14 | 11747.14 | 0 | 48.48 | 1.732 | 2136.37 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1477 | BATS:SPY | 60 | 12398.77 | 12398.77 | 0 | 48.56 | 1.838 | 1819.81 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.62 |
All | 1478 | BATS:SPY | 60 | 13664.63 | 13664.63 | 0 | 48.94 | 1.95 | 1294.99 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.62 |
All | 1479 | BATS:SPY | 60 | 13822.69 | 13822.69 | 0 | 49.41 | 2.033 | 1579.13 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.62 |
All | 1480 | BATS:SPY | 60 | 12286.79 | 12286.79 | 0 | 50.64 | 1.955 | 1663.37 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
All | 1481 | BATS:SPY | 60 | 11694.29 | 11694.29 | 0 | 51.75 | 1.91 | 2334.14 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
All | 1482 | BATS:SPY | 60 | 10187.27 | 10187.27 | 0 | 51.11 | 1.822 | 2181.71 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.62 |
All | 1483 | BATS:SPY | 60 | 11589.42 | 11589.42 | 0 | 39.76 | 1.137 | 5242.72 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.51 | 0.48 | 0.55 |
All | 1484 | BATS:SPY | 60 | 14571.62 | 14571.62 | 0 | 41.08 | 1.218 | 4710.18 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.53 | 0.56 |
All | 1485 | BATS:SPY | 60 | 13038.49 | 13038.49 | 0 | 43.39 | 1.242 | 3537.63 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.53 | 0.58 |
All | 1486 | BATS:SPY | 60 | 9744.35 | 9744.35 | 0 | 41.99 | 1.211 | 2198.43 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1487 | BATS:SPY | 60 | 8833.01 | 8833.01 | 0 | 43.12 | 1.213 | 2480.88 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.59 |
All | 1488 | BATS:SPY | 60 | 9837.7 | 9837.7 | 0 | 45.08 | 1.283 | 1828.03 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1489 | BATS:SPY | 60 | 11818.02 | 11818.02 | 0 | 46.8 | 1.401 | 2022.16 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1490 | BATS:SPY | 60 | 10111.43 | 10111.43 | 0 | 47.85 | 1.379 | 2320.05 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 1491 | BATS:SPY | 60 | 7756.82 | 7756.82 | 0 | 45.83 | 1.3 | 2972.32 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.59 |
All | 1492 | BATS:SPY | 60 | 9840.43 | 9840.43 | 0 | 45.95 | 1.452 | 2982.12 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1493 | BATS:SPY | 60 | 10114.73 | 10114.73 | 0 | 46.3 | 1.507 | 3354.81 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1494 | BATS:SPY | 60 | 7677.89 | 7677.89 | 0 | 45.89 | 1.385 | 3870.48 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.52 | 0.47 | 0.58 |
All | 1495 | BATS:SPY | 60 | 12068.87 | 12068.87 | 0 | 46.34 | 1.731 | 1715.49 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1496 | BATS:SPY | 60 | 12622.63 | 12622.63 | 0 | 49.72 | 1.854 | 2133.01 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.62 |
All | 1497 | BATS:SPY | 60 | 12259.37 | 12259.37 | 0 | 53.37 | 1.893 | 2142.88 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
All | 1498 | BATS:SPY | 60 | 12935.21 | 12935.21 | 0 | 55.56 | 2.107 | 2408.61 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
All | 1499 | BATS:SPY | 60 | 12484.66 | 12484.66 | 0 | 51.15 | 2.154 | 2397.36 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
All | 1500 | BATS:SPY | 60 | 9318.61 | 9318.61 | 0 | 46.83 | 1.76 | 3222.96 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.60 |
All | 1501 | BATS:SPY | 60 | 7416.97 | 7416.97 | 0 | 47.46 | 1.598 | 3763.62 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.52 | 0.47 | 0.59 |
All | 1502 | BATS:SPY | 60 | 11163.03 | 11163.03 | 0 | 39.81 | 1.133 | 5364.4 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.51 | 0.47 | 0.55 |
All | 1503 | BATS:SPY | 60 | 12834.22 | 12834.22 | 0 | 40.25 | 1.189 | 5641.84 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.52 | 0.49 | 0.55 |
All | 1504 | BATS:SPY | 60 | 11987.49 | 11987.49 | 0 | 42.41 | 1.223 | 3546.75 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.51 | 0.58 |
All | 1505 | BATS:SPY | 60 | 8610.48 | 8610.48 | 0 | 42.44 | 1.181 | 2574.5 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.59 |
All | 1506 | BATS:SPY | 60 | 9022.13 | 9022.13 | 0 | 42.67 | 1.209 | 2025.5 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
All | 1507 | BATS:SPY | 60 | 11856.97 | 11856.97 | 0 | 45.41 | 1.34 | 1958.76 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.60 |
All | 1508 | BATS:SPY | 60 | 11004.66 | 11004.66 | 0 | 45.77 | 1.365 | 1889.42 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.61 |
All | 1509 | BATS:SPY | 60 | 8594.67 | 8594.67 | 0 | 46.32 | 1.288 | 2522.41 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
All | 1510 | BATS:SPY | 60 | 10084.2 | 10084.2 | 0 | 45.64 | 1.398 | 2250.26 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1511 | BATS:SPY | 60 | 9687.48 | 9687.48 | 0 | 45.79 | 1.424 | 2854.72 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.60 |
All | 1512 | BATS:SPY | 60 | 10256.77 | 10256.77 | 0 | 45.7 | 1.489 | 2213.69 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1513 | BATS:SPY | 60 | 6530.34 | 6530.34 | 0 | 45.73 | 1.303 | 2736.65 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.52 | 0.46 | 0.60 |
All | 1514 | BATS:SPY | 60 | 10328.74 | 10328.74 | 0 | 48.02 | 1.56 | 1817.69 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.61 |
All | 1515 | BATS:SPY | 60 | 10686.7 | 10686.7 | 0 | 49.72 | 1.639 | 2401.34 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.61 |
All | 1516 | BATS:SPY | 60 | 12478.95 | 12478.95 | 0 | 52.47 | 1.901 | 2498.55 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
All | 1517 | BATS:SPY | 60 | 12464.35 | 12464.35 | 0 | 51.39 | 1.977 | 2960.48 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1518 | BATS:SPY | 60 | 8579.51 | 8579.51 | 0 | 47.1 | 1.648 | 3615.92 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.59 |
All | 1519 | BATS:SPY | 60 | 9509.64 | 9509.64 | 0 | 51.67 | 1.797 | 3606.84 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1520 | BATS:SPY | 60 | 10088.54 | 10088.54 | 0 | 50 | 1.976 | 3000.1 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 1521 | BATS:SPY | 60 | 12908.74 | 12908.74 | 0 | 39.77 | 1.154 | 4781.26 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.53 | 0.50 | 0.56 |
All | 1522 | BATS:SPY | 60 | 13439.84 | 13439.84 | 0 | 40.7 | 1.2 | 5230.58 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.53 | 0.50 | 0.55 |
All | 1523 | BATS:SPY | 60 | 12586.73 | 12586.73 | 0 | 42.46 | 1.235 | 4165.64 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.54 | 0.51 | 0.57 |
All | 1524 | BATS:SPY | 60 | 9977 | 9977 | 0 | 42.14 | 1.209 | 1947.92 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1525 | BATS:SPY | 60 | 10119.99 | 10119.99 | 0 | 43.37 | 1.237 | 1692.91 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1526 | BATS:SPY | 60 | 10402.85 | 10402.85 | 0 | 44.99 | 1.285 | 2618.53 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1527 | BATS:SPY | 60 | 10906.6 | 10906.6 | 0 | 45.21 | 1.353 | 2011.61 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1528 | BATS:SPY | 60 | 10646.54 | 10646.54 | 0 | 44.53 | 1.362 | 2377.02 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1529 | BATS:SPY | 60 | 10680.1 | 10680.1 | 0 | 45.61 | 1.411 | 2281.71 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1530 | BATS:SPY | 60 | 11009.05 | 11009.05 | 0 | 44.75 | 1.476 | 1801.6 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.61 |
All | 1531 | BATS:SPY | 60 | 10534.02 | 10534.02 | 0 | 46.3 | 1.494 | 2285.42 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1532 | BATS:SPY | 60 | 7847.95 | 7847.95 | 0 | 46.72 | 1.367 | 2762.48 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.54 | 0.48 | 0.60 |
All | 1533 | BATS:SPY | 60 | 12650.34 | 12650.34 | 0 | 49.49 | 1.73 | 1754.02 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
All | 1534 | BATS:SPY | 60 | 11502.89 | 11502.89 | 0 | 49.72 | 1.69 | 2463.65 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1535 | BATS:SPY | 60 | 12303.23 | 12303.23 | 0 | 51.85 | 1.786 | 2643.85 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1536 | BATS:SPY | 60 | 9882.22 | 9882.22 | 0 | 49.32 | 1.692 | 3557.51 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1537 | BATS:SPY | 60 | 8582.27 | 8582.27 | 0 | 47.1 | 1.605 | 3361.5 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.59 |
All | 1538 | BATS:SPY | 60 | 8508.24 | 8508.24 | 0 | 48 | 1.668 | 3099.75 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
All | 1539 | BATS:SPY | 60 | 11532.91 | 11532.91 | 0 | 53.27 | 2.15 | 2952.92 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
All | 1540 | BATS:SPY | 60 | 13856.6 | 13856.6 | 0 | 39.7 | 1.165 | 4812.11 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.53 | 0.51 | 0.56 |
All | 1541 | BATS:SPY | 60 | 13600.61 | 13600.61 | 0 | 40.77 | 1.201 | 5623.24 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.52 | 0.50 | 0.55 |
All | 1542 | BATS:SPY | 60 | 11130.58 | 11130.58 | 0 | 42.26 | 1.204 | 4154.25 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.53 | 0.49 | 0.57 |
All | 1543 | BATS:SPY | 60 | 9780.63 | 9780.63 | 0 | 41.3 | 1.204 | 1798.76 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.60 |
All | 1544 | BATS:SPY | 60 | 9918.69 | 9918.69 | 0 | 43.18 | 1.23 | 2188.7 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
All | 1545 | BATS:SPY | 60 | 10335.91 | 10335.91 | 0 | 44.26 | 1.283 | 2355.24 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1546 | BATS:SPY | 60 | 10553.98 | 10553.98 | 0 | 44.89 | 1.329 | 2042.54 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1547 | BATS:SPY | 60 | 9649.67 | 9649.67 | 0 | 44.44 | 1.325 | 2392.84 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
All | 1548 | BATS:SPY | 60 | 9262.94 | 9262.94 | 0 | 44.8 | 1.333 | 2319.14 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.60 |
All | 1549 | BATS:SPY | 60 | 9820.43 | 9820.43 | 0 | 44.33 | 1.394 | 2290.3 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1550 | BATS:SPY | 60 | 9463.69 | 9463.69 | 0 | 46.92 | 1.414 | 2471.33 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1551 | BATS:SPY | 60 | 7694.35 | 7694.35 | 0 | 46.7 | 1.345 | 2683.45 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.54 | 0.48 | 0.60 |
All | 1552 | BATS:SPY | 60 | 12206.34 | 12206.34 | 0 | 48.99 | 1.684 | 1945.05 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
All | 1553 | BATS:SPY | 60 | 12014.42 | 12014.42 | 0 | 48.88 | 1.7 | 2517.52 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1554 | BATS:SPY | 60 | 10013.42 | 10013.42 | 0 | 49.39 | 1.587 | 3149.24 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1555 | BATS:SPY | 60 | 8818.98 | 8818.98 | 0 | 47.02 | 1.56 | 2994.89 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
All | 1556 | BATS:SPY | 60 | 9203.37 | 9203.37 | 0 | 48.55 | 1.646 | 2843.09 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
All | 1557 | BATS:SPY | 60 | 9558.13 | 9558.13 | 0 | 50 | 1.765 | 3247.25 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1558 | BATS:SPY | 60 | 11094.58 | 11094.58 | 0 | 51.82 | 2.02 | 2847.64 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1559 | BATS:SPY | 60 | 14003.5 | 14003.5 | 0 | 39.54 | 1.167 | 4881.94 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.53 | 0.51 | 0.55 |
All | 1560 | BATS:SPY | 60 | 14396.58 | 14396.58 | 0 | 40.55 | 1.214 | 5774.52 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.53 | 0.51 | 0.55 |
All | 1561 | BATS:SPY | 60 | 10810.27 | 10810.27 | 0 | 41.86 | 1.198 | 4154.25 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.53 | 0.49 | 0.57 |
All | 1562 | BATS:SPY | 60 | 10300.6 | 10300.6 | 0 | 41.1 | 1.215 | 1921.14 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.59 |
All | 1563 | BATS:SPY | 60 | 10298.74 | 10298.74 | 0 | 42.8 | 1.241 | 1970.02 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1564 | BATS:SPY | 60 | 10369.17 | 10369.17 | 0 | 43.58 | 1.281 | 2334.34 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.59 |
All | 1565 | BATS:SPY | 60 | 11921.64 | 11921.64 | 0 | 44.56 | 1.372 | 2349.09 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.60 |
All | 1566 | BATS:SPY | 60 | 9344.57 | 9344.57 | 0 | 43.78 | 1.314 | 2442.32 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1567 | BATS:SPY | 60 | 9296.12 | 9296.12 | 0 | 43.23 | 1.337 | 2329.04 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1568 | BATS:SPY | 60 | 10142.6 | 10142.6 | 0 | 45.15 | 1.409 | 2345.87 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1569 | BATS:SPY | 60 | 9075.94 | 9075.94 | 0 | 47.51 | 1.386 | 3242.56 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.59 |
All | 1570 | BATS:SPY | 60 | 10518.34 | 10518.34 | 0 | 47.53 | 1.499 | 2733.48 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1571 | BATS:SPY | 60 | 10580.85 | 10580.85 | 0 | 47.5 | 1.522 | 2660.43 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1572 | BATS:SPY | 60 | 12861.91 | 12861.91 | 0 | 49.72 | 1.74 | 2549.8 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1573 | BATS:SPY | 60 | 10031.15 | 10031.15 | 0 | 48.78 | 1.594 | 3100.53 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1574 | BATS:SPY | 60 | 9763.34 | 9763.34 | 0 | 47.65 | 1.637 | 2480.6 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.61 |
All | 1575 | BATS:SPY | 60 | 7033.21 | 7033.21 | 0 | 46.1 | 1.428 | 3080.29 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.53 | 0.47 | 0.59 |
All | 1576 | BATS:SPY | 60 | 9142.84 | 9142.84 | 0 | 50 | 1.679 | 3019.96 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.61 |
All | 1577 | BATS:SPY | 60 | 10402.09 | 10402.09 | 0 | 51.82 | 1.878 | 3444.67 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 1578 | BATS:SPY | 60 | 13671.53 | 13671.53 | 0 | 39.67 | 1.162 | 4980.42 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.53 | 0.51 | 0.55 |
All | 1579 | BATS:SPY | 60 | 14252.21 | 14252.21 | 0 | 40.57 | 1.212 | 5794.22 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.53 | 0.51 | 0.55 |
All | 1580 | BATS:SPY | 60 | 10415.15 | 10415.15 | 0 | 41.55 | 1.191 | 3963.54 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.52 | 0.49 | 0.57 |
All | 1581 | BATS:SPY | 60 | 10520.81 | 10520.81 | 0 | 41.1 | 1.217 | 2570.11 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.59 |
All | 1582 | BATS:SPY | 60 | 9053.05 | 9053.05 | 0 | 42.49 | 1.21 | 2324.63 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.59 |
All | 1583 | BATS:SPY | 60 | 9467.1 | 9467.1 | 0 | 42.95 | 1.253 | 2596.09 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.59 |
All | 1584 | BATS:SPY | 60 | 11950.33 | 11950.33 | 0 | 43.54 | 1.367 | 2308.76 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.60 |
All | 1585 | BATS:SPY | 60 | 9575.65 | 9575.65 | 0 | 43.6 | 1.323 | 2266.52 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.54 | 0.50 | 0.60 |
All | 1586 | BATS:SPY | 60 | 10459.1 | 10459.1 | 0 | 42.82 | 1.377 | 2020.36 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1587 | BATS:SPY | 60 | 10477.55 | 10477.55 | 0 | 45.48 | 1.408 | 2294.14 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1588 | BATS:SPY | 60 | 8273.86 | 8273.86 | 0 | 46.39 | 1.341 | 3231.06 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.59 |
All | 1589 | BATS:SPY | 60 | 9639.43 | 9639.43 | 0 | 46.46 | 1.434 | 2827.38 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
All | 1590 | BATS:SPY | 60 | 11237.12 | 11237.12 | 0 | 48 | 1.554 | 2704.25 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.53 | 0.60 |
All | 1591 | BATS:SPY | 60 | 13729.29 | 13729.29 | 0 | 51.45 | 1.791 | 2556.59 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.61 |
All | 1592 | BATS:SPY | 60 | 10597.34 | 10597.34 | 0 | 48.47 | 1.625 | 3149.19 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.55 | 0.52 | 0.60 |
All | 1593 | BATS:SPY | 60 | 11880.16 | 11880.16 | 0 | 49.31 | 1.817 | 2250.32 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1594 | BATS:SPY | 60 | 8469.14 | 8469.14 | 0 | 47.45 | 1.526 | 2672.36 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
All | 1595 | BATS:SPY | 60 | 9484.93 | 9484.93 | 0 | 50.41 | 1.685 | 3209.68 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1596 | BATS:SPY | 60 | 10300.01 | 10300.01 | 0 | 52.25 | 1.857 | 3229.06 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 1597 | BATS:SPY | 1D | -20672.42 | -3211.56 | -17460.86 | 33.69 | 0.698 | 21740.38 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.09 | 0.09 | 0.10 |
All | 1598 | BATS:SPY | 1D | -14256.86 | 598.9 | -14855.76 | 33.05 | 0.748 | 15262.73 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.21 | 0.21 | 0.21 |
All | 1599 | BATS:SPY | 1D | 3584.49 | 10718.71 | -7134.22 | 39.6 | 1.093 | 6873.36 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.45 | 0.43 |
All | 1600 | BATS:SPY | 1D | 10250.74 | 14534.97 | -4284.23 | 41.46 | 1.365 | 3030.34 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.53 | 0.55 | 0.52 |
All | 1601 | BATS:SPY | 1D | 6979.38 | 12541.2 | -5561.82 | 37.58 | 1.27 | 3952.46 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.49 | 0.50 | 0.48 |
All | 1602 | BATS:SPY | 1D | 4220.7 | 11130.26 | -6909.56 | 35.71 | 1.181 | 3893.92 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.48 | 0.46 |
All | 1603 | BATS:SPY | 1D | 53.36 | 9165.35 | -9111.99 | 37.96 | 1.002 | 8703.95 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.38 |
All | 1604 | BATS:SPY | 1D | -1715.6 | 8086.14 | -9801.74 | 34.44 | 0.929 | 9692.65 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.36 | 0.37 | 0.35 |
All | 1605 | BATS:SPY | 1D | 3831.36 | 11057.9 | -7226.54 | 38.57 | 1.212 | 6559.18 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.44 | 0.45 | 0.43 |
All | 1606 | BATS:SPY | 1D | 2225.45 | 10176.29 | -7950.84 | 38.33 | 1.133 | 5090.83 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.45 | 0.46 | 0.44 |
All | 1607 | BATS:SPY | 1D | -5.89 | 8852.97 | -8858.86 | 35.19 | 1 | 6914.32 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.40 | 0.41 | 0.40 |
All | 1608 | BATS:SPY | 1D | -5331.09 | 6014.56 | -11345.65 | 29.63 | 0.745 | 10252.33 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.31 | 0.33 | 0.31 |
All | 1609 | BATS:SPY | 1D | -10253.44 | 3113.66 | -13367.1 | 23.08 | 0.546 | 12906.15 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.23 | 0.24 | 0.23 |
All | 1610 | BATS:SPY | 1D | -12334.85 | 2157.28 | -14492.13 | 27.08 | 0.489 | 15738.64 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.20 | 0.21 | 0.19 |
All | 1611 | BATS:SPY | 1D | -14382.56 | 1005.98 | -15388.54 | 21.74 | 0.435 | 16494.1 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.16 | 0.17 | 0.16 |
All | 1612 | BATS:SPY | 1D | -10201.95 | 3031.72 | -13233.67 | 28.95 | 0.523 | 13802.66 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.24 | 0.24 | 0.24 |
All | 1613 | BATS:SPY | 1D | -8275.78 | 3781.66 | -12057.44 | 31.25 | 0.562 | 14112.1 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.25 | 0.26 | 0.26 |
All | 1614 | BATS:SPY | 1D | -6264.11 | 5064.63 | -11328.74 | 33.33 | 0.643 | 11867.95 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.30 | 0.30 | 0.30 |
All | 1615 | BATS:SPY | 1D | -5225.38 | 5504.55 | -10729.93 | 34.62 | 0.684 | 10153.7 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.33 | 0.33 | 0.33 |
All | 1616 | BATS:SPY | 1D | -18287.85 | -1730.06 | -16557.79 | 34.79 | 0.738 | 19792.23 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.13 | 0.13 | 0.14 |
All | 1617 | BATS:SPY | 1D | -10566.98 | 2553.06 | -13120.04 | 33.62 | 0.806 | 12601.51 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.26 | 0.27 | 0.27 |
All | 1618 | BATS:SPY | 1D | -5857.94 | 5052.91 | -10910.85 | 38.56 | 0.865 | 11612.06 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.32 | 0.32 | 0.32 |
All | 1619 | BATS:SPY | 1D | 9548.68 | 14098.42 | -4549.74 | 44.98 | 1.325 | 3090.18 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.54 | 0.55 | 0.53 |
All | 1620 | BATS:SPY | 1D | 7593.19 | 12802.39 | -5209.2 | 39.88 | 1.305 | 3900.87 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.50 | 0.51 | 0.50 |
All | 1621 | BATS:SPY | 1D | 1720.42 | 9879.89 | -8159.47 | 34.81 | 1.066 | 5300.29 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.43 |
All | 1622 | BATS:SPY | 1D | -1097.96 | 8781.19 | -9879.15 | 36.04 | 0.96 | 10420.94 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.36 | 0.37 | 0.34 |
All | 1623 | BATS:SPY | 1D | 1110.94 | 9829.4 | -8718.46 | 34.78 | 1.048 | 7553.3 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.39 |
All | 1624 | BATS:SPY | 1D | 9769.79 | 14282.89 | -4513.1 | 36.36 | 1.686 | 5208.04 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.50 | 0.51 | 0.48 |
All | 1625 | BATS:SPY | 1D | 1608.47 | 9805.61 | -8197.14 | 34.38 | 1.089 | 6752.14 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.41 |
All | 1626 | BATS:SPY | 1D | -3828.83 | 6764.16 | -10592.99 | 31.03 | 0.816 | 9837.11 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.33 | 0.34 | 0.33 |
All | 1627 | BATS:SPY | 1D | -7596.29 | 4764.92 | -12361.21 | 30.36 | 0.661 | 11915.08 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.28 | 0.29 | 0.28 |
All | 1628 | BATS:SPY | 1D | -9420.64 | 3532.29 | -12952.93 | 28 | 0.567 | 12014.02 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.26 | 0.27 | 0.26 |
All | 1629 | BATS:SPY | 1D | -10445.8 | 3013.12 | -13458.92 | 23.91 | 0.543 | 12828.87 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.23 | 0.24 | 0.23 |
All | 1630 | BATS:SPY | 1D | -10129.04 | 3156.09 | -13285.13 | 23.81 | 0.536 | 13256.18 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.23 | 0.24 | 0.23 |
All | 1631 | BATS:SPY | 1D | -5139.03 | 5674.06 | -10813.09 | 31.25 | 0.72 | 12892.37 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.29 | 0.29 | 0.29 |
All | 1632 | BATS:SPY | 1D | -8361.53 | 3827.5 | -12189.03 | 28.13 | 0.584 | 14283.62 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.24 | 0.25 | 0.25 |
All | 1633 | BATS:SPY | 1D | -5080.8 | 4870.45 | -9951.25 | 36.36 | 0.685 | 10257.84 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.33 | 0.33 | 0.34 |
All | 1634 | BATS:SPY | 1D | -4297.66 | 5419.31 | -9716.97 | 30 | 0.715 | 9249.31 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.33 | 0.33 | 0.34 |
All | 1635 | BATS:SPY | 1D | -19375.94 | -2422.11 | -16953.83 | 35.15 | 0.723 | 20914.33 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.11 | 0.11 | 0.12 |
All | 1636 | BATS:SPY | 1D | -7619.19 | 4286.54 | -11905.73 | 34.48 | 0.858 | 11222.66 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.30 | 0.31 | 0.30 |
All | 1637 | BATS:SPY | 1D | -9441.05 | 3079.55 | -12520.6 | 37.22 | 0.795 | 13680.88 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.27 | 0.27 | 0.27 |
All | 1638 | BATS:SPY | 1D | 9445.61 | 14068.7 | -4623.09 | 42.11 | 1.296 | 3447.76 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.53 | 0.54 | 0.52 |
All | 1639 | BATS:SPY | 1D | 4852.87 | 11321.4 | -6468.53 | 39.88 | 1.171 | 5223.98 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.47 | 0.48 | 0.46 |
All | 1640 | BATS:SPY | 1D | 85.02 | 9003.45 | -8918.43 | 36.5 | 1.003 | 7036.62 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.41 | 0.42 | 0.40 |
All | 1641 | BATS:SPY | 1D | 1933.42 | 10370.7 | -8437.28 | 34.86 | 1.075 | 6757.37 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.43 | 0.40 |
All | 1642 | BATS:SPY | 1D | 8303.83 | 14020.55 | -5716.72 | 41.18 | 1.441 | 4090.96 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.51 | 0.53 | 0.49 |
All | 1643 | BATS:SPY | 1D | 6345.17 | 12654.31 | -6309.14 | 30.14 | 1.351 | 5523.91 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.47 | 0.44 |
All | 1644 | BATS:SPY | 1D | 5257.15 | 11951.41 | -6694.26 | 35 | 1.312 | 7000.24 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.45 | 0.43 |
All | 1645 | BATS:SPY | 1D | -2116.12 | 7664.86 | -9780.98 | 32.76 | 0.895 | 8173.93 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.37 | 0.38 | 0.36 |
All | 1646 | BATS:SPY | 1D | -7379.1 | 4685.49 | -12064.59 | 32.14 | 0.662 | 11525.41 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.29 | 0.30 | 0.29 |
All | 1647 | BATS:SPY | 1D | -7727.89 | 4305.66 | -12033.55 | 30 | 0.629 | 11786.15 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.28 | 0.29 | 0.28 |
All | 1648 | BATS:SPY | 1D | -4435.5 | 6419.01 | -10854.51 | 28.57 | 0.763 | 10489.3 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.31 | 0.32 | 0.31 |
All | 1649 | BATS:SPY | 1D | -5568.35 | 5778.01 | -11346.36 | 28.95 | 0.71 | 10032.51 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.31 | 0.32 | 0.31 |
All | 1650 | BATS:SPY | 1D | -5161.46 | 5553.1 | -10714.56 | 28.13 | 0.708 | 12208.33 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.29 | 0.29 | 0.29 |
All | 1651 | BATS:SPY | 1D | -5533.46 | 5400.26 | -10933.72 | 32.14 | 0.689 | 11165 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.31 | 0.31 | 0.31 |
All | 1652 | BATS:SPY | 1D | -6605.96 | 4148.95 | -10754.91 | 26.92 | 0.626 | 12005.63 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.28 | 0.27 | 0.29 |
All | 1653 | BATS:SPY | 1D | -3637.48 | 5682.73 | -9320.21 | 30 | 0.756 | 9714.31 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.33 | 0.33 | 0.34 |
All | 1654 | BATS:SPY | 1D | -19732.01 | -2679.39 | -17052.62 | 34.97 | 0.721 | 21119.93 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.11 | 0.11 | 0.12 |
All | 1655 | BATS:SPY | 1D | -3505.95 | 6554.44 | -10060.39 | 35.64 | 0.933 | 8779.23 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.36 | 0.37 | 0.36 |
All | 1656 | BATS:SPY | 1D | -1745.39 | 7400.87 | -9146.26 | 37.78 | 0.96 | 8539.86 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.38 | 0.38 | 0.38 |
All | 1657 | BATS:SPY | 1D | -632.51 | 8332.37 | -8964.88 | 38.46 | 0.983 | 6593.95 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.42 | 0.41 |
All | 1658 | BATS:SPY | 1D | 5479.94 | 11584.48 | -6104.54 | 41.82 | 1.186 | 5066.5 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.49 | 0.47 |
All | 1659 | BATS:SPY | 1D | -2346.78 | 7632.71 | -9979.49 | 35.97 | 0.92 | 8926.97 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.37 | 0.38 | 0.36 |
All | 1660 | BATS:SPY | 1D | 3098.79 | 10971.3 | -7872.51 | 36.94 | 1.123 | 4434.6 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.46 | 0.47 | 0.45 |
All | 1661 | BATS:SPY | 1D | 10249.44 | 14926.71 | -4677.27 | 40 | 1.555 | 4111.21 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.52 | 0.54 | 0.50 |
All | 1662 | BATS:SPY | 1D | 7506.06 | 13304.95 | -5798.89 | 32.88 | 1.416 | 4302 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.50 | 0.47 |
All | 1663 | BATS:SPY | 1D | 3190.8 | 11018.97 | -7828.17 | 32.31 | 1.163 | 7270.38 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.43 | 0.40 |
All | 1664 | BATS:SPY | 1D | 319.08 | 8979.04 | -8659.96 | 32.76 | 1.017 | 7516.54 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.39 |
All | 1665 | BATS:SPY | 1D | -4073.33 | 6458.19 | -10531.52 | 35.19 | 0.792 | 8172.87 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.36 | 0.37 | 0.36 |
All | 1666 | BATS:SPY | 1D | -6543.41 | 4934.63 | -11478.04 | 34.62 | 0.68 | 10887.88 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.31 | 0.32 | 0.31 |
All | 1667 | BATS:SPY | 1D | -597.09 | 8540.7 | -9137.79 | 37.5 | 0.963 | 6724.3 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.42 | 0.40 |
All | 1668 | BATS:SPY | 1D | -1473.94 | 7825.04 | -9298.98 | 33.33 | 0.906 | 7380.37 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.38 | 0.39 | 0.38 |
All | 1669 | BATS:SPY | 1D | -1321.01 | 7673.64 | -8994.65 | 30 | 0.915 | 8960.16 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.36 | 0.36 | 0.36 |
All | 1670 | BATS:SPY | 1D | 276.97 | 7822.53 | -7545.56 | 33.33 | 1.021 | 6284.15 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.40 | 0.42 |
All | 1671 | BATS:SPY | 1D | -350.24 | 7417.4 | -7767.64 | 36.36 | 0.973 | 7523.25 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.40 | 0.39 | 0.41 |
All | 1672 | BATS:SPY | 1D | -3907.78 | 5513.16 | -9420.94 | 27.27 | 0.742 | 9890.23 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.32 | 0.32 | 0.33 |
All | 1673 | BATS:SPY | 1D | -18957.48 | -2238.65 | -16718.83 | 34.74 | 0.732 | 20163.73 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.12 | 0.12 | 0.13 |
All | 1674 | BATS:SPY | 1D | -8062.22 | 3947.19 | -12009.41 | 34.62 | 0.851 | 12640.55 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.28 | 0.29 | 0.28 |
All | 1675 | BATS:SPY | 1D | -4059.34 | 6133.33 | -10192.67 | 36.14 | 0.911 | 9179.13 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.35 | 0.36 | 0.35 |
All | 1676 | BATS:SPY | 1D | -5275.11 | 5609.72 | -10884.83 | 39.46 | 0.869 | 9339.08 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.35 | 0.36 | 0.35 |
All | 1677 | BATS:SPY | 1D | 3107.5 | 10316.3 | -7208.8 | 40.35 | 1.1 | 4487.7 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.47 | 0.46 |
All | 1678 | BATS:SPY | 1D | 609.85 | 9236.81 | -8626.96 | 37.78 | 1.021 | 7937.7 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.41 | 0.40 |
All | 1679 | BATS:SPY | 1D | 3028.44 | 10873.7 | -7845.26 | 37.84 | 1.118 | 5750.74 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.46 | 0.43 |
All | 1680 | BATS:SPY | 1D | 6887.42 | 13215.97 | -6328.55 | 38.2 | 1.332 | 4533.09 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.49 | 0.50 | 0.47 |
All | 1681 | BATS:SPY | 1D | 7992.09 | 13563.81 | -5571.72 | 32.88 | 1.453 | 3777.03 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.49 | 0.51 | 0.48 |
All | 1682 | BATS:SPY | 1D | 3868.99 | 11463.07 | -7594.08 | 31.34 | 1.19 | 6583.61 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.41 |
All | 1683 | BATS:SPY | 1D | -1805.16 | 8295.54 | -10100.7 | 31.15 | 0.916 | 7493.01 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.37 | 0.39 | 0.36 |
All | 1684 | BATS:SPY | 1D | -2049.76 | 7376.64 | -9426.4 | 35.19 | 0.888 | 7028.97 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.39 | 0.39 | 0.39 |
All | 1685 | BATS:SPY | 1D | -331.53 | 8549.66 | -8881.19 | 39.13 | 0.981 | 6917.53 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.41 | 0.42 | 0.41 |
All | 1686 | BATS:SPY | 1D | 734.64 | 9122.58 | -8387.94 | 45 | 1.047 | 6032.25 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.45 | 0.44 |
All | 1687 | BATS:SPY | 1D | -573.7 | 8359.9 | -8933.6 | 36.11 | 0.961 | 6539.21 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.41 | 0.41 | 0.40 |
All | 1688 | BATS:SPY | 1D | 3352.59 | 10123.15 | -6770.56 | 38.46 | 1.287 | 4654.26 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.46 | 0.47 | 0.46 |
All | 1689 | BATS:SPY | 1D | 5141.47 | 10339.64 | -5198.17 | 36.36 | 1.509 | 4948.87 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.46 | 0.48 |
All | 1690 | BATS:SPY | 1D | 1650.09 | 8480.59 | -6830.5 | 31.82 | 1.138 | 5839.34 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.42 | 0.41 | 0.43 |
All | 1691 | BATS:SPY | 1D | -2161.38 | 6285.81 | -8447.19 | 31.82 | 0.842 | 8152.96 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.37 | 0.36 | 0.38 |
All | 1692 | BATS:SPY | 1D | -19290.81 | -2403.33 | -16887.48 | 34.53 | 0.727 | 20498.73 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.11 | 0.12 | 0.12 |
All | 1693 | BATS:SPY | 1D | -9092.49 | 3287.69 | -12380.18 | 34.19 | 0.834 | 13245.43 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.27 | 0.27 | 0.27 |
All | 1694 | BATS:SPY | 1D | -2551.27 | 7085.33 | -9636.6 | 36.36 | 0.943 | 7243.08 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.39 | 0.39 | 0.39 |
All | 1695 | BATS:SPY | 1D | -4158.71 | 6175.96 | -10334.67 | 39.82 | 0.895 | 8874.46 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.36 | 0.37 | 0.37 |
All | 1696 | BATS:SPY | 1D | -1189.38 | 8039.82 | -9229.2 | 38.29 | 0.965 | 5997.61 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.41 | 0.42 | 0.41 |
All | 1697 | BATS:SPY | 1D | 5026.68 | 11727.18 | -6700.5 | 38.93 | 1.183 | 5067.03 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.48 | 0.46 |
All | 1698 | BATS:SPY | 1D | 6277.06 | 12804.88 | -6527.82 | 38.32 | 1.262 | 4691.52 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.48 | 0.50 | 0.46 |
All | 1699 | BATS:SPY | 1D | 8256.3 | 13923.22 | -5666.92 | 38.2 | 1.407 | 4382.66 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.50 | 0.52 | 0.48 |
All | 1700 | BATS:SPY | 1D | 8690.47 | 13980 | -5289.53 | 34.25 | 1.482 | 5188.53 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.48 | 0.50 | 0.47 |
All | 1701 | BATS:SPY | 1D | 5301.64 | 12206.63 | -6904.99 | 34.33 | 1.275 | 6211.39 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.46 | 0.43 |
All | 1702 | BATS:SPY | 1D | -1366.5 | 8410.68 | -9777.18 | 31.15 | 0.935 | 6750.46 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.38 |
All | 1703 | BATS:SPY | 1D | -2666.24 | 7203.21 | -9869.45 | 35.19 | 0.861 | 7667.87 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.38 | 0.38 | 0.37 |
All | 1704 | BATS:SPY | 1D | 3618.64 | 10746.99 | -7128.35 | 43.18 | 1.243 | 5939.96 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.46 | 0.47 | 0.45 |
All | 1705 | BATS:SPY | 1D | 3099.75 | 10329.76 | -7230.01 | 47.37 | 1.223 | 5632.92 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.48 | 0.47 |
All | 1706 | BATS:SPY | 1D | 2164.73 | 9784.65 | -7619.92 | 41.18 | 1.152 | 5721.18 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.46 | 0.44 |
All | 1707 | BATS:SPY | 1D | 8606.62 | 13021.54 | -4414.92 | 41.67 | 1.942 | 4271.06 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.51 | 0.52 | 0.51 |
All | 1708 | BATS:SPY | 1D | 5994.81 | 10767.64 | -4772.83 | 36.36 | 1.628 | 4957.66 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.47 | 0.47 | 0.48 |
All | 1709 | BATS:SPY | 1D | 2768.76 | 9002.26 | -6233.5 | 31.82 | 1.251 | 5613.4 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.43 | 0.42 | 0.44 |
All | 1710 | BATS:SPY | 1D | 2109.77 | 8757.72 | -6647.95 | 35 | 1.187 | 4275.16 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.44 | 0.46 |
All | 1711 | BATS:SPY | 1D | -17247.61 | -1377.11 | -15870.5 | 35.07 | 0.753 | 18618.24 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.15 | 0.15 | 0.16 |
All | 1712 | BATS:SPY | 1D | -10630.9 | 2408.67 | -13039.57 | 33.97 | 0.811 | 12454.63 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.26 | 0.27 | 0.27 |
All | 1713 | BATS:SPY | 1D | -695.83 | 7997.78 | -8693.61 | 36.45 | 0.984 | 6988.74 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.41 | 0.40 |
All | 1714 | BATS:SPY | 1D | -1621.99 | 7603.88 | -9225.87 | 40.27 | 0.958 | 7815.99 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.40 | 0.39 |
All | 1715 | BATS:SPY | 1D | -9116.75 | 3731.24 | -12847.99 | 35.68 | 0.772 | 11773.57 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.29 | 0.30 | 0.29 |
All | 1716 | BATS:SPY | 1D | 5443.5 | 11988.79 | -6545.29 | 39.69 | 1.199 | 4880.55 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.49 | 0.47 |
All | 1717 | BATS:SPY | 1D | 6501.02 | 12769.97 | -6268.95 | 39.45 | 1.261 | 4617.79 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.49 | 0.50 | 0.47 |
All | 1718 | BATS:SPY | 1D | 8864.61 | 14189.68 | -5325.07 | 40.23 | 1.454 | 4610.32 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.50 | 0.52 | 0.49 |
All | 1719 | BATS:SPY | 1D | 7541.31 | 13271.04 | -5729.73 | 34.67 | 1.408 | 4720.93 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.49 | 0.47 |
All | 1720 | BATS:SPY | 1D | 4835.34 | 11805.14 | -6969.8 | 35.82 | 1.256 | 5899.23 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.45 | 0.47 | 0.44 |
All | 1721 | BATS:SPY | 1D | -1979.88 | 8094.59 | -10074.47 | 31.75 | 0.911 | 6160.6 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.38 |
All | 1722 | BATS:SPY | 1D | -740.03 | 8857.12 | -9597.15 | 33.96 | 0.963 | 6562.57 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.39 |
All | 1723 | BATS:SPY | 1D | 3072.44 | 10324.5 | -7252.06 | 43.18 | 1.205 | 5917.4 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.47 | 0.45 |
All | 1724 | BATS:SPY | 1D | 5275.91 | 11529.74 | -6253.83 | 47.37 | 1.394 | 5567.99 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.49 | 0.50 | 0.48 |
All | 1725 | BATS:SPY | 1D | 7653.16 | 12905.15 | -5251.99 | 46.43 | 1.68 | 4959.24 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.51 | 0.52 | 0.50 |
All | 1726 | BATS:SPY | 1D | 6863.35 | 12109.42 | -5246.07 | 42.31 | 1.625 | 5588.18 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.49 | 0.49 | 0.48 |
All | 1727 | BATS:SPY | 1D | 7418.53 | 11648.92 | -4230.39 | 40.91 | 1.829 | 4804.69 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.50 | 0.49 | 0.50 |
All | 1728 | BATS:SPY | 1D | 6344.04 | 11089.71 | -4745.67 | 35 | 1.706 | 3448.36 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.49 | 0.49 | 0.50 |
All | 1729 | BATS:SPY | 1D | 3144.49 | 9343.87 | -6199.38 | 35 | 1.296 | 4088.78 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.45 | 0.47 |
All | 1730 | BATS:SPY | 1D | -18312.93 | 0 | -18312.93 | 25.53 | 0.514 | 18667.76 | Key Value: 1 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.12 | 0.14 | 0.10 |
All | 1731 | BATS:SPY | 1D | -15143.35 | 0 | -15143.35 | 23.4 | 0.499 | 15217.92 | Key Value: 1.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.17 | 0.18 | 0.18 |
All | 1732 | BATS:SPY | 1D | -6755.85 | 0 | -6755.85 | 28.29 | 0.682 | 9117.26 | Key Value: 2 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.38 |
All | 1733 | BATS:SPY | 1D | -3743.66 | 0 | -3743.66 | 27.18 | 0.78 | 7347.74 | Key Value: 2.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.35 | 0.28 | 0.44 |
All | 1734 | BATS:SPY | 1D | -5152.78 | 0 | -5152.78 | 26.51 | 0.683 | 8671.18 | Key Value: 3 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.33 | 0.26 | 0.40 |
All | 1735 | BATS:SPY | 1D | -6457.3 | 0 | -6457.3 | 20.63 | 0.586 | 9618.42 | Key Value: 3.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.36 |
All | 1736 | BATS:SPY | 1D | -8458.55 | 0 | -8458.55 | 24.07 | 0.484 | 11634.35 | Key Value: 4 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.26 | 0.22 | 0.32 |
All | 1737 | BATS:SPY | 1D | -9370.16 | 0 | -9370.16 | 24.44 | 0.394 | 12284.58 | Key Value: 4.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.25 | 0.21 | 0.30 |
All | 1738 | BATS:SPY | 1D | -6782.19 | 0 | -6782.19 | 25.71 | 0.466 | 9875.62 | Key Value: 5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.36 |
All | 1739 | BATS:SPY | 1D | -7403.27 | 0 | -7403.27 | 20 | 0.396 | 9662.2 | Key Value: 5.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.34 |
All | 1740 | BATS:SPY | 1D | -8331.8 | 0 | -8331.8 | 14.81 | 0.362 | 11341.3 | Key Value: 6 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.30 |
All | 1741 | BATS:SPY | 1D | -10810.7 | 0 | -10810.7 | 7.41 | 0.292 | 13105.2 | Key Value: 6.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.19 | 0.16 | 0.22 |
All | 1742 | BATS:SPY | 1D | -13150.9 | 0 | -13150.9 | 7.69 | 0.233 | 14486.74 | Key Value: 7 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.16 | 0.14 | 0.18 |
All | 1743 | BATS:SPY | 1D | -14178.7 | 0 | -14178.7 | 8.33 | 0.224 | 15969.73 | Key Value: 7.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.13 | 0.13 | 0.15 |
All | 1744 | BATS:SPY | 1D | -15222.5 | 0 | -15222.5 | 8.7 | 0.194 | 16380.73 | Key Value: 8 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.12 | 0.12 | 0.13 |
All | 1745 | BATS:SPY | 1D | -13188.59 | 0 | -13188.59 | 10.53 | 0.217 | 14437.89 | Key Value: 8.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.16 | 0.15 | 0.18 |
All | 1746 | BATS:SPY | 1D | -11772.74 | 0 | -11772.74 | 12.5 | 0.223 | 14881.08 | Key Value: 9 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.17 | 0.15 | 0.20 |
All | 1747 | BATS:SPY | 1D | -10828.12 | 0 | -10828.12 | 13.33 | 0.226 | 13651.96 | Key Value: 9.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.19 | 0.17 | 0.23 |
All | 1748 | BATS:SPY | 1D | -10308.61 | 0 | -10308.61 | 7.69 | 0.224 | 12884.93 | Key Value: 10 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.19 | 0.16 | 0.23 |
All | 1749 | BATS:SPY | 1D | -17158.61 | 0 | -17158.61 | 27.85 | 0.549 | 17679.93 | Key Value: 1 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.14 | 0.16 | 0.14 |
All | 1750 | BATS:SPY | 1D | -13306.76 | 0 | -13306.76 | 25.74 | 0.538 | 13404.83 | Key Value: 1.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.21 | 0.20 | 0.23 |
All | 1751 | BATS:SPY | 1D | -11007.77 | 0 | -11007.77 | 30 | 0.517 | 11230.01 | Key Value: 2 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.30 |
All | 1752 | BATS:SPY | 1D | -3993.87 | 0 | -3993.87 | 33.33 | 0.759 | 6739.05 | Key Value: 2.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.37 | 0.30 | 0.46 |
All | 1753 | BATS:SPY | 1D | -4802.62 | 0 | -4802.62 | 30.49 | 0.676 | 7998.86 | Key Value: 3 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.35 | 0.28 | 0.43 |
All | 1754 | BATS:SPY | 1D | -7638.46 | 0 | -7638.46 | 22.06 | 0.502 | 9375.03 | Key Value: 3.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.35 |
All | 1755 | BATS:SPY | 1D | -9162.64 | 0 | -9162.64 | 21.43 | 0.457 | 12499.22 | Key Value: 4 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.29 |
All | 1756 | BATS:SPY | 1D | -8071.55 | 0 | -8071.55 | 23.91 | 0.422 | 11025.69 | Key Value: 4.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.33 |
All | 1757 | BATS:SPY | 1D | -4206.6 | 0 | -4206.6 | 18.18 | 0.575 | 7534 | Key Value: 5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.32 | 0.25 | 0.41 |
All | 1758 | BATS:SPY | 1D | -7649.25 | 0 | -7649.25 | 18.75 | 0.382 | 10094.37 | Key Value: 5.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.33 |
All | 1759 | BATS:SPY | 1D | -10104.82 | 0 | -10104.82 | 10.34 | 0.315 | 12892.54 | Key Value: 6 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.24 |
All | 1760 | BATS:SPY | 1D | -11947.8 | 0 | -11947.8 | 10.71 | 0.267 | 13929.89 | Key Value: 6.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.18 | 0.16 | 0.21 |
All | 1761 | BATS:SPY | 1D | -12642.58 | 0 | -12642.58 | 8 | 0.243 | 14013.71 | Key Value: 7 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.17 | 0.15 | 0.19 |
All | 1762 | BATS:SPY | 1D | -13213.73 | 0 | -13213.73 | 8.7 | 0.224 | 13963.64 | Key Value: 7.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.16 | 0.15 | 0.18 |
All | 1763 | BATS:SPY | 1D | -13063.93 | 0 | -13063.93 | 9.52 | 0.22 | 14452.83 | Key Value: 8 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.16 | 0.15 | 0.18 |
All | 1764 | BATS:SPY | 1D | -10391.07 | 0 | -10391.07 | 12.5 | 0.255 | 13704.11 | Key Value: 8.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.19 | 0.17 | 0.24 |
All | 1765 | BATS:SPY | 1D | -11909.46 | 0 | -11909.46 | 6.25 | 0.211 | 14772.5 | Key Value: 9 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.16 | 0.14 | 0.19 |
All | 1766 | BATS:SPY | 1D | -9687.89 | 0 | -9687.89 | 18.18 | 0.24 | 13433.85 | Key Value: 9.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.22 | 0.18 | 0.26 |
All | 1767 | BATS:SPY | 1D | -9419.96 | 0 | -9419.96 | 10 | 0.24 | 13165.92 | Key Value: 10 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.25 |
All | 1768 | BATS:SPY | 1D | -17729.4 | 0 | -17729.4 | 28.72 | 0.535 | 18188.56 | Key Value: 1 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.14 | 0.16 | 0.12 |
All | 1769 | BATS:SPY | 1D | -11781.87 | 0 | -11781.87 | 27.35 | 0.565 | 12372.68 | Key Value: 1.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.27 |
All | 1770 | BATS:SPY | 1D | -12728.55 | 0 | -12728.55 | 28.3 | 0.465 | 12728.55 | Key Value: 2 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.23 | 0.22 | 0.26 |
All | 1771 | BATS:SPY | 1D | -4153.3 | 0 | -4153.3 | 32.38 | 0.756 | 7106.3 | Key Value: 2.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.37 | 0.30 | 0.45 |
All | 1772 | BATS:SPY | 1D | -6055.81 | 0 | -6055.81 | 29.27 | 0.624 | 8816.06 | Key Value: 3 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.40 |
All | 1773 | BATS:SPY | 1D | -8458.36 | 0 | -8458.36 | 24.64 | 0.482 | 10288.61 | Key Value: 3.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
All | 1774 | BATS:SPY | 1D | -7837.5 | 0 | -7837.5 | 21.82 | 0.5 | 10761.36 | Key Value: 4 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.33 |
All | 1775 | BATS:SPY | 1D | -5023.28 | 0 | -5023.28 | 27.91 | 0.552 | 7758.88 | Key Value: 4.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.34 | 0.28 | 0.42 |
All | 1776 | BATS:SPY | 1D | -5832.59 | 0 | -5832.59 | 13.51 | 0.498 | 7940.47 | Key Value: 5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.37 |
All | 1777 | BATS:SPY | 1D | -6162.86 | 0 | -6162.86 | 13.33 | 0.467 | 8952.83 | Key Value: 5.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.35 |
All | 1778 | BATS:SPY | 1D | -9270.6 | 0 | -9270.6 | 13.79 | 0.339 | 12156.89 | Key Value: 6 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.22 | 0.19 | 0.27 |
All | 1779 | BATS:SPY | 1D | -11740.26 | 0 | -11740.26 | 10.71 | 0.267 | 13577.1 | Key Value: 6.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.18 | 0.16 | 0.21 |
All | 1780 | BATS:SPY | 1D | -11847.07 | 0 | -11847.07 | 12 | 0.256 | 13255.52 | Key Value: 7 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.19 | 0.17 | 0.22 |
All | 1781 | BATS:SPY | 1D | -10363.54 | 0 | -10363.54 | 9.52 | 0.27 | 12133.46 | Key Value: 7.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.21 | 0.18 | 0.25 |
All | 1782 | BATS:SPY | 1D | -10945.1 | 0 | -10945.1 | 10.53 | 0.253 | 12477.72 | Key Value: 8 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.20 | 0.18 | 0.24 |
All | 1783 | BATS:SPY | 1D | -10311.98 | 0 | -10311.98 | 12.5 | 0.248 | 13331.8 | Key Value: 8.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.24 |
All | 1784 | BATS:SPY | 1D | -10605.14 | 0 | -10605.14 | 14.29 | 0.241 | 13468.18 | Key Value: 9 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.24 |
All | 1785 | BATS:SPY | 1D | -10470.39 | 0 | -10470.39 | 15.38 | 0.226 | 14216.35 | Key Value: 9.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.24 |
All | 1786 | BATS:SPY | 1D | -9084.95 | 0 | -9084.95 | 10 | 0.247 | 12830.91 | Key Value: 10 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.21 | 0.17 | 0.26 |
All | 1787 | BATS:SPY | 1D | -17868.77 | 0 | -17868.77 | 28.04 | 0.54 | 18327.93 | Key Value: 1 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.13 | 0.15 | 0.12 |
All | 1788 | BATS:SPY | 1D | -9865.17 | 0 | -9865.17 | 29.74 | 0.617 | 10746.14 | Key Value: 1.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1789 | BATS:SPY | 1D | -9088.95 | 0 | -9088.95 | 28.48 | 0.586 | 9714.4 | Key Value: 2 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.26 | 0.34 |
All | 1790 | BATS:SPY | 1D | -8672.8 | 0 | -8672.8 | 29.73 | 0.559 | 10198.85 | Key Value: 2.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
All | 1791 | BATS:SPY | 1D | -5666.2 | 0 | -5666.2 | 31.33 | 0.651 | 8417.2 | Key Value: 3 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.34 | 0.28 | 0.41 |
All | 1792 | BATS:SPY | 1D | -9611.24 | 0 | -9611.24 | 22.86 | 0.46 | 11209.1 | Key Value: 3.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.26 | 0.22 | 0.30 |
All | 1793 | BATS:SPY | 1D | -7252.85 | 0 | -7252.85 | 23.21 | 0.513 | 9570.23 | Key Value: 4 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.36 |
All | 1794 | BATS:SPY | 1D | -4068.98 | 0 | -4068.98 | 27.91 | 0.629 | 6815.76 | Key Value: 4.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.36 | 0.29 | 0.44 |
All | 1795 | BATS:SPY | 1D | -5349.32 | 0 | -5349.32 | 16.22 | 0.527 | 7331.67 | Key Value: 5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.31 | 0.25 | 0.39 |
All | 1796 | BATS:SPY | 1D | -7346.14 | 0 | -7346.14 | 15.15 | 0.446 | 9011.13 | Key Value: 5.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.34 |
All | 1797 | BATS:SPY | 1D | -8164.32 | 0 | -8164.32 | 13.79 | 0.378 | 11069.66 | Key Value: 6 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.30 |
All | 1798 | BATS:SPY | 1D | -10104.11 | 0 | -10104.11 | 14.81 | 0.311 | 12060.1 | Key Value: 6.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.22 | 0.19 | 0.26 |
All | 1799 | BATS:SPY | 1D | -11311.99 | 0 | -11311.99 | 15.38 | 0.271 | 12866.08 | Key Value: 7 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.21 | 0.18 | 0.24 |
All | 1800 | BATS:SPY | 1D | -8605.22 | 0 | -8605.22 | 15 | 0.309 | 10515.06 | Key Value: 7.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.25 | 0.21 | 0.30 |
All | 1801 | BATS:SPY | 1D | -8935.06 | 0 | -8935.06 | 11.11 | 0.291 | 10562.28 | Key Value: 8 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.29 |
All | 1802 | BATS:SPY | 1D | -8514.87 | 0 | -8514.87 | 13.33 | 0.297 | 11534.69 | Key Value: 8.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.23 | 0.19 | 0.29 |
All | 1803 | BATS:SPY | 1D | -7162.85 | 0 | -7162.85 | 16.67 | 0.32 | 11065.61 | Key Value: 9 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.26 | 0.21 | 0.32 |
All | 1804 | BATS:SPY | 1D | -7469.15 | 0 | -7469.15 | 18.18 | 0.289 | 11215.11 | Key Value: 9.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.26 | 0.21 | 0.32 |
All | 1805 | BATS:SPY | 1D | -9184.17 | 0 | -9184.17 | 9.09 | 0.243 | 12897.93 | Key Value: 10 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.25 |
All | 1806 | BATS:SPY | 1D | -17464.88 | 0 | -17464.88 | 27.97 | 0.554 | 17952.6 | Key Value: 1 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.14 | 0.16 | 0.13 |
All | 1807 | BATS:SPY | 1D | -12134.22 | 0 | -12134.22 | 28.76 | 0.557 | 12423.42 | Key Value: 1.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.24 | 0.22 | 0.27 |
All | 1808 | BATS:SPY | 1D | -10087.52 | 0 | -10087.52 | 26.71 | 0.553 | 10650.04 | Key Value: 2 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.31 |
All | 1809 | BATS:SPY | 1D | -10927.29 | 0 | -10927.29 | 31.25 | 0.468 | 11331.11 | Key Value: 2.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.24 | 0.30 |
All | 1810 | BATS:SPY | 1D | -6811.79 | 0 | -6811.79 | 29.07 | 0.589 | 8948.92 | Key Value: 3 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
All | 1811 | BATS:SPY | 1D | -8275.31 | 0 | -8275.31 | 26.47 | 0.492 | 9961.75 | Key Value: 3.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1812 | BATS:SPY | 1D | -7359.62 | 0 | -7359.62 | 25 | 0.508 | 9686.93 | Key Value: 4 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.36 |
All | 1813 | BATS:SPY | 1D | -5650 | 0 | -5650 | 24.44 | 0.526 | 8421.64 | Key Value: 4.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.32 | 0.26 | 0.39 |
All | 1814 | BATS:SPY | 1D | -5132.74 | 0 | -5132.74 | 13.51 | 0.521 | 7104.71 | Key Value: 5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.31 | 0.25 | 0.39 |
All | 1815 | BATS:SPY | 1D | -7053.18 | 0 | -7053.18 | 14.71 | 0.476 | 8815.44 | Key Value: 5.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.35 |
All | 1816 | BATS:SPY | 1D | -9674.62 | 0 | -9674.62 | 12.9 | 0.346 | 10991.74 | Key Value: 6 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.23 | 0.20 | 0.28 |
All | 1817 | BATS:SPY | 1D | -9113.73 | 0 | -9113.73 | 14.81 | 0.344 | 11110.84 | Key Value: 6.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.29 |
All | 1818 | BATS:SPY | 1D | -8458.8 | 0 | -8458.8 | 17.39 | 0.344 | 9876.71 | Key Value: 7 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.22 | 0.32 |
All | 1819 | BATS:SPY | 1D | -7937.46 | 0 | -7937.46 | 20 | 0.34 | 9751.16 | Key Value: 7.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.33 |
All | 1820 | BATS:SPY | 1D | -8507.77 | 0 | -8507.77 | 16.67 | 0.302 | 10224.45 | Key Value: 8 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.26 | 0.22 | 0.31 |
All | 1821 | BATS:SPY | 1D | -6415.95 | 0 | -6415.95 | 15.38 | 0.359 | 9480.75 | Key Value: 8.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.28 | 0.22 | 0.35 |
All | 1822 | BATS:SPY | 1D | -4980.61 | 0 | -4980.61 | 18.18 | 0.392 | 8771.55 | Key Value: 9 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.38 |
All | 1823 | BATS:SPY | 1D | -6542.52 | 0 | -6542.52 | 9.09 | 0.313 | 10333.46 | Key Value: 9.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.25 | 0.20 | 0.32 |
All | 1824 | BATS:SPY | 1D | -8248.08 | 0 | -8248.08 | 9.09 | 0.252 | 11798.74 | Key Value: 10 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.22 | 0.18 | 0.28 |
All | 1825 | BATS:SPY | 1D | -17654.04 | 0 | -17654.04 | 28.65 | 0.546 | 18141.76 | Key Value: 1 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.14 | 0.16 | 0.13 |
All | 1826 | BATS:SPY | 1D | -12558.57 | 0 | -12558.57 | 29.18 | 0.55 | 12847.77 | Key Value: 1.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.23 | 0.22 | 0.26 |
All | 1827 | BATS:SPY | 1D | -9453.7 | 0 | -9453.7 | 27.5 | 0.565 | 10191.65 | Key Value: 2 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.33 |
All | 1828 | BATS:SPY | 1D | -10344.08 | 0 | -10344.08 | 32.43 | 0.49 | 10747.9 | Key Value: 2.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.28 | 0.25 | 0.32 |
All | 1829 | BATS:SPY | 1D | -8941.53 | 0 | -8941.53 | 27.27 | 0.506 | 9744.1 | Key Value: 3 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.34 |
All | 1830 | BATS:SPY | 1D | -6275.73 | 0 | -6275.73 | 27.27 | 0.591 | 8317.13 | Key Value: 3.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.39 |
All | 1831 | BATS:SPY | 1D | -5985.78 | 0 | -5985.78 | 25.93 | 0.57 | 8381.53 | Key Value: 4 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.32 | 0.26 | 0.39 |
All | 1832 | BATS:SPY | 1D | -4925.57 | 0 | -4925.57 | 22.22 | 0.576 | 7677.42 | Key Value: 4.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.33 | 0.26 | 0.41 |
All | 1833 | BATS:SPY | 1D | -4848.54 | 0 | -4848.54 | 18.92 | 0.552 | 7167.81 | Key Value: 5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.33 | 0.26 | 0.41 |
All | 1834 | BATS:SPY | 1D | -6391.06 | 0 | -6391.06 | 14.71 | 0.51 | 8304.29 | Key Value: 5.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.36 |
All | 1835 | BATS:SPY | 1D | -9349.47 | 0 | -9349.47 | 12.9 | 0.361 | 10583.44 | Key Value: 6 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.29 |
All | 1836 | BATS:SPY | 1D | -9443.76 | 0 | -9443.76 | 14.81 | 0.333 | 11498.55 | Key Value: 6.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.23 | 0.20 | 0.28 |
All | 1837 | BATS:SPY | 1D | -6634.88 | 0 | -6634.88 | 18.18 | 0.421 | 9009.28 | Key Value: 7 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.36 |
All | 1838 | BATS:SPY | 1D | -6865.59 | 0 | -6865.59 | 21.05 | 0.384 | 8724.27 | Key Value: 7.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.36 |
All | 1839 | BATS:SPY | 1D | -7273.22 | 0 | -7273.22 | 23.53 | 0.344 | 8796.43 | Key Value: 8 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.36 |
All | 1840 | BATS:SPY | 1D | -4142.26 | 0 | -4142.26 | 25 | 0.469 | 7168.42 | Key Value: 8.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.35 | 0.28 | 0.43 |
All | 1841 | BATS:SPY | 1D | -4535.79 | 0 | -4535.79 | 18.18 | 0.415 | 8326.73 | Key Value: 9 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.31 | 0.24 | 0.39 |
All | 1842 | BATS:SPY | 1D | -5976.18 | 0 | -5976.18 | 9.09 | 0.325 | 9665.62 | Key Value: 9.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.21 | 0.34 |
All | 1843 | BATS:SPY | 1D | -6304.89 | 0 | -6304.89 | 10 | 0.306 | 9900.53 | Key Value: 10 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.21 | 0.33 |
All | 1844 | BATS:SPY | 1D | -16511.58 | 0 | -16511.58 | 29.68 | 0.567 | 17111.86 | Key Value: 1 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.16 | 0.17 | 0.16 |
All | 1845 | BATS:SPY | 1D | -13263.62 | 0 | -13263.62 | 29.24 | 0.551 | 13665.38 | Key Value: 1.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.22 | 0.21 | 0.24 |
All | 1846 | BATS:SPY | 1D | -8512.61 | 0 | -8512.61 | 29.19 | 0.6 | 9392.77 | Key Value: 2 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.36 |
All | 1847 | BATS:SPY | 1D | -9163.14 | 0 | -9163.14 | 33.33 | 0.526 | 9540.95 | Key Value: 2.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.35 |
All | 1848 | BATS:SPY | 1D | -12855.2 | 0 | -12855.2 | 25.81 | 0.395 | 13199.67 | Key Value: 3 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.22 | 0.21 | 0.24 |
All | 1849 | BATS:SPY | 1D | -6130.5 | 0 | -6130.5 | 28.79 | 0.597 | 8200.76 | Key Value: 3.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.40 |
All | 1850 | BATS:SPY | 1D | -5767.37 | 0 | -5767.37 | 29.09 | 0.567 | 7531.92 | Key Value: 4 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.34 | 0.28 | 0.41 |
All | 1851 | BATS:SPY | 1D | -4692.51 | 0 | -4692.51 | 22.73 | 0.585 | 7442.94 | Key Value: 4.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.41 |
All | 1852 | BATS:SPY | 1D | -5299.72 | 0 | -5299.72 | 18.42 | 0.503 | 7478.57 | Key Value: 5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.32 | 0.26 | 0.39 |
All | 1853 | BATS:SPY | 1D | -6444.62 | 0 | -6444.62 | 17.65 | 0.505 | 8381.08 | Key Value: 5.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.37 |
All | 1854 | BATS:SPY | 1D | -9632.65 | 0 | -9632.65 | 15.63 | 0.37 | 10590.53 | Key Value: 6 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.24 | 0.21 | 0.29 |
All | 1855 | BATS:SPY | 1D | -9153.44 | 0 | -9153.44 | 14.81 | 0.352 | 9445.1 | Key Value: 6.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.26 | 0.22 | 0.31 |
All | 1856 | BATS:SPY | 1D | -6814.78 | 0 | -6814.78 | 18.18 | 0.414 | 9003.18 | Key Value: 7 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.35 |
All | 1857 | BATS:SPY | 1D | -5892.98 | 0 | -5892.98 | 21.05 | 0.446 | 8058.72 | Key Value: 7.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.39 |
All | 1858 | BATS:SPY | 1D | -5075.87 | 0 | -5075.87 | 28.57 | 0.44 | 7404.47 | Key Value: 8 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.35 | 0.28 | 0.42 |
All | 1859 | BATS:SPY | 1D | -5019.65 | 0 | -5019.65 | 30.77 | 0.424 | 7989.26 | Key Value: 8.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.34 | 0.28 | 0.42 |
All | 1860 | BATS:SPY | 1D | -4042.8 | 0 | -4042.8 | 27.27 | 0.447 | 7786.14 | Key Value: 9 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.34 | 0.27 | 0.43 |
All | 1861 | BATS:SPY | 1D | -4474.91 | 0 | -4474.91 | 10 | 0.384 | 8070.55 | Key Value: 9.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.29 | 0.23 | 0.38 |
All | 1862 | BATS:SPY | 1D | -5837.56 | 0 | -5837.56 | 10 | 0.319 | 9380.7 | Key Value: 10 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.27 | 0.21 | 0.34 |
All | 1863 | BATS:SPY | 1D | -2838.53 | -2838.53 | 0 | 41.87 | 0.92 | 8718.69 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.38 | 0.27 | 0.51 |
All | 1864 | BATS:SPY | 1D | 1082.65 | 1082.65 | 0 | 42.74 | 1.037 | 6510.37 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.43 | 0.34 | 0.54 |
All | 1865 | BATS:SPY | 1D | 11124.49 | 11124.49 | 0 | 50.99 | 1.652 | 2472.65 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1866 | BATS:SPY | 1D | 14551.46 | 14551.46 | 0 | 55.88 | 2.456 | 1580.7 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.62 | 0.61 | 0.64 |
All | 1867 | BATS:SPY | 1D | 12733.1 | 12733.1 | 0 | 48.78 | 2.408 | 2609.34 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1868 | BATS:SPY | 1D | 11580.6 | 11580.6 | 0 | 50.79 | 2.593 | 1846.82 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
All | 1869 | BATS:SPY | 1D | 9319.21 | 9319.21 | 0 | 51.85 | 2.225 | 1891.79 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.63 |
All | 1870 | BATS:SPY | 1D | 8383.41 | 8383.41 | 0 | 44.44 | 1.993 | 2539.48 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
All | 1871 | BATS:SPY | 1D | 11273.27 | 11273.27 | 0 | 51.43 | 3.331 | 1944.82 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
All | 1872 | BATS:SPY | 1D | 10387.44 | 10387.44 | 0 | 56.67 | 3.639 | 2154.01 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.60 | 0.56 | 0.64 |
All | 1873 | BATS:SPY | 1D | 9042.38 | 9042.38 | 0 | 55.56 | 3.29 | 1837.05 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.59 | 0.54 | 0.64 |
All | 1874 | BATS:SPY | 1D | 6200.88 | 6200.88 | 0 | 51.85 | 2.165 | 2140.44 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.49 | 0.62 |
All | 1875 | BATS:SPY | 1D | 3243.28 | 3243.28 | 0 | 38.46 | 1.577 | 2193.3 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.49 | 0.41 | 0.59 |
All | 1876 | BATS:SPY | 1D | 2208.08 | 2208.08 | 0 | 45.83 | 1.369 | 1766.82 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.61 |
All | 1877 | BATS:SPY | 1D | 1015.72 | 1015.72 | 0 | 34.78 | 1.145 | 1978.65 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.47 | 0.38 | 0.58 |
All | 1878 | BATS:SPY | 1D | 3462.22 | 3462.22 | 0 | 47.37 | 1.731 | 2103.63 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.52 | 0.44 | 0.61 |
All | 1879 | BATS:SPY | 1D | 3991.21 | 3991.21 | 0 | 50 | 2.094 | 1950.18 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.53 | 0.46 | 0.62 |
All | 1880 | BATS:SPY | 1D | 5157.59 | 5157.59 | 0 | 53.33 | 2.586 | 2112.17 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.48 | 0.63 |
All | 1881 | BATS:SPY | 1D | 5665.68 | 5665.68 | 0 | 61.54 | 2.895 | 1454.33 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.58 | 0.52 | 0.66 |
All | 1882 | BATS:SPY | 1D | -1404.54 | -1404.54 | 0 | 41.76 | 0.961 | 8216.32 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.40 | 0.29 | 0.52 |
All | 1883 | BATS:SPY | 1D | 3247.52 | 3247.52 | 0 | 41.53 | 1.117 | 5421.71 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.46 | 0.38 | 0.55 |
All | 1884 | BATS:SPY | 1D | 5763.97 | 5763.97 | 0 | 47.17 | 1.262 | 4622.98 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.44 | 0.58 |
All | 1885 | BATS:SPY | 1D | 14234.49 | 14234.49 | 0 | 56.73 | 2.183 | 1936.62 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.62 | 0.60 | 0.64 |
All | 1886 | BATS:SPY | 1D | 13018.73 | 13018.73 | 0 | 49.38 | 2.366 | 2809.29 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.58 | 0.56 | 0.61 |
All | 1887 | BATS:SPY | 1D | 10164.34 | 10164.34 | 0 | 47.76 | 1.965 | 3028.03 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1888 | BATS:SPY | 1D | 8940.14 | 8940.14 | 0 | 50.91 | 1.908 | 2611.65 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.61 |
All | 1889 | BATS:SPY | 1D | 10034.41 | 10034.41 | 0 | 45.65 | 2.17 | 2726.95 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1890 | BATS:SPY | 1D | 14505.67 | 14505.67 | 0 | 54.55 | 4.754 | 1584.89 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.63 | 0.62 | 0.65 |
All | 1891 | BATS:SPY | 1D | 10069.9 | 10069.9 | 0 | 50 | 2.93 | 2011.92 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
All | 1892 | BATS:SPY | 1D | 6917.41 | 6917.41 | 0 | 51.72 | 2.177 | 2785.6 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.49 | 0.62 |
All | 1893 | BATS:SPY | 1D | 5038.41 | 5038.41 | 0 | 50 | 1.833 | 2337.01 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.53 | 0.46 | 0.61 |
All | 1894 | BATS:SPY | 1D | 3676.11 | 3676.11 | 0 | 48 | 1.716 | 1562.06 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.53 | 0.45 | 0.62 |
All | 1895 | BATS:SPY | 1D | 3288.54 | 3288.54 | 0 | 39.13 | 1.548 | 1567.5 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.59 |
All | 1896 | BATS:SPY | 1D | 3345.5 | 3345.5 | 0 | 38.1 | 1.643 | 1489.2 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.50 | 0.42 | 0.59 |
All | 1897 | BATS:SPY | 1D | 5947.39 | 5947.39 | 0 | 50 | 2.459 | 1768.95 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.49 | 0.62 |
All | 1898 | BATS:SPY | 1D | 4030.21 | 4030.21 | 0 | 50 | 1.811 | 2003.12 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.53 | 0.46 | 0.62 |
All | 1899 | BATS:SPY | 1D | 5147.1 | 5147.1 | 0 | 54.55 | 2.588 | 1699.05 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.56 | 0.49 | 0.64 |
All | 1900 | BATS:SPY | 1D | 5559.04 | 5559.04 | 0 | 50 | 3.248 | 1486.96 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.55 | 0.49 | 0.63 |
All | 1901 | BATS:SPY | 1D | -2048.76 | -2048.76 | 0 | 41.6 | 0.944 | 9051.36 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.38 | 0.27 | 0.51 |
All | 1902 | BATS:SPY | 1D | 4750.25 | 4750.25 | 0 | 41.63 | 1.169 | 4412.78 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.48 | 0.41 | 0.56 |
All | 1903 | BATS:SPY | 1D | 3808.51 | 3808.51 | 0 | 46.2 | 1.158 | 6389.52 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.46 | 0.39 | 0.55 |
All | 1904 | BATS:SPY | 1D | 14318.3 | 14318.3 | 0 | 51.92 | 2.004 | 2374.81 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.62 |
All | 1905 | BATS:SPY | 1D | 11588.98 | 11588.98 | 0 | 50.62 | 1.977 | 3022.01 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1906 | BATS:SPY | 1D | 9278.25 | 9278.25 | 0 | 48.53 | 1.861 | 3029.4 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
All | 1907 | BATS:SPY | 1D | 10477.14 | 10477.14 | 0 | 48.15 | 2.079 | 2775.01 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 1908 | BATS:SPY | 1D | 14071.72 | 14071.72 | 0 | 54.76 | 3.057 | 2482.31 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.61 | 0.59 | 0.63 |
All | 1909 | BATS:SPY | 1D | 12967.57 | 12967.57 | 0 | 47.22 | 3.176 | 1988.6 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.62 |
All | 1910 | BATS:SPY | 1D | 12264.4 | 12264.4 | 0 | 56.67 | 3.613 | 2764.99 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.64 |
All | 1911 | BATS:SPY | 1D | 7925.67 | 7925.67 | 0 | 51.72 | 2.366 | 2694.81 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.50 | 0.62 |
All | 1912 | BATS:SPY | 1D | 4996.91 | 4996.91 | 0 | 53.57 | 1.863 | 2980.7 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.53 | 0.47 | 0.62 |
All | 1913 | BATS:SPY | 1D | 4623.84 | 4623.84 | 0 | 48 | 1.93 | 1750.49 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.53 | 0.46 | 0.62 |
All | 1914 | BATS:SPY | 1D | 6742.61 | 6742.61 | 0 | 47.62 | 2.604 | 1601.28 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.49 | 0.62 |
All | 1915 | BATS:SPY | 1D | 5951.83 | 5951.83 | 0 | 47.37 | 2.356 | 1456.56 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.48 | 0.62 |
All | 1916 | BATS:SPY | 1D | 5812.04 | 5812.04 | 0 | 43.75 | 2.565 | 1574.87 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.47 | 0.61 |
All | 1917 | BATS:SPY | 1D | 5609.45 | 5609.45 | 0 | 50 | 2.516 | 1773.55 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.48 | 0.62 |
All | 1918 | BATS:SPY | 1D | 4360.6 | 4360.6 | 0 | 38.46 | 2.089 | 2230.43 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.50 | 0.43 | 0.59 |
All | 1919 | BATS:SPY | 1D | 5958.24 | 5958.24 | 0 | 50 | 3.243 | 1826.95 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.49 | 0.63 |
All | 1920 | BATS:SPY | 1D | -2255.98 | -2255.98 | 0 | 41.91 | 0.939 | 9409.75 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.38 | 0.27 | 0.51 |
All | 1921 | BATS:SPY | 1D | 7088.68 | 7088.68 | 0 | 41.56 | 1.26 | 4167.78 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.44 | 0.57 |
All | 1922 | BATS:SPY | 1D | 8083.74 | 8083.74 | 0 | 47.13 | 1.367 | 4511.78 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.52 | 0.47 | 0.58 |
All | 1923 | BATS:SPY | 1D | 8788.09 | 8788.09 | 0 | 47.27 | 1.464 | 3871.89 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.59 |
All | 1924 | BATS:SPY | 1D | 11877.32 | 11877.32 | 0 | 52.44 | 1.93 | 3022.01 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1925 | BATS:SPY | 1D | 8020.88 | 8020.88 | 0 | 49.28 | 1.693 | 3202.02 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.60 |
All | 1926 | BATS:SPY | 1D | 11323.91 | 11323.91 | 0 | 50.91 | 2.161 | 2573.51 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
All | 1927 | BATS:SPY | 1D | 15028.3 | 15028.3 | 0 | 52.38 | 3.221 | 2475.38 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.61 | 0.60 | 0.63 |
All | 1928 | BATS:SPY | 1D | 13589.2 | 13589.2 | 0 | 50 | 3.178 | 2138.27 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.62 |
All | 1929 | BATS:SPY | 1D | 11470.4 | 11470.4 | 0 | 50 | 2.949 | 2597.1 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
All | 1930 | BATS:SPY | 1D | 9284.93 | 9284.93 | 0 | 51.72 | 2.778 | 2475.72 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.57 | 0.52 | 0.62 |
All | 1931 | BATS:SPY | 1D | 6690.37 | 6690.37 | 0 | 55.56 | 2.416 | 2135.72 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.50 | 0.63 |
All | 1932 | BATS:SPY | 1D | 5362.83 | 5362.83 | 0 | 53.85 | 2.073 | 2247.26 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.48 | 0.63 |
All | 1933 | BATS:SPY | 1D | 8769.16 | 8769.16 | 0 | 60 | 3.669 | 1495.57 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.60 | 0.55 | 0.66 |
All | 1934 | BATS:SPY | 1D | 8263.05 | 8263.05 | 0 | 55.56 | 4.031 | 1226.7 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.54 | 0.65 |
All | 1935 | BATS:SPY | 1D | 8009.63 | 8009.63 | 0 | 46.67 | 3.58 | 1322.88 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.57 | 0.51 | 0.63 |
All | 1936 | BATS:SPY | 1D | 8042.16 | 8042.16 | 0 | 50 | 4.72 | 1231.86 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.58 | 0.53 | 0.64 |
All | 1937 | BATS:SPY | 1D | 7669.17 | 7669.17 | 0 | 54.55 | 4.716 | 1432.79 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.53 | 0.65 |
All | 1938 | BATS:SPY | 1D | 5799.9 | 5799.9 | 0 | 45.45 | 3.01 | 1852.43 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.54 | 0.47 | 0.62 |
All | 1939 | BATS:SPY | 1D | -1769.21 | -1769.21 | 0 | 41.53 | 0.951 | 9418.32 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.38 | 0.27 | 0.50 |
All | 1940 | BATS:SPY | 1D | 4533.7 | 4533.7 | 0 | 40.52 | 1.158 | 5090.96 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.47 | 0.40 | 0.55 |
All | 1941 | BATS:SPY | 1D | 6681.21 | 6681.21 | 0 | 45.63 | 1.283 | 4534.53 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.50 | 0.44 | 0.57 |
All | 1942 | BATS:SPY | 1D | 6267.49 | 6267.49 | 0 | 47.75 | 1.303 | 6710.86 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.48 | 0.42 | 0.55 |
All | 1943 | BATS:SPY | 1D | 10779.21 | 10779.21 | 0 | 51.76 | 1.758 | 3562.19 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.60 |
All | 1944 | BATS:SPY | 1D | 9825.13 | 9825.13 | 0 | 49.25 | 1.817 | 3202.02 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 1945 | BATS:SPY | 1D | 11344.88 | 11344.88 | 0 | 50.91 | 2.103 | 2388.77 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.54 | 0.62 |
All | 1946 | BATS:SPY | 1D | 13284.87 | 13284.87 | 0 | 52.27 | 2.624 | 2728.41 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.62 |
All | 1947 | BATS:SPY | 1D | 13760.64 | 13760.64 | 0 | 52.78 | 3.13 | 2550.83 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.63 |
All | 1948 | BATS:SPY | 1D | 11878.15 | 11878.15 | 0 | 48.48 | 2.828 | 2512.36 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1949 | BATS:SPY | 1D | 8660.03 | 8660.03 | 0 | 50 | 2.363 | 2508.41 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.62 |
All | 1950 | BATS:SPY | 1D | 7707.81 | 7707.81 | 0 | 55.56 | 2.846 | 1936.56 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.57 | 0.52 | 0.64 |
All | 1951 | BATS:SPY | 1D | 8973.39 | 8973.39 | 0 | 60.87 | 3.355 | 1948.15 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.55 | 0.65 |
All | 1952 | BATS:SPY | 1D | 9509.71 | 9509.71 | 0 | 70 | 3.92 | 2118.2 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.63 | 0.58 | 0.68 |
All | 1953 | BATS:SPY | 1D | 8662.33 | 8662.33 | 0 | 55.56 | 4.754 | 1548.87 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.55 | 0.65 |
All | 1954 | BATS:SPY | 1D | 10329.96 | 10329.96 | 0 | 61.54 | 8.896 | 1145.5 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.65 | 0.61 | 0.70 |
All | 1955 | BATS:SPY | 1D | 10585.54 | 10585.54 | 0 | 54.55 | 7.298 | 1238.5 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.63 | 0.59 | 0.67 |
All | 1956 | BATS:SPY | 1D | 8785.38 | 8785.38 | 0 | 54.55 | 4.941 | 1526.73 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.55 | 0.65 |
All | 1957 | BATS:SPY | 1D | 6654.05 | 6654.05 | 0 | 54.55 | 3.651 | 1700.26 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.57 | 0.51 | 0.64 |
All | 1958 | BATS:SPY | 1D | -1969.91 | -1969.91 | 0 | 40.43 | 0.946 | 9543.84 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.37 | 0.27 | 0.50 |
All | 1959 | BATS:SPY | 1D | 4023.18 | 4023.18 | 0 | 39.22 | 1.138 | 5387.93 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.46 | 0.38 | 0.55 |
All | 1960 | BATS:SPY | 1D | 7685.67 | 7685.67 | 0 | 45.28 | 1.323 | 4322.43 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.51 | 0.46 | 0.58 |
All | 1961 | BATS:SPY | 1D | 6826.55 | 6826.55 | 0 | 47.27 | 1.334 | 6670.61 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.48 | 0.42 | 0.55 |
All | 1962 | BATS:SPY | 1D | 8535.16 | 8535.16 | 0 | 49.43 | 1.516 | 5206.87 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.52 | 0.47 | 0.58 |
All | 1963 | BATS:SPY | 1D | 12075.3 | 12075.3 | 0 | 50.77 | 2.025 | 3202.02 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1964 | BATS:SPY | 1D | 13082.65 | 13082.65 | 0 | 50.94 | 2.381 | 2242.73 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.62 |
All | 1965 | BATS:SPY | 1D | 13975.07 | 13975.07 | 0 | 54.55 | 2.778 | 2633.37 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.59 | 0.63 |
All | 1966 | BATS:SPY | 1D | 14113.7 | 14113.7 | 0 | 50 | 3.101 | 2326.71 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.62 |
All | 1967 | BATS:SPY | 1D | 12581.44 | 12581.44 | 0 | 54.55 | 3.197 | 2228.85 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.63 |
All | 1968 | BATS:SPY | 1D | 8760.52 | 8760.52 | 0 | 50 | 2.462 | 2429.41 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.62 |
All | 1969 | BATS:SPY | 1D | 7570.55 | 7570.55 | 0 | 55.56 | 2.592 | 2587.49 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.63 |
All | 1970 | BATS:SPY | 1D | 11050.51 | 11050.51 | 0 | 68.18 | 4.725 | 1817.44 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.64 | 0.61 | 0.68 |
All | 1971 | BATS:SPY | 1D | 10784.83 | 10784.83 | 0 | 73.68 | 5.456 | 2105.04 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.65 | 0.62 | 0.70 |
All | 1972 | BATS:SPY | 1D | 10171.5 | 10171.5 | 0 | 58.82 | 4.502 | 2294.35 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.56 | 0.65 |
All | 1973 | BATS:SPY | 1D | 13391.43 | 13391.43 | 0 | 58.33 | 13.809 | 1145.5 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.69 | 0.67 | 0.72 |
All | 1974 | BATS:SPY | 1D | 11219.71 | 11219.71 | 0 | 54.55 | 8.22 | 1238.5 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.64 | 0.60 | 0.68 |
All | 1975 | BATS:SPY | 1D | 9385.08 | 9385.08 | 0 | 54.55 | 5.726 | 1420.91 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.61 | 0.56 | 0.66 |
All | 1976 | BATS:SPY | 1D | 9079.7 | 9079.7 | 0 | 60 | 5.848 | 1265.18 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.62 | 0.57 | 0.68 |
All | 1977 | BATS:SPY | 1D | -1007.91 | -1007.91 | 0 | 40.48 | 0.972 | 9312.49 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.38 | 0.28 | 0.50 |
All | 1978 | BATS:SPY | 1D | 3085.7 | 3085.7 | 0 | 38.72 | 1.107 | 5597.59 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.45 | 0.37 | 0.54 |
All | 1979 | BATS:SPY | 1D | 8566.15 | 8566.15 | 0 | 43.75 | 1.366 | 4463.8 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.51 | 0.46 | 0.57 |
All | 1980 | BATS:SPY | 1D | 8190.66 | 8190.66 | 0 | 47.27 | 1.414 | 5974.44 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.50 | 0.45 | 0.56 |
All | 1981 | BATS:SPY | 1D | 4325.4 | 4325.4 | 0 | 45.65 | 1.218 | 7166.29 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.46 | 0.38 | 0.54 |
All | 1982 | BATS:SPY | 1D | 12256.9 | 12256.9 | 0 | 50.77 | 2.039 | 3202.02 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.61 |
All | 1983 | BATS:SPY | 1D | 13044.15 | 13044.15 | 0 | 50 | 2.169 | 3215.46 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.61 |
All | 1984 | BATS:SPY | 1D | 14346.19 | 14346.19 | 0 | 58.14 | 2.936 | 2717.87 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.62 | 0.60 | 0.64 |
All | 1985 | BATS:SPY | 1D | 13560.48 | 13560.48 | 0 | 51.35 | 2.825 | 2381.55 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.62 |
All | 1986 | BATS:SPY | 1D | 12270.51 | 12270.51 | 0 | 54.55 | 3.295 | 2077.72 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.64 |
All | 1987 | BATS:SPY | 1D | 8394.2 | 8394.2 | 0 | 48.39 | 2.271 | 2429.41 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.61 |
All | 1988 | BATS:SPY | 1D | 9288.69 | 9288.69 | 0 | 53.85 | 2.584 | 2716.53 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.62 |
All | 1989 | BATS:SPY | 1D | 10665.7 | 10665.7 | 0 | 68.18 | 4.681 | 1817.44 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.64 | 0.60 | 0.68 |
All | 1990 | BATS:SPY | 1D | 11857.8 | 11857.8 | 0 | 73.68 | 6.038 | 2069.87 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.66 | 0.63 | 0.70 |
All | 1991 | BATS:SPY | 1D | 13275.67 | 13275.67 | 0 | 64.29 | 7.827 | 2187.52 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.66 | 0.64 | 0.69 |
All | 1992 | BATS:SPY | 1D | 12524.36 | 12524.36 | 0 | 53.85 | 7.075 | 2089.4 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.63 | 0.60 | 0.66 |
All | 1993 | BATS:SPY | 1D | 11876.19 | 11876.19 | 0 | 54.55 | 9.242 | 1145.5 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.65 | 0.62 | 0.68 |
All | 1994 | BATS:SPY | 1D | 11290.35 | 11290.35 | 0 | 60 | 8.651 | 1238.5 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.65 | 0.62 | 0.69 |
All | 1995 | BATS:SPY | 1D | 9604.53 | 9604.53 | 0 | 60 | 6.57 | 1254.5 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.63 | 0.59 | 0.68 |
All | 1996 | BATS:SPY | 1W | -153.57 | 9027.89 | -9181.46 | 36.05 | 0.995 | 6471 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.41 | 0.42 | 0.40 |
All | 1997 | BATS:SPY | 1W | -537.53 | 9211.25 | -9748.78 | 36.26 | 0.979 | 9874.61 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.37 | 0.39 | 0.35 |
All | 1998 | BATS:SPY | 1W | -1564.08 | 7803.65 | -9367.73 | 35.94 | 0.929 | 9380.09 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.37 | 0.37 | 0.36 |
All | 1999 | BATS:SPY | 1W | 2321.45 | 10459.08 | -8137.63 | 27.27 | 1.14 | 5370.8 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.42 | 0.43 | 0.41 |
All | 2000 | BATS:SPY | 1W | 2647.08 | 9627.43 | -6980.35 | 34.48 | 1.192 | 7035.55 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.42 | 0.42 | 0.42 |
All | 2001 | BATS:SPY | 1W | -545.34 | 7535.4 | -8080.74 | 28 | 0.964 | 7921.74 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.37 | 0.37 | 0.38 |
All | 2002 | BATS:SPY | 1W | -608.64 | 6847.09 | -7455.73 | 35.29 | 0.951 | 5407.56 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.42 | 0.41 | 0.43 |
All | 2003 | BATS:SPY | 1W | -3113.41 | 5868.18 | -8981.59 | 40 | 0.751 | 5924.74 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.41 | 0.40 | 0.42 |
All | 2004 | BATS:SPY | 1W | -4003.3 | 5111.65 | -9114.95 | 38.46 | 0.664 | 7087.29 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.38 | 0.37 | 0.40 |
All | 2005 | BATS:SPY | 1W | -9083.65 | 2571.16 | -11654.81 | 30.77 | 0.394 | 10530.6 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.29 | 0.28 | 0.30 |
All | 2006 | BATS:SPY | 1W | -11432.09 | 1409.18 | -12841.27 | 30.77 | 0.287 | 12618.53 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.25 | 0.24 | 0.26 |
All | 2007 | BATS:SPY | 1W | -14105.55 | 1244.91 | -15350.46 | 18.18 | 0.339 | 15022.71 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.17 | 0.18 | 0.17 |
All | 2008 | BATS:SPY | 1W | -11032.7 | 2891.46 | -13924.16 | 22.22 | 0.38 | 13845.52 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.21 | 0.22 | 0.21 |
All | 2009 | BATS:SPY | 1W | -14006.91 | 1214.63 | -15221.54 | 22.22 | 0.277 | 14963.14 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.18 | 0.19 | 0.18 |
All | 2010 | BATS:SPY | 1W | -15222.74 | 889.85 | -16112.59 | 22.22 | 0.249 | 15861.06 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.16 | 0.18 | 0.16 |
All | 2011 | BATS:SPY | 1W | -9498.55 | 5050.55 | -14549.1 | 28.57 | 0.494 | 19000.69 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.18 | 0.21 | 0.16 |
All | 2012 | BATS:SPY | 1W | 1444.31 | 9891.99 | -8447.68 | 60 | 1.171 | 7839.34 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.47 | 0.48 | 0.46 |
All | 2013 | BATS:SPY | 1W | -51.28 | 9083.88 | -9135.16 | 40 | 0.994 | 8542.13 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.40 | 0.41 | 0.39 |
All | 2014 | BATS:SPY | 1W | -1349.78 | 8694.66 | -10044.44 | 40 | 0.866 | 8881.38 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.37 |
All | 2015 | BATS:SPY | 1W | 1937.47 | 9977.22 | -8039.75 | 40.43 | 1.066 | 5475.89 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.45 | 0.46 | 0.44 |
All | 2016 | BATS:SPY | 1W | 3024.72 | 11272.6 | -8247.88 | 40.45 | 1.128 | 7141 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.45 | 0.42 |
All | 2017 | BATS:SPY | 1W | 1336.67 | 10287.71 | -8951.04 | 34.92 | 1.061 | 7620.18 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.40 | 0.42 | 0.39 |
All | 2018 | BATS:SPY | 1W | 7112.13 | 13202.18 | -6090.05 | 37.21 | 1.442 | 4778.93 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.48 | 0.50 | 0.47 |
All | 2019 | BATS:SPY | 1W | 13090.06 | 14998.21 | -1908.15 | 43.48 | 2.666 | 3172.17 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.56 | 0.56 | 0.57 |
All | 2020 | BATS:SPY | 1W | 6064.79 | 11073.59 | -5008.8 | 38.1 | 1.598 | 3721.44 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.49 | 0.49 | 0.50 |
All | 2021 | BATS:SPY | 1W | 4656.39 | 9555.64 | -4899.25 | 35.29 | 1.478 | 4603.51 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.46 | 0.45 | 0.48 |
All | 2022 | BATS:SPY | 1W | 1079.15 | 7759.82 | -6680.67 | 40 | 1.109 | 5431.78 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.44 | 0.43 | 0.46 |
All | 2023 | BATS:SPY | 1W | -2110.66 | 6016.17 | -8126.83 | 38.46 | 0.807 | 6458.86 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.40 | 0.39 | 0.42 |
All | 2024 | BATS:SPY | 1W | -5055.39 | 4583 | -9638.39 | 38.46 | 0.597 | 7704.16 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.37 | 0.36 | 0.38 |
All | 2025 | BATS:SPY | 1W | -3792.8 | 5969.54 | -9762.34 | 27.27 | 0.709 | 8104.73 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.34 | 0.34 | 0.35 |
All | 2026 | BATS:SPY | 1W | -5447.73 | 5487.16 | -10934.89 | 33.33 | 0.617 | 9345.33 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.33 | 0.34 | 0.33 |
All | 2027 | BATS:SPY | 1W | -7993 | 4133.87 | -12126.87 | 33.33 | 0.491 | 10613.79 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.30 | 0.31 | 0.30 |
All | 2028 | BATS:SPY | 1W | -12026.82 | 2051.09 | -14077.91 | 33.33 | 0.32 | 12624.87 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.25 | 0.26 | 0.25 |
All | 2029 | BATS:SPY | 1W | -7308.87 | 5528.9 | -12837.77 | 14.29 | 0.536 | 15927.39 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.19 | 0.21 | 0.18 |
All | 2030 | BATS:SPY | 1W | -8845.88 | 4792.98 | -13638.86 | 14.29 | 0.477 | 16857.42 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.17 | 0.19 | 0.16 |
All | 2031 | BATS:SPY | 1W | -1311.1 | 8356.82 | -9667.92 | 40 | 0.864 | 8881.38 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.38 | 0.40 | 0.37 |
All | 2032 | BATS:SPY | 1W | -2154.84 | 7944.96 | -10099.8 | 40 | 0.787 | 8899.28 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.38 | 0.39 | 0.37 |
All | 2033 | BATS:SPY | 1W | -3344.4 | 7521.22 | -10865.62 | 40 | 0.692 | 8950.42 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: true | 0.37 | 0.38 | 0.36 |
All | 2034 | BATS:SPY | 1W | -325.41 | 8505.45 | -8830.86 | 38.3 | 0.989 | 4977.24 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.43 | 0.44 | 0.43 |
All | 2035 | BATS:SPY | 1W | 5248.78 | 12426.24 | -7177.46 | 39.33 | 1.22 | 7139.76 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.45 | 0.47 | 0.43 |
All | 2036 | BATS:SPY | 1W | 3056.72 | 11209.11 | -8152.39 | 37.7 | 1.142 | 7727.57 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.40 |
All | 2037 | BATS:SPY | 1W | 9776.81 | 14619.24 | -4842.43 | 43.9 | 1.672 | 4204.46 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.53 | 0.54 | 0.51 |
All | 2038 | BATS:SPY | 1W | 8255.82 | 12583.89 | -4328.07 | 41.38 | 1.647 | 3627.71 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.52 | 0.52 | 0.52 |
All | 2039 | BATS:SPY | 1W | 9258.82 | 12845.93 | -3587.11 | 42.86 | 2.034 | 3337.47 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.53 | 0.53 | 0.54 |
All | 2040 | BATS:SPY | 1W | 8542.99 | 11329.88 | -2786.89 | 46.67 | 2.256 | 3839.48 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.53 | 0.52 | 0.55 |
All | 2041 | BATS:SPY | 1W | 2685.55 | 8557.55 | -5872 | 33.33 | 1.297 | 5289.26 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.44 | 0.43 | 0.45 |
All | 2042 | BATS:SPY | 1W | -1338.31 | 6516.37 | -7854.68 | 33.33 | 0.88 | 6485.33 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.39 | 0.39 | 0.41 |
All | 2043 | BATS:SPY | 1W | -6414.19 | 3952.2 | -10366.39 | 33.33 | 0.558 | 9198.25 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.33 | 0.32 | 0.34 |
All | 2044 | BATS:SPY | 1W | 4442.75 | 10348.4 | -5905.65 | 44.44 | 1.65 | 3451.39 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.50 | 0.50 | 0.51 |
All | 2045 | BATS:SPY | 1W | -1714.15 | 7301.67 | -9015.82 | 33.33 | 0.856 | 6759.16 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.39 | 0.39 | 0.39 |
All | 2046 | BATS:SPY | 1W | -5018.32 | 5737.28 | -10755.6 | 33.33 | 0.64 | 8520.61 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.35 | 0.35 | 0.35 |
All | 2047 | BATS:SPY | 1W | -3404.64 | 6902.03 | -10306.67 | 28.57 | 0.733 | 11655.28 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.31 | 0.32 | 0.30 |
All | 2048 | BATS:SPY | 1W | -5885.47 | 5740.62 | -11626.09 | 28.57 | 0.586 | 13469.61 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.27 | 0.28 | 0.26 |
All | 2049 | BATS:SPY | 1W | -7651.69 | 4983.99 | -12635.68 | 28.57 | 0.499 | 14604.55 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.24 | 0.26 | 0.24 |
All | 2050 | BATS:SPY | 1W | -8891.78 | 4453 | -13344.78 | 28.57 | 0.446 | 15054.86 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.23 | 0.25 | 0.22 |
All | 2051 | BATS:SPY | 1W | -10452.42 | 3847.07 | -14299.49 | 14.29 | 0.391 | 16120.76 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.17 | 0.19 | 0.16 |
All | 2052 | BATS:SPY | 1W | -4121.66 | 6941.93 | -11063.59 | 40 | 0.627 | 8313.41 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: true | 0.37 | 0.38 | 0.36 |
All | 2053 | BATS:SPY | 1W | -2742.48 | 7283.92 | -10026.4 | 37.06 | 0.914 | 6889.38 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.39 |
All | 2054 | BATS:SPY | 1W | 5901.89 | 12851.95 | -6950.06 | 37.08 | 1.243 | 8734.31 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.41 |
All | 2055 | BATS:SPY | 1W | 4190.19 | 11780.8 | -7590.61 | 37.7 | 1.202 | 8724.62 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.42 | 0.44 | 0.40 |
All | 2056 | BATS:SPY | 1W | 9651.07 | 13733.15 | -4082.08 | 43.59 | 1.704 | 4013.73 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.53 | 0.53 | 0.52 |
All | 2057 | BATS:SPY | 1W | 8933.81 | 13176.81 | -4243 | 33.33 | 1.694 | 4023.18 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.50 | 0.50 | 0.49 |
All | 2058 | BATS:SPY | 1W | 9878.05 | 13233.97 | -3355.92 | 42.86 | 2.114 | 3463.41 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.54 | 0.53 | 0.54 |
All | 2059 | BATS:SPY | 1W | 10246.58 | 12317.1 | -2070.52 | 46.67 | 2.579 | 3844.91 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.55 | 0.53 | 0.56 |
All | 2060 | BATS:SPY | 1W | 6071.67 | 9990.9 | -3919.23 | 40 | 1.746 | 4894.55 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.48 | 0.47 | 0.51 |
All | 2061 | BATS:SPY | 1W | 737.23 | 7647.7 | -6910.47 | 33.33 | 1.073 | 5439.59 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.42 | 0.41 | 0.44 |
All | 2062 | BATS:SPY | 1W | 919.95 | 7752.49 | -6832.54 | 46.15 | 1.105 | 4146.31 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.47 | 0.46 | 0.49 |
All | 2063 | BATS:SPY | 1W | -3159.29 | 6691.61 | -9850.9 | 27.27 | 0.782 | 10889.21 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.32 | 0.32 | 0.32 |
All | 2064 | BATS:SPY | 1W | -540.77 | 8042.46 | -8583.23 | 33.33 | 0.953 | 6956.82 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.40 |
All | 2065 | BATS:SPY | 1W | 3156.87 | 10774.35 | -7617.48 | 42.86 | 1.312 | 7891.53 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.43 | 0.45 | 0.42 |
All | 2066 | BATS:SPY | 1W | 1320.02 | 9651.85 | -8331.83 | 42.86 | 1.123 | 9174.64 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.41 | 0.42 | 0.40 |
All | 2067 | BATS:SPY | 1W | -4332.37 | 6490.28 | -10822.65 | 28.57 | 0.673 | 12189.09 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.29 | 0.31 | 0.29 |
All | 2068 | BATS:SPY | 1W | -6545.27 | 5501.74 | -12047.01 | 28.57 | 0.55 | 13769.55 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.26 | 0.27 | 0.25 |
All | 2069 | BATS:SPY | 1W | -7949.24 | 4743.85 | -12693.09 | 28.57 | 0.478 | 13887.35 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.25 | 0.26 | 0.24 |
All | 2070 | BATS:SPY | 1W | -10268.52 | 3670.66 | -13939.18 | 28.57 | 0.383 | 14921.52 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.22 | 0.24 | 0.21 |
All | 2071 | BATS:SPY | 1W | -13016.13 | 2918.85 | -15934.98 | 28.57 | 0.312 | 16511.67 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: true | 0.19 | 0.21 | 0.17 |
All | 2072 | BATS:SPY | 1W | -3376.27 | 6799.01 | -10175.28 | 38.46 | 0.895 | 6349 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.40 | 0.39 |
All | 2073 | BATS:SPY | 1W | 1511.21 | 10096.57 | -8585.36 | 35.16 | 1.058 | 8507.33 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.41 | 0.38 |
All | 2074 | BATS:SPY | 1W | 9515.07 | 15211.02 | -5695.95 | 38.6 | 1.499 | 7165.76 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.50 | 0.45 |
All | 2075 | BATS:SPY | 1W | 9287.28 | 13450.62 | -4163.34 | 43.59 | 1.682 | 4002.27 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.52 | 0.53 | 0.52 |
All | 2076 | BATS:SPY | 1W | 7794.04 | 12475.2 | -4681.16 | 37.93 | 1.549 | 4611.04 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.49 | 0.50 | 0.49 |
All | 2077 | BATS:SPY | 1W | 5810.69 | 11475.51 | -5664.82 | 36 | 1.43 | 5089.57 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.47 | 0.47 |
All | 2078 | BATS:SPY | 1W | 10748.63 | 12581.8 | -1833.17 | 46.67 | 2.69 | 3870.16 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.55 | 0.53 | 0.57 |
All | 2079 | BATS:SPY | 1W | 7431.8 | 10723.73 | -3291.93 | 40 | 1.968 | 4732.34 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.50 | 0.48 | 0.52 |
All | 2080 | BATS:SPY | 1W | 1709.35 | 8095.56 | -6386.21 | 40 | 1.173 | 5432.42 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.45 | 0.44 | 0.46 |
All | 2081 | BATS:SPY | 1W | 967.76 | 7792.58 | -6824.82 | 46.15 | 1.108 | 4009.38 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.47 | 0.46 | 0.49 |
All | 2082 | BATS:SPY | 1W | -829.94 | 8051.48 | -8881.42 | 27.27 | 0.938 | 9595.55 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.35 | 0.35 | 0.35 |
All | 2083 | BATS:SPY | 1W | -517.58 | 7887.48 | -8405.06 | 33.33 | 0.954 | 6750.15 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.40 | 0.40 | 0.40 |
All | 2084 | BATS:SPY | 1W | 3931.82 | 11131.72 | -7199.9 | 42.86 | 1.413 | 7709.16 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.44 | 0.45 | 0.43 |
All | 2085 | BATS:SPY | 1W | 2650.31 | 10227.22 | -7576.91 | 42.86 | 1.266 | 8087.61 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.43 | 0.44 | 0.42 |
All | 2086 | BATS:SPY | 1W | -3285.13 | 6965.92 | -10251.05 | 28.57 | 0.736 | 11156.29 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.31 | 0.32 | 0.31 |
All | 2087 | BATS:SPY | 1W | -5096.65 | 6060.79 | -11157.44 | 28.57 | 0.623 | 12049.51 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.29 | 0.30 | 0.29 |
All | 2088 | BATS:SPY | 1W | -6914.16 | 5254.38 | -12168.54 | 28.57 | 0.529 | 13213.06 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.27 | 0.28 | 0.26 |
All | 2089 | BATS:SPY | 1W | -8664.35 | 4538.67 | -13203.02 | 28.57 | 0.448 | 13927.85 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.24 | 0.26 | 0.24 |
All | 2090 | BATS:SPY | 1W | -11734.59 | 3411.58 | -15146.17 | 28.57 | 0.351 | 16587.75 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: true | 0.19 | 0.21 | 0.18 |
All | 2091 | BATS:SPY | 1W | 155.65 | 8842.16 | -8686.51 | 39.86 | 1.005 | 4555.38 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.44 | 0.45 | 0.44 |
All | 2092 | BATS:SPY | 1W | -970.62 | 8504.01 | -9474.63 | 33.33 | 0.963 | 8173.42 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.38 | 0.39 | 0.37 |
All | 2093 | BATS:SPY | 1W | 10425.07 | 15810.42 | -5385.35 | 38.98 | 1.564 | 6401.83 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.49 | 0.52 | 0.46 |
All | 2094 | BATS:SPY | 1W | 10963.52 | 14430.91 | -3467.39 | 46.15 | 1.845 | 3829.66 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.54 | 0.55 | 0.54 |
All | 2095 | BATS:SPY | 1W | 8205.64 | 12811.97 | -4606.33 | 37.93 | 1.583 | 4624.86 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.50 | 0.50 | 0.49 |
All | 2096 | BATS:SPY | 1W | 8605.79 | 12472.34 | -3866.55 | 39.13 | 1.755 | 3804.94 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.51 | 0.51 | 0.52 |
All | 2097 | BATS:SPY | 1W | 11292.44 | 12906.85 | -1614.41 | 46.67 | 2.838 | 3870.16 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.55 | 0.54 | 0.57 |
All | 2098 | BATS:SPY | 1W | 8669.21 | 11463.39 | -2794.18 | 46.67 | 2.224 | 4352.21 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.53 | 0.51 | 0.55 |
All | 2099 | BATS:SPY | 1W | 8180.45 | 11696.53 | -3516.08 | 53.85 | 2.312 | 2501.63 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.56 | 0.56 | 0.58 |
All | 2100 | BATS:SPY | 1W | 3162.66 | 9036.05 | -5873.39 | 53.85 | 1.377 | 3608.21 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.51 | 0.50 | 0.53 |
All | 2101 | BATS:SPY | 1W | -447.15 | 8198.94 | -8646.09 | 36.36 | 0.966 | 9318.34 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.38 | 0.38 | 0.37 |
All | 2102 | BATS:SPY | 1W | -2464.38 | 7061.07 | -9525.45 | 27.27 | 0.825 | 9521.42 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.34 | 0.34 | 0.34 |
All | 2103 | BATS:SPY | 1W | 4878.58 | 11636.63 | -6758.05 | 42.86 | 1.534 | 7422.68 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.45 | 0.46 | 0.44 |
All | 2104 | BATS:SPY | 1W | 2106.57 | 10068.14 | -7961.57 | 42.86 | 1.203 | 8784.44 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.42 | 0.43 | 0.41 |
All | 2105 | BATS:SPY | 1W | -2134.64 | 7512.59 | -9647.23 | 28.57 | 0.821 | 10385.28 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.33 | 0.34 | 0.33 |
All | 2106 | BATS:SPY | 1W | -3557.71 | 6853.34 | -10411.05 | 28.57 | 0.718 | 11141.85 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.31 | 0.32 | 0.31 |
All | 2107 | BATS:SPY | 1W | -5467.23 | 6026.23 | -11493.46 | 28.57 | 0.605 | 12391.39 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.28 | 0.30 | 0.28 |
All | 2108 | BATS:SPY | 1W | -7314.68 | 5150.46 | -12465.14 | 28.57 | 0.511 | 13002.32 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.26 | 0.28 | 0.26 |
All | 2109 | BATS:SPY | 1W | -11427.19 | 3462.18 | -14889.37 | 28.57 | 0.357 | 16137.95 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: true | 0.20 | 0.22 | 0.19 |
All | 2110 | BATS:SPY | 1W | 1123.54 | 9332.66 | -8209.12 | 41.13 | 1.037 | 4066.57 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.46 | 0.47 | 0.45 |
All | 2111 | BATS:SPY | 1W | -544.4 | 8755.79 | -9300.19 | 33.33 | 0.979 | 8305.93 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.38 | 0.39 | 0.37 |
All | 2112 | BATS:SPY | 1W | 10872.41 | 16036.13 | -5163.72 | 38.98 | 1.601 | 5934.86 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.50 | 0.53 | 0.47 |
All | 2113 | BATS:SPY | 1W | 8844.53 | 13016.33 | -4171.8 | 46.34 | 1.631 | 3732.89 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.53 | 0.53 | 0.53 |
All | 2114 | BATS:SPY | 1W | 8186.64 | 12799.45 | -4612.81 | 37.93 | 1.581 | 4624.86 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.49 | 0.50 | 0.49 |
All | 2115 | BATS:SPY | 1W | 7449.56 | 11851.19 | -4401.63 | 36 | 1.585 | 4009.93 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.49 | 0.49 | 0.50 |
All | 2116 | BATS:SPY | 1W | 11456 | 13008.11 | -1552.11 | 46.67 | 2.865 | 3870.16 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.55 | 0.54 | 0.57 |
All | 2117 | BATS:SPY | 1W | 8984.17 | 11681.35 | -2697.18 | 46.67 | 2.266 | 4352.21 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.53 | 0.51 | 0.55 |
All | 2118 | BATS:SPY | 1W | 7850.05 | 11480 | -3629.95 | 53.85 | 2.213 | 2641.2 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.56 | 0.55 | 0.57 |
All | 2119 | BATS:SPY | 1W | 3563.67 | 9207.15 | -5643.48 | 53.85 | 1.434 | 3636.91 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.52 | 0.51 | 0.53 |
All | 2120 | BATS:SPY | 1W | 216.68 | 8425.97 | -8209.29 | 36.36 | 1.017 | 9040 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.38 | 0.39 | 0.38 |
All | 2121 | BATS:SPY | 1W | 3939.66 | 11446.95 | -7507.29 | 33.33 | 1.327 | 10167.56 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.37 |
All | 2122 | BATS:SPY | 1W | 6468.92 | 12526.22 | -6057.3 | 42.86 | 1.764 | 6241.24 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.48 | 0.49 | 0.47 |
All | 2123 | BATS:SPY | 1W | -5.81 | 8766.92 | -8772.73 | 42.86 | 0.999 | 9384.41 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.39 | 0.40 | 0.39 |
All | 2124 | BATS:SPY | 1W | -1074.49 | 7997.19 | -9071.68 | 42.86 | 0.904 | 9651.62 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.38 | 0.39 | 0.38 |
All | 2125 | BATS:SPY | 1W | -3069.37 | 7091.76 | -10161.13 | 28.57 | 0.753 | 10787.55 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.32 | 0.33 | 0.32 |
All | 2126 | BATS:SPY | 1W | -4586.17 | 6327.39 | -10913.56 | 28.57 | 0.653 | 11539.03 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.30 | 0.31 | 0.30 |
All | 2127 | BATS:SPY | 1W | -6163.65 | 5600.22 | -11763.87 | 28.57 | 0.563 | 12326.73 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.28 | 0.29 | 0.27 |
All | 2128 | BATS:SPY | 1W | -9900.51 | 4161.62 | -14062.13 | 28.57 | 0.417 | 15164.01 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: true | 0.22 | 0.24 | 0.21 |
All | 2129 | BATS:SPY | 1W | -8673.77 | 0 | -8673.77 | 24.32 | 0.505 | 10782.87 | Key Value: 1 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.32 |
All | 2130 | BATS:SPY | 1W | -9050.19 | 0 | -9050.19 | 19.57 | 0.405 | 11725.77 | Key Value: 1.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.25 | 0.21 | 0.30 |
All | 2131 | BATS:SPY | 1W | -9026.97 | 0 | -9026.97 | 18.75 | 0.35 | 11244.42 | Key Value: 2 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.25 | 0.21 | 0.30 |
All | 2132 | BATS:SPY | 1W | -7498.17 | 0 | -7498.17 | 9.09 | 0.356 | 9580.05 | Key Value: 2.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.25 | 0.21 | 0.32 |
All | 2133 | BATS:SPY | 1W | -6594.3 | 0 | -6594.3 | 13.33 | 0.369 | 9020.12 | Key Value: 3 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.28 | 0.22 | 0.35 |
All | 2134 | BATS:SPY | 1W | -7675.03 | 0 | -7675.03 | 15.38 | 0.309 | 10080.43 | Key Value: 3.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.26 | 0.22 | 0.32 |
All | 2135 | BATS:SPY | 1W | -7060.1 | 0 | -7060.1 | 11.11 | 0.303 | 10195.7 | Key Value: 4 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.25 | 0.20 | 0.32 |
All | 2136 | BATS:SPY | 1W | -8696.98 | 0 | -8696.98 | 12.5 | 0.186 | 10742.73 | Key Value: 4.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.29 |
All | 2137 | BATS:SPY | 1W | -8903.34 | 0 | -8903.34 | 14.29 | 0.164 | 10750.95 | Key Value: 5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.29 |
All | 2138 | BATS:SPY | 1W | -11578.52 | 0 | -11578.52 | 14.29 | 0.105 | 12996.77 | Key Value: 5.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.20 | 0.18 | 0.23 |
All | 2139 | BATS:SPY | 1W | -12847.26 | 0 | -12847.26 | 14.29 | 0.077 | 14033.7 | Key Value: 6 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.18 | 0.17 | 0.20 |
All | 2140 | BATS:SPY | 1W | -15345.51 | 0 | -15345.51 | 16.67 | 0.055 | 16241.76 | Key Value: 6.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.14 | 0.15 | 0.15 |
All | 2141 | BATS:SPY | 1W | -13484.65 | 0 | -13484.65 | 20 | 0.047 | 14187.23 | Key Value: 7 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.19 | 0.18 | 0.21 |
All | 2142 | BATS:SPY | 1W | -15006.33 | 0 | -15006.33 | 20 | 0.049 | 15836.5 | Key Value: 7.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.16 | 0.16 | 0.16 |
All | 2143 | BATS:SPY | 1W | -15886.36 | 0 | -15886.36 | 20 | 0.029 | 16368.04 | Key Value: 8 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.14 | 0.15 | 0.15 |
All | 2144 | BATS:SPY | 1W | -13478.85 | 0 | -13478.85 | 25 | 0.01 | 13660.23 | Key Value: 8.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.20 | 0.20 | 0.22 |
All | 2145 | BATS:SPY | 1W | -7762.54 | 0 | -7762.54 | 33.33 | 0.001 | 7820.52 | Key Value: 9 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.33 | 0.29 | 0.39 |
All | 2146 | BATS:SPY | 1W | -8380.81 | 0 | -8380.81 | 0 | 0 | 8412.31 | Key Value: 9.5 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.29 |
All | 2147 | BATS:SPY | 1W | -9266.78 | 0 | -9266.78 | 0 | 0 | 9374.53 | Key Value: 10 | ATR Period: 5 | Long Trades: false | Short Trades: true | 0.22 | 0.18 | 0.27 |
All | 2148 | BATS:SPY | 1W | -7529.61 | 0 | -7529.61 | 26.76 | 0.551 | 9725.85 | Key Value: 1 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.36 |
All | 2149 | BATS:SPY | 1W | -7529.46 | 0 | -7529.46 | 22.22 | 0.458 | 9844.99 | Key Value: 1.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.35 |
All | 2150 | BATS:SPY | 1W | -8440.51 | 0 | -8440.51 | 18.75 | 0.382 | 9735.81 | Key Value: 2 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.33 |
All | 2151 | BATS:SPY | 1W | -5617.23 | 0 | -5617.23 | 22.73 | 0.45 | 6781.6 | Key Value: 2.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.41 |
All | 2152 | BATS:SPY | 1W | -1618.78 | 0 | -1618.78 | 25 | 0.736 | 5274.52 | Key Value: 3 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.39 | 0.30 | 0.49 |
All | 2153 | BATS:SPY | 1W | -4679.22 | 0 | -4679.22 | 18.18 | 0.402 | 6886.11 | Key Value: 3.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.33 | 0.26 | 0.41 |
All | 2154 | BATS:SPY | 1W | -4595.95 | 0 | -4595.95 | 11.11 | 0.385 | 7564 | Key Value: 4 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.38 |
All | 2155 | BATS:SPY | 1W | -6473.05 | 0 | -6473.05 | 12.5 | 0.213 | 8507.48 | Key Value: 4.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.35 |
All | 2156 | BATS:SPY | 1W | -7993.92 | 0 | -7993.92 | 14.29 | 0.145 | 9399.08 | Key Value: 5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.26 | 0.22 | 0.32 |
All | 2157 | BATS:SPY | 1W | -9594.34 | 0 | -9594.34 | 14.29 | 0.101 | 10728.09 | Key Value: 5.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.24 | 0.20 | 0.28 |
All | 2158 | BATS:SPY | 1W | -9534.9 | 0 | -9534.9 | 16.67 | 0.073 | 10406.48 | Key Value: 6 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.25 | 0.21 | 0.30 |
All | 2159 | BATS:SPY | 1W | -10418.82 | 0 | -10418.82 | 20 | 0.037 | 10851.4 | Key Value: 6.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.25 | 0.22 | 0.29 |
All | 2160 | BATS:SPY | 1W | -11832.17 | 0 | -11832.17 | 20 | 0.03 | 12252.74 | Key Value: 7 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.22 | 0.20 | 0.25 |
All | 2161 | BATS:SPY | 1W | -13754.38 | 0 | -13754.38 | 20 | 0.017 | 14003.64 | Key Value: 7.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.19 | 0.18 | 0.20 |
All | 2162 | BATS:SPY | 1W | -11924.17 | 0 | -11924.17 | 0 | 0 | 11968.09 | Key Value: 8 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.17 | 0.15 | 0.20 |
All | 2163 | BATS:SPY | 1W | -12910.13 | 0 | -12910.13 | 0 | 0 | 12940.37 | Key Value: 8.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.15 | 0.14 | 0.18 |
All | 2164 | BATS:SPY | 1W | -8890.26 | 0 | -8890.26 | 0 | 0 | 8998.01 | Key Value: 9 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.23 | 0.19 | 0.28 |
All | 2165 | BATS:SPY | 1W | -9450.51 | 0 | -9450.51 | 0 | 0 | 9499.26 | Key Value: 9.5 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.22 | 0.18 | 0.27 |
All | 2166 | BATS:SPY | 1W | -10209.11 | 0 | -10209.11 | 0 | 0 | 10301.86 | Key Value: 10 | ATR Period: 10 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.25 |
All | 2167 | BATS:SPY | 1W | -8488.03 | 0 | -8488.03 | 25.35 | 0.49 | 9934.57 | Key Value: 1 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.34 |
All | 2168 | BATS:SPY | 1W | -6403.45 | 0 | -6403.45 | 22.22 | 0.529 | 9503.66 | Key Value: 1.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.37 |
All | 2169 | BATS:SPY | 1W | -7499.68 | 0 | -7499.68 | 22.58 | 0.393 | 9587.1 | Key Value: 2 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.35 |
All | 2170 | BATS:SPY | 1W | -4402.03 | 0 | -4402.03 | 28.57 | 0.526 | 5731.69 | Key Value: 2.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.37 | 0.30 | 0.45 |
All | 2171 | BATS:SPY | 1W | -3935.46 | 0 | -3935.46 | 26.67 | 0.522 | 5842.35 | Key Value: 3 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.37 | 0.30 | 0.45 |
All | 2172 | BATS:SPY | 1W | -3321.88 | 0 | -3321.88 | 27.27 | 0.523 | 5615.21 | Key Value: 3.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.37 | 0.30 | 0.47 |
All | 2173 | BATS:SPY | 1W | -2613.67 | 0 | -2613.67 | 25 | 0.529 | 5869.33 | Key Value: 4 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.37 | 0.29 | 0.47 |
All | 2174 | BATS:SPY | 1W | -5701.41 | 0 | -5701.41 | 12.5 | 0.219 | 7721.71 | Key Value: 4.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.37 |
All | 2175 | BATS:SPY | 1W | -7721.26 | 0 | -7721.26 | 12.5 | 0.141 | 9028.17 | Key Value: 5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.27 | 0.22 | 0.33 |
All | 2176 | BATS:SPY | 1W | -10301.77 | 0 | -10301.77 | 12.5 | 0.081 | 11272.02 | Key Value: 5.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.22 | 0.19 | 0.26 |
All | 2177 | BATS:SPY | 1W | -5546.83 | 0 | -5546.83 | 20 | 0.108 | 6260.92 | Key Value: 6 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.41 |
All | 2178 | BATS:SPY | 1W | -8635.78 | 0 | -8635.78 | 20 | 0.044 | 9037.78 | Key Value: 6.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.28 | 0.24 | 0.33 |
All | 2179 | BATS:SPY | 1W | -10368.17 | 0 | -10368.17 | 20 | 0.015 | 10578.22 | Key Value: 7 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.25 | 0.22 | 0.29 |
All | 2180 | BATS:SPY | 1W | -9535.83 | 0 | -9535.83 | 0 | 0 | 9546.87 | Key Value: 7.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.22 | 0.18 | 0.26 |
All | 2181 | BATS:SPY | 1W | -11023.69 | 0 | -11023.69 | 0 | 0 | 11069.44 | Key Value: 8 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.19 | 0.16 | 0.23 |
All | 2182 | BATS:SPY | 1W | -11993.89 | 0 | -11993.89 | 0 | 0 | 12025.39 | Key Value: 8.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.17 | 0.15 | 0.20 |
All | 2183 | BATS:SPY | 1W | -12769.85 | 0 | -12769.85 | 0 | 0 | 12873.29 | Key Value: 9 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.16 | 0.14 | 0.18 |
All | 2184 | BATS:SPY | 1W | -13715.27 | 0 | -13715.27 | 0 | 0 | 13762.07 | Key Value: 9.5 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.14 | 0.13 | 0.16 |
All | 2185 | BATS:SPY | 1W | -10431.77 | 0 | -10431.77 | 0 | 0 | 10524.52 | Key Value: 10 | ATR Period: 15 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.24 |
All | 2186 | BATS:SPY | 1W | -9558.37 | 0 | -9558.37 | 25 | 0.452 | 11004.91 | Key Value: 1 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.31 |
All | 2187 | BATS:SPY | 1W | -6260.17 | 0 | -6260.17 | 22.22 | 0.55 | 9718.24 | Key Value: 1.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.36 |
All | 2188 | BATS:SPY | 1W | -7057.52 | 0 | -7057.52 | 22.58 | 0.427 | 9262.86 | Key Value: 2 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.36 |
All | 2189 | BATS:SPY | 1W | -3715.46 | 0 | -3715.46 | 30 | 0.587 | 5080.8 | Key Value: 2.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.39 | 0.31 | 0.47 |
All | 2190 | BATS:SPY | 1W | -3773.95 | 0 | -3773.95 | 21.43 | 0.532 | 5829.39 | Key Value: 3 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.35 | 0.28 | 0.44 |
All | 2191 | BATS:SPY | 1W | -3089.1 | 0 | -3089.1 | 27.27 | 0.553 | 5557.47 | Key Value: 3.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.38 | 0.30 | 0.47 |
All | 2192 | BATS:SPY | 1W | -1917.16 | 0 | -1917.16 | 25 | 0.639 | 5441.77 | Key Value: 4 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.38 | 0.30 | 0.48 |
All | 2193 | BATS:SPY | 1W | -3795.36 | 0 | -3795.36 | 25 | 0.421 | 6739.98 | Key Value: 4.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.35 | 0.28 | 0.44 |
All | 2194 | BATS:SPY | 1W | -6725.42 | 0 | -6725.42 | 12.5 | 0.158 | 8054.99 | Key Value: 5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.35 |
All | 2195 | BATS:SPY | 1W | -6537.52 | 0 | -6537.52 | 14.29 | 0.122 | 7470.59 | Key Value: 5.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.30 | 0.24 | 0.37 |
All | 2196 | BATS:SPY | 1W | -9379.16 | 0 | -9379.16 | 16.67 | 0.067 | 10111.66 | Key Value: 6 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.25 | 0.22 | 0.30 |
All | 2197 | BATS:SPY | 1W | -8107.53 | 0 | -8107.53 | 20 | 0.047 | 8509.53 | Key Value: 6.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.35 |
All | 2198 | BATS:SPY | 1W | -6891.24 | 0 | -6891.24 | 25 | 0.022 | 7103.64 | Key Value: 7 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.39 |
All | 2199 | BATS:SPY | 1W | -7652.35 | 0 | -7652.35 | 25 | 0.006 | 7712.38 | Key Value: 7.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.31 | 0.27 | 0.37 |
All | 2200 | BATS:SPY | 1W | -10041.54 | 0 | -10041.54 | 0 | 0 | 10087.29 | Key Value: 8 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.21 | 0.18 | 0.25 |
All | 2201 | BATS:SPY | 1W | -11440.22 | 0 | -11440.22 | 0 | 0 | 11547.97 | Key Value: 8.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.18 | 0.16 | 0.21 |
All | 2202 | BATS:SPY | 1W | -12159.02 | 0 | -12159.02 | 0 | 0 | 12266.77 | Key Value: 9 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.17 | 0.15 | 0.20 |
All | 2203 | BATS:SPY | 1W | -13386.12 | 0 | -13386.12 | 0 | 0 | 13432.92 | Key Value: 9.5 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.15 | 0.14 | 0.17 |
All | 2204 | BATS:SPY | 1W | -15481.98 | 0 | -15481.98 | 0 | 0 | 15571.02 | Key Value: 10 | ATR Period: 20 | Long Trades: false | Short Trades: true | 0.11 | 0.11 | 0.11 |
All | 2205 | BATS:SPY | 1W | -9790.35 | 0 | -9790.35 | 26.39 | 0.455 | 11289.13 | Key Value: 1 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.31 |
All | 2206 | BATS:SPY | 1W | -8011.99 | 0 | -8011.99 | 21.74 | 0.438 | 10507.81 | Key Value: 1.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.33 |
All | 2207 | BATS:SPY | 1W | -5141.58 | 0 | -5141.58 | 24.14 | 0.544 | 7532.07 | Key Value: 2 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.41 |
All | 2208 | BATS:SPY | 1W | -3809.18 | 0 | -3809.18 | 25 | 0.578 | 5116.85 | Key Value: 2.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.37 | 0.30 | 0.46 |
All | 2209 | BATS:SPY | 1W | -4255.15 | 0 | -4255.15 | 26.67 | 0.51 | 6438.73 | Key Value: 3 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.36 | 0.29 | 0.44 |
All | 2210 | BATS:SPY | 1W | -5211.15 | 0 | -5211.15 | 23.08 | 0.428 | 7418.04 | Key Value: 3.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.41 |
All | 2211 | BATS:SPY | 1W | -1709.05 | 0 | -1709.05 | 25 | 0.676 | 5564.36 | Key Value: 4 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.38 | 0.30 | 0.48 |
All | 2212 | BATS:SPY | 1W | -3178.55 | 0 | -3178.55 | 25 | 0.497 | 6443.91 | Key Value: 4.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.36 | 0.28 | 0.45 |
All | 2213 | BATS:SPY | 1W | -6233.53 | 0 | -6233.53 | 25 | 0.205 | 7643.09 | Key Value: 5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.39 |
All | 2214 | BATS:SPY | 1W | -6547.57 | 0 | -6547.57 | 14.29 | 0.141 | 7667.51 | Key Value: 5.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.24 | 0.36 |
All | 2215 | BATS:SPY | 1W | -8370.16 | 0 | -8370.16 | 16.67 | 0.096 | 9325.91 | Key Value: 6 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.32 |
All | 2216 | BATS:SPY | 1W | -7949.26 | 0 | -7949.26 | 20 | 0.048 | 8480.62 | Key Value: 6.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.29 | 0.25 | 0.35 |
All | 2217 | BATS:SPY | 1W | -6443.04 | 0 | -6443.04 | 25 | 0.025 | 6638.4 | Key Value: 7 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.33 | 0.28 | 0.40 |
All | 2218 | BATS:SPY | 1W | -6955.17 | 0 | -6955.17 | 25 | 0.007 | 7060.08 | Key Value: 7.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.39 |
All | 2219 | BATS:SPY | 1W | -9511.67 | 0 | -9511.67 | 0 | 0 | 9557.42 | Key Value: 8 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.22 | 0.18 | 0.26 |
All | 2220 | BATS:SPY | 1W | -10602.89 | 0 | -10602.89 | 0 | 0 | 10634.39 | Key Value: 8.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.24 |
All | 2221 | BATS:SPY | 1W | -11578.21 | 0 | -11578.21 | 0 | 0 | 11685.96 | Key Value: 9 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.18 | 0.16 | 0.21 |
All | 2222 | BATS:SPY | 1W | -12421.67 | 0 | -12421.67 | 0 | 0 | 12468.47 | Key Value: 9.5 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.16 | 0.15 | 0.19 |
All | 2223 | BATS:SPY | 1W | -14761.96 | 0 | -14761.96 | 0 | 0 | 14812.96 | Key Value: 10 | ATR Period: 25 | Long Trades: false | Short Trades: true | 0.12 | 0.12 | 0.13 |
All | 2224 | BATS:SPY | 1W | -8302.94 | 0 | -8302.94 | 29.17 | 0.515 | 9873.86 | Key Value: 1 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.30 | 0.25 | 0.35 |
All | 2225 | BATS:SPY | 1W | -9109.08 | 0 | -9109.08 | 21.28 | 0.384 | 10243.62 | Key Value: 1.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.32 |
All | 2226 | BATS:SPY | 1W | -4841.02 | 0 | -4841.02 | 23.33 | 0.551 | 7348.43 | Key Value: 2 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.33 | 0.27 | 0.41 |
All | 2227 | BATS:SPY | 1W | -3110.68 | 0 | -3110.68 | 30 | 0.635 | 5001.3 | Key Value: 2.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.39 | 0.31 | 0.48 |
All | 2228 | BATS:SPY | 1W | -4127.1 | 0 | -4127.1 | 26.67 | 0.525 | 6438.73 | Key Value: 3 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.36 | 0.29 | 0.44 |
All | 2229 | BATS:SPY | 1W | -3532.21 | 0 | -3532.21 | 25 | 0.525 | 5804.11 | Key Value: 3.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.37 | 0.29 | 0.45 |
All | 2230 | BATS:SPY | 1W | -1514.23 | 0 | -1514.23 | 25 | 0.702 | 5430.26 | Key Value: 4 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.38 | 0.30 | 0.49 |
All | 2231 | BATS:SPY | 1W | -2706.15 | 0 | -2706.15 | 25 | 0.546 | 6078.72 | Key Value: 4.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.37 | 0.29 | 0.46 |
All | 2232 | BATS:SPY | 1W | -3280.52 | 0 | -3280.52 | 28.57 | 0.374 | 4886.25 | Key Value: 5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.39 | 0.31 | 0.48 |
All | 2233 | BATS:SPY | 1W | -5543.05 | 0 | -5543.05 | 28.57 | 0.21 | 6812.24 | Key Value: 5.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.35 | 0.29 | 0.42 |
All | 2234 | BATS:SPY | 1W | -8147.58 | 0 | -8147.58 | 16.67 | 0.1 | 9120.58 | Key Value: 6 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.27 | 0.23 | 0.33 |
All | 2235 | BATS:SPY | 1W | -9073.43 | 0 | -9073.43 | 16.67 | 0.058 | 9678.77 | Key Value: 6.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.26 | 0.22 | 0.31 |
All | 2236 | BATS:SPY | 1W | -5993.95 | 0 | -5993.95 | 25 | 0.057 | 6359.2 | Key Value: 7 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.34 | 0.28 | 0.41 |
All | 2237 | BATS:SPY | 1W | -7245.79 | 0 | -7245.79 | 25 | 0.033 | 7555.6 | Key Value: 7.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.32 | 0.27 | 0.38 |
All | 2238 | BATS:SPY | 1W | -9024.16 | 0 | -9024.16 | 0 | 0 | 9036.16 | Key Value: 8 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.23 | 0.19 | 0.28 |
All | 2239 | BATS:SPY | 1W | -9671.67 | 0 | -9671.67 | 0 | 0 | 9717.42 | Key Value: 8.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.21 | 0.18 | 0.26 |
All | 2240 | BATS:SPY | 1W | -10931.14 | 0 | -10931.14 | 0 | 0 | 11038.89 | Key Value: 9 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.19 | 0.16 | 0.23 |
All | 2241 | BATS:SPY | 1W | -11873.4 | 0 | -11873.4 | 0 | 0 | 11922.15 | Key Value: 9.5 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.17 | 0.15 | 0.20 |
All | 2242 | BATS:SPY | 1W | -14347.46 | 0 | -14347.46 | 0 | 0 | 14440.21 | Key Value: 10 | ATR Period: 30 | Long Trades: false | Short Trades: true | 0.13 | 0.12 | 0.14 |
All | 2243 | BATS:SPY | 1W | -7693.74 | 0 | -7693.74 | 29.58 | 0.543 | 9604.84 | Key Value: 1 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.36 |
All | 2244 | BATS:SPY | 1W | -8971.05 | 0 | -8971.05 | 19.15 | 0.393 | 10105.59 | Key Value: 1.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.26 | 0.23 | 0.31 |
All | 2245 | BATS:SPY | 1W | -4605.82 | 0 | -4605.82 | 23.33 | 0.564 | 7113.23 | Key Value: 2 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.34 | 0.27 | 0.42 |
All | 2246 | BATS:SPY | 1W | -3877.39 | 0 | -3877.39 | 33.33 | 0.562 | 5084.4 | Key Value: 2.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.39 | 0.32 | 0.48 |
All | 2247 | BATS:SPY | 1W | -4130.94 | 0 | -4130.94 | 26.67 | 0.525 | 6582.57 | Key Value: 3 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.36 | 0.29 | 0.44 |
All | 2248 | BATS:SPY | 1W | -4131.58 | 0 | -4131.58 | 23.08 | 0.5 | 5923.87 | Key Value: 3.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.36 | 0.29 | 0.44 |
All | 2249 | BATS:SPY | 1W | -1451.93 | 0 | -1451.93 | 25 | 0.714 | 5430.26 | Key Value: 4 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.38 | 0.30 | 0.49 |
All | 2250 | BATS:SPY | 1W | -2603.53 | 0 | -2603.53 | 25 | 0.563 | 6078.72 | Key Value: 4.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.37 | 0.29 | 0.46 |
All | 2251 | BATS:SPY | 1W | -3401.65 | 0 | -3401.65 | 28.57 | 0.382 | 5290.46 | Key Value: 5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.38 | 0.31 | 0.47 |
All | 2252 | BATS:SPY | 1W | -5276.06 | 0 | -5276.06 | 28.57 | 0.223 | 6608.69 | Key Value: 5.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.35 | 0.29 | 0.43 |
All | 2253 | BATS:SPY | 1W | -7743.16 | 0 | -7743.16 | 16.67 | 0.105 | 8677.29 | Key Value: 6 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.28 | 0.23 | 0.34 |
All | 2254 | BATS:SPY | 1W | -6730.09 | 0 | -6730.09 | 20 | 0.091 | 7468.09 | Key Value: 6.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.38 |
All | 2255 | BATS:SPY | 1W | -5359.6 | 0 | -5359.6 | 25 | 0.07 | 5761.6 | Key Value: 7 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.35 | 0.29 | 0.43 |
All | 2256 | BATS:SPY | 1W | -7956.21 | 0 | -7956.21 | 25 | 0.02 | 8152.96 | Key Value: 7.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.31 | 0.26 | 0.36 |
All | 2257 | BATS:SPY | 1W | -8418.62 | 0 | -8418.62 | 25 | 0.006 | 8525.88 | Key Value: 8 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.30 | 0.26 | 0.35 |
All | 2258 | BATS:SPY | 1W | -9441.13 | 0 | -9441.13 | 0 | 0 | 9486.88 | Key Value: 8.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.22 | 0.18 | 0.27 |
All | 2259 | BATS:SPY | 1W | -10241.53 | 0 | -10241.53 | 0 | 0 | 10273.03 | Key Value: 9 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.20 | 0.17 | 0.25 |
All | 2260 | BATS:SPY | 1W | -11277.1 | 0 | -11277.1 | 0 | 0 | 11384.85 | Key Value: 9.5 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.18 | 0.16 | 0.22 |
All | 2261 | BATS:SPY | 1W | -13433.6 | 0 | -13433.6 | 0 | 0 | 13482.35 | Key Value: 10 | ATR Period: 35 | Long Trades: false | Short Trades: true | 0.14 | 0.14 | 0.16 |
All | 2262 | BATS:SPY | 1W | 9403.15 | 9403.15 | 0 | 47.95 | 1.754 | 2718.37 | Key Value: 1 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 2263 | BATS:SPY | 1W | 9412.91 | 9412.91 | 0 | 53.33 | 1.958 | 2564.25 | Key Value: 1.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.52 | 0.62 |
All | 2264 | BATS:SPY | 1W | 8194.06 | 8194.06 | 0 | 53.13 | 2.005 | 2825.5 | Key Value: 2 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.62 |
All | 2265 | BATS:SPY | 1W | 10636.9 | 10636.9 | 0 | 45.45 | 3.405 | 2217.68 | Key Value: 2.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.61 |
All | 2266 | BATS:SPY | 1W | 9931.14 | 9931.14 | 0 | 57.14 | 4.379 | 1594.71 | Key Value: 3 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.61 | 0.56 | 0.66 |
All | 2267 | BATS:SPY | 1W | 7856.11 | 7856.11 | 0 | 41.67 | 3.215 | 1838.59 | Key Value: 3.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.61 |
All | 2268 | BATS:SPY | 1W | 6967.45 | 6967.45 | 0 | 62.5 | 4.571 | 1369.92 | Key Value: 4 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.60 | 0.55 | 0.67 |
All | 2269 | BATS:SPY | 1W | 6076.25 | 6076.25 | 0 | 71.43 | 4.841 | 1584.01 | Key Value: 4.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.62 | 0.56 | 0.69 |
All | 2270 | BATS:SPY | 1W | 5420.94 | 5420.94 | 0 | 66.67 | 6.192 | 1108.6 | Key Value: 5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.62 | 0.55 | 0.70 |
All | 2271 | BATS:SPY | 1W | 2823.73 | 2823.73 | 0 | 50 | 2.408 | 1919.97 | Key Value: 5.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.53 | 0.45 | 0.62 |
All | 2272 | BATS:SPY | 1W | 1603.08 | 1603.08 | 0 | 50 | 1.746 | 2482.93 | Key Value: 6 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.61 |
All | 2273 | BATS:SPY | 1W | 1465.15 | 1465.15 | 0 | 20 | 1.276 | 3099.26 | Key Value: 6.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.42 | 0.33 | 0.53 |
All | 2274 | BATS:SPY | 1W | 2975.01 | 2975.01 | 0 | 25 | 1.898 | 3423.82 | Key Value: 7 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.44 | 0.36 | 0.54 |
All | 2275 | BATS:SPY | 1W | 1140.76 | 1140.76 | 0 | 25 | 1.318 | 3508.76 | Key Value: 7.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.43 | 0.34 | 0.53 |
All | 2276 | BATS:SPY | 1W | 760.57 | 760.57 | 0 | 25 | 1.192 | 3717.18 | Key Value: 8 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.42 | 0.33 | 0.53 |
All | 2277 | BATS:SPY | 1W | 4803.39 | 4803.39 | 0 | 33.33 | 2.113 | 4604.61 | Key Value: 8.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.46 | 0.39 | 0.55 |
All | 2278 | BATS:SPY | 1W | 9951.53 | 9951.53 | 0 | 100 | 1398.3 | Key Value: 9 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.69 | 0.65 | 0.74 | |
All | 2279 | BATS:SPY | 1W | 9105.42 | 9105.42 | 0 | 100 | 1674.75 | Key Value: 9.5 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.68 | 0.64 | 0.74 | |
All | 2280 | BATS:SPY | 1W | 8823.8 | 8823.8 | 0 | 100 | 1824.76 | Key Value: 10 | ATR Period: 5 | Long Trades: true | Short Trades: false | 0.68 | 0.63 | 0.73 | |
All | 2281 | BATS:SPY | 1W | 10137.41 | 10137.41 | 0 | 54.29 | 1.833 | 3124.53 | Key Value: 1 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.62 |
All | 2282 | BATS:SPY | 1W | 11465.9 | 11465.9 | 0 | 59.09 | 2.254 | 2608.22 | Key Value: 1.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.60 | 0.56 | 0.64 |
All | 2283 | BATS:SPY | 1W | 10839.13 | 10839.13 | 0 | 51.61 | 2.361 | 2825.5 | Key Value: 2 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.57 | 0.54 | 0.62 |
All | 2284 | BATS:SPY | 1W | 13472.52 | 13472.52 | 0 | 52.38 | 3.469 | 2305.22 | Key Value: 2.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.60 | 0.58 | 0.63 |
All | 2285 | BATS:SPY | 1W | 15096.88 | 15096.88 | 0 | 63.64 | 12.166 | 1306.78 | Key Value: 3 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.71 | 0.69 | 0.72 |
All | 2286 | BATS:SPY | 1W | 11413.85 | 11413.85 | 0 | 60 | 6.679 | 1238.5 | Key Value: 3.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.64 | 0.61 | 0.68 |
All | 2287 | BATS:SPY | 1W | 9677.86 | 9677.86 | 0 | 62.5 | 5.825 | 1352 | Key Value: 4 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.63 | 0.59 | 0.68 |
All | 2288 | BATS:SPY | 1W | 8018.28 | 8018.28 | 0 | 71.43 | 6.183 | 1669.86 | Key Value: 4.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.64 | 0.59 | 0.70 |
All | 2289 | BATS:SPY | 1W | 6472.17 | 6472.17 | 0 | 66.67 | 5.537 | 1928.97 | Key Value: 5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.61 | 0.55 | 0.68 |
All | 2290 | BATS:SPY | 1W | 4975.86 | 4975.86 | 0 | 66.67 | 3.706 | 2646.88 | Key Value: 5.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.58 | 0.51 | 0.66 |
All | 2291 | BATS:SPY | 1W | 6387.09 | 6387.09 | 0 | 40 | 3.495 | 2818.1 | Key Value: 6 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.52 | 0.46 | 0.59 |
All | 2292 | BATS:SPY | 1W | 5736.63 | 5736.63 | 0 | 50 | 2.931 | 3308.48 | Key Value: 6.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.53 | 0.47 | 0.61 |
All | 2293 | BATS:SPY | 1W | 4255.11 | 4255.11 | 0 | 50 | 2.264 | 2766.56 | Key Value: 7 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.53 | 0.45 | 0.61 |
All | 2294 | BATS:SPY | 1W | 2114.18 | 2114.18 | 0 | 50 | 1.595 | 2830.24 | Key Value: 7.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.51 | 0.42 | 0.61 |
All | 2295 | BATS:SPY | 1W | 5427.26 | 5427.26 | 0 | 33.33 | 2.79 | 3320.76 | Key Value: 8 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.49 | 0.42 | 0.57 |
All | 2296 | BATS:SPY | 1W | 4657.78 | 4657.78 | 0 | 33.33 | 2.323 | 3883.22 | Key Value: 8.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.47 | 0.40 | 0.56 |
All | 2297 | BATS:SPY | 1W | 8484.28 | 8484.28 | 0 | 100 | 1901.06 | Key Value: 9 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.67 | 0.63 | 0.73 | |
All | 2298 | BATS:SPY | 1W | 8090.01 | 8090.01 | 0 | 100 | 2163.72 | Key Value: 9.5 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.67 | 0.62 | 0.73 | |
All | 2299 | BATS:SPY | 1W | 7663.13 | 7663.13 | 0 | 100 | 928.68 | Key Value: 10 | ATR Period: 10 | Long Trades: true | Short Trades: false | 0.68 | 0.63 | 0.74 | |
All | 2300 | BATS:SPY | 1W | 8896.4 | 8896.4 | 0 | 51.43 | 1.671 | 3635.4 | Key Value: 1 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.55 | 0.50 | 0.60 |
All | 2301 | BATS:SPY | 1W | 12551.48 | 12551.48 | 0 | 56.82 | 2.331 | 2608.22 | Key Value: 1.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
All | 2302 | BATS:SPY | 1W | 11617.18 | 11617.18 | 0 | 53.33 | 2.331 | 2928.41 | Key Value: 2 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.58 | 0.55 | 0.62 |
All | 2303 | BATS:SPY | 1W | 14859.82 | 14859.82 | 0 | 60 | 4.127 | 2305.22 | Key Value: 2.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.64 | 0.62 | 0.65 |
All | 2304 | BATS:SPY | 1W | 12585.65 | 12585.65 | 0 | 57.14 | 4.082 | 1834.07 | Key Value: 3 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.62 | 0.59 | 0.65 |
All | 2305 | BATS:SPY | 1W | 13030.92 | 13030.92 | 0 | 60 | 8.709 | 1069.98 | Key Value: 3.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.67 | 0.64 | 0.69 |
All | 2306 | BATS:SPY | 1W | 11505.94 | 11505.94 | 0 | 71.43 | 11.851 | 960.15 | Key Value: 4 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.70 | 0.67 | 0.74 |
All | 2307 | BATS:SPY | 1W | 8934.69 | 8934.69 | 0 | 57.14 | 6.652 | 1549.83 | Key Value: 4.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.61 | 0.57 | 0.67 |
All | 2308 | BATS:SPY | 1W | 6915.67 | 6915.67 | 0 | 57.14 | 4.279 | 2288.18 | Key Value: 5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.58 | 0.52 | 0.65 |
All | 2309 | BATS:SPY | 1W | 4383.36 | 4383.36 | 0 | 57.14 | 2.315 | 2710.57 | Key Value: 5.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.47 | 0.63 |
All | 2310 | BATS:SPY | 1W | 10671.72 | 10671.72 | 0 | 75 | 42.248 | 1438.08 | Key Value: 6 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.88 | 0.84 | 0.93 |
All | 2311 | BATS:SPY | 1W | 7622.94 | 7622.94 | 0 | 50 | 4.047 | 2226.69 | Key Value: 6.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.63 |
All | 2312 | BATS:SPY | 1W | 5993.57 | 5993.57 | 0 | 50 | 2.886 | 2864.96 | Key Value: 7 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.54 | 0.48 | 0.61 |
All | 2313 | BATS:SPY | 1W | 6956.06 | 6956.06 | 0 | 66.67 | 3.787 | 3412.44 | Key Value: 7.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.59 | 0.53 | 0.65 |
All | 2314 | BATS:SPY | 1W | 5830.75 | 5830.75 | 0 | 66.67 | 3.197 | 3570.03 | Key Value: 8 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.51 | 0.65 |
All | 2315 | BATS:SPY | 1W | 5033.48 | 5033.48 | 0 | 66.67 | 2.846 | 2924.79 | Key Value: 8.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.50 | 0.65 |
All | 2316 | BATS:SPY | 1W | 4399.57 | 4399.57 | 0 | 66.67 | 2.532 | 3136.16 | Key Value: 9 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.57 | 0.49 | 0.65 |
All | 2317 | BATS:SPY | 1W | 3746.63 | 3746.63 | 0 | 33.33 | 2.229 | 3414.27 | Key Value: 9.5 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.47 | 0.40 | 0.56 |
All | 2318 | BATS:SPY | 1W | 7093.57 | 7093.57 | 0 | 100 | 820.08 | Key Value: 10 | ATR Period: 15 | Long Trades: true | Short Trades: false | 0.68 | 0.62 | 0.75 | |
All | 2319 | BATS:SPY | 1W | 7638.39 | 7638.39 | 0 | 49.3 | 1.522 | 3635.4 | Key Value: 1 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.60 |
All | 2320 | BATS:SPY | 1W | 13103.66 | 13103.66 | 0 | 52.27 | 2.373 | 2607.16 | Key Value: 1.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.62 |
All | 2321 | BATS:SPY | 1W | 12207 | 12207 | 0 | 53.33 | 2.519 | 2477.24 | Key Value: 2 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.62 |
All | 2322 | BATS:SPY | 1W | 13881.61 | 13881.61 | 0 | 57.89 | 4.281 | 1941.84 | Key Value: 2.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.63 | 0.61 | 0.65 |
All | 2323 | BATS:SPY | 1W | 13341.79 | 13341.79 | 0 | 46.15 | 4.109 | 1834.07 | Key Value: 3 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.62 |
All | 2324 | BATS:SPY | 1W | 13446.15 | 13446.15 | 0 | 60 | 9.303 | 1069.98 | Key Value: 3.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.67 | 0.65 | 0.70 |
All | 2325 | BATS:SPY | 1W | 12468.59 | 12468.59 | 0 | 71.43 | 13.608 | 946.73 | Key Value: 4 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.72 | 0.69 | 0.75 |
All | 2326 | BATS:SPY | 1W | 10345.48 | 10345.48 | 0 | 57.14 | 7.986 | 1360.5 | Key Value: 4.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.63 | 0.59 | 0.68 |
All | 2327 | BATS:SPY | 1W | 8034.61 | 8034.61 | 0 | 57.14 | 4.976 | 1885.52 | Key Value: 5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.54 | 0.66 |
All | 2328 | BATS:SPY | 1W | 8010.35 | 8010.35 | 0 | 83.33 | 8.31 | 1696.09 | Key Value: 5.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.68 | 0.63 | 0.74 |
All | 2329 | BATS:SPY | 1W | 6933.95 | 6933.95 | 0 | 40 | 2.672 | 4640.51 | Key Value: 6 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.50 | 0.44 | 0.57 |
All | 2330 | BATS:SPY | 1W | 8209.96 | 8209.96 | 0 | 50 | 4.21 | 2784.72 | Key Value: 6.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.62 |
All | 2331 | BATS:SPY | 1W | 10779.08 | 10779.08 | 0 | 66.67 | 5.491 | 2472.06 | Key Value: 7 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.63 | 0.60 | 0.68 |
All | 2332 | BATS:SPY | 1W | 9767.39 | 9767.39 | 0 | 66.67 | 5.213 | 2806.72 | Key Value: 7.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.62 | 0.58 | 0.67 |
All | 2333 | BATS:SPY | 1W | 6596.54 | 6596.54 | 0 | 66.67 | 3.643 | 2969 | Key Value: 8 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.59 | 0.53 | 0.66 |
All | 2334 | BATS:SPY | 1W | 5569.8 | 5569.8 | 0 | 66.67 | 3.163 | 3461.27 | Key Value: 8.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.57 | 0.51 | 0.65 |
All | 2335 | BATS:SPY | 1W | 4720.45 | 4720.45 | 0 | 66.67 | 2.749 | 3584.36 | Key Value: 9 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.49 | 0.65 |
All | 2336 | BATS:SPY | 1W | 3694.86 | 3694.86 | 0 | 66.67 | 2.328 | 2972.56 | Key Value: 9.5 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.56 | 0.48 | 0.65 |
All | 2337 | BATS:SPY | 1W | 2927.17 | 2927.17 | 0 | 66.67 | 1.919 | 3365.62 | Key Value: 10 | ATR Period: 20 | Long Trades: true | Short Trades: false | 0.55 | 0.47 | 0.64 |
All | 2338 | BATS:SPY | 1W | 7309.97 | 7309.97 | 0 | 50.7 | 1.511 | 3635.4 | Key Value: 1 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.60 |
All | 2339 | BATS:SPY | 1W | 10364.09 | 10364.09 | 0 | 48.89 | 1.912 | 2747.25 | Key Value: 1.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 2340 | BATS:SPY | 1W | 15417.69 | 15417.69 | 0 | 53.57 | 3.144 | 2338.7 | Key Value: 2 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.62 | 0.61 | 0.63 |
All | 2341 | BATS:SPY | 1W | 13635.98 | 13635.98 | 0 | 63.16 | 4.32 | 1941.84 | Key Value: 2.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.64 | 0.62 | 0.67 |
All | 2342 | BATS:SPY | 1W | 12668.24 | 12668.24 | 0 | 50 | 3.514 | 2304.14 | Key Value: 3 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.59 | 0.57 | 0.62 |
All | 2343 | BATS:SPY | 1W | 11583.05 | 11583.05 | 0 | 50 | 3.899 | 2151.76 | Key Value: 3.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.59 | 0.56 | 0.63 |
All | 2344 | BATS:SPY | 1W | 12779.16 | 12779.16 | 0 | 71.43 | 14.848 | 768.33 | Key Value: 4 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.73 | 0.71 | 0.76 |
All | 2345 | BATS:SPY | 1W | 10911.96 | 10911.96 | 0 | 57.14 | 9.922 | 1174.05 | Key Value: 4.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.65 | 0.61 | 0.69 |
All | 2346 | BATS:SPY | 1W | 8518.46 | 8518.46 | 0 | 57.14 | 5.48 | 1766.31 | Key Value: 5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.55 | 0.66 |
All | 2347 | BATS:SPY | 1W | 8031.74 | 8031.74 | 0 | 83.33 | 8.329 | 1636.2 | Key Value: 5.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.68 | 0.63 | 0.74 |
All | 2348 | BATS:SPY | 1W | 8210.95 | 8210.95 | 0 | 40 | 3.154 | 4033.66 | Key Value: 6 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.52 | 0.47 | 0.58 |
All | 2349 | BATS:SPY | 1W | 8100.01 | 8100.01 | 0 | 50 | 4.331 | 2658.72 | Key Value: 6.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.51 | 0.63 |
All | 2350 | BATS:SPY | 1W | 11276.94 | 11276.94 | 0 | 66.67 | 6.225 | 2956.52 | Key Value: 7 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.63 | 0.60 | 0.67 |
All | 2351 | BATS:SPY | 1W | 10233.16 | 10233.16 | 0 | 66.67 | 5.264 | 3174.96 | Key Value: 7.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.62 | 0.58 | 0.67 |
All | 2352 | BATS:SPY | 1W | 7092.83 | 7092.83 | 0 | 66.67 | 4.149 | 2524.8 | Key Value: 8 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.60 | 0.54 | 0.67 |
All | 2353 | BATS:SPY | 1W | 6089.6 | 6089.6 | 0 | 66.67 | 3.44 | 2969 | Key Value: 8.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.58 | 0.52 | 0.66 |
All | 2354 | BATS:SPY | 1W | 5334.71 | 5334.71 | 0 | 66.67 | 3.071 | 3244.92 | Key Value: 9 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.57 | 0.51 | 0.65 |
All | 2355 | BATS:SPY | 1W | 4515.78 | 4515.78 | 0 | 66.67 | 2.702 | 3539.48 | Key Value: 9.5 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.56 | 0.49 | 0.65 |
All | 2356 | BATS:SPY | 1W | 3339.47 | 3339.47 | 0 | 66.67 | 2.063 | 4028.35 | Key Value: 10 | ATR Period: 25 | Long Trades: true | Short Trades: false | 0.54 | 0.47 | 0.64 |
All | 2357 | BATS:SPY | 1W | 9257.47 | 9257.47 | 0 | 50.7 | 1.692 | 3255.81 | Key Value: 1 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.51 | 0.60 |
All | 2358 | BATS:SPY | 1W | 8995.82 | 8995.82 | 0 | 45.65 | 1.782 | 3756.62 | Key Value: 1.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.53 | 0.48 | 0.59 |
All | 2359 | BATS:SPY | 1W | 16010.8 | 16010.8 | 0 | 55.17 | 3.238 | 2045.21 | Key Value: 2 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.63 | 0.62 | 0.64 |
All | 2360 | BATS:SPY | 1W | 14509.02 | 14509.02 | 0 | 63.16 | 4.66 | 1834.94 | Key Value: 2.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.65 | 0.63 | 0.67 |
All | 2361 | BATS:SPY | 1W | 12835.92 | 12835.92 | 0 | 50 | 3.635 | 2304.14 | Key Value: 3 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
All | 2362 | BATS:SPY | 1W | 12524.52 | 12524.52 | 0 | 54.55 | 4.529 | 1989.26 | Key Value: 3.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.61 | 0.59 | 0.65 |
All | 2363 | BATS:SPY | 1W | 12963.24 | 12963.24 | 0 | 71.43 | 15.048 | 768.33 | Key Value: 4 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.74 | 0.71 | 0.76 |
All | 2364 | BATS:SPY | 1W | 11711.64 | 11711.64 | 0 | 71.43 | 12.506 | 1182.4 | Key Value: 4.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.71 | 0.68 | 0.74 |
All | 2365 | BATS:SPY | 1W | 11856.86 | 11856.86 | 0 | 83.33 | 17.193 | 1045.25 | Key Value: 5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.77 | 0.74 | 0.80 |
All | 2366 | BATS:SPY | 1W | 9284.5 | 9284.5 | 0 | 83.33 | 9.754 | 1600.92 | Key Value: 5.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.70 | 0.65 | 0.75 |
All | 2367 | BATS:SPY | 1W | 8415.33 | 8415.33 | 0 | 60 | 3.308 | 3879.68 | Key Value: 6 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.57 | 0.52 | 0.63 |
All | 2368 | BATS:SPY | 1W | 7367.67 | 7367.67 | 0 | 40 | 2.756 | 4052.9 | Key Value: 6.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.51 | 0.45 | 0.57 |
All | 2369 | BATS:SPY | 1W | 11726.02 | 11726.02 | 0 | 66.67 | 6.677 | 2864.03 | Key Value: 7 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.64 | 0.61 | 0.68 |
All | 2370 | BATS:SPY | 1W | 10119.81 | 10119.81 | 0 | 66.67 | 5.689 | 2933.04 | Key Value: 7.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.62 | 0.58 | 0.67 |
All | 2371 | BATS:SPY | 1W | 7549.26 | 7549.26 | 0 | 66.67 | 4.235 | 3108.29 | Key Value: 8 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.54 | 0.66 |
All | 2372 | BATS:SPY | 1W | 6980.16 | 6980.16 | 0 | 66.67 | 4.099 | 2524.8 | Key Value: 8.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.60 | 0.54 | 0.67 |
All | 2373 | BATS:SPY | 1W | 5953.07 | 5953.07 | 0 | 66.67 | 3.385 | 2969 | Key Value: 9 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.58 | 0.52 | 0.66 |
All | 2374 | BATS:SPY | 1W | 5237.38 | 5237.38 | 0 | 66.67 | 3.034 | 3119.52 | Key Value: 9.5 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.57 | 0.51 | 0.65 |
All | 2375 | BATS:SPY | 1W | 3399.67 | 3399.67 | 0 | 66.67 | 2.103 | 3968.15 | Key Value: 10 | ATR Period: 30 | Long Trades: true | Short Trades: false | 0.55 | 0.47 | 0.64 |
All | 2376 | BATS:SPY | 1W | 9730 | 9730 | 0 | 52.86 | 1.739 | 3257.24 | Key Value: 1 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.52 | 0.61 |
All | 2377 | BATS:SPY | 1W | 9172.24 | 9172.24 | 0 | 47.83 | 1.797 | 3756.62 | Key Value: 1.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.54 | 0.49 | 0.59 |
All | 2378 | BATS:SPY | 1W | 16241.31 | 16241.31 | 0 | 55.17 | 3.346 | 2045.21 | Key Value: 2 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.63 | 0.62 | 0.64 |
All | 2379 | BATS:SPY | 1W | 13193.01 | 13193.01 | 0 | 60 | 3.734 | 1861.83 | Key Value: 2.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.63 | 0.60 | 0.66 |
All | 2380 | BATS:SPY | 1W | 12838.32 | 12838.32 | 0 | 50 | 3.636 | 2304.14 | Key Value: 3 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
All | 2381 | BATS:SPY | 1W | 12090.38 | 12090.38 | 0 | 50 | 3.861 | 1762.54 | Key Value: 3.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.57 | 0.63 |
All | 2382 | BATS:SPY | 1W | 13061.83 | 13061.83 | 0 | 71.43 | 15.154 | 768.33 | Key Value: 4 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.74 | 0.71 | 0.77 |
All | 2383 | BATS:SPY | 1W | 11901.08 | 11901.08 | 0 | 71.43 | 12.692 | 1182.4 | Key Value: 4.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.71 | 0.68 | 0.75 |
All | 2384 | BATS:SPY | 1W | 11651.5 | 11651.5 | 0 | 83.33 | 16.912 | 1048.01 | Key Value: 5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.76 | 0.73 | 0.80 |
All | 2385 | BATS:SPY | 1W | 9550.6 | 9550.6 | 0 | 83.33 | 10.005 | 1600.92 | Key Value: 5.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.70 | 0.66 | 0.75 |
All | 2386 | BATS:SPY | 1W | 8600.96 | 8600.96 | 0 | 60 | 3.379 | 3797.29 | Key Value: 6 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.52 | 0.63 |
All | 2387 | BATS:SPY | 1W | 11427.46 | 11427.46 | 0 | 50 | 3.912 | 4164.41 | Key Value: 6.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.57 | 0.53 | 0.60 |
All | 2388 | BATS:SPY | 1W | 12559.6 | 12559.6 | 0 | 66.67 | 7.08 | 2306.51 | Key Value: 7 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.66 | 0.63 | 0.69 |
All | 2389 | BATS:SPY | 1W | 8814.43 | 8814.43 | 0 | 66.67 | 5.386 | 2784.72 | Key Value: 7.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.62 | 0.57 | 0.67 |
All | 2390 | BATS:SPY | 1W | 8039.83 | 8039.83 | 0 | 66.67 | 4.784 | 2899.34 | Key Value: 8 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.61 | 0.55 | 0.67 |
All | 2391 | BATS:SPY | 1W | 7232.02 | 7232.02 | 0 | 66.67 | 4.099 | 2403.21 | Key Value: 8.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.60 | 0.54 | 0.67 |
All | 2392 | BATS:SPY | 1W | 6446.15 | 6446.15 | 0 | 66.67 | 3.695 | 2664.54 | Key Value: 9 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.59 | 0.53 | 0.66 |
All | 2393 | BATS:SPY | 1W | 5662.72 | 5662.72 | 0 | 66.67 | 3.269 | 2969 | Key Value: 9.5 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.58 | 0.51 | 0.66 |
All | 2394 | BATS:SPY | 1W | 4234.86 | 4234.86 | 0 | 66.67 | 2.41 | 3548.19 | Key Value: 10 | ATR Period: 35 | Long Trades: true | Short Trades: false | 0.56 | 0.49 | 0.65 |
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
- 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.