Opening range breakout, 0.2% stop · SPY 5m backtest · Mar 4, 2024 – Sep 30, 2026
A backtest of Opening range breakout, 0.2% stop on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | Opening range breakout, 0.2% stop |
|---|---|
| Symbol | SPY |
| Period | Mar 4, 2024 – Sep 30, 2026 |
| Trades | 640 |
| Total return | +23.71% |
| Max drawdown | -4.41% |
| Profit factor | 1.26 |