Opening Range Breakout · SPY 5m backtest · Mar 29, 2023 – Sep 30, 2026
A backtest of Opening Range Breakout on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | Opening Range Breakout |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Sep 30, 2026 |
| Trades | 875 |
| Total return | +15.07% |
| Max drawdown | -8.22% |
| Profit factor | 1.09 |