Renko Chart Strategy on AAPL

2016-08-20 to 2026-08-20 · Initial Capital: $10,000 · Shared 2026-08-20

This Renko Chart Strategy was backtested on AAPL from 2016-08-20 to 2026-08-20 with an initial capital of $10,000. It achieved a 10.5% compound annual growth rate (CAGR) with a Sharpe ratio of 2.26 and a maximum drawdown of 36.1%. The strategy executed 169 trades with a 44.4% win rate.

Performance Metrics

Total Return
156.4%
CAGR
10.5%
Sharpe Ratio
2.26
Max Drawdown
36.1%
Win Rate
44.4%
Total Trades
169
Profit Factor
1.43
Volatility
N/A%

Strategy Parameters

atr_multiplier 1
atr_period 14
brick_method fixed
brick_percent 0.5
brick_size 1
consecutive_bricks 2
reversal_bricks 2
ma_period 20
ma_type ema
use_ma_filter False
use_volume_filter False
volume_factor 1.5
stop_loss_atr 2
trailing_stop_atr 3
use_atr_stops False

Test This Strategy Yourself

Pre-loaded with these exact parameters. Modify the dates, capital, or ticker to compare your own results.

Backtest Renko Chart Strategy on AAPL

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Related
Configuration
Strategy Renko Chart Strategy
Ticker AAPL
Period 2016-08-20 to 2026-08-20
Capital $10,000
Interval 1d