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Type de stratégie
316 stratégies de type mean reversion. Le profit factor le plus élevé est de 258.72, obtenu par Lower Band RSI Dip Long sur S&P 500 4 heures.
| Stratégie | PF | Trades | % de réussite | Net | Max DD |
|---|---|---|---|---|---|
| Lower Band RSI Dip Long | 258.72 | 662 | 90.18 | 5,036 | -1,237 |
| RSI Recovery With Trend Filter | 27.31 | 310 | 40.65 | 567,523 | -6,529 |
| RSI 20 80 Time Stop | 15.54 | 836 | 50.72 | 549,717 | -20,178 |
| Fair Value Gap RSI Reversion | 12.02 | 155 | 77.42 | 552,414 | -35,553 |
| ATR Band Reversion Long | 10.86 | 256 | 65.62 | 568,122 | -25,188 |
| ATR Band | 10.31 | 53 | 83.02 | 51,575 | -5,068 |
| WaveTrend Crossover Long | 9.79 | 425 | 18.59 | 27,100 | -6,233 |
| RSI Extreme Reversion Long | 9.15 | 286 | 61.89 | 558,407 | -19,359 |
| Bollinger Percent B Reversion | 9.01 | 834 | 65.95 | 564,439 | -20,088 |
| Four Percent Dip | 8.77 | 68 | 86.76 | 31,547 | -3,129 |
| RSI Oversold Time Exit | 6.45 | 156 | 71.79 | 10,959 | -2,396 |
| MACD Exhaustion | 6.35 | 33 | 78.79 | 18,727 | -2,016 |
| MACD Exhaustion Reversal (long only) | 6.17 | 30 | 86.67 | 1,530 | -265 |
| Percent B Threshold Reversion | 5.66 | 2,377 | 53.60 | 546,831 | -29,170 |
| EMA Deviation Reversion | 5.65 | 127 | 33.86 | 692,090 | -49,159 |
| RSI Keltner Histogram Reversion | 5.51 | 1,603 | 45.91 | 526,556 | -40,534 |
| Dip In Uptrend | 5.49 | 54 | 83.33 | 18,470 | -3,117 |
| Percent B Bollinger Trend | 5.43 | 3,202 | 57.90 | 552,570 | -18,577 |
| RSI Six Bar Time Exit | 5.20 | 2,741 | 43.49 | 520,657 | -46,705 |
| Bollinger Band Dip RSI Filter | 5.08 | 108 | 80.56 | 49,694 | -11,142 |
