All Strategies
Mean Reversion MTF
productionMulti-timeframe Bollinger Band mean reversion with EMA trend filter, RSI, and ADX confirmation.
15mmean-reversion
Return
+1549.5%
Max DD
-31.7%
Profit Factor
3.31
Win Rate
73.7%
Calmar
48.88
Trades
19
Sharpe
13.95
Best Trade
+5.66%
Worst Trade
-2.33%
Avg PnL
+2.33%
Token Comparison
Equity Curve
+1588.1%
PnL Distribution
Monthly Returns
Parameter Sensitivity
bb mult
1.8
+0.8%
n=10449
2
+0.9%
n=16454
2.2
+3.1%
n=10426
sl mult
1.5
+0.5%
n=243
2
+0.4%
n=10984
2.5
-0.2%
n=13139
3
+4.2%
n=12963
rsi os
30
-3.9%
n=1
35
+4.4%
n=10642
40
+0.6%
n=2898
45
+0.4%
n=13032
50
+0.1%
n=10756
adx max
100
-25.4%
n=36
30
-0.3%
n=10656
35
+3.4%
n=10869
40
+2.9%
n=11014
45
+10.9%
n=270
trend ema len
100
-3.7%
n=243
20
+1.6%
n=21140
50
+1.4%
n=15943
require both
No
-2.7%
n=15666
Yes
+4.5%
n=21661
tp source
1h_basis
-1.9%
n=11890
4h_basis
+2.5%
n=12532
fixed
+3.6%
n=12017
use trail stop
No
+1.8%
n=15634
Yes
+1.1%
n=20805
Optimal Parameters (SOL)
bb mult
2
sl mult
3
rsi os
35
adx max
40
trend ema len
20
require both
true
tp source
fixed
use trail stop
false
Trade Log
19 trades| Date | Dir | Entry | Exit | PnL % | Reason |
|---|---|---|---|---|---|
| 2025-04-15 | long | $126.76 | $124.28 | -1.95% | Exit Long_SL |
| 2025-04-27 | long | $146.26 | $151.29 | +3.44% | Exit Long_TP |
| 2025-04-29 | long | $146.08 | $143.59 | -1.70% | Exit Long_SL |
| 2025-04-30 | long | $141.58 | $147.78 | +4.38% | Exit Long_TP |
| 2025-05-04 | long | $144.74 | $147.74 | +2.07% | Exit Long_TP |
| 2025-05-04 | long | $143.91 | $147.50 | +2.50% | Exit Long_TP |
| 2025-05-13 | long | $168.43 | $176.71 | +4.92% | Exit Long_TP |
| 2025-05-19 | long | $163.34 | $172.59 | +5.66% | Exit Long_TP |
| 2025-05-25 | long | $171.07 | $177.80 | +3.93% | Exit Long_TP |
| 2025-05-28 | long | $170.05 | $175.05 | +2.94% | Exit Long_TP |
| 2025-07-24 | long | $181.84 | $191.48 | +5.30% | Exit Long_TP |
| 2025-07-29 | long | $181.10 | $177.67 | -1.90% | Exit Long_SL |
| 2025-08-11 | long | $174.90 | $181.21 | +3.61% | Exit Long_TP |
| 2025-08-30 | long | $197.96 | $204.86 | +3.49% | Exit Long_TP |
| 2025-09-01 | long | $197.08 | $205.48 | +4.26% | Exit Long_TP |
| 2025-09-15 | long | $232.00 | $242.08 | +4.34% | Exit Long_TP |
| 2025-09-22 | long | $232.81 | $229.56 | -1.40% | Exit Long_SL |
| 2025-10-07 | long | $223.32 | $218.12 | -2.33% | Exit Long_SL |
| 2026-01-08 | long | $133.18 | $136.90 | +2.79% | Exit Long_TP |
Signal Logic
Enters long when price touches lower Bollinger Bands on both 1h and 4h timeframes, confirmed by 1D EMA trend, RSI oversold, and low ADX.
Access the Strategist Suite
Get full TradingView access to this strategy and the entire Strategist indicator suite.
By clicking, you will be redirected to our secure store on Whop. Your purchase is subject to our Terms of Service and Privacy Policy.
Past performance does not guarantee future results. All data shown is from historical backtests, not live trading. Strategies are in active development and parameters may change.