Reverse Engineering RSI, by Giorgos Siligardos Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +110,200.00 USD (+113.07%)
- Win Rate: 75.9%
- Profit Factor: 1.415
- Max Drawdown: 33,687.50 USD (21.11%)
- Total Trades: 597
- Sharpe Ratio: 0.089
Description
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