BB Mean Reversion Long + SL — Strategy by a4nti
By a4nti
Performance Metrics
- Author: a4nti
- Symbol: OANDA:XAUUSD
- Timeframe: 1 hour
- Net P&L: +91,413.40 USD (+9.14%)
- Win Rate: 61.8%
- Profit Factor: 1.241
- Max Drawdown: 51,114.70 USD (4.58%)
- Total Trades: 469
Description
This strategy exploits statistical price extremes using Bollinger Bands on a mean reversion logic — when price closes below the lower band, it's statistically outside 95% of normal price action. That's the entry. The target is simple : get back to the mean.━━━ LOGIC ━━━- Entry → price closes below the lower band (crossunder)- Take Profit → price returns to the SMA (middle band)- Stop Loss → fixed % below entry price━━━ SETTINGS ━━━- SMA Period (N) → default 20- Standard Deviations (K) → default 2.0- Stop Loss % → default 1.5%- Pyramiding → up to 3 simultaneous entries━━━ BEST TIMEFRAME ━━━Tested and works best between 45min and 2h.Below 30min : too much noise.Above 2h : price extremes often reflect real trend, not overreaction.━━━ NOTES ━━━→ Designed for mean-reverting assets with clear volatility cycles→ Works particularly well on XAUUSD, indices ETFs→ Avoid running during major news events (NFP, CPI, Fed)→ Not recommended to hold positions over the weekend→ qty is set to fixed lot — adjust to your broker's lot sizeTune N and K to your asset. Default settings are a starting point, not a final answer. The edge is in the calibration.