Recommended
SOL + ETH Mean Reversion (1H)
Optimized Mean Reversion strategy for SOL/USDT and ETH/USDT on 1-hour timeframe. Best performing configuration based on backtests with Sharpe > 1.0.
Strategy
mean_reversion
Trading Pairs
SOL/USDT
ETH/USDT
Timeframe: 1H
Strategy Parameters
bb period
20
bb std
2.5
rsi period
14
rsi oversold
25
rsi overbought
75
Backtest Results
Combined Portfolio
1.77
Sharpe Ratio
1.92%
Total Return
-7.40%
Max Drawdown
SOL/USDT
Sharpe
2.51
Return
2.86%
Win Rate
53.8%
Trades
13
ETH/USDT
Sharpe
1.03
Return
0.97%
Win Rate
50.0%
Trades
14
Start Paper Trading
Recommended Risk Limits
Risk per Trade
1%
Max Daily Drawdown
5%
Max Leverage
1x
Max Positions
2