mean_reversion

Version 1.2.0 ยท

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Description

Mean Reversion strategy using Bollinger Bands and RSI

Default Parameters

No parameters defined.

Parameter Schema

{
    "bb_period": {
        "type": "int",
        "min": 10,
        "max": 50,
        "default": 20
    },
    "bb_std": {
        "type": "float",
        "min": 1,
        "max": 3,
        "default": 2
    },
    "rsi_period": {
        "type": "int",
        "min": 7,
        "max": 30,
        "default": 14
    },
    "rsi_oversold": {
        "type": "int",
        "min": 20,
        "max": 40,
        "default": 30
    },
    "rsi_overbought": {
        "type": "int",
        "min": 60,
        "max": 80,
        "default": 70
    }
}

Recent Backtests with this Strategy

Run ID Status Sharpe Ratio Total Return Date
bt_17653... Completed - - Dec 09, 2025
bt_17653... Completed - - Dec 09, 2025
bt_17653... Completed - - Dec 09, 2025
bt_17653... Completed - - Dec 09, 2025
bt_17652... Completed - - Dec 09, 2025
bt_17652... Completed - - Dec 09, 2025