mean_reversion
Version 1.2.0 ยท
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 |