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Connors RSI 2

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

At A Glance

49/ 100
Total Score
24of 53
Overall Rank
1of 9
In Mean Reversion
29,411
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1h (73 / 100) and lowest on BTCUSDT · 4h (24 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 49 / 100
Real Data 46 / 100
Resampled Data 52 / 100
Overall Rank Top 46% 24 of 53
Rank In Mean Reversion Top 12% 1 of 9
By Metric
Beats Hold Real 23 · Resampled 49 36 / 100
Risk Adjusted Real 50 · Resampled 49 49 / 100
Profitability Real 43 · Resampled 39 41 / 100
Win Rate Real 92 · Resampled 93 93 / 100
Fee Efficiency Real 54 · Resampled 54 54 / 100

Score By Symbol and Timeframe

? This strategy's total score, out of 100, on every symbol at every timeframe — one cell per run, on real history. The ALL row is the same strategy with every symbol held at once, as one basket.

Score By Market

? Each of the five scores the total is made of, out of 100, on real history — one bar per market, averaged over every bar size it trades there. ALL is the same strategy with every market held at once, as one basket.

Score By Bar Size

? The same five scores, out of 100, on real history — one bar per bar size, averaged over every market. The colours are the ones the equity chart gives the four bar sizes.