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MFI Reversal

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

30/ 100
Total Score
42of 53
Overall Rank
4of 9
In Mean Reversion
6,730
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on ETHUSDT · 1d (52 / 100) and lowest on ETHUSDT · 30m (17 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 30 / 100
Real Data 29 / 100
Resampled Data 30 / 100
Overall Rank Top 80% 42 of 53
Rank In Mean Reversion Top 45% 4 of 9
By Metric
Beats Hold Real 5 · Resampled 15 10 / 100
Risk Adjusted Real 22 · Resampled 21 21 / 100
Profitability Real 13 · Resampled 11 12 / 100
Win Rate Real 87 · Resampled 87 87 / 100
Fee Efficiency Real 82 · Resampled 82 82 / 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.