ES · 5mObservation began Aug. 29, 2026
ObservingWaiting for the first complete post-freeze data batch.
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Mean reversion
Bollinger + RSI — Backtest result · ES · 5m · 2024-01-01 — 2026-08-21
ES · 5m · 2024
Backtest data through: 2026-08-21 · Results calculated: 2026-08-25 12:25 UTC
Net return165%
Net returnUS$165,445
Buy and hold113%
Vs. buy & hold+52.0 pp
Max drawdown-15%
Profit factor1.44
Win rate62%
Sharpe1.53
CAGR45%
Trades407
Strategy versus market
Jan. 1, 2024 — Aug. 21, 2026
Net returnGross strategyBuy and hold
Starting capital: $100000Net results include the published cost model.
REAL COSTS
Commission and slippage assumptions
These fixed, market-specific assumptions are applied automatically and cannot be changed by users. Net results and rankings are shown after costs.
Position sizing and leverage →
CommissionUS$2.50 per side, per contract
Slippage1 tick(s) per side · US$12.50
Position size (recorded trades)1.00 – 1.00
First entry notional / starting capital (quote currency USD only)US$270,387.50 / US$100,000.00 = 2.70×
Average recorded round-trip costUS$30.00
Reference round-trip cost (base quantity)US$30.00 per completed trade
Total costs in this backtestUS$12,210.00
FORWARD OBSERVATION
Performance after the rules were frozen
Forward observation is kept separate from historical selection. It records only market data that arrives after the strategy, market, timeframe and parameters were frozen.
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.