Backtesting Results & Case Studies
Analyze the performance of popular technical analysis strategies simulated over years of historical market data.
EUR/USD RSI Divergence Reversals
Tested over 3 years on the 15-minute timeframe. Entry triggered when price shows divergence with the 14-period RSI indicator inside major support/resistance zones.
Win Rate: 58.2% | Profit Factor: 1.84 | Drawdown: 6.5%
Bitcoin Bollinger Band Squeeze
Tested over 2 years of highly volatile crypto market data on the 4-hour timeframe. Trade entry triggered when Bollinger Bands contract tightly and price breaks out on high volume.
Win Rate: 46.8% | Profit Factor: 2.12 | Drawdown: 14.2%
Key Takeaways from Strategy Replays
Our backtesting results show that win rate is not the only metric that matters. For instance, the Bitcoin Bollinger Band strategy had a lower win rate (46.8%) but a higher profit factor (2.12) because the winning trades were much larger than the losing trades (high average risk-to-reward ratio). Conversely, forex range strategies often feature higher win rates but smaller average wins.