Strategy: Bollinger Band mean reversion, bandwidth filter against previous 50 completed values, close-based return-to-middle exits at next open, intrabar 0.5% stop-loss.

History Limit

5000

Segment Count

8

Window Size

300

Average Return Across Segments

-0.003955

Median Return Across Segments

-0.001567

Best Segment Return

0.006437

Worst Segment Return

-0.029065

Aggregate Trade Count

68

Sampled Range Start Time2026-04-08 17:39

Sampled Range End Time2026-04-09 08:36

Trade Count8

Total Return-0.003793

Win Rate0.75

Max Drawdown0.021721

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-08 21:12	2026-04-08 21:57	71520.1	71501.1	5.3132	0.0531
Long	2026-04-08 22:12	2026-04-08 22:57	71406.1	71049.0695	-100.0531	-1.0
Long	2026-04-09 00:21	2026-04-09 01:06	70910.0	70555.45	-99.0526	-1.0
Short	2026-04-09 02:48	2026-04-09 03:09	71084.9	70973.5	30.7354	0.3134
Long	2026-04-09 04:27	2026-04-09 04:42	70792.1	70899.7	29.9032	0.304
Long	2026-04-09 04:51	2026-04-09 05:15	70720.0	70836.7	32.5639	0.33
Long	2026-04-09 06:27	2026-04-09 06:57	70818.1	70986.1	46.9682	0.4745
Long	2026-04-09 08:12	2026-04-09 08:27	70867.1	70970.2	28.9407	0.291

Sampled Range Start Time2026-04-09 12:06

Sampled Range End Time2026-04-10 03:03

Trade Count11

Total Return0.006437

Win Rate0.636364

Max Drawdown0.02146

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-09 12:30	2026-04-09 12:39	71252.3	71121.9	36.6023	0.366
Long	2026-04-09 16:39	2026-04-09 17:00	71804.2	72047.6	68.0436	0.678
Short	2026-04-09 17:09	2026-04-09 17:51	72487.9	72277.2	58.7422	0.5813
Long	2026-04-09 18:03	2026-04-09 19:03	72032.8	71903.5	-36.4869	-0.359
Short	2026-04-09 19:09	2026-04-09 19:24	72018.3	71759.8	72.6983	0.7179
Short	2026-04-09 19:45	2026-04-09 21:03	72075.4	72435.777	-101.996	-1.0
Long	2026-04-09 21:21	2026-04-09 21:42	72142.3	72297.1	43.3341	0.4292
Short	2026-04-09 22:15	2026-04-09 22:18	72469.9	72832.2495	-101.4094	-1.0
Long	2026-04-10 00:21	2026-04-10 00:30	71589.1	71807.6	61.2841	0.6104
Short	2026-04-10 00:36	2026-04-10 01:24	71920.0	71803.8	32.6394	0.3231
Short	2026-04-10 01:33	2026-04-10 02:27	72056.2	72163.4	-30.1516	-0.2975

Sampled Range Start Time2026-04-11 19:27

Sampled Range End Time2026-04-12 10:24

Trade Count9

Total Return0.006273

Win Rate0.666667

Max Drawdown0.012758

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-11 19:33	2026-04-11 20:03	73744.1	73532.9	57.2792	0.5728
Short	2026-04-11 21:54	2026-04-11 22:03	73496.6	73381.0	31.6374	0.3146
Long	2026-04-11 22:33	2026-04-11 23:09	73263.8	72897.481	-100.8892	-1.0
Long	2026-04-12 00:06	2026-04-12 00:24	72890.1	73073.9	50.3717	0.5043
Long	2026-04-12 03:12	2026-04-12 05:09	71620.5	71535.0	-23.9675	-0.2388
Short	2026-04-12 05:24	2026-04-12 06:18	71589.5	71633.6	-12.338	-0.1232
Long	2026-04-12 07:03	2026-04-12 07:33	71572.0	71610.8	10.8445	0.1084
Short	2026-04-12 07:36	2026-04-12 08:09	71659.9	71615.8	12.3241	0.1231
Long	2026-04-12 09:48	2026-04-12 10:09	71487.3	71620.9	37.4717	0.3738

Sampled Range Start Time2026-04-12 13:54

Sampled Range End Time2026-04-13 04:51

Trade Count8

Total Return0.004546

Win Rate0.625

Max Drawdown0.01

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-12 15:45	2026-04-12 16:39	70850.5	70862.1	-3.2745	-0.0327
Short	2026-04-12 17:03	2026-04-12 17:15	70938.7	70868.2	19.8698	0.1988
Long	2026-04-12 19:39	2026-04-12 20:33	71049.9	71049.9	0.0	0.0
Long	2026-04-12 23:15	2026-04-12 23:45	70587.6	70699.0	31.616	0.3156
Short	2026-04-13 00:09	2026-04-13 00:51	70795.7	71149.6785	-100.4821	-1.0
Long	2026-04-13 02:15	2026-04-13 02:27	70977.0	71180.1	56.9307	0.5723
Long	2026-04-13 03:39	2026-04-13 04:21	70916.2	70959.9	12.3301	0.1232
Short	2026-04-13 04:33	2026-04-13 04:48	71063.8	70962.8	28.4735	0.2843

Sampled Range Start Time2026-04-13 08:21

Sampled Range End Time2026-04-13 23:18

Trade Count8

Total Return-0.011165

Win Rate0.625

Max Drawdown0.021535

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-13 08:42	2026-04-13 09:03	70636.5	70875.0	67.5288	0.6753
Long	2026-04-13 10:18	2026-04-13 10:39	70699.8	70800.0	28.5366	0.2835
Short	2026-04-13 11:09	2026-04-13 12:03	70845.0	70835.3	2.7647	0.0274
Short	2026-04-13 16:15	2026-04-13 16:45	71998.2	72358.191	-100.9883	-1.0
Short	2026-04-13 17:30	2026-04-13 17:51	72409.1	72171.1	65.7234	0.6574
Short	2026-04-13 18:57	2026-04-13 19:21	72407.8	72769.839	-100.6357	-1.0
Short	2026-04-13 21:39	2026-04-13 22:00	73245.3	73152.3	25.3	0.2539
Short	2026-04-13 22:06	2026-04-13 22:12	73322.5	73689.1125	-99.8823	-1.0

Sampled Range Start Time2026-04-14 02:48

Sampled Range End Time2026-04-14 17:45

Trade Count7

Total Return-0.005532

Win Rate0.571429

Max Drawdown0.01

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-14 03:42	2026-04-14 04:36	74418.7	74373.3	12.2012	0.122
Long	2026-04-14 05:03	2026-04-14 06:09	74312.8	74277.7	-9.4581	-0.0945
Short	2026-04-14 08:30	2026-04-14 09:27	74605.4	74604.3	0.295	0.0029
Long	2026-04-14 09:42	2026-04-14 10:24	74546.6	74533.9	-3.4083	-0.0341
Long	2026-04-14 10:42	2026-04-14 11:21	74350.0	74420.3	18.9099	0.1891
Long	2026-04-14 11:45	2026-04-14 11:51	74295.1	74393.7	26.592	0.2654
Long	2026-04-14 16:51	2026-04-14 16:57	74936.4	74561.718	-100.4513	-1.0

Sampled Range Start Time2026-04-14 21:15

Sampled Range End Time2026-04-15 12:12

Trade Count12

Total Return0.000659

Win Rate0.666667

Max Drawdown0.019159

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-14 21:24	2026-04-14 21:54	74000.2	74165.9	44.7837	0.4478
Short	2026-04-14 23:48	2026-04-14 23:54	74180.1	74040.3	37.8608	0.3769
Short	2026-04-15 00:03	2026-04-15 00:06	74251.9	74623.1595	-100.8264	-1.0
Short	2026-04-15 01:09	2026-04-15 01:36	74632.7	74550.4	22.0146	0.2205
Long	2026-04-15 02:27	2026-04-15 03:24	74344.0	74252.6	-24.5978	-0.2459
Short	2026-04-15 04:03	2026-04-15 04:24	74385.4	74262.0	33.1097	0.3318
Short	2026-04-15 05:03	2026-04-15 05:06	74365.6	74264.7	27.1697	0.2714
Long	2026-04-15 05:09	2026-04-15 05:39	74203.3	73832.2835	-100.3951	-1.0
Long	2026-04-15 06:57	2026-04-15 07:12	73840.1	73971.6	35.4007	0.3562
Short	2026-04-15 08:15	2026-04-15 09:12	73812.5	73920.0	-29.0536	-0.2913
Short	2026-04-15 10:09	2026-04-15 10:24	74110.8	73963.0	39.6687	0.3989
Short	2026-04-15 11:48	2026-04-15 12:06	74093.7	74014.1	21.4544	0.2149

Sampled Range Start Time2026-04-15 15:42

Sampled Range End Time2026-04-16 06:39

Trade Count5

Total Return-0.029065

Win Rate0.4

Max Drawdown0.030452

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-15 18:03	2026-04-15 19:06	74161.0	74531.805	-100.0	-1.0
Short	2026-04-15 22:06	2026-04-15 22:39	74900.0	75274.5	-99.0	-1.0
Long	2026-04-15 23:03	2026-04-15 23:54	74731.8	74770.6	10.1772	0.1038
Short	2026-04-16 02:27	2026-04-16 02:42	74804.3	75178.3215	-98.1118	-1.0
Short	2026-04-16 04:39	2026-04-16 04:48	74987.4	74875.0	29.1182	0.2998