RSI2 Sampled Report

Trend-filtered RSI2 mean reversion, close-vs-SMA long and short entries, RSI reversion exits at next open.

Trend Sma

50

Rsi Length

2

Rsi Long Threshold

10.0

Rsi Short Threshold

90.0

Exit Rsi

50.0

History Limit

5000

Segment Count

8

Window Size

300

Average Return Across Segments

0.003372

Median Return Across Segments

0.003258

Best Segment Return

0.010121

Worst Segment Return

-0.002356

Aggregate Trade Count

78

Sampled Range Start Time2026-04-19 01:03

Sampled Range End Time2026-04-19 16:00

Trade Count7

Total Return0.003458

Win Rate0.571429

Max Drawdown0.006515

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-19 01:57	2026-04-19 02:03	75587.1	75552.5	9.155	0.0916
Long	2026-04-19 04:33	2026-04-19 04:39	75537.7	75583.3	12.0845	0.1207
Short	2026-04-19 06:36	2026-04-19 06:42	75438.5	75422.9	4.1446	0.0414
Short	2026-04-19 07:45	2026-04-19 08:00	75149.0	75210.2	-16.329	-0.1629
Long	2026-04-19 12:27	2026-04-19 12:45	75475.0	75461.4	-3.6071	-0.036
Long	2026-04-19 14:03	2026-04-19 14:12	75803.3	75724.3	-20.8548	-0.2084
Long	2026-04-19 15:03	2026-04-19 15:09	75862.9	75927.3	16.9518	0.1698

Sampled Range Start Time2026-04-19 18:33

Sampled Range End Time2026-04-20 09:30

Trade Count9

Total Return-0.002356

Win Rate0.777778

Max Drawdown0.008713

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-19 19:03	2026-04-19 19:12	74871.1	74869.8	0.3473	0.0035
Short	2026-04-19 20:33	2026-04-19 20:42	74783.3	74657.3	33.6985	0.337
Short	2026-04-19 21:30	2026-04-19 21:45	74713.1	74711.5	0.4298	0.0043
Short	2026-04-19 22:39	2026-04-19 22:48	74098.9	74031.6	18.2275	0.1816
Short	2026-04-20 00:09	2026-04-20 00:36	73996.5	74185.2	-51.2712	-0.51
Long	2026-04-20 02:03	2026-04-20 02:09	74514.4	74525.3	2.926	0.0293
Long	2026-04-20 02:15	2026-04-20 02:30	74365.4	74421.5	15.0942	0.1509
Short	2026-04-20 06:06	2026-04-20 06:12	74363.9	74259.1	28.2405	0.2819
Short	2026-04-20 09:06	2026-04-20 09:30	74734.9	74999.9	-71.2556	-0.7092

Sampled Range Start Time2026-04-21 23:03

Sampled Range End Time2026-04-22 14:00

Trade Count9

Total Return0.00767

Win Rate0.777778

Max Drawdown0.003468

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-22 03:21	2026-04-22 03:27	77406.1	77522.0	29.946	0.2995
Long	2026-04-22 04:21	2026-04-22 04:24	77341.6	77418.1	19.8416	0.1978
Long	2026-04-22 05:54	2026-04-22 05:57	77956.3	78015.5	15.2636	0.1519
Long	2026-04-22 06:09	2026-04-22 06:15	77875.8	77910.4	8.9437	0.0889
Short	2026-04-22 07:36	2026-04-22 07:39	77929.9	77872.2	14.9178	0.1481
Long	2026-04-22 08:27	2026-04-22 08:48	78035.3	77953.2	-21.2288	-0.2104
Short	2026-04-22 10:15	2026-04-22 10:18	78002.2	77935.0	17.3469	0.1723
Long	2026-04-22 11:45	2026-04-22 11:48	78170.7	78191.5	5.3669	0.0532
Long	2026-04-22 12:24	2026-04-22 12:36	78208.8	78155.7	-13.7018	-0.1358

Sampled Range Start Time2026-04-22 16:33

Sampled Range End Time2026-04-23 07:30

Trade Count12

Total Return0.010121

Win Rate0.833333

Max Drawdown0.003442

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-22 17:06	2026-04-22 17:18	78854.1	78772.4	20.7218	0.2072
Short	2026-04-22 18:15	2026-04-22 18:21	78913.7	78890.8	5.8158	0.058
Short	2026-04-22 21:06	2026-04-22 21:24	78508.4	78526.6	-4.6488	-0.0464
Short	2026-04-22 21:33	2026-04-22 21:54	78610.3	78703.5	-23.7638	-0.2371
Short	2026-04-22 23:00	2026-04-22 23:03	78555.1	78474.4	20.5422	0.2055
Short	2026-04-23 00:27	2026-04-23 00:33	78374.9	78298.7	19.4813	0.1945
Short	2026-04-23 04:00	2026-04-23 04:03	77704.2	77653.7	13.0476	0.13
Short	2026-04-23 04:12	2026-04-23 04:24	77812.8	77782.6	7.802	0.0776
Long	2026-04-23 05:18	2026-04-23 05:21	77871.2	77936.3	16.8186	0.1672
Long	2026-04-23 05:33	2026-04-23 05:39	77770.3	77800.1	7.7217	0.0766
Long	2026-04-23 06:45	2026-04-23 06:54	78126.3	78166.5	10.377	0.1029
Long	2026-04-23 07:18	2026-04-23 07:24	78074.3	78102.5	7.2917	0.0722

Sampled Range Start Time2026-04-23 10:03

Sampled Range End Time2026-04-24 01:00

Trade Count10

Total Return0.005271

Win Rate0.9

Max Drawdown0.011341

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-23 13:15	2026-04-23 13:21	77621.6	77650.0	7.3176	0.0732
Short	2026-04-23 14:06	2026-04-23 14:12	77595.5	77502.4	24.0138	0.24
Long	2026-04-23 15:09	2026-04-23 15:12	77942.6	78077.5	34.7237	0.3462
Long	2026-04-23 15:48	2026-04-23 15:57	78299.2	78345.7	11.956	0.1188
Long	2026-04-23 16:15	2026-04-23 16:24	78258.0	78335.4	19.935	0.1978
Short	2026-04-23 17:54	2026-04-23 18:15	77580.0	77917.4	-87.8331	-0.8698
Long	2026-04-23 20:57	2026-04-23 21:00	77814.8	77844.9	7.7441	0.0774
Long	2026-04-23 21:57	2026-04-23 22:03	77928.6	77957.0	7.3017	0.0729
Long	2026-04-23 23:12	2026-04-23 23:24	78078.8	78088.0	2.3625	0.0236
Long	2026-04-24 00:57	2026-04-24 01:00	78281.0	78379.3	25.1838	0.2511

Sampled Range Start Time2026-04-24 21:03

Sampled Range End Time2026-04-25 12:00

Trade Count10

Total Return0.003058

Win Rate0.9

Max Drawdown0.000865

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Short	2026-04-24 23:12	2026-04-24 23:21	77348.3	77300.3	12.4114	0.1241
Short	2026-04-24 23:39	2026-04-24 23:48	77391.9	77375.7	4.1917	0.0419
Long	2026-04-25 02:51	2026-04-25 02:54	77562.9	77569.7	1.7563	0.0175
Long	2026-04-25 03:18	2026-04-25 03:21	77519.2	77542.7	6.0741	0.0606
Long	2026-04-25 04:33	2026-04-25 04:51	77594.5	77569.2	-6.537	-0.0652
Short	2026-04-25 05:42	2026-04-25 05:45	77520.2	77497.2	5.9446	0.0593
Short	2026-04-25 06:09	2026-04-25 06:18	77516.3	77508.1	2.1207	0.0212
Short	2026-04-25 07:21	2026-04-25 07:33	77468.2	77466.1	0.5436	0.0054
Long	2026-04-25 10:48	2026-04-25 10:57	77751.4	77763.0	2.9918	0.0298
Long	2026-04-25 11:09	2026-04-25 11:18	77710.9	77715.1	1.0841	0.0108

Sampled Range Start Time2026-04-25 14:33

Sampled Range End Time2026-04-26 05:30

Trade Count9

Total Return0.00087

Win Rate0.555556

Max Drawdown0.003094

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-25 14:57	2026-04-25 15:15	77612.2	77622.0	2.5254	0.0253
Short	2026-04-25 18:03	2026-04-25 18:06	77269.4	77220.1	12.7638	0.1276
Short	2026-04-25 18:27	2026-04-25 18:42	77253.4	77307.3	-13.9754	-0.1395
Short	2026-04-25 19:54	2026-04-25 20:06	77234.9	77280.0	-11.6802	-0.1168
Long	2026-04-25 21:39	2026-04-25 21:45	77409.0	77435.2	6.7622	0.0677
Long	2026-04-25 22:51	2026-04-25 22:57	77503.9	77530.9	6.9649	0.0697
Short	2026-04-26 00:45	2026-04-26 00:57	77516.4	77450.0	17.1376	0.1713
Long	2026-04-26 02:42	2026-04-26 02:54	77489.0	77480.0	-2.3277	-0.0232
Short	2026-04-26 04:09	2026-04-26 04:27	77405.9	77442.5	-9.4738	-0.0946

Sampled Range Start Time2026-04-26 08:03

Sampled Range End Time2026-04-26 23:00

Trade Count12

Total Return-0.001116

Win Rate0.5

Max Drawdown0.007531

Trade Journal

Side	Entry Time	Exit Time	Entry	Exit	PnL	Return %
Long	2026-04-26 08:45	2026-04-26 09:15	78004.3	77975.7	-7.3329	-0.0733
Short	2026-04-26 09:27	2026-04-26 09:30	77999.1	77971.5	7.0718	0.0708
Short	2026-04-26 10:00	2026-04-26 10:03	77964.8	77922.7	10.7995	0.108
Short	2026-04-26 11:00	2026-04-26 11:15	77964.9	78012.6	-12.2492	-0.1224
Long	2026-04-26 11:48	2026-04-26 11:51	78022.6	78069.0	11.892	0.1189
Long	2026-04-26 12:06	2026-04-26 12:24	78031.8	77972.3	-15.2657	-0.1525
Short	2026-04-26 13:12	2026-04-26 13:18	77859.4	77833.1	6.7523	0.0676
Short	2026-04-26 13:36	2026-04-26 13:48	77903.0	77916.0	-3.338	-0.0334
Short	2026-04-26 17:18	2026-04-26 17:24	77991.1	77958.1	8.4611	0.0846
Long	2026-04-26 19:06	2026-04-26 19:09	78151.4	78197.1	11.7032	0.117
Long	2026-04-26 19:27	2026-04-26 19:42	78124.9	78097.5	-7.0274	-0.0701
Long	2026-04-26 22:33	2026-04-26 22:45	78330.4	78241.9	-22.6225	-0.226