Strategies

donchian-breakout

paper-donchianactive

Donchian channel breakout, ATR-based stops/targets

Total trades: 33
Win rate: 15.2% (5W · 28L)
Total P&L: -£1,668.44
Avg R-multiple: -0.55R
Best trade: £205.95
Worst trade: -£104.83

Cumulative P&L · last 33 trades

Parameters

{
  "lookback": 20,
  "atr_period": 14,
  "atr_mult_stop": 2,
  "atr_mult_target": 4
}

rsi-mean-reversion

paper-rsi-mractive

RSI mean reversion with 200MA trend filter

Total trades: 62
Win rate: 98.4% (61W · 1L)
Total P&L: £12,204.79
Avg R-multiple: +1.30R
Best trade: £292.10
Worst trade: -£101.40

Cumulative P&L · last 50 trades

Parameters

{
  "oversold": 30,
  "ma_filter": 200,
  "atr_period": 14,
  "overbought": 70,
  "rsi_period": 14,
  "atr_mult_stop": 1.5,
  "atr_mult_target": 2
}