Sample Backtest Executions

Explore real backtest examples with detailed results and performance analysis

RSI Mean Reversion Strategy

AAPL RSI Oversold/Overbought Strategy

This strategy buys when RSI drops below 30 (oversold) and sells when RSI rises above 70 (overbought).

Strategy Configuration
  • Symbol: AAPL (Apple Inc.)
  • Period: January 1, 2024 - December 31, 2024
  • Entry: RSI < 30 (Oversold condition)
  • Exit: RSI > 70 (Overbought condition)
  • Timeframe: Daily

Performance Chart

Visual representation would appear here
23
Total Trades
65.2%
Win Rate
+$2,847
Total P&L
+$123.78
Avg P&L per Trade
Top Performing Trades
Entry Date Entry Price Exit Price P&L
2024-03-15 $172.50 $189.20 +$16.70
2024-08-05 $207.10 $225.60 +$18.50
2024-10-12 $218.80 $231.45 +$12.65
Strategy Code Example
// Entry Condition
if (rsi < 30) {
  enterLong();
}

// Exit Condition
if (rsi > 70 && inPosition) {
  exitPosition();
}
Moving Average Crossover

TSLA 20/50 SMA Crossover Strategy

This trend-following strategy enters long when the 20-day SMA crosses above the 50-day SMA and exits when it crosses below.

Strategy Configuration
  • Symbol: TSLA (Tesla Inc.)
  • Period: January 1, 2024 - December 31, 2024
  • Entry: SMA(20) crosses above SMA(50)
  • Exit: SMA(20) crosses below SMA(50)
  • Timeframe: Daily

Performance Chart

Trend-following visualization
8
Total Trades
37.5%
Win Rate
-$892
Total P&L
-$111.50
Avg P&L per Trade
Trade History
Entry Date Entry Price Exit Price P&L
2024-02-08 $193.60 $207.90 +$14.30
2024-04-15 $162.13 $145.30 -$16.83
2024-09-20 $241.05 $218.70 -$22.35
Strategy Analysis
Performance Notes
  • Strategy struggled in volatile 2024 market
  • Frequent whipsaws reduced profitability
  • Consider adding trend filter (ADX > 25)
  • May work better in strongly trending markets
Volatility Breakout

SPY Bollinger Band Squeeze Strategy

This strategy identifies low volatility periods (squeezes) and enters breakout trades when price moves beyond Bollinger Bands.

Strategy Configuration
  • Symbol: SPY (SPDR S&P 500 ETF)
  • Period: January 1, 2024 - December 31, 2024
  • Entry: Price breaks above Upper Bollinger Band
  • Exit: Price touches 20-day SMA
  • Timeframe: Daily

Performance Chart

Volatility breakout pattern
31
Total Trades
58.1%
Win Rate
+$1,245
Total P&L
+$40.16
Avg P&L per Trade
Strategy Insights
Strengths
  • Consistent performance in trending markets
  • Good risk-to-reward ratio
  • Works well with SPY's characteristics
Considerations
  • Requires careful position sizing
  • May underperform in choppy markets
  • Best with confluence indicators
Optimizations
  • Add volume confirmation
  • Use ATR for position sizing
  • Consider market regime filters

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