LIQUIDITY & SENTIMENT RSI (LS-RSI)

BACKTESTING ENGINE

METHODOLOGY

This backtesting engine simulates trading strategies using historical data. The system:

  • Uses 95% of available capital for each buy signal
  • Applies 0.1% commission on all trades
  • Generates BUY signals when RSI crosses below oversold threshold
  • Generates SELL signals when RSI crosses above overbought threshold
  • Enhanced strategies adjust thresholds based on market volatility

PARAMETERS

STRATEGY

0 2 5 8 10

━━━ CACHED BACKTESTS ━━━

RECENT BACKTEST RESULTS

SYMBOL STRATEGY DATE RANGE RETURN CACHED AT ACTION
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