RSI2 eMini S&P500 Futures

RSI2 (ES eMini S&P500 Futures)

Un sistema mean reverting nato appositamente per i Futures azionari americani (ES e NQ). Lavora prevalentemente con barre giornaliere, ma a differenza di molti altri sistemi mantiene la sessione globex, quindi non è mai scoperto a mercato (tranne al venerdì sera).

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RSI2 (ES eMini S&P500 Futures)

A mean reverting system designed specifically for US equity futures (ES and NQ). It mainly works with daily bars, but unlike many other systems it keeps the globex session, so it is never discovered in the market (except on Friday evenings).

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  • in-sample
  • out-of-sample
Start Date: End Date:
All Trades Long Trades Short Trades
Commissions: Slippage: Contracts:
Data Range: from 09/03/2015 15:59 to 07/12/2023 16:14
Net Profit: 36.262,50
‎Gross profit: 125.175,00
‎Gross loss: -88.912,50
‎Profit Factor: 1,41
‎# of Trades: 202
‎Average Trade: 179,52
‎% Profitable: 88,12 %
Commissions and Slippage: 0,00
‎Drawdown: -16400