Naive RSI 30/70

BTC 1h rsi fixed_pct

Classic mean-reversion strategy using RSI 30/70 thresholds on BTC 1H.

Net PnL
-18.4%
Win Rate
38.5%
Total Trades
187
Max Drawdown
28.7%
Sharpe Ratio
-0.62
Profit Factor
0.71

Backtest Period

2024-01-01 to 2026-01-01

Direction: Both

Why This Strategy Failed

Repeated stop-losses in trending markets. RSI stays in overbought/oversold zones during strong trends.

How to Fix It

Add a trend filter (e.g. 200 EMA) and only trade RSI signals in the trend direction.

Want to try improving this strategy yourself?

Open Strategy Rebuild Tool