AMD Keltner Reversion
Mean reversionBuys when price re-enters the lower Keltner channel and exits at the midline.
Strategy
Backtest
AMD
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+108.66%
Realized +108.66% / Unrealized 0.00%
Sharpe Ratio
1.26
Max Drawdown
15.08%
Win Rate
73.49%
Profit Factor
2.09
Condition Status
Hover or select a bar to inspect its conditions.
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $112.252 | $113.327 | 846.5514 | +$890.85 | +0.94% | $19.10 | Market | compare | 4h | 4 | 1.20% | 1.21% | Signal | 100% |
buy | $110.142 | $114.527 | 870.4596 | +$3797.47 | +3.96% | $19.56 | Market | compare | 22h | 5 | 0.40% | 4.77% | Signal | 100% |
buy | $112.923 | $112.298 | 880.9026 | $-570.44 | -0.57% | $19.84 | Market | compare | 4d 23h | 20 | 3.87% | 0.40% | Signal | 100% |
buy | $110.047 | $113.427 | 898.8729 | +$3018.47 | +3.05% | $20.09 | Market | compare | 22h | 5 | 1.02% | 4.16% | Signal | 100% |
buy | $110.482 | $112.767 | 921.3743 | +$2085.00 | +2.05% | $20.57 | Market | compare | 22h | 5 | 0.52% | 3.08% | Signal | 100% |
buy | $107.58 | $110.248 | 964.6734 | +$2552.58 | +2.46% | $21.01 | Market | compare | 2d 23h | 6 | 2.01% | 2.88% | Signal | 100% |
buy | $107.592 | $106.069 | 987.0349 | $-1524.08 | -1.44% | $21.09 | Market | compare | 4d 21h | 18 | 5.49% | 0.97% | Signal | 100% |
buy | $101.185 | $104.829 | 1029.7645 | +$3731.04 | +3.58% | $21.21 | Market | compare | 4d 1h | 15 | 1.59% | 4.35% | Signal | 100% |
buy | $104.461 | $106.249 | 1036.8843 | +$1831.95 | +1.69% | $21.85 | Market | compare | 1d | 7 | 1.23% | 2.18% | Signal | 100% |
buy | $101.747 | $102.579 | 1081.5574 | +$877.90 | +0.80% | $22.10 | Market | compare | 2d 1h | 15 | 1.03% | 2.15% | Signal | 100% |
Showing 1–10 of 83 trades
Past performance does not guarantee future results. Hypothetical.