BTC-USDT RSI Strategy Backtest Results on Hourly Data

Summary

This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum drawdown, a 57% profitable-trade rate, and a Sharpe ratio of 1.8. It also provides average win and loss, fees, holding times, and the market’s change over the period.

These figures describe one historical simulation, not a complete strategy specification: the document gives no RSI settings, entry or exit rules, sizing method, or benchmark-adjusted analysis. It reports one open trade at the end and positive open profit, so the closed-trade result does not capture that position. The snapshot alone cannot establish robustness, live performance, or behavior in other markets and periods.

Key ideas

• The report tests a long-only BTC-USDT strategy labeled TV_RSI on hourly data.
• It lists 94 closed trades and reports total net profit of 179.25% with maximum drawdown of 27.04%.
• The reported profitable-trade rate is 57%, and the Sharpe ratio is 1.8.
• The document does not specify the strategy rules or establish that the results generalize beyond this historical period.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.