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Historical simulationForex1h barsLong onlyMixed holding periods

GBPUSD: RSI oversold recovery, 60m (2026-04-04 to 2026-07-02)

TradesViz example study: RSI oversold recovery on GBPUSD.FOREX, 60-minute bars, 2026-04-04 through 2026-07-02. This is a historical simulation with preset rules, not a live account or an optimized strategy. Tests buying a recovery out of RSI oversold territory and exiting when RSI falls back below 70. Entry: [CROSSED(input_col=RSI(21), input_col2=30, direction=above)] Exit: [CROSSED(input_col=RSI(21), input_col2=70, direction=below)] Settings: long only; next-bar-open fills; 25,000 starting equity in quote currency; 25% of current equity per position; 14-period ATR, 2 ATR initial stop, 3R target, 3 ATR trailing stop, and a 100-bar maximum holding period. Session 00:00 to 00:00 in exchange time (all day). Positions may remain open across sessions. Assumed costs: 0.0035% of traded value commission per side and 0.0001 points slippage per market fill. These are illustrative fixed assumptions, not broker quotes. Funding, financing, borrow fees, varying spreads, and market impact are not separately modeled. Limitations: An oversold recovery can fail during sustained declines, and the exit threshold may not be reached. The catalog includes preset markets and periods without selecting winners. This prior-hourly window is a separate study, not out-of-sample proof. Data availability, gaps and ambiguous intrabar fills must be checked in the completed report. Requested period: 2026-04-04 to 2026-07-02. Available test data: 2026-04-05 to 2026-07-02, 1,510 bars (UTC dates). Simulated historical strategy test for GBPUSD.FOREX using 60-minute bars from 2026-04-04 to 2026-07-02. Asset class: forex. Indicators and functions used: CROSSED, RSI; Box 1 condition: [CROSSED(input_col=RSI(21), input_col2=30, direction=above)]; Box 2 condition: [CROSSED(input_col=RSI(21), input_col2=70, direction=below)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 0.0035 %. Slippage per fill: 0.0001 points. Maximum holding period: 100 bars. Risk-setting ATR period: 14. Session: 00:00 to 00:00 (exchange time). Saved results. Trades: 15; Net P&L: -68.831872; Return: -0.275327%; Win rate: 20%.

Shared by pk78 · Published 2026-10-15 · Snapshot 2026-10-15 · Report revision 1

Test your versionLoads these rules and settings. Review them before starting a new test.

What was tested

Market
GBPUSD.FOREX
Timeframe
60-minute bars
Test window
2026-04-04 – 2026-07-02
Engine
tv-engine-3

Simulated historical results, not live trading performance. Historical results do not predict future returns. Shared sections are selected by the author; hidden sections have not been independently verified. The author controls which sections are visible. This is a saved result; market data revisions or engine updates can change a later rerun.

Result and evidence

Too few trades

Only 15 trades, which is not enough to judge the strategy. Test a longer period.

Net P&L
-68.83
Return
-0.28%
Trades
15
Win rate
20.0%
Profit factor
0.50
Maximum drawdown
-0.42%
Average trade
-4.59
Average R
-0.26R
Sharpe ratio
-1.30
Commission paid
6.55
Chance a no-edge strategy does this well
84.5%
P&L without the 2 best trades
-129.84

Read before trusting the numbers

  • Only 15 trades. That is too few to tell skill from luck; test a longer period or a faster timeframe.
  • 2 stop exits filled at the open because price gapped past the stop, so they closed beyond the stop price (worst -0.37R).

The luck check is a statistical estimate for this sample, not the probability of future success. Costs, sample size and testing many variants affect how much confidence a result deserves.

Full performance statistics

Compare the full run with its long and short trades.

Statistics from the saved run, for All, Long and Short trades. N/A means unavailable or not applicable.
MetricAllLongShort
Performance
Net P&L-68.83-68.83N/A
Return on starting equity-0.28%N/AN/A
Profit factor0.500.50N/A
Average trade (expectancy)-4.59-4.59N/A
Average R per trade-0.26R-0.26RN/A
Total R-3.89R-3.89RN/A
Buy & hold return (same period)1.18%N/AN/A
Trades
Trades15150
Win rate20.00%20.00%N/A
Average win23.3023.30N/A
Average loss-11.56-11.56N/A
Average win / average loss2.022.02N/A
Largest win41.6941.69N/A
Largest loss-21.63-21.63N/A
Most wins in a row11N/A
Most losses in a row55N/A
Average bars in trade15.4715.47N/A
Average time in trade21h 23m21h 23mN/A
Average adverse excursion (MAE)10.1210.12N/A
Average favorable excursion (MFE)14.9714.97N/A
Risk
Max drawdown-104.11N/AN/A
Max drawdown %-0.42%N/AN/A
Longest drawdown55d 4hN/AN/A
Sharpe ratio (daily, annualized)-1.30N/AN/A
Sortino ratio (daily, annualized)-1.42N/AN/A
Time in the market14.37%N/AN/A
Costs
Commission paid6.556.55N/A
Same-bar exits assumed stop-first0N/AN/A
Luck check
Chance a no-edge strategy does this well84%N/AN/A
Net P&L without the 2 best trades-129.84N/AN/A

N/A means the metric is unavailable or does not apply to that side. Colors describe individual metrics, not the reliability of the strategy.

Strategy rules

Entry / long entry

[CROSSED(input_col=RSI(21), input_col2=30, direction=above)]

Exit / short entry

[CROSSED(input_col=RSI(21), input_col2=70, direction=below)]

Execution and risk settings

Direction
Long only
Signal mode
Entry and exit
Order fills
Next bar's open
Opposite signal
Reverse position
Starting equity
25,000.00
Position size
25.00 % of equity
Stop loss
2.00 ATR
Take profit
3.00 R
Trailing stop
3.00 ATR
Move stop to breakeven at R
Not set
Maximum bars in trade
100.00
Flat at session end
No
Commission per side
0.00 %
Slippage per fill
0.00 points
Session
00:00 – 00:00 (exchange time)

Equity and drawdown

Saved simulated equity across this test window. Drag the range control to inspect a period.

Simulated trades

15 trades in this snapshot. All times are UTC.

#SideEntryExitSizeEntry priceExit priceNet P&LExit reason
1.0Long2026-04-28 13:00:002026-04-29 13:30:004632.001.34941.3491-1.60trailing_stop
2.0Long2026-05-08 00:00:002026-05-10 21:00:004610.001.35561.3546-5.23trailing_stop
3.0Long2026-05-12 10:00:002026-05-12 15:20:004614.001.35401.3503-17.60stop_loss
4.0Long2026-05-13 14:00:002026-05-14 11:55:004620.001.35151.3496-9.21trailing_stop
5.0Long2026-05-15 11:00:002026-05-15 12:35:004663.001.33841.3342-19.79stop_loss
6.0Long2026-05-18 06:00:002026-05-18 15:50:004681.001.33241.341441.69take_profit
7.0Long2026-05-26 19:00:002026-05-27 14:50:004646.001.34461.3429-8.20trailing_stop
8.0Long2026-05-27 16:00:002026-05-28 01:45:004650.001.34301.3403-13.13stop_loss
9.0Long2026-05-28 06:00:002026-05-29 08:45:004660.001.33931.34138.88trailing_stop
10.0Long2026-06-08 01:00:002026-06-08 09:10:004677.001.33501.3317-15.82stop_loss
11.0Long2026-06-08 10:00:002026-06-09 16:35:004682.001.33281.337019.32trailing_stop
12.0Long2026-06-18 04:00:002026-06-18 08:10:004689.001.33181.3283-16.80stop_loss
13.0Long2026-06-18 15:00:002026-06-18 17:55:004709.001.32531.3208-21.63stop_loss
14.0Long2026-06-19 06:00:002026-06-21 21:00:004726.001.31931.3182-5.59trailing_stop
15.0Long2026-06-24 12:00:002026-06-25 11:35:004735.001.31641.3156-4.13trailing_stop