Bollinger Reversion

Buy the lower band, sell back at the mean. A range trade with an ugly tail risk.

What it is

Reference — Glowwiki: Bollinger Bands
The definitions and formulas below follow that article. It states its own limit plainly:
“Whether this produces profit is not addressed in that article.”
That is the question this page answers.

Note from the reference: The reference carries two mutually contradictory readings of the same line — buy a touch of the lower band (mean reversion) and buy a break above the upper band (breakout) — and does not choose between them. This page implements the mean-reversion reading. It also cites Lento et al. (2007), covering ten years from 1995 across several markets, which found no evidence of consistent performance over buy and hold.

Formulas

Bands

basis = SMAₙ ; upper/lower = basis ± k·σₙ

Defaults are n = 20 and k = 2

Standard deviation

σ = √( Σ(xᵢ − x̄)² / n )

Divisor is n — the population form. Not n − 1.

Established

Bollinger Bands place a volatility envelope a multiple of the standard deviation around a moving average. [3]
The method uses the population form of standard deviation: the proper divisor is n, not n − 1. [3]
Replacing the simple moving average with an exponential one requires changing both the basis and the standard deviation calculation, not just the basis. [3]

These rest on a single line of sourcing. The Glowwiki reference article draws on the same encyclopaedia cited here, so two domains do not make two independent accounts. Nothing below has been checked against a second, separately grounded source. It is listed as established because the sources state it as definition rather than as finding — not because it has been cross-verified.

Conventional reading

Touching the lower band is conventionally read as a stretched move likely to revert to the mean. [1, 3]
The same line also supports the opposite rule — buying a break above the upper band as a breakout. The reference presents both and does not choose. This page implements the mean-reversion reading. [3]
Lento et al. (2007), covering ten years from 1995 across several markets, reported no evidence of consistent performance over a standard buy-and-hold approach — while the reversed, contrarian version did produce positive returns. [3]
The usefulness of technical analysis as a whole is contested by the efficient-market hypothesis. The reference article states the dispute without ruling on it — and neither does this page. What is below is one measurement, not a verdict. [1, 2]

Listed as convention, not as established fact.

Why your chart may not match This site divides by n when computing the standard deviation, which is what the original method specifies. Some charting platforms divide by n − 1 instead. With a 20-period window that makes the bands about 2.6% narrower here than on a platform using the sample form — enough to change when a touch of the lower band registers, and therefore enough to change the trades below.

Sources

기술적 분석 — Glowwiki (ko)
Technical analysis — Wikipedia (en)
Bollinger Bands — Wikipedia (en)

The short answer

Beat buy & hold in none of the 3 markets tested.

Gold (PAXG) -123% · BTC/USDT -575%. A rule that wins in one market and loses in another did not find an edge; it found a rising asset. Each figure is measured only against buying and holding that same market over that same period.

Market	Return	Buy & hold	vs B&H	Beat it	Max DD	Underwater	Grid beat
BTC/USDT	-46%	530%	-575%	no	71%	3118d	0%
ETH/USDT	-53%	276%	-329%	no	80%	3141d	0%
Gold (PAXG)	-4%	119%	-123%	no	17%	2039d	0%

All figures on this page are from daily candles unless a row says otherwise.

Evidence

Everything below is the same rules run over real price history. Pick a market to see the fills, the equity path and the parameter grid for it.

Daily candlesBTC/USDT · 3188 bars · 2018-01-01 → 2026-09-23

Total return

-45.6%

10,000 → 5,443

vs buy & hold

-575.5%

over the same period 529.9%

Max drawdown

71.1%

10,000 → 3,327

Longest underwater

3118

3118 days · 99% of the period

Settings that beat it

0 / 16

of 16 parameter settings tested

Win rate

63%

95% CI 49%–75% · n=51

The win rate on this page is not a readable number. With 51 closed trades the 95% confidence interval runs 49%–75% — it spans a coin flip, so the headline 63% cannot be distinguished from chance at this sample size. It is shown because leaving it out would be worse, not because it supports a conclusion.

A 0% risk of ruin here is a property of the test, not a safety rating. These runs are long-only spot with no borrowed money, so there is no margin call and nothing can force the position closed. The account cannot be wiped out — it gets stuck holding the asset instead. Capital deployed (1×) and max drawdown (71.1%) are the numbers that carry the risk on this page. The same rules run on margin would be a different measurement, and this figure would not stay at zero.

Daily candles

account equitybuy & holddashed = starting capital

102 fills. Signals are taken on the close and filled at the next open.

Timeframe

Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.

Timeframe	Return	Buy & hold	vs B&H	Beat it	Trades
4H	-90%	524%	-614%	no	179
1D ←	-46%	530%	-575%	no	51
1W	70%	524%	-454%	no	7

Outcome distribution

A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.

Worst	p10	p25	Median	p75	p90	Best	Losing starts
-44.3%	-34.7%	-25.3%	3.5%	15.7%	32.1%	53.3%	47%

Does it survive its own parameters?

The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median -17.3%, best 31.4%, worst -45.6%. 0 of them beat buy & hold.

A strategy that only works at one setting did not work — it was fitted.

Parameter grid

Bollinger Reversion run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.

	length 10	length 20	length 30	length 50
mult 1.5	-22%	-33%	-30%	-31%
mult 2	-36%	-46%	-8%	-2%
mult 2.5	16%	31%	27%	-17%
mult 3	0%	26%	-14%	-27%

Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).

Year by year

Year	2018	2019	2020	2021	2022	2023	2024	2025	2026
Return	-42%	11%	-21%	18%	-28%	44%	16%	16%	-23%
Max DD	55%	24%	49%	26%	45%	10%	20%	20%	30%
Trades	7	6	3	6	6	6	5	9	3

Recent closed trades 51 closed trades — showing the last 40

Entered	Entry	Exited	Exit	Held	Size	P&L (USDT)	Return
2026-06-26	59,824.54	2026-07-04	62,551.97	8 bars	5,215.89	+226.9	+4.3%
2026-05-23	75,577.27	2026-06-21	64,265.86	29 bars	6,146.22	-930.33	-15.1%
2026-02-01	78,780.47	2026-03-03	68,795.64	30 bars	7,052.35	-906.14	-12.8%
2025-12-16	86,475.3	2025-12-31	88,441.26	15 bars	6,909.39	+142.96	+2.1%
2025-11-05	101,547.98	2025-12-03	91,232.24	28 bars	7,706.04	-796.65	-10.3%
2025-09-26	109,048.99	2025-09-30	114,254.81	4 bars	7,369.65	+336.39	+4.6%
2025-08-26	110,167.04	2025-09-09	112,009.2	14 bars	7,262.96	+106.69	+1.5%
2025-08-01	115,821.95	2025-08-08	117,413.28	7 bars	7,178.87	+84.09	+1.2%
2025-06-06	101,559.44	2025-06-10	110,207.89	4 bars	6,628.76	+550.11	+8.3%
2025-04-07	78,469.21	2025-04-12	83,382.12	5 bars	6,250.68	+378.08	+6.0%
2025-02-25	91,598.66	2025-03-03	94,222.86	6 bars	6,088.75	+161.92	+2.7%
2025-02-05	97,812.02	2025-02-21	98,255.86	16 bars	6,073.39	+15.37	+0.3%
2024-09-07	53,989.95	2024-09-14	60,467.74	7 bars	5,433.61	+639.77	+11.8%
2024-08-03	61,529.09	2024-08-22	61,125.45	19 bars	5,480.44	-46.83	-0.9%
2024-06-15	66,077.01	2024-07-15	60,767.51	30 bars	5,971.22	-490.78	-8.2%
2024-05-02	58,394.15	2024-05-05	63,860.08	3 bars	5,471.06	+500.16	+9.1%
2024-04-14	63,956.48	2024-04-23	66,785.91	9 bars	5,249.77	+221.3	+4.2%
2023-08-17	28,744.88	2023-08-30	27,702.48	13 bars	5,458.21	-208.44	-3.8%
2023-07-25	29,191.09	2023-08-09	29,755.52	15 bars	5,365.39	+92.82	+1.7%
2023-06-15	25,141.16	2023-06-20	26,830.93	5 bars	5,037.56	+327.84	+6.5%
2023-06-06	25,741.06	2023-06-07	27,216.45	1 bars	4,774.01	+263.54	+5.5%
2023-03-10	20,372.39	2023-03-14	24,100.21	4 bars	4,043.65	+730.37	+18.1%
2023-02-10	21,808.73	2023-02-16	24,310.71	6 bars	3,634.75	+408.9	+11.3%
2022-11-09	18,554.65	2022-12-01	17,156.95	22 bars	3,938.73	-303.98	-7.7%
2022-08-20	20,844.81	2022-09-10	21,350.94	21 bars	3,853.06	+85.67	+2.2%
2022-06-13	26,587.82	2022-07-07	20,554.23	24 bars	4,994.08	-1,141.02	-22.9%
2022-05-06	36,571.25	2022-05-31	31,718.36	25 bars	5,769.7	-775.62	-13.4%
2022-04-12	39,550.22	2022-05-05	39,670.15	23 bars	5,763.77	+5.93	+0.1%
2022-01-06	43,472.87	2022-02-05	41,550.91	30 bars	6,042.45	-278.68	-4.6%
2021-11-19	56,920.07	2021-12-24	50,813.4	35 bars	6,782.17	-739.72	-10.9%
2021-09-22	40,754.46	2021-10-02	48,117.53	10 bars	5,755.84	+1,026.33	+17.8%
2021-07-17	31,399.55	2021-07-24	33,617.28	7 bars	5,386.89	+368.95	+6.9%
2021-06-22	31,629.93	2021-06-30	35,893.76	8 bars	4,756.48	+630.41	+13.3%
2021-05-16	46,786.37	2021-06-04	39,227.16	19 bars	5,684.43	-927.95	-16.3%
2021-04-23	51,716.8	2021-05-01	57,668.4	8 bars	5,107.98	+576.45	+11.3%
2020-09-04	10,143.36	2020-09-16	10,779.84	12 bars	4,816.01	+291.97	+6.1%
2020-08-26	11,324.08	2020-08-31	11,705.31	5 bars	4,668.49	+147.53	+3.2%
2020-02-26	9,321.14	2020-03-25	6,741.32	28 bars	6,467.98	-1,799.5	-27.8%
2019-12-17	6,894.89	2019-12-23	7,496.96	6 bars	5,960.45	+507.53	+8.5%
2019-11-16	8,475.86	2019-12-08	7,483.57	22 bars	6,764.3	-803.85	-11.9%

Prices include slippage; size is what was actually committed to that trade including fees.

Assumptions

Period	2018-01-01 → 2026-09-23
Parameters	{"length":20,"mult":2}
Rolling test	365 bars × 95 start dates
Input hash	b5ed9e20a715a0ef

Daily candlesETH/USDT · 3188 bars · 2018-01-01 → 2026-09-23

Total return

-52.8%

10,000 → 4,722

vs buy & hold

-328.5%

over the same period 275.8%

Max drawdown

79.7%

10,000 → 2,321

Longest underwater

3141

3141 days · 99% of the period

Settings that beat it

0 / 16

of 16 parameter settings tested

Win rate

67%

95% CI 54%–78% · n=55

A 0% risk of ruin here is a property of the test, not a safety rating. These runs are long-only spot with no borrowed money, so there is no margin call and nothing can force the position closed. The account cannot be wiped out — it gets stuck holding the asset instead. Capital deployed (1×) and max drawdown (79.7%) are the numbers that carry the risk on this page. The same rules run on margin would be a different measurement, and this figure would not stay at zero.

Daily candles

account equitybuy & holddashed = starting capital

110 fills. Signals are taken on the close and filled at the next open.

Timeframe

Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.

Timeframe	Return	Buy & hold	vs B&H	Beat it	Trades
4H	-90%	271%	-362%	no	32
1D ←	-53%	276%	-329%	no	55
1W	199%	271%	-72%	no	8

Outcome distribution

A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.

Worst	p10	p25	Median	p75	p90	Best	Losing starts
-74.5%	-44.8%	-28.3%	0.8%	32.4%	75.3%	113.4%	45%

Does it survive its own parameters?

The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median -79.4%, best 0.0%, worst -91.8%. 0 of them beat buy & hold.

A strategy that only works at one setting did not work — it was fitted.

Parameter grid

	length 10	length 20	length 30	length 50
mult 1.5	-92%	-91%	-90%	-86%
mult 2	-90%	-53%	-90%	-79%
mult 2.5	-72%	-65%	-84%	-68%
mult 3	0%	-21%	-54%	-56%

Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).

Year by year

Year	2018	2019	2020	2021	2022	2023	2024	2025	2026
Return	-72%	-9%	75%	116%	-18%	35%	-2%	4%	-44%
Max DD	79%	42%	17%	24%	49%	10%	30%	30%	52%
Trades	8	7	4	7	6	6	5	8	2

Recent closed trades 55 closed trades — showing the last 40

Entered	Entry	Exited	Exit	Held	Size	P&L (USDT)	Return
2026-05-16	2,225.76	2026-06-16	1,795.24	31 bars	5,865.54	-1,144	-19.5%
2026-01-21	2,941.35	2026-02-26	2,056.45	36 bars	8,406.3	-2,540.76	-30.2%
2025-11-04	3,605.64	2025-12-03	2,994.57	29 bars	10,141.94	-1,735.65	-17.1%
2025-09-26	3,876.29	2025-10-02	4,345.86	6 bars	9,064.22	+1,077.72	+11.9%
2025-06-22	2,296.87	2025-06-30	2,498.84	8 bars	8,348.27	+715.95	+8.6%
2025-06-06	2,415.23	2025-06-10	2,678.79	4 bars	7,541.96	+806.31	+10.7%
2025-04-07	1,581.56	2025-04-23	1,755.37	16 bars	6,808.78	+733.18	+10.8%
2025-02-25	2,514.78	2025-03-25	2,080.16	28 bars	8,247.85	-1,439.07	-17.4%
2025-02-03	2,871.11	2025-02-21	2,736.67	18 bars	8,670.37	-422.51	-4.9%
2025-01-29	3,079.26	2025-02-01	3,299.34	3 bars	8,108.22	+562.15	+6.9%
2024-12-20	3,418.72	2025-01-04	3,607.2	15 bars	7,699.94	+408.27	+5.3%
2024-08-28	2,458.56	2024-09-20	2,463.98	23 bars	7,698.39	+1.55	+0.0%
2024-08-03	2,991.1	2024-08-22	2,629.39	19 bars	8,774.95	-1,076.55	-12.3%
2024-06-12	3,499.08	2024-07-15	3,243.58	33 bars	9,485.11	-710.17	-7.5%
2024-04-14	3,008.51	2024-04-28	3,253.92	14 bars	8,787.31	+697.8	+7.9%
2024-03-20	3,160.23	2024-04-01	3,643.47	12 bars	7,637.1	+1,150.21	+15.1%
2023-09-12	1,552.62	2023-09-16	1,640.48	4 bars	7,242.53	+394.57	+5.5%
2023-08-17	1,808.71	2023-08-30	1,728.55	13 bars	7,593.6	-351.07	-4.6%
2023-06-11	1,752.4	2023-06-21	1,791.09	10 bars	7,444.41	+149.19	+2.0%
2023-05-12	1,795.21	2023-05-24	1,853.13	12 bars	7,226.15	+218.26	+3.0%
2023-03-10	1,438.04	2023-03-14	1,672.6	4 bars	6,225.2	+1,000.95	+16.1%
2023-02-11	1,513.81	2023-02-16	1,674.08	5 bars	5,640.47	+584.73	+10.4%
2022-12-17	1,167.4	2023-01-03	1,213.38	17 bars	5,437.59	+202.87	+3.7%
2022-11-10	1,103.28	2022-11-30	1,215.88	20 bars	4,943.91	+493.69	+10.0%
2022-09-19	1,335.18	2022-10-05	1,360.82	16 bars	4,860.46	+83.45	+1.7%
2022-06-12	1,533.66	2022-07-05	1,150.43	23 bars	6,492.5	-1,632.04	-25.1%
2022-05-09	2,520.97	2022-05-31	1,997.78	22 bars	8,209.19	-1,716.69	-20.9%
2022-04-27	2,811.08	2022-05-05	2,939.18	8 bars	7,867.14	+342.05	+4.3%
2021-12-30	3,632	2022-02-05	2,993.49	37 bars	9,564.29	-1,697.15	-17.7%
2021-12-11	3,900.26	2021-12-24	4,109.35	13 bars	9,095.8	+468.48	+5.1%
2021-11-19	3,998.9	2021-11-26	4,522.22	7 bars	8,059.32	+1,036.48	+12.9%
2021-09-21	2,978.81	2021-10-02	3,308.26	11 bars	7,271.28	+788.04	+10.8%
2021-06-20	2,166.42	2021-07-01	2,274.54	11 bars	6,939.51	+331.77	+4.8%
2021-05-20	2,440.14	2021-06-04	2,855.82	15 bars	5,941.29	+998.22	+16.8%
2021-03-26	1,586.62	2021-03-30	1,815.85	4 bars	5,201.67	+739.62	+14.2%
2021-02-26	1,482.82	2021-03-08	1,725.6	10 bars	4,478.79	+722.88	+16.1%
2020-09-24	320.88	2020-10-10	364.83	16 bars	3,947.16	+531.63	+13.5%
2020-09-06	335.21	2020-09-18	389.16	12 bars	3,406.78	+540.38	+15.9%
2020-06-28	221.05	2020-07-07	241.48	9 bars	3,124.82	+281.96	+9.0%
2020-03-13	107.72	2020-03-31	132.02	18 bars	2,554.77	+570.04	+22.3%

Prices include slippage; size is what was actually committed to that trade including fees.

Assumptions

Period	2018-01-01 → 2026-09-23
Parameters	{"length":20,"mult":2}
Rolling test	365 bars × 95 start dates
Input hash	885020aa21bc9234

Daily candlesGold (PAXG) · 2214 bars · 2020-09-01 → 2026-09-23

Total return

-4.2%

10,000 → 9,577

vs buy & hold

-122.8%

over the same period 118.6%

Max drawdown

16.6%

10,000 → 8,803

Longest underwater

2039

2039 days · 98% of the period

Settings that beat it

0 / 16

of 16 parameter settings tested

Win rate

55%

95% CI 38%–71% · n=31

The win rate on this page is not a readable number. With 31 closed trades the 95% confidence interval runs 38%–71% — it spans a coin flip, so the headline 55% cannot be distinguished from chance at this sample size. It is shown because leaving it out would be worse, not because it supports a conclusion.

A 0% risk of ruin here is a property of the test, not a safety rating. These runs are long-only spot with no borrowed money, so there is no margin call and nothing can force the position closed. The account cannot be wiped out — it gets stuck holding the asset instead. Capital deployed (1×) and max drawdown (16.6%) are the numbers that carry the risk on this page. The same rules run on margin would be a different measurement, and this figure would not stay at zero.

Daily candles

account equitybuy & holddashed = starting capital

62 fills. Signals are taken on the close and filled at the next open.

Timeframe

Everything above uses the daily row. These are the same rules and the same parameters on a different candle size.

Timeframe	Return	Buy & hold	vs B&H	Beat it	Trades
4H	-38%	119%	-157%	no	243
1D ←	-4%	119%	-123%	no	31
1W	8%	123%	-115%	no	2

Outcome distribution

A single return is one chosen start date. These are 62 runs of the same rules with the start shifted forward 30 days at a time.

Worst	p10	p25	Median	p75	p90	Best	Losing starts
-8.4%	-5.4%	-3.9%	-0.7%	2.3%	6.4%	8.7%	53%

Does it survive its own parameters?

The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 0.0%, best 30.7%, worst -11.9%. 0 of them beat buy & hold.

A strategy that only works at one setting did not work — it was fitted.

Parameter grid

	length 10	length 20	length 30	length 50
mult 1.5	-12%	-11%	3%	20%
mult 2	-11%	-4%	8%	23%
mult 2.5	-8%	-0%	17%	31%
mult 3	0%	-2%	13%	26%

Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).

Year by year

Year	2021	2022	2023	2024	2025	2026
Return	-2%	-5%	-3%	2%	7%	-5%
Max DD	9%	7%	7%	6%	1%	9%
Trades	6	5	7	3	3	3

Recent closed trades 31 closed trades — showing the last 31

Entered	Entry	Exited	Exit	Held	Size	P&L (USDT)	Return
2026-06-06	4,323.76	2026-07-04	4,166.64	28 bars	9,957.78	-381.04	-3.8%
2026-04-29	4,591.82	2026-05-07	4,684.86	8 bars	9,779.58	+178.2	+1.8%
2026-03-19	4,831.44	2026-04-01	4,685.22	13 bars	10,105	-325.42	-3.2%
2025-07-31	3,300.66	2025-08-02	3,363.12	2 bars	9,937.19	+167.81	+1.7%
2025-05-15	3,198.6	2025-05-21	3,301.37	6 bars	9,647.12	+290.06	+3.0%
2025-03-01	2,863.43	2025-03-05	2,927.54	4 bars	9,454.77	+192.35	+2.0%
2024-12-19	2,603.3	2024-12-27	2,652.67	8 bars	9,297.37	+157.4	+1.7%
2024-11-07	2,656.33	2024-11-21	2,649.67	14 bars	9,339.38	-42	-0.4%
2024-02-14	1,988.99	2024-02-21	2,003	7 bars	9,292.65	+46.73	+0.5%
2024-01-11	2,000	2024-01-16	2,038.98	5 bars	9,133.24	+159.41	+1.8%
2023-11-09	1,930.96	2023-11-17	1,959.02	8 bars	9,020.47	+112.77	+1.3%
2023-09-28	1,882.94	2023-10-12	1,874.06	14 bars	9,081.35	-60.88	-0.7%
2023-08-10	1,920.96	2023-08-24	1,909.05	14 bars	9,156.32	-74.97	-0.8%
2023-06-29	1,891.95	2023-07-10	1,902.05	11 bars	9,125.92	+30.4	+0.3%
2023-05-19	1,978.99	2023-06-17	1,943.03	29 bars	9,313.43	-187.51	-2.0%
2023-04-23	1,983.99	2023-05-03	2,011.99	10 bars	9,202.19	+111.23	+1.2%
2023-02-04	1,867.93	2023-03-02	1,823.09	26 bars	9,447.43	-245.24	-2.6%
2022-09-16	1,654.83	2022-10-03	1,656.17	17 bars	9,458.66	-11.23	-0.1%
2022-08-20	1,739.87	2022-09-13	1,717.14	24 bars	9,603.04	-144.38	-1.5%
2022-07-06	1,770.88	2022-07-28	1,735.13	22 bars	9,820.54	-217.5	-2.2%
2022-06-14	1,827.91	2022-06-17	1,858.07	3 bars	9,680.49	+140.05	+1.5%
2022-04-26	1,908.95	2022-05-22	1,854.07	26 bars	9,986.99	-306.5	-3.1%
2021-09-17	1,764.88	2021-10-04	1,771.11	17 bars	9,971.78	+15.22	+0.1%
2021-08-07	1,772.45	2021-08-17	1,790.57	10 bars	9,890.58	+81.2	+0.8%
2021-06-16	1,860.9	2021-07-04	1,791.89	18 bars	10,292.03	-401.45	-3.9%
2021-03-31	1,700.97	2021-04-02	1,740.73	2 bars	10,077.09	+214.94	+2.1%
2021-02-18	1,796.98	2021-03-17	1,743.45	27 bars	10,407.29	-330.2	-3.2%
2021-02-05	1,810.48	2021-02-11	1,854.27	6 bars	10,181.87	+225.42	+2.2%
2020-11-25	1,831.69	2020-12-04	1,855.26	9 bars	10,072.6	+109.27	+1.1%
2020-10-30	1,875.45	2020-11-03	1,906.06	4 bars	9,930.69	+141.91	+1.4%
2020-09-22	1,921.24	2020-10-05	1,911.74	13 bars	10,000	-69.31	-0.7%

Prices include slippage; size is what was actually committed to that trade including fees.

Assumptions

Period	2020-09-01 → 2026-09-23
Parameters	{"length":20,"mult":2}
Rolling test	365 bars × 62 start dates
Input hash	357a3833e4d19a20

Other strategies

Buy & Hold Martingale Grid DCA MA Cross EMA Cross RSI Reversion MACD Cross Donchian Breakout Supertrend Stochastic Cross Parabolic SAR