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Trading System Visual Backtest

The document outlines a trading log with details on various trades, including entry criteria based on RSI values, macro trends, and exit strategies. It includes information on trade execution, stop loss parameters, and results from a mean reversion strategy over 100 trades. Additionally, it provides insights into volume analysis and general notes on trade quality.

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kedareakash007
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0% found this document useful (0 votes)
4 views32 pages

Trading System Visual Backtest

The document outlines a trading log with details on various trades, including entry criteria based on RSI values, macro trends, and exit strategies. It includes information on trade execution, stop loss parameters, and results from a mean reversion strategy over 100 trades. Additionally, it provides insights into volume analysis and general notes on trade quality.

Uploaded by

kedareakash007
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

TRADE ID ASSET & TIMING ENTRY CRITERIA

RSI Value
# Date Asset / Pair Session Entry Time Exit Time
at Entry

1 26-Mar MBT 22.1 23.35 70

2 26-Mar MBT 16.25 23.35 70

3 24-Mar MBT 18.25 82

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28
TRADE ID ASSET & TIMING ENTRY CRITERIA

RSI Value
# Date Asset / Pair Session Entry Time Exit Time
at Entry

29

30

31

32

33

34

35

36

37

38

39

40

41

42

43

44

45

46

47

48

49

50

51

52

53

54

55

56
TRADE ID ASSET & TIMING ENTRY CRITERIA

RSI Value
# Date Asset / Pair Session Entry Time Exit Time
at Entry

57

58

59

60

61

62

63

64

65

66

67

68

69

70

71

72

73

74

75

76

77

78

79

80

81

82

83

84
TRADE ID ASSET & TIMING ENTRY CRITERIA

RSI Value
# Date Asset / Pair Session Entry Time Exit Time
at Entry

85

86

87

88

89

90

91

92

93

94

95

96

97

98

99

100
ENTRY CRITERIA DIVERGENCE ENTRY EXECUTION

RSI Signal Macro Trend Trade Candle Pattern Divergence


Entry Price
(OB/OS) (1H) Direction Confirmed? Entry? (Y/N)

Overbought DOWN SHORT YES N 69250

Overbought DOWN SHORT YES N 69340

Overbought RANGE BOUND SHORT YES N 70445


ENTRY CRITERIA DIVERGENCE ENTRY EXECUTION

RSI Signal Macro Trend Trade Candle Pattern Divergence


Entry Price
(OB/OS) (1H) Direction Confirmed? Entry? (Y/N)
ENTRY CRITERIA DIVERGENCE ENTRY EXECUTION

RSI Signal Macro Trend Trade Candle Pattern Divergence


Entry Price
(OB/OS) (1H) Direction Confirmed? Entry? (Y/N)
ENTRY CRITERIA DIVERGENCE ENTRY EXECUTION

RSI Signal Macro Trend Trade Candle Pattern Divergence


Entry Price
(OB/OS) (1H) Direction Confirmed? Entry? (Y/N)
📊 INTR

ENTRY EXECUTION EXIT

Stop Loss SL Distance SL Distance Initial Trail SL 1 Trail SL 1


Price (Price) (%) Target (opt.) (Price) (%)

69375 125 0.18% 69035 0.31%

69635 295 0.43% 69035 0.44%

70900 455 0.65%


📊 INTR

ENTRY EXECUTION EXIT

Stop Loss SL Distance SL Distance Initial Trail SL 1 Trail SL 1


Price (Price) (%) Target (opt.) (Price) (%)
📊 INTR

ENTRY EXECUTION EXIT

Stop Loss SL Distance SL Distance Initial Trail SL 1 Trail SL 1


Price (Price) (%) Target (opt.) (Price) (%)
📊 INTR

ENTRY EXECUTION EXIT

Stop Loss SL Distance SL Distance Initial Trail SL 1 Trail SL 1


Price (Price) (%) Target (opt.) (Price) (%)
📊 INTRADAY TRADING SYSTEM | VISUAL BACKTEST LOG | 5-M
Mean Reversion Strategy · RSI 70/30 · 100 Trades Sample

EXIT RESULT

Trail SL 2 Trail SL 2
Exit Price Exit Type P&L (Points) P&L (%)
(Price) (%)

69065 TRAILING SL 1 185 0.27%

69065 TRAILING SL 1 275 0.40%

70820 CANDLE PATTERN EXIT -375 -0.53%


📊 INTRADAY TRADING SYSTEM | VISUAL BACKTEST LOG | 5-M
Mean Reversion Strategy · RSI 70/30 · 100 Trades Sample

EXIT RESULT

Trail SL 2 Trail SL 2
Exit Price Exit Type P&L (Points) P&L (%)
(Price) (%)
📊 INTRADAY TRADING SYSTEM | VISUAL BACKTEST LOG | 5-M
Mean Reversion Strategy · RSI 70/30 · 100 Trades Sample

EXIT RESULT

Trail SL 2 Trail SL 2
Exit Price Exit Type P&L (Points) P&L (%)
(Price) (%)
📊 INTRADAY TRADING SYSTEM | VISUAL BACKTEST LOG | 5-M
Mean Reversion Strategy · RSI 70/30 · 100 Trades Sample

EXIT RESULT

Trail SL 2 Trail SL 2
Exit Price Exit Type P&L (Points) P&L (%)
(Price) (%)
VISUAL BACKTEST LOG | 5-MIN CHART
RSI 70/30 · 100 Trades Sample

MACRO TREND

Macro Bias Asia Session London Session Last 2-3D Volume at


Win / Loss
(Bull/Bear/Side) Bias Bias 1H Trend Entry

WIN DOWN CALM

WIN DOWN DECREASING

LOSS RANGE BOUND CALM


VISUAL BACKTEST LOG | 5-MIN CHART
RSI 70/30 · 100 Trades Sample

MACRO TREND

Macro Bias Asia Session London Session Last 2-3D Volume at


Win / Loss
(Bull/Bear/Side) Bias Bias 1H Trend Entry
VISUAL BACKTEST LOG | 5-MIN CHART
RSI 70/30 · 100 Trades Sample

MACRO TREND

Macro Bias Asia Session London Session Last 2-3D Volume at


Win / Loss
(Bull/Bear/Side) Bias Bias 1H Trend Entry
VISUAL BACKTEST LOG | 5-MIN CHART
RSI 70/30 · 100 Trades Sample

MACRO TREND

Macro Bias Asia Session London Session Last 2-3D Volume at


Win / Loss
(Bull/Bear/Side) Bias Bias 1H Trend Entry
VOLUME ANALYSIS

Volume Vol Spike?


Vol Remark
Behavior (Y/N)

CALM N NOTHING INTRESTING

DECREASING N VOL SHOT UP AT PRICE EXCESS BUT THEN IT WAS DECREASING

CALM N
VOLUME ANALYSIS

Volume Vol Spike?


Vol Remark
Behavior (Y/N)
VOLUME ANALYSIS

Volume Vol Spike?


Vol Remark
Behavior (Y/N)
VOLUME ANALYSIS

Volume Vol Spike?


Vol Remark
Behavior (Y/N)
NOTES

Candle Pattern
Name

ENTRY MADE AT INVERTED HAMMER , BUT EXIT WAS NO SPECIFIC PATTERN

so what happended is this was started consolidating and hit the next trading zone there for exit are same
NOTES

Candle Pattern
Name
NOTES

Candle Pattern
Name
NOTES

Candle Pattern
Name
ES

Trade Quality
General Notes
(1-5)

1
ES

Trade Quality
General Notes
(1-5)
ES

Trade Quality
General Notes
(1-5)
ES

Trade Quality
General Notes
(1-5)

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