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Range Trading

ResearchBacktests only

Research

Backtests in R. Exact rules stay unpublished.

Since 2017
0.020040060080020182020202220242026

Since 2017

+905.4R across 1,092 closed trades

The book finished at +905.4R. Fees and slippage are included. The forward test started in October 2026.

7 September 2017 – 17 October 2026

The strategies

BTC and ETH only. Each trade risks the same fixed amount, so the result is in R. +1R means the trade made what it risked. Five strategies. How they are built is not published.

Since 2017

+905.4R

Closed trades

1,092

Worst drawdown

24.9R

Without 2021

+594.3R

Strategy 1

+368.9R

Trades
187
Win rate
36.4%
Avg R
+1.97R
Profit factor
4.33
Max DD
12.3R

Strategy 2

+216.4R

Trades
440
Win rate
30.9%
Avg R
+0.49R
Profit factor
1.83
Max DD
16.2R

Strategy 3

+222.6R

Trades
137
Win rate
38.0%
Avg R
+1.63R
Profit factor
4.12
Max DD
11.1R

Strategy 4

+24.8R

Trades
212
Win rate
49.1%
Avg R
+0.12R
Profit factor
1.23
Max DD
12.1R

Strategy 5

+72.7R

Trades
116
Win rate
24.1%
Avg R
+0.63R
Profit factor
3.93
Max DD
4.9R

Questions

What does R:R mean?

R:R is risk to reward. It compares what a trade can lose if it is wrong with what it can make if it is right. If the stop is 100 points away and the target is 200 points away, the plan is 1 to 2. Hit that target and the trade made 2R — twice the money that was at risk. A full stop is −1R. On the ETH short, the finished trade was +1.86R.

Is the dollar result real money?

No. The dollar figure is a paper result on a $100,000 starting balance. It shows how the idea scored. It is not a brokerage balance.

Is this financial advice?

No. This is a public record of calls and backtests, not a recommendation to buy or sell. Levels can be wrong, and you can lose money.

Which markets are on the record?

The live work is on BTC and ETH. Older calls in the log can include other markets. Each row shows the market, the direction, and the result.