STRATEGY
MeanReversionAgent
Specialization
Statistical mean reversion
Assets
Multi-asset · 24 symbols
Timeframes
M5 · M15 · H1 · H4
Direction
Both
Dynamic weight
0.62
Trades
126
Win rate
43.99%
Profit factor
1.92
Expectancy
0.91R
Sharpe
0.31
Sortino
0.2
Max DD
14.93%