RLS Mean Reversion — Crypto 1M

VERIFIED

Mean Reversioncrypto1M

High-frequency RLS mean reversion tuned for crypto pairs. High win rate with fast band adaptation.

4.4

11 reviews267 downloads

FREE

267

Equity Curve

BACKTEST

+$152.30

Net P&L over 311 trades

Performance Metrics

Profit Factor

1.27

Profitable

Win Rate

68.5%

213 winning trades

Net P&L

+$152.30

Avg: $0.49/trade

Sharpe Ratio

1.32

Moderate

Max Drawdown

$143.74

Peak to trough

Total Trades

311

Avg $0.49 per trade

Test Period

Sep 1, 2024 — Feb 14, 2026

BTCUSDT • 1M

Strategy Description

The crypto-optimized version of the RLS Mean Reversion strategy, tuned for 1-minute crypto charts with higher volatility.

Key Differences from Futures Version: - Faster forgetting factor (λ=0.95 vs λ=0.99) - Tighter bands for crypto's higher noise ratio - 68.5% win rate — much higher than futures variant - Smaller average trade ($0.49) but very consistent

Best on BTCUSDT and ETHUSDT during ranging/consolidation periods. Loses edge during strong trends.

Testing Details

SymbolBTCUSDT

PeriodSep 1, 2024 — Feb 14, 2026

Timeframes1M

Sample Size311 trades

Marketscrypto

Platform Support

TradingView

Pine Script v6

Pine Script Preview

Click "Show Code" to see a preview snippet of the strategy logic.

Live TradesLINKED

Click "Show Trades" to see live trade history linked to this strategy.

Arbitrader

Strategy Creator

Verified Author

Published Feb 14, 2026

Ready to add this strategy to your workspace?