Backtestify
BACKTEST EXISTING2018-09-02 → 2026-08-31 · 8.0 yearsTested windowBTCUSDT (asked for "BTC") · 1d · history 2018-09-02 → 2026-08-31 (2920 days), identical for all timeframes · $10,000 account

Backtest the Connors RSI(2) strategy on BTCUSDT

Rules: RSI(2) mean reversion · as published chartschool.stockcharts.com·easylanguagemastery.com

Win rate

RECOMMENDED

73.3%

30 trades · 1D · 2920 days · Binance

Data through 2026-08-31 00:00 UTC

RECOMMENDEDA fixed set of measured gates decides this. It is not an opinion and not advice.

Worth testing further — positive on the tested window

Tested an approximation of your rules — see 'What we actually tested'Part of your description could not be executed exactly, so the verdict is capped.73.3% win rate over 30 tradesShare of closed trades that ended in profit, against the minimum this app requires.Profit factor 2.07 · 1.403% average per tradeChecks that gross profit covers gross loss by the required margin.

EvidenceMixed evidence

✗ Sample ≥ 100 trades30 trades in 2920 days✗ Unseen sample ≥ 30 trades13 trades✓ Profit factor ≥ 1.32.07✓ Drawdown ≤ 25%20.4%✓ Edge on unseen data > 01.268%✓ Edge with doubled costs > 01.209%✗ Rules tested exactlyapproximated

ReturnTotal simulated return

42.1%

Account change over the tested window

Profit factorProfit per loss

2.07

Gross profit ÷ gross loss (above 1 = profitable)

Max drawdownDeepest closed-trade fall

-20.4%

Worst fall from a previous account peak

ReliabilityConfidence in test

58/100

How much this test can be trusted

Unseen-data edgeUnseen-data edge

n/a

Average result per trade on data never optimised on

Asked for "BTC" · tested BTCUSDT

What we actually tested

  • · Daily close above SMA(200)
  • · RSI(2) below 5 on the signal candle
  • · Entry at the next candle open
  • · Exit on a close above SMA(5), filled at the next open

Buys whenThe exact entry conditions that were executed for long trades.

close > SMA(200) and RSI(2) < 5

StopPosition sizing and stop rules exactly as executed. Nothing was added.

None — no stop rule was given, none was invented

Target / exitTarget, trailing and time exits exactly as executed.

Rule exit — a close above SMA(5) closes the trade at the next open

Risk per tradePosition sizing and stop rules exactly as executed. Nothing was added.

Position: 100% of equity (no stop, so risk cannot be defined)

One real trade, most recent

One real trade from the tested ledger, drawn on the same candles the engine used.
FROM TESTED HISTORY

BTCUSDT · 1d · actual exchange candles executed by the engine

LONGWINRule exit (the strategy's own exit rule fired)
Bought at 110,666.53 on 2025-10-12 with no stop rule. Closed at 115,142.97 on 2025-10-14 — Rule exit (the strategy's own exit rule fired). Result: WIN
  • Up candle
  • Down candle
  • Entry price
  • Exit price
  • SMA(200)

Entry

110,666.53 · 2025-10-12

Initial stop

None — no stop-loss rule

Target

No fixed target

Exit

115,142.97 · 2025-10-14

Each candle is one 1D bar: the thin line is the high-low range, the thick body is open-to-close. Vertical marks show when the trade opened and closed. One real trade, picked by recency — an illustration of the executed rules, not proof they will work again.

How $10,000 would have changed

The account balance after each closed trade, starting from the stated budget.

Account value after every trade closed, in dollars

  • Account value

Left axis is dollars, bottom axis is time. The line only moves when a trade closes, so flat stretches are periods the rules stayed out of the market.

Simulation on historical candles, not live trading. Full methodology in Pro depth.

This is the free view of a shared report. Run your own strategy on the same engine.

Backtest a strategy