The summary statistics for the Mean Reversion Strategy are shown in the following table. The results use the following settings and assumptions:

• Backtest duration: 01/01/2018 – 01/01/2026
• Tax assumption: 45% annually (at the end of each year and on gains only)
• Leverage settings: 3x and 4x leverage
• Max. number of positions: 1 and 2
• % per trade: 15 %
• Initial Capital of $10,000

Note that the results show „Mean“ values. The reason for this is that each setting combination was executed 1000 times (Monte-Carlo simulation) with a random selection of trades to mitigate overfitting.

The equity and drawdown curves are shown for the configuration: 4x leverage, 15% per position and max. 2 positions.