Mean Reversion Trading Strategy Analyzer

Define Mean Reversion Parameters

Mean Configuration SMA Period (for Mean):

Deviation Bands Band Type:

Standard Deviations:

Percentage (+/- %):

Trading Rules

Strategy will:
- Enter LONG when Price <= Lower Band.
- Enter SHORT when Price >= Upper Band.
(One position at a time. New opposite signal closes existing position first.)

Primary Exit Logic:

Take Profit (%):

Stop Loss (%):

Financial Settings Initial Capital ($): Trade Size (units): Commission per Trade (one-way $): Slippage per Unit (one-way $):

Market Data Input & Analysis Execution

Closing Prices (comma-separated numbers): Enter a sequence of closing prices. Ensure enough data for your SMA period.

Analysis Results

Run analysis to see results.