RSL 2
Upload Date:
2026-07-09
Context
Symbol Guide:
All Nasdaq 100 stocks that are fully tradable at Admiral Markets as of the time of this test.
List of Symbols:
#ADBE,#ALNY,#AMZN,#AMD,#AEP,#AMGN,#ADI,#AAPL,#AMAT,#ADSK,#ADP.US,#AXON.US,#BKR,#BKNG,#AVGO,#CDNS,#CTAS,#CSCO,#CMCSA,#CPRT,#COST,#CSX,#DXCM,#FANG,#EA,#EXC,#FAST,#FER,#FTNT,#GILD,#IDXX,#INTC,#INTU.US,#ISRG,#KLAC,#KHC,#LRCX,#LIN.US,#LITE,#MAR,#MRVL,#MELI,#META.US,#MCHP,#MU,#MSFT,#MDLZ,#MPWR,#MNST,#NFLX,#NVDA,#NXPI,#ORLY,#ODFL,#PCAR,#PANW,#PAYX,#PYPL,#PEP,#PDD,#QCOM,#REGN,#ROP,#ROST,#STX,#SHOP,#SBUX,#MSTR,#SNPS,#TMUS,#TTWO,#TER,#TSLA,#TXN,#VRTX,#WMT,#WDC,#WDAY,#XEL
Tick-Data-Symbol:
EURUSD
Timeframe/s:
Daily
Test period:
01.01.2019 - 07.10.2025
Latency:
no Latency
Modeling:
Every Tick
Deposit (€):
10000
Balance Curve *¹:
System Logic & Parameters:
GENERAL: 1% position risk; Stop = ATR(14) * 2; no TPs; Index used: Nasdaq100 LONG ENTRY: RSL (190) > 1 and RSLRatio > 1.0 and MA(20) crosses above MA(50) and AD > SMAAD(20); LONG EXIT: Close < MA(50)
Key Metrics *²:
Trades:
494
Win Rate (%):
43.72
Profit (%):
63.28
CAGR (%):
7.49
Profit Factor:
2.62
Risk Metrics *²:
Max Equity Drawdown (%):
7.89
Risk Adjusted Return (%):
28.91
MAR Ratio:
1.06
Reward/Risk:
3.43
Recovery Factor:
Sharpe Ratio:
6.07
Ulcer Index:
1.96
1.2
Ulcer Performance:
8.73
Breakdown by time *²:
Time in the market (%):
18.64
Return in the worst year (%):
-6.17
Return in the best year (%):
26.03
Unprofitable Years:
1
DDT-Score Rating *³︎:
Profit-Score:
61.23
Effizienz-Score:
82.42
Downside-Score:
43.08
Validitäts-Faktor:
1
Toleranz-Score:
100
DDT-Score:
70.96
Analysis:
The “RSL 2” system follows a classic trend-following approach on a daily basis: With a win rate of just 43.72%, it wins less often than it loses—but compensates for this with a strong risk-reward ratio of 3.43. Combined with a profit factor of 2.62 and a recovery factor of 6.07, the system demonstrates solid performance over the test period of just under 6.8 years, with a very low maximum drawdown of around 7% on an equity basis. With only one unprofitable year out of the seven tested, the performance appears pleasantly consistent on an annual basis. There are two points you should be aware of before implementing this system: First, historically there was a streak of 24 consecutive losing trades - given a trading frequency of just under 500 trades over 6.8 years, this is a serious dry spell that requires psychological resilience to weather without abandoning the system prematurely. Second, after a sharp rise at the end of 2020, the equity curve shows a multi-year sideways/stagnation phase lasting until around 2024, before the curve recently began to rise significantly again. Anyone trading this system must therefore also expect longer periods without visible progress before the strength of the approach becomes apparent again. Overall, this is a solid system, though not one that performs consistently - the numbers are convincing, but in practice they require patience and discipline during extended quiet phases.
Follow-up links:
*¹ Note: By default, the MetaTrader 5 backtest download provides only the balance
curve, not the equity curve.
*² Note: Some of the key metrics listed here are not included by default in the MetaTrader 5
backtest report and were calculated using our own code as a supplement.
*³︎ Note: The DDT Score consists of four individual scores and a validity factor: The Profit
Score evaluates the system’s pure profitability, the Downside Score measures the
severity of potential setbacks, the Efficiency Score shows how well returns and risk
are balanced, and the Tolerance Score provides insight into how the system feels in
day-to-day trading. The validity factor is incorporated into the overall score as a
multiplier and reflects how statistically robust the underlying data is. The DDT Score
and the four underlying individual scores each range on a scale from 0 to 100. The
exact calculation methodology is part of our internal evaluation model.