Hophop Mean Reversion Strategy

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--investopedia--
What Is Mean Reversion:
Mean reversion, or reversion to the mean, is a theory used in finance that suggests that asset price volatility and historical returns eventually will revert to the long-run mean or average level of the entire dataset.

Limitations of Mean Reversion:
The return to a normal pattern is not guaranteed, as unexpected highs or lows could indicate a shift in the norm. Such events could include, but are not limited to, new product releases or developments on the positive side, or recalls and lawsuits on the negative side.
--investopedia--

Strategy link:
https://www.tradingview.com/script/khGKr44X-Hophop-Reversion-Strategy/

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According to Trading Systems and Methods (Wiley Trading) Typical mean reversion strategies has the statistics below:

ETHUSD Performance between 2021-02-22 and 2021-09-16

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%0.02 Commission
30 Ticks Verify Price for Limit Orders
30 Ticks Slippage
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Max Drawdown: 3.87 %
Sharpe Ratio: 0.551
Sortino Ratio: 53.179
Profit Factor: 5.53
Number Winning Trades: 170
Number Losing Trades: 55
Percent Profitable: 75.56 %
Avg Trade: 0.55 %
Avg Winning Trade: 0.89 %
Avg Losing Trade: 0.5 %
Ratio Avg Win / Avg Loss: 1.789

ETHUSD Performance between 2020-08-02 and 2021-01-29

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%0.02 Commission
30 Ticks Verify Price for Limit Orders
30 Ticks Slippage
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Max Drawdown: 3.87 %
Sharpe Ratio 0.498
Sortino Ratio 219.415
Profit Factor 10.425
Total Closed Trades 150
Number Winning Trades 121
Number Losing Trades 29
Percent Profitable 80.67 %
Avg Trade 0.65 %
Avg Winning Trade 0.9 %
Avg Losing Trade 0.36 %
Ratio Avg Win / Avg Loss 2.498

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