Intraday. Index RTS. 2005-2021

Trades 3106, %Win 54, Annual Return 7.8%

MOEX . Futures index RTS. Timeframe 10min.

Simple backtest strategy by 1 contract, with commission. Only long.

2009-2021

2015-2021

Rules

Enter Long:

if time 17:10

Exit:

EOD