Forward test of my new mean reversion strategy

I want to keep track of my paper trading records and my notes on trades in this journal. I will not share the strategy here. I just see it more disciplined approach to keep a journal here because my all offline journals were failed.

Trading Time Frame: Daily
Markets: 73 forex and CFD markets
Strategy: Quantative Mean Reversion Strategy that includes 1 baseline indicator, 2 confirmation indicators and 1 exit indicator.
Method: Every weekday around 23:00 EEST strategy script will be run in Matlab to decide about the next days entries and exits

No new trades for June 26
By the way just noticed that the data was not updated for USDCZK and USDHKD but anyway, it is some late and better to go bad

June 27, 2019
Long GBPCAD

June 28, 2019
Hold Long GBPCAD
No New Trades

July 01, 2019
Hold Long GBPCAD
No New Trades

July 02, 2019
Hold Long GBPCAD
Short NIKKEI

July 03, 2019
Hold Long GBPCAD
Hold Short NIKKEI
No new trades

July 04, 2019
Hold Long GBPCAD
Cancel Short NIKKEI --> Data feed error in most CFD markets.. (some unrealistic price values) I have to find another MT4 forex broker with better CFD data feed
No new trades

Some test of indicators.

Indicator: RSI
X Axis: RSI look back period
Y Axis: RSI Level- Bottom RSI threshold level. (If RSI Level 10 it means total returns of next 5 days were calculated for RSI is between 10-20)
Z Axis: Total t+5 return
Data: End of day data of changing last 2000 to 5000 days


10 points increments of RSI level were taken and total next 5 days returns were calculated. It is obvious that RSI is not a holy grail (like any other indicator) for trading. However it is unfair to call it useless. Over 55-60 level can be a good filter for longs and below 40-45 for shorts.

July 05, 2019
Hold Long GBPCAD
No new trades

July 08, 2019
Hold Long GBPCAD
Long NZDCAD

Interesting. Hard to see with the tables by the way..