Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX
描述
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Trading strategy based on Volatility of the instrument
Initial version is 40.65 % profitable for XBTUSD between 01/01/2018 and 12/10/2019 with a profit factor of 1.8 and with the drawback of %20 max drawdown overall profit for the same period is 1200%
Next version will reduce the max drawdown
Initial analysis has been done by @cryptowarren / @xryptowarren
發布通知
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Upgraded to V4
Added optional momentum filter
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Bugfix
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Reduced the max drawdown without reducing the number of trades
100+ data points between 1/1/2019 and 10/05/2020 on 1h xbtusd pair