描述
⋅ This is my alfa strategy.
Backtested on the 12H timeframe from June 14, 2019 to November 11, 2019.
Summary:
Net Profit: 50.99%
B&H Return: - 4.49%
Max Drawdown: - 5.41%
Sharpe Ratio: 1.309
Profit Factor: 3.979
Hit Rate: 61.33% (Overall), 47.5% (Longs), 77.14% (Shorts)
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⋅ Increased percentage of equity per trade from 12.5 to 20.
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⋅ Updated coloring of equity curve.
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⋅ Updated to add a Long_6 condition.
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⋅ Tweaked condition for Long_6.
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⋅ Made the signalling metric visible.
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⋅ Updated the position size amount.
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⋅ Updated Long_6 condition.
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⋅ Updated position size condition and renamed the signal names.
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⋅ Updated condition for Very Weak Short.
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⋅ Added Bitmex Premium Rate feature and changed color codes.
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⋅ .
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⋅ Updated opacity of the premium rate plot.
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⋅ Added checkbox options for different types of conditions.
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⋅ Updated trigger conditions.
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⋅ Updated the script for XBTH20 from XBTZ19.
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⋅ Updated for the new contract XBTM20.