Vegas Tunnel Strategy by xandrea710
By xandrea710
Performance Metrics
- Author: xandrea710
- Symbol: BINANCE:ETHUSD
- Timeframe: 4 hours
- Net P&L: −215,272.72 USD (−21.53%)
- Win Rate: 38.2%
- Profit Factor: 0.803
- Max Drawdown: 497,863.74 USD (45.58%)
- Total Trades: 353
- Sharpe Ratio: −0.108
Description
Vegas Tunnel Strategy is a trend-following breakout system based on exponential moving averages (EMAs). It uses a "tunnel" formed by the 144 EMA and 169 EMA to identify the market's long-term trend direction. Entry signals are generated when a shorter-term EMA (12 EMA) breaks above or below this tunnel, confirming momentum alignment.Long Setup: Price and EMA12 are above the tunnel (EMA144 EMA169); entry on rebound near the tunnel.Exit Rules: Fixed stop loss below/above the tunnel or based on ATR; take profit at 1.5–2× the risk.This strategy works best on 4H or daily charts and is suitable for trending assets like FX pairs, gold, oil, or indices.