Smeared VCI Backtest — Strategy by nilux
By nilux
Performance Metrics
- Author: nilux
- Symbol: BITMEX:XBTUSD
- Timeframe: 45 minutes
- Net P&L: +6,241.63 USD (+62.42%)
- Win Rate: 100.0%
- Max Drawdown: 0 USD (0.00%)
- Total Trades: 54
- Sharpe Ratio: 0.56
Description
Mar 31, 2019This is the strategy with backtest date range and trailing-stop / stop-loss for vitelot's Smeared VCI indicator:Mar 31, 2019Release NotesUpdate: added a threshold for signals...