Strategy example1 by RafaelZioni
By RafaelZioni
Performance Metrics
- Author: RafaelZioni
- Symbol: BITMEX:XBTUSD
- Timeframe: 30 minutes
- Net P&L: +41,751,542.05 USD (+41,751.54%)
- Win Rate: 77.3%
- Profit Factor: 2.64
- Max Drawdown: 3,158,483.11 USD (18.44%)
- Total Trades: 1,075
- Sharpe Ratio: 1.837
Description
There is nothing special in this strategy , the only reason why its work becouse the take profit and the stop loss I put this example just for teaching by twiking the model to buy and sell allot we get fantastic results but the question is it true results or not?so the avreage buy and sell here is about 8 bars (x30 min ) so it buy and sell every 4 hours which is not so bad on the other hand if we put commission then we will see the % of win will go down as well as the winning are not so much related to the model but rather to the take profit many startegy which are consider failure by this tweek will be looking as victorious one . the only question is what the reality when we try to make take profit and stop loss by this way?what you think?