BB limit — Strategy by Tr0sT
By Tr0sT
Performance Metrics
- Author: Tr0sT
- Symbol: BITMEX:XBTU18
- Timeframe: 1 minute
- Net P&L: +337,081.00 USD (+3.37%)
- Win Rate: 57.1%
- Profit Factor: 1.196
- Max Drawdown: 570,253.50 USD (5.43%)
- Total Trades: 35
- Sharpe Ratio: 0.205
Description
Market maker strategy using Bollinger bands as entry, moving average as close and simple stop-loss with percentage of entry position. It was extremely profitable in june on xbtusd.