Mean Reversion Strategy by KrisWaters by kriswaters
By kriswaters
Performance Metrics
- Author: kriswaters
- Symbol: BINANCE:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +3,035.01 USD (+303.50%)
- Win Rate: 69.7%
- Profit Factor: 3.956
- Max Drawdown: 231.32 USD (9.85%)
- Total Trades: 66
- Sharpe Ratio: 0.459
Description
This is a type of mean reversion strategy. It only generates long signals when the price is far away from the mean. It tries buy from the dip. Use it with BTC/USDT pair on 4 hour timeframe.