Adaptive Zero Lag EMA v2 (Strategy w/ Backtest Date Range) by nilux
By nilux
Performance Metrics
- Author: nilux
- Symbol: BITMEX:XBTUSD
- Timeframe: 5 minutes
- Net P&L: +263.33 USD (+26.33%)
- Win Rate: 61.6%
- Profit Factor: 1.991
- Max Drawdown: 43.00 USD (4.29%)
- Total Trades: 112
- Sharpe Ratio: 0.409
Description
This is a modified strategy including Date Range Selection for dasanc's incredible "Adaptive Zero Lag EMA v2":The Original: