[Prod] SuperTrend with Stoploss+TrendZones - 1H — Strategy by cyberfunk
By cyberfunk
Performance Metrics
- Author: cyberfunk
- Symbol: COINBASE:BCHUSD
- Timeframe: 1 hour
- Net P&L: +114,538.77 USD (+114.54%)
- Win Rate: 62.2%
- Profit Factor: 3.751
- Max Drawdown: 19,860.86 USD (15.81%)
- Total Trades: 37
- Sharpe Ratio: 0.425
Description
Here, i'm using a SuperTrend (difference of moving averages) crossover strategy hybrid with stop-loss and trend-following to look at backtesting for the BCHUSD pair on the coinbase (GDAX) exchange.Included in this script I've got some optimized parameters that seem to make a decent profit over ~35+ trades. The one thing that's bothering me here is that I get OCCASIONAL repaint issues with back-testing, but I can't figure out why for the life of me, because i'm using V3 in the start of the script. If someone could point out the mistake I may be making here , I feel like this could be a serious strategy to use against the BCHUSD pair on coinbase or other exchanges (with tuning of course).I based this script off of with lots of modifications.