Fisher Transform Multi-Timeframe Backtest (No Trailing) — Strategy by nilux
By nilux
Performance Metrics
- Author: nilux
- Symbol: BITMEX:XBTUSD
- Timeframe: 5 minutes
- Net P&L: +968.50 USD (+0.97%)
- Win Rate: 29.8%
- Profit Factor: 1.408
- Max Drawdown: 150.00 USD (0.15%)
- Total Trades: 872
- Sharpe Ratio: 0.263
Description
This is the Backtester without Trailing Stops Credits to mortdiggiddy