VWAP Stoch Long Trailing Stop without wednesday and thursday — Strategy by Drflexfunk
By Drflexfunk
Performance Metrics
- Author: Drflexfunk
- Symbol: BITFINEX:BTCUSD
- Timeframe: 1 hour
- Net P&L: +1,631,679.84 USD (+1,631.68%)
- Win Rate: 53.9%
- Profit Factor: 2.942
- Max Drawdown: 141,192.12 USD (12.77%)
- Total Trades: 130
- Sharpe Ratio: 0.995
Description
Simple trading strategy based on VWAP and Stochastic indicators and a 3% trailing stop.After backtesting, wednesdays and thursdays seemed to be bad entry days so they are blacklisted.