Coinbase_3-MIN_HFT-Strategy by NDB_Technologies
By NDB_Technologies
Performance Metrics
- Author: NDB_Technologies
- Symbol: COINBASE:BTCUSD
- Timeframe: 3 minutes
- Net P&L: +8,498.98 USD (+8.49%)
- Win Rate: 52.7%
- Profit Factor: 2.738
- Max Drawdown: 1,378.59 USD (1.27%)
- Total Trades: 55
- Sharpe Ratio: −0.043
Description
This conceptual strategy trades against the short-term trend. The first position can be either long or short.In the short-term, prices fluctuate up and down on wide spread exchanges.And if the price moves to one side, the price tends to return to its original position momentarily.This strategy set stop order. Stop price is calculated with upper and lower shadows.