Moving Average Convergence/Divergence MaCD Backesting — Strategy by Biffy
By Biffy
Performance Metrics
- Author: Biffy
- Symbol: COINBASE:BTCUSD
- Timeframe: 1 day
- Net P&L: +13,596,250.00 USD (+13,596.25%)
- Win Rate: 53.1%
- Profit Factor: 2.548
- Max Drawdown: 4,122,070.00 USD (32.06%)
- Total Trades: 32
- Sharpe Ratio: 0.354
Description
Aug 28, 2018Made this to backtest simple macd trading strategy, had to set it to open long and short positions because i'm not sure how you get it to calculate otherwise.Oct 9, 2018Release Notesmade sell trigger betterAug 21, 2019Release Notesnow only spot buys