Simple Trend Following Strategy by kaaiii
By kaaiii
Performance Metrics
- Author: kaaiii
- Symbol: COINBASE:BTCUSD
- Timeframe: 30 minutes
- Net P&L: −6,040.89 USD (−6.03%)
- Win Rate: 29.1%
- Profit Factor: 0.851
- Max Drawdown: 9,304.31 USD (9.30%)
- Total Trades: 361
- Sharpe Ratio: −0.367
Description
Super simple short/long entry signal strategy based off the one used by the "Turtles" with 4 simple moving averages rolled into one indicator.