"Sell in May, buy in September"-Strategy by DynamicSignalLab
By DynamicSignalLab
Performance Metrics
- Author: DynamicSignalLab
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +5,189.67 USD (+0.52%)
- Win Rate: 63.3%
- Profit Factor: 1.003
- Max Drawdown: 38,446.65 USD (3.70%)
- Total Trades: 341
- Sharpe Ratio: −0.48
Description
Dear TV'ers,This script applies the classic traders mantra of "Sell in May, buy in September". Not much else to it to be honest. Seems to work though :-).