HHLL Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: OKX:BTCUSDT.P
- Timeframe: 1 day
- Net P&L: +21,358.70 USDT (+2,120.38%)
- Win Rate: 90.0%
- Profit Factor: 5.564
- Max Drawdown: 6,791.20 USDT (477.30%)
- Total Trades: 10
- Sharpe Ratio: 0.765
Description
Sep 19, 2022 This is simple Highest high and Lowest low strategy. Buy when break HH+offset Sell when break LL+offset Offset = (HH-LL)/2Sep 17, 2024Release NotesThe next stage of development of this strategy. The results of tests showed that it is much better to use Bollinger bands as a defining channel. Which was done in this modification.