Kozlod - Simple BB Strategy - XBTUSD - 1 minute by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 minute
- Net P&L: −1,528.69 USD (−1.53%)
- Win Rate: 57.7%
- Profit Factor: 0.961
- Max Drawdown: 5,776.10 USD (5.56%)
- Total Trades: 26
- Sharpe Ratio: −0.085
Description
May 29, 2019Really nice performance for simple BB on XBTUSD Bitmex 1 minute chart. BB length = 55, BB mult = 4.No SL or PT used. Amazingly performance for the last week, 92% profitable. Tested on entire May percent profitable become 80%, still not bad. And remember: Past performance does not guarantee future results.Oct 14, 2020Release NotesCleaning the code