SMA EMA HMA VWMA Crossover Strategy by rthomson
By rthomson
Performance Metrics
- Author: rthomson
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 4 hours
- Net P&L: +16,460.70 USD (+16.45%)
- Win Rate: 52.5%
- Profit Factor: 3.949
- Max Drawdown: 2,651.67 USD (2.27%)
- Total Trades: 61
- Sharpe Ratio: 0.055
Description
This latest version allows you to backtest crossovers of any SMA EMA HMA or VWMA. Due to the number of orders limit, it will only work on higher timeframes, sometimes using it on a newer exchange with less history can overcome this.