Open Close Cross Strategy // Real Back Test // Not good by Erkam
By Erkam
Performance Metrics
- Author: Erkam
- Symbol: BITMEX:XBTUSD
- Timeframe: 5 minutes
- Net P&L: −138.50 USD (−0.14%)
- Win Rate: 22.9%
- Profit Factor: 0.914
- Max Drawdown: 1,088.50 USD (1.08%)
- Total Trades: 96
- Sharpe Ratio: −0.066
Description
I changed close series because, close series doing repaint.I changed the near series with the previous open series [1].but can use for sup and resistance