MACD_Long_Only — Strategy by CryptoTalksOfficial
By CryptoTalksOfficial
Performance Metrics
- Author: CryptoTalksOfficial
- Symbol: BNC:BLX
- Timeframe: 1 day
- Net P&L: +10,914.23 NONE (+10.91%)
- Win Rate: 53.9%
- Profit Factor: 2.299
- Max Drawdown: 4,221.41 NONE (3.69%)
- Total Trades: 89
- Sharpe Ratio: −0.062
Description
I created this indicator to calculate the gains that can be made purely by going long on the market. For exchanges without the ability to short, the standard MACD strategy is unable to accurately calculate the profit/loss from entering and exiting a position, as it includes profit/loss from actively shorting the market, which may either not be possible, or be undesirable for a specific asset.