Highest/Lowest Center Lookback Strategy by coingrabber
By coingrabber
Performance Metrics
- Author: coingrabber
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 4 hours
- Net P&L: +12,653,812.56 USD (+12,653.81%)
- Win Rate: 54.2%
- Profit Factor: 3.471
- Max Drawdown: 2,516,743.37 USD (18.68%)
- Total Trades: 48
- Sharpe Ratio: 0.429
Description
Nov 21, 2019Basicaly long when price above middle of highest and lowest price in lookback period.Nov 21, 2019Release NotesAdded missing strategy init params.Updated gfx.Nov 22, 2019Release NotesCleaner gfx