AVG Stochastic Strategy [M30 Backtesting] by inno14
By inno14
Performance Metrics
- Author: inno14
- Symbol: BINANCE:BTCUSDT
- Timeframe: 30 minutes
- Net P&L: +130,281.28 NONE (+130.23%)
- Win Rate: 70.2%
- Profit Factor: 1.457
- Max Drawdown: 34,294.80 NONE (20.88%)
- Total Trades: 571
- Sharpe Ratio: 0.729
Description
1. AVG Stochastic Calculate1.1 AVG %K is calculated by apply EMA with smooth K period on Average of Original Stochastic %k & %d+ avg_k=ema((%k+%d)/2,smoothK)1.2 AVG %D is calculated by apply EMA with %d period on AVG %K+ avg_d=ema(avg_k,periodD)2. Parameter+ %K Length: 21+ %K Smoothing: 3+ %D Smoothing: 3+ Symbol: BTC/USDT+ Timeframe: M30+ Pyramiding: Maximum 3 orders at the same direction.3. Signal3.1 Buy Signal+ Entry: AVG %K crossover AVG %D and AVG %D 80 3.2 Sell Signal+ Entry: AVG %K crossunder AVG %D and AVG %D > 80+ Exit: AVG %D < 20