Percentage Bands — Strategy by ridvansozen1
By ridvansozen1
Performance Metrics
- Author: ridvansozen1
- Symbol: BITFINEX:BTCUSD
- Timeframe: 30 minutes
- Net P&L: +48,033.77 USD (+48.04%)
- Win Rate: 88.9%
- Profit Factor: 3.575
- Max Drawdown: 15,474.91 USD (11.68%)
- Total Trades: 27
- Sharpe Ratio: 1.337
Description
A different version of bollinger bands, I use percentage difference instead of standard deviation.