Dual Keltner Channels Strategy [Eastgate3194] by eastgate3194
By eastgate3194
Performance Metrics
- Author: eastgate3194
- Symbol: BINGX:BTCUSDT.P
- Timeframe: 45 minutes
- Net P&L: −265.76 USDT (−2.66%)
- Win Rate: 45.9%
- Profit Factor: 0.818
- Max Drawdown: 449.40 USDT (4.49%)
- Total Trades: 135
- Sharpe Ratio: −0.458
Description
This strategy utilised 2 Keltner Channels to perform counter trade.The strategy have 2 steps:Long Position:Step 1. Close price must cross under Outer Lower band of Keltner Channel.Step 2. Close price cross over Inner Lower band of Keltner Channel.Short Position:Step 1. Close price must cross over Outer Upper band of Keltner Channel.Step 2. Close price cross under Inner Upper band of Keltner Channel.