Unilateral Pairs Trading — Strategy by pietro3334
By pietro3334
Performance Metrics
- Author: pietro3334
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: −3,706,901.68 USD (−3,701,178.53%)
- Win Rate: 55.2%
- Profit Factor: 0.711
- Max Drawdown: 4,835,268.40 USD (1,503,503.86%)
- Total Trades: 252
- Sharpe Ratio: 0.197
Description
ecco qua il postino pat e con lui ce anche il suo gatto jeff