Kozlod - RSI Strategy - 1 minute - ETHUSD by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: COINBASE:ETHUSD
- Timeframe: 1 minute
- Net P&L: +17,068.26 USD (+17.07%)
- Win Rate: 69.1%
- Profit Factor: 1.407
- Max Drawdown: 9,258.47 USD (8.74%)
- Total Trades: 291
- Sharpe Ratio: 0.38
Description
May 19, 2019Trying to find simple strategies with optimal parameters which work well for certain symbols/timeframe. Found that basic RSI strategy without any position management works pretty good for 1m chart for BTCUSDT. It might not work very good on it's not but can give you a pretty good base for more complicated indicators. Also, some position management as simple as static SL and PT can improve performance quite a lot. And remember: Past performance does not guarantee future results.Oct 14, 2020Release NotesCleaning the code