Newton theory (Bollinger Band Breakout) — Strategy by bullbuy
By bullbuy
Performance Metrics
- Author: bullbuy
- Symbol: BINANCE:BTCUSDTPERP
- Timeframe: 4 hours
- Net P&L: +2,187.56 NONE (+218.76%)
- Win Rate: 51.7%
- Profit Factor: 1.522
- Max Drawdown: 349.42 NONE (17.74%)
- Total Trades: 211
- Sharpe Ratio: 0.679
Description
Initial capital 1000 USDOrder size 10%Commission 0.3% with slippage Timeframe 4hThis is Simple Bollinger Band Trend find out strategy.I'm using the usual trailing offset as an exit for this strategy.using 1x leverage to go long short within 3years backtest result more then 200% for all usd pair.in next version i will try to find out more optimize sma,std,sl,tp parameter by using freqtrade hyperparameter optimization.Happy Trading :)