EMR Strategy [H1 Backtesting] by inno14
By inno14
Performance Metrics
- Author: inno14
- Symbol: BINANCE:BTCUSDT
- Timeframe: 1 hour
- Net P&L: +31,455.29 NONE (+31.46%)
- Win Rate: 68.2%
- Profit Factor: 2.49
- Max Drawdown: 5,183.74 NONE (4.82%)
- Total Trades: 66
- Sharpe Ratio: 0.783
Description
Sep 15, 2021EMR Strategy base on EMA, MACD and RSI to supply signal on time frame H1. Details of Rule as below: ===1.EMA + Time frame: H1 + Periods: 25, 100 (~ EMA 25 H4), 600 (~ EMA 25 D1) ===2.MACD + Time frame: H1 + Periods: 12,26,9 ===3.RSI + Time frame: H1 + Periods: 14 ===4.Trading Rule 4.1.Long Position + MACD>0 and RSI>50 and close price moving above EMA 25 + Close price crossed EMA 100 or crossed EMA 600 at the first time 4.2.Short Position + MACDEMA100 or EMA25>EMA600 + Exit Short Position when Low Price moving above all 3 EMA + Exit Short Position when RSI oversold and EMA25<EMA100 or EMA25<EMA600