Volty Expan Close Strategy with Backtest Date Range by mertriver1
By mertriver1
Performance Metrics
- Author: mertriver1
- Symbol: BITFINEX:BTCUSD
- Timeframe: 5 minutes
- Net P&L: +3,079.60 USD (+3.08%)
- Win Rate: 49.2%
- Profit Factor: 1.843
- Max Drawdown: 359.20 USD (0.35%)
- Total Trades: 189
- Sharpe Ratio: 0.344
Description
Input InformationLength Numeric 5 Number of bars used to determine the average true range.NumATRs Numeric .75 Factor used to calculate a percentage of the average true range, used toLong and short entry based on a percentage of price movement beyond the average range. Profitable and simple strategy..