Kozlod - Yet Another Moving Average Cross Strategy (9 MA types) by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: COINBASE:LTCUSD
- Timeframe: 2 hours
- Net P&L: +16,049.71 USD (+16.05%)
- Win Rate: 44.8%
- Profit Factor: 1.775
- Max Drawdown: 6,713.46 USD (6.41%)
- Total Trades: 339
- Sharpe Ratio: 0.478
Description
You can choose one of these MA types in params: Simple Moving Average (SMA) Exponential Moving Average (EMA) Weighted Moving Average (WMA) Arnaud Legoux Moving Average (ALMA) Hull Moving Average (HMA) Volume-weighted Moving Average (VWMA) Least Square Moving Average (LSMA) Smoothed Moving Average (SMMA) Double Exponential Moving Average (DEMA)Also you can select SL/PT % levels.