Volatility Stop trading with risk management — Strategy by ToS_Maverick
By ToS_Maverick
Performance Metrics
- Author: ToS_Maverick
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +3,473,248.89 USD (+3,252.62%)
- Win Rate: 58.1%
- Profit Factor: 3.015
- Max Drawdown: 562,534.53 USD (34.94%)
- Total Trades: 31
- Sharpe Ratio: 0.42
Description
Quick coding of a trading system based on the Volatility Stop (VStop) indicator. In addition to that I added the possibility to calculate the position size based on the amount that you want to risk. Beware, this is the amount you want to risk per trade. The total draw-down might be higher, as you can have multiple loosing trades.