BTC strategy for margin trading by CredibleHulk
By CredibleHulk
Performance Metrics
- Author: CredibleHulk
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +527,768,341.02 USD (+50,216.84%)
- Win Rate: 42.3%
- Profit Factor: 2.924
- Max Drawdown: 143,969,242.42 USD (29.33%)
- Total Trades: 97
- Sharpe Ratio: 0.74
Description
Almost identical to the one I published before, but this one includes short orders as well. I didn't spend much time backtesting, so there may be a different set of parameters that gives better results. Please let me know if you find something!