TEMA Cross Backtest — Strategy by Seltzer_
By Seltzer_
Performance Metrics
- Author: Seltzer_
- Symbol: BINANCE:BTCUSD
- Timeframe: 1 hour
- Net P&L: +9,095.66 USD (+862.41%)
- Win Rate: 42.3%
- Profit Factor: 3.236
- Max Drawdown: 583.46 USD (17.94%)
- Total Trades: 189
- Sharpe Ratio: 0.966
Description
Feb 26, 2021A simple strategy backtest using two Triple Exponential Moving Averages (TEMA) crossing up and down. The default is a 20 TEMA crossing above 60 TEMA generates a long signal. Short signals are turned off by default, but included in the code at the last 2 lines (remove the '//'). Parts of script borrowed from other public scripts.Mar 17, 2021Release NotesCleanupMar 17, 2021Release NotesCleanup