Volume Flow BF — Strategy by bennef
By bennef
Performance Metrics
- Author: bennef
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 day
- Net P&L: +343,985.66 USD (+2,797.48%)
- Win Rate: 31.3%
- Profit Factor: 1.695
- Max Drawdown: 87,559.47 USD (36.09%)
- Total Trades: 230
- Sharpe Ratio: 0.488
Description
Based on code by oh92 and kiasaki.Measures volume to indicate Bull vs Bear.Go long when green, short when red, wait patiently when white.