MA Crossover Strategy with MA Turning Point Exits by rthomson
By rthomson
Performance Metrics
- Author: rthomson
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +7,350.40 USD (+7.30%)
- Win Rate: 47.1%
- Profit Factor: 2.548
- Max Drawdown: 2,936.76 USD (2.68%)
- Total Trades: 51
- Sharpe Ratio: −0.084
Description
Strategy based on MA crossover entries and MA turning point (pivots) exits. You can select any SMA or EMA length, with the first faster one being used as the exit trigger. You can backtest different combinations on different timeframes.