Up & Down Trend Trading Strategy - BNB/USDT 15min by pcooma
By pcooma
Performance Metrics
- Author: pcooma
- Symbol: BINANCE:BNBUSDT
- Timeframe: 15 minutes
- Net P&L: −389.85 USD (+53.46%)
- Win Rate: 83.5%
- Profit Factor: 60.743
- Max Drawdown: 11.92 USD (0.61%)
- Total Trades: 97
- Sharpe Ratio: 0.119
Description
Dec 16, 2021This strategy will focus on up trend trading and down trend trading based on several indicators such as;for up trend1. SAR indicator2. Super trend indicator3. Simple moving average for the period of 100 down trend1. RSI Indicator2. Money flow index3. Relative volatility index4. Balance of powder Dec 16, 2021Release NotesPerformance enhanced, now the buy and holding vs trading ratio is almost 1:3Dec 16, 2021Release Notesfurther optimised (BNB/USDT - 15min), now the buy& hold vs trading ratio almost reach 1:4Dec 16, 2021Release Notesperformance optimisedDec 16, 2021Release Notesperformance enhancementDec 17, 2021Release NotesPerformance enhancementDec 17, 2021Release NotesStrategy will grow over the period of time. hold to trade ration was significant. Dec 19, 2021Release NotesBug removed and stop loss addedDec 22, 2021Release Notesit will calculate required quantity to purchase and trigger alarm to purchase or sell,. performance and robustness enhanced. number of winning trades over 88%Dec 23, 2021Release NotesUser interface modifiedDec 23, 2021Release Notesperformance optimisation Dec 31, 2021Release NotesSignificant improvementJan 2, 2022Release NotesAdded intermediate selling to strategy.Jan 3, 2022Release NotesStability and performance enhancedJan 5, 2022Release NotesPerformance optimizationJan 5, 2022Release Notesremove look ahead features embedded in the strategy for more realistic resultsJan 5, 2022Release NotesIron out few bugsJan 8, 2022Release NotesPerformance improvementJan 11, 2022Release NotesFund management component added to the scriptJan 11, 2022Release Notes** Bug removedJan 11, 2022Release Notes** Performance optimisationJan 11, 2022Release Notes** Performance enhancementJan 18, 2022Release NotesAdd grid trading capability to the scriptJan 18, 2022Release NotesGrid Trading further optimised Jan 24, 2022Release NotesAdd up trend trading arrangementJan 24, 2022Release NotesPerformance optimised for Uptrend trading