QuantNomad - MA Strategy - 1 minute - ETHUSD by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: COINBASE:ETHUSD
- Timeframe: 1 minute
- Net P&L: +522.73 USD (+0.52%)
- Win Rate: 30.0%
- Profit Factor: 1.003
- Max Drawdown: 10,489.34 USD (10.47%)
- Total Trades: 4,206
- Sharpe Ratio: 0.023
Description
May 30, 2019Interesting performance for simple MA strategy on 1m ETHUSD. I used only close price and 15 SMA in it. Performance is 55% over 10 days with a drawdown of only 3.5%. Percent profitable is only 30% with almost 2k trades. For sure this won't work as a standalone strategy, with 2k trades commission and slippage will destroy all your PNL but it can be a pretty good base for a more complicated strategy with good filters. And remember: Past performance does not guarantee future results.Oct 14, 2020Release NotesCleaning the code