P-Signal Strategy by Kharevsky
By Kharevsky
Performance Metrics
- Author: Kharevsky
- Symbol: BITFINEX:BTCUSD
- Timeframe: 1 day
- Net P&L: +49,858.90 USD (+49.86%)
- Win Rate: 51.6%
- Profit Factor: 2.804
- Max Drawdown: 5,840.50 USD (5.54%)
- Total Trades: 95
- Sharpe Ratio: 0.11
Description
Nov 25, 2021This is an example of building a trading strategy based on a p-signal. The p-signal indicates the entropy of the state of the D frame system for the BTCUSD pair in the Kolmogorov probability space. Dec 16, 2021Release NotesFixed error on line 28Dec 16, 2021Release NotesFixed error on line 21.