MACD 50x Leveraged Long Strategy Results with Real Equity by Noldo
By Noldo
Performance Metrics
- Author: Noldo
- Symbol: BITMEX:XBTUSD
- Timeframe: 4 hours
- Net P&L: +37,656.50 USD (+35,254.32%)
- Win Rate: 38.0%
- Profit Factor: 2.044
- Max Drawdown: 4,753.50 USD (53.89%)
- Total Trades: 384
- Sharpe Ratio: 0.534
Description
Dec 13, 2020Hello there.I was looking for a way to simulate leveraged transactions in Tradingview and this script came out.You can examine the equity graph without looking at the strategy results.Thus, the facts will come to light.Strategy parameters:Adding margin: Forbidden or not specified. (Add Margin : No)Position size: (for each trade) 1% Stop-Loss: (2%)Long: macd crossoverExit: macd crossunderOr ofc touching the stop-Loss value as predicted.Warning: This strategy simulation is for Long direction only.Regards.Dec 13, 2020Release NotesCorrection in line 37:98% of the average entry price is taken as the Stop-Loss value.(2% below the average entry price)Feb 15, 2021Release NotesNet capital bug fixed.Mar 28, 2021Release NotesWe forgot to add principal position size if we win. The previous version was wrong.Because he saw the starting position size as a loss.I also designed the percentage profit calculation much simpler.I will do this update when I have enough time.Mar 29, 2021Release NotesApology! I was skeptical after high success rates.The old version was correct.Change (Strategy.position_size) statement already adds prinsipal position size.Update cancelled.