EMA Mean Reversion Strategy by jordanfray
By jordanfray
Performance Metrics
- Author: jordanfray
- Symbol: BINANCE:BTCUSDT
- Timeframe: 1 day
- Net P&L: +2,810,819.90 USDT (+2,810.82%)
- Win Rate: 100.0%
- Max Drawdown: 1,086.80 USDT (0.05%)
- Total Trades: 12
- Sharpe Ratio: 0.256
Description
This strategy is built on the simple idea that when the price gets far enough away from an EMA, it's bound to reverse. This strategy uses the percent distance the price is from the EMA to trigger ladder orders and sells when the price crosses a trailing stop. This strategy uses the EMA Price Distance Tracker indicator.