STOP-LOSS-RSI with Edge-Preserving Filter Strategy V2 by aaahopper
By aaahopper
Performance Metrics
- Author: aaahopper
- Symbol: BITMEX:XBTUSD
- Timeframe: 30 minutes
- Net P&L: +2,246,990.00 USD (+2,246.99%)
- Win Rate: 86.1%
- Profit Factor: 28.765
- Max Drawdown: 8,440.00 USD (1.66%)
- Total Trades: 863
- Sharpe Ratio: 0.346
Description
Modified RSI strategy with entry and exit points. I have allowed for High and Low risk for anyone interested in using it (NO GUARANTEES. DO YOUR OWN RESEARCH). I will later consider incorporating the standard RSI for exit points. I am sure returns will increase based on current test runs :) Returns look good based on the strategy result.