Forecasting - Least Squares Regression — Strategy by capissimo
By capissimo
Performance Metrics
- Author: capissimo
- Symbol: COINBASE:BTCUSD
- Timeframe: 5 minutes
- Net P&L: +7,096.02 USD (+7.10%)
- Win Rate: 84.6%
- Profit Factor: 5.094
- Max Drawdown: 195.61 USD (0.19%)
- Total Trades: 849
- Sharpe Ratio: 3.202
Description
Aug 20, 2019Tested on 5m TF with EURUSD. Settings should be modified appropriately for other TFs, lookbacks and securities. This indicator does not repaint.Sep 1, 2019Release NotesAdded repainting/non-repainting option.