RSI cyclic smoothed strategy backtest by soroush68
By soroush68
Performance Metrics
- Author: soroush68
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +5,004.26 USD (+4.99%)
- Win Rate: 46.7%
- Profit Factor: 1.232
- Max Drawdown: 9,172.64 USD (8.41%)
- Total Trades: 92
- Sharpe Ratio: −0.141
Description
I added a few lines of code to "when to trade"'s code to see that backtest result of "RSI cyclic smoothed v2".