Donchian Channel Strategy by RafaelPiccolo
By RafaelPiccolo
Performance Metrics
- Author: RafaelPiccolo
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +19,428.92 USD (+19.45%)
- Win Rate: 53.6%
- Profit Factor: 3.101
- Max Drawdown: 3,158.35 USD (2.68%)
- Total Trades: 69
- Sharpe Ratio: 0.009
Description
Long and Short entries based on the Donchian Channel indicator. The entry can be set to Higher High/Lower Low or the basis line.