QuantNomad - SuperTrend - XBTUSD - 1m — Strategy by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 minute
- Net P&L: +145,850.70 USD (+145.55%)
- Win Rate: 41.1%
- Profit Factor: 2.037
- Max Drawdown: 4,567.31 USD (1.95%)
- Total Trades: 1,986
- Sharpe Ratio: 2.536
Description
Interesting performance for Super Trend strategy for XBTUSD 1m chart. Params: ST Mult: 2, ST Period 14. Performance: 144% profit, 1988 trades, only 41% prof, 2.04% dd , 2.51 Sharpe. On its own, it might be not a very good strategy, but the big amount of trades allows you to add more filters and improve it. And remember: Past performance does not guarantee future results.