dEMA w/ VWAP filter — Strategy by shiner_trading
By shiner_trading
Performance Metrics
- Author: shiner_trading
- Symbol: KUCOIN:BTCUSDT
- Timeframe: 5 minutes
- Net P&L: +3,201.60 NONE (+640.32%)
- Win Rate: 58.3%
- Profit Factor: 1.48
- Max Drawdown: 3,453.40 NONE (99.72%)
- Total Trades: 24
- Sharpe Ratio: 0.388
Description
Buy when EMA is below VWAP and starts sloping upSell when EMA is above VWAP and starts sloping down