Simple EMA_Hull_RSI Strategy by Bitduke
By Bitduke
Performance Metrics
- Author: Bitduke
- Symbol: BITMEX:ETHUSD
- Timeframe: 5 minutes
- Net P&L: +353.21 USD (+32.87%)
- Win Rate: 35.0%
- Profit Factor: 1.552
- Max Drawdown: 69.18 USD (5.42%)
- Total Trades: 97
- Sharpe Ratio: 0.234
Description
Another simple strategy. Crossing EMA & Hull MA and the level of RSI (overbought/oversold) defines long or short. Can be improved by varying the parameters and adding take profit / stop loss.Backtest: ETHUSD (Bitmex): 5m