QuantNomad - RSI Strategy - LTCUSDT - 5m by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: BINANCE:LTCUSDT
- Timeframe: 5 minutes
- Net P&L: +1,986.19 NONE (+1.98%)
- Win Rate: 36.3%
- Profit Factor: 1.002
- Max Drawdown: 33,541.31 NONE (32.70%)
- Total Trades: 4,725
- Sharpe Ratio: 0.024
Description
Jun 8, 2019Really nice performance of Simple RSI Strategy for LTCUSDT ( Binance ) 5m chart. Params: RSI Length: 3, RSI OverSold level: 47, RSI OverBought Level: 56 Performance: 391% profit, 2400 trades, 42% prof, 14.6% dd , 0.65 sharpe. I think this strategy can be a really nice base for a pretty good strategy. We have quite a lot of trades here you can add additional filters that will improve strategy a bit. And remember: Past performance does not guarantee future results.Oct 14, 2020Release NotesCleaning the code