Fisher Transform Multi-Timeframe (Backtest) — Strategy by nilux
By nilux
Performance Metrics
- Author: nilux
- Symbol: BITMEX:XBTUSD
- Timeframe: 2 minutes
- Net P&L: +8.50 USD (+0.01%)
- Win Rate: 80.0%
- Profit Factor: 2.214
- Max Drawdown: 7.00 USD (0.01%)
- Total Trades: 5
- Sharpe Ratio: −1.477
Description
Feb 15, 2019This is the Backtest Strategy for mortdiggiddy's "Fisher Transform Multi-Timeframe"For more details check his study: Feb 15, 2019Release NotesAdded (Trailing) Take Profit and Stop Loss