Pivot Reversal Strategy with backtest date range by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: COINBASE:BTCUSD
- Timeframe: 3 minutes
- Net P&L: +8,857.73 USD (+8.85%)
- Win Rate: 51.7%
- Profit Factor: 3.829
- Max Drawdown: 205.11 USD (0.19%)
- Total Trades: 410
- Sharpe Ratio: 1.172
Description
This is standard Pivot Reversal Strategy with backtest date range added. In parameters you can select from/to date for backtesting range.