Sundays Suck for Bitcoin - Daily Strategy by johnmw
By johnmw
Performance Metrics
- Author: johnmw
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +11,653.21 USD (+11.72%)
- Win Rate: 57.5%
- Profit Factor: 2.386
- Max Drawdown: 3,124.45 USD (2.79%)
- Total Trades: 193
- Sharpe Ratio: −0.033
Description
Bitcoin tends to have bad Sundays, so this strategy just sells on Saturday, and buys back the next Wednesday if the price is kinda going up!(Its Jonnys first script, so is this really just published for people looking for simple code to learn from :-)(The strategy works best if you set your chart time period to 1 day.)