Cross Exchange Change — Strategy by jaNGOB
By jaNGOB
Performance Metrics
- Author: jaNGOB
- Symbol: BITFINEX:BTCUSD
- Timeframe: 5 minutes
- Net P&L: +35,434.40 USD (+35.38%)
- Win Rate: 66.7%
- Profit Factor: 3.165
- Max Drawdown: 10,974.20 USD (8.43%)
- Total Trades: 36
- Sharpe Ratio: 0.492
Description
The indicator itself looks at different Exchanges and compares the change in price of them. If one spikes up, we go long with it as we assume our Exchange will follow. Vice versa for short.