Linear SSL Short — Strategy by TradingAmmo
By TradingAmmo
Performance Metrics
- Author: TradingAmmo
- Symbol: BINANCE:ETHUSDT
- Timeframe: 4 hours
- Net P&L: +465,565.61 USD (+465.57%)
- Win Rate: 54.5%
- Profit Factor: 2.776
- Max Drawdown: 86,668.75 USD (15.82%)
- Total Trades: 44
- Sharpe Ratio: 0.412
Description
This script consist of two parts: linear SSL and DEMA. The difference between original SSL and current is that it calculated by linear regression. The logic is simple: when SSL "crossunder" and DEMA is above the price - we get short signal. When price became above DEMA and SSL "crossover" - close short.