MACD Histogram Backtest — Strategy by Biffy
By Biffy
Performance Metrics
- Author: Biffy
- Symbol: COINBASE:BTCUSD
- Timeframe: 1 day
- Net P&L: +87,096.60 USD (+88.72%)
- Win Rate: 41.0%
- Profit Factor: 1.426
- Max Drawdown: 62,560.80 USD (34.05%)
- Total Trades: 122
- Sharpe Ratio: 0.258
Description
Testing the trades signaled by the daily MACD histogram to see how they would have performed, compared to regular MACD Crosses. I'm going to take the 'List of trades' and analyse it seperately as some of the profit percentages seem a little off in the tradingview calculation, though it could just be my bad math!Hi CryptoLove :) Hope this helps your investigation RE:youtube.com/watch?v=1P-ErYsiJkk