Double MA Cross — Strategy by RafaelPiccolo
By RafaelPiccolo
Performance Metrics
- Author: RafaelPiccolo
- Symbol: COINBASE:ETHBTC
- Timeframe: 1 day
- Net P&L: +0.19 BTC (+18.92%)
- Win Rate: 40.4%
- Profit Factor: 2.858
- Max Drawdown: 0.03 BTC (3.08%)
- Total Trades: 52
- Sharpe Ratio: 0.148
Description
Apr 15, 2020Strategy to open long/short positions based on the crossing of 2 different moving averages. Both moving averages are highly configurable: length, source, and moving average type can be changed.Apr 16, 2020Release NotesAdded date filter, default average changed from SMA to EMA