Bollinger %B Candles Strategy by Trendoscope
By Trendoscope
Performance Metrics
- Author: Trendoscope
- Symbol: COINBASE:ETHUSD
- Timeframe: 1 day
- Net P&L: +14,213.93 USD (+140.94%)
- Win Rate: 40.9%
- Profit Factor: 2.54
- Max Drawdown: 1,441.18 USD (8.33%)
- Total Trades: 66
- Sharpe Ratio: 0.249
Description
Oct 31, 2020Strategy built based on earlier published indicator:Looks to be doing good for short term swing trades. But, I am not sure if there is repainting. I tried to avoid buy/sell trades on same day - but wasn't successful. So far back-tested on following:BTCUSD - works on both long and short$CURRENCYCOM:GOLD and equities - long only.Some of the failures: $ASX:WPL, WHC, NHCAs usual for back-testing - using 1000 as initial capital with 100% invested on each trade and no compounding so that it will be easy to compare with buy and hold. Trade with caution :)Nov 1, 2020Release NotesUpdate capital and percentage of capital per trade as this is not long term strategy and hence not required to compare with buy and holdNov 28, 2020Release NotesAdded delay in buy and sell signal to avoid buy/sell on same bars.Feb 9, 2021Release NotesFixed error.Apr 11, 2021Release NotesRemove calc_on_order_fills