DCA Simulator — Strategy by lukescream
By lukescream
Performance Metrics
- Author: lukescream
- Symbol: BINANCE:BTCUSDT
- Timeframe: 1 day
- Net P&L: +7,106.31 USDT (+0.71%)
- Win Rate: 70.5%
- Profit Factor: 9.612
- Max Drawdown: 813.33 USDT (0.08%)
- Total Trades: 61
- Sharpe Ratio: −1.718
Description
A simple yet powerful Dollar Cost Averaging (DCA) simulator.You just add the script to your chart, and you'll be able to see:- Every single entry with its size- The evolution of you average price in time (blue line)- The profit and loss areas (where market price average price, it's profit area and the background is green).- Max drawdown: the point in price and time where the DCA loss is maximum in the considered time interval. The drawdown amount is specified.- Profit (or loss) and total cost at the end of the time interval or at the present day: the script shows how much the DCA is netting at a profit or loss, as well as the total cost of the DCA itself.The parameters are:- Date start and date end: time interval of the DCA simulation- DCA period (you can choose between daily, weekly and monthly)- Week day or month day if you choose those periods- Single operation size (in base currency)- Option to choose a DCA LONG or DCA SHORT (for uber bears)- Option to include an exit strategy that partially closes your position (the % size closed can be chosen as well with the parameter "exit_close_perc") every time the DCA realizes a specific gain (choosable with the parameter "exit_gain_threshold"). If you choose "none" as an exit strategy, the script will assume to never close positions until the end of the period or the present day for simulation purpose.NB: just ignore the TV strategy tester results, all the data are visible on the chart.