[Outperforms Bitcoin Since 2011] Professional MA Strategy by victhoreb
By victhoreb
Performance Metrics
- Author: victhoreb
- Symbol: INDEX:BTCUSD
- Timeframe: 1 day
- Net P&L: +469,645,683,753.00 USD (+45,108,279.76%)
- Win Rate: 34.8%
- Profit Factor: 2.061
- Max Drawdown: 61,074,960,399.70 USD (39.94%)
- Total Trades: 204
Description
This Strategy OUTPEFORMS Bitcoin since 2011.Timeframe: DailyMA used (Fast and Slow): WMA (Weighted Moving Average)Fast MA Length: 30 days (Reflects the Monthly Trend - Short Term Perspective)Slow MA Length: 360 days (Reflects the Annual Trend - Long Term Perspective)Position Size: 100% of equityMargin for Long = 10% of equityMargin for Short = 10% of equityOpen Long = Typical Price Crosses Above its Fast MA and Price is above its Slow MAOpen Short = Typical Price Crosses Below its Fast MA and Price is below its Slow MAClose Long = Typical Price Crosses Below its Fast MAClose Short = Typical Price Crosses Below its Fast MAnote: Typical Price = (high + low + close) / 3