Ehlers-Smoothed Stochastic RSI Strategy by betabeaver
By betabeaver
Performance Metrics
- Author: betabeaver
- Symbol: BITMEX:XBTUSD
- Timeframe: 5 minutes
- Net P&L: −232.00 USD (−2.28%)
- Win Rate: 55.8%
- Profit Factor: 0.818
- Max Drawdown: 499.50 USD (4.99%)
- Total Trades: 233
- Sharpe Ratio: −0.065
Description
I have been asked by several people for a Strategy based on the ES Stoch RSI Alert so here it is. The strategy has an adjustable backtest date range so that you can adjust the test time period to whatever you like. This strategy is based on a script by fskrypt.