Chande Momentum Strat (Crossover) — Strategy by burgercrisis
By burgercrisis
Performance Metrics
- Author: burgercrisis
- Symbol: COINBASE:BTCUSD
- Timeframe: 1 minute
- Net P&L: +10,293.15 USD (+10.26%)
- Win Rate: 65.4%
- Profit Factor: 1.333
- Max Drawdown: 4,896.26 USD (4.50%)
- Total Trades: 185
- Sharpe Ratio: 0.331
Description
This is a Chande Momentum strategy that buys and sells when the line crosses the buy and sell lines. Different signal then the other Chande Momentum strategy. In my opinion they both work better at different time frames and possibly commodities.