RWI Strategy by JMOZ1337
By JMOZ1337
Performance Metrics
- Author: JMOZ1337
- Symbol: BITMEX:XBTUSD
- Timeframe: 3 hours
- Net P&L: +41,971.89 USD (+407.91%)
- Win Rate: 40.8%
- Profit Factor: 1.481
- Max Drawdown: 11,943.47 USD (35.34%)
- Total Trades: 147
- Sharpe Ratio: 0.412
Description
A test of the RWI used purely for long/short signals proves surprisingly profitable on 3H and 4H XBTUSD and ETHUSD.