Inside Bar Failure — Strategy by shtcoinr
By shtcoinr
Performance Metrics
- Author: shtcoinr
- Symbol: BITFINEX:BTCUSD
- Timeframe: 1 day
- Net P&L: +2,302.00 USD (+2.30%)
- Win Rate: 52.1%
- Profit Factor: 1.294
- Max Drawdown: 4,344.80 USD (4.29%)
- Total Trades: 121
- Sharpe Ratio: −0.331
Description
You can check edge profitability by adjusting the forward looking input, eg. how profitable is this signal after X bars.