QuantNomad - Pivot Reversal Strategy - XBTUSD - 1h by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 hour
- Net P&L: +75,807.37 USD (+75.83%)
- Win Rate: 35.1%
- Profit Factor: 1.181
- Max Drawdown: 31,952.27 USD (15.65%)
- Total Trades: 961
- Sharpe Ratio: 0.407
Description
Jun 1, 2019Pivot reversal strategy almost always works pretty good for crypto. Here is setup with 4 left, 4 right bars for pivot points for XBTUSD 1h chart.It shows a pretty nice performance of 350% with only 10% dd, Sharpe is 1.16. If you're interested in using this strategy in my scripts you can find alerts for it and a version with added backtesting range. And remember: Past performance does not guarantee future results.Oct 14, 2020Release NotesCleaning the code