DaveStrat — Strategy by DrWiggleWurms
By DrWiggleWurms
Performance Metrics
- Author: DrWiggleWurms
- Symbol: COINBASE:ETHUSD
- Timeframe: 1 day
- Net P&L: +61,175.00 USD (+6.07%)
- Win Rate: 55.2%
- Profit Factor: 2.631
- Max Drawdown: 9,386.00 USD (0.89%)
- Total Trades: 67
- Sharpe Ratio: −0.235
Description
This script attempts to guess inflection points in cryptocurrency asset prices using change in two simple moving averages on the daily timescale.