Strategy Backtesting Template [MYN] by myncrypto
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: BINANCE:BTCUSDTPERP
- Timeframe: 6 hours
- Net P&L: +9,398.42 USDT (+836.09%)
- Win Rate: 68.8%
- Profit Factor: 2.605
- Max Drawdown: 2,099.55 USDT (23.21%)
- Total Trades: 16
- Sharpe Ratio: 0.336
Description
Jul 27, 2022A few people have been asking me to share my backtesting template. Currently I use this as my starting point for validating existing strategies and developing new ones.Features: Trading Date Range [Start / End] Trade Direction [Long/Short/Both] 4 progressive take profits with target percents and percentage of position to take profit on (Thanks adolgo) Variable percentage Stop Loss Automatic ProfitView Alert Syntax builder for Longs and Shorts ADX checkbox to automatically add conditional logic to your strategy Aug 29, 2022Release NotesFixed typo in the example strategy shortCondition referencing the longConditionEntryDec 1, 2022Release Notes Added EMA Filter Added MASANAKAMURA ADX option to existing ADX Filter Added Time Of Day Window Added Performance Summary Dashboard Added Monthly Performance Dash (Thanks QuantNomad) Fixed leverage calculation (Thanks Cybertron)