, everything else remains same. Hope that helps.
The strategy works excellently (when backtested with 0.08% fees) until the point of publishing (late 2018).
But, performance in 2019 is terrible. 50% of equity is lost in 2019, while at the same time Bitcoin tripled in price.
No strategy will work "all the time", so this may be a temporary blip, but it is a big red flag.