INVITE-ONLY SCRIPT
Aggiornato

DD_Alfa_Strategy

This is my alfa strategy.

Backtested on the 12H timeframe from June 14, 2019 to November 11, 2019.

Summary:

Net Profit: 50.99%
B&H Return: - 4.49%
Max Drawdown: - 5.41%
Sharpe Ratio: 1.309
Profit Factor: 3.979
Hit Rate: 61.33% (Overall), 47.5% (Longs), 77.14% (Shorts)

Message me for access.
Note di rilascio
Increased percentage of equity per trade from 12.5 to 20.
Note di rilascio
Updated coloring of equity curve.
Note di rilascio
Updated to add a Long_6 condition.
Note di rilascio
Tweaked condition for Long_6.
Note di rilascio
Made the signalling metric visible.
Note di rilascio
Updated the position size amount.
Note di rilascio
Updated Long_6 condition.
Note di rilascio
Updated position size condition and renamed the signal names.
Note di rilascio
Updated condition for Very Weak Short.
Note di rilascio
Added Bitmex Premium Rate feature and changed color codes.
Note di rilascio
.
Note di rilascio
Updated opacity of the premium rate plot.
Note di rilascio
Added checkbox options for different types of conditions.
Note di rilascio
Updated trigger conditions.
Note di rilascio
Updated the script for XBTH20 from XBTZ19.
Note di rilascio
Updated for the new contract XBTM20.

Declinazione di responsabilità