2024-09-22 00:56
IndustryBitcoin trading strategy backtest results(6H time)
#1
I should start by saying that this is a BTC strategy on a higher TF (6H).
I performed a 4 steps WFA optimization starting with data from 2015.
Let’s start with some basic data :
Backtesting old strategy from 2015-01-01 to present :
3529% profit - 1000 Trades - 57% profitable - 1.28 Profit factor - 55% Max Drawdown
From 2021-01-01 to present:
265% profit - 233 trades - 58% profitable - 1.36 Profit Factor - 24% Max Drawdown
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Bitcoin trading strategy backtest results(6H time)
| 2024-09-22 00:56
#1
I should start by saying that this is a BTC strategy on a higher TF (6H).
I performed a 4 steps WFA optimization starting with data from 2015.
Let’s start with some basic data :
Backtesting old strategy from 2015-01-01 to present :
3529% profit - 1000 Trades - 57% profitable - 1.28 Profit factor - 55% Max Drawdown
From 2021-01-01 to present:
265% profit - 233 trades - 58% profitable - 1.36 Profit Factor - 24% Max Drawdown
Like 0
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