Make sure you click the "Buy & Hold Equity" button in the backtest plot below to compare this strategy with buying and holding Ripple.
0.1% fee (BFX) is included in this very active trader.
The drawdown on this one is pretty severe so I'm using 50% equity position size here. I'm sure this could be improved a great deal with some tweaking. As with the previous posts today (see links) there are no stop-losses here.
0.1% fee (BFX) is included in this very active trader.
The drawdown on this one is pretty severe so I'm using 50% equity position size here. I'm sure this could be improved a great deal with some tweaking. As with the previous posts today (see links) there are no stop-losses here.
评论:
With some tweaks I reduce the drawdown by 10% and net profit increases to 1187%. Same timeframe and fees.
评论:
Some of the crypto/BTC pairs are completely hulksmashed by this strategy (2000 - 4000% profit). Still with 50% position size and BFX type fees.
