Interesting performance for simple MA strategy on 1m ETHUSD. I used only close price and 15 SMA in it. Performance is 55% over 10 days with a drawdown of only 3.5%. Percent profitable is only 30% with almost 2k trades. For sure this won't work as a standalone strategy, with 2k trades commission and slippage will destroy all your PNL but it can be a pretty good base for a more complicated strategy with good filters.
And remember: Past performance does not guarantee future results.
So what filters can be added to make it work with commission? thanks
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This tool is very useful in Forex. In my example, I recorded a net profit of +220 million % on USDJPY, with a win rate of 66% and a profit actor of 24.