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CryptoVN - Commodity Channel Index (CCI) - Backtest

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Here is a backtest the CryptoVN - Commodity Channel Index (CCI) has published :
CryptoVN - Commodity Channel Index (CCI)


With condition for Buy/Sell:

  • Buy signals: the CCI for movement above +100
  • Sell signals:the CCI for movements below -100



- The Trend Is Your Friend. TRADE WHAT YOU SEE, NOT WHAT YOU THINK.
版本注释
v2 backtest with Volume + Macd (double ema) confirm the signal Long/Short.

Work best with M30

Date range to test: 2018-03-01
  • Percent profitable: 90.7%
  • Total closed trades: 43
  • Net profit: 29.23%
    - Long: 7.47%
    - Short: 21.77%
  • Gross loss: 1.06%

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