CryptoVN - Commodity Channel Index (CCI) - Backtest

2018年3月30日

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

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.

2018年4月4日

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%