DD_Alfa_Strategy

This is my alfa strategy.

Backtested on the 12H timeframe from June 14, 2019 to November 11, 2019.

Summary:

Net Profit: 50.99%
B&H Return: - 4.49%
Max Drawdown: - 5.41%
Sharpe Ratio: 1.309
Profit Factor: 3.979
Hit Rate: 61.33% (Overall), 47.5% (Longs), 77.14% (Shorts)

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版本注释:

Increased percentage of equity per trade from 12.5 to 20.

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Updated coloring of equity curve.

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Updated to add a Long_6 condition.

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Tweaked condition for Long_6.

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Made the signalling metric visible.

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Updated the position size amount.

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Updated Long_6 condition.

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Updated position size condition and renamed the signal names.

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Updated condition for Very Weak Short.

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Added Bitmex Premium Rate feature and changed color codes.

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Updated opacity of the premium rate plot.

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Added checkbox options for different types of conditions.

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Updated trigger conditions.

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Updated the script for XBTH20 from XBTZ19.

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Updated for the new contract XBTM20.