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Hophop Volatility Strategy

2 212
Trading strategy based on Volatility of the instrument

Initial version is 40.65 % profitable for XBTUSD between 01/01/2018 and 12/10/2019 with a profit factor of 1.8 and with the drawback of %20 max drawdown overall profit for the same period is 1200%

Next version will reduce the max drawdown

Initial analysis has been done by CryptoWarren / @xryptowarren
Notes de version
  • Upgraded to V4
  • Added optional momentum filter
Notes de version
  • Bugfix
Notes de version
  • Reduced the max drawdown without reducing the number of trades
  • 100+ data points between 1/1/2019 and 10/05/2020 on 1h xbtusd pair


snapshot

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