QuantNomad - MA Strategy - 1 minute - ETHUSD

30 mai 2019

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.

14 oct. 2020

Notes de version

Cleaning the code