The present script is a BTC strategy backtest tool based on a proprietary algorithm. The performance calculated (blue on the graph) is compared to a "Buy and Hold" position (red on the graph). You can also compare it with other published strategies or even your own one !
It works with buy/sell signals of an oscillator calculated with both price and , evaluating accumulation and distribution over a period.
Please use the ticker COINBASE:BTCUSD, on a 4h resolution (or it won't work).
By default the following conditions used are :
- Relative part of equity invested per trade : 10 %
- Initial capital : 100 $
- Leverage : x10
- Commission fees : 0,1%
- Slippage : 5 ticks
Starting and finishing dates for the backtest can also be changed in the panel.
All the best using the strategy !
Remark : The backtesting timeframe is partial as the very last week is not available.
- Strategy improved on stop-losses
- Possibility to choose "long and short part of equity" separetely