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DD_Alfa_Strategy

2 220
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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Notes de version
Increased percentage of equity per trade from 12.5 to 20.
Notes de version
Updated coloring of equity curve.
Notes de version
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.
Notes de version
Updated the position size amount.
Notes de version
Updated Long_6 condition.
Notes de version
Updated position size condition and renamed the signal names.
Notes de version
Updated condition for Very Weak Short.
Notes de version
Added Bitmex Premium Rate feature and changed color codes.
Notes de version
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Notes de version
Updated opacity of the premium rate plot.
Notes de version
Added checkbox options for different types of conditions.
Notes de version
Updated trigger conditions.
Notes de version
Updated the script for XBTH20 from XBTZ19.
Notes de version
Updated for the new contract XBTM20.

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