NWE and RSI Trend Follow Strategy
Trend follow strategy given if price exceed NWE up and low band. Will not trade if price is going to over heat which identifid with RSI indicator. Loss cut strategy is using EMA_10. When it comes to reach EMA for the high/low we will loss cut possition
Update Date
2024-04-24T20:28:06.846Z
23 days left
Trading Pair
BTCUSDT
Bybit
Return of Investment
$5,816,433
Return of Investment
58,164%
Max Drawdown
-729,136%
Doller
| Parameter | Value |
|---|---|
| InitialBalance | 10000 |
| ComissionMode | ratio |
| Comission | 0.00057 |
| OrderSize | Dynamic (Balance/Price)*4 |
| Parameter | Value |
|---|---|
| Mult | 8 |
| H | 3 |
| Parameter | Value |
|---|---|
| Length | 2 |
| Parameter | Value |
|---|---|
| Length1 | 5 |
UnQualified:
0
Qualified:
0 - 0.5
Good:
0.5 - 1
Great:
1 - 1.5
Excellent:
1.5 - 2
UnQualified:
0
Qualified:
0 - 1
Good:
1 - 3
Win:
321
Lose:
426
Start Date
2017-05-07T23:00:00.000Z
End Date
2024-03-22T07:00:00.000Z
CAGR
0.92
Cumulative Return
58164%
Annual Volatility
0.81
Sharp Ratio
1.16
Omega
1.7
Max DrawDown
-39%
