MAGen
This strategy is a trend-following strategy that uses a combination of indicators such as the ADX, moving averages, and ATR to determine entry and exit points for long and short positions. It is also ready to run further optimizations and the hyper-parameters are already in place.
Filter Metrics
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Equity Curve
2019-01-01 => 2019-12-31BTC-USD4h
- PNL:
- -2067.25 (-20.67%)
- Win rate:
- 29.87%
- Sharpe ratio:
- -0.46
- Smart Sharpe:
- -0.42
- Sortino ratio:
- -0.64
- Smart Sortino:
- -0.58
- Calmar ratio:
- -0.63
- Omega ratio:
- 0.94
- Serenity index:
- -0.06
- Average win/loss:
- 0.00
- Average win:
- 456.75
- Average loss:
- 232.83
- Total losing streak:
- 7
- Largest losing trade:
- -320.24
- Largest winning trade:
- 733.59
- Total winning streak:
- 2
- Current streak:
- 1
- Expectancy:
- -26.85 (-0.27%)
- Expected net profit:
- -26.85
- Average holding period:
- 329816.88
- Gross profit:
- 10505.31
- Gross loss:
- -12572.57
- Max drawdown:
- -33.04
- Total trades:
- 77
- Total winning trades:
- 23
- Total losing trades:
- 54
- Starting balance:
- 10000.00
- Finishing balance:
- 7932.75
- Longs count:
- 36
- Longs percentage:
- 46.75
- Shorts percentage:
- 53.25
- Shorts count:
- 41
- Fee:
- 548.11
- Total open trades:
- 1
- Open PL:
- 196.33