MAGen

This strategy is a trend-following strategy that uses a combination of indicators such as 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

Select the info for the backtest metrics that you want to see:

2019-01-01 => 2019-12-31BTC-USD4h

The equity curve for this strategy at this period, symbol and timeframe is not available.

Performance Metrics

PNL:
-2319.48 (-23.19%)
Win rate:
29.87%
Sharpe ratio:
-0.57
Smart Sharpe:
-0.56
Sortino ratio:
-0.81
Smart Sortino:
-0.81
Calmar ratio:
-0.70
Omega ratio:
0.92
Serenity index:
-0.06
Average win/loss:
0.00
Average win:
444.75
Average loss:
232.38

Risk Metrics

Total losing streak:
7
Largest losing trade:
-315.31
Largest winning trade:
716.89
Total winning streak:
2
Current streak:
1
Expectancy:
-30.12 (-0.30%)
Expected net profit:
-30.12
Average holding period:
329816.88
Gross profit:
10229.19
Gross loss:
-12548.68
Max drawdown:
-33.08

Trade Metrics

Total trades:
77
Total winning trades:
23
Total losing trades:
54
Starting balance:
10000.00
Finishing balance:
7680.52
Longs count:
36
Longs percentage:
46.75
Shorts percentage:
53.25
Shorts count:
41
Fee:
809.15
Total open trades:
1
Open PL:
190.18