Community strategies

MtfMomo2xA

free
saleh @saleh Added 5 months ago

For research, not investment advice

This strategy is an open-source example shared by a Jesse user, meant as a template for your own research, not a recommendation to trade. Backtest and paper-trade it yourself before risking real funds.

Backtest snapshot

Hypothetical results of an automated backtest on historical data. Past performance does not indicate future results, and this is not investment advice.

Net profit
$8347.10
Win rate
37.50%
Max drawdown
-17.83
Total trades
144

Equity curve

2025-01-01 – 2025-12-31SOL-USDT1h
Portfolio SOL-USDT

About this strategy

Performance metrics

PNL
8347.10 (83.47%)
Win rate
37.50%
Sharpe ratio
2.38
Smart Sharpe
0.00
Sortino ratio
4.89
Smart Sortino
0.00
Calmar ratio
4.70
Omega ratio
1.53
Serenity index
0.00
Average win/loss
0.00
Average win
444.79
Average loss
174.13

Risk metrics

Losing streak
9
Largest losing trade
-438.29
Largest winning trade
1095.62
Winning streak
4
Current streak
-2
Expectancy
57.97 (0.58%)
Expected net profit
57.97
Average holding period
81265.42
Gross profit
24018.90
Gross loss
-15671.81
Max drawdown
-17.83

Trade metrics

Total trades
144
Winning trades
54
Losing trades
90
Starting balance
10000.00
Finishing balance
18347.10
Longs count
64
Longs percentage
44.44
Shorts count
80
Shorts percentage
55.56
Fees
1259.71
Open trades
0
Open P&L
0.00

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