Simple Bollinger Bands Strategy

Simple Bollinger Bands Strategy Timeframe: 1h Repo: https://github.com/gabrielweich/jesse-strategies When the price closes above the upperband in an uptrend (determined by the ichimoku cloud), it gives a long signal indicating a possible continuation of the uptrend. The position can also be closed when the price closes below lowerband, but the best results were achieved when using the middleband instead.

Filter Metrics

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

2019-01-01 => 2019-12-31BTC-USD1h

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

Performance Metrics

PNL:
7541.67 (75.42%)
Win rate:
37.30%
Sharpe ratio:
1.61
Smart Sharpe:
1.58
Sortino ratio:
3.32
Smart Sortino:
3.27
Calmar ratio:
4.05
Omega ratio:
1.42
Serenity index:
0.94
Average win/loss:
0.00
Average win:
530.38
Average loss:
220.08

Risk Metrics

Total losing streak:
9
Largest losing trade:
-1172.88
Largest winning trade:
2372.63
Total winning streak:
4
Current streak:
-2
Expectancy:
59.85 (0.60%)
Expected net profit:
59.85
Average holding period:
65314.29
Gross profit:
24927.94
Gross loss:
-17386.28
Max drawdown:
-18.69

Trade Metrics

Total trades:
126
Total winning trades:
47
Total losing trades:
79
Starting balance:
10000.00
Finishing balance:
17541.67
Longs count:
126
Longs percentage:
100.00
Shorts percentage:
0.00
Shorts count:
0
Fee:
2676.51
Total open trades:
0
Open PL:
0.00