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ElaKiri Talk!
New Strategy - Bitcoin real Data back test from 2017/04 to 2025/04
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<blockquote data-quote="wpmanoj" data-source="post: 31062697" data-attributes="member: 318958"><p>Finally i found my gem</p><p></p><p>================================================================================</p><p>BACKTEST SUMMARY - STRATEGY NUMBER 131</p><p>================================================================================</p><p>Starting Balance: $100.00</p><p>Final Balance: $42693426799121.52</p><p>Total Profit/Loss: $+42693426799021.52 (+42693426799021.52%)</p><p></p><p>Trade Statistics:</p><p> Total Trades: 38690</p><p> Wins: 13235 (34.2%) | Losses: 25455 (65.8%)</p><p> Win Rate: 34.21%</p><p> Avg Win: +0.54%</p><p> Largest Win: +0.91%</p><p> Avg Loss: -0.30%</p><p> Largest Loss: -3.40%</p><p> Profit Factor: 0.93</p><p> Avg Risk:Reward: 1:1.79</p><p></p><p>IMPROVED Strategy - Fixed TP/SL with Bollinger Bands:</p><p> MA50 Touch Detection (0.15%)</p><p> RSI Filter (45-80 long, 20-55 short)</p><p> Volume Confirmation (1.0x avg)</p><p> MACD Histogram Signal</p><p> Bollinger Bands Filter:</p><p> Avoid BB squeeze (width < 1.5%)</p><p> Long: price in lower 60% of BB range</p><p> Short: price in upper 60% of BB range</p><p> ATR Dynamic Stop (x2.2)</p><p> Fixed Take Profit: 1.2%</p><p> Fixed Stop Loss: 0.3%</p><p> Risk:Reward Ratio: 1:4.0</p><p> EMA200 Filter: OFF (more trades)</p><p> Max Holding Time: 50 candles</p><p></p><p>Detailed trades saved to rsi_ma50_trades.csv</p></blockquote><p></p>
[QUOTE="wpmanoj, post: 31062697, member: 318958"] Finally i found my gem ================================================================================ BACKTEST SUMMARY - STRATEGY NUMBER 131 ================================================================================ Starting Balance: $100.00 Final Balance: $42693426799121.52 Total Profit/Loss: $+42693426799021.52 (+42693426799021.52%) Trade Statistics: Total Trades: 38690 Wins: 13235 (34.2%) | Losses: 25455 (65.8%) Win Rate: 34.21% Avg Win: +0.54% Largest Win: +0.91% Avg Loss: -0.30% Largest Loss: -3.40% Profit Factor: 0.93 Avg Risk:Reward: 1:1.79 IMPROVED Strategy - Fixed TP/SL with Bollinger Bands: MA50 Touch Detection (0.15%) RSI Filter (45-80 long, 20-55 short) Volume Confirmation (1.0x avg) MACD Histogram Signal Bollinger Bands Filter: Avoid BB squeeze (width < 1.5%) Long: price in lower 60% of BB range Short: price in upper 60% of BB range ATR Dynamic Stop (x2.2) Fixed Take Profit: 1.2% Fixed Stop Loss: 0.3% Risk:Reward Ratio: 1:4.0 EMA200 Filter: OFF (more trades) Max Holding Time: 50 candles Detailed trades saved to rsi_ma50_trades.csv [/QUOTE]
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