CryptoVN - Commodity Channel Index (CCI) - Backtest
Here is a backtest the CryptoVN - Commodity Channel Index (CCI) has published :
With condition for Buy/Sell:
- The Trend Is Your Friend. TRADE WHAT YOU SEE, NOT WHAT YOU THINK.
With condition for Buy/Sell:
- Buy signals: the CCI for movement above +100
- Sell signals:the CCI for movements below -100
- The Trend Is Your Friend. TRADE WHAT YOU SEE, NOT WHAT YOU THINK.
Sürüm Notları:
v2 backtest with Volume + Macd (double ema) confirm the signal Long/Short.
Work best with M30
Date range to test: 2018-03-01
Work best with M30
Date range to test: 2018-03-01
- Percent profitable: 90.7%
- Total closed trades: 43
- Net profit: 29.23%
- Long: 7.47%
- Short: 21.77%
- Gross loss: 1.06%