I present to you a script for testing the channel breakout strategy for the Bitmex exchange.
Cryptocurrency itself is a trending tool, which is why breakout strategies generate the largest profits, and the channel breakout strategy is one of the most effective trend strategies.
The optimization result shows the result of trading on a volume of 20% of the deposit....
Really nice performance for simple BB on XBTUSD Bitmex 1 minute chart.
BB length = 55, BB mult = 4.
No SL or PT used.
Amazingly performance for the last week, 92% profitable. Tested on entire May percent profitable become 80%, still not bad.
Past performance does not guarantee future results.
Interesting performance for simple MA strategy on 1m ETHUSD. I used only close price and 15 SMA in it.
Performance is 55% over 10 days with a drawdown of only 3.5%.
Percent profitable is only 30% with almost 2k trades.
For sure this won't work as a standalone strategy, with 2k trades commission and slippage will destroy all your PNL but it can be a pretty good...