回测

$BTC #VEGAS #回测 These two days, I finally found some time to manually backtest the 5-minute trend chart of BTCUSDT using the Vegas tunnel trading method.

Let’s take a look at the results first:
Trading strategy: When the moving average group is arranged in a bullish pattern and EMA 12 crosses EMA 144, it is used as an entry signal. EMA 676 is used as the stop loss level. The profit and loss ratio is fixed at 1.5 times for long positions, otherwise short positions are used.
Initial capital: 10000 U
Stop loss amount: 100 U / time
Start time: 2024-01-01 42500 U/BTC
Deadline: 2024-05-22 66000 U/BTC
Number of transactions: 200
Win rate: 42.5%
Maximum winning streak: 13 times
Maximum losing streak: 9

#VEGAS #回测 Just used Vegas tunnel trading method to manually backtest $BTC 's 5-minute chart for the first half of 2023.
Trading strategy: When the moving average group is arranged in a bullish pattern, and EMA 12 crosses EMA 169 and 144 successively, it is used as an entry signal. EMA 676 is used as the stop loss level. The profit and loss ratio is fixed at 1.5 times for long positions, otherwise short positions are used.
Initial capital: 10000 U
Stop loss amount: 100 U / time
Start time: 2023-01-01 16586U/BTC
Deadline: 2023-05-28 26682U/BTC
Number of transactions: 200
Win rate: 41%
Maximum winning streak: 17 times
Maximum losing streak: 12