#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
Maximum drawdown: 12.7%
Final funding: 10355 U
Maximum holding time: 1 week
Minimum holding time: 10 minutes
Since fixed profits and losses are adopted, the situation of selling out repeatedly is still very serious.
There is still a situation where after adding positions, some positions are stopped at profit while others are stopped at loss due to the up and down pins.
There have been many cases where I missed out when the trend started rapidly, and then when the trend was about to end, a false signal occurred, causing me to stop loss (eating tail gas).
The wear and tear caused by the volatile market still needs to be solved.
