HMA Trading Strategy: Backtest Results and Insights
Hello crypto enthusiasts! đ
We are excited to share the results of our latest trading strategy backtest using the Hull Moving Average (HMA 21). Our in-depth analysis revealed some interesting and promising insights for anyone looking to improve their trading techniques.
Backtest Results:
Test Period: 09/17/2017 â 06/30/2024
Asset: BTCUSDT, 1D
Starting Capital: 100 USDT, Order Size: 10 USDT
Net Profit: 45.72 USDT (45.72%)
Gross Profit: 92.70 USDT (92.70%)
Gross Loss: 46.98 USDT (46.98%)
Highest High: 47.94 USDT (32.47%)
Highest Low: 4.97 USDT (4.28%)
Sharpe Ratio: 0.247
Sortino Ratio: 0.577
Profit Factor: 1.973
Total Trades Closed: 231
Total Open Trades: 1
Number of Winning Trades: 85 (36.80%)
Number of Lost Trades: 146 (63.20%)
Average Trade: 0.20 USDT (1.99%)
Largest Winning Trade: 7.05 USDT (71.04%)
Biggest Losing Trade: 2.13 USDT (21.53%)
Strategy Overview: HMA is known for its ability to smooth price data and provide more accurate signals compared to other moving averages. Although the number of losing trades is greater than the number of winning ones, the 1973 Profit Factor indicates that winning trades are significantly more profitable.
Strengths:
High Profitability: A net profit of 45.72% is an excellent indicator that the strategy can be profitable. Biggest High and Low: A drawdown of just 4.28% suggests that the strategy has good risk control. Substantial Winning Trades: The ratio of 3.389 between average gain and average loss shows that despite the lower frequency of winning trades, the gains are significant.
Conclusion: This strategy based on the Hull Moving Average (HMA 21) offers a robust and relatively safe approach for crypto traders.
