My strategy on Sharpe is only 0.118, but the BTC hard drive does run at a hundred times the return, where is the room for optimization?

Author: efc645cgx, Created: 2021-05-31 23:09:35, Updated: 2021-06-17 11:22:50

Hello everyone, the last time I looked at this site, the domain name or botvs, it was not up for a long time and it became fmz. At the time, I was obsessed with the high-frequency strategy, but I finally found out that the hardware speed was too fast, not to mention the gap in strategies, so later I only did long-line trading.

I have a long line strategy, based on a first-look equilibrium chart (Japanese cloud chart), that sends a trading signal every two weeks to one or two months on average, so for a long time I was executing it manually. This strategy, which did not send a sell signal between March 20 and April 21, was also the biggest wave of profits in my personal BTC trading history.

I was curious today to enter the strategy into the trading view and run the result. Because there is no slider, maintenance fee etc. set, the result is much larger than the real disk, and so far in 2015 it has been retested, reaching 343505.45%.

The Sharpe Ratio that tradingview shows me is only 0.118. Why? Why is it so low? I have never seen a strategy that is below 0.5 and still profitable in the long run.

The strategy is summarized: The standard first-order equilibrium table, the default data, and the standard second-order equilibrium table. Clouds down gold forks weak buy 10% Buy 50% in the cloud gold fork I'm not going to buy it.

Selling 10% on the cloud Sell 50% in the cloud dead fork I'm going to sell 100% of my stuff.img


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