Starting with a capital of $3,000 XBT, one might have $15,975 dollar worth of XBT plus whatever the bitcoin has appreciated over the years. The Sharpe Ratio: 0.586, Net Profit is 532%, 57 closed trades from 2017 till today, Profit factor of 3.745 (aka for every dollar loss, there is 3.745 dollar profit) with 14% drawdown.
Let that sink in.
Release Notes
Code no longer useful. Updated to show only a crossover of 20,100
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