ETH 1HR backtested Sharpe ratio 1.9
Backtesting Period: 2023-01-01 ~ 2026-02-04
Initial Capital: 100 USDT
Net Profit: +941.03 USDT (approx. +941%)
Buy & Hold Profit: +71.25 USDT (approx. +71%)
→ The strategy significantly outperformed buy & hold (within the same period).
Maximum Net Value Drawdown: 20.44% (Closing-to-Closing)
Profit Factor: 2.074
Sharpe Ratio: 1.924
Total Trades: 2257
Win Rate: 86.71% (1957 profitable trades / 300 losing trades)
Long Position Net Profit: +425.45; Short Position Net Profit: +515.57
→ Profitable on both long and short positions, with short positions contributing more.
This data set is a relatively impressive combination within the "high-frequency strategy" framework: high win rate + profit factor > 2 + drawdown of approximately 20% + Sharpe ratio close to 2.
Trading timeframe: 1 hour
Suggested leverage: 4-5x
Suggested trading instruments:
DOGE (backtested Sharpe ratio 1.0);
SOL (backtested Sharpe ratio 0.9);
ETH (backtested Sharpe ratio 1.9);
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Invite-only script
Only users approved by the author can access this script. You'll need to request and get permission to use it. This is typically granted after payment. For more details, follow the author's instructions below or contact w919339492 directly.
TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts.