BTC 4H Sharpe ratio: 1.57
Backtesting Period: March 3, 2020 – February 4, 2026
Initial Capital: 1000 USDT
Net Profit: +157,717.59 USDT (approximately +15,771.76%)
Buy & Hold Return: +9,590.26 USDT (approximately +959.03%)
→ The strategy significantly outperformed buy & hold (during the same period).
Maximum Equity Drawdown: 6,671.78 USDT (7.94%)
→ The drawdown level is relatively mild for this type of high-frequency/scalping strategy, indicating that the overall equity curve is relatively smooth.
Profit Factor: 2.083
Sharpe Ratio: 1.547
Total Trades: 1446
Win Rate: 83.75% (1211 profitable trades / 235 losing trades)
Net Profit from Long Positions: +76,605.15; Net Profit from Short Positions: +81,112.45
→ Profitable on both long and short positions, with a slightly larger contribution from short positions.
Suggested Trading Timeframe: 4H
BTC Sharpe Ratio Test: 1.5747
ETH Sharpe Ratio Test: 1.0
SOL Sharpe Ratio Test: 1.093
XRP Sharpe Ratio Test: 1.11
Suggested Leverage: 4-5x
Trading Instruments: BTC, ETH, SOL, XRP
Invite-only script
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Author's instructions
Disclaimer
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.