Hypotheses
Guyamin FMZ BTC Spot Turtle Breakout
Faithful hypothesis based on Guyamin’s [海龟策略btc现货版](https://www.fmz.com/strategy/289308). Trade BTCUSDT.BINANCE_SPOT long-only on completed daily bars in a CASH account with no leverage. Published defaults:…
Hypothesis
Faithful hypothesis based on Guyamin’s [海龟策略btc现货版](https://www.fmz.com/strategy/289308). Trade BTCUSDT.BINANCE_SPOT long-only on completed daily bars in a CASH account with no leverage. Published defaults: fresh_rete=24 hours, trade_percent=0.01, DC_range=30, atrlength=24. The author’s separate 2019-01-01 to 2020-03-02 backtest used daily bars and overrode DC_range=20 and atrlength=14. Its claimed 80% annualized return and 16% maximum drawdown are unverified.
Analysis
海龟策略btc现货版
Backtest and paper results are hypothetical. Trading involves risk of loss.