Скачать или смотреть Crypto strategy. Backtest the Golden Cross strategy for BTC/USDT

Backtest the Golden Cross strategy for BTC/USDT using Crypto Excel.
https://cryptoexcel.live/

Crypto Excel is an add-in that enables you to use Python professional trading libraries as simple Excel formulas.

This video will show you how easy it is to backtest and optimize a golden cross strategy for the BTC/USDt.
Historical BTC prices are downloaded directly from the crypto Exchange of your choice amongst the 100 supported. We will use Coinbase 1 hour time frame with 12k bars.

1) Enter the rules parameters.
Buy 1 BTC when the SMA 20 crosses above the SMA 50 and close the position when the trend is reversed.
2) check your strategy by reading it in plain English.
3) play around with SMA length and add rules like Take Profit, Stop Loss or Trilling Stop Loss. You can see the results changing in real time.
4) Optimize the crypto strategy using the Solver genetic algorithm.

Finally evaluate the outcome professional metric which includes:

Bars
Period
Start Value
End Value
Total Return [%]
Benchmark Return [%]
Max Gross Exposure [%]
Total Fees Paid
Max Drawdown [%]
Max Drawdown Dur
Total Trades
Total Closed Trades
Total Open Trades
Open Trade PnL
Win Rate [%]
Best Trade [%]
Worst Trade [%]
Avg Winning Trade [%]
Avg Losing Trade [%]
Avg Winning Trade Dur
Avg Losing Trade Dur
Profit Factor
Expectancy
Sharpe Ratio
Calmar Ratio
Omega Ratio
Sortino Ratio

You also have a single trade analysis.
You can do all this only using Crypto Excel add-in without registering on any Exchange.

Crypto Excel is beta testing and the add-in is free now
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