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From
Testing the Applicability of the Technical Trading Strategy in the Cryptocurrency Market
Anzhi Chen, Zigan Wang, Mengxin Yang
Journal of Finance and Economics
.
2023
, 11(4), 195-234 doi:10.12691/jfe-11-4-2
Table 1. Summary Statistics of Trading Data
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Table 2. The Performance of Technical Trade Strategies in the Whole Sample BTC/USDT
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Table 3. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with EMAC Strategies - BTC/USDT
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Table 4. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with RSI Strategies - BTC/USDT
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Table 5. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with Bollinger Bands Strategies - BTC/USDT
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Table 6. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with MACD Strategies - BTC/USDT
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Table 7. The Performance of Technical Trade Strategies in the Whole Sample ETH/USDT
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Table 8. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with EMAC Strategies - ETH/USDT
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Table 9. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with RSI Strategies - ETH/USDT
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Table 10. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with Bollinger Bands Strategies - ETH/USDT
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Table 11. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with MACD Strategies - ETH/USDT
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Table A1. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with EMAC Strategies and May 2021 as the Cutoff - BTC/USDT
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Table A2. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with RSI Strategies and May 2021 as the Cutoff - BTC/USDT
Full size table and legend
Table A3. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with Bollinger Bands Strategies and May 2021 as the Cutoff - BTC/USDT
Full size table and legend
Table A4. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with MACD Strategies and May 2021 as the Cutoff - BTC/USDT
Full size table and legend
Table A5. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with EMAC Strategies and May 2021 as the Cutoff - ETH/USDT
Full size table and legend
Table A6. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with RSI Strategies and May 2021 as the Cutoff - ETH/USDT
Full size table and legend
Table A7. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with Bollinger Bands Strategies and May 2021 as the Cutoff - ETH/USDT
Full size table and legend
Table A8. The In-/Out-of-Sample Period Performance of Technical Trade Strategies with MACD Strategies and May 2021 as the Cutoff - ETH/USDT
Full size table and legend