Backtest Donchian Teixeira — Strategy by fabriciorby
By fabriciorby
Performance Metrics
- Author: fabriciorby
- Symbol: BMFBOVESPA:JHSF3
- Timeframe: 1 week
- Net P&L: +507.00 NONE (+5.07%)
- Win Rate: 60.0%
- Profit Factor: 3.931
- Max Drawdown: 103.50 NONE (1.00%)
- Total Trades: 10
- Sharpe Ratio: −0.483
Description
Feb 5, 2019Bolsa de Valores Vapt VuptJul 3, 2020Release NotesNovo títuloJul 3, 2020Release NotesThis is a backtest from "Canais de Donchian-Teixeira Pirata" script, that can be found in my profile.This backtest implements the strategy proposed by Hugo Teixeira.It was written by myself for the "Bolsa de Valores Vapt Vupt" community.Now updated to PineScript v4.I hope you enjoy!