CMOaDisparity Index Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 hour
- Net P&L: +17,937.50 USD (+17.94%)
- Win Rate: 75.9%
- Profit Factor: 1.345
- Max Drawdown: 20,500.00 USD (15.85%)
- Total Trades: 108
- Sharpe Ratio: 0.165
Description
The related article is copyrighted materialfrom Stocks & Commodities Dec 2009 My strategy modification. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.