ORB 15m – First 15min Breakout (Long/Short) — Strategy by pgcmkku
By pgcmkku
Performance Metrics
- Author: pgcmkku
- Symbol: SP:SPX
- Timeframe: 15 minutes
- Net P&L: +100,854.06 USD (+400.64%)
- Win Rate: 27.7%
- Profit Factor: 1.381
- Max Drawdown: 13,108.81 USD (27.78%)
- Total Trades: 736
- Sharpe Ratio: 0.417
Description
ORB 15m – First 15min Breakout (Long/Short)Apply on SPY, great returns