QuantNomad - RSI Strategy - NKE - 5m by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: NYSE:NKE
- Timeframe: 5 minutes
- Net P&L: −11,283.37 USD (−11.38%)
- Win Rate: 61.6%
- Profit Factor: 0.926
- Max Drawdown: 33,175.14 USD (31.33%)
- Total Trades: 211
- Sharpe Ratio: −0.062
Description
Jun 6, 2019Really good performance of Simple RSI Strategy for Nike (NKE) 5m chart. Params: RSI Length: 30, RSI OverSold level: 45, RSI OverBought Level: 60Performance:57% profit, 112 trades, 73% prof, 6.7% dd, 1.36 sharpe. And remember: Past performance does not guarantee future results.Oct 14, 2020Release NotesCleaning the code