Strategy Stochastic Crossover Backtest by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +58,812.50 USD (+55.86%)
- Win Rate: 41.4%
- Profit Factor: 1.367
- Max Drawdown: 35,012.50 USD (19.81%)
- Total Trades: 116
- Sharpe Ratio: 0.026
Description
This back testing strategy generates a long trade at the Open of the following bar when the %K line crosses below the %D line and both are above the Overbought level. It generates a short trade at the Open of the following bar when the %K line crosses above the %D line and both values are below the Oversold level. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.