Chaikin Volatility Strategy Backtest by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +61,750.00 USD (0.00%)
- Win Rate: 56.0%
- Profit Factor: 1.174
- Max Drawdown: 49,600.00 USD
- Total Trades: 668
Description
Chaikin's Volatility indicator compares the spread between a security's high and low prices. It quantifies volatility as a widening of the range between the high and the low price. You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.