Martingale — Strategy by saucius
By saucius
Performance Metrics
- Author: saucius
- Symbol: MIL:MT
- Timeframe: 1 day
- Net P&L: +113,180.73 EUR (+943.12%)
- Win Rate: 41.3%
- Profit Factor: 2.596
- Max Drawdown: 4,297.63 EUR (9.78%)
- Total Trades: 715
- Sharpe Ratio: 0.369
Description
Because market has random wlak but also a martingale property: after a good day, there is a higher probability that another good day will follow than a bad one. System goes long only: it does not operate when the variation close-to-close in percentage (%) in under a certain buffer (i.e. very little movements are not considered).There are also rules of money management in fixed percentages