Donchian Channel Strategy by pratyush_trades
By pratyush_trades
Performance Metrics
- Author: pratyush_trades
- Symbol: NSE:BANKNIFTY1!
- Timeframe: 5 minutes
- Net P&L: +169,756.25 NONE (+152.19%)
- Win Rate: 45.6%
- Profit Factor: 1.387
- Max Drawdown: 66,985.00 NONE (27.54%)
- Total Trades: 114
- Sharpe Ratio: 0.949
Description
Ride the trend with full potential. Filter out false signals using long period ema. Lower bands take care of the stop loss. Use this strategy for banknifty futures for consistent quarterly returns.