Comparative Relative Strength Strategy Backtest by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +83,137.50 USD (+86.99%)
- Win Rate: 68.1%
- Profit Factor: 1.765
- Max Drawdown: 27,287.50 USD (24.62%)
- Total Trades: 160
- Sharpe Ratio: 0.057
Description
Comparative Relative Strength Strategy for ES You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.