Sma crossover — Strategy by Phani3010
By Phani3010
Performance Metrics
- Author: Phani3010
- Symbol: NSE:YESBANK
- Timeframe: 15 minutes
- Net P&L: +70.05 NONE (+0.07%)
- Win Rate: 37.6%
- Profit Factor: 1.121
- Max Drawdown: 122.25 NONE (0.12%)
- Total Trades: 197
- Sharpe Ratio: −4.098
Description
Sma of 5 cross over sma of 21 periods. Testing stratgy writer