VP Backtester skeleton — Strategy by ErwinBeckers
By ErwinBeckers
Performance Metrics
- Author: ErwinBeckers
- Symbol: FOREXCOM:EURUSD
- Timeframe: 1 day
- Net P&L: +4,956.10 USD (+4.96%)
- Win Rate: 71.4%
- Profit Factor: 1.885
- Max Drawdown: 2,451.70 USD (2.45%)
- Total Trades: 14
- Sharpe Ratio: 0.039
Description
Mar 21, 2019Simple backtesting skeleton script which uses ATR based stop & profit targets based on the no-nonsense forex way of tradingMar 21, 2019Release NotesCleaned up codeAdded option to specify the risk / tradeMar 21, 2019Release Notesfixed risk percentage/trade