Pair Trade L/S — Strategy by femisapien
By femisapien
Performance Metrics
- Author: femisapien
- Symbol: BMFBOVESPA:AZUL4/BMFBOVESPA:GOLL4
- Timeframe: 1 day
- Net P&L: +0.82 NONE (+0.00%)
- Win Rate: 73.5%
- Profit Factor: 1.384
- Max Drawdown: 0.85 NONE (0.00%)
- Total Trades: 49
- Sharpe Ratio: −905.077