Average True Range Strategy by Investoz
By Investoz
Performance Metrics
- Author: Investoz
- Symbol: OMXSTO:CI_B
- Timeframe: 1 week
- Net P&L: +785,470.61 SEK (+947.92%)
- Win Rate: 80.0%
- Profit Factor: 25.996
- Max Drawdown: 38,595.92 SEK (12.20%)
- Total Trades: 5
- Sharpe Ratio: 0.201
Description
Nov 20, 2019ATR with stdev bands.Nov 24, 2019Release NotesATR with stdev bands, new version.