Parabolic SAR Strategy with Bactesting Range by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: COINBASE:ETHUSD
- Timeframe: 1 hour
- Net P&L: +126,642.97 USD (+126.64%)
- Win Rate: 45.4%
- Profit Factor: 1.838
- Max Drawdown: 15,216.06 USD (14.00%)
- Total Trades: 344
- Sharpe Ratio: 0.655
Description
Jan 4, 2019Standard Parabolic SAR Strategy with SAR level plotted and backtesting range option. Oct 14, 2020Release NotesCleaning the code