Trend Trader AVR Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 hour
- Net P&L: +12,800.00 USD (+12.61%)
- Win Rate: 23.2%
- Profit Factor: 1.133
- Max Drawdown: 13,225.00 USD (10.66%)
- Total Trades: 367
- Sharpe Ratio: 0.129
Description
This is plots the indicator developed by Andrew Abraham in the Trading the Trend article of TASC September 1998 It was modified, result values wass averages.