RAT Moving Average Crossover Strategy by AshishChauhan_AlgoTrader
By AshishChauhan_AlgoTrader
Performance Metrics
- Author: AshishChauhan_AlgoTrader
- Symbol: NSE:BANKNIFTY
- Timeframe: 15 minutes
- Net P&L: −149.25 NONE (−0.15%)
- Win Rate: 47.6%
- Profit Factor: 0.845
- Max Drawdown: 511.00 NONE (0.51%)
- Total Trades: 42
- Sharpe Ratio: −1.564
Description
This is based on general moving average crossovers but some modifications made to generate buy sell signals.