MA X 200 BF — Strategy by bennef
By bennef
Performance Metrics
- Author: bennef
- Symbol: QUANDL:BNC1/BLX
- Timeframe: 1 day
- Net P&L: +5,795,155.41 NONE (+33,748.75%)
- Win Rate: 27.3%
- Profit Factor: 3.116
- Max Drawdown: 1,150,773.65 NONE (56.24%)
- Total Trades: 44
- Sharpe Ratio: 0.153
Description
Go long when the price closes above the 200 SMA.Go short when the price crosses under the 200 SMA.Keep it simple.