Empirical Mode Decomposition Strategy Backtest by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 hour
- Net P&L: +54,450.00 USD (+54.54%)
- Win Rate: 71.3%
- Profit Factor: 1.731
- Max Drawdown: 14,400.00 USD (12.49%)
- Total Trades: 261
- Sharpe Ratio: 0.532
Description
The related article is copyrighted material from Stocks & Commodities Mar 2010 You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.