RSI-2, Larry Connars without adjustment — Strategy by jasonluk28
By jasonluk28
Performance Metrics
- Author: jasonluk28
- Symbol: HKEX:2800
- Timeframe: 1 day
- Net P&L: +77,482.00 HKD (+77.48%)
- Win Rate: 69.3%
- Profit Factor: 1.675
- Max Drawdown: 12,870.40 HKD (9.60%)
- Total Trades: 176
- Sharpe Ratio: 0.096
Description
>200MA only LONGRSI2: <10 LONG平倉at SMA5