Long/Short Volatility Algo — Strategy by sparrow_hawk_737
By sparrow_hawk_737
Performance Metrics
- Author: sparrow_hawk_737
- Symbol: AMEX:UVXY
- Timeframe: 1 day
- Net P&L: +15,371,273.93 USD (+11,721.09%)
- Win Rate: 52.9%
- Profit Factor: 2.871
- Max Drawdown: 2,486,680.50 USD (49.43%)
- Total Trades: 34
- Sharpe Ratio: 0.295
Description
A modification of my leveraged ETF algorithm. Giving out for free because it's a sloppy algorithm, and I personally use a much more refined algorithm developed by someone much smarter than me.