GMS: Mean Reversion Strategy by GlobalMarketSignals
By GlobalMarketSignals
Performance Metrics
- Author: GlobalMarketSignals
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +203,372.80 USD (+203.37%)
- Win Rate: 72.3%
- Profit Factor: 1.611
- Max Drawdown: 42,135.09 USD (12.92%)
- Total Trades: 354
- Sharpe Ratio: 0.115
Description
This is based on my GMS: Mean Reversion Indicator (tradingview.com/script/7oZpwDEc-GMS-Mean-Reversion-Indicator/)Features:- % Based Profit Target and Stop Loss- SMA Trend Filter- Can choose trade exit based off a moving average or linear regression curve- Filter for long only trades, short only trades, or both at the same time.Source code is open, so feel free to take a look!I hope it helps,Andre