Ehlers Instantaneous Trendline Strategy by Tr0sT
By Tr0sT
Performance Metrics
- Author: Tr0sT
- Symbol: BITMEX:XBTUSD
- Timeframe: 4 hours
- Net P&L: +22,466,479.70 USD (+2,253.63%)
- Win Rate: 43.6%
- Profit Factor: 1.695
- Max Drawdown: 4,564,085.00 USD (25.21%)
- Total Trades: 250
- Sharpe Ratio: 0.782
Description
Instantaneous Trendline Strategy by John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".You can choose implementation of stop-loss. Don't forget to define correct spread for your instrument.