Trend Trader Bands Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 30 minutes
- Net P&L: +4,450.00 USD (+4.48%)
- Win Rate: 40.4%
- Profit Factor: 1.065
- Max Drawdown: 13,350.00 USD (11.32%)
- Total Trades: 146
- Sharpe Ratio: 0.025
Description
Oct 16, 2018 This is plots the indicator developed by Andrew Abraham in the Trading the Trend article of TASC September 1998 It was modified, result values wass averages. And draw two bands above and below TT line.Oct 18, 2018Release NotesFixed not correct paint bars when make reverse trade.