Backtest Custom HiLo Strategy by luyikaibr
By luyikaibr
Performance Metrics
- Author: luyikaibr
- Symbol: BMFBOVESPA:B3SA3
- Timeframe: 1 day
- Net P&L: +15,854.39 NONE (+15.85%)
- Win Rate: 20.0%
- Profit Factor: 1.556
- Max Drawdown: 17,184.16 NONE (17.18%)
- Total Trades: 5
- Sharpe Ratio: 0.143
Description
This script implements the HiLo trend follower strategy for backtesting the HiLo indicator. It comes with some custom options. Among them is the Type option that allows to choose between the moving averages for the highs and lows (HiLo), or highest and lowest values for those moving averages, respectively (HiLo Activator).