ATR Strategy FOREX for long only with market filter by Investoz
By Investoz
Performance Metrics
- Author: Investoz
- Symbol: FX:GBPAUD
- Timeframe: 1 hour
- Net P&L: +5,240.11 AUD (+5.24%)
- Win Rate: 90.0%
- Profit Factor: 9.72
- Max Drawdown: 600.90 AUD (0.58%)
- Total Trades: 10
- Sharpe Ratio: 0.373
Description
I did a modification and added a market filter and changed to buy only. It showed a remarkable good result by doing so. It make sense, since upptrends and downtrends behave different and a strategy that includes both buying and selling will do poorly in general.