TEMA_System_long_only — Strategy by saranathanr
By saranathanr
Performance Metrics
- Author: saranathanr
- Symbol: NSE:BANKNIFTY
- Timeframe: 1 hour
- Net P&L: +44,189.70 NONE (+44.19%)
- Win Rate: 45.1%
- Profit Factor: 1.384
- Max Drawdown: 6,584.60 NONE (5.35%)
- Total Trades: 588
- Sharpe Ratio: 0.604
Description
Triple EMA to filter out the noises