donchian channels — Strategy by urisma
By urisma
Performance Metrics
- Author: urisma
- Symbol: AMEX:RWR
- Timeframe: 1 hour
- Net P&L: +22,098.29 USD (+21.94%)
- Win Rate: 38.2%
- Profit Factor: 1.154
- Max Drawdown: 14,016.17 USD (11.32%)
- Total Trades: 275
- Sharpe Ratio: 0.048
Description
simple donchian channels strategy. can be modified for long or short, futures / equities / crypto / forex