SPX 5 minute moving average crossover example — Strategy by urisma
By urisma
Performance Metrics
- Author: urisma
- Symbol: SP:SPX
- Timeframe: 5 minutes
- Net P&L: +731,847.86 USD (+73.05%)
- Win Rate: 33.3%
- Profit Factor: 2.175
- Max Drawdown: 93,082.82 USD (7.75%)
- Total Trades: 333
- Sharpe Ratio: 0.831
Description
SPX 5 minute moving average crossover example