The strategy example. Close position by timeout by adolgov
By adolgov
Performance Metrics
- Author: adolgov
- Symbol: MOEX:GAZP
- Timeframe: 1 minute
- Net P&L: −57.51 RUB (−0.01%)
- Win Rate: 43.5%
- Profit Factor: 0.763
- Max Drawdown: 67.33 RUB (0.01%)
- Total Trades: 971
- Sharpe Ratio: −8.652
Description
This is an example how to close open entries by timeout for educational purpose.