CCI Multi-Period Long/Short Strategy by rahulbalaji4574
By rahulbalaji4574
Performance Metrics
- Author: rahulbalaji4574
- Symbol: NSE:BHEL
- Timeframe: 15 minutes
- Net P&L: +224,540.33 INR (+224.54%)
- Win Rate: 19.7%
- Profit Factor: 1.5
- Max Drawdown: 39,058.75 INR (16.40%)
- Total Trades: 1,100
- Sharpe Ratio: 0.44
Description
the strategy based on multi period cci. you can use it on 15 min. or bigger timeframe.