Free Strategy #01 (ES / SPY) by TheIndicatorClub
By TheIndicatorClub
Performance Metrics
- Author: TheIndicatorClub
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +162,250.00 USD (+161.98%)
- Win Rate: 72.9%
- Profit Factor: 2.334
- Max Drawdown: 23,662.50 USD (15.45%)
- Total Trades: 266
- Sharpe Ratio: 0.207
Description
The strategy was designed to be traded based on daily data on the ES and SPY--the strategy was originally developed on NinjaTrader using approximately 50% out of sample data with a slippage of 1 tick on the ES. This is our first strategy that we converted from NinjaTrader to TradingView, so if you see any issues with our conversion, please let us know as we are still learning TradingView Pine Script.