Donchain Breakout — Strategy by Senthaamizh
By Senthaamizh
Performance Metrics
- Author: Senthaamizh
- Symbol: NSE:NIFTY
- Timeframe: 1 day
- Net P&L: +2,002,634.73 NONE (+1,868.94%)
- Win Rate: 46.1%
- Profit Factor: 2.003
- Max Drawdown: 332,890.95 NONE (28.71%)
- Total Trades: 89
- Sharpe Ratio: 0.119
Description
It is a long only strategy.1. Buy when price breaks out of the upper band.2. Exit has two options. Option 1 allows you to exit using lower band. Option 2 allows you to exit using basis line.3. Slippage and commissions are not considered in the return calculation.