RI test — Strategy by R_
By R_
Performance Metrics
- Author: R_
- Symbol: MOEX:RI1!
- Timeframe: 1 hour
- Net P&L: +15,504.00 USD (+15.48%)
- Win Rate: 75.9%
- Profit Factor: 3.502
- Max Drawdown: 958.00 USD (0.89%)
- Total Trades: 87
- Sharpe Ratio: 0.662
Description
summ close-close[1] in periodinter long in first cross in negative value of summexit long in first cross in postive value of summ