Variable Moving Average Strategy by laptevmaxim92
By laptevmaxim92
Performance Metrics
- Author: laptevmaxim92
- Symbol: MOEX:SBER
- Timeframe: 1 day
- Net P&L: +324.73 RUB (+0.32%)
- Win Rate: 38.2%
- Profit Factor: 1.665
- Max Drawdown: 50.20 RUB (0.05%)
- Total Trades: 322
- Sharpe Ratio: −19.094
Description
Dec 18, 2019Strategy based on Variable Moving Average Dec 20, 2019Release NotesFixed bugsDec 20, 2019Release NotesUpdated default settings