MACD River Strategy by Aldovitch
By Aldovitch
Performance Metrics
- Author: Aldovitch
- Symbol: BMFBOVESPA:FFCI11
- Timeframe: 1 day
- Net P&L: +96.72 NONE (+0.10%)
- Win Rate: 50.0%
- Profit Factor: 2.467
- Max Drawdown: 47.36 NONE (0.05%)
- Total Trades: 6
- Sharpe Ratio: −17.614
Description
It uses two MACD filter values instead of one increasing the profits