Dual Timeframe SMA Ribbon Crossover Backtest — Strategy by rjthegreatxx
By rjthegreatxx
Performance Metrics
- Author: rjthegreatxx
- Symbol: OANDA:EURUSD
- Timeframe: 4 hours
- Net P&L: +149.82 USD (+0.15%)
- Win Rate: 33.3%
- Profit Factor: 1.268
- Max Drawdown: 212.62 USD (0.21%)
- Total Trades: 45
- Sharpe Ratio: −3.908
Description
Apr 14, 2018// Backtesting Dual SMA Ribbon Crossover Strategy// see f.bpcdn.co/original/3X/5/1/51dda579d7dc8204e8fc07dc4f67efb3d995dceb.pdf// including time limiting Turned this study into a backtest.Apr 15, 2018Release NotesUpdated calculations for SL and TPApr 15, 2018Release NotesCleanup