EMA Cross by MarketAlpha — Strategy by MarketAlpha
By MarketAlpha
Performance Metrics
- Author: MarketAlpha
- Symbol: NSE:SBIN
- Timeframe: 5 minutes
- Net P&L: +37.80 NONE (+0.04%)
- Win Rate: 41.2%
- Profit Factor: 1.255
- Max Drawdown: 18.20 NONE (0.02%)
- Total Trades: 233
- Sharpe Ratio: −51.557
Description
Signals are generated when EMA(FastLength) and EMA(SlowLength) cross each other.Below are the additional user parameters: 1. User defined backtesting period2. User defined Target and StopLoss percentage points