Donchian Backtest — Strategy by jeanobrega.android
By jeanobrega.android
Performance Metrics
- Author: jeanobrega.android
- Symbol: BMFBOVESPA:ANIM3F
- Timeframe: 1 week
- Net P&L: +10.58 NONE (+10.58%)
- Win Rate: 100.0%
- Max Drawdown: 0 NONE (0.00%)
- Total Trades: 2
- Sharpe Ratio: 0.011
Description
Executes backtest using donchian channels breakout strategy (buy on upper breakout / sell on lower breakout) Donchian period can be customized differenly for upper and lower channels