Strategy Niel by ManuClaessens
By ManuClaessens
Performance Metrics
- Author: ManuClaessens
- Symbol: NYSE:PG
- Timeframe: 1 minute
- Net P&L: −16.38 USD (−1.64%)
- Win Rate: 53.9%
- Profit Factor: 0.663
- Max Drawdown: 30.42 USD (3.00%)
- Total Trades: 65
- Sharpe Ratio: −0.153
Description
Testing strategy based on cci, dmi and ao.