Parabolic SAR Strategy w/ Time Window by Aldovitch
By Aldovitch
Performance Metrics
- Author: Aldovitch
- Symbol: BMFBOVESPA:WDO1!
- Timeframe: 1 minute
- Net P&L: +1,040.51 NONE (+1.04%)
- Win Rate: 38.4%
- Profit Factor: 1.118
- Max Drawdown: 1,239.24 NONE (1.22%)
- Total Trades: 425
- Sharpe Ratio: 0.327
Description
PSAR Strategy with time window for backtest purpose