Backtest Signal To Noise — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 30 minutes
- Net P&L: +69,062.50 USD (+69.10%)
- Win Rate: 40.9%
- Profit Factor: 1.252
- Max Drawdown: 22,475.00 USD (12.37%)
- Total Trades: 612
- Sharpe Ratio: 0.429
Description
This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org/MPL/2.0/ © HPotter 05/01/2021 The signal-to-noise (S/N) ratio. And Simple Moving Average. Thank you for idea BlockchainYahoo WARNING: - For purpose educate only - This script to change bars colors.