Ehlers Stochastic Cyber Cycle Strategy by Tr0sT
By Tr0sT
Performance Metrics
- Author: Tr0sT
- Symbol: BITMEX:XBTUSD
- Timeframe: 4 hours
- Net P&L: +715,334.68 USD (+715.90%)
- Win Rate: 48.1%
- Profit Factor: 1.197
- Max Drawdown: 295,174.93 USD (44.06%)
- Total Trades: 613
- Sharpe Ratio: 0.499
Description
By John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".