Derivative Based Strategy by dao86
By dao86
Performance Metrics
- Author: dao86
- Symbol: AMEX:GDX
- Timeframe: 4 hours
- Net P&L: +502.09 USD (+50.13%)
- Win Rate: 43.3%
- Profit Factor: 1.299
- Max Drawdown: 45.09 USD (4.06%)
- Total Trades: 2,063
- Sharpe Ratio: 0.166
Description
This strategy is based on utilizing the 1st, 2nd, 3rd, and 4th time derivatives of the HMA for investing equal percentages of some capital. Entry points are identified by trends in the 2nd, 3rd, and 4th derivatives while exit points are created at either a new entry point or a trailing stop loss %.