Ehlers Fisher Stochastic Relative Vigor Index Strategy by Tr0sT
By Tr0sT
Performance Metrics
- Author: Tr0sT
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 hour
- Net P&L: +157,934.09 USD (+157.93%)
- Win Rate: 31.3%
- Profit Factor: 1.607
- Max Drawdown: 45,872.57 USD (35.80%)
- Total Trades: 166
- Sharpe Ratio: 0.796
Description
By John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".