Volatility stop strategy by laptevmaxim92
By laptevmaxim92
Performance Metrics
- Author: laptevmaxim92
- Symbol: MOEX:SBER
- Timeframe: 1 day
- Net P&L: +2,756,772.15 RUB (+2,706.33%)
- Win Rate: 44.6%
- Profit Factor: 1.245
- Max Drawdown: 1,267,944.51 RUB (49.60%)
- Total Trades: 276
- Sharpe Ratio: 0.145
Description
Classical Volatility stop updated to strategy