Bull And Bear Balance Strategy Backtest by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +97,475.00 USD (+96.97%)
- Win Rate: 64.2%
- Profit Factor: 1.284
- Max Drawdown: 33,062.50 USD (17.88%)
- Total Trades: 469
- Sharpe Ratio: 0.069
Description
This new indicator analyzes the balance between bullish and bearish sentiment. One can cay that it is an improved analogue of Elder Ray indicator. To get more information please see "Bull And Bear Balance Indicator" by Vadim Gimelfarb. This modified strategy backtest from HPotter