Hull Trend with Kahlman Strategy Backtest by capissimo
By capissimo
Performance Metrics
- Author: capissimo
- Symbol: FOREXCOM:EURUSD
- Timeframe: 5 minutes
- Net P&L: −0.06 USD (0.00%)
- Win Rate: 35.4%
- Profit Factor: 0.782
- Max Drawdown: 0.07 USD (0.00%)
- Total Trades: 1,549
- Sharpe Ratio: −1,655.091
Description
A simple backtest version of a Hull Trend with Kahlman strategy