Ehlers Cyber Cycle Strategy by Tr0sT
By Tr0sT
Performance Metrics
- Author: Tr0sT
- Symbol: BITMEX:XBTUSD
- Timeframe: 1 day
- Net P&L: +629,594.50 USD (+619.42%)
- Win Rate: 50.0%
- Profit Factor: 1.702
- Max Drawdown: 235,047.34 USD (32.86%)
- Total Trades: 60
- Sharpe Ratio: 0.394
Description
Ehlers Cyber Cycle Strategy by John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".