New Highs-Lows Strategy by pieroliviermarquis
By pieroliviermarquis
Performance Metrics
- Author: pieroliviermarquis
- Symbol: NASDAQ:QQQ
- Timeframe: 1 day
- Net P&L: +465,392.37 USD (+465.39%)
- Win Rate: 47.7%
- Profit Factor: 2.351
- Max Drawdown: 32,315.07 USD (32.32%)
- Total Trades: 107
- Sharpe Ratio: 0.113
Description
Strategy based on the net of new highs minus new lows on the NASDAQ.