Donchian Moving Average System — Strategy by dongyun
By dongyun
Performance Metrics
- Author: dongyun
- Symbol: HUOBI:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +2,727,521.52 NONE (+1,926.58%)
- Win Rate: 48.7%
- Profit Factor: 2.1
- Max Drawdown: 412,619.26 NONE (24.71%)
- Total Trades: 78
- Sharpe Ratio: 0.778
Description
Donchian Moving Average System