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This document presents the results of a sensitivity test of the TD Sequential trading strategy. It includes figures showing the profit factor, Sharpe ratio, ulcer performance index, compound annual growth rate, maximum drawdown, percentage of profitable trades, and average win/average loss ratio of the strategy over different market conditions to analyze how robust the strategy is to various parameters.
This document presents the results of a sensitivity test of the TD Sequential trading strategy. It includes figures showing the profit factor, Sharpe ratio, ulcer performance index, compound annual growth rate, maximum drawdown, percentage of profitable trades, and average win/average loss ratio of the strategy over different market conditions to analyze how robust the strategy is to various parameters.
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Attribution Non-Commercial (BY-NC)
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Unduh sebagai PDF, TXT atau baca online dari Scribd
This document presents the results of a sensitivity test of the TD Sequential trading strategy. It includes figures showing the profit factor, Sharpe ratio, ulcer performance index, compound annual growth rate, maximum drawdown, percentage of profitable trades, and average win/average loss ratio of the strategy over different market conditions to analyze how robust the strategy is to various parameters.
Hak Cipta:
Attribution Non-Commercial (BY-NC)
Format Tersedia
Unduh sebagai PDF, TXT atau baca online dari Scribd