NIGHTCRUSHER Backtest

Posted on January 10, 2019January 10, 2019 by opperskalski

Correlation (Profits,MFE):

0.86

Correlation (Profits,MAE):

0.08

Correlation (MFE,MAE):

-0.2480

Minimal position holding time:

0:00:15

Maximal position holding time:

91:19:50

Average position holding time:

2:43:35