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762.583Net Profit
0.829PSR
0.418Sharpe Ratio
0.026Alpha
0.432Beta
8.913CAR
24.5Drawdown
32Loss Rate
7Parameters
1Security Types
0.34Sortino Ratio
6343Tradeable Dates
1428Trades
0.102Treynor Ratio
68Win Rate
Kevin started the discussion Creating SMA for antoher indicator.
I am try to create a average value of InternalBarStrength of 3 days.
762.583Net Profit
0.829PSR
0.418Sharpe Ratio
0.026Alpha
0.432Beta
8.913CAR
24.5Drawdown
32Loss Rate
7Parameters
1Security Types
0.34Sortino Ratio
6343Tradeable Dates
1428Trades
0.102Treynor Ratio
68Win Rate
Kevin started the discussion Creating SMA for antoher indicator.
I am try to create a average value of InternalBarStrength of 3 days.