Question
Open Tradingview and load up the default TV 'Supertrend Strategy ' from the indicators menu. Chart: INDEX:BTCUSD Properties: 1k$ capital, 100% equity, 0 pyramiding, 0
Open Tradingview and load up the default TV 'Supertrend Strategy ' from the indicators menu. Chart: INDEX:BTCUSD Properties: 1k$ capital, 100% equity, 0 pyramiding, 0 slippage. Using the replay function, cut the timeseries at 29/5/2022. What is the sortino ratio of the strategy backtest? 0.45 2.53 3.88 2.91 1.81 1.85
based on the sortino ratio: What is the profitability percentage of the long-only trades? 71.2% 65.8% 31.4% 51.2% 83.2% 19.4%
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Fundamentals of Investments Valuation and Management
Authors: Bradford Jordan, Thomas Miller
7th edition
978-0078096785, 78096782, 978-0077861636, 77861639, 978-0078115660
