Opening Range Breakout - Weekly Bars

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Information about Opening Range Breakout - Weekly Bars
Finance

Published on March 11, 2014

Author: oxfordstrat

Source: slideshare.net

Description

Trading Strategy: Trend-following based on volatility breakouts.

Opening Range Breakout – Weekly Bars: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/opening-range-breakout-weekly Commission & Slippage: $0 Figure 1.1 Profit Factor.

Figure 1.2 Sharpe Ratio.

Figure 1.3 Ulcer Performance Index.

Figure 1.4 Compound Annual Growth Rate.

Figure 1.5 Maximum Drawdown.

Figure 1.6 Percent Profitable Trades.

Figure 1.7 Average Win/Average Loss Ratio.

Figure 1.8 Equity ($): Sensitivity Test.

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