Strategy Turtle Time Exit Donchian Trend

Strategy "Time Exit Donchian Trend"


Default Settings

Long Entry - EMA25 > EMA350 & Breakout highest20
Short Entry - EMA25 < EMA350 & Breakout lowest20

Exit - 80 days


Performance

* 25 symbols - fx(5) ,stock index(5) ,stock jp(5) ,stock usa(5) ,comodity(5)
* 12 years - 2005 - 2017

win -52.71%
risk reward ratio - 1.24
total trades - 848
ruin risk - 0%
edge / risk - 0.179
edge * trades - 152.12


Functions

Strategy
Pyramiding On/Off
Set Start and End