Free Strategy #08 (Combo of #01 and #02) (ES / SPY)

2017년 7월 28일

This strategy was designed to be traded on daily data on the ES and SPY—the strategy was originally developed for NinjaTrader, which displays daily ES data based on RTH hours instead of 24 hours (1440 minute) like TradingView does, so we are presenting the results on the SPY until we figure out how to overcome this hurdle.

The strategy combines the two ideas from strategy #01 and strategy #02.

Strategy #08

• Quantity 100
  
• Slippage: 2 ticks
  
• Commission: 4.95 per order
  
• Net Profit: 26,044.60
  
• Max Drawdown: 3,947.60
  

Buy and Hold (Custom)

• Quantity 100
  
• Slippage: 2 ticks
  
• Commission: 4.95 per order
  
• Entry Long: 1993-02-01 @ 43.99
  
• Exit Long: 2017-07-28 @ 246.34
  
• Net Profit: 20,225.10
  
• Max Drawdown: 9,042.00