Strategy - Uber STC - Schaff Trend Cycle [UTS]

2020年8月10日

Backtesting of Uber STC - Schaff Trend Cycle [UTS]

Backtest with focus win/loss profitability.
Formula: profitability = win / (win+loss)

• Default equity 100k USD
  
• Default 2% Risk per trade
  
• Default currency USD
  
• Define backtest interval precisely by month, year, day
  
• LONG and SHORT positions
  
• Visualize SL and TP on chart
  
• ATR (len: 14, smooth: SMA)
  
• ATR based Stop-Loss, if hit trade will be closed and considered as loss
  
• ATR based Take-Profit, if hit trade will be closed and considered as win
  
• On TP or SL hit the trade is closed and marked as win/loss