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Multiple Time Frames - Bruce Babcock: Sensitivity Test

This document presents the results of a sensitivity test on a trading strategy called "Multiple Time Frames - Bruce Babcock" that analyzes multiple time frames to identify trading signals. It includes 8 figures showing metrics like profit factor, Sharpe ratio, maximum drawdown, and equity curve that evaluate the strategy's performance and risk over different market conditions.

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Oxford Capital Strategies Ltd
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181 views8 pages

Multiple Time Frames - Bruce Babcock: Sensitivity Test

This document presents the results of a sensitivity test on a trading strategy called "Multiple Time Frames - Bruce Babcock" that analyzes multiple time frames to identify trading signals. It includes 8 figures showing metrics like profit factor, Sharpe ratio, maximum drawdown, and equity curve that evaluate the strategy's performance and risk over different market conditions.

Uploaded by

Oxford Capital Strategies Ltd
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Multiple Time Frames Bruce Babcock: Sensitivity Test

Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/multiple-time-frames-1/ 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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