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Dow Theory - Trend: Sensitivity Test: Oxford Capital Strategies LTD: Trading Strategy: Commission & Slippage: $0

This document presents the results of a sensitivity test on the Dow Theory trend trading strategy. It includes 8 figures that evaluate the profit factor, Sharpe ratio, Calmar ratio, compound annual growth rate, maximum drawdown, percentage of profitable trades, average win/average loss ratio, and equity curve of the strategy under different market conditions.

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Oxford Capital Strategies Ltd
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158 views8 pages

Dow Theory - Trend: Sensitivity Test: Oxford Capital Strategies LTD: Trading Strategy: Commission & Slippage: $0

This document presents the results of a sensitivity test on the Dow Theory trend trading strategy. It includes 8 figures that evaluate the profit factor, Sharpe ratio, Calmar ratio, compound annual growth rate, maximum drawdown, percentage of profitable trades, average win/average loss ratio, and equity curve of the strategy under 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.
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Download as PDF, TXT or read online on Scribd
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Dow Theory Trend: Sensitivity Test

Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/dow-theory-trend/ Commission & Slippage: $

Figure 1.1 !rofit "actor.

Figure 1.2 Sharpe #atio.

Figure 1.3 $lcer !erformance %ndex.

Figure 1.4 Compo&nd 'nn&al (rowth #ate.

Figure 1.5 )axim&m *rawdown.

Figure 1.6 !ercent !rofita+le Trades.

Figure 1.7 ',erage -in/',erage Loss #atio.

Figure 1.8 ./&ity 0$1: Sensiti,ity Test.

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