J. Welles Wilder, Jr. - Volatility Breakout
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J. Welles Wilder, Jr. – Volatility Breakout: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/welles-wilder-1 Commission & Slippage: $0 Figure 1.1 Profit Factor.
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Trend-following based on volatility breakouts.
Transcript of J. Welles Wilder, Jr. - Volatility Breakout
J. Welles Wilder, Jr. – Volatility Breakout: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/welles-wilder-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.
