Recruitment of participants Long swing trade GLD (gold)

Discussion in 'Amibroker' started by Dron, 25 January 2024.

Stage:
Recruitment of participants
Price:
199.00 USD
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Organizer:
Dron
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Settlement fee for participation:
11 USD
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  1. Dron

    Dron Well-Known Member
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    Strategy 32: Long swing trade GLD (gold)

    This strategy was our monthly Trading Edge for May 2023. It works for GLD and multiple other assets (perhaps even better).

    Facts and figures (GLD):

    • No. of trades: 157
    • Average unleveraged gain per trade: 0.59% (1.4% for winners and -0.96% for losers)
    • Win ratio: 65%
    • Profit factor: 2.5
    • CAGR: 4.9% (assuming no leverage)
    • Exposure/time in the market: 9.4%
    • Max. drawdown: -14%
    The equity curve (log scale):

    [​IMG]