Gold_and_Silver_strategy #77

livetest


Strategy Description:

This strategy is a kind of pairs trading strategy. It uses the dependence between our two assets for determining investment decision. The suggested capital is 10000 USD and we utilize a general stop loss level of 4%.

Asset Class:

Trading Instruments:

Supported Brokers:

Trading Requirements:



Cumulative Return:



Transactions on --:


Timestamp Symbol Buy/Sell Price






Performance

  • Score --
  • Trading Days --
  • Sharpe Ratio --
  • Sortino Ratio --
  • Volatility --
  • Ann. Return --
  • Max. Drawdown --

Estimated Annual Income

  • Initial Capital (HK$)
  • Algo Subscriber --
  • Algo Provider --
  • Total --

Exposure

  • Long --
  • Short --
  • Cash --

Asset Allocation