TS: ATR Long

151% strategy
performance

-4.30% buy&hold
performance

38% percentage
of winning trades

2.20 reward to
risk ratio

0.68% average
position return

-54.83% drawdown

A long strategy created by Kevin Shah on TrendSpider. Tested at Shallow (2,000 candles) of BABA, Daily.

You can import this strategy into your TrendSpider account. Don't have TrendSpider? Create an account first, then import the strategy.

Chart type the strategy tested at: Candles. Market data: extended session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # "Entry"
  D Average True Range (14) ≤ D Average True Range (14) (1 candles ago)
  D Average True Range (14) (1 candles ago) ≤ D Average True Range (14) (2 candles ago)

Exit Conditions

Take Profit	Exit if gained more than 20%.
Trailing Stop	Trailing stop at 5%.