VNFUT TRADING STRATEGY

TRADING STRATEGY Liverun/Monitoring Backtest
Status Start Date Val Date MTD YTD CAGR MDD Lev KellyF Period CAGR MDD Lev KellyF
VNFUT_TREND_001 liverun 09/04/18 22/01/20 - 14:46 0.91% 0.91% 68.50% -30.54% 1.58 1.86 09/17 - 03/18 436.19% -19.79% 2.14 3.78
VNFUT_TREND_002 liverun 02/01/19 22/01/20 - 14:46 -0.74% -0.74% 17.54% -21.59% 1.60 3.07 01/19 - 06/19 65.40% -8.68% 1.63 6.20
VNFUT_PATTERN_BOLL_001 liverun 07/05/18 22/01/20 - 14:46 0.09% 0.09% 28.71% -14.72% 1.30 2.25 09/17 - 03/18 270.27% -18.06% 1.59 3.83
VNFUT_PATTERN_BOLL_002 liverun 25/11/19 22/01/20 - 14:46 0.32% 0.32% -36.29% -7.62% 4.01 -9.69 01/18 - 01/19 1064.50% -24.69% 10.74 3.53
VNFUT_PATTERN_ORB001 liverun 27/12/19 22/01/20 - 14:46 9.08% 9.08% 237.18% -7.32% 12.37 17.21 01/18 - 12/19 104.58% -8.95% 7.65 16.99
VNFUT_OHLCV_001 monitor 10/01/20 22/01/20 - 14:46 1.63% 1.63% 6803.39% -0.02% 1.49 8.57 01/18 - 01/19 21.95% -18.52% 11.27 3.79