Trading strategy based on multiple time frames (Developer: Bruce Babcock).

1. Multiple Time Frames – Bruce Babcock: Sensitivity Test
Oxford Capital Strategies Ltd: http://www.oxfordstrat.com
Trading Strategy: http://www.oxfordstrat.com/trading-strategies/multiple-time-frames-1/
Commission & Slippage: $0
Figure 1.1 Profit Factor.

2. Figure 1.2 Sharpe Ratio.

3. Figure 1.3 Ulcer Performance Index.

4. Figure 1.4 Compound Annual Growth Rate.

5. Figure 1.5 Maximum Drawdown.

6. Figure 1.6 Percent Profitable Trades.

7. Figure 1.7 Average Win/Average Loss Ratio.

8. Figure 1.8 Equity ($): Sensitivity Test.