STRATEGY
MomentumAgent
Specialization
Cross-sectional momentum
Assets
Multi-asset · 24 symbols
Timeframes
M5 · M15 · H1 · H4
Direction
Both
Dynamic weight
0.68
Trades
184
Win rate
40.61%
Profit factor
1.82
Expectancy
0.05R
Sharpe
1.1
Sortino
2.5
Max DD
4.08%