That algorithm would have a poor Sharpe/Sortino/Calmar ratio. The risk-adjusted return is bad, though not as comically bad as some of the others on the homepag

That algorithm would have a poor Sharpe/Sortino/Calmar ratio. The risk-adjusted return is bad, though not as comically bad as some of the others on the homepage with 40%+ drawdowns. 5am -> 6pm is most likely targeting a specific trading "session". See: https://www.investopedia.com/articles/forex/08/3-market-system.asp https://www.investopedia.com/articles/forex/08/3-market-syst...