i have many automated strategies and the attached is one of them.
I'm not very familiar with the Avg MAE/MFE/ETD.
The result is a backtest ( i hear your thinking...) however, the actual trades are even slightly better. I ran the strategy since the start of the BTC in my sim101 account. Since i have a max (tick) spread build in on the actual trading, the results in real life are slightly better..
Can someone, who understands these criteria ( and maybe even look at Ulcer / R squares / Sortino ), give me feedback on the performance.