Position Closing Only vs GongFu
Position Closing Only (CLOSE) and GongFu (GF) compared side by side.
Position Closing Only (CLOSE) and GongFu (GF) compared side by side.
CLOSEGF
| Metric | CLOSE | GF |
|---|---|---|
| Max drawdown (400d) | -7.2% | -36.4% |
| Risk-adjusted return (90d) | — | — |