15 min usdjpy by
7497 downloads / 1217 views / Created: 10.11.2021 / Updated: 10.11.2021 Average Rating: 0
Strategy Description
Comments
The slots show the logic for the long positions only. Forex Strategy Builder automatically computes the proper logic for the short positions.
Strategy Properties
Same direction signal | - Nothing |
Opposite direction signal | - Reverse |
Permanent Stop Loss | - None |
Permanent Take Profit | - 800 |
Break Even | - None |
Opening Point of the Position
Bar Opening
Enter the market at the beginning of the bar
Base price | - Open |
Opening Logic Condition
Moving Average
The bar opens above Moving Average
Smoothing method | - Simple |
Base price | - Low |
Period | - 77 |
Shift | - 0 |
Use previous bar value | - True |
Opening Logic Condition
Long or Short
Open long positions only
Opening Logic Condition
RSI
RSI crosses the Level line downward
Smoothing method | - Smoothed |
Base price | - Close |
Smoothing period | - 14 |
Level | - 40 |
Use previous bar value | - True |
Closing Point of the Position
Close and Reverse
Close all positions and open a new one in the opposite direction
Account Stats | |
Acceptance criteria | |
Net balance | 539.67 |
Intrabar scanning | |
Ambiguous bars | 0 |
Backtest quality | 100 % |
Profit per day | 6.93 |
Max consecutive losses | 0 |
System quality number | 0.00 |
Sharpe ratio | 2.91 |
Average HPR | 22.15 |
Profit factor | 339.67 |
Tested bars | 49920 |
Minimum balance | 200.00 |
Maximum balance | 539.67 |
Max balance drawdown | 0.00 |
Max equity drawdown | 57.77 % |
Max stagnation | 20 |
Average profit | 135.87 |
Average loss | 0.00 |
Executed orders | 11 |
Win/loss ratio | 1.00 |
Time in position | 98% |
Market Stats | |
Symbol | USDJPY |
Period | M1 |
Count of bars | 50000 |
Time of updating | 2021-10-26 19:33 |
Time of beginning | 2021-09-08 00:01 |
Minimum price | 109.113 |
Maximum price | 114.699 |
Average Gap | 0 points |
Maximum Gap | 164 points |
Average High-Low | 11 points |
Maximum High-Low | 278 points |
Average Close-Open | 6 points |
Maximum Close-Open | 167 points |
Maximum days off | 2 |
Input Stats | |
Profile name | Default profile |
Data source name | Alpari MT5 |
Strategy name | New Strategy (1) |
Chart | USDJPY M1 |
Data bars | 50000 |
Time of updating | 2021-10-26 19:33 |
Time of beginning | 2021-09-08 00:01 |
Spread | 20.00 points |
Swap long | -2.00 points |
Swap short | -2.00 points |
Commission | 0.00 points |
Slippage | 0.00 points |
Interpolation method | Pessimistic |
Initial Account | 200 USD |
Leverage | 500 |
Account exchange rate | Deal price |
Auto scan | Switched off |
Trade until Margin Call | Switched on |
Risk warning: Forex, spread bets and CFD are leveraged products. They may not be suitable for you as they carry a high degree of risk to your capital and you can lose more than your initial investment. You should ensure you understand all of the risks.
Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;