EU_1d_Keltner_opt1 by togr
9561 downloads / 6502 views
/ Created: 16.04.2013 / Updated: 20.05.2013
Strategy Description
1 day EURUSD strategy
Out of sample testing, percent of OOS bars: 30%
Balance: 16360.00 USD
Comments
Ho guys what\'s your back/fwd results with this strategy?
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 | - Reduce |
| Permanent Stop Loss | - 4880 |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Bar Opening
Enter the market at the beginning of the bar
Opening Logic Condition
Keltner Channel
The position opens above the Upper Band
| Smoothing method | - Simple |
| Base price | - Close |
| MA period | - 22 |
| ATR period | - 14 |
| ATR multiplier | - 2 |
| Use previous bar value | - True |
Closing Point of the Position
Take Profit
Exit at the Take Profit level
| Account Stats |
| Intrabar scanning | Not accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 0 |
| Profit per day | 1.55 USD |
| Sharpe ratio | 0.18 |
| Tested bars | 5690 |
| Initial account | 10000.00 USD |
| Account balance | 22365.50 USD |
| Minimum account | 10000.00 USD |
| Maximum account | 22532.40 USD |
| Maximum drawdown | 833.20 USD |
| Max equity drawdown | 6.51 % |
| Gross profit | 21463.10 USD |
| Gross loss | -9097.60 USD |
| Sent orders | 6074 |
| Executed orders | 2381 |
| Traded lots | 238.10 |
| Winning trades | 1168 |
| Losing trades | 22 |
| Win/loss ratio | 0.98 |
| Time in position | 41 % |
| Charged spread | 2382.00 USD |
| Charged rollover | 313.40 USD |
| Charged commission | 0.00 USD |
| Charged slippage | 0.00 USD |
| Total charges | 2695.40 USD |
| Balance without charges | 25060.90 USD |
| Account exchange rate | Not used |
| Market Stats |
| Symbol | EURUSD |
| Period | 1 Day |
| Number of bars | 5715 |
| Date of updating | 06/10/11 |
| Time of updating | 00:00 |
| Date of beginning | 06/26/89 |
| Time of beginning | 00:00 |
| Minimum price | 0.8225 |
| Maximum price | 1.6038 |
| Average Gap | 57 pips |
| Maximum Gap | 4780 pips |
| Average High-Low | 1210 pips |
| Maximum High-Low | 6119 pips |
| Average Close-Open | 603 pips |
| Maximum Close-Open | 4556 pips |
| Maximum days off | 4 |
| Maximum data bars | 20000 |
| No data older than | No limits |
| No data newer than | No limits |
| Fill In Data Gaps | Switched off |
| Cut Off Bad Data | Switched off |
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.
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