EURUSD_D1 by algotrader
7554 downloads / 4906 views / Created: 29.06.2013 / Updated: 29.06.2013 Average Rating: 0
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 | - Nothing |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Pivot Points
Enter long at R2 (short at S2)
| Base price | - One bar |
| Vertical shift | - 77 |
| Use previous bar value | - True |
Opening Logic Condition
Day of Week
Enter the market between the specified days
| From (incl.) | - Wednesday |
| To (excl.) | - Saturday |
Opening Logic Condition
Day of Month
Enter the market between the specified days
| From (incl.) | - 1 |
| Until (excl.) | - 31 |
Closing Point of the Position
Week Closing
Exit the market at the end of the week
| Base price | - Close |
Closing Logic Condition
Ease of Movement
Ease of Movement rises
| Smoothing method | - Weighted |
| Period | - 17 |
| Volume divisor | - 81266 |
| Use previous bar value | - False |
| Account Stats | |
| Intrabar scanning | Accomplished |
| Interpolation method | Random |
| Ambiguous bars | 4 |
| Profit per day | 25,97 USD |
| Sharpe ratio | 0,15 |
| Max consecutive losses | 7 |
| Tested bars | 5696 |
| Initial account | 10000,00 USD |
| Account balance | 217575,00 USD |
| Minimum account | 7792,00 USD |
| Maximum account | 224233,00 USD |
| Maximum drawdown | 13350,00 USD |
| Max equity drawdown | 37,91 % |
| Gross profit | 433001,00 USD |
| Gross loss | -225426,00 USD |
| Sent orders | 7150 |
| Executed orders | 913 |
| Traded lots | 913,00 |
| Winning trades | 259 |
| Losing trades | 197 |
| Win/loss ratio | 0,57 |
| Time in position | 57 % |
| Charged spread | 9140,00 USD |
| Charged rollover | 7506,00 USD |
| Charged commission | 0,00 USD |
| Charged slippage | 0,00 USD |
| Total charges | 16646,00 USD |
| Balance without charges | 234221,00 USD |
| Account exchange rate | Not used |
| Market Stats | |
| Symbol | EURUSD |
| Period | 1 Day |
| Number of bars | 5715 |
| Date of updating | 11.06.10 |
| Time of updating | 00:00 |
| Date of beginning | 89.06.26 |
| Time of beginning | 00:00 |
| Minimum price | 0.8225 |
| Maximum price | 1.6038 |
| Average Gap | 57 points |
| Maximum Gap | 4780 points |
| Average High-Low | 1210 points |
| Maximum High-Low | 6119 points |
| Average Close-Open | 603 points |
| Maximum Close-Open | 4556 points |
| 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.
Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;