Fractal_LotSize_EURUSD_H1 by cryptocurrency
7946 downloads / 3578 views / Created: 12.02.2016 / Updated: 12.02.2016 Average Rating: 5
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 | - Close |
| Permanent Stop Loss | - 2000 |
| Permanent Take Profit | - 4000 |
| Break Even | - None |
Opening Point of the Position
Fractal
Enter long at Up Fractal
| Visibility | - Visible |
| Vertical shift | - 0 |
Opening Logic Condition
Oscillator of RSI
Oscillator is higher than the zero line
| Smoothing method | - Simple |
| Base price | - Close |
| First RSI period | - 133 |
| Second RSI period | - 168 |
| Use previous bar value | - True |
Closing Point of the Position
Exit Hour
Exit the market before the specified hour
| Base price | - Close |
| Exit hour | - 5 |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 1270.16 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Profit per day | 0.23 |
| Max consecutive losses | 7 |
| System quality number | 1.96 |
| Sharpe ratio | 0.08 |
| Average HPR | 0.04 |
| Profit factor | 1.24 |
| Tested bars | 19827 |
| Minimum balance | 959.22 |
| Maximum balance | 1323.34 |
| Max balance drawdown | 57.80 |
| Max equity drawdown | 5.50 % |
| Max stagnation | 215 |
| Average profit | 8.33 |
| Average loss | -6.49 |
| Executed orders | 1354 |
| Win/loss ratio | 0.49 |
| Time in position | 56% |
| Market Stats | |
| Symbol | EURUSD |
| Period | H1 |
| Count of bars | 20000 |
| Time of updating | 2016-01-04 12:00 |
| Time of beginning | 2012-10-12 08:00 |
| Minimum price | 1.04624 |
| Maximum price | 1.39933 |
| Average Gap | 2 points |
| Maximum Gap | 1691 points |
| Average High-Low | 172 points |
| Maximum High-Low | 2462 points |
| Average Close-Open | 84 points |
| Maximum Close-Open | 1639 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | Fractal_LotSize_EURUSD_D1 |
| Chart | EURUSD H1 |
| Data bars | 20000 |
| Time of updating | 2016-01-04 12:00 |
| Time of beginning | 2012-10-12 08:00 |
| 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 | 1000 USD |
| Leverage | 500 |
| Account exchange rate | Not used |
| 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.;