Fractal_LotSize_EURUSD_H1 by cryptocurrency

1009 downloads / 776 views / Created: 12.02.2016 / Updated: 12.02.2016
 Average Rating: 5

Strategy Description


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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 balance1270.16
Intrabar scanning
Ambiguous bars0
Profit per day0.23
Max consecutive losses7
System quality number1.96
Sharpe ratio0.08
Average HPR0.04
Profit factor1.24
Tested bars19827
Minimum balance959.22
Maximum balance1323.34
Max balance drawdown57.80
Max equity drawdown5.50 %
Max stagnation215
Average profit8.33
Average loss-6.49
Executed orders1354
Win/loss ratio0.49
Time in position56%
Market Stats
SymbolEURUSD
PeriodH1
Count of bars20000
Time of updating2016-01-04 12:00
Time of beginning2012-10-12 08:00
Minimum price1.04624
Maximum price1.39933
Average Gap2 points
Maximum Gap1691 points
Average High-Low172 points
Maximum High-Low2462 points
Average Close-Open84 points
Maximum Close-Open1639 points
Maximum days off3
Input Stats
Profile nameDefault profile
Data source nameFSB Demo data
Strategy nameFractal_LotSize_EURUSD_D1
ChartEURUSD H1
Data bars20000
Time of updating2016-01-04 12:00
Time of beginning2012-10-12 08:00
Spread20.00 points
Swap long-2.00 points
Swap short-2.00 points
Commission0.00 points
Slippage0.00 points
Interpolation methodPessimistic
Initial Account1000 USD
Leverage500
Account exchange rateNot used
Auto scanSwitched off
Trade until Margin CallSwitched 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.
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