Letter_EURUSD_D1-2 by cryptocurrency
6954 downloads / 2962 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 | - Winner |
| Opposite direction signal | - Nothing |
| Permanent Stop Loss | - 3000 |
| Permanent Take Profit | - 3000 |
| Break Even | - None |
Opening Point of the Position
Keltner Channel
Enter long at Upper Band
| Smoothing method | - Simple |
| Base price | - Close |
| MA period | - 124 |
| ATR period | - 11 |
| ATR multiplier | - 5 |
| Use previous bar value | - True |
Closing Point of the Position
Envelopes
Exit long at Upper Band
| Smoothing method | - Smoothed |
| Base price | - Typical |
| MA period | - 67 |
| Deviation % | - 17.17 |
| Use previous bar value | - True |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 2171.72 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Profit per day | 0.37 |
| Max consecutive losses | 4 |
| System quality number | 3.06 |
| Sharpe ratio | 0.45 |
| Average HPR | 1.37 |
| Profit factor | 2.27 |
| Tested bars | 2692 |
| Minimum balance | 1000.00 |
| Maximum balance | 2290.97 |
| Max balance drawdown | 168.76 |
| Max equity drawdown | 9.70 % |
| Max stagnation | 839 |
| Average profit | 113.04 |
| Average loss | -83.60 |
| Executed orders | 157 |
| Win/loss ratio | 0.63 |
| Time in position | 39% |
| Market Stats | |
| Symbol | EURUSD |
| Period | D1 |
| Count of bars | 2819 |
| Time of updating | 2016-01-05 00:00 |
| Time of beginning | 2007-01-01 00:00 |
| Minimum price | 1.04624 |
| Maximum price | 1.60389 |
| Average Gap | 31 points |
| Maximum Gap | 1691 points |
| Average High-Low | 1108 points |
| Maximum High-Low | 5485 points |
| Average Close-Open | 558 points |
| Maximum Close-Open | 4554 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | Letter_EURUSD_D1-2 |
| Chart | EURUSD D1 |
| Data bars | 2819 |
| Time of updating | 2016-01-05 00:00 |
| Time of beginning | 2007-01-01 00:00 |
| Spread | 20.00 points |
| Swap long | -4.55 points |
| Swap short | -2.21 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.;