Letter_EURUSD_D1-2 by cryptocurrency

673 downloads / 578 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 - 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 balance2171.72
Intrabar scanning
Ambiguous bars0
Profit per day0.37
Max consecutive losses4
System quality number3.06
Sharpe ratio0.45
Average HPR1.37
Profit factor2.27
Tested bars2692
Minimum balance1000.00
Maximum balance2290.97
Max balance drawdown168.76
Max equity drawdown9.70 %
Max stagnation839
Average profit113.04
Average loss-83.60
Executed orders157
Win/loss ratio0.63
Time in position39%
Market Stats
SymbolEURUSD
PeriodD1
Count of bars2819
Time of updating2016-01-05 00:00
Time of beginning2007-01-01 00:00
Minimum price1.04624
Maximum price1.60389
Average Gap31 points
Maximum Gap1691 points
Average High-Low1108 points
Maximum High-Low5485 points
Average Close-Open558 points
Maximum Close-Open4554 points
Maximum days off3
Input Stats
Profile nameDefault profile
Data source nameFSB Demo data
Strategy nameLetter_EURUSD_D1-2
ChartEURUSD D1
Data bars2819
Time of updating2016-01-05 00:00
Time of beginning2007-01-01 00:00
Spread20.00 points
Swap long-4.55 points
Swap short-2.21 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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