Donch BAlance Dax 1H_v0001 by Freesby
7001 downloads / 3018 views / Created: 16.02.2018 / Updated: 16.02.2018 Average Rating: 0
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 | - Nothing |
Permanent Stop Loss | - None |
Permanent Take Profit | - None |
Break Even | - None |
Opening Point of the Position
Donchian Channel
Enter long at Upper Band
Base price | - High & Low |
Period | - 15 |
Shift | - 57 |
Use previous bar value | - True |
Opening Logic Condition
Balance of Power
Balance of Power is higher than the zero line
Smoothing method | - Weighted |
Period | - 34 |
Use previous bar value | - True |
Closing Point of the Position
LSMA_Channel v2
Exit long at the Upper Band
Base price | - Median |
RPeriod | - 63 |
StDevOutside | - 4.94 |
Use previous bar value | - True |
Account Stats | |
Acceptance criteria | |
Net balance | 26965,37 |
Intrabar scanning | |
Ambiguous bars | 2 |
Profit per day | 11,34 |
Max consecutive losses | 3 |
System quality number | 3,81 |
Sharpe ratio | 0,31 |
Average HPR | 2,75 |
Profit factor | 3,20 |
Tested bars | 25201 |
Minimum balance | 2000,00 |
Maximum balance | 26965,37 |
Max balance drawdown | 2158,73 |
Max equity drawdown | 79,49 % |
Max stagnation | 318 |
Average profit | 967,68 |
Average loss | -707,66 |
Executed orders | 215 |
Win/loss ratio | 0,70 |
Time in position | 81% |
Market Stats | |
Symbol | DEUIDXEUR |
Period | H1 |
Count of bars | 25276 |
Time of updating | 2018-02-02 21:00 |
Time of beginning | 2011-09-18 21:00 |
Minimum price | 4973.92 |
Maximum price | 13599.98 |
Average Gap | 19 points |
Maximum Gap | 10141 points |
Average High-Low | 300 points |
Maximum High-Low | 4380 points |
Average Close-Open | 146 points |
Maximum Close-Open | 3160 points |
Maximum days off | 97 |
Input Stats | |
Profile name | Default profile |
Data source name | SQ_Tich_Downl |
Strategy name | Strategy |
Chart | DEUIDXEUR H1 |
Data bars | 25276 |
Time of updating | 2018-02-02 21:00 |
Time of beginning | 2011-09-18 21:00 |
Spread | 4,00 points |
Swap long | -5,00 percents |
Swap short | -1,00 percents |
Commission | 0,00 percents |
Slippage | 0,00 points |
Interpolation method | Pessimistic |
Initial Account | 2000 EUR |
Leverage | 500 |
Account exchange rate | 1,0000 |
Auto scan | Switched on |
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.;