BBMR51 (ver. 6) Not running

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This strategy builds on bollinger bands and mean reversion. It trades EURUSD only during less active market hours, because in these hours mean reversion is more likely than in the main trading time. The strategy trades on period of 5M and holds its position a maximum of 100 bars. The regular exit is made when the Bollinger Band of 3 standard deviations is being touched.

Kumulatywne Zysk/Strata

Wybrany okres: 01.12.2017 - 31.12.2017

Full Stats

Ranking (punkty): 86 (190)
Wydajność, $ (punkty): 107,49K$ (123)
Drawdown, % (punkty): 38.14% (31)
Bonuses: 36
Average Profit Trade: 5,04K$
Average Loss Trade: -6509.81$
Faktor zysku: 0,00K
Liczba pozycji: 39
Obrócony wolumen: 736,09M$
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