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Конкурсный профиль Faster

FasterCCI (ver. 1) Not running

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This strategy is based on the CCI indicator – a cyclic indicator which offers a conditional signal for overbought and oversold scenarios – 15 minutes is the “period” applied in this strategy. There are four CCI calculations (all using a “period” of 15 minutes) with a “Time period” of 14. The differences for each of the four CCI calculations commits with the “shift” from the current time (a “shift” from the actual 15 minutes candle). For each of the four CCIs there is a different “shift” input: one (1) as “shift” [CCI1]; two (2) as “shift” [CCI2]; three (3) as “shift” [CCI3]; and four (4) as “shift” [CCI4]. To open a buy order, the number of open positions is equal to zero (0) and all the four CCIs ([CCI1], [CCI2], [CCI3] and [CCI4]) are lower than -100. To open a sell order, the number of open positions is equal to zero (0) and all the four CCIs ([CCI1], [CCI2], [CCI3] and [CCI4]) are higher than +100. The strategy trades EURUSD without daily or hourly restrictions. Default trading assigns are: defaultTradeAmount: 6 millions; defaultSlippage: 5 pips; defaultStopLoss: 400 pips; and defaultTakeProfit: 10 pips (named in the algorithm as tempVar114).

Кумулятивный график П/У

Выбранный период: 01.11.2017 - 30.11.2017

Статистика

Рейтинг (очков): 298 (51)
Эффективность, $ (очков): 27,73K$ (0)
Drawdown, % (очков): 87.29% (6)
Bonuses: 45
Average Profit Trade: 5,33K$
Average Loss Trade: -76934.28$
Фактор прибыльности: 0,00K
Количество трейдов: 33
Проторгованный объем: 400,85M$
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