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This strategy is built up with three different core sub-systems. The first is mean reversion strategy when the market moves in small sideway. And the second is another mean reversion scalping strategy during asian session. The last strategy adopts London breakout mechanism by placing two pending orders similar to OCO orders.The first two strategies will also try to recover loss by increasing amounts. The breakout strategy reduces trading amount to control excess risks.Such algorithm combination can achieve some sort of return smoothing.

Кумулятивный график П/У

Выбранный период: 01.09.2019 - 30.09.2019

Статистика

Рейтинг (очков): 169 (83)
Эффективность, $ (очков): 93,38K$ (5)
Drawdown, % (очков): 13.86% (43)
Bonuses: 35
Average Profit Trade: 0,88K$
Average Loss Trade: -2274.92$
Фактор прибыльности: 0,00K
Количество трейдов: 62
Проторгованный объем: 272,81M$
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