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.

Cumulative Profit/Loss dynamics

Selected period: 01.12.2017 - 31.12.2017

Full Stats

Standings (points): 86 (190)
Performance, $ (points): 107,49K$ (123)
Drawdown, % (points): 38.14% (31)
Bonuses: 36
Average Profit Trade: 5,04K$
Average Loss Trade: -6509.81$
Profit factor: 0,00K
Number of trades: 39
Traded volume: 736,09M$
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