xiaozuwei's contest profile
Current place |
80
|
Current month's P&L, USD |
Real increase of capital in the current month
-
|
Max. draw-down |
Max. draw-down value for the selected month. Calculation is done once per day (on settlement)
-
|
Total prizes won |
Total prizes won during all months of participation in the contest
0$
|
Total score gained |
Total score gained during all months of participation in the contest
0
|
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.
Cumulative Profit/Loss dynamics
Selected period:
01.09.2019
-
30.09.2019
Standings (points): |
|
169 (83) |
Performance, $ (points): |
|
93,38K$ (5) |
Drawdown, % (points): |
|
13.86% (43) |
Bonuses: |
|
35 |
Average Profit Trade: |
|
0,88K$ |
Average Loss Trade: |
|
-2274.92$ |
Profit factor: |
|
0,00K |
Number of trades: |
|
62 |
Traded volume: |
|
272,81M$ |