JLv1 (ver. 1) Not running

Default image
JLv1 - Short term trend following strategy using the CCI indicator with a 14 period in a 15 minutes timeframe. The signals are given by the CCI indicator in two timeframes. Sell if CCI in 15 minutes is below -100 and CCI 1 minute above 0. Buy if CCI in 15 minutes is above 100 and CCI 1 minute below 0. Position sizing is automatically adjusted to equity

Cumulative Profit/Loss dynamics

Selected period: 01.04.2015 - 30.04.2015

Full Stats

Standings (points): 193 (56)
Performance, $ (points): 16,35K$ (0)
Drawdown, % (points): 88.81% (6)
Bonuses: 50
Average Profit Trade: 1,82K$
Average Loss Trade: -28091.16$
Profit factor: 0,00K
Number of trades: 106
Traded volume: 429,85M$
orto leave comments

Contest Feed