April_2015 (ver. 1) Not running

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April_2015 strategy is trading in the direction of the trend(momentum) during the high volatility sessions(European and early US) and against the direction of the trend during the low volatility sessions(late US and Asian). Trend is a short-term, defined by a few hourly candles. Additional market conditions required to trigger buy or sell signal are based on the volatility levels in the last 6, 8, 14, 17 and 23 hours. The volatility is calculated by using the high/low ranges in the time frames mentioned above. To close the positions, two approaches are used. The first one is simple - a position is closed if a trading signal for the opposite position is trigered. The second approach uses direction of the last hourly candle and the current profit in pips. If the market is going up in the last hour and a short position is opened, trade is closed if profit in pips is higher than 10, and vice versa for long positions. The stop loss level is dependent on the market volatility and it ranges from 30 to 70 pips. The take profit order is fixed at 200 pips. The currency pair used is EUR/USD only, while the time frame is one hour.

Cumulative Profit/Loss dynamics ($)

Selected period: 01.08.2017 - 31.08.2017

Full Stats

Total pip-points gained:
The number of pip-points (EUR/USD pips)
scored during the given statistical period.
-153
Avg pip-points outcome from all positions: -
Most profitable trade (pip-points): -
Worst trade (pip-points): -
Avg pip-points gain on positive positions: -
Avg pip-points lost on negative positions: -
Number of trades:
Number of positions opened
during the given statistical period.
66
Avg position size (USD): 2 429 260
Avg trade lifespan: -
Maximum drawdown(%):
Maximum equity's
consecutive depreciation
-
Avg drawdown(%): -
Avg. draw-down(%): -

Forecast scale

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