M2 (ver. 1) Running

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The strategy trades 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. Here is the link to post with full strategy decription: https://www.dukascopy.com/fxcomm/blog/?action=post-show&post_id=218278

Cumulative Profit/Loss dynamics

Selected period: 01.08.2020 - 31.08.2020

Full Stats

Standings (points): 162 (107)
Performance, $ (points): 74,98K$ (38)
Drawdown, % (points): 34.06% (33)
Bonuses: 36
Average Profit Trade: 3,70K$
Average Loss Trade: -8150.55$
Profit factor: 0,00K
Number of trades: 20
Traded volume: 133,24M$
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