TriosSystem (ver. 1.1) Running

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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

Full Stats

Standings (points): 152 (103)
Performance, $ (points): 93,32K$ (24)
Drawdown, % (points): 12.2% (44)
Bonuses: 35
Average Profit Trade: 1,09K$
Average Loss Trade: -2361.99$
Profit factor: 0,00K
Number of trades: 29
Traded volume: 140,47M$
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