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Baskets & Correlation - Little_Red_Riding_Hood_Basket_V1 strategy
 Post subject: Baskets & Correlation - Little_Red_Riding_Hood_Basket_V1 strategy Post rating: 0   New post Posted: Thu 16 Aug, 2018, 21:33 
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Joined: Mon 27 Jul, 2015, 16:30
Posts: 110
Location: Canada, Mission
Little_Red_Riding_Hood_Basket_V1 strategy report for AUD/JPY, CAD/JPY instrument(s) from 2017-01-01 00:00:00 to 2017-12-31 23:59:59
Account Currency USD
Initial deposit 50000
Finish deposit 143558.01
Turnover 438573088.12
Comission 7723.33
Parameters

instrument1 AUD/JPY
instrument2 CAD/JPY
maxProfit 1000.0
slippage 2.0
amount 1.0

Instrument AUD/JPY

First tick time 2017-01-01 00:00:00
First tick bid value 84.225
First tick ask value 84.402
Last tick time 2017-12-29 21:59:00
Last tick bid value 87.847
Last tick ask value 88.161
Positions total 145
Closed positions 144
Orders total 145
Bought 144.00
Sold 145.00
Turnover 219347391.12
Comission 3862.2

Instrument CAD/JPY

First tick time 2017-01-01 00:00:00
First tick bid value 86.988
First tick ask value 87.165
Last tick time 2017-12-29 21:59:58
Last tick bid value 89.567
Last tick ask value 89.627
Positions total 145
Closed positions 144
Orders total 145
Bought 144.00
Sold 145.00
Turnover 219225697
Comission 3861.13


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Little_Red_Riding_Hood_Basket_V1.java [6.01 KiB]
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