TriosSystem (ver. 1.1) Not 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.

損益チャート

選択した期間: 01.09.2019 - 30.09.2019

Full Stats

順位 (ポイント): 169 (83)
パフォーマンス, $ (ポイント): 93,38K$ (5)
Drawdown, % (ポイント): 13.86% (43)
Bonuses: 35
Average Profit Trade: 0,88K$
Average Loss Trade: -2274.92$
プロフィット・ファクター: 0,00K
取引数: 62
取引した取引金額: 272,81M$
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