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Конкурсный профиль witness

wts2 (ver. 1) Not running

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Wts2 strategy works on USDJPY . Buy signal consists of two parts: first is only a preliminary permission for opening position ( the price is below the "lob"- indicator BBANDS 40 on H1: dev up- dn - dev 2.2 2.2 EMA) , the second is the right signal to BUY (price > SAR indicator:shift 1 , 0.01 , 0.01 and price < SAR shift 2 , 0.01 , 0.01 on TF M1). If the position is BUY and the price reaches the midlle band then position will close and the first part of the signal becomes invalid , or if the price < Sar 1 position will close if profit is bigger than 1pip. If the price is above the "upb" BBANDS 40 on H1: dev up- dn - dev 2.2 2.2 EMA) and price < SAR (shift 1 , 0.01 , 0.01 and price > SAR shift 2 , 0.01 , 0.01 on TF M1) than is signal for SELL. If the position is SELL and the price reaches the midlle band then position will close and the first part of the signal becomes invalid , or if the price > Sar 1 position will close if profit is bigger than 1pip. Strategy do not open positions if spread >2pips. The size of the position is calculated on the basis of % equity (0.00005*equity). The strategy uses the TS if profit >60 pips:(trailing step-10; stop loss-10), TP = 100, and no stop loss.

Кумулятивный график П/У

Выбранный период: 01.11.2015 - 30.11.2015

Статистика

Рейтинг (очков): 191 (74)
Эффективность, $ (очков): 64,81K$ (0)
Drawdown, % (очков): 42.8% (29)
Bonuses: 45
Average Profit Trade: 3,64K$
Average Loss Trade: -37176.64$
Фактор прибыльности: 0,00K
Количество трейдов: 2
Проторгованный объем: 14,48M$
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