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CASPI_CCI_2014 JANUARY STRATEGY - 4 Hour time period, Simple Moving Average (18) trend was used a indicator. Duble Commandity Channel Index (14) standard was used. Time period 15 minute. Transaction Rules -Ä°f price above of SMA indicator, it will be buying process. If price below of SMA indicator, it will be selling process. -If CCÄ° rules will be come true, the strategy will transact. The strategy have to abide the above condition. Commandity Channel Index Condition: Buying Process -CCÄ°_Prev have to become little to (-120) . - If CCÄ°_Current is greater than CCÄ°_Prev, buying. Selling Process -CCÄ°_Prevhave to great to (120). -If CCÄ°_Current as small as CCÄ°_Prev, selling Process Closure -The strategy closes the process to, flowed by close and cansel position.

Dinâmica acumulados Lucro/Perdas

Seleccionar período: 01.04.2024 - 30.04.2024

Full Stats

Classificação (pontos): 116 (128)
Desempenho, $ (pontos): 19,91K$ (83)
Drawdown, % (pontos): 80.09% (10)
Bonuses: 35
Average Profit Trade: 2,54K$
Average Loss Trade: -42676.95$
Factor de perfil: 0,00K
Número de trades: 4
Volumes negociados: 47,58M$
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