CusumStrategy (ver. 3) Not running

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Trading Strategy using Cusum algorithm and EURUSD currency. Calculate mean and variance for every tick and then open positions when a threshold is surpassed.

Cumulative Profit/Loss dynamics

Selected period: 01.05.2021 - 31.05.2021

Full Stats

Standings (points): 219 (44)
Performance, $ (points): 16,20K$ (0)
Drawdown, % (points): 84.32% (8)
Bonuses: 36
Average Profit Trade: 3,02K$
Average Loss Trade: -3973.95$
Profit factor: 0,00K
Number of trades: 49
Traded volume: 430,25M$
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