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mksamanes

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May 25th, 2018
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  1. Timeframe: Candle confirmation Entry Candle confirmation Exit Long Candle confirmation Exit Short Candle confirmation Entry Thin cloud Candle confirmation Exit bottom cloud Use Lagging Span above cloud Thin cloud value (0.25%-0.90%) Thin cloud multiplier for flatness) Conversion Periods: Base Periods Lagging Span: Displacement: Stop Loss: Bollinger EMA Length Deviation Factor Moving Average Length EMA confirmation trend Timeframe: Factor Multiplier Timeframe: Conversion Periods Base Periods Lagging Span Displacement Moving Average Length EMA candle confirmation Big volatility threeshold Bollinger Length Thin cloud Threeshold Thin cloud multiplier for flatness) Cloud thickness EMA Length Candle confirmation Entry Candle confirmation Entry thin cloud Use Lagging Span above cloud Candle confirmation exit long Candle confirmation exit short Candle confirmation exit second span Stop Loss:
  2. 10 1 10 30 60 30 1 1 0.03 5 0.0034 1 50 1 0 false 65 65 10 1 10 30 60 30 1 1 0.03 5 0.0034 1 50 1 0 false 65 65 1 90
  3.  
  4. Initial Capital Base Currency Pyramiding Allow Up To Orders Order Size Order Type Recalculate After Order filled Recalculate On Every Tick Verify Price For Limit Orders Slippage Commission Commission Type
  5. 10000 USD false 0 100 % of equity false false 0 0 0.1 percent
  6.  
  7. Net Profit Total Closed Trades Percent Profitable Profit Factor Max Drawdown Avg Trade Avg # Bars in Trades
  8. 2200.7 12 0.58 5.11 284.4 183.4 928
  9.  
  10. All Long Short
  11. Net Profit 2200.7 336.6 1864.1
  12. Gross Profit 2736.2 837.5 1898.6
  13. Gross Loss 535.5 500.9 34.6
  14. Max Drawdown 284.39
  15. Buy & Hold Return -1891.79
  16. Sharpe Ratio 0.42
  17. Profit Factor 5.11 1.672 54.928
  18. Max Contracts Held 2 1 2
  19. Open PL 26
  20. Commission Paid 215.69
  21. Total Closed Trades 12 6 6
  22. Total Open Trades 1 0 1
  23. Number Winning Trades 7 2 5
  24. Number Losing Trades 5 4 1
  25. Percent Profitable 0.58 0.33 0.83
  26. Avg Trade 183.4 56.1 310.7
  27. Avg Win Trade 390.9 418.8 379.7
  28. Avg Loss Trade 107.1 125.2 34.6
  29. Ratio Avg Win / Avg Loss 3.65 3.344 10.986
  30. Largest Winning Trade 746 650.7 746
  31. Largest Losing Trade 150.7 150.7 34.6
  32. Avg # Bars in Trades 928 803 1053
  33. Avg # Bars in Winning Trades 1306 1676 1159
  34. Avg # Bars in Losing Trade 399 367 526
  35.  
  36. Trade # Type Signal Date/Time Price Contracts Profit
  37. 1 Entry Long Long Entry 2018-05-02 07:15:00 9084
  38. Exit Long Close entry(s) order long 2018-05-06 08:00:00 9753.5 1 650.7
  39. 2 Entry Short Short Entry 2018-05-06 16:54:00 9564
  40. Exit Short Close entry(s) order short 2018-05-08 05:15:00 9400 1 145
  41. 3 Entry Short Short Entry 2018-05-08 11:48:00 9275
  42. Exit Short Long Entry 2018-05-09 14:03:00 9291 1 -34.6
  43. 4 Entry Long Long Entry 2018-05-09 14:03:00 9291
  44. Exit Long Close entry(s) order long 2018-05-10 19:18:00 9181.5 1 -128
  45. 5 Entry Short Short Entry 2018-05-10 19:39:00 9150.5
  46. Exit Short Long Entry 2018-05-13 11:30:00 8604 1 528.7
  47. 6 Entry Long Long Entry 2018-05-13 11:30:00 8604
  48. Exit Long Close entry(s) order long 2018-05-14 05:15:00 8504.5 1 -116.6
  49. 7 Entry Long Long Entry 2018-05-14 15:54:00 8670.5
  50. Exit Long Short Entry 2018-05-15 16:36:00 8537 1 -150.7
  51. 8 Entry Short Short Entry 2018-05-15 16:36:00 8537
  52. Exit Short Close entry(s) order short 2018-05-17 02:33:00 8347.5 1 172.6
  53. 9 Entry Short Close entry(s) order long 2018-05-15 16:36:00 8537
  54. Exit Short Long Entry 2018-05-18 20:54:00 8214 1 306.2
  55. 10 Entry Long Long Entry 2018-05-18 20:54:00 8214
  56. Exit Long Close entry(s) order long 2018-05-21 19:36:00 8417.5 1 186.9
  57. 11 Entry Short Short Entry 2018-05-21 21:48:00 8384
  58. Exit Short Close entry(s) order short 2018-05-25 04:48:00 7622 1 746
  59. 12 Entry Long Long Entry 2018-05-25 07:24:00 7604
  60. Exit Long Close entry(s) order long 2018-05-25 08:57:00 7513.5 1 -105.6
  61. 13 Entry Short Short Entry 2018-05-25 09:12:00 7391.5
  62. Exit Short Open
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