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Ortyga_P_Action


da aaronthompson

Aggiunta il 29.10.2020

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This Trading System is based on price action . Currency EURUSD Time Frame 15M

Rules of ENTER BUY :
1) Four candle with decreasing high
2) Current price is greater that the high of the last 4th bar (plus) 5 pips
3) Current price is greater then of Moving Average DAILY at 50 period

Rules of ENTER SELL:
1) Four candle with rising low
2) Current price is less then the low of the last 4th bar (minus) 5 pips
3) Current price is less then of Moving Average DAILY at 50 period

Rules of EXIT Buy:
1) Current price less then (Moving Average DAILY minus 30 pips)
2) Variable trailing stop with ATR 14 period

Rules of EXIT Sell:
1) Current price greater then (Moving Average DAILY plus 30 pips)
2) Variable trailing stop with ATR 14 period

Input Parameter :


Backtest EURUSD 15M last 20 Years

JanFebMarAprMayJunJulAugSepOctNovDecTotal
200012.1927.0018.921.4813.831.5014.277.8212.863.760.938.00122.56
20018.010.00-28.3414.390.004.850.0010.0411.864.90-6.381.4220.75
20022.522.564.460.000.6211.120.004.820.095.130.600.0031.92
20031.846.94-0.811.600.000.003.061.9012.577.482.183.3640.12
200439.1724.9646.050.00-22.390.981.380.043.702.802.887.42106.99
20057.250.720.947.305.975.28-107.8411.00-11.690.973.842.81-73.45
200616.440.001.921.946.4412.040.956.700.831.901.8410.2461.24
2007-2.920.000.220.000.84-1.730.004.050.002.67-0.340.122.91
200818.44-0.7225.5215.325.423.643.220.5660.3054.6549.0543.25278.65
200924.0727.46-118.1653.45-7.1412.3228.3910.725.646.4725.42-25.8542.79
201015.526.454.7010.3237.7222.2413.9419.182.6046.4320.399.24208.73
201118.587.215.6811.5723.4931.77-46.9418.5226.3617.657.9931.57153.45
2012-7.8521.252.5718.1116.786.7021.5917.370.0022.7611.4722.92153.67
201318.02-5.307.35-1.5812.61-2.725.144.0210.321.451.780.7851.87
201415.8820.9812.713.68-39.621.142.061.3116.442.820.827.0445.26
201529.367.7317.3516.5411.7136.9815.681.926.746.4424.1310.00184.58
201612.56-16.143.127.984.082.249.898.632.421.16-38.5215.1312.55
201712.301.783.360.950.846.666.420.8811.621.700.041.1747.72
20189.280.065.78-48.462.143.083.200.00-22.322.266.693.30-34.99
20190.880.004.011.740.260.006.080.060.004.206.052.6525.93
20200.000.00-1.2010.748.669.405.444.4811.150.000.000.0048.67
Total251.54132.9416.15127.0782.26167.49-14.07134.02161.49197.60120.86154.57
Total Net Profit1,531.92Gross Profit2336.73Gross Loss-804.81
Trades Total905Long Positions415 (45.86%)Short Positions490 (54.14%)
Profit Trades857 (94.70%)Loss Trades48 (5.30%)
MaximumProfit Trade29.82Loss Trade-168.77
AverageProfit Trade2.73Loss Trade-16.77
MaximumConsecutive Profit Trades79 (222.2)Consecutive Loss Trades2 (-2.92)
MaximumConsecutive Profit (trades)318.2 (73)Consecutive Loss (trades)-168.77 (1)
AverageConsecutive Profit Trades19.50Consecutive Loss Trades1.09
Profit Factor2.90Expected Payoff1.69
Absolute Drawdown0.00 (0.00%)Relative Drawdown168.77 (10.23%)

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