Trading optimization and results
Backtesting and optimization
The strategy has been optimized using 10 years (2000-2010) of quote data on 36 major forex pairs.Optimization of input parameters showed that changes in settings had little effect on the strategy's overall performance, indicating that the strategy itself is sound and not "curve-fitted" to specific conditions that occured over this period of time. This ensures the system's profitability in the long term.
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Trading results
| Strategy | Profit (Total) | Profit (Annualized) | Profit factor | Maximum drawdown |
| Conservative | 50.8% | 22.8% | 1.77 | 4% |
| Regular | 125.5% | 50.2% | 1.75 | 9% |
| Aggresive | 392.4% | 121.9% | 1.72 | 19% |
These results were achieved on 3 seperate accounts, each with a starting balance of $4,000.00 on January 1st 2009.
The three strategies here are 2% per trade risk, 4%, and 8%. The results and chart show the clear effect of different risk settings.
On 1/1/2011, the 3 accounts were at a balance of resp. $6,031.68, $9,021.53, and $19,697.43.
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The three strategies here are 2% per trade risk, 4%, and 8%. The results and chart show the clear effect of different risk settings.
On 1/1/2011, the 3 accounts were at a balance of resp. $6,031.68, $9,021.53, and $19,697.43.
Click here to learn more about how our strategy works
