With one position, an expected annual return of 20.34%: a steady trading method - Asapon Kisato Yu's discretionary trading method EA
As the name suggests, this is the EA version of Kirisato Yu's discretionary trading. The 17-year backtest by TDS is quite excellent, and the forward test shows similar trading as well, so I decided to cover it.
“This is the EA version of the Pound-Yen method that has been reporting its weekly trading results in the GogoJungle series.”
⇒Kirisato Yu's Easy FX Trading Verification Life
Trading the Pound-Yen at the same time every day under the same rules and not holding more than one position at a time, makes it very stable.
If the trend is judged to be weak and you skip entries, the frequency is low, so as long as you don't have a position at the entry time, you can expect trades to occur most of the time.』
As described on the EA page, it enters at 9:00 AM Japan Time and closes with a take profit of 90 pips and a stop loss of 60 pips.
Let's look at the results of this trading method from TDS's 17 years of backtesting.
Backtest Analysis
Backtest Conditions
Spread: Variable
Period: 2003/08/08 – 2020/06/17
Lot: 0.1 lot
Backtest data were analyzed in detail with Quant Analyzer.
Quant Analyzer displays units in dollars ($), but the backtest was conducted on Forex Finest MT4.
⇒Asapon | Kirisato Yu's Discretionary Method to EA 24096 Gogojungle TDS Backtest
The numbers are shown in dollars ($) due to Quant Analyzer's specifications, but in reality they are in Japanese Yen.
Annual average profit: ¥92,366
Monthly average profit: ¥7,697.24
Win rate: 43.5%
Average gain: ¥8,986.44
Average loss: ▼ ¥6,010.12
Risk-reward ratio: 1.49
Profit factor: 1.15
Risk reward (average gain ÷ average loss). With a 1.49 ratio and a 43.5% win rate, I think it's a good figure.
Trading 0.1 lot with a single position helps push these numbers up, making it a steady trading approach.
Next, let's review the monthly and yearly trading results.
【Monthly Results】
As the 43.5% win rate indicates, there aren't many months with winning performance when viewed monthly.
【Annual Results】
Including 2020, in the past 18 years there have only been four years with losses; you could say it’s a relatively universally effective logic across various market environments.
Also, it seems to have stabilized in the last eight years.
【Recommended Margin and Return?】
The calculation formula for the recommended margin used in GogoJungle's system-trade performance measurement (assuming 25x leverage) is
10,000 units × the exchange rate of the traded currency in JPY ÷ 25 × average lot ÷ 0.1 × maximum number of positions + maximum loss (using the backtest's maximum drawdown)×2
Therefore, the recommended margin is ¥453,961.
On the other hand,annual average profit is ¥92,366, so the expected annual return is 20.34%.
written by Hayakawa
