Past Current System: the risk-reward ratio of 27.10 is attracting attention
Past Current System has been steadily improving since the forward test began in August 2018, and currently, it has 160 purchases.
Today as well there were customers who purchased, but because there is still momentum for growth,we would like to check theGogojungle TDS Backtestvia Quant Analyzer.
On the EA page
We trade aiming for pullbacks and retracements.
<omitted>
When I create an EA, the two things I pay most attention to are the risk-reward ratio and the number of trades. The risk-reward ratio is net profit ÷ maximum drawdown. People have different evaluation criteria, but personally I aim for at least 20x.
<omitted>
The entry logic is based on the opening price, so differences between brokers are small, and even when running the strategy tester with full ticks, control points, or opening price, there is hardly any difference.
Currency Pair:USD/JPY
Trading Style:Scalping, Day Trading,
Max Positions:4
Timeframe:M5
Maximum Stop Loss:90 Other: Closed by signal
Take Profit :100 Other: Closed by signal
Hedging:Yes
This is stated.
In addition to trading aimed at pullbacks and retracements for scalping and day trading, there is no detailed information about the logic; however, let’s focus on the risk-reward ratio.Logicinformation is limited, but we will focus on the risk-reward ratio.
The unit is in dollars, but the data used are yen-based values, so please read them as yen.
Spread :Variable
Lot size :0.1
Annual average profit :¥169,415
Monthly average profit :¥14,116
Annual return : 30.50%
Win rate :67.38%
Annual average number of trades :632 trades
Average profit per trade :¥1,388
Average loss per trade :-¥2,048
Maximum drawdown :-¥106,247 (10.51%)
Risk-Reward Ratio (net profit ÷ maximum drawdown):27.10
Next, let's look at the monthly status.
written by Hayakawa