CROCUS_USDJPY expected annual yield 33.58% 0.1 lot × 3 positions
The backtest data source isCROCUS_USDJPY 24026 Gogojungle TDS Backtest, which was used
Spread: Variable
Parameter changes:
Lot: 0.1 lot
MaxSpreadPips: Increased to 3.0 pips.
※ When testing with TDS variable spreads, the basic setting of 2.0 pips did not operate.
That is all.
Annual average profit: ¥106,459
Monthly average profit: ¥8,871
Annual return: 33.58%
Win rate: 73.21%
Average number of trades per year: 269
Average profit per trade: ¥1,328
Average loss per trade: ▲¥2,151
Maximum drawdown: ¥93,970 from the backtest
This is how it turned out.
Next, the monthly results.
Monthly status
There were no losing years, but this year, so far on a yearly basis, we are in a drawdown.
【What are the recommended margin and return?】
The calculation formula for the recommended margin used in Gogo Jungle's system-trade performance measurement (assuming 25x leverage) is
10,000 units × the yen rate of the traded currency ÷ 25× × average number of lots ÷ 0.1 × maximum number of positions + maximum loss (using the backtest's maximum drawdown) × 2
Therefore,
¥1,075,600 (today's rate) ÷ 25÷0.1×3 positions + ¥93,970(maximum drawdown)×2
The recommended margin is ¥317,012.
In contrast, the annual average profit is ¥106,459, so the expected annual return is 33.58%.
written by Hayakawa
