Annual average profit ¥643,819, expected annual return 38.61%, truly an aggressive scalper

Under the catchphrase of a blend of scalping and mid-rate trading, Aggressive_Scalper_M1_USDJPYAggressive_Scalper_M1_USDJPY, which has been rising in performance and popularity, was analyzed by running the TDS backtest dataAggressive_Scalper_M1_USDJPY 19667 Gogojungle TDS backtest in Quant Analyzer.

The forward test results have shown improvements as follows.

The previous article on June 15.

　Aggressive_Scalper_M1 that seeks to capture trading opportunities continuously with mid-rate trading and scalping

According to the section “Real account usage rate by customers who purchased” (real accounts used ÷ number of purchases), it was 100.00%, with 154 real accounts used and 154 purchases; as of today, it has risen to 174 real accounts used and 174 purchases, an increase of 20 purchases, while the real account utilization rate remains at 100.00%.

Now, let's look at the 17-year TDS backtest.

Spread: Variable

Lot: 0.1 lot（0.1lotで設定しましたが、自動的に1.0lotsでエントリーすることもありました。）

and this is how it was carried out.

The profit and loss curve is as follows.

　On the Aggressive_Scalper_M1_USDJPY EA page, it states that it uses USD/JPY on a 1-minute chart, with up to 2 positions, performing scalping and mid-rate trading.

Note: The unit is in dollars, but the backtest data uses the Japanese Yen base from OANDA JAPAN, so the unit is Japanese Yen.

Annual profit: ¥643,819

Monthly average profit: ¥53,640

Annual return:  38.88%

Win rate:38.61%

Average annual number of trades: 223

Average profit per trade: ¥10,219

Average loss per trade: ▲¥13,466

Maximum drawdown: ¥404,616 from backtest

Profit factor 1.52

Risk-Return ratio 27.04

Thus.

Monthly performance

Except for 2003, there has not been a year with an overall loss.

In recent years, losses on a monthly basis have greatly decreased.

　【Recommended Margin and Return?】



The calculation formula for the recommended margin used in GogoJungel'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 backtest maximum drawdown)×2

Therefore,

￥1,069,600（today's rate）÷25÷0.1×2 positions　＋　￥404,616（maximum drawdown）×2

The recommended margin is ¥1,667,144.

In contrast, since the annual average profit is ¥643,819, the expected annual return is 38.61%.

It could indeed be called an aggressive scalper.

written by Hayakawa