『Twilight』Tips for Managing Investments Based on Currency-Pair Profit and Loss
[Twilight Overview]
Currency pairs: [GBP/USD][EUR/USD][EUR/JPY][GBP/JPY][USD/JPY]
Trading style: [Day Trading][Scalping]
Maximum number of positions: 1 (1 position per currency pair)
Timeframe used: M5
Maximum stop loss: 50 pips (can also be changed via internal logic or settings)
Take profit: 10 pips (can also be changed via internal logic or settings)
[Backtest performance for 5 currency pairs]
Over 12.5 years of backtesting,
0.2 lots fixed, with a 1.0-pip spread
from ¥1,000,000 to ¥7,000,000 (+600% gain)
The maximum drawdown is ¥350,000, so increasing by 0.2 lots every ¥1,000,000 is not a problem.
There's no problem.
Annual profit/loss on a ¥1,000,000 account is about ¥200,000–¥700,000.
Even a minimum annual return of 20% would be nice.
[Forward view: P/L by currency pair]
This shows the profit/loss curves by currency from the forward history.
GBPJPY is the only one negative, while the other currency pairs are positive.
Ranked by profitability from the top.
Notable is the longest holding time; the longest is closed within 6 hours.
Trades finish within a day, so it's not stressful.
Recommended for those seeking higher trading frequency.
[Know your account spread and ensure profits!]
In the official backtest, the performance by each currency pair is as follows
(12-year backtest, 0.2 lot fixed, spread 1.0 pips)
USDJPY: ¥720,000
EURUSD: ¥770,000
EURJPY: ¥1,230,000
GBPUSD: ¥1,360,000
GBPJPY: ¥1,960,000
GBPJPY should have the largest profit, but in forward GBPJPY is negative.
Forward history is only two months, so correlation cannot be concluded yet, but
in fact, spreads may significantly affect the profit/loss ranking.
Spreads on OANDA Japan
USDJPY: 0.4 pips~
EURUSD: 0.5 pips~
EURJPY: 1.3 pips~
GBPUSD: 1.3 pips~
GBPJPY: 2.4 pips~
GBPJPY loses by exactly 1 pip on every trade.
There are hardly any brokers with GBPJPY spreads below 2 pips, so
consider doubling the USDJPY lot size and omitting GBPJPY
as another option.
【スプレッド比較で口座を検討ください】
OANDA Japan's TY3 server, FX Trade Financial, and Gaitame Finest have GBPJPY
spreads are relatively low!
With these accounts, GBPJPY should also stay positive.
Please take this as a reference.
Twilight is only ¥10,500!
