Simultaneous operation on seven currency pairs! '7ROZI Nanpin'
Realized P/L +¥120,000 in 1.5 months of forward operation, with a maximum drawdown of ¥50,000
With a well-performing EA!
【7ROZI Nanpin - Overview】
Currency pairs:[USD/JPY][EUR/JPY][AUD/JPY][EUR/USD][GBP/USD][AUD/USD][USD/CHF]
Trading styles:[Swing Trading][Scalping][Day Trading]
Maximum number of positions:4
Maximum stop loss 0; Others: Nanpin, Martingale
Take profit 0; Others: Nanpin, Martingale
No hedging
Other: uses files
Special note: There are per-currency-pair set files, so please be sure to set them when using.
The standout feature is that it runs seven currencies simultaneously.
For each currency pair, up to 4 positions can be held.
The forward period is still short, but I would like to review the performance for each currency pair of interest.
【Forward view: P/L by currency pair】
Profit-wise, GBPUSD > EURJPY > USDJPY
In terms of number of trades, USDJPY > AUDJPY > AUDUSD
That's how it stands.
The reason pips gained and profits are not proportional is because averaging down (nanpin) and martingale (multipliers) are applied.
GBPUSD tends to move a lot, with lot sizes increasing from 0.1, 0.2, 0.4, …
Because there are many chances, it can be highly profitable when it works, but the probability of a stop-out is also high.
It can be considered a highly speculative currency pair.
【Backtest Analysis】
Only USDJPY 12-year backtests are publicly available in the official backtests.
Win rate exceeds 80% for all currency pairs, but the maximum drawdown for each currency pair is
a concern…
【USDJPY Backtest】
↑ USDJPY annual P/L for a single currency pair is here
2017 was negative because the backtest was forcibly terminated, resulting in forced closure of open positions, but there was also a loss in 2014.
At that time, the maximum drawdown was about $2,000.
【Backtest with GBPUSD!】
We backed tested GBPUSD, which produced the largest profit!
In a seven-year backtest from 2010 to 2016,
Net profit +¥1,500,000
Maximum drawdown ¥330,000
This amounted to.
There hasn't been a negative year in seven years!
In fact, operating with just GBPUSD might be fine…
We couldn't fully backtest all seven currency pairs, as you would expect,
Going forward, I plan to regularly perform forward analysis and, in addition, provide backtest results for other currency pairs.