Flashes for USDJPY and EURUSD to try forming a portfolio
Popular for strong results, "Flashes for USDJPY" and "Flashes for EURUSD".
The USDJPY version is more popular, but what would happen if you combined these two into a portfolio?
I plan to test this!
The individual introduction articles are here
Flashes for USDJPY
Flashes for EURUSD
From the headings above, we know that USDJPY has the higher profitability (laugh).
There are currency-pair risks as well, so I conducted an experiment hoping they could be combined into a portfolio.
Incidentally, since there was a version upgrade on 2/21, I am performing backtests with the latest version.
【Flashes for USDJPY 10-year Backtest】
Net profit: $3,666
Maximum drawdown: $219
Total trades: 2,651
Drawdown per 0.1 lot is small!
【Flashes for EURUSD 10-year Backtest】
Net profit: $7,633
Maximum drawdown: $1,065
Total trades: 4,775
When comparing USDJPY and EURUSD,
the USDJPY version has a maximum drawdown of 219 per 0.1 lot,
and the annual return is $366.
The EURUSD version has a maximum drawdown of $1,065 per 0.1 lot,
and the annual return is $7,633.
The USDJPY version has a lower drawdown, and viewed comparatively, the better performance is the
USDJPY version, but
the EURUSD version also features nearly twice as many trades as the USDJPY version.
【Operating USDJPY and EURUSD Simultaneously】
When operating at 0.1 lot, the amount of profit is higher for the EURUSD version.
However, the maximum drawdown is five times larger for EURUSD, so a EURUSD:USDJPY lot ratio of 1:5 would be reasonable.
If you operate USDJPY and EURUSD together with 1,000,000 yen,
USDJPY 1.0, EURUSD 0.1 or 0.2
would be good.
With the above lot sizes, the annual average profit for the USDJPY version is +$3,666
for the EURUSD version +$1,526 (0.2 lots)
andthe annual average total is +$5,192
this yields.
(Maximum drawdown is $4,255)
Considering margin, it would be better to have more than 1.1 million yen,
but it is a combination with great return potential.
Both the USDJPY version and the EURUSD version have excellent results, and neither is easy to overlook.
If you place importance on the number of trades, the EURUSD version is also recommended!
【USDJPY】
【EURUSD】
(Please rewrite this section for public release.)
× ![]()
