Minimum annual yield +33% or more!? USDJPY high-performance EA 'Xenoblast USDJPY'
Among katamike's EAs, the USD/JPY pair delivers the highest performance!
A single-position EA that performs well in trending markets.
【EA Overview】
Currency pair：[USD/JPY]
Trading styles：[Scalping][Day Trading][Swing Trading]
Maximum positions: 1
Timeframe used: M15
Maximum stop loss: 68 (variable 48 pips to 68 pips depending on market conditions)
Take profit: Uses a proprietary trailing stop function and profit-taking logic
【Forward Performance】
In 2018, +325 pips were gained!
April has just begun, but from January to March we have earned more than 100 pips each month, showing stability.
The maximum drawdown during the forward period is also only 69,000 JPY (69 pips), and
the risk-reward ratio is 4.72, indicating very high performance.
【Trade Examples】
Blue: BUY
Red: SELL
It includes multiple logics: some for quick gains with short-term scalping, and others to hold longer to earn profits in mid-term.
Equipped with seven carefully selected logics, and after entry profits are extended by a trailing stop using our own algorithm.
Although a single-position EA tends to have fewer trades, using multiple logics covers the trading frequency.
【Backtest Analysis】
（2008.01.01-2017.12.31）
10-year backtest
Spread 0.5 pips
0.1 lot fixed
Net profit +12,305 USD (annual average +1,230 USD)
Maximum drawdown − $404
Total trades 1,733 (annual average 173 trades, monthly average 14.4 trades)
Win rate 85.6%
Maximum drawdown per 0.1 lot is $404, which is very low!
From 100,000 to 150,000 JPY starting point for 0.1 lot trades.
In forward tests, it is operated with 1.0 lot for 1,000,000 JPY, but
the maximum drawdown is about $4,000, so no problem.
If operated at 1.0 lot per 1,000,000 JPY, the annual average profit is +12,300 USD, and
An annual return of over 100% is expected— an incredible rate of return.
These are only averages, so let's examine the monthly and annual profits from backtests.
（Monthly P/L）
In a 10-year backtest,there are no losing months exceeding 50%,making it viable to operate year-round as an EA.
（Annual P/L）
Looking at the annual figures, 2008 stood out by far.
In the most recent years, profits have been relatively modest, so it’s an EA that could generate more profit when the market moves significantly.
Even in the least profitable year, annual return of +33%, so given the high profitability
It’s simply astonishing.
In forward testing, a realized P/L of +325,000 JPY in three months suggests that 2017 could exceed +33% annual return!
Forward tests in the future also look promising for this EA.
【High win rate × compounding for greatly increased profitability】
With an 85% win rate and shallow stop-loss pips, it pairs very well with compounding.
Backtest with 1,000,000 JPY account and default compounding settings
【2017 Annual Compounding】
＋44％
Relative drawdown 8%
【2015-2017 Three-Year Compounding】
＋660％
Relative drawdown 11%
From 1,000,000 JPY to 7,700,000 JPY!
The most profitable USD/JPY EA! Look forward to future results!
