Long-term stable EA focused on real demand『BBTSM_GBPUSD』
BBTSM_GBPUSD Overview
Currency pair: [GBP/USD]
Trading style: [Scalping][Day Trading]
Maximum number of positions: 1
Timeframe used: M5
Maximum stop loss: 100. Other: Stops are set using the concept of short-term demand/supply wave fluctuations.
Take profit: 100. Other: A limit is set using the concept of short-term demand/supply wave fluctuations.
Forward 1 month gains: +41 pips
This is the case.
Because it is a trade based on real demand for GBPUSD, it is a simple trade with fixed trading hours.
It has a logic similar to the USD/JPY fix trade.
Forward uses compounding starting from 0.3 lots per 1 million yen.
【Backtest Analysis】
Official backtest data is18 years of backtest data from 1999 to 2018
1999.01.01-2018.03.30
0.1 lot fixed
Net profit +2,762,087 yen
Total trades 6,570 (average 359 per year)
Maximum drawdown 63,080 yen
Average profit 1,799 yen
Average loss -2,025 yen
Win rate 64%
This is the case. Since the risk-reward ratio is 0.88, a win rate of 56% or higher is sufficient.
A win rate of 64% indicates that profits will remain.
Also, the maximum loss per trade is -10,762 yen,
and the maximum profit is +30,085 yen.
【Annual Profit by Year】
(Unit: ten-thousand yen)
2008 had the largest profit amount, earning 420,000 yen per 0.1 lot.
Since 2008, annual returns have slightly declined.
If profits are averaged, over the past 18 years the expected annual profit per 0.1 lot is 150,000 yen,
over the past 10 years the expected annual profit is 133,000 yen.
Over the past 5 years, the expected annual profit is 78,000 yen.
Margin required for 0.1 lot of GBPUSD is 75,000 yen.
As this is a one-position EA, the recommended margin with a maximum drawdown of 50% is
7.5 + (6.3 × 2) = 20.1 ten-thousand yen
Approximately 0.1 lot can be operated with about 200,000 yen.
In that case, the expected annual yield over the past 5 years is +36.9%.
Over the past 10 years, the average expected annual yield is +66%.
By adjusting the lot size, a fairly high annual return seems attainable.
Default is 0.3 lots per 1,000,000 yen, and the design aims to keep maximum drawdown within 20%, so
an annual return of 18–33% is expected for safe operation.
The backtest results since 2008 are a bit soft, but their true value will be tested by forward results in six months to a year!
【USDJPY Real-Demand EA also available!】
The USD/JPY version is more popular, but considering the number of trades and maximum drawdown, the GBPUSD version might be more recommended.
The USD/JPY version has fewer trades (about 150 per year), and the win rate is over 80%, so
with compounding, the USDJPY version may grow faster.
Of course, you can also use it as part of a portfolio!
Whether it can be part of a portfolio will be explored in a future opportunity.
The USD/JPY version is here!
