Kayorar250, a newly developed systematic trading with a small maximum drawdown and a win rate above 90%
Low maximum drawdown and win rate over 90%
New systematic trading system 'Kayorar250'
【Kayorar250 Overview】
Currency pair: [EUR/JPY]
Trading style: [Swing Trading][Scalping]
Maximum positions: 4
Timeframe used: H1
Maximum stop loss: 120 pips
Take profit: 25 pips (may exceed 25)
Forward operation uses compounding, so the gains are larger; even when converted to pips,
more than 200 pips have been earned in just under a month.
Backtest Analysis
Backtests are conducted at "control points," so reproducibility is somewhat uncertain, but
in a backtest of about 10 years with a fixed 0.1 lots,
we earned $17,091 against a maximum drawdown of $296.
Notably, total profit is $19,573 and total losses are $2,482,
with a high profit factor!!
Some high-win-rate EAs have loss pips that are too large relative to take-profit pips, which can wipe out steadily accumulated profits.
There are also cases like that, but with a maximum of 4 positions and $296, it's not a very large loss.
The average annual number of trades is under 100, so the trading frequency isn't high.
Monthly and yearly P/L
Looking at monthly P/L, it's a very stable performance with perhaps only one negative month per year.
Annual gains are not extremely high or low.
The drawback is that backtesting takes a very long time.
I tried to backtest on tick data, but the bars wouldn't progress at all, so I gave up.
Compounding Backtest
Also, the forward (live) operation uses compounding,
For reference, here are the results of backtesting compounding at the control points
With the default setting of 25x leverage, the relative drawdown is 34%, so it's fine!
Grew 220x in 10 years!
Compounding can yield explosive growth, but of course this performance can also be effectively utilized with simple interest.
This is an EA to watch, while ensuring there is no divergence between backtest and forward test.
