800 times per year × 30% annual interest rate - balanced-type scalping "Anywhere Dollar"
Currency pair: [USD/JPY]
Trading style: [Scalping]
Maximum number of positions: 3
Timeframe used: M5
Maximum stop loss: 0; Other: logic-based exit
Take profit: 0; Other: logic-based exit
Forward test for 1 month, but gained +73 pips!
【Backtest Analysis】
2007-07-09 to 2018-07-07 (11-year backtest)
Fixed at 0.1 lots
Spread: 0.5 pips
Net profit: +$12,797 (annual average +$1,163)
Maximum drawdown: -$536
Total trades: 9,079 (annual average 825)
Win rate: 68%
Average winning pips: 7.2 pips
Average losing pips: -10 pips
This is how it turned out.
Profit: losses are almost the same, and with a win rate just under 70%, it is a type of EA that accumulates profit by repeatedly winning and losing.
This is an EA.
【Trade Example】
We use a trend-following approach and hold up to three averaging-in positions in the same direction.
Positions are closed simultaneously to lock in total profit. Therefore the apparent win rate is not high.
Occasionally, all positions may be stopped out…
It can be quite painful when all three positions hit stop-loss at the same time, but
the backtest shows a maximum of 6 consecutive losses, so two losing trades in a row can occur,
but that is relatively few, right.
【Monthly Profit/Loss】
There isn’t a particularly bad month, but there is a possibility of 2–3 negative months per year.
【Yearly Profit/Loss】
Looking at yearly results, 2008 stands out.
In the last five years, the average profit is +$769.
Recommended margin per 0.1 lot:
(Margin 4.5 × 3) + (Maximum drawdown 6 × 2) = 25.5万円
Thus it becomes 25.5万円 (255,000 JPY).
In that case, the latest5-year average return is 33%.
For 1,000,000 JPY, about 0.4 lots would be desirable.
Notable is the drawdown curve
The maximum drawdown per 0.1 lot is low and the stop loss is shallow, so even if losses continue, the period to update profits is
short, and in the 11-year backtest, profits were updated within a maximum of 135 days.
If operated year-round, the likelihood of ending in the red is extremely low for this EA.
One thing to watch in operation is that the average gain is about 7 pips, a short-term decision-type, so please
use a broker with tight spreads.
The backtest uses 0.5 pips, so operate with an account that closely matches that.
