Annual 1,000-pip level × high-frequency trading 'Past Current System'
【Past Current System Overview】
Currency Pair: [USD/JPY]
Trading Style: [Scalping][Day Trading]
Maximum number of positions: 2 Other: The number of positions on one side can be set between 1 and 2.
Used timeframe: M5
Maximum Stop Loss: 90 (Other: exit by signal)
Take Profit: 100 (Other: exit by signal)
Earned more than +300 pips in forward testing over about 1.5 months!
The trading logic is trend-following, steadily accumulating profits with an average gain of 8.2 pips per trade.
【Entry Example】
Place TP100 and SL90 at the same time as entry to avoid market fluctuation risk.
In one entry, hold two positions simultaneously and exit based on the logic.
【Backtest Analysis】
2000-01-01-2018-07-30
Spread 1.5 pips
0.1 lot fixed
Net profit +$21,760
Maximum drawdown $830
Total trades: 10,713 (annual average 500–600)
Win rate: 67%
Average gain: $13
Average loss: -$21
Backtest data goes back to 2000!
Thus. With a 1.5 pips spread on USDJPY, if the spread is narrower with a broker,
you could expect more profit.
There was a bonus market in 2008, but there have been no large drawdowns, and it has been moving upward steadily.
The maximum drawdown is also modest, around $800 at most with 0.2 lots (0.1 x 2).
【Annual Profit】
Profits in 2008 and 2009 are especially outstanding, but in the latest five years since 2013,
average annual profit of $1,300 per 0.1 lotis observed.
【On Recommended Margin】
Based on the most recent 10 years, with a 0.1 lot setting the maximum drawdown is $600, so
(4.5*2)＋（7*2）＝16.2（万円）
it is operable. With that in mind, there are years exceeding 100% annual return, and a considerable profit rate can be expected.
5-year average: 88%
10-year average: over 100% annual return.
However, this is only an average, and there are years with smaller profits, such as 2012 and 2015.
As for 2018, the first half had a modest result of +$156, but
in actual forward testing, more than +300 pips in about 1.5 months, so better results than the backtest are
expected.
This is a well-balanced EA that tends not to have sudden large drawdowns, aiming for 100% profit in 2–3 years of operation!
I think the price is too cheap (*_*)
