High-frequency trading × rare currencies make the portfolio optimal "Pips_Miner_EA EURAUD" is performing well!
Earned +240 pips in 4 months forward!
The EURAUD version of Pips_Miner_EA for morning scalping is performing well.
【Pips_Miner_EA EURAUD Overview】
Currency pair: [EUR/AUD]
Trading style: [Scalping]
Maximum number of positions: 3 (can be freely set to 10 or fewer)
Timeframe used: M15
Maximum stop loss: 100 (others: max 170 pips with modification orders)
Take profit: 8 (others: max 78 pips with modification orders)
However, to further enhance profitability,
Around 5:45 AM, once,
we place a modification order that widens TP and SL by about 70 pips.
Therefore, the maximum TP becomes 78 pips, and the maximum SL becomes 170 pips.
【Backtest Analysis】
2005.04.11－2018.07.24
Spread 1.5 pips
0.1 lot fixed
Net profit +$1105
Maximum drawdown −$529
Total trades 4236
Win rate 84%
Average gain $6
Average loss −$15
This is the result. The TP:SL is 8:100, but when looking at the actual average gain, the ratio is about 1:2.
As for stop loss, it can be up to 100 pips, and the average is about -15 pips.
Also, although the maximum number of open positions is 3, the maximum drawdown of $529 is a relatively low drawdown characteristic.
The recommended margin per 0.1 lot is
(5*3) + (5.8+2) = 26.6 (ten-thousand yen)
Thus, the required margin is 26.6 ten-thousand yen.
The annual average number of trades is over 300, so this is a high-activity EA.
【Monthly Profit and Loss】
February and June seem to have more negatives, but overall the total was not negative.
Since the SL is 100, it doesn't get hit often, but remember that it can hit the SL a few times per year.
The average annual gain over the last 5 years is $547 (annual return +22.6%)
The average annual gain over the last 10 years is $691 (annual return +28.5%)
Over the past 13 years, the average annual gain is $839 (annual return +34.7%)
Thus it has become so.
