Alice Shinya (MT5Ver.)

Alice Shinya is an EA system that trades based on a certain anomaly related to the London fix (London mid-price) around 1 AM and the Tokyo mid-price at 9:55 AM, as well as the swap allocation during rollover (overnight carry).

This FX EA system trades during the late-night hours from 1 AM to 9:53 AM, hence it is named 【Alice Shinya】.

Alice Shinya is,a single-position EA that holds only one trade at a time!!

Therefore, it is an EA that makes it easy to manage funds such as margin and loss management.

About the specifications of Alice Shinya

ThisFX EA【Alice Shinya】trades based on the anomaly present at the London fix and Tokyo mid-price during rollover.

Specifically, it conducts FX trades between 1:01 AM and 9:53 AM based on the anomaly. This EA also performs rollover (carrying over to the next business day),so it can also earn swap points.Thus, it is believed to be a valid EA until the Bank of Japan raises interest rates or the Euro lowers rates, narrowing the interest rate differential.

The currency pairs traded are Euro/Yen or Pound/Yen.

The number of positions isa single position,and it does not hold multiple positions.

This EA can be operated with either simple interest or compound interest, but backtesting for compound interest shows that an investment of 150,000 yen can grow to 595 million yen over 10 years, making it a very interesting EA.

About Compound Interest Operation

　Compound interest operation involves calculating how much risk to take based on the amount of capital each time.(Simple interest operation fixes the lot size for trading.)

For example, if you take a risk of 3% with a capital of 150,000 yen, that would be 4,500 yen, and if the capital increases to 1 million yen, it would be 30,000 yen, and you would adjust the lot size accordingly to ensure that amount is the stop-loss.

ThisEA has this compound function, automatically calculating the lot size based on the amount of capital, stop-loss width (pips), and risk ratio.In other words, as profits are secured and capital increases, the lot size will also increase.

In this EA, the compound interest operation is set tothe default setting of "false (off)", and if you change it to "true (on)", set the stop-loss width to a pips width dedicated to compound interest, and determine the risk ratio percentage, it will operate automatically with compound interest.

Backtest Information (Euro/Yen (Compound Interest Operation))

The image below shows the backtest results of this EA Alice Shinya with EUR/JPY set to compound interest with a stop-loss width of "45 pips" and a risk ratio of "5%" over the past 10 years (from 2014/06/01 to 2024/06/30). (Detailed methods for compound interest settings are explained in the instruction manual.)

Data Notes: The backtest on MT5 has better accuracy, so this is the backtest data conducted on the MT5 version. The historical raw data is from FXTF.

Looking at it,an investment of 150,000 yen can grow to 595 million yen over 10 years, resulting in significant profits!

The profit factor is 1.50, and the recovery factor is 16.64, yielding very good results.

This EA can start operating with just one position, even from 150,000 yen (the calculation formula is noted in the backtest).

(However, this is merely past data, and future results may not necessarily reflect this. It is recommended to operate with money that can be lost without affecting your surplus funds.)

This is the effect of compound interest, where as profits accumulate, the lot size also increases, potentially bringing such large profits.

Backtest Information (Pound/Yen (Compound Interest Operation))

Next, this EA Alice Shinya was set to GBP/JPY with compound interest set to "on (true)", a stop-loss width of "65 pips", and a risk ratio of "5%" for the past 10 years (from 2014/01/01 to 2023/12/31). Here are the backtest results. (Detailed methods for compound interest settings are explained in the instruction manual.)

Data Notes: The backtest on MT5 has better accuracy, so this is the backtest data conducted on the MT5 version. The historical raw data is from FXTF. version. The historical raw data is from FXTF.

Looking at this,an investment of 150,000 yen can grow to about 300 million yen over 10 years, resulting in significant profits!

The profit factor is 1.34, and the recovery factor is 5.56, which is a very good result, although it is inferior to the compound interest operation of EUR/JPY.

This is the effect of compound interest, where as profits accumulate, the lot size also increases, potentially bringing such large profits.

Personally, I think this EA should be operated with simple interest or compound interest on EUR/JPY, and once there is some leeway, it would be good to try operating with Pound/Yen as well. (Please invest at your own risk.)

Backtest Information (Euro/Yen (Simple Interest Operation))

Next, I will also include the backtest for simple interest operation. The image below shows the backtest results for EUR/JPY with the basic settings for simple interest over the past 10 years (from 2014/01/01 to 2023/12/31). Here are the backtest results..

Data Notes: The backtest on MT5 has better accuracy, so this is the backtest data conducted on the MT5 version. The historical raw data is from FXTF. version. The historical raw data is from FXTF.

The total profit over 10 years is 1,063,769 yen. The profit factor is 1.51. The recovery factor is 14.61. The maximum drawdown is -72,820 yen, resulting in good results.

The minimum required capital for backtesting with a 10,000 currency trade is approximately 150,000 yen, so the average annual interest rate in backtesting is about 70% equivalent.

Calculation Formula: The margin for 10,000 currency of EUR/JPY is calculated based on the Euro/Yen rate of 175 yen, so the required margin = 70,000 yen.

In FX, in addition to the required margin, the amount of loss that can be tolerated is necessary, so adding the maximum drawdown of 72,820 yen gives approximately 142,820 yen as the minimum required capital in backtesting.

If we take this minimum required capital as approximately 150,000 yen and divide the average annual profit of 106,376 yen from the 10-year earnings in backtesting, the average annual interest rate of this EA is about 70.9% equivalent.

Caution!: This calculation is based solely on backtesting data, and future Euro/Yen rates and maximum drawdowns may change. It is advisable to operate with sufficient funds.

Backtest Information (Pound/Yen (Simple Interest Operation))

Here is the 10-year backtest for GBPJPY under simple interest operation. (2014/01/01 to 2023/12/31) Here are the backtest results for 10 years of operation.