RESULTS 2015 - 2020
21 / 12 / 2020
Type: Day trading
Time frame: 15-minute, 1-hour, 4-hour
Instruments: EURGBP, EURUSD, GBPUSD, USDCHF
Risk/Reward: up to 1:1
Strike rate: 90%
Risk: Max 1% per trade
Average trade length: 7 hours
The algorithm uses a complex series of price action pattern recognitions systems and a statistical probability model for each of the four currency pairs that it trades. It is pure math at work, hence it name.
As this systems is pure price action based with a fixed SL and TP for every trade it takes. Therefore it qualifies to be injected into our main and low-risk 'Balanced Multistrat' portfolio. It finds opportunities where the existing algorithms cannot, therefore diversifying risk. This of course has been tested using the Monte Carlo correlation tracker.
From historical results the algorithm has a 90% strike rate which is extremely high. It mainly trades during the London en New York session and is able to predict price changes at a staggering. As part of the strategy, the algorithm uses certain retracement levels to enter at value. It uses a total of five levels which in rare cases can all be activated if necessary.
On average the algorithm adds 3% profit monthly to the portfolio. Is is a very relaxed and long slow moving trading system that plays into the rubustness of the overall trading portfolio.
Below you'll find the results of the account that is traded by this algorithm. The system takes about 2 trades per day and the average trade duration is 8 hours. The maximum drawdown from backtesting is about 6% on these very risk-aversive settings.
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