Description: Portfolio(system) of different multi-currency intraday EAs. *Portfolio contains 14 EA **Portfolio rebalancing: every 2 weeks.
1. Trades in AUDUSD, EURJPY, EURGBP, EURUSD, GBPUSD, NZDUSD, USDCAD, USDCHF, USDJPY, XAUUSD.
2. Profit target =10%/Month.
3. Low Risk: The expected max. drawdown=25-30%. The max. historical drawdown(2005…2015)=8%. The system uses a logicalstop+timestop+ruinstop.
4. Low Leverage: MM=0.01-0.02max lot per $400 balance. Maximal position holding time =1D. The system does not hold open positions over the weekend.
The system does not use any martingale/grid techniques. Backtest 01.2005-03.2015.
Type of Trading: Real
Broker: Alpari RU
Started: Nov 24, 2014
Tracking: 8 users
Currency Pairs: AUDUSD, EURGBP, EURJPY, EURUSD, GBPUSD, NZDUSD, USDCAD, USDCHF, USDJPY, XAUUSD
Essentials: The QuantTrading system has made 277 trades with an average winning trade of 51.53 pips / $8.58, the average losing trade around -69.27 pips / -$12.51 and an average trade length of 5h 37m.
The best trade it ever had was (Mar 06) 1880.7 in pips and the worst trade was (Mar 02) -1752.1 in pips.
It has won (85/133) 63% of its attempted buys and (85/144) 59% of its attempted sells.
Pros & Cons
- Its average win is larger than 10 pips which is usually a good thing.
- Drawdown has been kept under 30% which is good.