System: QuriQuant All 3% Markovitz
Description:
Type of Trading: Real
Broker: Oanda
Started: May 04, 2015
Views: 288
Tracking: 0 users
Currency Pairs: EURJPY, EURUSD, GBPJPY, USDJPY
Essentials: The QuriQuant All 3% Markovitz system has made 1950 trades with an average winning trade of 57.98 pips / , the average losing trade around -34.57 pips / and an average trade length of 21h 55m.The best trade it ever had was (Sep 02) 869.6 in pips and the worst trade was (Jun 05) -299.7 in pips.
It has won (323/934) 34% of its attempted buys and (413/1016) 40% of its attempted sells.
Pros & Cons
Pros
Cons
- Its average win is larger than 10 pips which is usually a good thing.
- Its average stop loss is less than 50 pips which is reasonable.
- Drawdown has been kept under 30% which is good.
