System: Statistical Arbitrage
Description:
Type of Trading: Real
Broker: RoboForex
Started: Jul 13, 2015
Views: 14
Tracking: 0 users
Currency Pairs: AUDCHF, AUDJPY, AUDNZD, AUDUSD, CADCHF, CADJPY, CHFJPY, EURAUD, EURCAD, EURCHF, EURGBP, EURNZD, EURTRY, EURUSD, GBPAUD, GBPCAD, GBPCHF, GBPNZD, NZDCAD, NZDCHF, NZDJPY, NZDUSD, USDCAD, USDCHF, USDCNH, USDJPY, USDMXN, USDTRY, USDZAR
Essentials: The Statistical Arbitrage system has made 100 trades with an average winning trade of 585.67 pips / $77.43, the average losing trade around -335.17 pips / -$69.25 and an average trade length of 8d.The best trade it ever had was (Aug 24) 6263.0 in pips and the worst trade was (Aug 24) -5206.1 in pips.
It has won (28/47) 59% of its attempted buys and (32/53) 60% of its attempted sells.
Pros & Cons
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.
- Uses a potentially huge and dangerous stop loss.
