EURAUD Strategy DEC 2023 Backtesting
Backtesting results for EURAUD DT/ DB + VWAP Strategy
(Found at tradingview.com/chart/EURAUD/ztU1iPqT-EURAUD-Strategy/)
Dec Trade 1 (Asian Session)
Loss -0.5%
Total - 0.5%
Dec Trade 2 (London Session)
Loss -0.5%
Total -1%
Dec Trade 3 (Late London Session)
Gain 0.89%
Total -0.11%
Dec Trade 4
Loss -0.5%
Total -0.61%
Dec Trade 5
Loss -0.5%
Total -1.11
Dec Trade 6
Gain 0.73
Total -0.38%
Dec Trade 7
Loss -0.5%
Total -0.83%
Dec Trade 8
Loss -0.5%
Total -1.33%
Dec Trade 9
Gain 1.52%
Total +0.19%
Dec Trade 10
Loss -0.5%
Total -0.31%
Dec Trade 11
Loss -0.5%
Total -0.81%
Dec Trade 12
Gain 1.72%
Total 0.9%
Dec Trade 13
Loss -0.5%
Total 0.4%
Dec Trade 14
Loss -0.5%
Total -0.1%
Dec Trade 15
Loss -0.5%
Total -0.6%
Dec Trade 16
Gain 1.1%
Total 0.5%
Dec Trade 17
Gain 0.97%
Total 1.47%
Dec Trade 18
Gain 1.43
Total 2.9%
Dec Trade 19
Loss -0.5%
Total 2.4%
Dec Trade 20
Gain 1.48%
Total 3.88%
Dec Trade 21
Gain 2.6%
Total 6.48%
Dec Trade 22
Loss 0.5%
Total 5.98%
Dec Trade 23
Loss -0.5%
Total 5.38%
Dec Trade 24
Gain 0.63%
Total 6.01%
Dec Trade 25
Gain 1.61%
Total 7.62%
Dec Trade 26
Gain 0.78%
Total 8.34%
Dec Trade 27
Gain 1.58%
Total 9.92%
Not listed, outside of my trading hours
Dec Trade 28
Loss -0.5%
Total 9.42%
Not listed, outside of my trading hours
Dec Trade 29
Stops just got hit, but as per rules (Double top pattern had no candle colour change so no entry in that one)
Loss -0.5%
Total 8.92%
Outside of my trading hours, and VWAP in the wrong place, though it seems this strategy works in the asian session too
Dec Trade 30
Gain 3.38%
Total 12.30%
End of the month FIgures
End gain 12.30%
Total Trades 30
Total wins 14
Total losses 16
Max Drawdown: -1.33%
Wins in a row 4
Losses in a row 3 (Though worth noting 11 losses out of the first 14 trades)
Biggest win 3.38% (With 0.5% risk on every trade)
Biggest loss -0.5%
Average loss: 0.5x16/ 16 = 0.5% loss
Average win: 3.38+1.58.0.78+1.61+0.63+2.6+1.48+1.43+0.97+1.1+1.72+1.52+0.73+0.89=20.42
20.42/ 14= 1.45%
Hope you find this interesting to look through.
Certainly not one for the faint hearted, especially the consistent losses at the beginning.
Novembers results coming soon.
Harry
(Found at tradingview.com/chart/EURAUD/ztU1iPqT-EURAUD-Strategy/)
Dec Trade 1 (Asian Session)
Loss -0.5%
Total - 0.5%
Dec Trade 2 (London Session)
Loss -0.5%
Total -1%
Dec Trade 3 (Late London Session)
Gain 0.89%
Total -0.11%
Dec Trade 4
Loss -0.5%
Total -0.61%
Dec Trade 5
Loss -0.5%
Total -1.11
Dec Trade 6
Gain 0.73
Total -0.38%
Dec Trade 7
Loss -0.5%
Total -0.83%
Dec Trade 8
Loss -0.5%
Total -1.33%
Dec Trade 9
Gain 1.52%
Total +0.19%
Dec Trade 10
Loss -0.5%
Total -0.31%
Dec Trade 11
Loss -0.5%
Total -0.81%
Dec Trade 12
Gain 1.72%
Total 0.9%
Dec Trade 13
Loss -0.5%
Total 0.4%
Dec Trade 14
Loss -0.5%
Total -0.1%
Dec Trade 15
Loss -0.5%
Total -0.6%
Dec Trade 16
Gain 1.1%
Total 0.5%
Dec Trade 17
Gain 0.97%
Total 1.47%
Dec Trade 18
Gain 1.43
Total 2.9%
Dec Trade 19
Loss -0.5%
Total 2.4%
Dec Trade 20
Gain 1.48%
Total 3.88%
Dec Trade 21
Gain 2.6%
Total 6.48%
Dec Trade 22
Loss 0.5%
Total 5.98%
Dec Trade 23
Loss -0.5%
Total 5.38%
Dec Trade 24
Gain 0.63%
Total 6.01%
Dec Trade 25
Gain 1.61%
Total 7.62%
Dec Trade 26
Gain 0.78%
Total 8.34%
Dec Trade 27
Gain 1.58%
Total 9.92%
Not listed, outside of my trading hours
Dec Trade 28
Loss -0.5%
Total 9.42%
Not listed, outside of my trading hours
Dec Trade 29
Loss -0.5%
Total 8.92%
Outside of my trading hours, and VWAP in the wrong place, though it seems this strategy works in the asian session too
Dec Trade 30
Gain 3.38%
Total 12.30%
End of the month FIgures
End gain 12.30%
Total Trades 30
Total wins 14
Total losses 16
Max Drawdown: -1.33%
Wins in a row 4
Losses in a row 3 (Though worth noting 11 losses out of the first 14 trades)
Biggest win 3.38% (With 0.5% risk on every trade)
Biggest loss -0.5%
Average loss: 0.5x16/ 16 = 0.5% loss
Average win: 3.38+1.58.0.78+1.61+0.63+2.6+1.48+1.43+0.97+1.1+1.72+1.52+0.73+0.89=20.42
20.42/ 14= 1.45%
Hope you find this interesting to look through.
Certainly not one for the faint hearted, especially the consistent losses at the beginning.
Novembers results coming soon.
Harry
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