This is a portfolio of 22 strategies including mainly breakout strategies, which is the source of profit, and mean reversion ones, which act as equity curve smoother. Each strategy has undergone rigorous backtest using more than 10 years of history data. Robustness of strategy is assured by monte carlo testing that simulate numerous scenarios that could possibly happen in the market.
We applied very strict risk control policies requiring each strategy to have stop loss levels. Each strategy contributes less than 5% of the total risk and is diversified by trading style and instruments. Although the drawdown is a bit of large in this live account, you may adjust your leverage to lower the risk. On average you can expect at least a 1:1 ratio of annual return to max drawdown.
Don't expect the equity curve to be as smooth as a straight line. This is NOT our target and it is too dangerous for us to pursue. We believe that long term success could only be achieved by a reasonably choppy equity curve.
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open | Close | Pips | Profit | Duration | Gain |
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- |
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-7.0 |
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-36.0 |
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-20.0 |
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8.0 |
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-13.0 |
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6.0 |
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4.0 |
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-12.0 |
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3.0 |
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