Quantitative investment model, based on a robust 19-year backtest (2003-2021).
0.5% risk per operation, working model with weighted floating capital.
Real operations with 10 months of history.
Optimum length of stay: 6 months.
Projection horizon of 100% profitability: 24 months
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open | Close | Pips | Profit | Duration | Gain |
---|---|---|---|---|---|---|---|---|---|---|---|---|
73.4 |
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-23.1 |
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101.2 |
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-38.6 |
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90.5 |
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-58.1 |
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80.0 |
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-20.7 |
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29.8 |
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-56.4 |
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