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 13 months of history.
Recommended permanence in the model: 6 months.
Projection horizon of 100% profitability: 36 months
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open | Close | Pips | Profit | Duration | Gain |
---|---|---|---|---|---|---|---|---|---|---|---|---|
-779.6 |
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-524.0 |
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-352.1 |
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-167.8 |
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-66.9 |
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58.1 |
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104.2 |
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-56.4 |
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-9.7 |
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65.2 |
|