Statistical Arbitrage Review

System: Statistical Arbitrage Review

Description:

Type of Trading: Real

Broker: RoboForex

Started: Jul 13, 2015

Views: 36

Tracking: 1 users

Currency Pairs: AUDCAD, 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

 

 

 

 

 

Overview: Statistical Arbitrage Review Myfxbook system has made +18% in 116 trades since Jul 13, 2015. The average winning trade is about536.60 pips / $72.45, and the average trade with a loss around -371.02 pips / -$71.95. Trades are left open on average for 9d.

(36/56) 64% is the winning percentage of its buy trades and (35/60) 58% is the winning percentage of its sells.

(Aug 24) 6263.0 was the best trade it ever produced. (Aug 24) -5206.1 was the worst.

Pros & Cons

Pros

  • Average win is greater than 10 pips, some I always look for
  • Drawdown has only reached 16.46, looking good so far!
Cons

  • Warning: large stop loss over 100 pips being used

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