| DATE | PROFIT | ENDING BALANCE | % RETURN |
| April 16, 2008 | $2,794.68 | $102,794.68 | 2.79% |
| April 17, 2008 | $2,006.90 | $104,801.58 | 1.95% |
| April 18, 2008 | $10,178.85 | $114,980.43 | 9.71% |
| END OF WEEK SUMMARY | $14,980.43 | $114,980.43 | 14.98% |
| April 21, 2008 | $7,714.99 | $122,695.42 | 6.71% |
| April 22, 2008 | -$625.37 | $122,070.05 | -0.51% |
| April 23, 2008 | $3,739.27 | $125,809.33 | 3.06% |
| April 24, 2008 | -$2,896.50 | $122,912.82 | -2.30% |
| April 25, 2008 | $2,435.24 | $125,348.06 | 1.98% |
| END OF WEEK SUMMARY | $10,367.63 | $125,348.06 | 9.02% |
I've included a portion of the test spreadsheet we are using for our manual hand daily tests while we continue the strenuous work of programming the autotrader/tester. The test started with a balance of $100,000 and has grown about 25% since beginning our daily hypothetical test about a week and a half ago.
The most promising factor is what happened Thursday, April 24th. Our GBP/USD had its losing day and yet the system as a wole only drew down about 2.5%. This is in contrast to drawdown days as high as 15% only a couple months ago. The upgraded GBP/USD strategy has a much higher reward to risk ratio which has made it more profitably (so far) while risking drastically less.
The Intraday strategy still has much work to be done. We have made nearly 500 test trades on 16 pairs over 8 days. A couple of pairs are not performing well at all (USD/CAD and EUR/AUD in particular). Wider than ideal spreads on both of those pairs has been a drag on their success. If we are unable to find 16 pairs that perform well, we may consider trading less.
UPDATE: I had made in error when adding the number of trades that had been made over this period. The actual number was closer to 290 at the time of this post. As of April 30th the numbers has climbed to 434 trades in 11 trading days.
