Detailed Intraday Backtest Results

I have found a way to post the HTML files that contain the detailed data for the results of each of the 10 intraday pairs from December 1, 2007 - May 31, 2008. Click the pair you wish to see below to be redirected to the link containing each individual report.

EUR/USD
GBP/USD (Intraday strategy only)
USD/CHF
USD/JPY
EUR/GBP
EUR/CHF
EUR/JPY
GBP/CHF
GBP/JPY
CHF/JPY

Some things to note about the back test results:

First. Take a look at the Past/Hypothetical Performance Alerts post again. Past results do not guarantee future performance. It will require constant assessment of the triggers to keep the system profitable.

Second. The back testing was done using a different broker(Alpari - UK) other than FXCM. The reason for this is that FXCM does not have precise data going back further than 30 days. This should not have a significant impact on our results but I wanted everyone to be aware of that fact. Alpari's spreads are higher than those being quoted by FXCM and so, in theory, the results would have been better had FXCM been able to provide past data.

Third. While the strategy as a whole is based off of the same specific indicators/signals, the way these indicators are used is distinct for each pair depending on the tendencies of that pair. For instance, the GBP/JPY is more likely to trend (thus be profitable) than the EUR/USD from 4:00 - 8:00am London time because the GBP/JPY is more heavily traded during the Japanese session. Therefore, the GBP/JPY is traded during that time while the EUR/USD is not. Slight variations have been attributed to each pair so as to maximum that pair's potential.