Tuesday, July 1, 2008

June 2008 Hypothetical Results

Here are the results of how the full system would have performed had we used in June the settings we are currently using on our three strategies (10-Pair Intraday, EUR/USD Daily Strategy, and GBP/USD Strategy using same rules also for EUR/USD).

The new EUR/USD daily strategy performed abnormally well. Historically this strategy does not produce even half as much as these results. The Intraday strategy had a below-average month and both the GBP/USD and EUR/USD using the GBP/USD strategy ended the month about average.

Based on $100,000 account


Intraday Strategy Profit Profit % Max Drawdown
EUR/USD $5,264.01 5.26% -$2,002.00
GBP/USD -$248.00 -0.25% -$3,674.00
USD/CHF $1,253.04 1.25% -$1,471.58
USD/JPY -$1,149.12 -1.15% -$1,355.46
EUR/GBP -$1,001.02 -1.00% -$4,898.80
EUR/CHF -$2,451.92 -2.45% -$4,198.90
EUR/JPY $2,326.36 2.33% -$2,755.08
GBP/CHF $402.30 0.40% -$2,939.56
GBP/JPY $5,710.78 5.71% -$5,787.68
CHF/JPY -$1,361.01 -1.36% -$2,163.22
Total $8,745.42 8.75% ----------
GBP/USD Strategy Profit
Max Drawdown
EUR/USD $11,117.46 11.12% -$6,715.00
GBP/USD $11,939.44 11.94% -$7,328.00
Total $23,056.90 23.06% ----------
EUR/USD Daily Strategy Profit
Max Drawdown
EUR/USD $32,237.28 32.24% -$5,642.42
Total $32,237.28 32.24% ----------
Tradewinds System Profit

Intraday Strategy $8,745.42 8.75% ----------
GBP/USD Strategy $23,056.90 23.06% ----------
EUR/USD Daily Strategy $32,237.28 32.24% ----------
Total $64,039.60 64.04% ----------


Keep in mind this is not taking into account slippage, extreme market conditions, etc. Also our auto back tester is not able to test all pairs combined which means these results are not cumulatively compounded.

Based on $100,000 account


Intraday Strategy Wins Losses Win %
EUR/USD 32 42 43.24%
GBP/USD 34 76 30.91%
USD/CHF 12 12 50.00%
USD/JPY 2 14 12.50%
EUR/GBP 24 56 30.00%
EUR/CHF 10 24 29.41%
EUR/JPY 16 20 44.44%
GBP/CHF 24 40 37.50%
GBP/JPY 32 42 43.24%
CHF/JPY 8 24 25.00%
Total 194 350 35.66%
GBP/USD Strategy Wins Losses Win %
EUR/USD 43 41 51.19%
GBP/USD 50 55 47.62%
Total 93 96 49.21%
EUR/USD Daily Strategy Wins Losses Win %
EUR/USD 18 4 81.82%
Total 18 4 81.82%
Tradewinds System Wins Losses Win %
Intraday Strategy 194 350 35.66%
GBP/USD Strategy 93 96 49.21%
EUR/USD Daily Strategy 18 4 81.82%
Total 305 450 40.40%

755 Trades were taken with a win percentage of about 40%.