Lesson 19 – Back Testing 28 pairs

Here are the results for back testing my algorithm on all 28 pairs. You can view the PDF and check out the details.

 Currency2020 Stats
1.EURUSD+6.35%PDF
2.AUDNZD+2.46%PDF
3.AUDUSD -0.74%PDF
4.AUDJPY +0.05%PDF
5.EURCHF -4.84%PDF
6.EURGBP -9.47%PDF
7.EURJPY +5.32%PDF
8.GBPCHF -4.82%PDF 
9.GBPJPY -9.63%PDF
10.GBPUSD -5.14%PDF/.1
11.NZDUSD -0.44%PDF
12.USDCAD -0.81%PDF

Arg – I noticed I messed up, my settings on algo template did not save. No wonder the results were so bad although I thought a readjustment looked like it was needed anyways. Just want to bring you along for the painful journey 🙂

Horrible Results on 5 Pairs 2020

 Currency2020 Again
1.EURUSD11.10%
2.AUDNZD-3.36%
6.EURGBP-14.11%
17.CHFJPY-4.54%
19.AUDCAD-7.05%
These results hurt: -17.96%
 Currency2020 Next Algo
1.EURUSD25.80%
2.AUDNZD3.33%
6.EURGBP1.82%
17.CHFJPY4.10%
19.AUDCAD2.82%
These results made me feel better: 37.87%
 Currency2020 Next Algo
3.AUDUSD22.54%
4.AUDJPY7.66%
5.EURCHF-0.33%
7.EURJPY-1.53%
8.GBPCHF-2.58%
9.GBPJPY-7.64%
10.GBPUSD+8.10
11.NZDUSD+7.38%
12.USDCAD+17.68%
13.USDCHF+8.59%
14.USDJPY+1.37%
15.CADJPY-7.65%
16.EURAUD+6.58%
18.EURCAD+2.21%
20.AUDCHF+12.32%
21.CADCHF-7.66%
22.EURNZD+13.42%
23.GBPAUD+2.60%
24.GBPCAD-14.30%
25.GBPNZD-6.36%
26.NZDCAD-4.94%
27.NZDCHF+13.96%
28.NZDJPY-4.50%

Grand Total of New Algo + 104.79% using 2% risk.

 Other products2020 New Algo
WTI Oil +5.88%
Brent Oil+11.13%
Silver XAGUSD+19.72%
Gold XAUUSD+22.17%
S&P500 (USA)+1.12%
ASX200 (AU)+12.81%
SMI20 (Swiss)+12.88%
JP225 (Japan)+12.46%
DAX30 (Germany)+6.82%
IBEX35 (Spain)+8.91%
STOXX50 (Euro)+2.12%
CAC40 (France)+11.02%
FTSE100 (UK)+3.02%
HSI(Hong Kong)+10.64%
DJI30 (USA)+2.60%
NQ100(USA)-0.47%