The third system of illustrating. More systematic trading results.
More Results of systematic trade can be seen on the following chart. Trend analysis, The 2/1 Rule, The 5 Percent rule – these are the basic rules necessary to read the chaet.
The B system was applied for a daily USD to Yen chart in a 5 year term. The tools applied for the analysis were absolute non-linear regression for defining exact moments for entering and leaving the market.
One more time about systematic trading results
The most important results are:
• The net profit constituted over 40 000$.
• The number of deals executed – 98.
• Ca 48% deals were profitable while, 52% were losses.
• Average income per deal constituted 414$.
• Average volume of a profitable deal $1,880, a failure one -$ 937.
• Maximal quantity of sequential winning deals was 4, loosing – 5.
• Average duration of winning deals – 21 day, the loosing ones – 6 days.
