Welcome back Meta-Traders.This chart shows shows the combined 10-year portfolio simulation for FX-Regression on EUR/USD, USD/CAD and USD/CHF. The chart was created with the Profit and Drawdown Analysis tool from Asirikuy.
Here are the key stats:
Arithmetic mean return (AMR%)
49.96 (average yearly return)
Maximum drawdown %: 32.85 which is pretty high.
Maximum Drawdown period, 676 days without a new equity high. That's a long time to stick with a system without making a new equity high
Pain Index is 6.6 on a scale of zero to 10.
Win to loss ratio 3.83 (Number of wins / number of losses)
Profit factor - 1.14 Gross profit / gross loss
Total number of trades 5187
Maximum consecutive winning trades 39
Maximum consecutive losing trades 6
Maximum consecutive winning months 7
Maximum consecutive losing months 4
Maximum consecutive winning years 8
Maximum consecutive losing years 1
I need to do some more work with this tool to know how this portfolio compares to the other portfolios that have been designed as part of the Atinalla portfolios. I'm particulary interested in comparing it to Atinalla #1 and #3. Check back later for that.
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