DARWIN NAME: PUK
STRATEGY NAME : PulseAUDUSD
backtest done with tick data suite (0.01 lots).
I rely on the last 5 years to update my strategies, but I still check that their behavior is correct over a longer period (until 2008).
The spread is set to 1, the average fee recorded on darwinex on AUDUSD (spread + commissions) is lower than this value.
I use fixed spread backtests because with a variable spread it also gives good results but less close to reality.
Automated intraday trading on AUDUSD.
MONEY MANAGEMENT :
0.01 lots every 305 euros.
4 trades maximum at the same time.
GOALS: (based on backtest since 2008 and forward test since 2015)
- Maximum lifetime drawdown aimed : 25%
The lots size is defined according to the results of the backtest and forward test so that the drawdown never exceeded 15% until today.
But I rely on 25% to leave a margin of safety.
- Average yearly profit aimed : 50%.
- Fixed limit of loss managed by EA for each trade.
Maximum excursion per position :5%.(The strategy no longer opens trade if the stop loss of the existing trades and the one to open could exceed this limit).
- 8% loss maximum by 24h.
The expert advisor stops opening trades when this limit can be reached, so that even if all the trades in progress ended on the maximum loss this limit can not be reached.
This does not mean that this strategy will steadily risk 8% in a day.
On the contrary, this protection is supposed to never be used, it serves as a fuse in case things turn worse than expected.
- All trades are closed before week-end.
- Personnal Server ready to take relay in case of VPS failure.
- Backup network connection.
Here are some information on my others darwins until I open a topic for them :
I use the following strategies since 2012, but a major update took place in 2015, since I regularly do minor updates that never abruptly affect the result..
Same kind of strategy than PUZ (PulseAUDUSDZen) applied on EURUSD.
Here are strategies not already tested before theire arrival on darwinex otherwise than by backtest (I disadvise to invest there for the moment):
PUP (PulseGBPUSDZen).(temporarily paused)
Same kind of strategy than PUZ applied on GBPUSD.
PUS (PulseEURCHFZen) .
Same kind of strategy than PUZ applied on EURCHF.
PUW (NZDUSD) was aborted because the results were much worse than those targeted from the backtest.
This darwin contains all the strategies of the same type..
PUZ (AUDUSD) ,PUD (EURUSD), and PUS (EURCHF) are combined here.
PUH contain PUL, PUK and other strategies of the same type.
New strategies are tested here since 18 october 2017