Backtesting

Account Profit/Loss

Our combined profit/loss for all the strategies on all the currency pairs over the last six years based on a constant of 0.03 lots for each trade.

EUR/USD

There was a significant drawdown at the end of 2007, but otherwise this strategy also looks to be potentially profitable long-term. The green area indicates the period in which this strategy has been executing on the live account.

There were two periods where there was an extended drawdown, namely at the end of 2004 and the end of 2007. Both of these periods were in excess of six months. However, as you can see , this looks like it could be a profitable strategy over the long-term. The red area indicates the period in which this strategy has been executing on the live account.

USD/CHF

This strategy seems to follow the same type of pattern as the EUR/USD pair running strategy #2 except the drawdowns seem more pronounced. The red area indicates the period in which this strategy has been executing on the live account.

USD/JPY

Between the end of 2003 and the middle of 2006 there was a gradual decline in the profit of this strategy. However, for the sake of diversity it has been included in our portfolio of strategies for the moment as it also looks to be potentially profitable long-term. The red area indicates the period in which this strategy has been executing on the live account.