EUR 0.00% 0.8987 euro

mamba daily long volatility system

  1. 32 Posts.
    Hi everyone I am going to post a very profitable daily trading system on here; the theory behind it is essentially a long volatility system. I will be giving daily recommendation on EUR/USD. This system shows a expect return/maximum drawdown ratio of 4:1; here is some backtesting result:

    Table 1 is based on starting capital of $10,000 with 1 standard contract size:


    Year Profit Trades Win % Maximal drawdown
    2010 10859 125 45.6 26.3
    2009 6790 162 43.2 23.5
    2008 20137 156 44.2 20.1
    2007 3936 165 39.4 40.5
    2006 5211 151 47.7 18.2
    2005 548 158 39.2 28.7
    2004 7339 73 49.3 19.1


    Table 2 shows the profit based on different risk amount per trade for 2010:
    Risk Profit Trades Win % Maximal drawdown
    1% 1223 125 52.8 4.7
    2% 3701 125 52.8 8.3
    3% 6280 125 52.8 12.8
    4% 9470 125 53.23 17.2
    5% 11000 125 52.8 21.4


    Feel free to ask questions.
 
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