Professional Trading Portfolio - Backtest results
Professional Trading Portfolio
Link:
Professional Trading Portfolio Homepage
Professional Trading Portfolio consists of the following two systems (Expert Advisors):
Professional Breakout Trading System (Volatility Breakout)
and
Professional Reversal Trading System (Intraday Reversal)
Overview of Professional Trading Portfolio can be foud here.
The backtest results will be briefly described in the present article.
At first, short-term backtest from 01.07.2016 to 31.12.2016 has been conducted using both Every tick and Control points.
(Left: Every tick, Right: Control points)
As shown above, there is little difference between the result with Every tick and that with Control points.
According to the vendor, the EA is not dependent on tick occurrence.
Therefore, the following long-term backtest from 01.01.2006 to 30.04.2017 has been performed using Control points.
Backtest - Professional Breakout Trading Sytem
from 01.01.2006 to 30.04.2017
Initial deposit: 10,000 USD
MM: 2.0% risk per trade
Total net profit: 24,259 USD
Relative drawdown: 32.4%
Backtest - Professional Reversal Trading System
from 01.01.2006 to 30.04.2017
Initial deposit: 10,000 USD
MM: 2.0% risk per trade
Total net profit: 108,849 USD
Relative drawdown: 16.6%
Backtest - Professional Trading Portfolio
(Breakout and Reversal)
from 01.01.2006 to 30.04.2017
Initial deposit: 10,000 USD
MM: 2.0% risk per trade
Total net profit: 383,794 USD
Relative drawdown: 17.1%
Excellent Total net profit (3,800% of inital deposit) and low Relative drawdown (17.1%) in Professional Trading Portfolio are quite impressive.
It is cosidered from the above backtest results that combination of Professional Breakout Trading System and Professional Reversal Trading System, that is, Professional Trading Portfolio is reasonable from the viewpoint of capital efficiency.
Links:
Professional Trading Portfolio Homepage
Professional Breakout Trading System Homepage
Professional Reversal Trading System Homepage
Link:
Professional Trading Portfolio Homepage
Professional Trading Portfolio consists of the following two systems (Expert Advisors):
Professional Breakout Trading System (Volatility Breakout)
and
Professional Reversal Trading System (Intraday Reversal)
Overview of Professional Trading Portfolio can be foud here.
The backtest results will be briefly described in the present article.
At first, short-term backtest from 01.07.2016 to 31.12.2016 has been conducted using both Every tick and Control points.
(Left: Every tick, Right: Control points)
As shown above, there is little difference between the result with Every tick and that with Control points.
According to the vendor, the EA is not dependent on tick occurrence.
Therefore, the following long-term backtest from 01.01.2006 to 30.04.2017 has been performed using Control points.
Backtest - Professional Breakout Trading Sytem
from 01.01.2006 to 30.04.2017
Initial deposit: 10,000 USD
MM: 2.0% risk per trade
Total net profit: 24,259 USD
Relative drawdown: 32.4%
Backtest - Professional Reversal Trading System
from 01.01.2006 to 30.04.2017
Initial deposit: 10,000 USD
MM: 2.0% risk per trade
Total net profit: 108,849 USD
Relative drawdown: 16.6%
Backtest - Professional Trading Portfolio
(Breakout and Reversal)
from 01.01.2006 to 30.04.2017
Initial deposit: 10,000 USD
MM: 2.0% risk per trade
Total net profit: 383,794 USD
Relative drawdown: 17.1%
Excellent Total net profit (3,800% of inital deposit) and low Relative drawdown (17.1%) in Professional Trading Portfolio are quite impressive.
It is cosidered from the above backtest results that combination of Professional Breakout Trading System and Professional Reversal Trading System, that is, Professional Trading Portfolio is reasonable from the viewpoint of capital efficiency.
Links:
Professional Trading Portfolio Homepage
Professional Breakout Trading System Homepage
Professional Reversal Trading System Homepage
Topic : Forex Trading
Genre : Investment/Money