EURAUD Strategy DEC 2023 Backtesting

Backtesting results for EURAUD DT/ DB + VWAP Strategy

(Found at tradingview.com/chart/EURAUD/ztU1iPqT-EURAUD-Strategy/)

Dec Trade 1 (Asian Session)
สแนปชอต
Loss -0.5%
Total - 0.5%

Dec Trade 2 (London Session)
สแนปชอต
Loss -0.5%
Total -1%

Dec Trade 3 (Late London Session)
สแนปชอต
Gain 0.89%
Total -0.11%

Dec Trade 4
สแนปชอต
Loss -0.5%
Total -0.61%

Dec Trade 5
สแนปชอต
Loss -0.5%
Total -1.11

Dec Trade 6
สแนปชอต
Gain 0.73
Total -0.38%

Dec Trade 7
สแนปชอต
Loss -0.5%
Total -0.83%

Dec Trade 8
สแนปชอต
Loss -0.5%
Total -1.33%

Dec Trade 9
สแนปชอต
Gain 1.52%
Total +0.19%

Dec Trade 10
สแนปชอต
Loss -0.5%
Total -0.31%

Dec Trade 11
สแนปชอต
Loss -0.5%
Total -0.81%

Dec Trade 12
สแนปชอต
Gain 1.72%
Total 0.9%

Dec Trade 13
สแนปชอต
Loss -0.5%
Total 0.4%

Dec Trade 14
สแนปชอต
Loss -0.5%
Total -0.1%

Dec Trade 15
สแนปชอต
Loss -0.5%
Total -0.6%

Dec Trade 16
สแนปชอต
Gain 1.1%
Total 0.5%

Dec Trade 17
สแนปชอต
Gain 0.97%
Total 1.47%

Dec Trade 18
สแนปชอต
Gain 1.43
Total 2.9%

Dec Trade 19
สแนปชอต
Loss -0.5%
Total 2.4%

Dec Trade 20
สแนปชอต
Gain 1.48%
Total 3.88%

Dec Trade 21
สแนปชอต
Gain 2.6%
Total 6.48%

Dec Trade 22
สแนปชอต
Loss 0.5%
Total 5.98%

Dec Trade 23
สแนปชอต
Loss -0.5%
Total 5.38%

Dec Trade 24
สแนปชอต
Gain 0.63%
Total 6.01%

Dec Trade 25
สแนปชอต
Gain 1.61%
Total 7.62%

Dec Trade 26
สแนปชอต
Gain 0.78%
Total 8.34%

Dec Trade 27
สแนปชอต
Gain 1.58%
Total 9.92%

Not listed, outside of my trading hours
สแนปชอต

Dec Trade 28
สแนปชอต
Loss -0.5%
Total 9.42%

Not listed, outside of my trading hours
สแนปชอต

Dec Trade 29
สแนปชอต
สแนปชอต Stops just got hit, but as per rules (Double top pattern had no candle colour change so no entry in that one)
Loss -0.5%
Total 8.92%

Outside of my trading hours, and VWAP in the wrong place, though it seems this strategy works in the asian session too
สแนปชอต

Dec Trade 30
สแนปชอต
Gain 3.38%
Total 12.30%

End of the month FIgures

สแนปชอต

End gain 12.30%
Total Trades 30
Total wins 14
Total losses 16
Max Drawdown: -1.33%

Wins in a row 4
Losses in a row 3 (Though worth noting 11 losses out of the first 14 trades)

Biggest win 3.38% (With 0.5% risk on every trade)
Biggest loss -0.5%

Average loss: 0.5x16/ 16 = 0.5% loss
Average win: 3.38+1.58.0.78+1.61+0.63+2.6+1.48+1.43+0.97+1.1+1.72+1.52+0.73+0.89=20.42
20.42/ 14= 1.45%

Hope you find this interesting to look through.

Certainly not one for the faint hearted, especially the consistent losses at the beginning.

Novembers results coming soon.

Harry





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