USD/JPY

MArket group
Forex
Strategy
Neural Model 1.0
Execution
Manual
Timeframe
5m
Initial balance
$10,000
Duration
16 Months

Performance

Win rate
67.86
Max Drawdown
-$1,572
Total Return
$19,086
Total Trades
224
Avg. Duration
2H 49M
Sharpe
5.66
Avg. Win
$194
Avg. Loss
-$144
Profit factor
2.83

Over this 17-month backtesting period, our cutting-edge trading algorithm displayed robust performance and consistent profitability. The strategy achieved a notable win rate of 67.86%, illustrating its skill in identifying and capitalizing on a majority of profitable trading opportunities. The average trade duration was 2 hours and 49 minutes, emphasizing the algorithm's proficiency in leveraging intermediate-term market movements.

During the backtest, the total return reached $224, and the maximum drawdown was capped at $1,572, or 15.72% of the initial balance. These figures highlight the algorithm's expertise in maintaining an equilibrium between risk and return, ensuring a more controlled trading environment.

Further accentuating the algorithm's performance is the respectable Sharpe ratio of 5.66, which indicates a solid risk-adjusted return. The risk-reward ratio remains favorable, as the average winning trade yielded a profit of $194, while the average losing trade resulted in a loss of $144. The profit factor of 2.83 demonstrates the algorithm's capacity to generate returns that are 2.83 times greater than its losses.

In conclusion, Breakfree Trading's algorithm has exhibited remarkable results in the USD/JPY 5-minute backtest carried out from December 2021 to April 2023. These results underscore the algorithm's capabilities in consistently generating profits, effectively managing risk, and seizing intermediate-term market opportunities. However, it is crucial to bear in mind that past performance may not always be indicative of future results, and real trading conditions can be subject to variation due to factors such as slippage, commissions, and other trading costs.

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